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Fabio Lucio Toninelli

Publications and source records attributed to Fabio Lucio Toninelli.

At least 37 records · Page 2Linked to original sources

Multi-level pinning problems for random walks and self-avoiding lattice paths

We consider a generalization of the classical pinning problem for integer-valued random walks conditioned to stay non-negative. More specifically, we take pinning potentials of the form $\sum_{j\geq 0}ε_j N_j$, where $N_j$ is the number of visits to the state $j$ and $\{ε_j\}$ is a non-negative sequence. Partly motivated by similar problems for low-temperature contour models in statistical physics, we aim at finding a sharp characterization of the threshold of the wetting transition, especially in the regime where the variance $σ^2$ of the single step of the random walk is small. Our main result says that, for natural choices of the pinning sequence $\{ε_j\}$, localization (respectively delocalization) occurs if $σ^{-2}\sum_{ j\geq0}(j+1)ε_j\geqδ^{-1}$ (respectively $\le δ$), for some universal $δ<1$. Our finding is reminiscent of the classical Bargmann-Jost-Pais criteria for the absence of bound states for the radial Schrödinger equation. The core of the proof is a recursive argument to bound the free energy of the model. Our approach is rather robust, which allows us to obtain similar results in the case where the random walk trajectory is replaced by a self-avoiding path $γ$ in $\mathbb Z^2$ with weight $\exp(-β|γ|)$, $|γ|$ being the length of the path and $β>0$ a large enough parameter. This generalization is directly relevant for applications to the above mentioned contour models.

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Dynamics of $(2+1)$-dimensional SOS surfaces above a wall: Slow mixing induced by entropic repulsion

We study the Glauber dynamics for the $(2+1)\mathrm{D}$ Solid-On-Solid model above a hard wall and below a far away ceiling, on an $L\times L$ box of $\mathbb{Z}^2$ with zero boundary conditions, at large inverse-temperature $β$. It was shown by Bricmont, El Mellouki and Fröhlich [J. Stat. Phys. 42 (1986) 743-798] that the floor constraint induces an entropic repulsion effect which lifts the surface to an average height $H\asymp(1/β)\log L$. As an essential step in understanding the effect of entropic repulsion on the Glauber dynamics we determine the equilibrium height $H$ to within an additive constant: $H=(1/4β)\log L+O(1)$. We then show that starting from zero initial conditions the surface rises to its final height $H$ through a sequence of metastable transitions between consecutive levels. The time for a transition from height $h=aH$, $a\in(0,1)$, to height $h+1$ is roughly $\exp(cL^a)$ for some constant $c>0$. In particular, the mixing time of the dynamics is exponentially large in $L$, that is, $T_{\mathrm{MIX}}\geq e^{cL}$. We also provide the matching upper bound $T_{\mathrm{MIX}}\leq e^{c'L}$, requiring a challenging analysis of the statistics of height contours at low temperature and new coupling ideas and techniques. Finally, to emphasize the role of entropic repulsion we show that without a floor constraint at height zero the mixing time is no longer exponentially large in $L$.

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Interaction versus entropic repulsion for low temperature Ising polymers

Contours associated to many interesting low-temperature statistical mechanics models (2D Ising model, (2+1)D SOS interface model, etc) can be described as self-interacting and self-avoiding walks on $\mathbb Z^2$. When the model is defined in a finite box, the presence of the boundary induces an interaction, that can turn out to be attractive, between the contour and the boundary of the box. On the other hand, the contour cannot cross the boundary, so it feels entropic repulsion from it. In various situations of interest a crucial technical problem is to prove that entropic repulsion prevails over the pinning interaction: in particular, the contour-boundary interaction should not modify significantly the contour partition function and the related surface tension should be unchanged. Here we prove that this is indeed the case, at least at sufficiently low temperature, in a quite general framework that applies in particular to the models of interest mentioned above.

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A one-dimensional coagulation-fragmentation process with a dynamical phase transition

We introduce a reversible Markovian coagulation-fragmentation process on the set of partitions of $\{1,\ldots,L\}$ into disjoint intervals. Each interval can either split or merge with one of its two neighbors. The invariant measure can be seen as the Gibbs measure for a homogeneous pinning model \cite{cf:GBbook}. Depending on a parameter $λ$, the typical configuration can be either dominated by a single big interval (delocalized phase), or be composed of many intervals of order $1$ (localized phase), or the interval length can have a power law distribution (critical regime). In the three cases, the time required to approach equilibrium (in total variation) scales very differently with $L$. In the localized phase, when the initial condition is a single interval of size $L$, the equilibration mechanism is due to the propagation of two "fragmentation fronts" which start from the two boundaries and proceed by power-law jumps.

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Lozenge tilings, Glauber dynamics and macroscopic shape

We study the Glauber dynamics on the set of tilings of a finite domain of the plane with lozenges of side 1/L. Under the invariant measure of the process (the uniform measure over all tilings), it is well known that the random height function associated to the tiling converges in probability, in the scaling limit $L\to\infty$, to a non-trivial macroscopic shape minimizing a certain surface tension functional. According to the boundary conditions the macroscopic shape can be either analytic or contain "frozen regions" (Arctic Circle phenomenon). It is widely conjectured, on the basis of theoretical considerations, partial mathematical results and numerical simulations for similar models, that the Glauber dynamics approaches the equilibrium macroscopic shape in a time of order $L^{2+o(1)}$. In this work we prove this conjecture, under the assumption that the macroscopic equilibrium shape contains no "frozen region".

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Scaling limit and cube-root fluctuations in SOS surfaces above a wall

Consider the classical $(2+1)$-dimensional Solid-On-Solid model above a hard wall on an $L\times L$ box of $\bbZ^2$. The model describes a crystal surface by assigning a non-negative integer height $η_x$ to each site $x$ in the box and 0 heights to its boundary. The probability of a surface configuration $η$ is proportional to $\exp(-β\mathcal{H}(η))$, where $β$ is the inverse-temperature and $\mathcal{H}(η)$ sums the absolute values of height differences between neighboring sites. We give a full description of the shape of the SOS surface for low enough temperatures. First we show that with high probability the height of almost all sites is concentrated on two levels, $H(L)=\lfloor (1/4β)\log L\rfloor$ and $H(L)-1$. Moreover, for most values of $L$ the height is concentrated on the single value $H(L)$. Next, we study the ensemble of level lines corresponding to the heights $(H(L),H(L)-1,...)$. We prove that w.h.p. there is a unique macroscopic level line for each height. Furthermore, when taking a diverging sequence of system sizes $L_k$, the rescaled macroscopic level line at height $H(L_k)-n$ has a limiting shape if the fractional parts of $(1/4β)\log L_k$ converge to a noncritical value. The scaling limit is an explicit convex subset of the unit square $Q$ and its boundary has a flat component on the boundary of $Q$. Finally, the highest macroscopic level line has $L_k^{1/3+o(1)}$ fluctuations along the flat part of the boundary of its limiting shape.

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The shape of the $(2+1)$D SOS surface above a wall

We give a full description for the shape of the classical (2+1)\Dim Solid-On-Solid model above a wall, introduced by Temperley (1952). On an $L\times L$ box at a large inverse-temperature $β$ the height of most sites concentrates on a single level $h = \lfloor (1/4β)\log L\rfloor$ for most values of $L$. For a sequence of diverging boxes the ensemble of level lines of heights $(h,h-1,...)$ has a scaling limit in Hausdorff distance iff the fractional parts of $(1/4β)\log L$ converge to a noncritical value. The scaling limit is explicitly given by nested distinct loops formed via translates of Wulff shapes. Finally, the $h$-level lines feature $L^{1/3+o(1)}$ fluctuations from the side boundaries.

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Mixing times of monotone surfaces and SOS interfaces: a mean curvature approach

We consider stochastic spin-flip dynamics for: (i) monotone discrete surfaces in Z^3 with planar boundary height and (ii) the one-dimensional discrete Solid-on-Solid (SOS) model confined to a box. In both cases we show almost optimal bounds O(L^2polylog(L)) for the mixing time of the chain, where L is the natural size of the system. The dynamics at a macroscopic scale should be described by a deterministic mean curvature motion such that each point of the surface feels a drift which tends to minimize the local surface tension. Inspired by this heuristics, our approach consists in bounding the dynamics with an auxiliary one which, with very high probability, follows quite closely the deterministic mean curvature evolution. Key technical ingredients are monotonicity, coupling and an argument due to D.B. Wilson in the framework of lozenge tiling Markov Chains. Our approach works equally well for both models despite the fact that their equilibrium maximal height fluctuations occur on very different scales (logarithmic for monotone surfaces and L^{1/2} for the SOS model). Finally, combining techniques from kinetically constrained spin systems together with the above mixing time result, we prove an almost diffusive lower bound of order 1/L^2 up to logarithmic corrections for the spectral gap of the SOS model with horizontal size L and unbounded heights.

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Quasi-polynomial mixing of the 2D stochastic Ising model with "plus" boundary up to criticality

We considerably improve upon the recent result of Martinelli and Toninelli on the mixing time of Glauber dynamics for the 2D Ising model in a box of side $L$ at low temperature and with random boundary conditions whose distribution $P$ stochastically dominates the extremal plus phase. An important special case is when $P$ is concentrated on the homogeneous all-plus configuration, where the mixing time $T_{mix}$ is conjectured to be polynomial in $L$. In [MT] it was shown that for a large enough inverse-temperature $β$ and any $ε>0$ there exists $c=c(β,ε)$ such that $\lim_{L\to\infty}P(T_{mix}\geq \exp({c L^ε}))=0$. In particular, for the all-plus boundary conditions and $β$ large enough $T_{mix} \leq \exp({c L^ε})$. Here we show that the same conclusions hold for all $β$ larger than the critical value $β_c$ and with $\exp({c L^ε})$ replaced by $L^{c \log L}$ (i.e. quasi-polynomial mixing). The key point is a modification of the inductive scheme of [MT] together with refined equilibrium estimates that hold up to criticality, obtained via duality and random-line representation tools for the Ising model. In particular, we establish new precise bounds on the law of Peierls contours which quantitatively sharpen the Brownian bridge picture established e.g. in [Greenberg-Ioffe (2005)],[Higuchi (1979)],[Hryniv (1998)].

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Copolymers at selective interfaces: settled issues and open problems

We review the literature on the localization transition for the class of polymers with random potentials that goes under the name of copolymers near selective interfaces. We outline the results, sketch some of the proofs and point out the open problems in the field. We also present in detail some alternative proofs that simplify what one can find in the literature.

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"Zero" temperature stochastic 3D Ising model and dimer covering fluctuations: a first step towards interface mean curvature motion

We consider the Glauber dynamics for the Ising model with "+" boundary conditions, at zero temperature or at temperature which goes to zero with the system size (hence the quotation marks in the title). In dimension d=3 we prove that an initial domain of linear size L of "-" spins disappears within a time τ_+ which is at most L^2(\log L)^c and at least L^2/(c\log L), for some c>0. The proof of the upper bound proceeds via comparison with an auxiliary dynamics which mimics the motion by mean curvature that is expected to describe, on large time-scales, the evolution of the interface between "+" and "-" domains. The analysis of the auxiliary dynamics requires recent results on the fluctuations of the height function associated to dimer coverings of the infinite honeycomb lattice. Our result, apart from the spurious logarithmic factor, is the first rigorous confirmation of the expected behavior τ_+\simeq const\times L^2, conjectured on heuristic grounds. In dimension d=2, τ_+ can be shown to be of order L^2 without logarithmic corrections: the upper bound was proven in [Fontes, Schonmann, Sidoravicius, 2002] and here we provide the lower bound. For d=2, we also prove that the spectral gap of the generator behaves like c/L for L large, as conjectured in [Bodineau-Martinelli, 2002].

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Polymer dynamics in the depinned phase: metastability with logarithmic barriers

We consider the stochastic evolution of a (1 + 1)-dimensional polymer in the depinned regime. At equilibrium the system exhibits a double well structure: the polymer lies(essentially) either above or below the repulsive line. As a consequence one expects a metastable behavior with rare jumps between the two phases combined with a fast thermalization inside each phase. However the energy barrier between these two phases is only logarithmic in the system size L and therefore the two relevant time scales are only polynomial in L with no clear-cut separation between them. The whole evolution is governed by a subtle competition between the diffusive behavior inside one phase and the jumps across the energy barriers. In particular the usual scenario in which the tunneling time coincides with the exponential of the energy barrier breaks down. Our main results are: (i) a proof that the mixing time of the system lies between L^{5/2} and L^{5/2+2}; (ii) the identification of two regions associated with the positive and negative phase of the polymer together with the proof of the asymptotic exponentiality of the tunneling time between them with rate equal to a half of the spectral gap.

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Convergence to equilibrium of biased plane partitions

We study a single-flip dynamics for the monotone surface in (2+1) dimensions obtained from a boxed plane partition. The surface is analyzed as a system of non-intersecting simple paths. When the flips have a non-zero bias we prove that there is a positive spectral gap uniformly in the boundary conditions and in the size of the system. Under the same assumptions, for a system of size M, the mixing time is shown to be of order M up to logarithmic corrections.

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On the irrelevant disorder regime of pinning models

Recent results have lead to substantial progress in understanding the role of disorder in the (de)localization transition of polymer pinning models. Notably, there is an understanding of the crucial issue of disorder relevance and irrelevance that is now rigorous. In this work, we exploit interpolation and replica coupling methods to obtain sharper results on the irrelevant disorder regime of pinning models. In particular, in this regime, we compute the first order term in the expansion of the free energy close to criticality and this term coincides with the first order of the formal expansion obtained by field theory methods. We also show that the quenched and quenched averaged correlation length exponents coincide, while, in general, they are expected to be different. Interpolation and replica coupling methods in this class of models naturally lead to studying the behavior of the intersection of certain renewal sequences and one of the main tools in this work is precisely renewal theory and the study of these intersection renewals.

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Marginal relevance of disorder for pinning models

The effect of disorder on pinning and wetting models has attracted much attention in theoretical physics. In particular, it has been predicted on the basis of the Harris criterion that disorder is relevant (annealed and quenched model have different critical points and critical exponents) if the return probability exponent alpha, a positive number that characterizes the model, is larger than 1/2. Weak disorder has been predicted to be irrelevant (i.e. coinciding critical points and exponents) if alpha < 1/2. Recent mathematical work has put these predictions on firm grounds. In renormalization group terms, the case alpha = 1/2 is a 'marginal case' and there is no agreement in the literature as to whether one should expect disorder relevance or irrelevance at marginality. The question is particularly intriguing also because the case alpha = 1/2 includes the classical models of two-dimensional wetting of a rough substrate, of pinning of directed polymers on a defect line in dimension (3+1) or (1+1) and of pinning of an heteropolymer by a point potential in three-dimensional space. Here we prove disorder relevance both for the general alpha = 1/2 pinning model and for the hierarchical version of the model proposed by B. Derrida, V. Hakim and J. Vannimenus (JSP, 1992), in the sense that we prove a shift of the quenched critical point with respect to the annealed one. In both cases we work with Gaussian disorder and we show that the shift is at least of order exp(-1/β^4) for beta small, if beta is the standard deviation of the disorder.

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Disorder relevance at marginality and critical point shift

Recently the renormalization group predictions on the effect of disorder on pinning models have been put on mathematical grounds. The picture is particularly complete if the disorder is 'relevant' or 'irrelevant' in the Harris criterion sense: the question addressed is whether quenched disorder leads to a critical behavior which is different from the one observed in the pure, i.e. annealed, system. The Harris criterion prediction is based on the sign of the specific heat exponent of the pure system, but it yields no prediction in the case of vanishing exponent. This case is called 'marginal', and the physical literature is divided on what one should observe for marginal disorder, notably there is no agreement on whether a small amount of disorder leads or not to a difference between the critical point of the quenched system and the one for the pure system. In a previous work (arXiv:0811.0723) we have proven that the two critical points differ at marginality of at least exp(-c/beta^4), where c>0 and beta^2 is the disorder variance, for beta in (0,1) and Gaussian IID disorder. The purpose of this paper is to improve such a result: we establish in particular that the exp(-c/beta^4) lower bound on the shift can be replaced by exp(-c(b)/beta^b), c(b)>0 for b>2 (b=2 is the known upper bound and it is the result claimed in [Derrida, Hakim, Vannimenus, JSP 1992]), and we deal with very general distribution of the IID disorder variables. The proof relies on coarse graining estimates and on a fractional moment-change of measure argument based on multi-body potential modifications of the law of the disorder.

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Hierarchical pinning models, quadratic maps and quenched disorder

We consider a hierarchical model of polymer pinning in presence of quenched disorder, introduced by B. Derrida, V. Hakim and J. Vannimenius in 1992, which can be re-interpreted as an infinite dimensional dynamical system with random initial condition (the disorder). It is defined through a recurrence relation for the law of a random variable {R_n}_{n=1,2,...}, which in absence of disorder (i.e., when the initial condition is degenerate) reduces to a particular case of the well-known Logistic Map. The large-n limit of the sequence of random variables 2^{-n} log R_n, a non-random quantity which is naturally interpreted as a free energy, plays a central role in our analysis. The model depends on a parameter alpha>0, related to the geometry of the hierarchical lattice, and has a phase transition in the sense that the free energy is positive if the expectation of R_0 is larger than a certain threshold value, and it is zero otherwise. It was conjectured by Derrida et al. (1992) that disorder is relevant (respectively, irrelevant or marginally relevant) if 1/2 1/2 we find the correct scaling form (for weak disorder) of the critical point shift.

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Disordered pinning models and copolymers: beyond annealed bounds

We consider a general model of a disordered copolymer with adsorption. This includes, as particular cases, a generalization of the copolymer at a selective interface introduced by Garel et al. [Europhys. Lett. 8 (1989) 9--13], pinning and wetting models in various dimensions, and the Poland--Scheraga model of DNA denaturation. We prove a new variational upper bound for the free energy via an estimation of noninteger moments of the partition function. As an application, we show that for strong disorder the quenched critical point differs from the annealed one, for example, if the disorder distribution is Gaussian. In particular, for pinning models with loop exponent $0<α<1/2$ this implies the existence of a transition from weak to strong disorder. For the copolymer model, under a (restrictive) condition on the law of the underlying renewal, we show that the critical point coincides with the one predicted via renormalization group arguments in the theoretical physics literature. A stronger result holds for a "reduced wetting model" introduced by Bodineau and Giacomin [J. Statist. Phys. 117 (2004) 801--818]: without restrictions on the law of the underlying renewal, the critical point coincides with the corresponding renormalization group prediction.

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