SLIDE 1 A class of (2 + 1)-dimensional growth processes with explicit stationary measure
- F. Toninelli, CNRS and Universit´
e Lyon 1 GGI, june 23, 2015
SLIDE 2 Plan
- Dimer models (perfect matchings) and height function
- Irreversible dynamics: a (2 + 1)-d random growth model
- Speed and fluctuations
SLIDE 3
Perfect matchings of bipartite planar graphs
SLIDE 4
Perfect matchings of bipartite planar graphs
SLIDE 5 Height function
1 2 1 2 4 3 3 6 5 2 1 f f’ C f−−>f’
Height function: h(f ′) − h(f ) = 4
σe(1e∈M − 1/4) where σe = +1/ − 1 if e crossed with white on the right/left. Definition is path-independent.
SLIDE 6 Ergodic Gibbs measures [Kenyon-Okounkov-Sheffield]
- Choose ρ = (ρ1, ρ2, ρ3) with ρi ∈ (0, 1), ρ1 + ρ2 + ρ3 = 1.
There exists a unique translation invariant, ergodic Gibbs measure πρ s.t. the density of horizontal, NW and NE lozenges are ρ1, ρ2, ρ3.
SLIDE 7 Ergodic Gibbs measures [Kenyon-Okounkov-Sheffield]
- Choose ρ = (ρ1, ρ2, ρ3) with ρi ∈ (0, 1), ρ1 + ρ2 + ρ3 = 1.
There exists a unique translation invariant, ergodic Gibbs measure πρ s.t. the density of horizontal, NW and NE lozenges are ρ1, ρ2, ρ3.
- Dimer-dimer correlations decay algebraically:
πρ(1e∈M; 1e′∈M) ≈ |e − e′|−2
SLIDE 8 Ergodic Gibbs measures [Kenyon-Okounkov-Sheffield]
- Choose ρ = (ρ1, ρ2, ρ3) with ρi ∈ (0, 1), ρ1 + ρ2 + ρ3 = 1.
There exists a unique translation invariant, ergodic Gibbs measure πρ s.t. the density of horizontal, NW and NE lozenges are ρ1, ρ2, ρ3.
- Dimer-dimer correlations decay algebraically:
πρ(1e∈M; 1e′∈M) ≈ |e − e′|−2
- height function converges to GFF: if
- R2 ϕ(x)dx = 0 then
ǫ2
x
ϕ(ǫx)hx
ǫ→0
− →
with X(x)X(y) = − 1
2π2 log |x − y|.
SLIDE 9
Symmetric vs. asymmetric random dynamics
1/2 1/2 p q q = p
For d = 1: Symmetric vs. Asymmetric Simple Exclusion Process
SLIDE 10 1/L 1/L
In both SSEP/ASEP, Bernoulli(ρ) are invariant. For p = q, irreversibility (particle flux).
SLIDE 11
SLIDE 12
SLIDE 13
p q p q p q p q p + q = 1 p p q q
SLIDE 14 Asymmetric cube deposition/evaporation dynamics
- If p = q, Gibbs states are invariant (no surprise; reversibility)
- if p = q, stationary states presumably very different from πρ.
Numerical simulations [Forrest-Tang-Wolf 1992] show ≈ t0.24... growth of height fluctuations.
SLIDE 15 Asymmetric cube deposition/evaporation dynamics
- If p = q, Gibbs states are invariant (no surprise; reversibility)
- if p = q, stationary states presumably very different from πρ.
Numerical simulations [Forrest-Tang-Wolf 1992] show ≈ t0.24... growth of height fluctuations.
- large-scale dynamics should be described by “isotropic
two-dimensional KPZ equation”: ∂th = ν∆h + Q(∇h) + white noise with Q a positive-definite quadratic form (whatever mathematical sense this equation has...)
SLIDE 16
Coupled simple exclusions with constraints
SLIDE 17
A two-dimensional generalization of Hammersley process
p p q p q q p q p q p + q = 1 p p q q
SLIDE 18
Dynamics well defined?
Particles can leave to ∞ in infinitesimal time
SLIDE 19
Dynamics well defined?
Particles can leave to ∞ in infinitesimal time
SLIDE 20
Dynamics well defined?
Particles can leave to ∞ in infinitesimal time
SLIDE 21 Theorem (T. 2015)
- The Gibbs measures πρ are stationary.
SLIDE 22 Theorem (T. 2015)
- The Gibbs measures πρ are stationary.
- One has
Eπρ(hx(t) − hx(0)) = (p − q)tv with v(ρ) > 0 and
SLIDE 23 Theorem (T. 2015)
- The Gibbs measures πρ are stationary.
- One has
Eπρ(hx(t) − hx(0)) = (p − q)tv with v(ρ) > 0 and
- Pπρ(|hx(t) − hx(0) − (p − q)tv| ≥ tδ) t→∞
=
For some slopes ρ (technical restrictions) I can actually prove better: Pπρ(|hx(t) − hx(0) − (p − q)tv| ≥ A
SLIDE 24 Theorem (T. 2015)
- The Gibbs measures πρ are stationary.
- One has
Eπρ(hx(t) − hx(0)) = (p − q)tv with v(ρ) > 0 and
- Pπρ(|hx(t) − hx(0) − (p − q)tv| ≥ tδ) t→∞
=
For some slopes ρ (technical restrictions) I can actually prove better: Pπρ(|hx(t) − hx(0) − (p − q)tv| ≥ A
- log t) = O(1/A2).
- Generalization to domino tilings
SLIDE 25 Comments
- A. Borodin, P. L. Ferrari [BF ’08] study totally asymmetric
case (q = 1, p = 0) and special (and deterministic) initial condition. Exact computations (explicit kernel for some time-space correlations)
SLIDE 26 Comments
- A. Borodin, P. L. Ferrari [BF ’08] study totally asymmetric
case (q = 1, p = 0) and special (and deterministic) initial condition. Exact computations (explicit kernel for some time-space correlations)
- large-scale dynamics should be described by “anisotropic
two-dimensional KPZ equation”: ∂th = ν∆h + Q(∇h) + white noise with Q a (+, −)-definite quadratic form. Physics literature [Wolf ’91]: non-linearity irrelevant.
SLIDE 27 Comments
- BF ’08 obtain hydrodynamic limit and √log t Gaussian
fluctuations lim
L→∞
1 LEh(xL, yL, τL) = h(x, y, τ) with ∂τh = v(∇h) and 1 √log L[h(xL, yL, τL) − E(h(xL, yL, τL))] ⇒ N(0, σ2); moreover, convergence of local statistics to that of a Gibbs measure.
SLIDE 28
Invariance on the torus
For simplicity, q = 1, p = 0. Stationary measure πL
ρ: uniform measure with fraction ρi of
lozenges of type i = 1, 2, 3.
SLIDE 29 Invariance on the torus
For simplicity, q = 1, p = 0. Stationary measure πL
ρ: uniform measure with fraction ρi of
lozenges of type i = 1, 2, 3. Call I +
n set of available positions above/below for particle n.
[πL
ρL](σ) = 1
NL
ρ
[
|I +
n | −
|I −
n |]
SLIDE 30 Invariance on the torus
For simplicity, q = 1, p = 0. Stationary measure πL
ρ: uniform measure with fraction ρi of
lozenges of type i = 1, 2, 3. Call I +
n set of available positions above/below for particle n.
[πL
ρL](σ) = 1
NL
ρ
[
|I +
n | −
|I −
n |] = 0
SLIDE 31
From the torus to the infinite graph
Difficulty: show that “information does not propagate instantaneously” = ⇒ coupling between torus dynamics and infinite volume dynamics
SLIDE 32
From the torus to the infinite graph
Difficulty: show that “information does not propagate instantaneously” = ⇒ coupling between torus dynamics and infinite volume dynamics Key fact: Lemma: The probability of seeing an inter-particle gap ≥ log R within distance R from the origin before time 1 is O(R−K) for every K.
SLIDE 33
Comparison with the Hammersley process (HP)
Sepp¨ al¨ ainen ’96: if spacing between particle n and n + 1 is o(n), then dynamics well defined.
SLIDE 34
Comparison with the Hammersley process (HP)
Sepp¨ al¨ ainen ’96: if spacing between particle n and n + 1 is o(n), then dynamics well defined. Lozenge dynamics ∼ infinite set of coupled Hammersley processes. Comparison: lozenges move less than HP particles
SLIDE 35 Fluctuations
p p p p p p p p p = 1, q = 0 Λ = {1, . . . , L}2
SLIDE 36 Fluctuations
p p p p p p p p p = 1, q = 0 Λ = {1, . . . , L}2
Let QΛ(t) =
x∈Λ(hx(t) − hx(0)).
d dt QΛ(t) = KΛ(σt) :=
|V (x, ↑) ∩ Λ|(t) = v|Λ|
SLIDE 37 Fluctuations
Similarly, one can prove d dt (QΛ(t) − QΛ(t))2 = 2(QΛ(t) − QΛ(t))(KΛ(σt) − πρ(KΛ)) +πρ(
|V (x, ↑) ∩ Λ|2) ≤ 2
- (QΛ(t) − QΛ(t))2
- Varπρ(K1) + O(L2)
SLIDE 38 Fluctuations
Similarly, one can prove d dt (QΛ(t) − QΛ(t))2 = 2(QΛ(t) − QΛ(t))(KΛ(σt) − πρ(KΛ)) +πρ(
|V (x, ↑) ∩ Λ|2) ≤ 2
- (QΛ(t) − QΛ(t))2
- Varπρ(K1) + O(L2)
Equilibrium estimate: Varπρ(K1) = O(L2+δ)
= O(L2 log L) for some slopes.
SLIDE 39 Fluctuations
Therefore, d dt (QΛ(t) − QΛ(t))2 ≤ 2
- (QΛ(t) − QΛ(t))2L1+δ + O(L2)
so that (QΛ(T) − QΛ(T))2 = O(L2+2δT 2).
SLIDE 40 Fluctuations
Therefore, d dt (QΛ(t) − QΛ(t))2 ≤ 2
- (QΛ(t) − QΛ(t))2L1+δ + O(L2)
so that (QΛ(T) − QΛ(T))2 = O(L2+2δT 2). If L = 1, we get the (useless) bound ψ(T) = O(T).
SLIDE 41 Fluctuations
Therefore, d dt (QΛ(t) − QΛ(t))2 ≤ 2
- (QΛ(t) − QΛ(t))2L1+δ + O(L2)
so that (QΛ(T) − QΛ(T))2 = O(L2+2δT 2). If L = 1, we get the (useless) bound ψ(T) = O(T). If we choose L = T we get instead ψ(T) = O(T δ) as wished.
SLIDE 42
Thanks!