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Hadamards formula and couplings of SLE with GFF K. Izyurov and K. Kyt ol a Universit e de Gen` eve May 24, 2010 K. Izyurov and K. Kyt ol a Hadamards formula and couplings of SLE with GFF The Gaussian Free Field K.


  1. Hadamard’s formula and couplings of SLE with GFF K. Izyurov and K. Kyt¨ ol¨ a Universit´ e de Gen` eve May 24, 2010 K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  2. The Gaussian Free Field K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  3. The Gaussian Free Field A random (gaussian) field Φ : Ω → R in a planar domain K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  4. The Gaussian Free Field A random (gaussian) field Φ : Ω → R in a planar domain The mean of the field M ( z ) = E Φ( z ) is a harmonic function K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  5. The Gaussian Free Field A random (gaussian) field Φ : Ω → R in a planar domain The mean of the field M ( z ) = E Φ( z ) is a harmonic function (usually defined by boundary conditions: Dirichlet, Neumann, etc...) K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  6. The Gaussian Free Field A random (gaussian) field Φ : Ω → R in a planar domain The mean of the field M ( z ) = E Φ( z ) is a harmonic function (usually defined by boundary conditions: Dirichlet, Neumann, etc...) The covariance of the field C ( z 1 , z 2 ) = G ( z 1 , z 2 ) is a Green’s function in Ω K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  7. The Gaussian Free Field A random (gaussian) field Φ : Ω → R in a planar domain The mean of the field M ( z ) = E Φ( z ) is a harmonic function (usually defined by boundary conditions: Dirichlet, Neumann, etc...) The covariance of the field C ( z 1 , z 2 ) = G ( z 1 , z 2 ) is a Green’s function in Ω (with corresponding homogeneous boundary conditions) K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  8. Relations to SLE: level lines Schramm & Sheffield ’2006 K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  9. Relations to SLE: level lines Schramm & Sheffield ’2006 Domains with two marked points x , x 1 , with Dirichlet boundary conditions ± λ = ± � π 8 . Dirichlet boundary valued Green’s function as covariance Discretize the field, take the mesh to zero K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  10. Relations to SLE: level lines Schramm & Sheffield ’2006 Domains with two marked points x , x 1 , with Dirichlet boundary conditions ± λ = ± � π 8 . Dirichlet boundary valued Green’s function as covariance Discretize the field, take the mesh to zero ⇒ level lines converge to SLE 4 K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  11. Soft approach: coupling K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  12. Soft approach: coupling In the continuum: there exists a coupling of SLE 4 and GFF, such that the curve behaves like a level line. K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  13. Soft approach: coupling In the continuum: there exists a coupling of SLE 4 and GFF, such that the curve behaves like a level line. Namely: Conditionally on the curve γ t , the law of the field is that of the GFF in Ω \ γ t , the jump has moved to the tip K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  14. K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  15. Constructive formulation: sample SLE 4 curve up to time t ; sample GFF in Ω \ γ t ; forget the curve ⇒ obtain a new field ˜ Φ in Ω K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  16. Constructive formulation: sample SLE 4 curve up to time t ; sample GFF in Ω \ γ t ; forget the curve ⇒ obtain a new field ˜ Φ in Ω which appears to have the same law as Φ. K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  17. Soft approach: coupling K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  18. Soft approach: coupling Other boundary conditions far away from the curve? K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  19. Soft approach: coupling Other boundary conditions far away from the curve? Doubly connected domains? K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  20. The zoo of examples: simply-connected case K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  21. The zoo of examples: simply-connected case Three arcs, boundary values − λ , λ , Neumann: dipolar SLE 4 . K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  22. The zoo of examples: simply-connected case Three arcs, boundary values − λ , λ , Neumann: dipolar SLE 4 . Three arcs, boundary values − λ , λ , 0: dipolar SLE 4 . K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  23. The zoo of examples: simply-connected case Three arcs, boundary values − λ , λ , Neumann: dipolar SLE 4 . Three arcs, boundary values − λ , λ , 0: dipolar SLE 4 . Three arcs, boundary values − λ , λ , Riemann-Hilbert: ∂ σ M ( z ) = 0, σ = e i α τ : SLE 4 ( ρ ) with ρ depending on α . K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  24. The zoo of examples: simply-connected case More marked points, jump-Dirichlet boundary conditions: SLE 4 ( ρ 1 , ρ 2 , . . . ) with ρ ′ s proportional to jumps (Schramm & Sheffield, Cardy, Dub´ edat). K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  25. The zoo of examples: simply-connected case K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  26. The zoo of examples: simply-connected case More marked points, mixed boundary conditions: not SLE 4 ( ρ )! K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  27. The zoo of examples: simply-connected case More marked points, mixed boundary conditions: not SLE 4 ( ρ )! But the drift still can be computed. Expression involves derivatives of M and its harmonic conjugate w.r.t marked points. K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  28. The zoo of examples: doubly-connected case K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  29. The zoo of examples: doubly-connected case One marked point on the outer boundary with jump − 2 λ ⇒ multi-valued mean. Neumann boundary conditions on the inner boundary K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  30. The zoo of examples: doubly-connected case One marked point on the outer boundary with jump − 2 λ ⇒ multi-valued mean. Neumann boundary conditions on the inner boundary Coupled with annular SLE 4 . K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  31. The zoo of examples: doubly-connected case Two marked points on the outer boundary (Hagendorf, Bauer, Bernard’09 via partition function): some annulus analogs of SLE 4 ( ρ ). On the inner boundary: either Neumann or Dirichlet K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  32. The zoo of examples: doubly-connected case Two marked points on the outer boundary (Hagendorf, Bauer, Bernard’09 via partition function): some annulus analogs of SLE 4 ( ρ ). On the inner boundary: either Neumann or Dirichlet Drifts are computed explicitly (in terms of Schwarz kernels in the annulus), and the existence of couplings is proven. K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  33. The zoo of examples: doubly-connected case Two marked points on the outer boundary (Hagendorf, Bauer, Bernard’09 via partition function): some annulus analogs of SLE 4 ( ρ ). On the inner boundary: either Neumann or Dirichlet Drifts are computed explicitly (in terms of Schwarz kernels in the annulus), and the existence of couplings is proven. Easily generalizes to many marked points x 1 , x 2 , . . . on the outer boundary (of total jump 2 λ in Dirichlet case) K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  34. The zoo of examples: doubly-connected case K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  35. The zoo of examples: doubly-connected case One marked point on the inner boundary; Dirichlet boundary conditions. K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  36. The zoo of examples: doubly-connected case One marked point on the inner boundary; Dirichlet boundary conditions. Still one integer parameter to fix: can add an integer multiple of λ on the inner boundary. K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  37. The zoo of examples: doubly-connected case K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

  38. The zoo of examples: doubly-connected case This leads to a curve with a prescribed winding. K. Izyurov and K. Kyt¨ ol¨ a Hadamard’s formula and couplings of SLE with GFF

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