Fluctuations for the Ginzburg-Landau ∇ϕ\nabla \phi Interface Model on a Bounded Domain

We study the massless field on $D_n = D \cap \tfrac{1}{n} \Z^2$, where $D \subseteq \R^2$ is a bounded domain with smooth boundary, with Hamiltonian \CH(h) = \sum_{x \sim y} \CV(h(x) - h(y)). The interaction \CV is assumed to be symmetric and uniformly convex. This is a general model for a $(2+1)$-dimensional effective interface where $h$ represents the height. We take our boundary conditions to be a continuous perturbation of a macroscopic tilt: $h(x) = n x \cdot u + f(x)$ for $x \in \partial D_n$, $u \in \R^2$, and $f \colon \R^2 \to \R$ continuous. We prove that the fluctuations of linear functionals of $h(x)$ about the tilt converge in the limit to a Gaussian free field on $D$, the standard Gaussian with respect to the weighted Dirichlet inner product $(f,g)_\nabla^\beta = \int_D \sum_i \beta_i \partial_i f_i \partial_i g_i$ for some explicit $\beta = \beta(u)$. In a subsequent article, we will employ the tools developed here to resolve a conjecture of Sheffield that the zero contour lines of $h$ are asymptotically described by $SLE(4)$, a conformally invariant random curve.Comment: 58 page

Self-similar stable processes arising from high-density limits of occupation times of particle systems

We extend results on time-rescaled occupation time fluctuation limits of the $(d,\alpha, \beta)$-branching particle system $(0<\alpha \leq 2, 0<\beta \leq 1)$ with Poisson initial condition. The earlier results in the homogeneous case (i.e., with Lebesgue initial intensity measure) were obtained for dimensions $d>\alpha / \beta$ only, since the particle system becomes locally extinct if $d\le \alpha / \beta$. In this paper we show that by introducing high density of the initial Poisson configuration, limits are obtained for all dimensions, and they coincide with the previous ones if $d>\alpha/\beta$. We also give high-density limits for the systems with finite intensity measures (without high density no limits exist in this case due to extinction); the results are different and harder to obtain due to the non-invariance of the measure for the particle motion. In both cases, i.e., Lebesgue and finite intensity measures, for low dimensions ($d<\alpha(1+\beta)/\beta$ and $d<\alpha(2+\beta)/(1+\beta)$, respectively) the limits are determined by non-L\'evy self-similar stable processes. For the corresponding high dimensions the limits are qualitatively different: ${\cal S}'(R^d)$-valued L\'evy processes in the Lebesgue case, stable processes constant in time on $(0,\infty)$ in the finite measure case. For high dimensions, the laws of all limit processes are expressed in terms of Riesz potentials. If $\beta=1$, the limits are Gaussian. Limits are also given for particle systems without branching, which yields in particular weighted fractional Brownian motions in low dimensions. The results are obtained in the setup of weak convergence of S'(R^d)$-valued processes.Comment: 28 page

A numerical approach to copolymers at selective interfaces

We consider a model of a random copolymer at a selective interface which undergoes a localization/delocalization transition. In spite of the several rigorous results available for this model, the theoretical characterization of the phase transition has remained elusive and there is still no agreement about several important issues, for example the behavior of the polymer near the phase transition line. From a rigorous viewpoint non coinciding upper and lower bounds on the critical line are known. In this paper we combine numerical computations with rigorous arguments to get to a better understanding of the phase diagram. Our main results include: - Various numerical observations that suggest that the critical line lies strictly in between the two bounds. - A rigorous statistical test based on concentration inequalities and super-additivity, for determining whether a given point of the phase diagram is in the localized phase. This is applied in particular to show that, with a very low level of error, the lower bound does not coincide with the critical line. - An analysis of the precise asymptotic behavior of the partition function in the delocalized phase, with particular attention to the effect of rare atypical stretches in the disorder sequence and on whether or not in the delocalized regime the polymer path has a Brownian scaling. - A new proof of the lower bound on the critical line. This proof relies on a characterization of the localized regime which is more appealing for interpreting the numerical data.Comment: accepted for publication on J. Stat. Phy

Bismut-Elworthy-Li formulae for Bessel processes

In this article we are interested in the differentiability property of the Markovian semi-group corresponding to the Bessel processes of nonnegative dimension. More precisely, for all δ ≥ 0 and T > 0, we compute the derivative of the function x↦PδTF(x), where (Pδt)t≥0 is the transition semi-group associated to the δ-dimensional Bessel process, and F is any bounded Borel function on R+. The obtained expression shows a nice interplay between the transition semi-groups of the δ—and the (δ + 2)-dimensional Bessel processes. As a consequence, we deduce that the Bessel processes satisfy the strong Feller property, with a continuity modulus which is independent of the dimension. Moreover, we provide a probabilistic interpretation of this expression as a Bismut-Elworthy-Li formula

Large deviations of lattice Hamiltonian dynamics coupled to stochastic thermostats

We discuss the Donsker-Varadhan theory of large deviations in the framework of Hamiltonian systems thermostated by a Gaussian stochastic coupling. We derive a general formula for the Donsker-Varadhan large deviation functional for dynamics which satisfy natural properties under time reversal. Next, we discuss the characterization of the stationary state as the solution of a variational principle and its relation to the minimum entropy production principle. Finally, we compute the large deviation functional of the current in the case of a harmonic chain thermostated by a Gaussian stochastic coupling.Comment: Revised version, published in Journal of Statistical Physic

Exclusion processes with degenerate rates: convergence to equilibrium and tagged particle

Stochastic lattice gases with degenerate rates, namely conservative particle systems where the exchange rates vanish for some configurations, have been introduced as simplified models for glassy dynamics. We introduce two particular models and consider them in a finite volume of size $\ell$ in contact with particle reservoirs at the boundary. We prove that, as for non--degenerate rates, the inverse of the spectral gap and the logarithmic Sobolev constant grow as $\ell^2$. It is also shown how one can obtain, via a scaling limit from the logarithmic Sobolev inequality, the exponential decay of a macroscopic entropy associated to a degenerate parabolic differential equation (porous media equation). We analyze finally the tagged particle displacement for the stationary process in infinite volume. In dimension larger than two we prove that, in the diffusive scaling limit, it converges to a Brownian motion with non--degenerate diffusion coefficient.Comment: 25 pages, 3 figure

Fast-slow partially hyperbolic systems versus Freidlin-Wentzell random systems

We consider a simple class of fast-slow partially hyperbolic dynamical systems and show that the (properly rescaled) behaviour of the slow variable is very close to a Friedlin--Wentzell type random system for times that are rather long, but much shorter than the metastability scale. Also, we show the possibility of a "sink" with all the Lyapunov exponents positive, a phenomenon that turns out to be related to the lack of absolutely continuity of the central foliation.Comment: To appear in Journal of Statistical Physic

Surface tension in the dilute Ising model. The Wulff construction

We study the surface tension and the phenomenon of phase coexistence for the Ising model on \mathbbm{Z}^d ($d \geqslant 2$) with ferromagnetic but random couplings. We prove the convergence in probability (with respect to random couplings) of surface tension and analyze its large deviations : upper deviations occur at volume order while lower deviations occur at surface order. We study the asymptotics of surface tension at low temperatures and relate the quenched value $\tau^q$ of surface tension to maximal flows (first passage times if $d = 2$). For a broad class of distributions of the couplings we show that the inequality $\tau^a \leqslant \tau^q$ -- where $\tau^a$ is the surface tension under the averaged Gibbs measure -- is strict at low temperatures. We also describe the phenomenon of phase coexistence in the dilute Ising model and discuss some of the consequences of the media randomness. All of our results hold as well for the dilute Potts and random cluster models

Thermal Conductivity for a Momentum Conserving Model

We introduce a model whose thermal conductivity diverges in dimension 1 and 2, while it remains finite in dimension 3. We consider a system of oscillators perturbed by a stochastic dynamics conserving momentum and energy. We compute thermal conductivity via Green-Kubo formula. In the harmonic case we compute the current-current time correlation function, that decay like $t^{-d/2}$ in the unpinned case and like $t^{-d/2-1}$ if a on-site harmonic potential is present. This implies a finite conductivity in $d\ge 3$ or in pinned cases, and we compute it explicitly. For general anharmonic strictly convex interactions we prove some upper bounds for the conductivity that behave qualitatively as in the harmonic cases.Comment: Accepted for the publication in Communications in Mathematical Physic

Rigorous Probabilistic Analysis of Equilibrium Crystal Shapes

The rigorous microscopic theory of equilibrium crystal shapes has made enormous progress during the last decade. We review here the main results which have been obtained, both in two and higher dimensions. In particular, we describe how the phenomenological Wulff and Winterbottom constructions can be derived from the microscopic description provided by the equilibrium statistical mechanics of lattice gases. We focus on the main conceptual issues and describe the central ideas of the existing approaches.Comment: To appear in the March 2000 special issue of Journal of Mathematical Physics on Probabilistic Methods in Statistical Physic