Kingman's coalescent and Brownian motion

We describe a simple construction of Kingman's coalescent in terms of a Brownian excursion. This construction is closely related to, and sheds some new light on, earlier work by Aldous and Warren. Our approach also yields some new results: for instance, we obtain the full multifractal spectrum of Kingman's coalescent. This complements earlier work on Beta-coalescents by the authors and Schweinsberg. Surprisingly, the thick part of the spectrum is not obtained by taking the limit as $\alpha \to 2$ in the result for Beta-coalescents mentioned above. Other analogies and differences between the case of Beta-coalescents and Kingman's coalescent are discussed

The free energy in a class of quantum spin systems and interchange processes

We study a class of quantum spin systems in the mean-field setting of the complete graph. For spin $S=\tfrac12$ the model is the Heisenberg ferromagnet, for general spin $S\in\tfrac12\mathbb{N}$ it has a probabilistic representation as a cycle-weighted interchange process. We determine the free energy and the critical temperature (recovering results by T\'oth and by Penrose when $S=\tfrac12$). The critical temperature is shown to coincide (as a function of $S$) with that of the $q=2S+1$ state classical Potts model, and the phase transition is discontinuous when $S\geq1$.Comment: 22 page

Survival of near-critical branching Brownian motion

Consider a system of particles performing branching Brownian motion with negative drift $\mu = \sqrt{2 - \epsilon}$ and killed upon hitting zero. Initially there is one particle at $x>0$. Kesten showed that the process survives with positive probability if and only if $\epsilon>0$. Here we are interested in the asymptotics as \eps\to 0 of the survival probability $Q_\mu(x)$. It is proved that if $L= \pi/\sqrt{\epsilon}$ then for all $x \in \R$, $\lim_{\epsilon \to 0} Q_\mu(L+x) = \theta(x) \in (0,1)$ exists and is a travelling wave solution of the Fisher-KPP equation. Furthermore, we obtain sharp asymptotics of the survival probability when $x<L$ and $L-x \to \infty$. The proofs rely on probabilistic methods developed by the authors in a previous work. This completes earlier work by Harris, Harris and Kyprianou and confirms predictions made by Derrida and Simon, which were obtained using nonrigorous PDE methods

Pulsating Front Speed-up and Quenching of Reaction by Fast Advection

We consider reaction-diffusion equations with combustion-type non-linearities in two dimensions and study speed-up of their pulsating fronts by general periodic incompressible flows with a cellular structure. We show that the occurence of front speed-up in the sense $\lim_{A\to\infty} c_*(A)=\infty$, with $A$ the amplitude of the flow and $c_*(A)$ the (minimal) front speed, only depends on the geometry of the flow and not on the reaction function. In particular, front speed-up happens for KPP reactions if and only if it does for ignition reactions. We also show that the flows which achieve this speed-up are precisely those which, when scaled properly, are able to quench any ignition reaction.Comment: 16p

The Dirichlet problem for the Bellman equation at resonance

We generalize the Donsker-Varadhan minimax formula for the principal eigenvalue of a uniformly elliptic operator in nondivergence form to the first principal half-eigenvalue of a fully nonlinear operator which is concave (or convex) and positively homogeneous. Examples of such operators include the Hamilon-Jacobi-Bellman operator and the Pucci extremal operators. In the case that the two principal half-eigenvalues are not equal, we show that the measures which achieve the minimum in this formula provide a partial characterization of the solvability of the corresponding Dirichlet problem at resonance.Comment: Appendix added. 28 page

Principal eigenvalues and an anti-maximum principle for homogeneous fully nonlinear elliptic equations

We study the fully nonlinear elliptic equation $F(D^2u,Du,u,x) = f$ in a smooth bounded domain $\Omega$, under the assumption the nonlinearity $F$ is uniformly elliptic and positively homogeneous. Recently, it has been shown that such operators have two principal "half" eigenvalues, and that the corresponding Dirichlet problem possesses solutions, if both of the principal eigenvalues are positive. In this paper, we prove the existence of solutions of the Dirichlet problem if both principal eigenvalues are negative, provided the "second" eigenvalue is positive, and generalize the anti-maximum principle of Cl\'{e}ment and Peletier to homogeneous, fully nonlinear operators.Comment: 32 page

Instanton Calculus of Lifshitz Tails

For noninteracting particles moving in a Gaussian random potential, there exists a disagreement in the literature on the asymptotic expression for the density of states in the tail of the band. We resolve this discrepancy. Further we illuminate the physical facet of instantons appearing in replica and supersymmetric derivations with another derivation employing a Lagrange multiplier field.Comment: 5 page