arXiv subjects

Fabio Martinelli

Publications and source records attributed to Fabio Martinelli.

At least 55 records · Page 3Linked to original sources

arXiv2012

Universality in one-dimensional hierarchical coalescence processes

Motivated by several models introduced in the physics literature to study the nonequilibrium coarsening dynamics of one-dimensional systems, we consider a large class of "hierarchical coalescence processes" (HCP). An HCP consists of an infinite sequence of coalescence processes ${ξ^{(n)}(\cdot)}_{n\ge1}$: each process occurs in a different "epoch" (indexed by $n$) and evolves for an infinite time, while the evolution in subsequent epochs are linked in such a way that the initial distribution of $ξ^{(n+1)}$ coincides with the final distribution of $ξ^{(n)}$. Inside each epoch the process, described by a suitable simple point process representing the boundaries between adjacent intervals (domains), evolves as follows. Only intervals whose length belongs to a certain epoch-dependent finite range are active, that is, they can incorporate their left or right neighboring interval with quite general rates. Inactive intervals cannot incorporate their neighbors and can increase their length only if they are incorporated by active neighbors. The activity ranges are such that after a merging step the newly produced interval always becomes inactive for that epoch but active for some future epoch. Without making any mean-field assumption we show that: (i) if the initial distribution describes a renewal process, then such a property is preserved at all later times and all future epochs; (ii) the distribution of certain rescaled variables, for example, the domain length, has a well-defined and universal limiting behavior as $n\to \infty$ independent of the details of the process (merging rates, activity ranges$,...$). This last result explains the universality in the limiting behavior of several very different physical systems (e.g., the East model of glassy dynamics or the Paste-all model) which was observed in several simulations and analyzed in many physics papers. The main idea to obtain the asymptotic result is to first write down a recursive set of nonlinear identities for the Laplace transforms of the relevant quantities on different epochs and then to solve it by means of a transformation which in some sense linearizes the system.

math.PR↗

arXiv2012

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.

math.PR↗

arXiv2012

Fredrickson-Andersen one spin facilitated model out of equilibrium

We consider the Fredrickson and Andersen one spin facilitated model (FA1f) on an infinite connected graph with polynomial growth. Each site with rate one refreshes its occupation variable to a filled or to an empty state with probability $p\in[0,1]$ or $q=1-p$ respectively, provided that at least one of its nearest neighbours is empty. We study the non-equilibrium dynamics started from an initial distribution $ν$ different from the stationary product $p$-Bernoulli measure $μ$. We assume that, under $ν$, the mean distance between two nearest empty sites is uniformly bounded. We then prove convergence to equilibrium when the vacancy density $q$ is above a proper threshold $\bar q<1$. The convergence is exponential or stretched exponential, depending on the growth of the graph. In particular it is exponential on $\bbZ^d$ for $d=1$ and stretched exponential for $d>1$. Our result can be generalized to other non cooperative models.

math.PR↗

arXiv2012

The East model: recent results and new progresses

The East model is a particular one dimensional interacting particle system in which certain transitions are forbidden according to some constraints depending on the configuration of the system. As such it has received particular attention in the physics literature as a special case of a more general class of systems referred to as kinetically constrained models, which play a key role in explaining some features of the dynamics of glasses. In this paper we give an extensive overview of recent rigorous results concerning the equilibrium and non-equilibrium dynamics of the East model together with some new improvements.

math.PR↗

arXiv2011

Glauber dynamics for the quantum Ising model in a transverse field on a regular tree

Motivated by a recent use of Glauber dynamics for Monte-Carlo simulations of path integral representation of quantum spin models [Krzakala, Rosso, Semerjian, and Zamponi, Phys. Rev. B (2008)], we analyse a natural Glauber dynamics for the quantum Ising model with a transverse field on a finite graph $G$. We establish strict monotonicity properties of the equilibrium distribution and we extend (and improve) the censoring inequality of Peres and Winkler to the quantum setting. Then we consider the case when $G$ is a regular $b$-ary tree and prove the same fast mixing results established in [Martinelli, Sinclair, and Weitz, Comm. Math. Phys. (2004)] for the classical Ising model. Our main tool is an inductive relation between conditional marginals (known as the "cavity equation") together with sharp bounds on the operator norm of the derivative at the stable fixed point. It is here that the main difference between the quantum and the classical case appear, as the cavity equation is formulated here in an infinite dimensional vector space, whereas in the classical case marginals belong to a one-dimensional space.

math.PR↗

arXiv2011

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.

math.PR↗

arXiv2010

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)].

math.PR↗

arXiv2010

"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].

math-ph↗

arXiv2010

Mixing Time for the Solid-on-Solid Model

We analyze the mixing time of a natural local Markov chain (the Glauber dynamics) on configurations of the solid-on-solid model of statistical physics. This model has been proposed, among other things, as an idealization of the behavior of contours in the Ising model at low temperatures. Our main result is an upper bound on the mixing time of $O~(n^{3.5})$, which is tight within a factor of $O~(sqrt{n})$. (The notation O~ hides factors that are logarithmic in n.) The proof, which in addition gives some insight into the actual evolution of the contours, requires the introduction of a number of novel analytical techniques that we conjecture will have other applications.

math-ph↗

arXiv2010

The multi-state hard core model on a regular tree

The classical hard core model from statistical physics, with activity $λ> 0$ and capacity $C=1$, on a graph $G$, concerns a probability measure on the set ${\mathcal I}(G)$ of independent sets of $G$, with the measure of each independent set $I \in {\mathcal I}(G)$ being proportional to $λ^{|I|}$. Ramanan et al. proposed a generalization of the hard core model as an idealized model of multicasting in communication networks. In this generalization, the {\em multi-state} hard core model, the capacity $C$ is allowed to be a positive integer, and a configuration in the model is an assignment of states from $\{0,\ldots,C\}$ to $V(G)$ (the set of nodes of $G$) subject to the constraint that the states of adjacent nodes may not sum to more than $C$. The activity associated to state $i$ is $λ^{i}$, so that the probability of a configuration $σ:V(G)\rightarrow \{0,\ldots, C\}$ is proportional to $λ^{\sum_{v \in V(G)} σ(v)}$. In this work, we consider this generalization when $G$ is an infinite rooted $b$-ary tree and prove rigorously some of the conjectures made by Ramanan et al. In particular, we show that the $C=2$ model exhibits a (first-order) phase transition at a larger value of $λ$ than the $C=1$ model exhibits its (second-order) phase transition. In addition, for large $b$ we identify a short interval of values for $λ$ above which the model exhibits phase co-existence and below which there is phase uniqueness. For odd $C$, this transition occurs in the region of $λ= (e/b)^{1/\ceil{C/2}}$, while for even $C$, it occurs around $λ=(\log b/b(C+2))^{2/(C+2)}$. In the latter case, the transition is first-order.

math.PR↗

arXiv2010

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.

math.PR↗

arXiv2010

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.

math.PR↗

arXiv2008

Facilitated oriented spin models:some non equilibrium results

We analyze the relaxation to equilibrium for kinetically constrained spin models (KCSM) when the initial distribution $ν$ is different from the reversible one, $μ$. This setting has been intensively studied in the physics literature to analyze the slow dynamics which follows a sudden quench from the liquid to the glass phase. We concentrate on two basic oriented KCSM: the East model on $\bbZ$, for which the constraint requires that the East neighbor of the to-be-update vertex is vacant and the model on the binary tree introduced in \cite{Aldous:2002p1074}, for which the constraint requires the two children to be vacant. While the former model is ergodic at any $p\neq 1$, the latter displays an ergodicity breaking transition at $p_c=1/2$. For the East we prove exponential convergence to equilibrium with rate depending on the spectral gap if $ν$ is concentrated on any configuration which does not contain a forever blocked site or if $ν$ is a Bernoulli($p'$) product measure for any $p'\neq 1$. For the model on the binary tree we prove similar results in the regime $p,p' p_c$ and $p\leq p_c$ convergence to equilibrium cannot occur for all local functions. Finally we present a very simple argument (different from the one in \cite{Aldous:2002p1074}) based on a combination of combinatorial results and ``energy barrier'' considerations, which yields the sharp upper bound for the spectral gap of East when $p\uparrow 1$.

math.PR↗

arXiv2008

On the approach to equilibrium for a polymer with adsorption and repulsion

We consider paths of a one-dimensional simple random walk conditioned to come back to the origin after L steps (L an even integer). In the 'pinning model' each path ηhas a weight λ^{N(η)}, where λ>0 and N(η) is the number of zeros in η. When the paths are constrained to be non-negative, the polymer is said to satisfy a hard-wall constraint. Such models are well known to undergo a localization/delocalization transition as the pinning strength λis varied. In this paper we study a natural 'spin flip' dynamics for these models and derive several estimates on its spectral gap and mixing time. In particular, for the system with the wall we prove that relaxation to equilibrium is always at least as fast as in the free case (λ=1, no wall), where the gap and the mixing time are known to scale as L^{-2} and L^2\log L, respectively. This improves considerably over previously known results. For the system without the wall we show that the equilibrium phase transition has a clear dynamical manifestation: for λ\geq 1 the relaxation is again at least as fast as the diffusive free case, but in the strictly delocalized phase (λ< 1) the gap is shown to be O(L^{-5/2}), up to logarithmic corrections. As an application of our bounds, we prove stretched exponential relaxation of local functions in the localized regime.

math.PR↗

arXiv2007

Facilitated spin models: recent and new results

Facilitated or kinetically constrained spin models (KCSM) are a class of interacting particle systems reversible w.r.t. to a simple product measure. Each dynamical variable (spin) is re-sampled from its equilibrium distribution only if the surrounding configuration fulfills a simple local constraint which \emph{does not involve} the chosen variable itself. Such simple models are quite popular in the glass community since they display some of the peculiar features of glassy dynamics, in particular they can undergo a dynamical arrest reminiscent of the liquid/glass transitiom. Due to the fact that the jumps rates of the Markov process can be zero, the whole analysis of the long time behavior becomes quite delicate and, until recently, KCSM have escaped a rigorous analysis with the notable exception of the East model. In these notes we will mainly review several recent mathematical results which, besides being applicable to a wide class of KCSM, have contributed to settle some debated questions arising in numerical simulations made by physicists. We will also provide some interesting new extensions. In particular we will show how to deal with interacting models reversible w.r.t. to a high temperature Gibbs measure and we will provide a detailed analysis of the so called one spin facilitated model on a general connected graph.

math.PR↗

arXiv2006

Kinetically constrained spin models

We analyze the density and size dependence of the relaxation time for kinetically constrained spin models (KCSM) intensively studied in the physical literature as simple models sharing some of the features of a glass transition. KCSM are interacting particle systems on $\Z^d$ with Glauber-like dynamics, reversible w.r.t. a simple product i.i.d Bernoulli($p$) measure. The essential feature of a KCSM is that the creation/destruction of a particle at a given site can occur only if the current configuration of empty sites around it satisfies certain constraints which completely define each specific model. No other interaction is present in the model. From the mathematical point of view, the basic issues concerning positivity of the spectral gap inside the ergodicity region and its scaling with the particle density $p$ remained open for most KCSM (with the notably exception of the East model in $d=1$ \cite{Aldous-Diaconis}). Here for the first time we: i) identify the ergodicity region by establishing a connection with an associated bootstrap percolation model; ii) develop a novel multi-scale approach which proves positivity of the spectral gap in the whole ergodic region; iii) establish, sometimes optimal, bounds on the behavior of the spectral gap near the boundary of the ergodicity region and iv) establish pure exponential decay for the persistence function. Our techniques are flexible enough to allow a variety of constraints and our findings disprove certain conjectures which appeared in the physical literature on the basis of numerical simulations.

math.PR↗

arXiv2006

Relaxation times of kinetically constrained spin models with glassy dynamics

We analyze the density and size dependence of the relaxation time $τ$ 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 $ρ<1$ 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 $\exp(1/(1-ρ))\leq τ\leq\exp(1/(1-ρ)^2)$. 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 $τ$ 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.

cond-mat.stat-mech↗

arXiv2004

Phase ordering after a deep quench: the stochastic Ising and hard core gas models on a tree

Consider a low temperature stochastic Ising model in the phase coexistence regime with Markov semigroup $P_t$. A fundamental and still largely open problem is the understanding of the long time behavior of $\d_\h P_t$ when the initial configuration $\h$ is sampled from a highly disordered state $ν$ (e.g. a product Bernoulli measure or a high temperature Gibbs measure). Exploiting recent progresses in the analysis of the mixing time of Monte Carlo Markov chains for discrete spin models on a regular $b$-ary tree $\Tree^b$, we tackle the above problem for the Ising and hard core gas (independent sets) models on $\Tree^b$. If $ν$ is a biased product Bernoulli law then, under various assumptions on the bias and on the thermodynamic parameters, we prove $ν$-almost sure weak convergence of $\d_\h P_t$ to an extremal Gibbs measure (pure phase) and show that the limit is approached at least as fast as a stretched exponential of the time $t$. In the context of randomized algorithms and if one considers the Glauber dynamics on a large, finite tree, our results prove fast local relaxation to equilibrium on time scales much smaller than the true mixing time, provided that the starting point of the chain is not taken as the worst one but it is rather sampled from a suitable distribution.

math.PR↗