arXiv subjects

Sourav Chatterjee

Publications and source records attributed to Sourav Chatterjee.

At least 217 records · Page 12Linked to original sources

arXiv2009

Monte Carlo Simulations of Globular Cluster Evolution. V. Binary Stellar Evolution

We study the dynamical evolution of globular clusters containing primordial binaries, including full single and binary stellar evolution using our Monte Carlo cluster evolution code updated with an adaptation of the single and binary stellar evolution codes SSE/BSE from Hurley et. al (2000, 2002). We describe the modifications we have made to the code. We present several test calculations and comparisons with existing studies to illustrate the validity of the code. We show that our code finds very good agreement with direct N-body simulations including primordial binaries and stellar evolution. We find significant differences in the evolution of the global properties of the simulated clusters using stellar evolution compared to simulations without any stellar evolution. In particular, we find that the mass loss from stellar evolution acts as a significant energy production channel simply by reducing the total gravitational binding energy and can significantly prolong the initial core contraction phase before reaching the binary-burning quasi steady state of the cluster evolution as noticed in Paper IV. We simulate a large grid of clusters varying the initial cluster mass, binary fraction, and concentration and compare properties of the simulated clusters with those of the observed Galactic globular clusters (GGCs). We find that our simulated cluster properties agree well with the observed GGC properties. We explore in some detail qualitatively different clusters in different phases of their evolution, and construct synthetic Hertzprung-Russell diagrams for these clusters.

astro-ph.GA↗

arXiv2009

Disorder chaos and multiple valleys in spin glasses

We prove that the Sherrington-Kirkpatrick model of spin glasses is chaotic under small perturbations of the couplings at any temperature in the absence of an external field. The result is proved for two kinds of perturbations: (a) distorting the couplings via Ornstein-Uhlenbeck flows, and (b) replacing a small fraction of the couplings by independent copies. We further prove that the S-K model exhibits multiple valleys in its energy landscape, in the weak sense that there are many states with near-minimal energy that are mutually nearly orthogonal. We show that the variance of the free energy of the S-K model is unusually small at any temperature. (By `unusually small' we mean that it is much smaller than the number of sites; in other words, it beats the classical Gaussian concentration inequality, a phenomenon that we call `superconcentration'.) We prove that the bond overlap in the Edwards-Anderson model of spin glasses is not chaotic under perturbations of the couplings, even large perturbations. Lastly, we obtain sharp lower bounds on the variance of the free energy in the E-A model on any bounded degree graph, generalizing a result of Wehr and Aizenman and establishing the absence of superconcentration in this class of models. Our techniques apply for the p-spin models and the Random Field Ising Model as well, although we do not work out the details in these cases.

math.PR↗

arXiv2009

The Ghirlanda-Guerra identities without averaging

The Ghirlanda-Guerra identities are one of the most mysterious features of spin glasses. We prove the GG identities in a large class of models that includes the Edwards-Anderson model, the random field Ising model, and the Sherrington-Kirkpatrick model in the presence of a random external field. Previously, the GG identities were rigorously proved only `on average' over a range of temperatures or under small perturbations.

math.PR↗

arXiv2009

On the Dynamical Evolution of the Arches Cluster

We study the dynamical evolution of the young star cluster Arches and its dependence on the assumed initial stellar mass function (IMF). We perform many direct $N$-body simulations with various initial conditions and two different choices of IMFs. One is a standard Kroupa IMF without any mass segregation. The other is a radially dependent IMF, as presently observed in the Arches. We find that it is unlikely for the Arches to have attained the observed degree of mass segregation at its current age starting from a standard non-segregated Kroupa IMF. We also study the possibility of a collisional runaway developing in the first $\sim 2-3 \rm{Myr}$ of dynamical evolution. We find that the evolution of this cluster is dramatically different depending on the choice of IMF: if a primordially mass segregated IMF is chosen, a collisional runaway should always occur between $2-3 \rm{Myr}$ for a broad range of initial concentrations. In contrast, for a standard Kroupa IMF no collisional runaway is predicted. We argue that if Arches was created with a mass segregated IMF similar to what is observed today then at the current cluster age a very unusual, high-mass star should be created. However, whether a collisional runaway leads to the formation of an intermediate-mass black hole (IMBH) depends strongly on the mass loss rate via winds from massive stars. Growth of stellar mass through collisions can be quenched by strong wind mass loss. In that case, the inter-cluster as well as intra-cluster medium are expected to have a significant Helium enrichment which may be observed via Helium recombination lines. The excess amount of gas lost in winds may also be observed via X-ray observations as diffused X-ray sources.

astro-ph.SR↗

arXiv2009

A phase transition behavior for Brownian motions interacting through their ranks

Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. If at each time point we divide the points by their sum, under suitable assumptions the rescaled point process converges to a stationary distribution (depending on n and the vector of drifts) as time goes to infinity. This stationary distribution can be exactly computed using a recent result of Pal and Pitman. The model and the rescaled point process are both central objects of study in models of equity markets introduced by Banner, Fernholz, and Karatzas. In this paper, we look at the behavior of this point process under the stationary measure as $n$ tends to infinity. Under a certain `continuity at the edge' condition on the drifts, we show that one of the following must happen: either (i) all points converge to zero, or (ii) the maximum goes to one and the rest go to zero, or (iii) the processes converge in law to a non-trivial Poisson-Dirichlet distribution. The proof employs, among other things, techniques from Talagrand's analysis of the low temperature phase of Derrida's Random Energy Model of spin glasses. The main result establishes a universality property for the BFK models and aids in explicit asymptotic computations using known results about the Poisson-Dirichlet law.

math.PR↗

arXiv2009

An observation about submatrices

Let M be an arbitrary Hermitian matrix of order n, and k be a positive integer less than or equal to n. We show that if k is large, the distribution of eigenvalues on the real line is almost the same for almost all principal submatrices of M of order k. The proof uses results about random walks on symmetric groups and concentration of measure. In a similar way, we also show that almost all k x n submatrices of M have almost the same distribution of singular values.

math.PR↗

arXiv2009

Consistent estimates of deformed isotropic Gaussian random fields on the plane

This paper proves fixed domain asymptotic results for estimating a smooth invertible transformation $f:\Bbb{R}^2\to\Bbb{R}^2$ when observing the deformed random field $Z\circ f$ on a dense grid in a bounded, simply connected domain $Ω$, where $Z$ is assumed to be an isotropic Gaussian random field on $\Bbb{R}^2$. The estimate $\hat{f}$ is constructed on a simply connected domain $U$, such that $\overline{U}\subsetΩ$ and is defined using kernel smoothed quadratic variations, Bergman projections and results from quasiconformal theory. We show, under mild assumptions on the random field $Z$ and the deformation $f$, that $\hat{f}\to R_θf+c$ uniformly on compact subsets of $U$ with probability one as the grid spacing goes to zero, where $R_θ$ is an unidentifiable rotation and $c$ is an unidentifiable translation.

math.ST↗

arXiv2009

Spin glasses and Stein's method

We introduce some applications of Stein's method in the high temperature analysis of spin glasses. Stein's method allows the direct analysis of the Gibbs measure without having to create a cavity. Another advantage is that it gives limit theorems with total variation error bounds, although the bounds can be suboptimal. A surprising byproduct of our analysis is a relatively transparent explanation of the Thouless-Anderson-Palmer system of equations. Along the way, we develop Stein's method for mixtures of two Gaussian densities.

math.PR↗

arXiv2009

Central Limit Theorems for the Energy Density in the Sherrington-Kirkpatrick Model

In this paper we consider central limit theorems for various macroscopic observables in the high temperature region of the Sherrington-Kirkpatrick spin glass model. With a particular focus on obtaining a quenched central limit theorem for the energy density of the system with non-zero external field, we show how to combine the mean field cavity method with Stein's method in the quenched regime. The result for the energy density extends the corresponding result of Comets-Neveu.

math.PR↗

arXiv2009

Phase Transitions in Gravitational Allocation

Given a Poisson point process of unit masses (``stars'') in dimension d>=3, Newtonian gravity partitions space into domains of attraction (cells) of equal volume. In earlier work, we showed the diameters of these cells have exponential tails. Here we analyze the quantitative geometry of the cells and show that their large deviations occur at the stretched-exponential scale. More precisely, the probability that mass exp(-R^gamma) in a cell travels distance R decays like exp(-R^f_d(gamma)) where we identify the functions f_d exactly. These functions are piecewise smooth and the discontinuities of f_d' represent phase transitions. In dimension d=3, the large deviation is due to a ``distant attracting galaxy'' but a phase transition occurs when f_3(gamma)=1 (at that point, the fluctuations due to individual stars dominate). When d>=5, the large deviation is due to a thin tube (a ``wormhole'') along which the star density increases monotonically, until the point f_d(gamma)=1 (where again fluctuations due to individual stars dominate). In dimension 4 we find a double phase transition, where the transition between low-dimensional behavior (attracting galaxy) and high-dimensional behavior (wormhole) occurs at gamma=4/3. As consequences, we determine the tail behavior of the distance from a star to a uniform point in its cell, and prove a sharp lower bound for the tail probability of the cell's diameter, matching our earlier upper bound.

math.PR↗

arXiv2009

A combinatorial analysis of interacting diffusions

We consider a particular class of n-dimensional homogeneous diffusions all of which have an identity diffusion matrix and a drift function that is piecewise constant and scale invariant. Abstract stochastic calculus immediately gives us general results about existence and uniqueness in law and invariant probability distributions when they exist. These invariant distributions are probability measures on the $n$-dimensional space and can be extremely resistant to a more detailed understanding. To have a better analysis, we construct a polyhedra such that the inward normal at its surface is given by the drift function and show that the finer structures of the invariant probability measure is intertwined with the geometry of the polyhedra. We show that several natural interacting Brownian particle models can thus be analyzed by studying the combinatorial fan generated by the drift function, particularly when these are simplicial. This is the case when the polyhedra is a polytope that is invariant under a Coxeter group action, which leads to an explicit description of the invariant measures in terms of iid Exponential random variables. Another class of examples is furnished by interactions indexed by weighted graphs all of which generate simplicial polytopes with $n !$ faces. We show that the proportion of volume contained in each component simplex corresponds to a probability distribution on the group of permutations, some of which have surprising connections with the classical urn models.

math.PR↗

arXiv2008

Chaos, concentration, and multiple valleys

Disordered systems are an important class of models in statistical mechanics, having the defining characteristic that the energy landscape is a fixed realization of a random field. Examples include various models of glasses and polymers. They also arise in other areas, like fitness models in evolutionary biology. The ground state of a disordered system is the state with minimum energy. The system is said to be chaotic if a small perturbation of the energy landscape causes a drastic shift of the ground state. We present a rigorous theory of chaos in disordered systems that confirms long-standing physics intuition about connections between chaos, anomalous fluctuations of the ground state energy, and the existence of multiple valleys in the energy landscape. Combining these results with mathematical tools like hypercontractivity, we establish the existence of the above phenomena in eigenvectors of GUE matrices, the Kauffman-Levin model of evolutionary biology, directed polymers in random environment, a subclass of the generalized Sherrington-Kirkpatrick model of spin glasses, the discrete Gaussian free field, and continuous Gaussian fields on Euclidean spaces. We also list several open questions.

math.PR↗

arXiv2008

Exponential Approximation by Stein's Method and Spectral Graph Theory

General Berry-Esseen bounds are developed for the exponential distribution using Stein's method. As an application, a sharp error term is obtained for Hora's result that the spectrum of the Bernoulli-Laplace Markov chain has an exponential limit. This is the first use of Stein's method to study the spectrum of a graph with a non-normal limit.

math.PR↗

arXiv2008

A new method of normal approximation

We introduce a new version of Stein's method that reduces a large class of normal approximation problems to variance bounding exercises, thus making a connection between central limit theorems and concentration of measure. Unlike Skorokhod embeddings, the object whose variance must be bounded has an explicit formula that makes it possible to carry out the program more easily. As an application, we derive a general CLT for functions that are obtained as combinations of many local contributions, where the definition of "local" itself depends on the data. Several examples are given, including the solution to a nearest-neighbor CLT problem posed by P. Bickel.

math.PR↗

arXiv2008

Clearing the Dust from Globular Clusters

Recent Spitzer observations of the globular cluster M15 detected dust associated with its intracluster medium. Surprisingly, these observations imply that the dust must be very short-lived compared to the time since the last Galactic plane crossing of the cluster.Here we propose a simple mechanism to explain this short lifetime. We argue that the kinetic energy of the material ejected during a stellar collision may be sufficient to remove the gas and dust entirely from a cluster, or to remove the gas as a wind, in addition to partially destroying the dust. By calculating the rate of stellar collisions using an N-body model for the cluster, we find remarkable agreement between the average time between collisions and the inferred dust lifetime in this cluster, suggesting a possible close relation between the two phenomena. Furthermore, we also obtain the birthrate of blue stragglers formed through collisions in M15. By comparing with the observed number of blue stragglers, we derive an upper limit for their average lifetime which turns out to be consistent with recent model calculations, thereby lending further support to our model.

astro-ph↗

arXiv2008

Dynamical Outcomes of Planet-Planet Scattering

Observations in the past decade have revealed extrasolar planets with a wide range of orbital semimajor axes and eccentricities. Based on the present understanding of planet formation via core accretion and oligarchic growth, we expect that giant planets often form in closely packed configurations. While the protoplanets are embedded in a protoplanetary gas disk, dissipation can prevent eccentricity growth and suppress instabilities from becoming manifest. However, once the disk dissipates, eccentricities can grow rapidly, leading to close encounters between planets. Strong planet--planet gravitational scattering could produce both high eccentricities and, after tidal circularization, very short-period planets, as observed in the exoplanet population. We present new results for this scenario based on extensive dynamical integrations of systems containing three giant planets, both with and without residual gas disks. We assign the initial planetary masses and orbits in a realistic manner following the core accretion model of planet formation. We show that, with realistic initial conditions, planet--planet scattering can reproduce quite well the observed eccentricity distribution. Our results also make testable predictions for the orbital inclinations of short-period giant planets formed via strong planet scattering followed by tidal circularization.

astro-ph↗

arXiv2008

Multivariate normal approximation using exchangeable pairs

Since the introduction of Stein's method in the early 1970s, much research has been done in extending and strengthening it; however, there does not exist a version of Stein's original method of exchangeable pairs for multivariate normal approximation. The aim of this article is to fill this void. We present three abstract normal approximation theorems using exchangeable pairs in multivariate contexts, one for situations in which the underlying symmetries are discrete, and real and complex versions of a theorem for situations involving continuous symmetry groups. Our main applications are proofs of the approximate normality of rank $k$ projections of Haar measure on the orthogonal and unitary groups, when $k=o(n)$.

math.PR↗

arXiv2007

Fluctuations of eigenvalues and second order Poincaré inequalities

Linear statistics of eigenvalues in many familiar classes of random matrices are known to obey gaussian central limit theorems. The proofs of such results are usually rather difficult, involving hard computations specific to the model in question. In this article we attempt to formulate a unified technique for deriving such results via relatively soft arguments. In the process, we introduce a notion of `second order Poincaré inequalities': just as ordinary Poincaré inequalities give variance bounds, second order Poincaré inequalities give central limit theorems. The proof of the main result employs Stein's method of normal approximation. A number of examples are worked out, some of which are new. One of the new results is a CLT for the spectrum of gaussian Toeplitz matrices.

math.PR↗