Continuum Nonsimple Loops and 2D Critical Percolation

Substantial progress has been made in recent years on the 2D critical percolation scaling limit and its conformal invariance properties. In particular, chordal SLE ₆(the Stochastic Loewner Evolution with parameter κ=6) was, in the work of Schramm and of Smirnov, identified as the scaling limit of the critical percolation “exploration process.” In this paper we use that and other results to construct what we argue is the fullscaling limit of the collection of allclosed contours surrounding the critical percolation clusters on the 2D triangular lattice. This random process or gas of continuum nonsimple loops in Bbb R²is constructed inductively by repeated use of chordal SLE ₆. These loops do not cross but do touch each other—indeed, any two loops are connected by a finite “path” of touching loops.     

On SLE Martingales in Boundary WZW Models

Following Bettelheim et al. (Phys Rev Lett 95:251601, 2005), we consider the boundary WZW model on a half-plane with a cut growing according to the Schramm–Loewner stochastic evolution and the boundary fields inserted at the tip of the cut and at infinity. We study necessary and sufficient conditions for boundary correlation functions to be SLE martingales. Necessary conditions come from the requirement for the boundary field at the tip of the cut to have a depth two null vector. Sufficient conditions are established using Knizhnik–Zamolodchikov equations for boundary correlators. Combining these two approaches, we show that in the case of G = SU(2) the boundary correlator is an SLE martingale if and only if the boundary field carries spin 1/2. In the case of G = SU(n) and the level k = 1, there are several situations when boundary one-point correlators are SLE _κ -martingales. If the boundary field is labelled by the defining n-dimensional representation of SU(n), we obtain \varkappa = 2{\varkappa=2} . For n even, by choosing the boundary field labelled by the (unique) self-adjoint fundamental representation, we get \varkappa = 8/(n + 2){\varkappa=8/(n {+} 2)} . We also study the situation when the distance between the two boundary fields is finite, and we show that in this case the SLE_\varkappa{{\rm SLE}_\varkappa} evolution is replaced by SLE_\varkappa,r{{\rm SLE}_{\varkappa,\rho}} with r = \varkappa -6{\rho=\varkappa -6} .     

Conformal Field Theories of Stochastic Loewner Evolutions

Stochastic Loewner evolutions (SLE) are random growth processes of sets, called hulls, embedded in the two dimensional upper half plane. We elaborate and develop a relation between SLE evolutions and conformal field theories (CFT) which is based on a group theoretical formulation of SLE processes and on the identification of the proper hull boundary states. This allows us to define an infinite set of SLE zero modes, or martingales, whose existence is a consequence of the existence of a null vector in the appropriate Virasoro modules. This identification leads, for instance, to linear systems for generalized crossing probabilities whose coefficients are multipoint CFT correlation functions. It provides a direct link between conformal correlation functions and probabilities of stopping time events in SLE evolutions. We point out a relation between SLE processes and two dimensional gravity and conjecture a reconstruction procedure of conformal field theories from SLE data. Member of the CNRS     

Some Remarks on SLE Bubbles and Schramm’s Two-point Observable

Simmons and Cardy recently predicted a formula for the probability that the chordal SLE_8/3 path passes to the left of two points in the upper half-plane. In this paper we give a rigorous proof of their formula. Starting from this result, we derive explicit expressions for several natural connectivity functions for SLE_8/3 bubbles conditioned to be of macroscopic size. By passing to a limit with such a bubble we construct a certain chordal restriction measure and in this way obtain a proof of a formula for the probability that two given points are between two commuting SLE_8/3 paths. The one-point version of this result has been predicted by Gamsa and Cardy. Finally, we derive an integral formula for the second moment of the area of an SLE_8/3 bubble conditioned to have radius 1. We evaluate the area integral numerically and relate its value to a hypothesis that the area follows the Airy distribution.     

SLE on Doubly-Connected Domains and the Winding of Loop-Erased Random Walks

Two-dimensional loop-erased random walks (LERWs) are random planar curves whose scaling limit is known to be a Schramm-Loewner evolution SLE _κ with parameter κ=2. In this note, some properties of an SLE _κ trace on doubly-connected domains are studied and a connection to passive scalar diffusion in a Burgers flow is emphasised. In particular, the endpoint probability distribution and winding probabilities for SLE₂ on a cylinder, starting from one boundary component and stopped when hitting the other, are found. A relation of the result to conditioned one-dimensional Brownian motion is pointed out. Moreover, this result permits to study the statistics of the winding number for SLE₂ with fixed endpoints. A solution for the endpoint distribution of SLE₄ on the cylinder is obtained and a relation to reflected Brownian motion pointed out.     

Transforming Fixed-Length Self-avoiding Walks into Radial SLE<Subscript>8/3</Subscript>

We conjecture a relationship between the scaling limit of the fixed-length ensemble of self-avoiding walks in the upper half plane and radial SLE_8/3 in this half plane from 0 to i. The relationship is that if we take a curve from the fixed-length scaling limit of the SAW, weight it by a suitable power of the distance to the endpoint of the curve and apply the conformal map of the half plane that takes the endpoint to i, then we get the same probability measure on curves as radial SLE_8/3. In addition to a non-rigorous derivation of this conjecture, we support it with Monte Carlo simulations of the SAW. Using the conjectured relationship between the SAW and radial SLE_8/3, our simulations give estimates for both the interior and boundary scaling exponents. The values we obtain are within a few hundredths of a percent of the conjectured values.     

Stationarity of SLE

A new method to study a stopped hull of SLE _κ (ρ) is presented. In this approach, the law of the conformal map associated to the hull is invariant under a SLE induced flow. The full trace of a chordal SLE _κ can be studied using this approach. Some example calculations are presented.     

The Gaussian Free Field and SLE<Subscript>4</Subscript> on Doubly Connected Domains

The level lines of the Gaussian free field are known to be related to SLE₄. It is shown how this relation allows to define chordal SLE₄ processes on doubly connected domains, describing traces that are anchored on one of the two boundary components. The precise nature of the processes depends on the conformally invariant boundary conditions imposed on the second boundary component. Extensions of Schramm’s formula to doubly connected domains are given for the standard Dirichlet and Neumann conditions and a relation to first-exit problems for Brownian bridges is established. For the free field compactified at the self-dual radius, the extended symmetry leads to a class of conformally invariant boundary conditions parametrised by elements of SU(2). It is shown how to extend SLE₄ to this setting. This allows for a derivation of new passage probabilities à la Schramm that interpolate continuously from Dirichlet to Neumann conditions.     

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.     

Numerical Computations for the Schramm-Loewner Evolution

We review two numerical methods related to the Schramm-Loewner evolution (SLE). The first simulates SLE itself. More generally, it finds the curve in the half-plane that results from the Loewner equation for a given driving function. The second method can be thought of as the inverse problem. Given a simple curve in the half-plane it computes the driving function in the Loewner equation. This algorithm can be used to test if a given random family of curves in the half-plane is SLE by computing the driving process for the curves and testing if it is Brownian motion. More generally, this algorithm can be used to compute the driving process for random curves that may not be SLE. Most of the material presented here has appeared before. Our goal is to give a pedagogic review, illustrate some of the practical issues that arise in these computations and discuss some open problems.     

Loop-Erasure of Planar Brownian Motion

We use a coupling technique to prove that there exists a loop-erasure of the time-reversal of a planar Brownian motion stopped on exiting a simply connected domain, and that the loop-erased curve is a radial SLE₂ curve. This result extends to Brownian motions and Brownian excursions under certain conditioning in a finitely connected plane domain, and the loop-erased curve is a continuous LERW curve.     

Polychromatic Arm Exponents for the Critical Planar FK-Ising Model

Schramm–Loewner evolution (SLE) is a one-parameter family of random planar curves introduced by Schramm in 1999 as the candidates for the scaling limits of the interfaces in the planar critical lattice models. This is the only possible process with conformal invariance and a certain “domain Markov property”. In 2010, Chelkak and Smirnov proved the conformal invariance of the scaling limits of the critial planar FK-Ising model which gave the convergence of the interface to \(\text {SLE}_{16/3}\). We derive the arm exponents of \(\text {SLE}_{\kappa }\) for \(\kappa \in (4,8)\). Combining with the convergence of the interface, we derive the arm exponents of the critical FK-Ising model. We obtain six different patterns of boundary arm exponents and three different patterns of interior arm exponents of the critical planar FK-Ising model on the square lattice.     

Two-Dimensional Critical Percolation: The Full Scaling Limit

We use SLE ₆ paths to construct a process of continuum nonsimple loops in the plane and prove that this process coincides with the full continuum scaling limit of 2D critical site percolation on the triangular lattice – that is, the scaling limit of the set of all interfaces between different clusters. Some properties of the loop process, including conformal invariance, are also proved.Research partially supported by a Marie Curie Intra-European Fellowship under contract MEIF-CT-2003-500740 and by a Veni grant of the Dutch Organization for Scientific Research (NWO).Research partially supported by the U.S. NSF under grant DMS-01-04278.     

The Scaling Limit Geometry of Near-Critical 2D Percolation

We analyze the geometry of scaling limits of near-critical 2D percolation, i.e., for p = p _c+λδ^1/ν, with ν = 4/3, as the lattice spacing δ → 0. Our proposed framework extends previous analyses for p = p _c, based on SLE ₆. It combines the continuum nonsimple loop process describing the full scaling limit at criticality with a Poissonian process for marking double (touching) points of that (critical) loop process. The double points are exactly the continuum limits of “macroscopically pivotal” lattice sites and the marked ones are those that actually change state as λ varies. This structure is rich enough to yield a one-parameter family of near-critical loop processes and their associated connectivity probabilities as well as related processes describing, e.g., the scaling limit of 2D minimal spanning trees.     

Effective dipole moment of rotational transitions of X 2 Y molecules

Contributions determining the rotational dependence of the effective dipole moment of molecules are calculated for the ground state of H₂S and H₂O molecules. The calculation is carried out in various ordering algorithms of perturbation theory. It is shown that the convergence of the effective dipole moment for the ground state of an H₂O molecule in the polynomial representation is rather slow in the rotational operator J _z (the convergence radius is K*≤17). Nonpolynomial forms of the dipole moment as a function of rotational operators are discussed.     

Scaling of the “superstable” fraction of the 2D period-doubling interval

The scaling properties of a “superstable” parameter interval, $\text{C}$, where the eigenvalues about a period-2n orbit are complex, are derived for 2D period-doubling maps. The ratio of $\text{C}$ to the whole parameter interval, between the nth and the (n+1)st bifurcation, is shown to be a universal function of the effective jacobian, B_e, only (B_e≡B²ⁿ, B is thejacobian of th e map). Unlike the whole period-2ⁿ interval, $\text{C}$ has a convergence rate that behaves as $\text{4.6692016×B}{}^{\mathrm{<mtext>-1</mtext><mtext>4</mtext>}}{}_{\mathrm{e}}$ as B_e↓), wh ile its complement has a convergence rate 8.7210972/4 as B_e↑1.     

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 note on pressure accuracy in immersed boundary method for Stokes flow

In this short note, we provide a simplified one-dimensional analysis and two-dimensional numerical experiments to predict that the overall accuracy for the pressure or indicator function in immersed boundary calculations is first-order accurate in L₁ norm, half-order accurate in L₂ norm, but has O(1) error in L_∞ norm. Despite the pressure has O(1) error near the interface, the velocity field still has the first-order convergence in immersed boundary calculations.