Classical spin lattice systems with vacuum

We present cluster properties for the lattice spin systems with general n-body interaction and we apply it to find the asymptotic expansion of the logarithm of the partition function in powers of the volume as well as a local limit theorem for the particle number.     

Two scales hydrodynamic limit for a model of malignant tumor cells

We consider a model introduced in [S. Luckhaus, L. Triolo, The continuum reaction-diffusion limit of a stochastic cellular growth model, Rend. Acc. Lincei (S.9) 15 (2004) 215-223] with two species (η and ξ) of particles, representing respectively malignant and normal cells. The basic motions of the η particles are independent random walks, scaled diffusively. The ξ particles move on a slower time scale and obey an exclusion rule among themselves and with the η particles. The competition between the two species is ruled by a coupled birth and death process. We prove convergence in the hydrodynamic limit to a system of two reaction-diffusion equations with measure valued initial data.     

High temperature regime for a multidimensional Sherrington–Kirkpatrick model of spin glass

Comets and Neveu have initiated in [5] a method to prove convergence of the partition function of disordered systems to a log-normal random variable in the high temperature regime by means of stochastic calculus. We generalize their approach to a multidimensional Sherrington-Kirkpatrick model with an application to the Heisenberg model of uniform spins on a sphere of ℝ ^d , see [9]. The main tool that we use is a truncation of the partition function outside a small neighbourhood of the typical energy path. Received: 30 October 1996 / In revised form: 13 October 1997     

Non-Markovianity of the Boltzmann-Grad limit of a system of random obstacles in a given force field

In this paper we consider a particle moving in a random distribution of obstacles. Each obstacle is absorbing and a fixed force field is imposed. We show rigorously that certain (very smooth) fields prevent the process obtained by the Boltzmann-Grad limit from being Markovian. Then, we propose a slightly different setting which allows this difficulty to be removed.     

Mean-field lattice trees

We introduce a mean-field model of lattice trees based on embeddings into ^d of abstract trees having a critical Poisson offspring distribution. This model provides a combinatorial interpretation for the self-consistent mean-field model introduced previously by Derbez and Slade [9], and provides an alternative approach to work of Aldous. The scaling limit of the meanfield model is integrated super-Brownian excursion (ISE), in all dimensions. We also introduce a model of weakly self-avoiding lattice trees, in which an embedded tree receives a penaltye ^– for each self-intersection. The weakly self-avoiding lattice trees provide a natural interpolation between the mean-field model (=0), and the usual model of strictly self-avoiding lattice tress (=) which associates the uniform measure to the set of lattice trees of the same size.     

Large deviations for a reaction diffusion model

Summary We obtain large deviation estimates for the empirical measure of a class of interacting particle systems. These consist of a superposition of Glauber and Kawasaki dynamics and are described, in the hydrodynamic limit, by a reaction diffusion equation. We extend results of Kipnis, Olla and Varadhan for the symmetric exclusion process, and provide an approximation scheme for the rate functional. Some physical implications of our results are briefly indicated.     

A pattern theorem for lattice clusters

We consider general classes of lattice clusters, including various kinds of animals and trees on different lattices. We prove that if a given local configuration (pattern) of sites and bonds can occur in large clusters, then for some constantc>0, it occurs at leastcn times in most clusters of sizen. An analogous theorem for self-avoiding walks was proven in 1963 by Kesten [9]. We use the pattern theorem to prove the convergence of lim _n a _n+1 /a _n , wherea _n is the number of clusters of sizen, up to translation. The results also apply to weighted sums, and in particular, we can takea _n to be the probability that the percolation cluster containing the origin consists of exactlyn sites. Another consequence is strict inequality of connective constants for sublattices and for certain subclasses of clusters.This work was supported in part by the Natural Sciences and Engineering Research Council of Canada.The author was visiting the Fields Institute for Research in Mathematical Sciences, Toronto, Canada, while writing this paper.     

The scaling limit for a stochastic PDE and the separation of phases

Summary We investigate the problem of singular perturbation for a reaction-diffusion equation with additive noise (or a stochastic partial differential equation of Ginzburg-Landau type) under the situation that the reaction term is determined by a potential with double-wells of equal depth. As the parameter (the temperature of the system) tends to 0, the solution converges to one of the two stable phases and consequently the phase separation is formed in the limit. We derive a stochastic differential equation which describes the random movement of the phase separation point. The proof consists of two main steps. We show that the solution stays near a manifoldM of minimal energy configurations based on a Lyapunov type argument. Then, the limit equation is identified by introducing a nice coordinate system in a neighborhood ofM .Research partially supported by Japan Society for the Promotion of Science     

Chaotic time dependence in a disordered spin system

Stochastic Ising and voter models on ℤ ^d are natural examples of Markov processes with compact state spaces. When the initial state is chosen uniformly at random, can it happen that the distribution at time t has multiple (subsequence) limits as t→∞? Yes for the d = 1 Voter Model with Random Rates (VMRR) – which is the same as a d = 1 rate-disordered stochastic Ising model at zero temperature – if the disorder distribution is heavy-tailed. No (at least in a weak sense) for the VMRR when the tail is light or d≥ 2. These results are based on an analysis of the “localization” properties of Random Walks with Random Rates. Received: 10 August 1998     

Interfaces and typical Gibbs configurations for one-dimensional Kac potentials

Summary We consider a one dimensional Ising spin system with a ferromagnetic Kac potential J(|r|),J having compact support. We study the system in the limit, »0, below the Lebowitz-Penrose critical temperature, where there are two distinct thermodynamic phases with different magnetizations. We prove that the empirical spin average in blocks of size ^–1 (for any positive ) converges, as »0, to one of the two thermodynamic magnetizations, uniformly in the intervals of size ^–p , for any given positivep1. We then show that the intervals where the magnetization is approximately constant have lengths of the order of exp(c ^–1),c>0, and that, when normalized, they converge to independent variables with exponential distribution. We show this by proving large deviation estimates and applying the Ventsel and Friedlin methods to Gibbs random fields. Finally, if the temperature is low enough, we characterize the interface, namely the typical magnetization pattern in the region connecting the two phases.The research has been partially supported by CNR, GNFM, GNSM and by grant SC1CT91-0695 of the Commission of European Communities     

Hyperbolic conservation laws with discontinuous fluxes and hydrodynamic limit for particle systems

We study the following class of scalar hyperbolic conservation laws with discontinuous fluxes:

(0.1)     

The Legendre transform of two replicas of the Sherrington-Kirkpatrick spin glass model

Summary We prove a variational inequality linking the values of the free energy per site at different temperatures. This inequality is based on the Legendre transform of the free energy of two replicas of the system. We prove that equality holds when1/ and fails when 1/ <1. We deduce from this that the mean entropy per site of the uniform distribution with respect to the distribution of the coupling _i ¹ _i ² = _i between two replicas is null when 01/ and strictly positive when 1/ <1. We exhibit thus a new secondary critical phenomenon within the high temperature region 01. We given an interpretation of this phenomenon showing that the fluctuations of the law of the coupling with the interactions remains strong in the thermodynamic limit when>1/ . We also use our inequality numerically within the low temperature region to improve (slightly) the best previously known lower bounds for the free energy and the ground state energy per site.     

Large deviations for Langevin spin glass dynamics

Summary We study the asymptotic behaviour of asymmetrical spin glass dynamics in a Sherrington-Kirkpatrick model as proposed by Sompolinsky-Zippelius. We prove that the annealed law of the empirical measure on path space of these dynamics satisfy a large deviation principle in the high temperature regime. We study the rate function of this large deviation principle and prove that it achieves its minimum value at a unique probability measureQ which is not markovian. We deduce that the quenched law of the empirical measure converges to _Q . Extending then the preceeding results to replicated dynamics, we investigate the quenched behavior of a single spin. We get quenched convergence toQ in the case of a symmetric initial law and even potential for the free spin.     

Central limit theorem for a tagged particle in asymmetric simple exclusion

We prove a functional central limit theorem for the position of a tagged particle in the one-dimensional asymmetric simple exclusion process for hyperbolic scaling, starting from a Bernoulli product measure conditioned to have a particle at the origin. We also prove that the position of the tagged particle at time t$t$ depends on the initial configuration, through the number of empty sites in the interval [0,(p−q)αt]$[0,(p-q)\alpha t]$ divided by α$\alpha$, on the hyperbolic time scale and on a longer time scale, namely N^4/3$N^{4/3}$.     

Time dependent critical fluctuations of a one dimensional local mean field model

Summary One-dimensional stochastic Ising systems with a local mean field interaction (Kac potential) are investigated. It is shown that near the critical temperature of the equilibrium (Gibbs) distribution the time dependent process admits a scaling limit given by a nonlinear stochastic PDE. The initial conditions of this approximation theorem are then verified for equilibrium states when the temperature goes to its critical value in a suitable way. Earlier results of Bertini-Presutti-Rüdiger-Saada are improved, the proof is based on an energy inequality obtained by coupling the Glauber dynamics to its voter type, linear approximation.     

Stationary states of random Hamiltonian systems

Summary We investigate the ergodic properties of Hamiltonian systems subjected to local random, energy conserving perturbations. We prove for some cases, e.g. anharmonic crystals with random nearest neighbor exchanges (or independent random reflections) of velocities, that all translation invariant stationary states with finite entropy per unit volume are microcanonical Gibbs states. The results can be utilized in proving hydrodynamic behavior of such systems.Hill Center for Mathematical Sciences, Rutgers University, New Brunswick, NJ 08903, USAJF was supported in parts by Japan Society for Promotion of Science (JSPS) and by NSF Grant DMR89-18903     

Random graph approach to Gibbs processes with pair interaction

This study was motivated by the observation that, in a broad class of cases, the distribution of classical Gibbs point processes in R ^d governed by pair potential, can be obtained as the equilibrium distribution of a Markov chain of point processes in R ^d. Our analysis of this Markov chain is based on its imbedding in an infinite random graph. A condition of ergodicity of the chain is given in terms of the absence of percolation in the graph, and this can be checked in simpler cases. The embedding also suggests a stochastic construction for the equilibrium distribution in question.These constructions (which can also be of independent interest) are related to Gibbs processes by means of the results obtained in a recent paper of R. V. Ambartzumian and H. S. Sukiasian [1] where the existence of a new class of stationary point processes in R ^d was established which have density (correlation) functions of the form % MathType!MTEF!2!1!+-% feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq-Jc9% vqaqpepm0xbba9pwe9Q8fs0-yqaqpepae9pg0FirpepeKkFr0xfr-x% fr-xb9adbaqaaeGaciGaaiaabeqaamaabaabaaqdbaWexLMBb50ujb% qegi0BVTgib5gDPfxDHbacfiGae8NKbmOae8hkaGIae8hEaG3aaSba% a4qaaiaabgdaaeqaa0Gaaiilaiaac6cacaGGUaGaaiOlaiaacYcaca% WG4bWaaSbaa4qaaiaad6gaaeqaa0GaaiykaiaabccacqGH9aqpcaqG% GaGaamOyamaaCaaaoeqabaGaamOBaaaanmaarababaGaamiAaiaacI% cacaWG4bWaaSbaa4qaaiaadMgaaeqaaaqaaiaad6gaaeqaniabg+Gi% vdGaeyOeI0IaamiEamaaBaaaoeaacaWGQbaabeaaniaacMcaaaa!56B6!\[f(x_{\text{1}} ,...,x_n ){\text{ }} = {\text{ }}b^n \prod\nolimits_n {h(x_i } - x_j )\] (here and below, % MathType!MTEF!2!1!+-% feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq-Jc9% vqaqpepm0xbba9pwe9Q8fs0-yqaqpepae9pg0FirpepeKkFr0xfr-x% fr-xb9adbaqaaeGaciGaaiaabeqaamaabaabaaqdbaWaaebaaeaada% WgaaGdbaGaamOBaaqabaaabeqab0Gaey4dIunaaaa!38CA!\[\prod {_n } \] denotes a product taken over all two-subsets {i, j} {1,..., n}).     

Onset and structure of interfaces in a Kawasaki+Glauber interacting particle system

Summary We investigate the spatial structure of typical configurations of a reaction-diffusion spin system (Kawasaki+Glauber model), following the noise induced escape from an unstable spatially homogeneous state. After the escape, the system will be locally in a stationary phase, but will display a globally nontrivial spatial behavior, characterized by large clusters of the (two) different phases. The system can be spatially rescaled according to the typical linear dimension of the clusters and, on this space scale, regions of the opposite phases are separated by smooth (hyper) surfaces, called interfaces. The location of the interfaces is determined by means of the zero-level set of the trajectories of a Gaussian random field. This paper is devoted primarily to the characterization of the structure which appears on a finer scale (the hydrodynamical one) at the interface. A better understanding of the dynamics of the escape (especially in its last and nonlinear stage) leads to substantial improvements of the results in [7, 12].This research has been partly supported by NSF grant DMR 92-13424 and by a CNR fellowship     

Critical phenomenon for a percolation model

We consider a percolation model which consists of oriented lines placed randomly on the plane. The lines are of random length and at a random angle with respect to the horizontal axis and are placed according to a Poisson point process; the length, angle, and orientation being independent of the underlying Poisson process. We establish a critical behaviour of this model, i.e., percolation occurs for large intensity of the Poisson process and does not occur for smaller intensities. In the special case when the lines are of fixed unit length and are either oriented vertically up or oriented horizontally to the left, with probability p or (1-p), respectively, we obtain a lower bound on the critical intensity of percolation.     

Boundedness vs. blow-up in a chemotaxis system

We determine the critical blow-up exponent for a Keller-Segel-type chemotaxis model, where the chemotactic sensitivity equals some nonlinear function of the particle density. Assuming some growth conditions for the chemotactic sensitivity function we establish an a priori estimate for the solution of the problem considered and conclude the global existence and boundedness of the solution. Furthermore, we prove the existence of solutions that become unbounded in finite or infinite time in that situation where this a priori estimate fails.