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

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

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

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

Tunneling and Metastability of continuous time Markov chains

We propose a new definition of metastability of Markov processes on countable state spaces. We obtain sufficient conditions for a sequence of processes to be metastable. In the reversible case these conditions are expressed in terms of the capacity and of the stationary measure of the metastable states

One-sided versus two-sided stochastic descriptions

It is well-known that discrete-time finite-state Markov Chains, which are described by one-sided conditional probabilities which describe a dependence on the past as only dependent on the present, can also be described as one-dimensional Markov Fields, that is, nearest-neighbour Gibbs measures for finite-spin models, which are described by two-sided conditional probabilities. In such Markov Fields the time interpretation of past and future is being replaced by the space interpretation of an interior volume, surrounded by an exterior to the left and to the right. If we relax the Markov requirement to weak dependence, that is, continuous dependence, either on the past (generalising the Markov-Chain description) or on the external configuration (generalising the Markov-Field description), it turns out this equivalence breaks down, and neither class contains the other. In one direction this result has been known for a few years, in the opposite direction a counterexample was found recently. Our counterexample is based on the phenomenon of entropic repulsion in long-range Ising (or "Dyson") models.Comment: 13 pages, Contribution for "Statistical Mechanics of Classical and Disordered Systems

Abrupt Convergence and Escape Behavior for Birth and Death Chains

We link two phenomena concerning the asymptotical behavior of stochastic processes: (i) abrupt convergence or cut-off phenomenon, and (ii) the escape behavior usually associated to exit from metastability. The former is characterized by convergence at asymptotically deterministic times, while the convergence times for the latter are exponentially distributed. We compare and study both phenomena for discrete-time birth-and-death chains on Z with drift towards zero. In particular, this includes energy-driven evolutions with energy functions in the form of a single well. Under suitable drift hypotheses, we show that there is both an abrupt convergence towards zero and escape behavior in the other direction. Furthermore, as the evolutions are reversible, the law of the final escape trajectory coincides with the time reverse of the law of cut-off paths. Thus, for evolutions defined by one-dimensional energy wells with sufficiently steep walls, cut-off and escape behavior are related by time inversion.Comment: 2 figure