SLE-type growth processes and the Yang-Lee singularity

The recently introduced SLE growth processes are based on conformal maps from an open and simply-connected subset of the upper half-plane to the half-plane itself. We generalize this by considering a hierarchy of stochastic evolutions mapping open and simply-connected subsets of smaller and smaller fractions of the upper half-plane to these fractions themselves. The evolutions are all driven by one-dimensional Brownian motion. Ordinary SLE appears at grade one in the hierarchy. At grade two we find a direct correspondence to conformal field theory through the explicit construction of a level-four null vector in a highest-weight module of the Virasoro algebra. This conformal field theory has central charge c=-22/5 and is associated to the Yang-Lee singularity. Our construction may thus offer a novel description of this statistical model.Comment: 12 pages, LaTeX, v2: thorough revision with corrections, v3: version to be publishe

Random walk on the range of random walk

We study the random walk X on the range of a simple random walk on ℤ d in dimensions d≥4. When d≥5 we establish quenched and annealed scaling limits for the process X, which show that the intersections of the original simple random walk path are essentially unimportant. For d=4 our results are less precise, but we are able to show that any scaling limit for X will require logarithmic corrections to the polynomial scaling factors seen in higher dimensions. Furthermore, we demonstrate that when d=4 similar logarithmic corrections are necessary in describing the asymptotic behavior of the return probability of X to the origin

The Length of an SLE - Monte Carlo Studies

The scaling limits of a variety of critical two-dimensional lattice models are equal to the Schramm-Loewner evolution (SLE) for a suitable value of the parameter kappa. These lattice models have a natural parametrization of their random curves given by the length of the curve. This parametrization (with suitable scaling) should provide a natural parametrization for the curves in the scaling limit. We conjecture that this parametrization is also given by a type of fractal variation along the curve, and present Monte Carlo simulations to support this conjecture. Then we show by simulations that if this fractal variation is used to parametrize the SLE, then the parametrized curves have the same distribution as the curves in the scaling limit of the lattice models with their natural parametrization.Comment: 18 pages, 10 figures. Version 2 replaced the use of "nu" for the "growth exponent" by 1/d_H, where d_H is the Hausdorff dimension. Various minor errors were also correcte

Conformal invariance in two-dimensional turbulence

Simplicity of fundamental physical laws manifests itself in fundamental symmetries. While systems with an infinity of strongly interacting degrees of freedom (in particle physics and critical phenomena) are hard to describe, they often demonstrate symmetries, in particular scale invariance. In two dimensions (2d) locality often promotes scale invariance to a wider class of conformal transformations which allow for nonuniform re-scaling. Conformal invariance allows a thorough classification of universality classes of critical phenomena in 2d. Is there conformal invariance in 2d turbulence, a paradigmatic example of strongly-interacting non-equilibrium system? Here, using numerical experiment, we show that some features of 2d inverse turbulent cascade display conformal invariance. We observe that the statistics of vorticity clusters is remarkably close to that of critical percolation, one of the simplest universality classes of critical phenomena. These results represent a new step in the unification of 2d physics within the framework of conformal symmetry.Comment: 10 pages, 5 figures, 1 tabl

Limiting shapes for deterministic centrally seeded growth models

We study the rotor router model and two deterministic sandpile models. For the rotor router model in $\mathbb{Z}^d$, Levine and Peres proved that the limiting shape of the growth cluster is a sphere. For the other two models, only bounds in dimension 2 are known. A unified approach for these models with a new parameter $h$ (the initial number of particles at each site), allows to prove a number of new limiting shape results in any dimension $d \geq 1$. For the rotor router model, the limiting shape is a sphere for all values of $h$. For one of the sandpile models, and $h=2d-2$ (the maximal value), the limiting shape is a cube. For both sandpile models, the limiting shape is a sphere in the limit $h \to -\infty$. Finally, we prove that the rotor router shape contains a diamond.Comment: 18 pages, 3 figures, some errors corrected and more explanation added, to appear in Journal of Statistical Physic

Families of Vicious Walkers

We consider a generalisation of the vicious walker problem in which N random walkers in R^d are grouped into p families. Using field-theoretic renormalisation group methods we calculate the asymptotic behaviour of the probability that no pairs of walkers from different families have met up to time t. For d>2, this is constant, but for d<2 it decays as a power t^(-alpha), which we compute to O(epsilon^2) in an expansion in epsilon=2-d. The second order term depends on the ratios of the diffusivities of the different families. In two dimensions, we find a logarithmic decay (ln t)^(-alpha'), and compute alpha' exactly.Comment: 20 pages, 5 figures. v.2: minor additions and correction

Proposal for a CFT interpretation of Watts' differential equation for percolation

G. M. T. Watts derived that in two dimensional critical percolation the crossing probability Pi_hv satisfies a fifth order differential equation which includes another one of third order whose independent solutions describe the physically relevant quantities 1, Pi_h, Pi_hv. We will show that this differential equation can be derived from a level three null vector condition of a rational c=-24 CFT and motivate how this solution may be fitted into known properties of percolation.Comment: LaTeX, 20p, added references, corrected typos and additional content

Analysis of a fully packed loop model arising in a magnetic Coulomb phase

The Coulomb phase of spin ice, and indeed the Ic phase of water ice, naturally realise a fully-packed two-colour loop model in three dimensions. We present a detailed analysis of the statistics of these loops, which avoid themselves and other loops of the same colour, and contrast their behaviour to an analogous two-dimensional model. The properties of another extended degree of freedom are also addressed, flux lines of the emergent gauge field of the Coulomb phase, which appear as "Dirac strings" in spin ice. We mention implications of these results for related models, and experiments.Comment: 5 pages, 4 figure

Determinantal Correlations of Brownian Paths in the Plane with Nonintersection Condition on their Loop-Erased Parts

As an image of the many-to-one map of loop-erasing operation \LE of random walks, a self-avoiding walk (SAW) is obtained. The loop-erased random walk (LERW) model is the statistical ensemble of SAWs such that the weight of each SAW $\zeta$ is given by the total weight of all random walks $\pi$ which are inverse images of $\zeta$, \{\pi: \LE(\pi)=\zeta \}. We regard the Brownian paths as the continuum limits of random walks and consider the statistical ensemble of loop-erased Brownian paths (LEBPs) as the continuum limits of the LERW model. Following the theory of Fomin on nonintersecting LERWs, we introduce a nonintersecting system of $N$-tuples of LEBPs in a domain $D$ in the complex plane, where the total weight of nonintersecting LEBPs is given by Fomin's determinant of an $N \times N$ matrix whose entries are boundary Poisson kernels in $D$. We set a sequence of chambers in a planar domain and observe the first passage points at which $N$ Brownian paths $(\gamma_1,..., \gamma_N)$ first enter each chamber, under the condition that the loop-erased parts (\LE(\gamma_1),..., \LE(\gamma_N)) make a system of nonintersecting LEBPs in the domain in the sense of Fomin. We prove that the correlation functions of first passage points of the Brownian paths of the present system are generally given by determinants specified by a continuous function called the correlation kernel. The correlation kernel is of Eynard-Mehta type, which has appeared in two-matrix models and time-dependent matrix models studied in random matrix theory. Conformal covariance of correlation functions is demonstrated.Comment: v3: REVTeX4, 27 pages, 10 figures, corrections made for publication in Phys.Rev.

Temporal Correlations and Persistence in the Kinetic Ising Model: the Role of Temperature

We study the statistical properties of the sum $S_t=\int_{0}^{t}dt' \sigma_{t'}$, that is the difference of time spent positive or negative by the spin $\sigma_{t}$, located at a given site of a $D$-dimensional Ising model evolving under Glauber dynamics from a random initial configuration. We investigate the distribution of $S_{t}$ and the first-passage statistics (persistence) of this quantity. We discuss successively the three regimes of high temperature ($T>T_{c}$), criticality ($T=T_c$), and low temperature ($T<T_{c}$). We discuss in particular the question of the temperature dependence of the persistence exponent $\theta$, as well as that of the spectrum of exponents $\theta(x)$, in the low temperature phase. The probability that the temporal mean $S_t/t$ was always larger than the equilibrium magnetization is found to decay as $t^{-\theta-\frac12}$. This yields a numerical determination of the persistence exponent $\theta$ in the whole low temperature phase, in two dimensions, and above the roughening transition, in the low-temperature phase of the three-dimensional Ising model.Comment: 21 pages, 11 PostScript figures included (1 color figure