Computing the Loewner Driving Process of Random Curves in the Half Plane

We simulate several models of random curves in the half plane and numerically compute the stochastic driving processes that produce the curves through the Loewner equation. Our models include models whose scaling limit is the Schramm-Loewner evolution (SLE) and models for which it is not. We study several tests of whether the driving process is Brownian motion, as it is for SLE. We find that testing only the normality of the process at a fixed time is not effective at determining if the random curves are an SLE. Tests that involve the independence of the increments of Brownian motion are much more effective. We also study the zipper algorithm for numerically computing the driving function of a simple curve. We give an implementation of this algorithm which runs in a time O(N ^1.35) rather than the usual O(N ²), where N is the number of points on the curve.     

The Length of an SLE—Monte Carlo Studies

The scaling limits of a variety of critical two-dimensional lattice models are equal to the Schramm–Loewner evolution (SLE) for a suitable value of the parameter κ. These lattice models have a natural parametrization of their random curves given by the length of the curve. This parametrization (with suitable scaling) should provide a natural parametrization for the curves in the scaling limit. We conjecture that this parametrization is also given by a type of fractal variation along the curve, and present Monte Carlo simulations to support this conjecture. Then we show by simulations that if this fractal variation is used to parametrize the SLE, then the parametrized curves have the same distribution as the curves in the scaling limit of the lattice models with their natural parametrization.     

Conformal Invariance and Stochastic Loewner Evolution Predictions for the 2D Self-Avoiding Walk—Monte Carlo Tests

Simulations of the two-dimensional self-avoiding walk (SAW) are performed in a half-plane and a cut-plane (the complex plane with the positive real axis removed) using the pivot algorithm. We test the conjecture of Lawler, Schramm, and Werner that the scaling limit of the two-dimensional SAW is given by Schramm's stochastic Loewner evolution (SLE). The agreement is found to be excellent. The simulations also test the conformal invariance of the SAW since conformal invariance implies that if we map infinite length walks in the cut-plane into the half plane using the conformal map $z \to \sqrt z$ , then the resulting walks will have the same distribution as the SAW in the half plane. The simulations show excellent agreement between the distributions.     

A Fast Algorithm for Simulating the Chordal Schramm–Loewner Evolution

The Schramm–Loewner evolution (SLE) can be simulated by dividing the time interval into N subintervals and approximating the random conformal map of the SLE by the composition of N random, but relatively simple, conformal maps. In the usual implementation the time required to compute a single point on the SLE curve is O(N). We give an algorithm for which the time to compute a single point is O(N ^p ) with p<1. Simulations with κ=8/3 and κ=6 both give a value of p of approximately 0.4.     

Some Partial Results on the Convergence of Loop-Erased Random Walk to SLE(2) in the Natural Parametrization

We outline a strategy for showing convergence of loop-erased random walk on the $\mathbb{Z}^{2}$ square lattice to SLE(2), in the supremum norm topology that takes the time parametrization of the curves into account. The discrete curves are parametrized so that the walker moves at a constant speed determined by the lattice spacing, and the SLE(2) curve has the recently introduced natural time parametrization. Our strategy can be seen as an extension of the one used by Lawler, Schramm, and Werner to prove convergence modulo time parametrization. The crucial extra step is showing that the expected occupation measure of the discrete curve, properly renormalized by the chosen time parametrization, converges to the occupation density of the SLE(2) curve, the so-called SLE Green’s function. Although we do not prove this convergence, we rigorously establish some partial results in this direction including a new loop-erased random walk estimate.     

The Langevin equation on Lie algebras: Maxwell-Boltzmann is not always the equilibrium

We give a geometric formulation of the Fokker-Planck-Kramer equations for a particle moving on a Lie algebra under the influence of a dissipative and a random force. Special cases of interest are fluid mechanics, the Stochastic Loewner equation and the rigid body. We find that the Boltzmann distribution, although a static solution, is not normalizable when the algebra is not unimodular. This is because the invariant measure of integration in momentum space is not the standard one. We solve the special case of the upper half-plane (hyperboloid) explicitly: there is another equilibrium solution to the Fokker-Planck equation, which is integrable. It breaks rotation invariance.     

Pure Partition Functions of Multiple SLEs

Multiple Schramm–Loewner Evolutions (SLE) are conformally invariant random processes of several curves, whose construction by growth processes relies on partition functions—Möbius covariant solutions to a system of second order partial differential equations. In this article, we use a quantum group technique to construct a distinguished basis of solutions, which conjecturally correspond to the extremal points of the convex set of probability measures of multiple SLEs.     

On the Rate of Convergence of Loop-Erased Random Walk to SLE2

We derive a rate of convergence of the Loewner driving function for a planar loop-erased random walk to Brownian motion with speed 2 on the unit circle, the Loewner driving function for radial SLE₂. The proof uses a new estimate of the difference between the discrete and continuous Green’s functions that is an improvement over existing results for the class of domains we consider. Using the rate for the driving process convergence along with additional information about SLE₂, we also obtain a rate of convergence for the paths with respect to the Hausdorff distance.     

Reversed Radial SLE and the Brownian Loop Measure

The Brownian loop measure is a conformally invariant measure on loops in the plane that arises when studying the Schramm–Loewner evolution (SLE). When an SLE curve in a domain evolves from an interior point, it is natural to consider the loops that hit the curve and leave the domain, but their measure is infinite. We show that there is a related normalized quantity that is finite and invariant under Möbius transformations of the plane. We estimate this quantity when the curve is small and the domain simply connected. We then use this estimate to prove a formula for the Radon–Nikodym derivative of reversed radial SLE with respect to whole-plane SLE.     

Non-Equilibrium Entropy and Irreversibility in Generalized Stochastic Loewner Evolution from an Information-Theoretic Perspective

In this study, we theoretically investigated a generalized stochastic Loewner evolution (SLE) driven by reversible Langevin dynamics in the context of non-equilibrium statistical mechanics. Using the ability of Loewner evolution, which enables encoding of non-equilibrium systems into equilibrium systems, we formulated the encoding mechanism of the SLE by Gibbs entropy-based information-theoretic approaches to discuss its advantages as a means to better describe non-equilibrium systems. After deriving entropy production and flux for the 2D trajectories of the generalized SLE curves, we reformulated the system’s entropic properties in terms of the Kullback–Leibler (KL) divergence. We demonstrate that this operation leads to alternative expressions of the Jarzynski equality and the second law of thermodynamics, which are consistent with the previously suggested theory of information thermodynamics. The irreversibility of the 2D trajectories is similarly discussed by decomposing the entropy into additive and non-additive parts. We numerically verified the non-equilibrium property of our model by simulating the long-time behavior of the entropic measure suggested by our formulation, referred to as the relative Loewner entropy.     

A Glimpse of the Conformal Structure of Random Planar Maps

Communications in Mathematical Physics - We present a way to study the conformal structure of random planar maps. The main idea is to explore the map along an SLE (Schramm–Loewner evolution)...     

Monte Carlo tests of stochastic Loewner evolution predictions for the 2D self-avoiding walk

The conjecture that the scaling limit of the two-dimensional self-avoiding walk (SAW) in a half plane is given by the stochastic Loewner evolution (SLE) with kappa = 8/3 leads to explicit predictions about the SAW. A remarkable feature of these predictions is that they yield not just critical exponents but also probability distributions for certain random variables associated with the self-avoiding walk. We test two of these predictions with Monte Carlo simulations and find excellent agreement, thus providing numerical support to the conjecture that the scaling limit of the SAW is SLE(8/3).     

Automatic detection of the belt-like region in an image with variational PDE model

In this paper, we propose a novel method to automatically detect the belt-like object, such as highway,river, etc., in a given image based on Mumford-Shah function and the evolution of two phase curves. The method can automatically detect two curves that are the boundaries of the belt-like object. In fact, this is a partition problem and we model it as an energy minimization of a Mumford-Shah function based minimal partition problem like active contour model. With Eulerian formulation the partial differential equations (PDEs) of curve evolution are given and the two curves will stop on the desired boundary. The stop term does not depend on the gradient of the image and the initial curves can be anywhere in the image. We also give a numerical algorithm using finite differences and present various experimental results. Compared with other methods, our method can directly detect the boundaries of belt-like object as two continuous curves, even if the image is very noisy.     

The Loewner Equation: Maps and Shapes

An approach called Schramm–Loewner evolution (SLE) provides a new method for dealing with a wide variety of scale-invariant problems in two dimensions. This approach is based upon an older method called Loewner Evolution (LE), which connects analytic and geometrical constructions in the complex plane. In this paper, the bases of LE and SLE are described and some simple applications are discussed in relatively non-technical form. A bibliography of the subject is presented.     

Numerical solution for curved crack problem in elastic half-plane using hypersingular integral equation

A hypersingular integral equation for the curved crack problems of an elastic half-plane is introduced. Formulation of the equation is based on the usage of a modified complex potential. The potential is generally expressed in the form of a Cauchy-type integral. The modified complex potential is composed of the principal part and the complementary part. The principal part of the complex potential is actually equivalent to the original complex potential for the curved crack in an infinite plate. The role of the complementary part is to eliminate the boundary traction along the boundary of the half-plane caused by the principal part. From the assumed boundary traction condition, a hypersingular integral equation is obtained for the curved crack problems of an elastic half-plane. The curve length coordinate method is used to obtain a final solution. Several numerical examples are presented that prove the efficiency of the suggested method.     

Reliability of linear coupling synchronization of hyperchaotic systems with unknown parameters

Complete synchronization could be reached between some chaotic and/or hyperchaotic systems under linear coupling. More generally, the conditional Lyapunov exponents are often calculated to confirm the stability of synchronization and reliability of linear controllers. In this paper, detailed proof and measurement of the reliability of linear controllers are given by constructing a Lyapunov function in the exponential form. It is confirmed that two hyperchaotic systems can reach complete synchronization when two linear controllers are imposed on the driven system unidirectionally and the unknown parameters in the driving systems are estimated completely. Finally, it gives the general guidance to reach complete synchronization under linear coupling for other chaotic and hyperchaotic systems with unknown parameters.     

A Guide to Stochastic Löwner Evolution and Its Applications

This article is meant to serve as a guide to recent developments in the study of the scaling limit of critical models. These new developments were made possible through the definition of the Stochastic Löwner Evolution (SLE) by Oded Schramm. This article opens with a discussion of Löwner's method, explaining how this method can be used to describe families of random curves. Then we define SLE and discuss some of its properties. We also explain how the connection can be made between SLE and the discrete models whose scaling limits it describes, or is believed to describe. Finally, we have included a discussion of results that were obtained from SLE computations. Some explicit proofs are presented as typical examples of such computations. To understand SLE sufficient knowledge of conformal mapping theory and stochastic calculus is required. This material is covered in the appendices.     

Direct Solution of the Inverse Problem for Rough Surface Scattering

We consider the inverse scattering problem for a scalar wave field incident on a perfectly conducting one-dimensional rough surface. The Dirichlet Green function for the upper half-plane is introduced, in place of the free-space Green function, as the fundamental solution to the Helmholtz equation. Based on this half-plane Green function, two reasonable approximate operations are performed, and an integral equation is formulated to approximate the total field in the two-dimensional space, then to determine the profile of the rough surface as a minimum of the total field. Reconstructions of sinusoidal, non-sinusoidal and random rough surface are performed using numerical techniques. Good agreement of these results demonstrates that the inverse scattering method is reliable.