Correlation length bounds for disordered Ising ferromagnets

Thed-dimensional, nearest-neighbor disordered Ising ferromagnet: $$H = - \sum {J_{ij} \sigma _i \sigma _j }$$ is studied as a function of both temperature,T, and a disorder parameter,λ, which measures the size of fluctuations of couplingsJ _ij ≧0. A finite-size scaling correlation length,ζ _f (T, λ), is defined in terms of the magnetic response of finite samples. This correlation length is shown to be equivalent, in the scaling sense, to the quenched average correlation lengthζ(T, λ), defined as the asymptotic decay rate of the quenched average two-point function. Furthermore, the magnetic response criterion which definesζ _f is shown to have a scale-invariant property at the critical point. The above results enable us to prove that the quenched correlation length satisfies: $$C\left| {\log \xi (T)} \right|\xi (T) \geqq \left| {T - T_c } \right|^{ - {2 \mathord{\left/ {\vphantom {2 d}} \right. \kern-\nulldelimiterspace} d}}$$ which implies the boundv≧2/d for the quenched correlation length exponent.     

Critical behavior of the two-dimensional first passage time

We study the two-dimensional first passage problem in which bonds have zero and unit passage times with probabilityp and 1–p, respectively. We prove that as the zero-time bonds approach the percolation thresholdp _c, the first passage time exhibits the same critical behavior as the correlation function of the underlying percolation problem. In particular, if the correlation length obeys(p) ¦p–p _c¦^–v, then the first passage time constant satisfies(p)¦p–p _c¦^v. At p_c, where it has been asserted that the first passage time from 0 tox scales as ¦x¦ to a power with 0<<1, we show that the passage times grow like log ¦x¦, i.e., the fluid spreads exponentially rapidly.     

The covariance matrix of the Potts model: A random cluster analysis

We consider the covariance matrix,G ^mm =q ²<(_x,m);(_y,m)>, of thed-dimensionalq-states Potts model, rewriting it in the random cluster representation of Fortuin and Kasteleyn. In any of theq ordered phases, we identify the eigenvalues of this matrix both in terms of representations of the unbroken symmetry group of the model and in terms of random cluster connectivities and covariances, thereby attributing algebraic significance to these stochastic geometric quantities. We also show that the correlation length corresponding to the decay rate of one of the eigenvalues is the same as the inverse decay rate of the diameter of finite clusers. For dimensiond=2, we show that this correlation length and the correlation length of the two-point function with free boundary conditions at the corresponding dual temperature are equal up to a factor of two. For systems with first-order transitions, this relation helps to resolve certain inconsistencies between recent exact and numerical work on correlation lengths at the self-dual point _o. For systems with second order transitions, this relation implies the equality of the correlation length exponents from above and below threshold, as well as an amplitude ratio of two. In the course of proving the above results, we establish several properties of independent interest, including left continuity of the inverse correlation length with free boundary conditions and upper semicontinuity of the decay rate for finite clusters in all dimensions, and left continuity of the two-dimensional free boundary condition percolation probability at _o. We also introduce DLR equations for the random cluster model and use them to establish ergodicity of the free measure. In order to prove these results, we introduce a new class of events which we call decoupling events and two inequalities for these events. The first is similar to the FKG inequality, but holds for events which are neither increasing nor decreasing; the second is similar to the van den Berg-Kesten inequality in standard percolation. Both inequalities hold for an arbitrary FKG measure.     

Convergent sequences of sparse graphs: A large deviations approach

Models based on sparse graphs are of interest to many communities: they appear as basic models in combinatorics, probability theory, optimization, statistical physics, information theory, and more applied fields of social sciences and economics. Different notions of similarity (and hence convergence) of sparse graphs are of interest in different communities. In probability theory and combinatorics, the notion of Benjamini‐Schramm convergence, also known as left‐convergence, is used quite frequently. Statistical physicists are interested in the the existence of the thermodynamic limit of free energies, which leads naturally to the notion of right‐convergence. Combinatorial optimization problems naturally lead to so‐called partition convergence, which relates to the convergence of optimal values of a variety of constraint satisfaction problems. The relationship between these different notions of similarity and convergence is, however, poorly understood. In this paper we introduce a new notion of convergence of sparse graphs, which we call Large Deviations or LD‐convergence, and which is based on the theory of large deviations. The notion is introduced by “decorating” the nodes of the graph with random uniform i.i.d. weights and constructing corresponding random measures on and . A graph sequence is defined to be converging if the corresponding sequence of random measures satisfies the Large Deviations Principle with respect to the topology of weak convergence on bounded measures on . The corresponding large deviations rate function can be interpreted as the limit object of the sparse graph sequence. In particular, we can express the limiting free energies in terms of this limit object. We then establish that LD‐convergence implies the other three notions of convergence discussed above, and at the same time establish several previously unknown relationships between the other notions of convergence. In particular, we show that partition‐convergence does not imply left‐ or right‐convergence, and that right‐convergence does not imply partition‐convergence. © 2016 Wiley Periodicals, Inc. Random Struct. Alg., 51, 52–89, 2017     

On singular diffusion equations with applications to self-organized criticality

We consider solutions of the singular diffusion equation _t, = (u^m?1 u_x)_x, m ≦ 0, associated with the flux boundary condition lim_x→?∞ (u^m?1u_x)_x = λ > 0. The evolutions defined by this problem depend on both m and λ. We prove existence and stability of traveling wave solutions, parameterized by λ. Each traveling wave is stable in its appropriate evolution. These traveling waves are in L¹ for ?1 < m ≦ 0, but have non-integrable tails for m ≦ ?1. We also show that these traveling waves are the same as those for the scalar conservation law u_t = ?[f(u)]_x + u_xx for a particular nonlinear convection term f(u) = f(u;m, λ). © 1993 John Wiley & Sons, Inc.     

Rigorous Analysis of Discontinuous Phase Transitions via Mean-Field Bounds

 We consider a variety of nearest-neighbor spin models defined on the d-dimensional hypercubic lattice ℤ ^d . Our essential assumption is that these models satisfy the condition of reflection positivity. We prove that whenever the associated mean-field theory predicts a discontinuous transition, the actual model also undergoes a discontinuous transition (which occurs near the mean-field transition temperature), provided the dimension is sufficiently large or the first-order transition in the mean- field model is sufficiently strong. As an application of our general theory, we show that for d sufficiently large, the 3-state Potts ferromagnet on ℤ ^d undergoes a first-order phase transition as the temperature varies. Similar results are established for all q-state Potts models with q≥3, the r-component cubic models with r≥4 and the O(N)-nematic liquid-crystal models with N≥3. Received: 22 July 2002 / Accepted: 12 January 2003 Published online: 5 May 2003 RID="⋆" ID="⋆" ? Copyright rests with the authors. Reproduction of the entire article for non-commercial purposes is permitted without charge. Communicated by J. Z.Imbrie     

General theory of lee-yang zeros in models with first-order phase transitions

We present a general, rigorous theory of Lee-Yang zeros for models with first-order phase transitions that admit convergent contour expansions. We derive formulas for the positions and the density of the zeros. In particular, we show that, for models without symmetry, the curves on which the zeros lie are generically not circles, and can have topologically nontrivial features, such as bifurcation. Our results are illustrated in three models in a complex field: the low-temperature Ising and Blume-Capel models, and the q-state Potts model for large q.     

State transitions and the continuum limit for a 2D interacting, self-propelled particle system

We study a class of swarming problems wherein particles evolve dynamically via pairwise interaction potentials and a velocity selection mechanism. We find that the swarming system undergoes various changes of state as a function of the self-propulsion and interaction potential parameters. In this paper, we utilize a procedure which connects a class of individual-based models to their continuum formulations and determine criteria for the validity of the latter. H-stability of the interaction potential plays a fundamental role in determining both the validity of the continuum approximation and the nature of the aggregation state transitions. We perform a linear stability analysis of the continuum model and compare the results to the simulations of the individual-based one.     

Bulk transport properties and exponent inequalities for random resistor and flow networks

The properties of random resistor and flow networks are studied as a function of the density,p, of bonds which permit transport. It is shown that percolation is sufficient for bulk transport, in the sense that the conductivity and flow capacity are bounded away from zero wheneverp exceeds an appropriately defined percolation threshold. Relations between the transport coefficients and quantities in ordinary percolation are also derived. Assuming critical scaling, these relations imply upper and lower bounds on the conductivity and flow exponents in terms of percolation exponents. The conductivity exponent upper bound so derived saturates in mean field theory.Research supported by the NSF under Grant No. DMR-8314625Research supported by the DOE under Grant No. DE-AC02-83ER13044     

Exponential decay of connectivities in the two-dimensional ising model

We prove some results concerning the decay of connectivities in the low-temperature phase of the two-dimensional Ising model. These provide the bounds necessary to establish, nonperturbatively, large-deviation properties for block magnetizations in these systems. We also obtain estimates on the rate at which the finite-volume, plus-boundary-condition expectation of the spin at the origin converges to the spontaneous magnetization.On leave from São Paulo University, Brazil.