On the layering transition of an SOS surface interacting with a wall. I. Equilibrium results

We consider the model of a 2D surface above a fixed wall and attracted toward it by means of a positive magnetic fieldh in the solid-on-solid (SOS) approximation when the inverse temperature is very large and the external fieldh is exponentially small in . We improve considerably previous results by Dinaburg and Mazel on the competition between the external field and the entropic repulsion with the wall, leading, in this case, to the phenomenon of layering phase transitions. In particular, we show, using the Pirogov-Sinai scheme as given by Zahradník, that there exists a unique critical valueh _k ^* () in the interval (1/4e ^–4k , 4e ^–4k ) such that, for allh(h _k+1 ^* ,h _k ^* ) and large enough, there exists a unique infinite-volume Gibbs state. The typical configurations are small perturbation of the ground state represented by a surface at heightk+1 above the wall. Moreover, for the same choice of the thermodynamic parameters, the influence of the boundary conditions of the Gibbs measure in a finite cube decays exponentially fast with the distance from the boundary. Whenh=h _k ^* () we prove instead the convergence of the cluster expansion for bothk andk+1 boundary conditions. This fact signals the presence of a phase transition. In the second paper of this series we will consider a Glauber dynamics for the above model and we will study the rate of approach to equilibrium in a large finite cube with arbitrary boundary conditions as a function of the external fieldh. Using the results proven in this paper, we will show that there is a dramatic slowing down in the approach to equilibrium when the magnetic field takes one of the critical values and the boundary conditions are free (absent).     

Surface-induced finite-size effects for first-order phase transitions

We consider classical lattice models describing first-order phase transitions, and study the finite-size scaling of the magnetization and susceptibility. In order to model the effects of an actual surface in systems such as small magnetic clusters, we consider models with free boundary conditions. For a field-driven transition with two coexisting phases at the infinite-volume transition pointh=h _t , we prove that the low-temperature, finite-volume magnetizationm _free(L, h) per site in a cubic volume of sizeL ^d behaves like $$m_{free} (L,h) = \frac{{m_ + + m_ - }}{2} + \frac{{m_ + - m_ - }}{2}tanh\left[ {\frac{{m_ + - m_ - }}{2}L^d (h - h_\chi (L))} \right] + O\left( {\frac{1}{L}} \right)$$ whereh _x (L) is the position of the maximum of the (finite-volume) susceptibility andm _± are the infinite-volume magnetizations ath=h _t +0 andh=h _t ?0, respectively. We show thath _x (L) is shifted by an amount proportional to 1/L with respect to the infinite-volume transition pointh _t provided the surface free energies of the two phases at the transition point are different. This should be compared with the shift for periodic boundary conditions, which for an asymmetric transition with two coexisting phases is proportional only to 1/L ^2d . One can consider also other definitions of finite-volume transition points, for example, the positionh _U (L) of the maximum of the so-called Binder cumulantU _free(L,h). Whileh _U (L) is again shifted by an amount proportional to 1/L with respect to the infinite-volume transition pointh _t , its shift with respect toh _χ (L) is of the much smaller order 1/L ^2d . We give explicit formulas for the proportionality factors, and show that, in the leading 1/L ^2d term, the relative shift is the same as that for periodic boundary conditions.     

A rigorous theory of finite-size scaling at first-order phase transitions

A large class of classical lattice models describing the coexistence of a finite number of stable states at low temperatures is considered. The dependence of the finite-volume magnetizationM _per(h, L) in cubes of sizeL ^d under periodic boundary conditions on the external fieldh is analyzed. For the case where two phases coexist at the infinite-volume transition pointh _t , we prove that, independent of the details of the model, the finite-volume magnetization per lattice site behaves likeM _per(h _t )+M tanh[ML ^d (h–h_t)] withM _per(h) denoting the infinite-volume magnetization and M=1/2[M _per(h _t +0)–M _per(h _t –0)]. Introducing the finite-size transition pointh _m (L) as the point where the finite-volume susceptibility attains the maximum, we show that, in the case of asymmetric field-driven transitions, its shift ish _t –h _m (L)=O(L ^–2d ), in contrast to claims in the literature. Starting from the obvious observation that the number of stable phases has a local maximum at the transition point, we propose a new way of determining the pointh _t from finite-size data with a shift that is exponentially small inL. Finally, the finite-size effects are discussed also in the case where more than two phases coexist.On leave from: Institut für Theoretische Physik, FU-Berlin, D-1000 Berlin 33, Federal Republic of Germany.     

Properties of the Ising magnet confined in a corner geometry

The properties of Ising square lattices with nearest neighbor ferromagnetic exchange confined in a corner geometry, are studied by means of Monte Carlo simulations. Free boundary conditions at which boundary magnetic fields ±h are applied, i.e., at the two boundary rows ending at the lower left corner a field +h acts, while at the two boundary rows ending at the upper right corner a field −h acts. For temperatures T less than the critical temperature T_c of the bulk, this boundary condition leads to the formation of two domains with opposite orientation of the magnetization direction, separated by an interface which for T larger than the filling transition temperature T_f(h) runs from the upper left corner to the lower right corner, while for T<T_f(h) this interface is localized either close to the lower left corner or close to the upper right corner. It is shown that for T=T_f(h) the magnetization profile m(z) in the z-direction normal to the interface simply is linear and the interfacial width scales as w∝L, while for T>T_f(h) it scales as . The distribution P(?) of the interface position ? (measured along the z-direction from the corners) decays exponentially for T<T_f(h) from either corner, is essentially flat for T=T_f(h), and is a Gaussian centered at the middle of the diagonal for T>T_f(h). Unlike the findings for critical wetting in the thin film geometry of the Ising model, the Monte Carlo results for corner wetting are in very good agreement with the theoretical predictions.     

Finite-Size Effects for the Potts Model with Weak Boundary Conditions

Using the Pirogov–Sinai theory, we study finite-size effects for the ferromagnetic q-state Potts model in a cube with boundary conditions that interpolate between free and constant boundary conditions. If the surface coupling is about half of the bulk coupling and q is sufficiently large, we show that only small perturbations of the ordered and disordered ground states are dominant contributions to the partition function in a finite but large volume. This allows a rigorous control of the finite-size effects for these weak boundary conditions. In particular, we give explicit formulæ for the rounding of the infinite-volume jumps of the internal energy and magnetization, as well as the position of the maximum of the finite-volume specific heat. While the width of the rounding window is of order L ^–d , the same as for periodic boundary conditions, the shift is much larger, of order L ^–1. For strong boundary conditions—the surface coupling is either close to zero or close to the bulk coupling—the finite size effects at the transition point are shown to be dominated by either the disordered or the ordered phase, respectively. In particular, it means that sufficiently small boundary fields lead to the disordered, and not to the ordered Gibbs state. This gives an explicit proof of A. van Enter's result that the phase transition in the Potts model is not robust.     

On the layering transition of an SOS surface interacting with a wall. II. The Glauber dynamics

We continue our study of the statistical mechanics of a 2D surface above a fixed wall and attracted towards it by means of a very weak positive magnetic fieldh in the solid on solid (SOS) approximation, when the inverse temperature is very large. In particular we consider a Glauber dynamics for the above model and study the rate of approach to equilibrium in a large cube with arbitrary boundary conditions. Using the results proved in the first paper of this series we show that for allh(h _k+1 ^* ,h _k ^* ) ({h _k ^* } being the critical values of the magnetic field found in the previous paper) the gap in the spectrum of the generator of the dynamics is bounded away from zero uniformly in the size of the box and in the boundary conditions. On the contrary, forh=h _k ^* and free boundary conditions, we show that the gap in a cube of sideL is bounded from above and from below by a negative exponential ofL. Our results provide a strong indication that, contrary to what happens in two dimensions, for the three dimensional dynamical Ising model in a finite cube at low temperature and very small positive external field, with boundary conditions that are opposite to the field on one face of the cube and are absent (free) on the remaining faces, the rate of exponential convergence to equilibrium, which is positive in infinite volume, may go to zero exponentially fast in the side of the cube.Work partially supported by grant SC1-CT91-0695 of the Commission of European Communities.     

Quantum Ergodicity of Boundary Values of Eigenfunctions

Suppose that ⁿ is a bounded, piecewise smooth domain. We prove that the boundary values (Cauchy data) of eigenfunctions of the Laplacian on with various boundary conditions are quantum ergodic if the classical billiard map on the ball bundle B^*() is ergodic. Our proof is based on the classical observation that the boundary values of an interior eigenfunction , =² is an eigenfunction of an operator F_h on the boundary of with h=^–1. In the case of the Neumann boundary condition, F_h is the boundary integral operator induced by the double layer potential. We show that F_h is a semiclassical Fourier integral operator quantizing the billiard map plus a small remainder; the quantum dynamics defined by F_h can be exploited on the boundary much as the quantum dynamics generated by the wave group were exploited in the interior of domains with corners and ergodic billiards in the work of Zelditch-Zworski (1996). Novelties include the facts that F_h is not unitary and (consequently) the boundary values are equidistributed by measures which are not invariant under and which depend on the boundary conditions. Ergodicity of boundary values of eigenfunctions on domains with ergodic billiards was conjectured by S. Ozawa (1993), and was almost simultaneously proved by Gerard-Leichtnam (1993) in the case of convex C^1,1 domains (with continuous tangent planes) and with Dirichlet boundary conditions. Our methods seem to be quite different. Motivation to study piecewise smooth domains comes from the fact that almost all known ergodic domains are of this form.The first author was partially supported by an Australian Research Council Fellowship.The second author was partially supported by NSF grant #DMS-0071358 and DMS-0302518.     

Magnetic properties of the bond and crystal field dilution spin-3/2 Blume–Capel model in an external magnetic field

Magnetic properties of the bond and crystal field dilution spin-3/2 Blume–Capel model in an external magnetic field (h)$(h)$ on simple cubic lattice are studied by using the effective field theory. In the m−T$m-T$ plane, the degeneracy of the magnetization (m)$(m)$ is affected by the concentration of bond or crystal field dilution at low temperature (T)$(T)$. The magnetization curves can appear to fluctuate in certain regions of negative crystal field. In the m−h$m-h$ plane, the initial magnetization curve has an irregular behavior due to the introduction of bond dilution. The crystal field dilution has the influence on the process of magnetic domain displacement. In the χ−h$\chi -h$ plane, there exists one susceptibility (χ)$(\chi )$ shoulder and one step for different negative crystal field. The susceptibility curve takes on the feature of multi-peaks distribution under bond and crystal field dilution conditions.     

Coercive force of iron silicide

An expression is found for the extrastress tensor of a 180 ° domain boundary in the (100) plane of iron silicide within terms of up to fourth order in terms of the direction cosines of the spontaneous magnetization. The magnetostriction constants h₁, h₂, and h₄ are seen to be important, while h₃ and h₅ do not contribute to the coercive force. The coercive force is calculated for dislocation structures typical of iron silicide.Translated from Izvestiya VUZ. Fizika, No. 12, pp. 24–29, December, 1969.     

Spectral Gaps of Quantum Hall Systems with Interactions

A two-dimensional quantum Hall system without disorder for a wide class of interactions including any two-body interaction with finite range is studied by using the Lieb–Schultz–Mattis method [Ann. Phys. (N.Y.) 16:407 (1961)]. The model is defined on an infinitely long strip with a fixed, large width, and the Hilbert space is restricted to the lowest (n _max+1) Landau levels with a large integer n _max. We prove that, for a noninteger filling of the Landau levels, either (i) there is a symmetry breaking at zero temperature or (ii) there is only one infinite-volume ground state with a gapless excitation. We also prove the following two theorems: (a) If a pure infinite-volume ground state has a nonzero excitation gap for a noninteger filling , then a translational symmetry breaking occurs at zero temperature. (b) Suppose that there is no non-translationally invariant infinite-volume ground state. Then, if a pure infinite-volume ground state has a nonzero excitation gap, the filling factor must be equal to a rational number. Here the ground state is allowed to have a periodic structure which is a consequence of the translational symmetry breaking. We also discuss the relation between our results and the quantized Hall conductance, and phenomenologically explain why odd denominators of filling fractions giving the quantized Hall conductance are favored exclusively.     

Almost sure quasilocality in the random cluster model

We investigate the Gibbsianness of the random cluster measures ^{q, p} and , obtained as the infinite-volume limit of finite-volume measures with free and wired boundary conditions. Forq>1, the measures are not Gibbs measures, but it turns out that the conditional distribution on one edge, given the configuration outside that edge, is almost surely quasilocal.     

Equivalences of the large deviation principle for Gibbs measures and critical balance in the Ising model

In this paper we obtain the equivalence of the large deviation principle for Gibbs measures with and without an external field. For the Ising model, the equivalence allows us to study the result of competing influences of a positive external fieldh and a negative boundary condition in the cube ((B/h) ash0 for variousB. We find a critical balance at a valueB ₀ ofB.     

Constrained variational problem with applications to the Ising model

We continue our study of the behavior of the two-dimensional nearest neighbor ferromagnetic Ising model under an external magnetic fieldh, initiated in our earlier work. We strengthen further a result previously proven by Martirosyan at low enough temperature, which roughly states that for finite systems with (–)-boundary conditions under a positive external field, the boundary effect dominates in the system if the linear size of the system is of orderB/h withB small enough, while ifB is large enough, then the external field dominates in the system. In our earlier work this result was extended to every subcritical value of the temperature. Here for every subcritical value of the temperature we show the existence of a critical valueB ₀ (T) which separates the two regimes specified above. We also find the asymptotic shape of the region occupied by the (+)-phase in the second regime, which turns out to be a squeezed Wulff shape. The main step in our study is the solution of the variational problem of finding the curve minimizing the Wulff functional, which curve is constrained to the unit square. Other tools used are the results and techniques developed to study large deviations for the block magnetization in the absence of the magnetic field, extended to all temperatures below the critical one.     

Complete analyticity for 2D Ising completed

We study the behavior of the two-dimensional nearest neighbor ferromagnetic Ising model under an external magnetic fieldh. We extend to every subcritical value of the temperature a result previously proven by Martirosyan at low enough temperature, and which roughly states that for finite systems with — boundary conditions under a positive external field, the boundary effect dominates in the bulk if the linear size of the system is of orderB/h withB small enough, while ifB is large enough, then the external field dominates in the bulk. As a consequence we are able to complete the proof that complete analyticity for nice sets holds for every value of the temperature and external field in the interior of the uniqueness region in the phase diagram of the model.The main tools used are the results and techniques developed to study large deviations for the block magnetization in the absence of the magnetic field, and recently extended to all temperatures below the critical one by Ioffe.     

Some properties of random Ising models

We consider an Ising model with random magnetic fieldh _i and random nearest-neighbor couplingsJ _ij . The random variablesh _i andJ _ij are independent and identically distributed with a nice enough distribution, e.g., Gaussian. We will prove that (i) at high temperature, infinite volume correlation functions are independent on the boundary conditions and decay exponentially fast with probability 1 and (ii) for any temperature with sufficiently strong magnetic field the correlation functions are again independent on the boundary conditions and decay exponentially fast with probability 1. We also prove that the averaged magnetization of the ground state configuration of the one-dimensional Ising model with random magnetic field is zero, no matter how small is the variance of theh _i .     

Influence of the acoustic phonon scattering anisotropy on the distribution function and the electronic transport inn-Si

The excess noise of dc current-carrying thin metal wires in gases of different kind and pressure has been investigated. The noise depends on the kind of the gas. Therefore its origin must be in the gas or in the boundary between the metal and the gas. By means of a simple theory the power spectrumW _s of the random heat current _s flowing into the gas (surface source) can be calculated from the observed noise voltage. At frequencies above 100 HzW _s is given by a Nyquist formula, at lower frequencies an additional term 2 · 10^–3 · ₀ ² /N_hf is superimposed (₀ = dc heat current,f=frequency). The numberN _h characterizes this Hooge-contribution. A lot ofN _h -values for different metals, gases, pressures and heating currents have been measured.N _h is smaller for light gases and small wire diameters. For heavy gasesN _h is about ten times larger. A possible qualitative explanation is given. At higher pressures and heating currents thef ^–1 dependence turns over into af ^–3 one. This may be due to gas convection.Dedicated to Prof. Dr. H.E. Müser on the occasion of his 60th birthday     

Bounds on the correlations and analyticity properties of ferromagnetic Ising spin systems

We consider a ferromagnetic Ising spin system isomorphic to a lattice gas with attractive interactions. Using the Fortuin, Kasteleyn and Ginibre (FKG) inequalities we derive bounds on the decay of correlations between two widely separated sets of particles in terms of the decay of the pair correlation. This leads to bounds on the derivatives of various orders of the free energy with respect to the magnetic fieldh, and reciprocal temperature . In particular, if the pair correlation has an upper bound (uniform in the size of the system) which decays exponentially with distance in some neighborhood of (,h) then the thermodynamic free energy density (,h) andall the correlation functions are infinitely differentiable at (,h). We then show that when only pair interactions are present it is sufficient to obtain such a bound only ath=0 (and only in the infinite volume limit) for systems with suitable boundary conditions. This is the case in the two dimensional square lattice with nearest neighbor interactions for 0<₀, where ₀ ^–1 is the Onsager temperature at which (,h=0) has a singularity. For >₀, (,h)/h is discontinuous ath=0, i.e. ₀=_c, where _c ^–1 is the temperature below which there is spontaneous magnetization.Research supported by AFOSR Contract # F 44620-71-C-0013.     

Ground-state structure in a highly disordered spin-glass model

We propose a new Ising spin-glass model on Z ^d of Edwards-Anderson type, but with highly disordered coupling magnitudes, in which a greedy algorithm for producing ground states is exact. We find that the procedure for determining (infinite-volume) ground states for this model can be related to invasion percolation with the number of ground states identified as 2 ^N , whereN=N(d) is the number of distinct global components in the invasion forest. We prove thatN(d)= if the invasion connectivity function is square summable. We argue that the critical dimension separatingN=1 andN= isd _c=8. WhenN(d)=, we consider free or periodic boundary conditions on cubes of side lengthL and show that frustration leads to chaoticL dependence withall pairs of ground states occurring as subsequence limits. We briefly discuss applications of our results to random walk problems on rugged landscapes.     

Quasi-periodic solutions of nonlinear wave equations with quasi-periodic forcing

This work focuses on one-dimensional (1D) quasi-periodically forced nonlinear wave equations. This means studying with Dirichlet boundary conditions, where ε is a small positive parameter, (t) is a real analytic quasi-periodic function in t with frequency vector ω=(ω₁,ω₂…,ω_m) and the nonlinearity h is a real analytic odd function of the form It is shown that, under a suitable hypothesis on (t) and h, there are many quasi-periodic solutions for the above equation via KAM theory.