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Roberto Fernández

Publications and source records attributed to Roberto Fernández.

At least 19 recordsLinked to original sources

Local Central Limit Theorem for unbounded long-range potentials

We prove the equivalence between the integral central limit theorem and the local central limit theorem for two-body potentials with long-range interactions on the lattice $\mathbb{Z}^d$ for $d\ge 1$. The spin space can be an arbitrary, possibly unbounded subset of the real axis with a suitable a-priori measure. For general unbounded spins, our method works at high-enough temperature, but for bounded spins our results hold for every temperature. Our proof relies on the control of the integrated characteristic function, which is achieved by dividing the integration into three different regions, following a standard approach proposed forty years ago by Campanino, Del Grosso and Tirozzi. The bounds required in the different regions are obtained through cluster-expansion techniques. For bounded spins, the arbitrariness of the temperature is achieved through a decimation ("dilution") technique, also introduced in the later reference.

math-ph↗

On an extension of a theorem by Ruelle to long-range potentials

Ruelle's transfer operator plays an important role in understanding thermodynamic and probabilistic properties of dynamical systems. In this work, we develop a method of finding eigenfunctions of transfer operators based on comparing Gibbs measures on the half-line $\mathbb Z_+$ and the whole line $\Z$. For a rather broad class of potentials, including both the ferromagnetic and antiferromagnetic long-range Dyson potentials, we are able to establish the existence of integrable, but not necessarily continuous, eigenfunctions. For a subset thereof we prove that the eigenfunction is actually continuous.

math.DS↗

Lack of phase transitions in staggered magnetic systems. A comparison of uniqueness criteria

We study a ferromagnetic Ising model with a staggered cell-board magnetic field previously proposed for image processing [Maruani et al., Markov Processes Relat. Fields 1 (1995) \cite{MPS}]. We complement previous results on the existence of phase transitions at low temperature [González-Navarrete et al., J. Stat. Phys. 162 (2016)] by determining bounds to the region of uniqueness of Gibbs measures. We establish sufficient rigorous uniqueness conditions derived from three different criteria: (1) Dobrushin criterion [Dobrushin, Theory Probab. Appl. 13 (1968)], (2) Disagreement percolation [van den Berg and Maes, Ann. Probab. 22 (1994)] and (3) Dobrushin-Shlosman criteria [Dobrushin and Shlosman, in Statistical Physics and Dynamical Systems. Rigorous Results. (1985)]. These conditions are subsequently solved numerically and the resulting uniqueness regions compared.

math-ph↗

Convergence of cluster and virial expansions for repulsive classical gases

We study the convergence of cluster and virial expansions for systems of particles subject to positive two-body interactions. Our results strengthen and generalize existing lower bounds on the radii of convergence and on the value of the pressure. Our treatment of the cluster coefficients is based on expressing the truncated weights in terms of trees and partition schemes, and generalize to soft repulsions previous approaches for models with hard exclusions. Our main theorem holds in a very general framework that does not require translation invariance and is applicable to models in general measure spaces. For the virial coefficients we resort to an approach due to Ramawadth and Tate that uses Lagrange inversion techniques only at the level of formal power series and leads to diagrammatic expressions in terms of trees, rather than the doubly connected diagrams traditionally used. We obtain a new criterion that strengthens, for repulsive interactions, the best criterion previously available (proposed by Groenveld and proven by Ramawadth and Tate). We illustrate our results with a few applications showing noticeable improvements in the lower bound of convergence radii.

math-ph↗

Stability of gas measures under perturbations and discretizations

For a general class of gas models ---which includes discrete and continuous Gibbsian models as well as contour or polymer ensembles--- we determine a \emph{diluteness condition} that implies: (1) Uniqueness of the infinite-volume equilibrium measure; (2) stability of this measure under perturbations of parameters and discretization schemes, and (3) existence of a coupled perfect-simulation scheme for the infinite-volume measure together with its perturbations and discretizations. Some of these results have previously been obtained through methods based on cluster expansions. In contrast, our treatment is purely probabilistic and its diluteness condition is weaker than existing convergence conditions for cluster expansions.

math-ph↗

Thin film instability with thermal noise

We study the effects of stochastic thermal fluctuations on the instability of the free surface of a flat liquid film upon a solid substrate. These fluctuations are represented as a standard Brownian motion that can be added to the deterministic equation for the film thickness within the lubrication approximation. Here, we consider that while the noise term is white in time, it is coloured in space. This allows for the introduction of a finite correlation length in the description of the randomized intermolecular interaction. Together with the expected spatial periodicity of the flow, we find a dimensionless parameter, $β$, that accounts for the relative importance of the spatial correlation. We perform here the linear stability analysis (LSA) of the film under the influence of both terms, and find the corresponding power spectra for the amplitudes of the normal modes of the instability. We compare this theoretical result with the numerical simulations of the complete non-linear problem, and find a good agreement for early times. For late times, we find that the stochastic LSA predictions on the dominant wavelength remains basically valid. We also use the theoretical spectra to fit experimental data from a nanometric melted copper film, and find the corresponding times of the evolution as well as the values of the parameter, $β$.

physics.flu-dyn↗

Variational description of Gibbs-non-Gibbs dynamical transitions for spin-flip systems with a Kac-type interaction

We continue our study of Gibbs-non-Gibbs dynamical transitions. In the present paper we consider a system of Ising spins on a large discrete torus with a Kac-type interaction subject to an independent spin-flip dynamics (infinite-temperature Glauber dynamics). We show that, in accordance with the program outlined in \cite{vEFedHoRe10}, in the thermodynamic limit Gibbs-non-Gibbs dynamical transitions are \emph{equivalent} to bifurcations in the set of global minima of the large-deviation rate function for the trajectories of the empirical density \emph{conditional} on their endpoint. More precisely, the time-evolved measure is non-Gibbs if and only if this set is not a singleton for \emph{some} value of the endpoint. A partial description of the possible scenarios of bifurcation is given, leading to a characterization of passages from Gibbs to non-Gibbs and vice versa, with sharp transition times. Our analysis provides a conceptual step-up from our earlier work on Gibbs-non-Gibbs dynamical transitions for the Curie-Weiss model, where the mean-field interaction allowed us to focus on trajectories of the empirical magnetization rather than the empirical density.

math-ph↗

Variational description of Gibbs-non-Gibbs dynamical transitions for the Curie-Weiss model

We perform a detailed study of Gibbs-non-Gibbs transitions for the Curie-Weiss model subject to independent spin-flip dynamics ("infinite-temperature" dynamics). We show that, in this setup, the program outlined in van Enter, Fernández, den Hollander and Redig can be fully completed, namely that Gibbs-non-Gibbs transitions are equivalent to bifurcations in the set of global minima of the large-deviation rate function for the trajectories of the magnetization conditioned on their endpoint. As a consequence, we show that the time-evolved model is non-Gibbs if and only if this set is not a singleton for some value of the final magnetization. A detailed description of the possible scenarios of bifurcation is given, leading to a full characterization of passages from Gibbs to non-Gibbs -and vice versa- with sharp transition times (under the dynamics Gibbsianness can be lost and can be recovered). Our analysis expands the work of Ermolaev and Kulske who considered zero magnetic field and finite-temperature spin-flip dynamics. We consider both zero and non-zero magnetic field but restricted to infinite-temperature spin-flip dynamics. Our results reveal an interesting dependence on the interaction parameters, including the presence of forbidden regions for the optimal trajectories and the possible occurrence of overshoots and undershoots in the optimal trajectories. The numerical plots provided are obtained with the help of MATHEMATICA.

math.PR↗

Regular $g$-measures are not always Gibbsian

Regular $g$-measures are discrete-time processes determined by conditional expectations with respect to the past. One-dimensional Gibbs measures, on the other hand, are fields determined by simultaneous conditioning on past and future. For the Markovian and exponentially continuous cases both theories are known to be equivalent. Its equivalence for more general cases was an open problem. We present a simple example settling this issue in a negative way: there exist $g$-measures that are continuous and non-null but are not Gibbsian. Our example belongs, in fact, to a well-studied family of processes with rather nice attributes: It is a chain with variable-length memory, characterized by the absence of phase coexistence and the existence of a visible renewal scheme.

math.PR↗

A large-deviation view on dynamical Gibbs-non-Gibbs transitions

We develop a space-time large-deviation point of view on Gibbs-non-Gibbs transitions in spin systems subject to a stochastic spin-flip dynamics. Using the general theory for large deviations of functionals of Markov processes outlined in Feng and Kurtz [11], we show that the trajectory under the spin-flip dynamics of the empirical measure of the spins in a large block in Z^d satisfies a large deviation principle in the limit as the block size tends to infinity. The associated rate function can be computed as the action functional of a Lagrangian that is the Legendre transform of a certain non-linear generator, playing a role analogous to the moment-generating function in the Gartner-Ellis theorem of large deviation theory when this is applied to finite-dimensional Markov processes. This rate function is used to define the notion of "bad empirical measures", which are the discontinuity points of the optimal trajectories (i.e., the trajectories minimizing the rate function) given the empirical measure at the end of the trajectory. The dynamical Gibbs-non-Gibbs transitions are linked to the occurrence of bad empirical measures: for short times no bad empirical measures occur, while for intermediate and large times bad empirical mea- sures are possible. A future research program is proposed to classify the various possible scenarios behind this crossover, which we refer to as a "nature-versus-nurture" transition.

math.PR↗

An Improvement of the Lovász Local Lemma via Cluster Expansion

An old result by Shearer relates the Lovász Local Lemma with the independent set polynomial on graphs, and consequently, as observed by Scott and Sokal, with the partition function of the hard core lattice gas on graphs. We use this connection and a recent result on the analyticity of the logarithm of the partition function of the abstract polymer gas to get an improved version of the Lovász Local Lemma. As applications we obtain tighter bounds on conditions for the existence of latin transversal matrices and the satisfiability of k-SAT forms.

math.CO↗

On the convergence of cluster expansions for polymer gases

We compare the different convergence criteria available for cluster expansions of polymer gases subjected to hard-core exclusions, with emphasis on polymers defined as finite subsets of a countable set (e.g. contour expansions and more generally high- and low-temperature expansions). In order of increasing strength, these criteria are: (i) Dobrushin criterion, obtained by a simple inductive argument; (ii) Gruber-Kunz criterion obtained through the use of Kirkwood-Salzburg equations, and (iii) a criterion obtained by two of us via a direct combinatorial handling of the terms of the expansion. We show that for subset polymers our sharper criterion can be proven both by a suitable adaptation of Dobrushin inductive argument and by an alternative --in fact, more elementary-- handling of the Kirkwood-Salzburg equations. In addition we show that for general abstract polymers this alternative treatment leads to the same convergence region as the inductive Dobrushin argument and, furthermore, to a systematic way to improve bounds on correlations.

math-ph↗

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.

math-ph↗

Density-Profile Processes Describing Biological Signaling Networks: Almost Sure Convergence to Deterministic Trajectories

We introduce jump processes in R^k, called density-profile process, to model biological signaling networks. They describe the macroscopic evolution of finite-size spin-flip models with k types of spins interacting through a non-reversible Glauber dynamics. We focus on the the k-dimensional empirical-magnetization vector in the thermodynamic limit, and prove that, within arbitrary finite time-intervals, its path converges almost surely to a deterministic trajectory determined by a first-order (non-linear) differential equation. As parameters of the spin-flip dynamics change, the associated dynamical system may go through bifurcations, associated to phase transitions in the statistical mechanical setting. We present a simple example of spin-flip stochastic model leading to a dynamical system with Hopf and pitchfork bifurcations; depending on the parameter values, the magnetization random path can either converge to a unique stable fixed point, converge to one of a pair of stable fixed points, or asymptotically evolve close to a deterministic orbit in R^k.

math.PR↗

Loss network representation of Peierls contours

We present a probabilistic approach for the study of systems with exclusions, in the regime traditionally studied via cluster-expansion methods. In this paper we focus on its application for the gases of Peierls contours found in the study of the Ising model at low temperatures, but most of the results are general. We realize the equilibrium measure as the invariant measure of a loss-network process whose existence is ensured by a subcriticality condition of a dominant branching process. In this regime, the approach yields, besides existence and uniqueness of the measure, properties such as exponential space convergence and mixing, and a central limit theorem. The loss network converges exponentially fast to the equilibrium measure, without metastable traps. This convergence is faster at low temperatures, where it leads to the proof of an asymptotic Poisson distribution of contours. Our results on the mixing properties of the measure are comparable to those obtained with ``duplicated-variables expansion'', used to treat systems with disorder and coupled map lattices. It works in a larger region of validity than usual cluster-expansion formalisms, and it is not tied to the analyticity of the pressure. In fact, it does not lead to any kind of expansion for the latter, and the properties of the equilibrium measure are obtained without resorting to combinatorial or complex analysis techniques.

math.PR↗

Decay of correlations for non Hölderian dynamics. A coupling approach

We present an upper bound on the mixing rate of the equilibrium state of a dynamical systems defined by the one-sided shift and a non Hölder potential of summable variations. The bound follows from an estimation of the relaxation speed of chains with complete connections with summable decay, which is obtained via a explicit coupling between pairs of chains with different histories.

math.PR↗

Measures on contour, polymer or animal models. A probabilistic approach

We present a new approach to study measures on ensembles of contours, polymers or other objects interacting by some sort of exclusion condition. For concreteness we develop it here for the case of Peierls contours. Unlike existing methods, which are based on cluster-expansion formalisms and/or complex analysis, our method is strictly probabilistic and hence can be applied even in the absence of analyticity properties. It involves a Harris graphical construction of a loss network for which the measure of interest is invariant. The existence of the process and its mixing properties depend on the absence of infinite clusters for a dual (backwards) oriented percolation process which we dominate by a multitype branching process. Within the region of subcriticality of this branching process the approach yields: (i) exponential convergence to the equilibrium (=contour) measures, (ii) standard clustering and finite-effect properties of the contour measure, (iii) a particularly strong form of the central limit theorem, and (iv) a Poisson approximation for the distribution of contours at low temperature.

math.PR↗