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

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

Clarification of the Bootstrap Percolation Paradox

We study the onset of the bootstrap percolation transition as a model of generalized dynamical arrest. We develop a new importance-sampling procedure in simulation, based on rare events around "holes", that enables us to access bootstrap lengths beyond those previously studied. By framing a new theory in terms of paths or processes that lead to emptying of the lattice we are able to develop systematic corrections to the existing theory, and compare them to simulations. Thereby, for the first time in the literature, it is possible to obtain credible comparisons between theory and simulation in the accessible density range.Comment: 4 pages with 3 figure

The Alexander-Orbach conjecture holds in high dimensions

We examine the incipient infinite cluster (IIC) of critical percolation in regimes where mean-field behavior has been established, namely when the dimension d is large enough or when d>6 and the lattice is sufficiently spread out. We find that random walk on the IIC exhibits anomalous diffusion with the spectral dimension d_s=4/3, that is, p_t(x,x)= t^{-2/3+o(1)}. This establishes a conjecture of Alexander and Orbach. En route we calculate the one-arm exponent with respect to the intrinsic distance.Comment: 25 pages, 2 figures. To appear in Inventiones Mathematica

Metastability threshold for anisotropic bootstrap percolation in three dimensions

In this paper we analyze several anisotropic bootstrap percolation models in three dimensions. We present the order of magnitude for the metastability threshold for a fairly general class of models. In our proofs we use an adaptation of the technique of dimensional reduction. We find that the order of the metastability threshold is generally determined by the "easiest growth direction" in the model. In contrast to the anisotropic bootstrap percolation in two dimensions, in three dimensions the order of the metatstability threshold for anisotropic bootstrap percolation can be equal to that of isotropic bootstrap percolation.Comment: 19 page

Factors associated with depression, anxiety, and severe mental illness among adults with atopic eczema or psoriasis: a systematic review and meta-analysis

Background: Evidence suggests an association between atopic eczema (AE) or psoriasis and mental illness. However, factors associated with mental illness are unclear. / Objectives: To synthesise and evaluate all available evidence on factors associated with depression, anxiety, and severe mental illness (SMI) among adults with AE or psoriasis. / Methods: We searched electronic databases, grey literature databases, and clinical trial registries from inception to February 2022 for studies in adults with AE or psoriasis. Eligible studies were randomised controlled trials (RCTs), cohort, cross-sectional or case-control studies where effect estimates of factors associated with depression, anxiety, or SMI were reported. We did not apply language or geographical restrictions. We assessed risk of bias using the Quality in Prognosis Studies tool. We synthesised results narratively, and if at least two studies were sufficiently homogenous, we pooled effect estimates in a random-effects meta-analysis. / Results: We included 21 studies (11 observational, 10 RCT). No observational studies in AE fulfilled our eligibility criteria. Observational studies in people with psoriasis mostly investigated factors associated with depression or anxiety – one cross-sectional study investigated factors associated with schizophrenia. Pooled effect estimates suggest being female, and psoriatic arthritis, were associated with depression (female sex:OR = 1.62,95%CI = 1.09-2.40,95%PI = 0.62-4.23, I2 = 24.90%, Tau2 = 0.05; psoriatic arthritis:OR = 2.26,95%CI = 1.56-3.25,95%PI = 0.21-24.23, I2 = 0.00%, Tau2 = 0.00) and anxiety (female sex:OR = 2.59,95%CI = 1.32-5.07,95%PI = 0.00-3956.27, I2 = 61.90%, Tau2 = 0.22; psoriatic arthritis:OR = 1.98,95%CI = 1.33-2.94, I2 = 0.00%, Tau2 = 0.00). Moderate/severe psoriasis was associated with anxiety (OR = 1.14,95%CI = 1.05-1.25, I2 = 0.00%, Tau2 = 0.00), but not depression. Evidence from RCTs suggested adults with AE or psoriasis given placebo had higher depression and anxiety scores compared to comparators given targeted treatment (e.g., biologic agents). / Conclusions: Our review highlights limited existing research on factors associated with depression, anxiety, and SMI in adults with AE or psoriasis. Observational evidence on factors associated with depression or anxiety in people with psoriasis was conflicting or from single studies, but some identified factors were consistent with those in the general population. Evidence on factors associated with SMIs in people with AE or psoriasis was particularly limited. Evidence from RCTs suggested AE and psoriasis treated with placebo was associated with higher depression and anxiety scores compared to skin disease treated with targeted therapy, however, follow-up was limited, therefore long-term effects on mental health are unclear