We consider the (scalar) gradient fields $η=(η_b)$--with $b$ denoting the nearest-neighbor edges in $\Z^2$--that are distributed according to the Gibbs measure proportional to $\texte^{-βH(η)}ν(\textdη)$. Here $H=\sum_bV(η_b)$ is the Hamiltonian, $V$ is a symmetric potential, $β>0$ is the inverse temperature, and $ν$ is the Lebesgue measure on the linear space defined by imposing the loop condition $η_{b_1}+η_{b_2}=η_{b_3}+η_{b_4}$ for each plaquette $(b_1,b_2,b_3,b_4)$ in $\Z^2$. For convex $V$, Funaki and Spohn have shown that ergodic infinite-volume Gibbs measures are characterized by their tilt. We describe a mechanism by which the gradient Gibbs measures with non-convex $V$ undergo a structural, order-disorder phase transition at some intermediate value of inverse temperature $β$. At the transition point, there are at least two distinct gradient measures with zero tilt, i.e., $E η_b=0$.
We consider statistical mechanics models of continuous spins in a disordered environment. These models have a natural interpretation as effective interface models. It is well known that without disorder there are no interface Gibbs measures in infinite volume in dimension $d=2$, while there are ``gradient Gibbs measures'' describing an infinite-volume distribution for the increments of the field, as was shown by Funaki and Spohn. In the present paper we show that adding a disorder term prohibits the existence of such gradient Gibbs measures for general interaction potentials in $d=2$. This non…
The hard-core model has attracted much attention across several disciplines, representing lattice gases in statistical physics and independent sets in discrete mathematics and computer science. On finite graphs, we are given a parameter $λ$, and an independent set $I$ arises with probability proportional to $λ^{|I|}$. On infinite graphs a Gibbs measure is defined as a suitable limit with the correct conditional probabilities, and we are interested in determining when this limit is unique and when there is phase coexistence, i.e., existence of multiple Gibbs measures. It has long been conjectur…
We study equilibrium droplets in two-phase systems at parameter values corresponding to phase coexistence. Specifically, we give a self-contained microscopic derivation of the Gibbs-Thomson formula for the deviation of the pressure and the density away from their equilibrium values which, according to the interpretation of the classical thermodynamics, appears due to the presence of a curved interface. The general--albeit heuristic--reasoning is corroborated by a rigorous proof in the case of the two-dimensional Ising lattice gas.
We consider gradient fields $(ϕ_x:x\in \mathbb{Z}^d)$ whose law takes the Gibbs--Boltzmann form $Z^{-1}\exp\{-\sum_{< x,y>}V(ϕ_y-ϕ_x)\}$, where the sum runs over nearest neighbors. We assume that the potential $V$ admits the representation \[V(η):=-\log\int\varrho({d}κ)\exp\biggl[-{1/2}κ\et a^2\biggr],\] where $\varrho$ is a positive measure with compact support in $(0,\infty)$. Hence, the potential $V$ is symmetric, but nonconvex in general. While for strictly convex $V$'s, the translation-invariant, ergodic gradient Gibbs measures are completely characterized by their tilt, a nonconvex poten…
We study Gibbsian models of unbounded integer-valued spins on trees which possess a symmetry under height-shift. We develop a theory relating boundary laws to gradient Gibbs measures, which applies also in cases where the corresponding Gibbs measures do not exist. Our results extend the classical theory of Zachary beyond the case of normalizable boundary laws, which implies existence of Gibbs measures, to periodic boundary laws. We provide a construction for classes of tree-automorphism invariant gradient Gibbs measures in terms of mixtures of pinned measures, whose marginals to infinite paths…
We consider - in uniformly strictly convex potential regime - two versions of random gradient models with disorder. In model (A) the interface feels a bulk term of random fields while in model (B) the disorder enters though the potential acting on the gradients. We assume a general distribution on the disorder with uniformly-bounded finite second moments. It is well known that for gradient models without disorder there are no Gibbs measures in infinite-volume in dimension $d = 2$, while there are shift-invariant gradient Gibbs measures describing an infinite-volume distribution for the gradien…
We consider gradient fields on $\mathbb{Z}^d$ for potentials $V$ that can be expressed as $$e^{-V(x)}=pe^{-\frac{qx^2}{2}}+(1-p)e^{-\frac{x^2}{2}}.$$ This representation allows us to associate a random conductance type model to the gradient fields with zero tilt. We investigate this random conductance model and prove correlation inequalities, duality properties, and uniqueness of the Gibbs measure in certain regimes. Moreover, we show that there is a close relation between Gibbs measures of the random conductance model and gradient Gibbs measures with zero tilt for the potential $V$. Based on …
Chessboard estimates are one of the standard tools for proving phase coexistence in spin systems of physical interest. In this note we show that the method not only produces a point in the phase diagram where more than one Gibbs states coexist, but that it can also be used to rule out the existence of shift-ergodic states that differ significantly from those proved to exist. For models depending on a parameter (say, the temperature), this shows that the values of the conjugate thermodynamic quantity (the energy) inside the "transitional gap" are forbidden in all shift-ergodic Gibbs states. We …
Ising model without external field on an infinite Lorentzian triangulation sampled from the uniform distribution is considered. We prove uniqueness of the Gibbs measure in the high temperature region and coexistence of at least two Gibbs measures at low temperature. The proofs are based on the disagreement percolation method and on a variant of Peierls method. The critical temperature is shown to be constant a.s.
We consider two versions of random gradient models. In model A the interface feels a bulk term of random fields while in model B the disorder enters through the potential acting on the gradients. It is well known that for gradient models without disorder there are no Gibbs measures in infinite-volume in dimension d=2, while there are "gradient Gibbs measures" describing an infinite-volume distribution for the gradients of the field, as was shown by Funaki and Spohn. Van Enter and Külske proved that adding a disorder term as in model A prohibits the existence of such gradient Gibbs measures for…
We show that under a low complexity condition on the gradient of a Hamiltonian, Gibbs distributions on the Boolean hypercube are approximate mixtures of product measures whose probability vectors are critical points of an associated mean-field functional. This extends a previous work by the first author. As an application, we demonstrate how this framework helps characterize both Ising models satisfying a mean-field condition and the conditional distributions which arise in the emerging theory of nonlinear large deviations, both in the dense case and in the polynomially-sparse case.
A discrete gradient model for interfaces is studied. The interaction potential is a non-convex perturbation of the quadratic gradient potential. Based on a representation for the finite volume Gibbs measure obtained via a renormalization group analysis by Adams, Kotecký and Müller in [AKM] it is proven that the scaling limit is a continuum massless Gaussian free field. From probabilistic point of view, this is a Central Limit Theorem for strongly dependent random fields. Additionally, the convergence of covariances, smoothed on a scale smaller than the system size, is proven.
Let $K_1$, $\dots$, $K_n$ be bounded, complete, separable metric spaces. Let $λ_i$ be a Borel probability measure on $K_i$ for each $i$. Let $f:\prod_i K_i \to \mathbb{R}$ be a bounded and continuous potential function, and let $$μ(d \mathbf{x})\ \propto\ e^{f(\mathbf{x})}λ_1(d x_1)\cdots λ_n(d x_n)$$ be the associated Gibbs distribution. At each point $\mathbf{x} \in \prod_i K_i$, one can define a `discrete gradient' $\nabla f(\mathbf{x},\,\cdot\,)$ by comparing the values of $f$ at all points which differ from $\mathbf{x}$ in at most one coordinate. In case $\prod_i K_i = \{-1,1\}^n \subset …
We study "random surfaces," which are random real (or integer) valued functions on Z^d. The laws are determined by convex, nearest neighbor, difference potentials that are invariant under translation by a full-rank sublattice L of Z^d; they include many discrete and continuous height models (e.g., domino tilings, square ice, the harmonic crystal, the Ginzburg-Landau grad-phi interface model, the linear solid-on-solid model) as special cases. A gradient phase is an L-ergodic gradient Gibbs measure with finite specific free energy. A gradient phase is smooth if it is the gradient of an ordinary …
We study the surface tension and the phenomenon of phase coexistence for the Ising model on $\mathbbm{Z}^d$ ($d \geqslant 2$) with ferromagnetic but random couplings. We prove the convergence in probability (with respect to random couplings) of surface tension and analyze its large deviations : upper deviations occur at volume order while lower deviations occur at surface order. We study the asymptotics of surface tension at low temperatures and relate the quenched value $τ^q$ of surface tension to maximal flows (first passage times if $d = 2$). For a broad class of distributions of the coupli…
Graph homomorphisms from the $\mathbb{Z}^d$ lattice to $\mathbb{Z}$ are functions on $\mathbb{Z}^d$ whose gradients equal one in absolute value. These functions are the height functions corresponding to proper $3$-colorings of $\mathbb{Z}^d$ and, in two dimensions, corresponding to the $6$-vertex model (square ice). We consider the uniform model, obtained by sampling uniformly such a graph homomorphism subject to boundary conditions. Our main result is that the model delocalizes in two dimensions, having no translation-invariant Gibbs measures. Additional results are obtained in higher dimensi…
Consider a low temperature stochastic Ising model in the phase coexistence regime with Markov semigroup $P_t$. A fundamental and still largely open problem is the understanding of the long time behavior of $\d_\h P_t$ when the initial configuration $\h$ is sampled from a highly disordered state $ν$ (e.g. a product Bernoulli measure or a high temperature Gibbs measure). Exploiting recent progresses in the analysis of the mixing time of Monte Carlo Markov chains for discrete spin models on a regular $b$-ary tree $\Tree^b$, we tackle the above problem for the Ising and hard core gas (independent …
We consider $\mathbb Z$-valued $p$-SOS-models with nearest neighbor interactions of the form $|ω_v-ω_w|^p$, and finite-spin ferromagnetic models on regular trees. This includes the classical SOS-model, the discrete Gaussian model and the Potts model. We exhibit a family of extremal inhomogeneous (i.e. tree automorphism non-invariant) Gibbs measures arising as low temperature perturbations of ground states (local energy minimizers), which have a sparse enough set of broken bonds together with uniformly bounded increments along them. These low temperature states in general do not possess any sym…
We consider models of gradient type, which are the densities of a collection of real-valued random variables $ϕ:=\{ϕ_x: x \in Λ\}$ given by $Z^{-1}\exp({-\sum\nolimits_{j \sim k}V(ϕ_j-ϕ_k)})$. We focus our study on the case that $V(\nablaϕ) = [1+(\nablaϕ)^2]^α$ with $0 < α< 1/2$, which is a non-convex potential. We introduce an auxiliary field $t_{jk}$ for each edge and represent the model as the marginal of a model with log-concave density. Based on this method, we prove that finite moments of the fields $\left<[v \cdot ϕ]^p \right>$ are bounded uniformly in the volume. This leads to the exis…
