On the origin of integrability in matrix models

The matrix integrals involved in 2d lattice gravity are studied at finiteN. The integrable systems that arise in the continuum theory are shown to result directly from the formulation of the matrix integrals in terms of orthogonal polynomials. The partition function proves to be a tau function of the Toda lattice hierarchy. The associated linear problem is equivalent to finding the polynomial basis which diagonalizes the partition function. The cases of one Hermitian matrix, one unitary matrix, and Hermitian matrix chains all fall within the Toda framework.Research supported in part by DOE contract DE-FG02-90ER-40560, an NSF Presidential Young Investigator Award, and the Alfred P. Sloan Foundation     

Group structure analysis for classical lattice systems with constraints: II. Zeroes of the partition function and unicity of states

The Asano-Ruelle method is used to discuss the zeroes of the partition function of arbitrary lattice systems with constraints. The group structure associated with these systems yields necessary and sufficient conditions to build up the partition function by Asano contractions. For a large class of systems with constraints, uniqueness of the symmetric equilibrium state, as well as analyticity properties of the free energy and the correlation functions, is established at sufficiently low temperature. Explicit analyticity domains are obtained for several models with constraints. Some properties of power sets are derived.     

Pressure-dependent partition functions

It is shown that the partition functions relating to statistical ensembles can be classified as cumulative, distributive or differential with regard to any of the extensive thermodynamic variables. The Laplace transforms involved in the general formulation of transformed partition functions, when extensive parameters are replaced by their conjugate intensive variables, are two-sided and appear in different forms according to the classification mentioned.

The petit partition function at constant pressure can be defined for both classical and quantal systems as a Stieltjes integral or dimensionless Laplace transform over the volume-dependent partition function. This expression contains no arbitrary external parameters and satisfies all the conditions formulated by Münster; it can be interpreted as the ratio of two partition functions, the one relating jointly to the system and a macroscopic boundary, and the second to the boundary alone.

It is known that the constant pressure grand partition function as defined by Guggenheim diverges for all thermodynamically compatible values of its independent variables. It is shown that the Gibbs-Duhem relation, and hence all the statistical properties of the system, except its size, can be derived by differentiating the reciprocal of this, or a similarly defined, function, not its logarithm as with other partition functions.

The mathematical differences arising out of the various proposed definitions are illustrated in a number of simple examples.     

Analyticity properties of the Ising model in the antiferromagnetic phase

The partition function of the Ising antiferromagnet is proved to have no zeroes in an annulus around the origin in the complexz-plane. The intersection of this annulus with the positive real axis belongs to the antiferromagnetic region. The free energy and the correlation functions are analytic in the annulus.On leave of absence from the University of Groningen, the Netherlands; supported by the Netherlands Organization for Pure Scientific Research (Z.W.O.).Supported by the National Swiss Foundation for Scientific Research.     

The Cauchy Two-Matrix Model

We introduce a new class of two(multi)-matrix models of positive Hermitian matrices coupled in a chain; the coupling is related to the Cauchy kernel and differs from the exponential coupling more commonly used in similar models. The correlation functions are expressed entirely in terms of certain biorthogonal polynomials and solutions of appropriate Riemann–Hilbert problems, thus paving the way to a steepest descent analysis and universality results. The interpretation of the formal expansion of the partition function in terms of multicolored ribbon-graphs is provided and a connection to the O(1) model. A steepest descent analysis of the partition function reveals that the model is related to a trigonal curve (three-sheeted covering of the plane) much in the same way as the Hermitian matrix model is related to a hyperelliptic curve. Work supported in part by the Natural Sciences and Engineering Research Council of Canada (NSERC). Work supported in part by NSF Grant DMD-0400484. Work supported in part by the Natural Sciences and Engineering Research Council of Canada (NSERC), Grant. No. 138591-04.     

Cluster expansion and generalized transfer matrices for the statistical mechanics of linear chains

A cluster expansion of the statistical mechanical density operator for a general linear chain model with nearest-neighbor interactions is made. This expansion is then shown to lead to an expansion of a generalized transfer matrix, whose maximum eigenvalue is the per-site partition function. A number of computational features, as well as some illustrative examples, of this approach are described.Research supported in part by the Robert A. Welch Foundation, Houston, Texas.     

The Orbifold Transform and its Applications

We discuss the notion of the orbifold transform, and illustrate it on simple examples. The basic properties of the transform are presented, including transitivity and the exponential formula for symmetric products. The connection with the theory of permutation orbifolds is addressed, and the general results illustrated on the example of torus partition functions. Work supported by grants OTKA T047041, T043582, the János Bolyai Research Scholarship of the Hungarian Academy of Sciences and EC Marie Curie MRTN-CT-2004-512194.     

Applications of the Yang-Lee-Ruelle theory to hard-core lattice gases

The grand-partition-function-zero method is applied to lattice systems of rigid molecules, based on the algebraic technique of Ruelle. Consideration of small collections of lattice molecules, through this approach, provides rigorous delineation of regions of the complex activity plane which are free of zeros of the grand partition function, and hence free of thermodynamic singularities. Two conjectures, as yet unproved, are offered, which greatly reduce the computational effort required in using the technique. A simple proof is provided for the absence of physical phase transitions in monomerdimer systems, and bounds are obtained on the locations of the transitions of other lattice gases.Research supported in part by National Science Foundation Grant GP-17026.     

Steepest descent path for the microcanonical ensemble-resolution of an ambiguity

The microcanonical entropy plays an essential role in the equilibrium statistical mechanics of gravitating systems. A peculiar feature of many of these systems is the existence of stable thermodynamic equilibrium configurations with negative heat capacities. Different methods have been developed for calculating the microcanonical entropy involving multivariate integrals of constraints and functional integrations. An apparent ambiguity between an approach due to Hawking and Gibbons, based on an entropy definition involving an inverse Laplace transform of the partition function, which they developed to treat quantum systems with gravity, and a different approach developed by Horwitz and Katz defining the entropy as an equal weight sum over a constant energy surface developed originally to treat Newtonian and classical GR systems is shown here to be spurious, at least at the level of quadratic fluctuations of all variables about the extremal solutions. The two approaches involve distinct contours for different orders of integration, each of which is shown to be the appropriate steepest descent path corresponding to the given order of investigation. Up to quadratic fluctuations both methods yield identical results. However, they represent different perturbation expansions for the gravitational modes of freedom with different radii of convergence. The discussion is made in terms of a particular convenient model, a system of point particles interacting via Newtonian forces, confined to a sphere, but results are quite general.     

Deformed Ginibre ensembles and integrable systems

We consider three Ginibre ensembles (real, complex and quaternion-real) with deformed measures and relate them to known integrable systems by presenting partition functions of these ensembles in form of fermionic expectation values. We also introduce double deformed Dyson–Wigner ensembles and compare their fermionic representations with those of Ginibre ensembles.     

Stochastic climate dynamics: Random attractors and time-dependent invariant measures

This article attempts a unification of the two approaches that have dominated theoretical climate dynamics since its inception in the 1960s: the nonlinear deterministic and the linear stochastic one. This unification, via the theory of random dynamical systems (RDS), allows one to consider the detailed geometric structure of the random attractors associated with nonlinear, stochastically perturbed systems. We report on high-resolution numerical studies of two idealized models of fundamental interest for climate dynamics. The first of the two is a stochastically forced version of the classical Lorenz model. The second one is a low-dimensional, nonlinear stochastic model of the El Niño-Southern Oscillation (ENSO). These studies provide a good approximation of the two models’ global random attractors, as well as of the time-dependent invariant measures supported by these attractors; the latter are shown to have an intuitive physical interpretation as random versions of Sinaï-Ruelle-Bowen (SRB) measures.     

Nonlinear transport in the Boltzmann limit

Formal expressions for the irreversible fluxes of a simple fluid are obtained as functionals of the thermodynamic forces and local equilibrium time correlation functions. The Boltzmann limit of the correlation functions is shown to yield expressions for the irreversible fluxes equivalent to those obtained from the nonlinear Boltzmann kinetic equation. Specifically, for states near equilibrium, the fluxes may be formally expanded in powers of the thermodynamic gradients and the associated transport coefficients identified as integrals of time correlation functions. It is proved explicitly through nonlinear Burnett order that the time correlation function expressions for these transport coefficients agree with those of the Chapman-Enskog expansion of the nonlinear Boltzmann equation. For states far from equilibrium the local equilibrium time correlation functions are determined in the Boltzmann limit and a similar equivalence to the Boltzmann equation solution is established. Other formal representations of the fluxes are indicated; in particular, a projection operator form and its Boltzmann limit are discussed. As an example, the nonequilibrium correlation functions for steady shear flow are calculated exactly in the Boltzmann limit for Maxwell molecules.Research supported in part by NSF grant PHY 76-21453.     

Thermodynamics for the zero-level set of the Brownian bridge

The random set of instants where the Brownian bridge vanishes is constructed in terms of a random branching process. The Hausdorff measure supported by this set is shown to be equivalent to the partition function of a special class of disordered systems. This similarity is used to show rigorously the existence of a phase transition for this particular class of disordered systems. Moreover, it is shown that at high temperature the specific free energy has the strong self-averaging property and that at low temperature it has no self-averaging property. The unicity at high-temperature and the existence of many limits at low temperature are established almost surely in the disorder.Work supported by the Swiss National Science Foundation     

Efficient evaluation of partition functions of inhomogeneous many-body spin systems

We present a numerical method to evaluate partition functions and associated correlation functions of inhomogeneous 2D classical spin systems and 1D quantum spin systems. The method is scalable and has a controlled error. We illustrate the algorithm by calculating the finite-temperature properties of bosonic particles in 1D optical lattices, as realized in current experiments.     

Millimeter-wave atmospheric turbulence measurements: Instrumentation, selected results, and system effects

Increasing interest in and greater usage of the millimeter-wave frequency bands has resulted in a need for better characterization of atmospheric effects at these frequencies. While attenuation is recognized as the most significant effect, recent measurements of fluctuations in intensity and phase caused by atmospheric turbulence have shown that these phenomena will also degrade system performance at both millimeter-wave and microwave frequencies. This paper describes the millimeter-wave and meteorological instrumentation used to make these measurements and gives selected results. It is determined that phase fluctuations as great as 1.5 radians and intensity fluctuations as large as 2.8 dB are observed over a 1370 m path in hot, humid weather. The effects of these fluctuations on the performance of practical, existing microwave phased array and monopulse systems are assessed. It is determined that phase fluctuations in particular will degrade the performance of microwave adaptive nulling arrays and monopulse trackers. Intergovernmental Personnel Act appointee from the Georgia Institute of Technology supported by the University Resident Research Program of the Air Force Office of Scientific Research.     

A Dynamical Zeta Function for Pseudo Riemannian Foliations

We investigate a generalization of geodesic random walks to pseudo Riemannian foliations. The main application we have in mind is to consider the logarithm of the associated zeta function as grand canonical partition function in a theory unifying aspects of general relativity, quantum mechanics and dynamical systems. Partially supported by DFG, SFB 478.     

Reproducing Kernels and Coherent States on Julia Sets

We construct classes of coherent states on domains arising from dynamical systems. An orthonormal family of vectors associated to the generating transformation of a Julia set is found as a family of square integrable vectors, and, thereby, reproducing kernels and reproducing kernel Hilbert spaces are associated to Julia sets. We also present analogous results on domains arising from iterated function systems. The research of the first two authors was supported by Natural Sciences and Engineering Research Council of Canada.     

On the transformation of mass and momentum densities in special relativity

By considering the mass and momentum densities of a point mass moving at uniform velocity, the known transformation of these densities from a representation in one inertial system to another is easily derived. The transformation is not linear in mass and momentum density, but the introduction of a dyadic stress density tensor gives a linear relation. The transformation is shown to hold for a general continuous mass distribution in which mass and momentum are conserved, provided a specific choice is made for the stress density tensor. This result contrasts with the particle viewpoint of matter in which only the divergence of the stress density tensor need be fixed so far as the transformation is concerned. A change of functions is made which greatly simplifies the transformations. The new functions are shown to represent a conserved fluid.Research supported in part by a grant from the California State University, Long Beach Foundation.     

Conformal field theory and genus-zero function fields

One-loop partition functions of rational conformal field theories are finite linear combinations of modular invariants associated with projective modular functions of a modular subgroup. We show that, for normal subgroups with a genus-zero fundamental region, the functions which lead to physically acceptable partition functions are extremely limited in number, and can be found explicitly. We also show that the conformal charge and weights of theories which factorize on these subgroups can only take on certain discrete values.     

Group theoretical approach to superposition rules for systems of Riccati equations

The group theoretical structure shown by Lie to underlie systems of ordinary differential equations having a superposition rule, is used to explicitly derive such rules for Riccati equations associated to projective and conformal group actions.Work supported in part by the National Sciences and Engineering Research Council of Canada and the Ministère de l'Education du Governement du Québec.