Gradient interfaces with and without disorder Gradient interfaces with and without disorder Codina Cotar University College London September 09, 2014, Toronto
Gradient interfaces with and without disorder Outline 1 Physics motivation Example 1: Elasticity Recap-Gaussian Measure Example 2: Effective interface models 2 The model Dimension d = 1 Generalization to dimension d ≥ 2 3 Questions 4 Known results Results: Strictly Convex Potentials Techniques: Strictly Convex Potentials Results: Non-convex potentials Interfaces with disorder 5 Open questions: non-convex potentials
Gradient interfaces with and without disorder Physics motivation Microscopic model ↔ emerging macroscopic structures. Macroscopic phases → microscopic interfaces Approach: Microscopic modelling of the interface itself.
Gradient interfaces with and without disorder Physics motivation Example 1: Elasticity Outline 1 Physics motivation Example 1: Elasticity Recap-Gaussian Measure Example 2: Effective interface models 2 The model Dimension d = 1 Generalization to dimension d ≥ 2 3 Questions 4 Known results Results: Strictly Convex Potentials Techniques: Strictly Convex Potentials Results: Non-convex potentials Interfaces with disorder 5 Open questions: non-convex potentials
Gradient interfaces with and without disorder Physics motivation Example 1: Elasticity Crystals are macroscopic objects, with ordered arrangements of atoms or molecules in microscopic scale Mechanical model of a crystal: little balls connected by springs, where heat causes the jiggling Configuration: snapshot of the atoms’ positions at a given time.
Gradient interfaces with and without disorder Physics motivation Example 1: Elasticity In thermal equilibrium, the jigglings explore samples of a probability measure on the configurations. This is the Gibbs measure: Prob ( Configuration ) ∝ exp ( − β Energy of Configuration ) , where β = 1 / temperature > 0. Moving every atom in the same direction the same amount does not change the energy, and hence the probability, of the configuration (shift-invariance). If Hook’s law holds, the elastic energy between two atoms with displacements x , y is given by c ( x − y ) 2 (the force F needed to extend or compress a spring by some distance | x − y | is proportional to that distance). Then the measure on the atoms’ configurations is multi-dimensional Gaussian.
Gradient interfaces with and without disorder Physics motivation Recap-Gaussian Measure Outline 1 Physics motivation Example 1: Elasticity Recap-Gaussian Measure Example 2: Effective interface models 2 The model Dimension d = 1 Generalization to dimension d ≥ 2 3 Questions 4 Known results Results: Strictly Convex Potentials Techniques: Strictly Convex Potentials Results: Non-convex potentials Interfaces with disorder 5 Open questions: non-convex potentials
Gradient interfaces with and without disorder Physics motivation Recap-Gaussian Measure 1D Gaussian random variables Recall: A standard 1D Gaussian random variable X has distribution given by the density P ( X ∈ [ x , x + dx ]) = exp ( − x 2 / 2 ) √ dx . 2 π
Gradient interfaces with and without disorder Physics motivation Recap-Gaussian Measure Gaussian random variables in R n If If � x , y � is an inner product in R n , then � � x , x � � ( 2 π ) − n / 2 exp 2 is the density of an associated multidimensional Gaussian. This is the same as taking n � z j e j j = 1 where { e j } is an orthonormal basis and { z j } are independent 1D Gaussians.
Gradient interfaces with and without disorder Physics motivation Example 2: Effective interface models Outline 1 Physics motivation Example 1: Elasticity Recap-Gaussian Measure Example 2: Effective interface models 2 The model Dimension d = 1 Generalization to dimension d ≥ 2 3 Questions 4 Known results Results: Strictly Convex Potentials Techniques: Strictly Convex Potentials Results: Non-convex potentials Interfaces with disorder 5 Open questions: non-convex potentials
Gradient interfaces with and without disorder Physics motivation Example 2: Effective interface models The interface for the Ising model - simplest description of ferromagnetism The spontaneous magnetization on cooling down the substance below a critical temperature, the so-called Curie temperature. The Ising model on a domain Ω ⊂ Z d with free boundary condition, at inverse temperature β = 1 / T > 0 and external field h ∈ R , is given by the following Gibbs measure on spin configurations ( σ x ) x ∈ Ω ∈ {± 1 } Ω � � 1 � � P Ω , h ,β ( σ ) := β σ x σ y + h σ x P ( σ ) , exp Z Ω , h ,β x , y ∈ Ω x ∈ Ω | x − y | = 1 where P is the uniform distribution on {± 1 } Ω .
Gradient interfaces with and without disorder Physics motivation Example 2: Effective interface models Assume d = 2 and Ω = [ 0 , N ] × [ 0 , N ] . Spin configuration σ = { σ x } x ∈{ 0 ,..., N }×{ 0 ,..., N } , spins σ x ∈ {− 1 , 1 } Goal: Modelling and analysis of the interface phase boundary
Gradient interfaces with and without disorder The model Dimension d = 1 Outline 1 Physics motivation Example 1: Elasticity Recap-Gaussian Measure Example 2: Effective interface models 2 The model Dimension d = 1 Generalization to dimension d ≥ 2 3 Questions 4 Known results Results: Strictly Convex Potentials Techniques: Strictly Convex Potentials Results: Non-convex potentials Interfaces with disorder 5 Open questions: non-convex potentials
Gradient interfaces with and without disorder The model Dimension d = 1 Interface — transition region that separates different phases Λ n := {− n , − n + 1 , . . . , n − 1 , n } , ∂ Λ n = {− n − 1 , n + 1 } Height Variables (configurations) φ i ∈ R , i ∈ Λ n Boundary condition 0, such that φ i = 0 , when i ∈ ∂ Λ n . The energy H ( φ ) := � n + 1 i = − n V ( φ i − φ i − 1 ) , with V ( s ) = s 2 for Hooke’s law.
Gradient interfaces with and without disorder The model Dimension d = 1 The finite volume Gibbs measure 1 ν 0 Λ n ( φ − n , . . . , φ 1 , . . . , φ n ) = exp ( − β H ( φ )) d φ Λ n = Z 0 Λ n n + 1 n 1 � � ( φ i − φ i − 1 ) 2 ) exp ( − β d φ i , Z 0 Λ n i = − n i = − n where β = 1 / T > 0, φ − n − 1 = φ n + 1 = 0 and n + 1 n � � � Z 0 ( φ i − φ i − 1 ) 2 ) Λ n := R 2 n + 1 exp ( − β d φ i , i = − n i = − n is a multidimensional centered Gaussian measure. We can replace the 0-boundary condition in ν 0 Λ n by a ψ -boundary condition in ν ψ Λ n with φ − n − 1 := ψ − n − 1 , φ n + 1 := ψ n + 1 .
Gradient interfaces with and without disorder The model Generalization to dimension d ≥ 2 Outline 1 Physics motivation Example 1: Elasticity Recap-Gaussian Measure Example 2: Effective interface models 2 The model Dimension d = 1 Generalization to dimension d ≥ 2 3 Questions 4 Known results Results: Strictly Convex Potentials Techniques: Strictly Convex Potentials Results: Non-convex potentials Interfaces with disorder 5 Open questions: non-convex potentials
Gradient interfaces with and without disorder The model Generalization to dimension d ≥ 2 Replace the discrete interval {− n , − n + 1 , . . . , 1 , 2 , . . . , n } by a discrete box Λ n := {− n , − n + 1 , . . . , 1 , . . . , n − 1 , n } d , with boundary ∂ Λ n := { i ∈ Z d \ Λ n : ∃ j ∈ Λ n with | i − j | = 1 } . V ( φ i − φ j ) , where V ( s ) = s 2 The energy H ( φ ) := � i , j ∈ Λ n ∪ ∂ Λ n | i − j | = 1 and φ i = 0 for i ∈ ∂ Λ n . The corresponding finite volume Gibbs measure on R Λ n is given by 1 � ν 0 Λ n ( φ ) := exp ( − β H ( φ )) d φ i . Z Λ n i ∈ Λ n It is a Gaussian measure, called the Gaussian Free Field (GFF).
Gradient interfaces with and without disorder The model Generalization to dimension d ≥ 2 For GFF If x , y ∈ Λ n Λ n ( φ x , φ y ) = G Λ n ( x , y ) , cov ν 0 where G Λ n ( x , y ) is the Green’s function, that is, the expected number of visits to y of a simple random walk started from x killed when it exits Λ n . GFF appears in many physical systems; two-dimensional GFF has close connections to Schramm-Loewner Evolution (SLE). Random, fractal curve in Ω ⊆ C simply connected. Introduced by Oded Schramm as a candidate for the scaling limit of loop erased random walk (and the interfaces in critical percolation). Contour lines of the GFF converge to SLE (Schramm-Sheffield 2009).
Gradient interfaces with and without disorder The model Generalization to dimension d ≥ 2 General potential V , general boundary condition ψ , general Λ V : R → R , V ∈ C 2 ( R ) with V ( s ) ≥ As 2 + B , A > 0 , B ∈ R for large s . The finite volume Gibbs measure on R Λ Λ ( φ ) := 1 ν ψ � � exp ( − β V ( φ i − φ j )) d φ i , Z ψ Λ i , j ∈ Λ ∪ ∂ Λ i ∈ Λ | i − j | = 1 where φ i = ψ i for i ∈ ∂ Λ . tilt u = ( u 1 , . . . , u d ) ∈ R d and tilted boundary condition ψ u i = i · u , i ∈ ∂ Λ . Finite volume surface tension (free energy) σ Λ ( u ) : macroscopic energy of a surface with tilt u ∈ R d . σ Λ ( u ) := 1 | Λ | log Z ψ u Λ . Gradients ∇ φ : ∇ φ b = φ i − φ j for b = ( i , j ) , | i − j | = 1
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