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Cristian Giardinà

Publications and source records attributed to Cristian Giardinà.

35 records · Page 2Linked to original sources
arXiv2019

Consistent particle systems and duality

We consider consistent particle systems, which include independent random walkers, the symmetric exclusion and inclusion processes, as well as the dual of the KMP model. Consistent systems are such that the distribution obtained by first evolving $n$ particles and then removing a particle at random is the same as the one given by a random removal of a particle at the initial time followed by evolution of the remaining $n-1$ particles. In this paper we discuss two main results. Firstly, we show that, for reversible systems, the property of consistency is equivalent to self-duality, thus obtaining a novel probabilistic interpretation of the self-duality property. Secondly, we show that consistent particle systems satisfy a set of recursive equations. This recursions implies that factorial moments of a system with $n$ particles are linked to those of a system with $n-1$ particles, thus providing substantial information to study the dynamics. In particular, for a consistent system with absorption, the particle absorption probabilities satisfy universal recurrence relations. Since particle systems with absorption are often dual to boundary-driven non-equilibrium systems, the consistency property implies recurrence relations for expectations of correlations in non-equilibrium steady states. We illustrate these relations with several examples.

math.PR↗
arXiv2019

Orthogonal Dualities of Markov Processes and Unitary Symmetries

We study self-duality for interacting particle systems, where the particles move as continuous time random walkers having either exclusion interaction or inclusion interaction. We show that orthogonal self-dualities arise from unitary symmetries of the Markov generator. For these symmetries we provide two equivalent expressions that are related by the Baker-Campbell-Hausdorff formula. The first expression is the exponential of an anti Hermitian operator and thus is unitary by inspection; the second expression is factorized into three terms and is proved to be unitary by using generating functions. The factorized form is also obtained by using an independent approach based on scalar products, which is a new method of independent interest that we introduce to derive (bi)orthogonal duality functions from non-orthogonal duality functions.

math.PR↗
arXiv2019

Stationary states in infinite volume with non zero current

We study the Ginzburg-Landau stochastic models in infinite domains with some special geometry and prove that without the help of external forces there are stationary measures with non zero current in three or more dimensions.

cond-mat.stat-mech↗
arXiv2018

Self-duality of Markov processes and intertwining functions

We present a theorem which elucidates the connection between self-duality of Markov processes and representation theory of Lie algebras. In particular, we identify sufficient conditions such that the intertwining function between two representations of a certain Lie algebra is the self-duality function of a (Markov) operator. In concrete terms, the two representations are associated to two operators in interwining relation. The self-dual operator, which arise from an appropriate symmetric linear combination of them, is the generator of a Markov process. The theorem is applied to a series of examples, including Markov processes with a discrete state space (e.g. interacting particle systems) and Markov processes with continuous state space (e.g. diffusion processes). In the examples we use explicit representations of Lie algebras that are unitary equivalent. As a consequence, in the discrete setting self-duality functions are given by orthogonal polynomials whereas in the continuous context they are Bessel functions.

math.PR↗
arXiv2017

Non-equilibrium 2D Ising model with stationary uphill diffusion

Usually, in a non-equilibrium setting, a current brings mass from the highest density regions to the lowest density ones. Although rare, the opposite phenomenon (known as "uphill diffusion") has also been observed in multicomponent systems, where it appears as an artificial effect of the interaction among components. We show here that uphill diffusion can be a substantial effect, i.e. it may occur even in single component systems as a consequence of some external work. To this aim we consider the 2D ferromagnetic Ising model in contact with two reservoirs that fix, at the left and the right boundaries, magnetizations of the same magnitude but of opposite signs. We provide numerical evidence that a class of non-equilibrium steady states exists in which, by tuning the reservoir magnetizations, the current in the system changes from "downhill" to "uphill". Moreover, we also show that, in such non-equilibrium set-up, the current vanishes precisely when the reservoir magnetizations equal the magnetization of the corresponding equilibrium dynamics, thus establishing a novel relation between equilibrium and non-equilibrium properties.

cond-mat.stat-mech↗
arXiv2017

Stochastic Duality and Orthogonal Polynomials

For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal polynomial) can be studied via expectations with respect to the dual process (which evolves the index of the polynomial). The set of processes include interacting particle systems, such as the exclusion process, the inclusion process and independent random walkers, as well as interacting diffusions and redistribution models of Kipnis-Marchioro-Presutti type. Duality functions are given in terms of classical orthogonal polynomials, both of discrete and continuous variable, and the measure in the orthogonality relation coincides with the process stationary measure.

math.PR↗
arXiv2016

Free boundary problems in PDEs and particle systems

In this volume a theory for models of transport in the presence of a free boundary is developed. Macroscopic laws of transport are described by PDEs. When the system is open, there are several mechanisms to couple the system with the external forces. Here a class of systems where the interaction with the exterior takes place in correspondence of a free boundary is considered. Both continuous and discrete models sharing the same structure are analyzed. In Part I a free boundary problem related to the Stefan Problem is worked out in all details. For this model a new notion of relaxed solution is proposed for which global existence and uniqueness is proven. It is also shown that this is the hydrodynamic limit of the empirical mass density of the associated particle system. In Part II several other models are discussed. The expectation is that the results proved for the basic model extend to these other cases. All the models discussed in this volume have an interest in problems arising in several research fields such as heat conduction, queuing theory, propagation of fire, interface dynamics, population dynamics, evolution of biological systems with selection mechanisms.In general researchers interested in the relations between PDEs and stochastic processes can find in this volume an extension of this correspondence to modern mathematical physics.

math.PR↗
arXiv2016

Ising critical behavior of inhomogeneous Curie-Weiss models and annealed random graphs

We study the critical behavior for inhomogeneous versions of the Curie-Weiss model, where the coupling constant $J_{ij}(β)$ for the edge $ij$ on the complete graph is given by $J_{ij}(β)=βw_iw_j/(\sum_{k\in[N]}w_k)$. We call the product form of these couplings the rank-1 inhomogeneous Curie-Weiss model. This model also arises (with inverse temperature $β$ replaced by $\sinh(β)$) from the annealed Ising model on the generalized random graph. We assume that the vertex weights $(w_i)_{i\in[N]}$ are regular, in the sense that their empirical distribution converges and the second moment converges as well. We identify the critical temperatures and exponents for these models, as well as a non-classical limit theorem for the total spin at the critical point. These depend sensitively on the number of finite moments of the weight distribution. When the fourth moment of the weight distribution converges, then the critical behavior is the same as on the (homogeneous) Curie-Weiss model, so that the inhomogeneity is weak. When the fourth moment of the weights converges to infinity, and the weights satisfy an asymptotic power law with exponent $τ$ with $τ\in(3,5)$, then the critical exponents depend sensitively on $τ$. In addition, at criticality, the total spin $S_{N}$ satisfies that $S_{N}/N^{(τ-1)/(τ-2)}$ converges in law to some limiting random variable whose distribution we explicitly characterize.

math.PR↗
arXiv2016

Metastability in the reversible inclusion process

We study the condensation regime of the finite reversible inclusion process, i.e., the inclusion process on a finite graph $S$ with an underlying random walk that admits a reversible measure. We assume that the random walk kernel is irreducible and its reversible measure takes maximum value on a subset of vertices $S_\star\subset S$. We consider initial conditions corresponding to a single condensate that is localized on one of those vertices and study the metastable (or tunneling) dynamics. We find that, if the random walk restricted to $S_\star$ is irreducible, then there exists a single time-scale for the condensate motion. In this case we compute this typical time-scale and characterize the law of the (properly rescaled) limiting process. If the restriction of the random walk to $S_\star$ has several connected components, a metastability scenario with multiple time-scales emerges. We prove such a scenario, involving two additional time-scales, in a one-dimensional setting with two metastable states and nearest-neighbor jumps.

math.PR↗
arXiv2016

Annealed central limit theorems for the Ising model on random graphs

The aim of this paper is to prove central limit theorems with respect to the annealed measure for the magnetization rescaled by $\sqrt{N}$ of Ising models on random graphs. More precisely, we consider the general rank-1 inhomogeneous random graph (or generalized random graph), the 2-regular configuration model and the configuration model with degrees 1 and 2. For the generalized random graph, we first show the existence of a finite annealed inverse critical temperature $0 \leq β^{\mathrm \scriptscriptstyle an}_c < \infty$ and then prove our results in the uniqueness regime, i.e., the values of inverse temperature $β$ and external magnetic field $B$ for which either $β< β^{\mathrm \scriptscriptstyle an}_c$ and $B=0$, or $β>0$ and $B \neq 0$. In the case of the configuration model, the central limit theorem holds in the whole region of the parameters $β$ and $B$, because phase transitions do not exist for these systems as they are closely related to one-dimensional Ising models. Our proofs are based on explicit computations that are possible since the Ising model on the generalized random graph in the annealed setting is reduced to an inhomogeneous Curie-Weiss model, while the analysis of the configuration model with degrees only taking values 1 and 2 relies on that of the classical one-dimensional Ising model.

math.PR↗
arXiv2015

Spatial fluctuation theorem

For non-equilibrium systems of interacting particles and for interacting diffusions in d dimensions, a novel fluctuation relation is derived. The theorem establishes a quantitative relation between the probabilities of observing two current values in different spatial directions. The result is a consequence of spatial symmetries of the microscopic dynamics, generalizing in this way the Gallavotti-Cohen fluctuation theorem related to the time-reversal symmetry. This new perspective opens up the possibility of direct experimental measurements of fluctuation relations of vectorial observables.

cond-mat.stat-mech↗
arXiv2013

Super-hydrodynamic limit in interacting particle systems

This paper is a follow-up of the work initiated in [3], where it has been investigated the hydrodynamic limit of symmetric independent random walkers with birth at the origin and death at the rightmost occupied site. Here we obtain two further results: first we characterize the stationary states on the hydrodynamic time scale and show that they are given by a family of linear macroscopic profiles whose parameters are determined by the current reservoirs and the system mass. Then we prove the existence of a super-hyrdrodynamic time scale, beyond the hydrodynamic one. On this larger time scale the system mass fluctuates and correspondingly the macroscopic profile of the system randomly moves within the family of linear profiles, with the randomness of a Brownian motion.

math.PR↗
arXiv2013

Hydrodynamic limit in a particle system with topological interactions

We study a system of particles in the interval $[0,ε^{-1}] \cap \mathbb Z$, $ε^{-1}$ a positive integer. The particles move as symmetric independent random walks (with reflections at the endpoints); simultaneously new particles are injected at site 0 at rate $jε$ ($j>0$) and removed at same rate from the rightmost occupied site. The removal mechanism is therefore of topological rather than metric nature. The determination of the rightmost occupied site requires a knowledge of the entire configuration and prevents from using correlation functions techniques. We prove using stochastic inequalities that the system has a hydrodynamic limit, namely that under suitable assumptions on the initial configurations, the law of the density fields $ε\sum ϕ(εx) ξ_{ε^{-2}t}(x)$ ($ϕ$ a test function, $ξ_t(x)$ the number of particles at site $x$ at time $t$) concentrates in the limit $ε\to 0$ on the deterministic value $\int ϕρ_t$, $ρ_t$ interpreted as the limit density at time $t$. We characterize the limit $ρ_t$ as a weak solution in terms of barriers of a limit free boundary problem.

math.PR↗
arXiv2012

Ising critical exponents on random trees and graphs

We study the critical behavior of the ferromagnetic Ising model on random trees as well as so-called locally tree-like random graphs. We pay special attention to trees and graphs with a power-law offspring or degree distribution whose tail behavior is characterized by its power-law exponent $τ>2$. We show that the critical temperature of the Ising model equals the inverse hyperbolic tangent of the inverse of the mean offspring or mean forward degree distribution. In particular, the inverse critical temperature equals zero when $τ\in(2,3]$ where this mean equals infinity. We further study the critical exponents $δ, β$ and $γ$, describing how the (root) magnetization behaves close to criticality. We rigorously identify these critical exponents and show that they take the values as predicted by Dorogovstev, et al. and Leone et al. These values depend on the power-law exponent $τ$, taking the mean-field values for $τ>5$, but different values for $τ\in(3,5)$.

math.PR↗
arXiv2010

Ising models on power-law random graphs

We study a ferromagnetic Ising model on random graphs with a power-law degree distribution and compute the thermodynamic limit of the pressure when the mean degree is finite (degree exponent $τ>2$), for which the random graph has a tree-like structure. For this, we adapt and simplify an analysis by Dembo and Montanari, which assumes finite variance degrees ($τ>3$). We further identify the thermodynamic limits of various physical quantities, such as the magnetization and the internal energy.

math.PR↗
arXiv2007

Comment on "Ultrametricity in the Edwards-Anderson Model"

In a recent interesting Letter Contucci {\it et al.} have investigated several properties of the three-dimensional (3d) Edwards-Anderson (EA) Ising spin glass. They claim to have found strong numerical evidence for the presence of a complex ultrametric structure similar to the one described by the replica symmetry breaking solution of the mean field model. We illustrate by numerical simulations that the relations used by Contucci {\it et al.} as evidence for an ultrametric structure in the 3d EA model are fulfilled to similar accuracy in the two-dimensional EA model, which is well-described by the droplet picture and has no spin glass phase at finite temperature. We conclude that the data presented in the Contucci {\it et al.} Letter is not sufficient to dismiss the possibility that, e.g., the droplet model might describe the behavior of the 3d EA model.

cond-mat.dis-nn↗