Phase coexistence of gradient Gibbs states

We consider the (scalar) gradient fields $\eta=(\eta_b)$--with $b$ denoting the nearest-neighbor edges in $\Z^2$--that are distributed according to the Gibbs measure proportional to \texte^{-\beta H(\eta)}\nu(\textd\eta). Here $H=\sum_bV(\eta_b)$ is the Hamiltonian, $V$ is a symmetric potential, $\beta>0$ is the inverse temperature, and $\nu$ is the Lebesgue measure on the linear space defined by imposing the loop condition $\eta_{b_1}+\eta_{b_2}=\eta_{b_3}+\eta_{b_4}$ for each plaquette $(b_1,b_2,b_3,b_4)$ in $\Z^2$. For convex $V$, Funaki and Spohn have shown that ergodic infinite-volume Gibbs measures are characterized by their tilt. We describe a mechanism by which the gradient Gibbs measures with non-convex $V$ undergo a structural, order-disorder phase transition at some intermediate value of inverse temperature $\beta$. At the transition point, there are at least two distinct gradient measures with zero tilt, i.e., $E \eta_b=0$.Comment: 3 figs, PTRF style files include

Orbital order in classical models of transition-metal compounds

We study the classical 120-degree and related orbital models. These are the classical limits of quantum models which describe the interactions among orbitals of transition-metal compounds. We demonstrate that at low temperatures these models exhibit a long-range order which arises via an "order by disorder" mechanism. This strongly indicates that there is orbital ordering in the quantum version of these models, notwithstanding recent rigorous results on the absence of spin order in these systems.Comment: 7 pages, 1 eps fi

Trapping in the random conductance model

We consider random walks on $\Z^d$ among nearest-neighbor random conductances which are i.i.d., positive, bounded uniformly from above but whose support extends all the way to zero. Our focus is on the detailed properties of the paths of the random walk conditioned to return back to the starting point at time $2n$. We show that in the situations when the heat kernel exhibits subdiffusive decay --- which is known to occur in dimensions $d\ge4$ --- the walk gets trapped for a time of order $n$ in a small spatial region. This shows that the strategy used earlier to infer subdiffusive lower bounds on the heat kernel in specific examples is in fact dominant. In addition, we settle a conjecture concerning the worst possible subdiffusive decay in four dimensions.Comment: 21 pages, version to appear in J. Statist. Phy

Colligative properties of solutions: II. Vanishing concentrations

We continue our study of colligative properties of solutions initiated in math-ph/0407034. We focus on the situations where, in a system of linear size $L$, the concentration and the chemical potential scale like $c=\xi/L$ and $h=b/L$, respectively. We find that there exists a critical value \xit such that no phase separation occurs for \xi\le\xit while, for \xi>\xit, the two phases of the solvent coexist for an interval of values of $b$. Moreover, phase separation begins abruptly in the sense that a macroscopic fraction of the system suddenly freezes (or melts) forming a crystal (or droplet) of the complementary phase when $b$ reaches a critical value. For certain values of system parameters, under ``frozen'' boundary conditions, phase separation also ends abruptly in the sense that the equilibrium droplet grows continuously with increasing $b$ and then suddenly jumps in size to subsume the entire system. Our findings indicate that the onset of freezing-point depression is in fact a surface phenomenon.Comment: 27 pages, 1 fig; see also math-ph/0407034 (both to appear in JSP

Dilution Effects in Two-dimensional Quantum Orbital System

We study dilution effects in a Mott insulating state with quantum orbital degree of freedom, termed the two-dimensional orbital compass model. This is a quantum and two-dimensional version of the orbital model where the interactions along different bond directions cause frustration between different orbital configurations. A long-range correlation of a kind of orbital at each row or column, termed the directional order, is studied by means of the quantum Monte-Carlo method. It is shown that decrease of the ordering temperature due to dilution is much stronger than that in spin models. Quantum effect enhances the effective dimensionality in the system and makes the directional order robust against dilution. We discuss an essential mechanism of the dilute orbital systems.Comment: 5pages, 4 figure

Mean-field driven first-order phase transitions in systems with long-range interactions

We consider a class of spin systems on $\Z^d$ with vector valued spins (\bS_x) that interact via the pair-potentials J_{x,y} \bS_x\cdot\bS_y. The interactions are generally spread-out in the sense that the $J_{x,y}$'s exhibit either exponential or power-law fall-off. Under the technical condition of reflection positivity and for sufficiently spread out interactions, we prove that the model exhibits a first-order phase transition whenever the associated mean-field theory signals such a transition. As a consequence, e.g., in dimensions $d\ge3$, we can finally provide examples of the 3-state Potts model with spread-out, exponentially decaying interactions, which undergoes a first-order phase transition as the temperature varies. Similar transitions are established in dimensions $d=1,2$ for power-law decaying interactions and in high dimensions for next-nearest neighbor couplings. In addition, we also investigate the limit of infinitely spread-out interactions. Specifically, we show that once the mean-field theory is in a unique ``state,'' then in any sequence of translation-invariant Gibbs states various observables converge to their mean-field values and the states themselves converge to a product measure.Comment: 57 pages; uses a (modified) jstatphys class fil

Optimal designs for rational function regression

We consider optimal non-sequential designs for a large class of (linear and nonlinear) regression models involving polynomials and rational functions with heteroscedastic noise also given by a polynomial or rational weight function. The proposed method treats D-, E-, A-, and $\Phi_p$-optimal designs in a unified manner, and generates a polynomial whose zeros are the support points of the optimal approximate design, generalizing a number of previously known results of the same flavor. The method is based on a mathematical optimization model that can incorporate various criteria of optimality and can be solved efficiently by well established numerical optimization methods. In contrast to previous optimization-based methods proposed for similar design problems, it also has theoretical guarantee of its algorithmic efficiency; in fact, the running times of all numerical examples considered in the paper are negligible. The stability of the method is demonstrated in an example involving high degree polynomials. After discussing linear models, applications for finding locally optimal designs for nonlinear regression models involving rational functions are presented, then extensions to robust regression designs, and trigonometric regression are shown. As a corollary, an upper bound on the size of the support set of the minimally-supported optimal designs is also found. The method is of considerable practical importance, with the potential for instance to impact design software development. Further study of the optimality conditions of the main optimization model might also yield new theoretical insights.Comment: 25 pages. Previous version updated with more details in the theory and additional example

Indirect Self-Modulation Instability Measurement Concept for the AWAKE Proton Beam

AWAKE, the Advanced Proton-Driven Plasma Wakefield Acceleration Experiment, is a proof-of-principle R&D experiment at CERN using a 400 GeV/c proton beam from the CERN SPS (longitudinal beam size sigma_z = 12 cm) which will be sent into a 10 m long plasma section with a nominal density of approx. 7x10^14 atoms/cm3 (plasma wavelength lambda_p = 1.2mm). In this paper we show that by measuring the time integrated transverse profile of the proton bunch at two locations downstream of the AWAKE plasma, information about the occurrence of the self-modulation instability (SMI) can be inferred. In particular we show that measuring defocused protons with an angle of 1 mrad corresponds to having electric fields in the order of GV/m and fully developed self-modulation of the proton bunch. Additionally, by measuring the defocused beam edge of the self-modulated bunch, information about the growth rate of the instability can be extracted. If hosing instability occurs, it could be detected by measuring a non-uniform defocused beam shape with changing radius. Using a 1 mm thick Chromox scintillation screen for imaging of the self-modulated proton bunch, an edge resolution of 0.6 mm and hence a SMI saturation point resolution of 1.2 m can be achieved.Comment: 4 pages, 4 figures, EAAC conference proceeding