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On the global maximum of the solution to a stochastic heat equation with compact-support initial data

Mohammud Foondun, Davar Khoshnevisan (2010)

Annales de l'I.H.P. Probabilités et statistiques

Consider a stochastic heat equation ∂tu=κ  ∂xx2u+σ(u)ẇ for a space–time white noise ẇ and a constant κ>0. Under some suitable conditions on the initial function u0 and σ, we show that the quantities lim sup t→∞t−1sup x∈Rln El(|ut(x)|2) and lim sup t→∞t−1ln E(sup x∈R|ut(x)|2) are equal, as well as bounded away from zero and infinity by explicit multiples of 1/κ. Our proof works by demonstrating quantitatively that the peaks of the stochastic process x↦ut(x) are highly concentrated...

On the mixed even-spin Sherrington–Kirkpatrick model with ferromagnetic interaction

Wei-Kuo Chen (2014)

Annales de l'I.H.P. Probabilités et statistiques

We study a spin system with both mixed even-spin Sherrington–Kirkpatrick (SK) couplings and Curie–Weiss (CW) interaction. Our main results are: (i) The thermodynamic limit of the free energy is given by a variational formula involving the free energy of the SK model with a change in the external field. (ii) In the presence of a centered Gaussian external field, the positivity of the overlap and the extended Ghirlanda–Guerra identities hold on a dense subset of the temperature parameters. (iii) We...

On the motion of a body in thermal equilibrium immersed in a perfect gas

Kazuo Aoki, Guido Cavallaro, Carlo Marchioro, Mario Pulvirenti (2008)

ESAIM: Mathematical Modelling and Numerical Analysis

We consider a body immersed in a perfect gas and moving under the action of a constant force. Body and gas are in thermal equilibrium. We assume a stochastic interaction body/medium: when a particle of the medium hits the body, it is absorbed and immediately re-emitted with a Maxwellian distribution. This system gives rise to a microscopic model of friction. We study the approach of the body velocity V(t) to the limiting velocity V and prove that, under suitable smallness assumptions, the approach...

On the multiple overlap function of the SK model.

Sergio de Carvalho Bezerra, Samy Tindel (2007)

Publicacions Matemàtiques

In this note, we prove an asymptotic expansion and a central limit theorem for the multiple overlap R1, ..., s of the SK model, defined for given N, s ≥ 1 by R1, ..., s = N-1Σi≤N σ1i ... σsi. These results are obtained by a careful analysis of the terms appearing in the cavity derivation formula, as well as some graph induction procedures. Our method could hopefully be applied to other spin glasses models.

On the number of ground states of the Edwards–Anderson spin glass model

Louis-Pierre Arguin, Michael Damron (2014)

Annales de l'I.H.P. Probabilités et statistiques

Ground states of the Edwards–Anderson (EA) spin glass model are studied on infinite graphs with finite degree. Ground states are spin configurations that locally minimize the EA Hamiltonian on each finite set of vertices. A problem with far-reaching consequences in mathematics and physics is to determine the number of ground states for the model on d for any d . This problem can be seen as the spin glass version of determining the number of infinite geodesics in first-passage percolation or the number...

On the proof of the Parisi formula by Guerra and Talagrand

Erwin Bolthausen (2004/2005)

Séminaire Bourbaki

The Parisi formula is an expression for the limiting free energy of the Sherrington-Kirkpatrick spin glass model, which had first been derived by Parisi using a non-rigorous replica method together with an hierarchical ansatz for the solution of the variational problem. It had become quickly clear that behind the solution, if correct, lies an interesting mathematical structure. The formula has recently been proved by Michel Talagrand based partly on earlier ideas and results by Francesco Guerra....

On the small maximal flows in first passage percolation

Marie Théret (2008)

Annales de la faculté des sciences de Toulouse Mathématiques

We consider the standard first passage percolation on d : with each edge of the lattice we associate a random capacity. We are interested in the maximal flow through a cylinder in this graph. Under some assumptions Kesten proved in 1987 a law of large numbers for the rescaled flow. Chayes and Chayes established that the large deviations far away below its typical value are of surface order, at least for the Bernoulli percolation and cylinders of certain height. Thanks to another approach we extend...

On the time constant in a dependent first passage percolation model

Julie Scholler (2014)

ESAIM: Probability and Statistics

We pursue the study of a random coloring first passage percolation model introduced by Fontes and Newman. We prove that the asymptotic shape of this first passage percolation model continuously depends on the law of the coloring. The proof uses several couplings, particularly with greedy lattice animals.

On the zero-temperature or vanishing viscosity limit for certain Markov processes arising from Lagrangian dynamics

Nalini Anantharaman (2004)

Journal of the European Mathematical Society

We study the zero-temperature limit for Gibbs measures associated to Frenkel–Kontorova models on ( d ) / d . We prove that equilibrium states concentrate on configurations of minimal energy, and, in addition, must satisfy a variational principle involving metric entropy and Lyapunov exponents, a bit like in the Ruelle–Pesin inequality. Then we transpose the result to certain continuous-time stationary stochastic processes associated to the viscous Hamilton–Jacobi equation. As the viscosity vanishes, the...

On two quantum versions of the detailed balance condition

Franco Fagnola, Veronica Umanità (2010)

Banach Center Publications

Quantum detailed balance conditions are often formulated as relationships between the generator of a quantum Markov semigroup and the generator of a dual semigroup with respect to a certain scalar product defined by an invariant state. In this paper we survey some results describing the structure of norm continuous quantum Markov semigroups on ℬ(h) satisfying a quantum detailed balance condition when the duality is defined by means of pre-scalar products on ℬ(h) of the form x , y s : = t r ( ρ 1 - s x * ρ s y ) (s ∈ [0,1]) in order...

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