Standard Schramm-Loewner evolution (SLE) is driven by a continuous Brownian motion which then produces a trace, a continuous fractal curve connecting the singular points of the motion. If jumps are added to the driving function, the trace branches. In a recent publication [1] we introduced a generalized SLE driven by a superposition of a Brownian motion and a fractal set of jumps (technically a stable Lévy process). We then discussed the small-scale properties of the resulting Lévy-SLE growth process. Here we discuss the same model, but focus on the global scaling behavior which ensues as time goes to infinity. This limiting behavior is independent of the Brownian forcing and depends upon only a single parameter, $α$, which defines the shape of the stable Lévy distribution. We learn about this behavior by studying a Fokker-Planck equation which gives the probability distribution for endpoints of the trace as a function of time. As in the short-time case previously studied, we observe that the properties of this growth process change qualitatively and singularly at $α=1$. We show both analytically and numerically that the growth continues indefinitely in the vertical direction for $α> 1$, goes as $\log t$ for $α= 1$, and saturates for $α< 1$. The probability density has two different scales corresponding to directions along and perpendicular to the boundary. In the former case, the characteristic scale is $X(t) \sim t^{1/α}$. In the latter case the scale is $Y(t) \sim A + B t^{1-1/α}$ for $α\neq 1$, and $Y(t) \sim \ln t$ for $α= 1$. Scaling functions for the probability density are given for various limiting cases.
Standard stochastic Loewner evolution (SLE) is driven by a continuous Brownian motion, which then produces a continuous fractal trace. If jumps are added to the driving function, the trace branches. We consider a generalized SLE driven by a superposition of a Brownian motion and a stable Levy process. The situation is defined by the usual SLE parameter, $κ$, as well as $α$ which defines the shape of the stable Levy distribution. The resulting behavior is characterized by two descriptors: $p$, the probability that the trace self-intersects, and $\tilde{p}$, the probability that it will approach…
Levy-Loewner evolution (LLE) is a generalization of the Schramm-Loewner evolution (SLE) where the branching is possible in a course of growth process. We consider a class of radial Levy-Loewner evolutions for which sets of points of the average means beta-spectrum can be found exactly. In this paper we show how to overcome difficulties arised in previous works on multi-fractal analysis of SLE/LLE.
Stochastic Loewner evolution also called Schramm Loewner evolution (abbreviated, SLE) is a rigorous tool in mathematics and statistical physics for generating and studying scale invariant or fractal random curves in two dimensions. The method is based on the older deterministic Loewner evolution introduced by Karl Loewner, who demonstrated that an arbitrary curve not crossing itself can be generated by a real function by means of a conformal transformation. In 2000 Oded Schramm extended this method and demonstrated that driving the Loewner evolution by a one-dimensional Brownian motion, the cu…
We disclose the origin of anisotropic percolation perimeters in terms of the Stochastic Loewner Evolution (SLE) process. Precisely, our results from extensive numerical simulations indicate that the perimeters of multi-layered and directed percolation clusters at criticality are the scaling limits of the Loewner evolution of an anomalous Brownian motion, being subdiffusive and superdiffusive, respectively. The connection between anomalous diffusion and fractal anisotropy is further tested by using long-range power-law correlated time series (fractional Brownian motion) as driving functions in …
The generalized stochastic Loewner evolution (SLE) driven by reversible Langevin dynamics was theoretically investigated in the context of non-equilibrium statistical mechanics. The recent study of the authors revealed that the Loewner evolution enables encoding the non-equilibrium (irreversible) processes into equilibrium (reversible) processes. In this study, by Gibbs entropy-based information-theoretic approaches, we formulated this encoding mechanism of the SLE to discuss its advantages as a mean to better describe non-equilibrium states. After deriving entropy production and flux for the …
We find a wide class of Levy-Loewner evolutions for which the value of integral means beta-spectrum $β(q)$ at $q=2$ is the maximal real eigenvalue of a three-diagonal matrix. The second moments of derivatives of corresponding conformal mappings are expressed through solutions of matrix Fuchsian systems with three singular points.
The Stochastic Loewner equation, introduced by Schramm, gives us a powerful way to study and classify critical random curves and interfaces in two-dimensional statistical mechanics. New kind of stochastic Loewner equation, called fractional stochastic Loewner evolution (FSLE), has been proposed for the first time. Using the fractional time series as the driving function of the Loewner equation and local fractional integrodifferential operators, we introduce a large class of fractal curves. We argue that the FSLE curves, besides the fractal dimension calculations, have crucial differences which…
By combining the scaling relation of Amoruso {\it et al.}, PRL {\bf 97}, 267202 (2006) with standard droplet model assumptions, a value $θ= (\sqrt{6} - 3) / 2$ is obtained. This conjecture is reasonably consistent with the best existing numerical calculations, and may be exact.
The Loewner equation, in its stochastic incarnation introduced by Schramm, is an insightful method for the description of critical random curves and interfaces in two-dimensional statistical mechanics. Two features are crucial, namely conformal invariance and a conformal version of the Markov property. Extensions of the equation have been explored in various directions, in order to expand the reach of such a powerful method. We propose a new generalization based on q-calculus, a concept rooted in quantum geometry and non-extensive thermodynamics; the main motivation is the explicit breaking of…
We review the recently developed relation between the traditional algebraic approach to conformal field theories and the more recent probabilistic approach based on stochastic Loewner evolutions. It is based on implementing random conformal maps in conformal field theories.
The Stochastic Loewner evolution is a recent tool in the study of two-dimensional critical systems. We extend this approach to the case of critical systems with continuous symmetries, such as SU(2) Wess-Zumino-Witten models, where domain walls carry an additional spin 1/2 degree of freedom. We show that the stochastic evolution results in the Knizhnik-Zamolodchikov equation for correlation functions.
Domain walls for spin glasses are believed to be scale invariant invariant; a stronger symmetry, conformal invariance, has the potential to hold. The statistics of zero-temperature Ising spin glass domain walls in two dimensions are used to test the hypothesis that these domain walls are described by a Schramm-Loewner evolution SLE$_κ$. Multiple tests are consistent with SLE$_κ$, where $κ=2.30(5)$. Both conformal invariance and the domain Markov property are tested. The latter does not hold in small systems, but detailed numerical evidence suggests that it holds in the continuum limit.
Intermittent stochastic processes appear in a wide field, such as chemistry, biology, ecology, and computer science. This paper builds up the theory of intermittent continuous time random walk (CTRW) and Lévy walk, in which the particles are stochastically reset to a given position with a resetting rate $r$. The mean squared displacements of the CTRW and Lévy walks with stochastic resetting are calculated, uncovering that the stochastic resetting always makes the CTRW process localized and Lévy walk diffuse slower. The asymptotic behaviors of the probability density function of Lévy walk with …
In complex systems with fractal properties the scale invariance has an important rule to classify different statistical properties. In two dimensions the Loewner equation can classify all the fractal curves. Using the Weierstrass-Mandelbrot (WM) function as the drift of the Loewner equation we introduce a large class of fractal curves with discrete scale invariance (DSI). We show that the fractal dimension of the curves can be extracted from the diffusion coefficient of the trend of the variance of the WM function. We argue that, up to the fractal dimension calculations, all the WM functions f…
This article is meant to serve as a guide to recent developments in the study of the scaling limit of critical models. These new developments were made possible through the definition of the Stochastic Loewner Evolution (SLE) by Oded Schramm. This article opens with a discussion of Loewner's method, explaining how this method can be used to describe families of random curves. Then we define SLE and discuss some of its properties. We also explain how the connection can be made between SLE and the discrete models whose scaling limits it describes, or is believed to describe. Finally, we have inc…
We review applications of theory of classical and quantum integrable systems to the free-boundary problems of fluid mechanics as well as to corresponding problems of statistical mechanics. We also review important exact results obtained in the theory of multi-fractal spectra of the stochastic models related to the Laplacian growth: Schramm-Loewner and Levy-Loewner evolutions.
Stochastic Loewner Evolution (SLE_kappa) has been introduced as a description of the continuum limit of cluster boundaries in two-dimensional critical systems. We show that the problem of N radial SLEs in the unit disc is equivalent to Dyson's Brownian motion on the boundary of the disc, with parameter beta=4/kappa. As a result various equilibrium critical models give realisations of circular ensembles with beta different from the classical values of 1,2 and 4 which correspond to symmetry classes of random U(N) matrices. Some of the bulk critical exponents are related to the spectrum of the as…
Stochastic Loewner evolutions (SLE) are random growth processes of sets, called hulls, embedded in the two dimensional upper half plane. We elaborate and develop a relation between SLE evolutions and conformal field theories (CFT) which is based on a group theoretical formulation of SLE processes and on the identification of the proper hull boundary states. This allows us to define an infinite set of SLE zero modes, or martingales, whose existence is a consequence of the existence of a null vector in the appropriate Virasoro modules. This identification leads, for instance, to linear systems f…
Conformally-invariant curves that appear at critical points in two-dimensional statistical mechanics systems, and their fractal geometry have received a lot of attention in recent years. On the one hand, Schramm has invented a new rigorous as well as practical calculational approach to critical curves, based on a beautiful unification of conformal maps and stochastic processes, and by now known as Schramm-Loewner evolution (SLE). On the other hand, Duplantier has applied boundary quantum gravity methods to calculate exact multifractal exponents associated with critical curves. In the first par…
A group theoretical formulation of Schramm--Loewner-evolution-type growth processes corresponding to Wess--Zumino--Witten theories is developed that makes it possible to construct stochastic differential equations associated with more general null vectors than the ones considered in the most fundamental example in [Alekseev et al., Lett. Math. Phys. 97, 243-261 (2011)]. Also given are examples of Schramm--Loewner-evolution-type growth processes associated with null vectors of conformal weight $4$ in the basic representations of $\widehat{\mathfrak{sl}}_{2}$ and $\widehat{\mathfrak{sl}}_{3}$.
We propose variants of Schramm-Loewner evolution (SLE) that are related to superconformal algebras following the group theoretical formulation of SLE, in which the relevant stochastic differential equation is derived from a random process on an infinite dimensional Lie group. In this paper, we consider random processes on certain kind of groups of superconformal transformations generated by exponentiated elements of the Grassmann envelop of superconformal algebras. We also provide a prescription of obtaining local martingales from a representation of the superconformal algebra after integratio…
These lecture notes on 2D growth processes are divided in two parts. The first part is a non-technical introduction to stochastic Loewner evolutions (SLEs). Their relationship with 2D critical interfaces is illustrated using numerical simulations. Schramm's argument mapping conformally invariant interfaces to SLEs is explained. The second part is a more detailed introduction to the mathematically challenging problems of 2D growth processes such as Laplacian growth, diffusion limited aggregation (DLA), etc. Their description in terms of dynamical conformal maps, with discrete or continuous time…
We propose a generalization of Schramm-Loewner evolution (SLE) that has internal degrees of freedom described by an affine Lie superalgebra. We give a general formulation of SLE corresponding to representation theory of an affine Lie superalgebra whose underlying finite dimensional Lie superalgebra is basic classical type, and write down stochastic differential equations on internal degrees of freedom in case that the corresponding affine Lie superalgebra is $\widehat{\mathfrak{osp}(1|2)}$. We also demonstrate computation of local martingales associated with the solution from a representation …
We consider Schramm-Loewner evolutions (SLEs) with internal degrees of freedom that are associated with representations of affine Lie algebras, following group theoretical formulation of SLEs. We reconstruct the SLEs considered by Bettelheim {\it et al.} [Phys. Rev. Lett. {\bf 95}, 251601 (2005)] and Alekseev {\it et al.} [Lett. Math. Phys. {\bf 97}, 243-261 (2011)] in correlation function formulation. We also explicitly formulate stochastic differential equations on internal degrees of freedom for Heisenberg algebras and the affine $\mathfrak{sl}_{2}$. Our formulation enables us to find sever…
