Slow dynamics for the dilute Ising model in the phase coexistence region

In this paper we consider the Glauber dynamics for a disordered ferromagnetic Ising model, in the region of phase coexistence. It was conjectured several decades ago that the spin autocorrelation decays as a negative power of time [Huse and Fisher, Phys. Rev. B, 1987]. We confirm this behavior by establishing a corresponding lower bound in any dimensions $d \geqslant 2$, together with an upper bound when $d=2$. Our approach is deeply connected to the Wulff construction for the dilute Ising model. We consider initial phase profiles with a reduced surface tension on their boundary and prove that, under mild conditions, those profiles are separated from the (equilibrium) pure plus phase by an energy barrier.Comment: 44 pages, 6 figure

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

Metastability and Nucleation for the Blume-Capel Model. Different mechanisms of transition

We study metastability and nucleation for the Blume-Capel model: a ferromagnetic nearest neighbour two-dimensional lattice system with spin variables taking values in -1,0,+1. We consider large but finite volume, small fixed magnetic field h and chemical potential "lambda" in the limit of zero temperature; we analyze the first excursion from the metastable -1 configuration to the stable +1 configuration. We compute the asymptotic behaviour of the transition time and describe the typical tube of trajectories during the transition. We show that, unexpectedly, the mechanism of transition changes abruptly when the line h=2*lambda is crossed.Comment: 96 pages, 44 tex-figures, 7 postscript figure

Critical droplets in Metastable States of Probabilistic Cellular Automata

We consider the problem of metastability in a probabilistic cellular automaton (PCA) with a parallel updating rule which is reversible with respect to a Gibbs measure. The dynamical rules contain two parameters $\beta$ and $h$ which resemble, but are not identical to, the inverse temperature and external magnetic field in a ferromagnetic Ising model; in particular, the phase diagram of the system has two stable phases when $\beta$ is large enough and $h$ is zero, and a unique phase when $h$ is nonzero. When the system evolves, at small positive values of $h$, from an initial state with all spins down, the PCA dynamics give rise to a transition from a metastable to a stable phase when a droplet of the favored $+$ phase inside the metastable $-$ phase reaches a critical size. We give heuristic arguments to estimate the critical size in the limit of zero ``temperature'' ($\beta\to\infty$), as well as estimates of the time required for the formation of such a droplet in a finite system. Monte Carlo simulations give results in good agreement with the theoretical predictions.Comment: 5 LaTeX picture

Metastability in the dilute Ising model

Consider Glauber dynamics for the Ising model on the hypercubic lattice with a positive magnetic field. Starting from the minus configuration, the system initially settles into a metastable state with negative magnetization. Slowly the system relaxes to a stable state with positive magnetization. Schonmann and Shlosman showed that in the two dimensional case the relaxation time is a simple function of the energy required to create a critical Wulff droplet. The dilute Ising model is obtained from the regular Ising model by deleting a fraction of the edges of the underlying graph. In this paper we show that even an arbitrarily small dilution can dramatically reduce the relaxation time. This is because of a catalyst effect---rare regions of high dilution speed up the transition from minus phase to plus phase.Comment: 49 page

Finite-size effects for anisotropic bootstrap percolation: logarithmic corrections

In this note we analyze an anisotropic, two-dimensional bootstrap percolation model introduced by Gravner and Griffeath. We present upper and lower bounds on the finite-size effects. We discuss the similarities with the semi-oriented model introduced by Duarte.Comment: Key words: Bootstrap percolation, anisotropy, finite-size effect

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

Metastable behavior for bootstrap percolation on regular trees

We examine bootstrap percolation on a regular (b+1)-ary tree with initial law given by Bernoulli(p). The sites are updated according to the usual rule: a vacant site becomes occupied if it has at least theta occupied neighbors, occupied sites remain occupied forever. It is known that, when b>theta>1, the limiting density q=q(p) of occupied sites exhibits a jump at some p_t=p_t(b,theta) in (0,1) from q_t:=q(p_t)p_t. We investigate the metastable behavior associated with this transition. Explicitly, we pick p=p_t+h with h>0 and show that, as h decreases to 0, the system lingers around the "critical" state for time order h^{-1/2} and then passes to fully occupied state in time O(1). The law of the entire configuration observed when the occupation density is q in (q_t,1) converges, as h tends to 0, to a well-defined measure.Comment: 10 pages, version to appear in J. Statist. Phy

Scaling Limit and Critical Exponents for Two-Dimensional Bootstrap Percolation

Consider a cellular automaton with state space $\{0,1 \}^{{\mathbb Z}^2}$ where the initial configuration $\omega_0$ is chosen according to a Bernoulli product measure, 1's are stable, and 0's become 1's if they are surrounded by at least three neighboring 1's. In this paper we show that the configuration $\omega_n$ at time n converges exponentially fast to a final configuration $\bar\omega$, and that the limiting measure corresponding to $\bar\omega$ is in the universality class of Bernoulli (independent) percolation. More precisely, assuming the existence of the critical exponents $\beta$, $\eta$, $\nu$ and $\gamma$, and of the continuum scaling limit of crossing probabilities for independent site percolation on the close-packed version of ${\mathbb Z}^2$ (i.e., for independent $*$-percolation on ${\mathbb Z}^2$), we prove that the bootstrapped percolation model has the same scaling limit and critical exponents. This type of bootstrap percolation can be seen as a paradigm for a class of cellular automata whose evolution is given, at each time step, by a monotonic and nonessential enhancement.Comment: 15 page

Relaxation times of kinetically constrained spin models with glassy dynamics

We analyze the density and size dependence of the relaxation time $\tau$ for kinetically constrained spin systems. These have been proposed as models for strong or fragile glasses and for systems undergoing jamming transitions. For the one (FA1f) or two (FA2f) spin facilitated Fredrickson-Andersen model at any density $\rho<1$ and for the Knight model below the critical density at which the glass transition occurs, we show that the persistence and the spin-spin time auto-correlation functions decay exponentially. This excludes the stretched exponential relaxation which was derived by numerical simulations. For FA2f in $d\geq 2$, we also prove a super-Arrhenius scaling of the form $\exp(1/(1-\rho))\leq \tau\leq\exp(1/(1-\rho)^2)$. For FA1f in $d$=$1,2$ we rigorously prove the power law scalings recently derived in \cite{JMS} while in $d\geq 3$ we obtain upper and lower bounds consistent with findings therein. Our results are based on a novel multi-scale approach which allows to analyze $\tau$ in presence of kinetic constraints and to connect time-scales and dynamical heterogeneities. The techniques are flexible enough to allow a variety of constraints and can also be applied to conservative stochastic lattice gases in presence of kinetic constraints.Comment: 4 page