This paper is devoted to the construction and study of an equilibrium Glauber-type dynamics of infinite continuous particle systems. This dynamics is a special case of a spatial birth and death process. On the space $Γ$ of all locally finite subsets (configurations) in ${\Bbb R}^d$, we fix a Gibbs measure $μ$ corresponding to a general pair potential $ϕ$ and activity $z>0$. We consider a Dirichlet form $ \cal E$ on $L^2(Γ,μ)$ which corresponds to the generator $H$ of the Glauber dynamics. We prove the existence of a Markov process $\bf M$ on $Γ$ that is properly associated with $\cal E$. In the case of a positive potential $ϕ$ which satisfies $δ{:=}\int_{{\Bbb R}^d}(1-e^{-ϕ(x)}) z dx<1$, we also prove that the generator $H$ has a spectral gap $\ge1-δ$. Furthermore, for any pure Gibbs state $μ$, we derive a Poincaré inequality. The results about the spectral gap and the Poincaré inequality are a generalization and a refinement of a recent result by L. Bertini, N. Cancrini, and F. Cesi.
We derive a continuum mean-curvature flow as a certain hydrodynamic scaling limit of Glauber-Kawasaki dynamics with speed change. The Kawasaki part describes the movement of particles through particle interactions. It is speeded up in a diffusive space-time scaling. The Glauber part governs the creation and annihilation of particles. The Glauber part is set to favor two levels of particle density. It is also speeded up in time, but at a lesser rate than the Kawasaki part. Under this scaling, a mean-curvature interface flow emerges, with a homogenized `surface tension-mobility' parameter reflec…
We study the hydrodynamic scaling limit for the Glauber-Kawasaki dynamics. It is known that, if the Kawasaki part is speeded up in a diffusive space-time scaling, one can derive the Allen-Cahn equation which is a kind of the reaction-diffusion equation in the limit. This paper concerns the scaling that the Glauber part, which governs the creation and annihilation of particles, is also speeded up but slower than the Kawasaki part. Under such scaling, we derive directly from the particle system the motion by mean curvature for the interfaces separating sparse and dense regions of particles as a …
We construct two types of equilibrium dynamics of infinite particle systems in a locally compact Polish space $X$, for which certain fermion point processes are invariant. The Glauber dynamics is a birth-and-death process in $X$, while in the case of the Kawasaki dynamics interacting particles randomly hop over $X$. We establish conditions on generators of both dynamics under which corresponding conservative Markov processes exist.
We construct two types of equilibrium dynamics of an infinite particle system in a locally compact metric space $X$ for which a permanental point process is a symmetrizing, and hence invariant measure. The Glauber dynamics is a birth-and-death process in $X$, while in the Kawasaki dynamics interacting particles randomly hop over $X$. In the case $X=\mathbb R^d$, we consider a diffusion approximation for the Kawasaki dynamics at the level of Dirichlet forms. This leads us to an equilibrium dynamics of interacting Brownian particles for which a permanental point process is a symmetrizing measure…
We study properties of the semigroup $(e^{-tH})_{t\ge 0}$ on the space $L^ 2(Γ_X,π)$, where $Γ_X$ is the configuration space over a locally compact second countable Hausdorff topological space $X$, $π$ is a Poisson measure on $Γ_X$, and $H$ is the generator of the Glauber dynamics. We explicitly construct the corresponding Markov semigroup of kernels $(P_t)_{t\ge 0}$ and, using it, we prove the main results of the paper: the Feller property of the semigroup $(P_t)_{t\ge 0}$ with respect to the vague topology on the configuration space $Γ_X$, and the ergodic property of $(P_t)_{t\ge 0}$. Follow…
A Kawasaki dynamics in continuum is a dynamics of an infinite system of interacting particles in $\mathbb{R}^d$ which randomly hop over the space. In this paper, we deal with an equilibrium Kawasaki dynamics which has a Gibbs measure $mu$ as invariant measure. We study a scaling limit of such a dynamics, derived through a scaling of the jump rate. Informally, we expect that, in the limit, only jumps of ``infinite length'' will survive, i.e., we expect to arrive at a Glauber dynamics in continuum (a birth-and-death process in $\mathbb{R}^d$). We prove that, in the low activity-high temperature …
We consider the Kawasaki dynamics of two types of particles under a killing effect on a $d$-dimensional square lattice. Particles move with possibly different jump rates depending on their types. The killing effect acts when particles of different types meet at the same site. We show the existence of a limit under the diffusive space-time scaling and suitably growing killing rate: segregation of distinct types of particles does occur, and the evolution of the interface between the two distinct species is governed by the two-phase Stefan problem. We apply the relative entropy method and combine…
We derive the hydrodynamic limit of Glauber-Kawasaki dynamics. The Kawasaki part is simple and describes independent movement of the particles with hard core exclusive interactions. It is speeded up in a diffusive space-time scaling. The Glauber part describes the birth and death of particles. It is set to favor two levels of particle density with a preference for one of the two. It is also speeded up in time, but at a lesser rate than the Kawasaki part. Under this scaling, the limiting particle density instantly takes either of the two favored density values. The interface which separates the…
In this paper, we prove a general result concerning finite-range, attractive interacting particle systems on $\{-1, 1\}^{\mathbb{Z}^d}$. If the particle system has a unique stationary measure and, in a precise sense, relaxes to this stationary measure at an exponential rate then any small perturbation of the dynamics also has a unique stationary measure to which it relaxes at an exponential rate. To augment this result, we study the particular case of Glauber dynamics for the Ising model. We show that for any non-zero external field the dynamics converges to its unique invariant measure at an …
We deal with two following classes of equilibrium stochastic dynamics of infinite particle systems in continuum: hopping particles (also called Kawasaki dynamics), i.e., a dynamics where each particle randomly hops over the space, and birth-and-death process in continuum (or Glauber dynamics), i.e., a dynamics where there is no motion of particles, but rather particles die, or are born at random. We prove that a wide class of Glauber dynamics can be derived as a scaling limit of Kawasaki dynamics. More precisely, we prove the convergence of respective generators on a set of cylinder functions,…
In zero-temperature Glauber dynamics, vertices of a graph are given i.i.d.~initial spins $σ_x(0)$ from $\{-1,+1\}$ with $\mathbb{P}_p(σ_x(0) = +1)=p$, and they update their spins at the arrival times of i.i.d. Poisson processes to agree with a majority of their neighbors. We study this process on the 3-regular tree $\mathbb{T}_3$, where it is known that the critical threshold $p_c$, below which $\mathbb{P}_p$-a.s. all spins fixate to $-1$, is strictly less than $1/2$. Defining $θ(p)$ to be the $\mathbb{P}_p$-probability that a vertex fixates to $+1$, we show that $θ$ is a continuous function o…
We study continuous time Glauber dynamics for random configurations with local constraints (e.g. proper coloring, Ising and Potts models) on finite graphs with $n$ vertices and of bounded degree. We show that the relaxation time (defined as the reciprocal of the spectral gap $|λ_1-λ_2|$) for the dynamics on trees and on planar hyperbolic graphs, is polynomial in $n$. For these hyperbolic graphs, this yields a general polynomial sampling algorithm for random configurations. We then show that if the relaxation time $τ_2$ satisfies $τ_2=O(1)$, then the correlation coefficient, and the mutual info…
We consider a system of classical particles, interacting via a smooth, long-range potential, in the mean-field regime, and we optimally analyze the propagation of chaos in form of sharp estimates on many-particle correlation functions. While approaches based on the BBGKY hierarchy are doomed by uncontrolled losses of derivatives, we propose a novel non-hierarchical approach that focusses on the empirical measure of the system and exploits a Glauber type calculus with respect to initial data in form of higher-order Poincaré inequalities for cumulants. This main result allows to rigorously trunc…
Continuous time Feynman-Kac measures on path spaces are central in applied probability, partial differential equation theory, as well as in quantum physics. This article presents a new duality formula between normalized Feynman-Kac distribution and their mean field particle interpretations. Among others, this formula allows us to design a reversible particle Gibbs-Glauber sampler for continuous time Feynman-Kac integration on path spaces. This result extends the particle Gibbs samplers introduced by Andrieu-Doucet-Holenstein [2] in the context of discrete generation models to continuous time F…
We study zero-temperature Glauber dynamics on \Z^d, which is a dynamic version of the Ising model of ferromagnetism. Spins are initially chosen according to a Bernoulli distribution with density p, and then the states are continuously (and randomly) updated according to the majority rule. This corresponds to the sudden quenching of a ferromagnetic system at high temperature with an external field, to one at zero temperature with no external field. Define p_c(\Z^d) to be the infimum over p such that the system fixates at '+' with probability 1. It is a folklore conjecture that p_c(\Z^d) = 1/2 f…
In this paper we study metastability in large volumes at low temperatures. We consider both Ising spins subject to Glauber spin-flip dynamics and lattice gas particles subject to Kawasaki hopping dynamics. Let $\b$ denote the inverse temperature and let $Ł_\b \subset \Z^2$ be a square box with periodic boundary conditions such that $\lim_{\b\to\infty}|Ł_\b|=\infty$. We run the dynamics on $Ł_\b$ starting from a random initial configuration where all the droplets (= clusters of plus-spins, respectively, clusters of particles)are small. For large $\b$, and for interaction parameters that corresp…
We show that some classes of birth-and-death processes in continuum (Glauber dynamics) may be derived as a scaling limit of a dynamics of interacting hopping particles (Kawasaki dynamics)
We study a reversible continuous-time Markov dynamics on lozenge tilings of the plane, introduced by Luby et al. Single updates consist in concatenations of $n$ elementary lozenge rotations at adjacent vertices. The dynamics can also be seen as a reversible stochastic interface evolution. When the update rate is chosen proportional to $1/n$, the dynamics is known to enjoy especially nice features: a certain Hamming distance between configurations contracts with time on average and the relaxation time of the Markov chain is diffusive, growing like the square of the diameter of the system. Here,…
We study the problem of identification of a proper state-space for the stochastic dynamics of free particles in continuum, with their possible birth and death. In this dynamics, the motion of each separate particle is described by a fixed Markov process $M$ on a Riemannian manifold $X$. The main problem arising here is a possible collapse of the system, in the sense that, though the initial configuration of particles is locally finite, there could exist a compact set in $X$ such that, with probability one, infinitely many particles will arrive at this set at some time $t>0$. We assume that $X$…
We construct a new equilibrium dynamics of infinite particle systems in a Riemannian manifold $X$. This dynamics is an analog of the Kawasaki dynamics of lattice spin systems. The Kawasaki dynamics now is a process where interacting particles randomly hop over $X$. We establish conditions on the {\it a priori} explicitly given symmetrizing measure and the generator of this dynamics, under which a corresponding conservative Markov processes exists. We also outline two types of scaling limit of the equilibrium Kawasaki dynamics: one leading to an equilibrium Glauber dynamics in continuum (a birt…
We develop a general technique, based on a Bochner-type identity, to estimate spectral gaps of a class of Markov operator. We apply this technique to various interacting particle systems. In particular, we give a simple and short proof of the diffusive scaling of the spectral gap of the Kawasaki model at high temperature. Similar results are derived for Kawasaki-type dynamics in the lattice without exclusion, and in the continuum. New estimates for Glauber-type dynamics are also obtained.
We analyze the Glauber dynamics for a bi-populated Curie-Weiss model. We obtain the limiting behavior of the empirical averages in the limit of infinitely many particles. We then characterize the phase space of the model in absence of magnetic field and we show that several phase transitions in the inter-groups interaction strength occur.
In the context of interacting particle systems, we study the influence of the action of the semigroup on the concentration property of Lipschitz functions. As an application, this gives a new approach to estimate the relaxation speed to equilibrium of interacting particle systems. We illustrate our approach in a variety of examples for which we obtain several new results with short and non-technical proofs. These examples include the symmetric and asymmetric exclusion process and high-temperature spin-flip dynamics ("Glauber dynamics"). We also give a new proof of the Poincaré inequality, base…
