2009 lines
130 KiB
TeX
2009 lines
130 KiB
TeX
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\begin{document}
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\title{Liquid-vapor transition in a model of a continuum particle system with finite-range modified Kac pair potential}
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\author[1]{Qidong He}
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\author[2]{Ian Jauslin}
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\author[3]{Joel Lebowitz}
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\author[4]{Ron Peled}
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\affil[1,2,3]{Department of Mathematics, Rutgers University}
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\affil[3]{Department of Physics, Rutgers University}
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\affil[4]{Department of Mathematics, University of Maryland, College Park}
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\date{}
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\maketitle
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\abstract
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We prove the existence of a phase transition in dimension $d>1$ in a continuum particle system interacting with a pair potential containing a modified attractive Kac potential of range $\gamma^{-1}$, with $\gamma>0$.
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This transition is ``close'', for small positive $\gamma$, to the one proved previously by Lebowitz and Penrose in the van der Waals limit $\gamma\downarrow0$.
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It is of the type of the liquid-vapor transition observed when a fluid, like water, heated at constant pressure, boils at a given temperature.
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Previous results on phase transitions in continuum systems with stable potentials required the use of unphysical four-body interactions or special symmetries between the liquid and vapor.
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The pair interaction we consider is obtained by partitioning space into cubes of volume $\gamma^{-d}$, and letting the Kac part of the pair potential be uniform in each cube and act only between adjacent cubes.
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The ``short-range'' part of the pair potential is quite general (in particular, it may or may not include a hard core), but restricted to act only between particles in the same cube.
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Our setup, the ``boxed particle model'', is a special case of a general ``spin'' system, for which we establish a first-order phase transition using reflection positivity and the Dobrushin--Shlosman criterion.
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\tableofcontents
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\section{Introduction}
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In 1998, Lebowitz, Mazel, and Presutti~\cite{lebowitz1998rigorous} wrote:
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``An outstanding problem in equilibrium statistical mechanics is to derive rigorously the existence of a liquid-vapor phase transition (LVT) in a continuous system of particles interacting with any kind of reasonable potential, say Lennard--Jones or hard core plus attractive square well.''
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This situation has remained largely unchanged over the past quarter century.
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This is so despite the fact that the LVT is ubiquitous.
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It is observed every time we boil a pot of water and is displayed prominently in textbooks as a paradigm of phase transitions in physical systems; see Figure \ref{fig:phase-diagram}.
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The LVT is also observed in all computer simulations of systems with the above type of pair potentials \cite{hansen1969phase,mcdonald1972equation}.
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These simulations show that such pair potentials are, in fact, adequate for describing the commonly observed LVT, so why can we not prove it mathematically?
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In fact, the LVT is qualitatively described by approximate theories with mean-field-type interactions (where all particles interact with the same strength), dating back to the nineteenth century; see below and \cite{van73,Maxwell75}.
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However, for pair potentials without any symmetry, it has been proven rigorously only in the case of an attractive Kac type pair potential of the form $\gamma^d\varphi(\gamma r)$, where $d$ is the spatial dimension, in the infinite-range limit $\gamma\downarrow 0$, thus the need for a rigorous proof of the existence of the LVT in a continuum particle system with finite range (or rapidly decaying) pair interactions.
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We do this here for a simplified model for small $\gamma>0$.
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We give a brief historical background of the LVT in Section \ref{sec:history}.
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Mathematically speaking, we are interested in proving, for a continuous system of particles with stable pair interactions (see Appendix \ref{app:ruelle}) and no special symmetries, the existence of more than one infinite-volume Gibbs measure having different densities for some ranges of inverse temperature $\beta=1/T$ (setting Boltzmann's constant equal to $1$) and chemical potential $\lambda$ \cite{ruelle1971existence}.
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For a system of particles in a region $\Lambda\subset\R^d$ with pair interactions $u(x-x')$, $x,x'\in\R^d$, the probability of having $N$ particles in a configuration $X_{\Lambda}=(x_1,\dots,x_N)\in\Lambda^N$ given a specified configuration in $\Lambda^c$, $Y_{\Lambda^c}$ (boundary condition), is given, in the grand-canonical Gibbs measure, by
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\begin{equation}
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\label{eqn:grand-canonical finite volume Gibbs measure}
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\P^{\Lambda}_{\beta,\lambda}(\dd{X}_{\Lambda}\mid Y_{\Lambda^c})=\frac{1}{\Xi^{\Lambda}_{\beta,\lambda}}
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\frac{1}{N!}e^{-\beta[-\lambda N+U(X_\Lambda\mid Y_{\Lambda^c})]}\prod_{i=1}^N\dd{x}_i,
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\end{equation}
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where
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\begin{equation}
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\label{eqn:particle model Hamiltonian}
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U(X_\Lambda\mid Y_{\Lambda^c})=\sum_{1\le i<j\le N}u(x_i-x_j)+\sum_{i,k}u(x_i-y_k)
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\end{equation}
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and $\Xi^{\Lambda}_{\beta,\lambda}$, the grand-canonical partition function, which depends on $Y_{\Lambda^c}$, is a normalizing factor.
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We are interested in the behavior of macroscopic systems, idealized by taking the thermodynamic limit of $\Lambda\uparrow\R^d$.
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The appropriate infinite-volume Gibbs measure is then characterized by the Dobrushin-Lanford-Ruelle (DLR) equation \cite{dobruschin1968description,lanford1969observables}, which specifies the conditional probability measure for any region $\Lambda\subset\R^d$ given a configuration in $\Lambda^c$ as in \eqref{eqn:grand-canonical finite volume Gibbs measure}.
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The question then is whether this measure is unique.
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If it is not unique, then we say that there is a coexistence of phases at that value of $\beta$ and $\lambda$.
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When two translation-invariant, extremal Gibbs measures without any symmetry coexist but have different densities, $\rho_v<\rho_l$, we say that the system has an LVT, with $\rho_v$ and $\rho_l$ being the densities of the vapor and the liquid.
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We can also look at the LVT from a macroscopic point of view: the average density $\rho$ for the finite system in the region $\Lambda$ is given by
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\begin{equation}
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\rho^{\Lambda}(\beta,\lambda):=\frac{1}{\beta\abs{\Lambda}}\pdv{\lambda}\log\Xi^\Lambda_{\beta,\lambda},
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\end{equation}
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whose limit as $\Lambda\uparrow\R^d$, denoted by $\rho(\beta,\lambda)$, is a monotone increasing function of $\lambda$, which will have a discontinuity at the LVT, that is, at some value of $\lambda=\lambda_\ast$ where the two Gibbs measures (phases) coexist:
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\begin{equation}
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\rho_v=\lim_{\lambda\uparrow\lambda_\ast}\rho(\beta,\lambda)<\rho_l=\lim_{\lambda\downarrow\lambda_\ast}\rho(\beta,\lambda).
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\end{equation}
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From a physical point of view, it is more natural to consider the LVT in the canonical ensemble where the density of the system, $\rho$, rather than its chemical potential, is specified.
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The LVT then corresponds to a linear segment for the canonical free energy \eqref{eq:Lebowitz-Penrose introduction} as a function of the density $\rho$, which, as explained in the next section, corresponds to the physical coexistence of the liquid and vapor phases.
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It is in this ensemble in which Lebowitz--Penrose \cite{lebowitz1966rigorous} proved \eqref{eq:Lebowitz-Penrose introduction} for potentials of the form \eqref{eqn:introduction_pair-potential}.
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The equivalence to the grand-canonical picture with two equilibrium states at some value of $\lambda$ is discussed in detail by Gates--Penrose \cite{gates1969vani,gates1970vanii,gates1970vaniii}.
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We shall skip over the fine details of this equivalence and use the physical picture in the rest of the introduction and then switch to the grand-canonical one in describing our results.
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\begin{figure}
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\centering
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\includegraphics[width=0.5\linewidth]{phase_diagram.tikz.pdf}
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\caption{A schematic phase diagram of a fluid in the temperature-pressure plane $(T,P)$.
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There exists a critical point $(T_{c},P_{c})$ below which an LVT occurs, and the density (at which the free energy is minimized) jumps discontinuously when crossing the liquid-vapor transition line (thick black line).
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The other lines correspond to fluid-solid transitions.}
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\label{fig:phase-diagram}
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\end{figure}
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Before describing our results, we give a brief, selective history of the LVT problem.
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\subsection{History of the liquid-vapor phase transition}
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\label{sec:history}
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\paragraph{Origin of the problem}
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Experimental studies of the LVT go back to the beginning of the 19th century \cite{andrews1869xviii}, when physicists began looking for an expression for the pressure valid for densities beyond that of the very dilute gas, $p=\rho T$ (setting Boltzmann's constant equal to $1$), which would also describe the LVT in which liquid and vapor coexist at the same pressure.
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In 1873, van der Waals in his doctoral thesis \cite{van73} derived heuristically an equation of state for the pressure as a function of temperature and density, which gave a qualitative understanding of the LVT,
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\begin{equation}\label{eqn:introduction_van-der-Waals}
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p(T,\rho)=\frac{T\rho}{1-\rho b}-\frac{1}{2}a\rho^{2}.
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\end{equation}
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Augmented by Maxwell's equal area construction in 1875 \cite{Maxwell75} (see Figure \ref{fig:maxwell-construction}), which ensures that the system is thermodynamically stable as described below, this equation gives, with suitable choices of empirical parameters $a,b>0$, a good qualitative description of the LVT observed in real systems \cite{Bernal33,Millot92}.
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The idea behind this equation of state (EOS) is that the force between atoms is strongly repulsive (hard-core like) at short distances and weakly attractive at large distances, which respectively give rise to the first and second terms on the RHS of \eqref{eqn:introduction_van-der-Waals}.
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In fact, the second term can be derived by assuming a ``mean field'' attractive interaction between the particles, i.e., every pair of particles interact with a potential independent of the distance between them, whose strength is inversely proportional to the size of the system.
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The first term in \eqref{eqn:introduction_van-der-Waals} can be written as $T/(\rho^{-1}-b)$, where the denominator represents the effective volume available to each particle.
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It is, in fact, the exact pressure of a one-dimensional system of hard rods of diameter $b$ and can be considered an approximation for a strong short-range repulsion in higher-dimensional systems.
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The canonical free energy density $f(T,\rho)$ is defined as the thermodynamic limit
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\begin{equation}
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f(T,\rho):=-\lim_{\substack{N\to\infty,\Lambda\uparrow\R^d\\N/\abs{\Lambda}\to\rho}}\frac{T}{\abs{\Lambda}}\log Z(T,N,\Lambda),
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\end{equation}
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where
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\begin{equation}
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Z(T,N,\Lambda):=\frac{1}{N!}\int_{\Lambda^N}\dd{x}_1\dots\dd{x}_N e^{-\frac{1}{T} U(X_\Lambda)}
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\end{equation}
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is the canonical partition function, $\abs{\Lambda}$ is the volume of $\Lambda$, and $U(X_\Lambda)$ is the interaction potential of the $N$ particles in $\Lambda$, i.e., the first sum in \eqref{eqn:particle model Hamiltonian}.
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Using the fact (see e.g. \cite{Ruelle69}) that the pressure is given by
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\begin{equation}
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\label{eqn:introduction_pressure}
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p(T,\rho)=\rho^2\pdv{\rho}\left[\frac{1}{\rho}f(T,\rho)\right],
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\end{equation}
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\eqref{eqn:introduction_van-der-Waals} is equivalent to the following expression for $f(T,\rho)$:
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\begin{equation}
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\label{eqn:introduction_free-energy}
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f(T,\rho)=-T\rho\log\frac{1-b\rho}{\rho}-\frac{1}{2}a\rho^2,
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\end{equation}
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up to a term independent of $\rho$.
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The Maxwell construction thus corresponds to the Gibbs double tangent construction for $f(T,\rho)$; see Figure \ref{fig:constructions}.
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The question then, as now, is how to derive the liquid-vapor phase transition from a ``realistic'' pair interaction between the particles.
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\begin{figure}
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\centering
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\begin{subfigure}[t]{0.46\textwidth}
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\centering
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\includegraphics[width=0.9\columnwidth]{maxwell_construction.tikz.pdf}
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\caption{The solid line represents isotherms as given by \eqref{eqn:introduction_van-der-Waals} while the dotted line is the Maxwell construction giving equal areas to the solid color regions.
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This gives the coexistence of liquid and vapor phases at the same $T$ and $p$.}
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\label{fig:maxwell-construction}
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\end{subfigure}
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\hspace{12pt}
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\begin{subfigure}[t]{0.46\textwidth}
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\centering
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\includegraphics[width=0.9\columnwidth]{double_tangent.tikz.pdf}
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\caption{The Gibbs double tangent construction for $T<T_c$.}
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\label{fig:double-tangent}
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\end{subfigure}
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\caption{}
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\label{fig:constructions}
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\end{figure}
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\paragraph{Mathematical state-of-the-art}
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A rigorous derivation of \eqref{eqn:introduction_van-der-Waals} was made by Kac, Uhlenbeck, and Hemmer (KUH) \cite{kac1963van}, who considered a one-dimensional system of hard rods with an attractive long-range pair interaction $\varphi_\gamma(\abs{x_i-x_j})$ of the Kac form,
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\begin{equation}
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\varphi_{\gamma}(r)=-\alpha\gamma e^{-\gamma r}.
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\end{equation}
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They proved that, in the thermodynamic limit, such a system of particles has an EOS $p_{\gamma}(T,\rho)$ which becomes, in the limit $\gamma\downarrow0$, the same as the van der Waals EOS \eqref{eqn:introduction_van-der-Waals} with Maxwell's construction \emph{built in}, rather than having to be added \emph{ad hoc} (as was the case before).
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Lebowitz and Penrose (LP) \cite{lebowitz1966rigorous} generalized the result of KUH to arbitrary dimensions, proving, for systems with a pair potential of the form
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\begin{equation}
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\label{eqn:introduction_pair-potential}
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u_{\gamma}(r)=v(r)-\alpha\gamma^{d}\varphi(\gamma r),
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\end{equation}
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where $\varphi(r)\ge 0$, $\int_{\R^{d}}\dd{r}\varphi(r)=1$, and $v(r)$ has a hard-core part, the validity of the Gibbs double tangent construction, i.e., they proved, for both continuum and lattice systems, that
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\begin{equation}\label{eq:Lebowitz-Penrose introduction}
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f_+(T,\rho):=\lim_{\gamma\downarrow0}f_{\gamma}(T,\rho)=\CE\set{-\frac{1}{2}\alpha\rho^{2}+f_{0}(T,\rho)},
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\end{equation}
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where $f_{\gamma}(T,\rho)$ is the free energy density of the system with potential $u_{\gamma}(r)$, and $f_{0}(T,\rho)$ is the free energy density of the reference system with pair potential $v(r)$ containing a hard core.
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The convex envelope (CE) of a function $\phi$ is the largest convex function smaller than $\phi$; see Figure~\ref{fig:double-tangent}.
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The existence and good thermodynamic properties, e.g., convexity, of the free energies $f_{\gamma}(T,\rho)$ and $f_0(T,\rho)$ are assured by general results on the existence of the thermodynamic limit for systems with stable and tempered potentials; see Theorem \ref{theo:particle}.
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In one dimension, particle systems have no phase transition for potentials that decay faster than $r^{-2}$.
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Hence, the free energy density $f_\gamma(T,\rho)$ is strictly convex in $\rho$ if $v(r)$ decays faster than $r^{-2}$ as $r\rightarrow\infty$ \cite{Ruelle69}, so the transition, as characterized by a linear portion of $f_\gamma$ as a function of $\rho$, only appears in the $\gamma\downarrow0$ limit.
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This is not the case in $d\ge 2$ dimensions, where we expect not only a transition for $\gamma>0$ \cite{presutti2008scaling} but that the transition line should be, for small $\gamma>0$, close to its limiting value as $\gamma\downarrow0$.
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This has been established by Presutti \cite{presutti2008scaling} for lattice gases on $\Z^{d}$ ($d\ge 2$) when $v(r)$ is just the single-site hard-core exclusion \cite{cassandro1996phase,bodineau1997phase,bovier1997low}.
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However, for general lattice systems, without the particle-hole symmetry present in this case, there is no proof of the existence of an LVT at $\gamma>0$ close to that for $\gamma\downarrow 0$.
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The situation is similar for continuum systems with stable pair potentials: the only proof of the existence of an LVT for continuum systems with finite-range potentials and no symmetries is given by Lebowitz, Mazel, and Presutti \cite{lebowitz1998rigorous,lebowitz1999liquid}, who had to resort to \emph{unphysical}, \emph{long-range four-body} repulsion to take the place of the short-range repulsive pair interactions to ensure stability of the system against collapse by the attractive Kac potential.
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Their result, therefore, did not alleviate the need for proving the LVT for realistic pair potentials.
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We also note here that Ruelle \cite{ruelle1971existence} proved the existence of a phase transition for the continuum two-species symmetric Widom-Rowlinson model and that Johansson \cite{johansson1995separation} proved a phase transition for a 1D continuum model whose pair potential decays like $r^{-\alpha}$, $\alpha\in(1,2)$.
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\paragraph{The present work}
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To obtain insight into the LVT for pair potentials of the form \eqref{eqn:introduction_pair-potential} at small $\gamma>0$ and its relation to the mean-field limit $\gamma\downarrow 0$, we study here a simplified model which we call the ``box model'' and which will be described in detail below.
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In this model, we prove the existence of an LVT for small $\gamma>0$ given some properties of the free energy $f_{0}(T,\rho)$ of the reference system, the one in which the Kac potential is absent.
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These properties are essentially the same as those used by LP to prove the LVT in the limit $\gamma\downarrow 0$, some of which are direct consequences of the existence of the thermodynamic limit for particle systems with superstable and tempered interactions \cite[\S3.1]{Ruelle69}; see Appendix \ref{app:ruelle}.
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We show that, in the box model framework, an LVT occurs \emph{close} to the $\gamma\downarrow 0$ limit, in a precise sense, for sufficiently small $\gamma>0$.
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Our result also applies to soft-core potentials, which LP did not consider.
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The main benefit of the ``box model'' is that it is reflection positive. We remark that the idea of using reflection positivity to justify mean-field predictions has appeared before, in a different context, in the works~\cite{biskup2003rigorous,biskup2006mean} (see also~\cite[Section 4]{biskup2009reflection}).
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\subsection{The boxed particle model and the box model}\label{sec:the box model}
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In this paper, we introduce and study the \emph{box model}, which is a generalization of a particle model called the \emph{boxed particle model} obtained by modifying the pair potential in \eqref{eqn:introduction_pair-potential} that was studied by Lebowitz and Penrose in the mean-field limit $\gamma\downarrow 0$.
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Let us first define the boxed particle model, which we will generalize to the box model in Section \ref{sec:box_model_def}.
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The boxed particle model is defined by modifying \eqref{eqn:introduction_pair-potential} (primarily in the Kac potential part $\varphi$, but the short-range part will also be modified).
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To do this, we partition $\R^d$ into a lattice of \emph{mesoscopic} cubes of side length $\gamma^{-1}$, and replace the long-range Kac interaction of LP with one that is constant for particles inside each of the cubes, and has a (possibly different) constant value for particles in adjacent cubes.
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We will be quite general about the other interaction between particles given by $v(r)$ in \eqref{eqn:introduction_pair-potential}, and merely assume that it is superstable and tempered \cite{Ruelle69}.
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However, we will neglect the interaction between different cubes due to $v(r)$.
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A possible choice for $v(r)$ is a hard-core interaction, but we will be more general than that and allow interactions like the Lennard--Jones or Morse pair potentials (see Appendix \ref{app:ruelle} for more details).
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More formally, we define the boxed particle model as a model for a system of particles interacting via the following pair interaction:
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\begin{equation}
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\label{eqn:boxed pair interaction}
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u_\gamma(x,y):=
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\begin{cases}
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v(x-y)-J_1\gamma^d & \mbox{if }\operatorname{Box}_\gamma(x)=\operatorname{Box}_\gamma(y)\\
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-J_2\gamma^d & \mbox{if }\operatorname{Box}_\gamma(x)\sim\operatorname{Box}_\gamma(y)\\
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0 & \mbox{otherwise}
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\end{cases}
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\end{equation}
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where $J_1>-2dJ_2$ and $J_2>0$ are constants, $\operatorname{Box}_\gamma(x):=\gamma^{-1}\floor{\gamma x}+[0,\gamma^{-1})^d$ denotes the unique cube in the mesoscopic lattice containing $x\in\R^d$, and the symbol $\sim$ means that two cubes are nearest neighbors, i.e., they share a $(d-1)$-dimensional face, and $v$ is a superstable and tempered potential (see Appendix \ref{app:ruelle} and \cite{Ruelle69}).
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We fix the chemical potential in the boxed particle model to $\lambda+\frac12J_1\gamma^d$ (we add $\frac12J_1\gamma^d$ to simplify the notation in the ``spin'' model introduced in the next paragraph).
|
|
|
|
It is straightforward to check that the box model is equivalent to a ``spin'' model on the lattice $\mathbb Z^d$ with nearest neighbor interactions, where each point $v$ corresponds to a mesoscopic lattice cube as above, and the ``spin'' at $v$ is given by the density $\eta_v:=N_v/\gamma^{-d}$ of particles inside the cube corresponding to $v$.
|
|
Indeed, by integrating over the positions of the $N_v$ particles in each cube $v$, we find that the boxed particle model is equivalent to the following effective Hamiltonian on configurations of densities in the cubes:
|
|
\begin{equation}
|
|
\begin{split}
|
|
\label{eq:Hamiltonian_box}
|
|
H_{\lambda,\gamma}(\eta)
|
|
:= &\gamma^{-d}\left[-\lambda\sum_v\eta_v- \frac{1}{2}J_{1}\sum_v \eta_v^{2} - J_{2}\sum_{v\sim w}\eta_v\eta_w + \sum_v f_{\gamma}(\eta_v)\right]\\
|
|
=&\gamma^{-d}\left[-\lambda\sum_v\eta_v- \frac{1}{2}(J_1+2d J_2)\sum_v \eta_v^{2} + \frac{1}{2}J_{2}\sum_{v\sim w}|\eta_v-\eta_w|^2 + \sum_v f_{\gamma}(\eta_v)\right],
|
|
\end{split}
|
|
\end{equation}
|
|
and
|
|
\begin{equation}
|
|
f_\gamma(\eta_v):=-\frac{1}{\beta\gamma^{-d}}\log\frac1{(\eta_v\gamma^{-d})!}\int_{([0,\gamma^{-1})^{d})^{\eta_v\gamma^{-d}}}\dd{x}_1\cdots \dd{x}_{\eta_v\gamma^{-d}}\prod_{i<j}e^{-\beta v(x_i-x_j)}.
|
|
\end{equation}
|
|
is the canonical free energy density for particles in a cube interacting via the pair potential $v(\cdot)$ with free boundary conditions.
|
|
|
|
As noted earlier, we will study the boxed particle model in the grand-canonical ensemble, which is equivalent to the canonical ensemble \cite{Ruelle69}.
|
|
For the connection between the two ensembles in the limit $\gamma\downarrow0$, see \cite{gates1969vani,gates1970vanii,gates1970vaniii}.
|
|
|
|
|
|
|
|
\subsubsection{Formal description of the box model} \label{sec:box_model_def}
|
|
|
|
Let us now define the \emph{box model}, which is a slight generalization of the boxed particle model.
|
|
Specifically, we will relax the condition that $f_\gamma$ be the free energy of a particle model inside the mesoscopic cube, and merely require that it be a function that satisfies the conditions detailed in the rest of this section.
|
|
(Thus, whereas the boxed particle model is in fact a model of particles interacting via a pair potential, the box model is more general.)
|
|
|
|
When the pair potential $v(\cdot)$ has a hard core, $\eta$ takes values in a bounded subset of $\gamma^d\N$.
|
|
Another generalization we will make is to allow $\eta$ to take discrete or continuous values, as we will now describe.
|
|
|
|
Let $0<\gamma\le 1$ (the scale parameter).
|
|
We allow both discrete and continuous non-negative values of $\eta:\Z^d\to S_\gamma$ where either $S_\gamma=[0,\infty)$, termed the \emph{continuous case}, or $S_\gamma=\gamma^d\Z\cap[0,\infty)$, termed the \emph{discrete case}.
|
|
|
|
Fix $\alpha, J_2>0$ (the coupling strengths) and $\beta>0$ (the inverse temperature)---these parameters will be held fixed throughout our arguments and will be omitted from the notation. Let $\lambda\in\R$ (the chemical potential). The formal Hamiltonian of the box model is given by
|
|
\begin{equation}\label{eq:Hamiltonian_box_rewritten}
|
|
H_{\lambda,\gamma}(\eta)
|
|
\coloneqq \gamma^{-d}\left(\sum_{v}\left[-\lambda\eta_v- \frac{1}{2}\alpha\eta_v^{2} + f_{\gamma}(\eta_v)\right]+\frac{1}{2}J_{2}\sum_{v\sim w}\abs{\eta_{v}-\eta_{w}}^{2}\right),
|
|
\end{equation}
|
|
where $f_{\gamma}:S_\gamma\to\R\cup\{+\infty\}$ is a measurable function for each $\gamma$, satisfying the convergence assumption in Section \ref{sec:convergence_assumptions} (in particular, these conditions allow for $f_\gamma$ to be the free energy for a system of particles interacting via a superstable, tempered pair interaction; see Section \ref{sec:convergence_assumptions} for details, and so the boxed particle model introduced above is a special case of the box model).
|
|
We note that $f_{\gamma}$ may depend on the fixed parameters $\alpha$, $J_2$, and $\beta$, but we will not make this dependence explicit.
|
|
|
|
Given an integer $L\ge 2$, the Gibbs measure of the box model on the discrete torus $\Lambda_L:=\mathbb Z^d/(L \mathbb Z)^d$ is
|
|
\begin{equation}\label{eq:box model finite-volume Gibbs measure periodic}
|
|
\frac{1}{\Xi^{L, \per}_{\lambda,\gamma}}e^{-\beta H_{\lambda,\gamma}^{L,\per}(\eta)}\prod_{v\in\Lambda_L}\dd{\nu}_\gamma(\eta_v)
|
|
\end{equation}
|
|
where $\nu_\gamma$ is Lebesgue measure on $S_\gamma=[0,\infty)$ in the continuous case and $\nu_\gamma$ is the normalized counting measure $\gamma^d\sum_{\rho\in S_\gamma}\delta_\rho$ in the discrete case, where $H_{\lambda,\gamma}^{L,\per}$ is given by the expression~\eqref{eq:Hamiltonian_box_rewritten} for $H_{\lambda,\gamma}$, changing the sums to run over $v\in\Lambda_L$ and $\{v,w\}\in E(\Lambda_L)$ (the edge set of the discrete torus graph), and where
|
|
\begin{equation}
|
|
\label{eq:box model finite-volume partition function periodic}
|
|
\Xi^{L,\per}_{\lambda,\gamma}:=\int e^{-\beta H_{\lambda,\gamma}^\Lambda(\eta)}\prod_{v\in\Lambda}\dd{\nu}_\gamma(\eta_v)
|
|
\end{equation}
|
|
is the partition function (normalizing constant). One may similarly define Gibbs measures with free or prescribed boundary conditions.
|
|
|
|
|
|
|
|
\subsubsection{Convergence assumptions}\label{sec:convergence_assumptions}
|
|
|
|
We assume that the functions $(f_\gamma)_{0<\gamma\le 1}$ satisfy one of the following two conditions: (in the discrete case, for convenience in stating the assumption, we extend $f_{\gamma}$ to $[0,\infty)$ by a linear interpolation)
|
|
\begin{enumerate}
|
|
\item Hard-core case: There is $\rho_{\cp}\in(0,\infty)$ and a continuous $f:[0,\rho_{\cp})\to\R$ such that:
|
|
\begin{enumerate}
|
|
\item For every $\rho_0\in[0,\rho_{\cp})$,
|
|
\begin{equation}\label{eq:uniform convergence below eta cp}
|
|
\lim_{\gamma\downarrow0}f_{\gamma}(\rho) = f(\rho)\quad\text{uniformly in $\rho\in[0,\rho_0]$.}
|
|
\end{equation}
|
|
\item
|
|
\begin{equation}\label{eq:convergence at eta cp}
|
|
\liminf_{\substack{\gamma\downarrow0\\\rho\to\rho_{\cp}}} f_{\gamma}(\rho) \ge \lim_{\rho\uparrow\rho_{\cp}} f(\rho)\in(-\infty,\infty]
|
|
\end{equation}
|
|
(the existence of the limit $\lim_{\rho\uparrow\rho_{\cp}} f(\rho)$ in $(-\infty,\infty]$ is part of the assumption).
|
|
\item There is $\rho_{\max}\in(\rho_{\cp},\infty)$ such that $f_{\gamma}(\rho)=\infty$ for all $\rho>\rho_{\max}$ and $0<\gamma\le 1$. In addition, for every $\rho_1>\rho_{\cp}$,
|
|
\begin{equation}\label{eq:uniform convergence above eta cp}
|
|
\lim_{\gamma\downarrow0}\inf_{\rho\ge \rho_1}f_{\gamma}(\rho) = \infty.
|
|
\end{equation}
|
|
\end{enumerate}
|
|
\item Soft-core case: There is a continuous $f:[0,\infty)\to\R$ such that:
|
|
\begin{enumerate}
|
|
\item For every $\rho_0\in[0,\infty)$,
|
|
\begin{equation}\label{eq:uniform convergence below infinity}
|
|
\lim_{\gamma\downarrow0}f_{\gamma}(\rho) = f(\rho)\quad\text{uniformly in $\rho\in[0,\rho_0]$.}
|
|
\end{equation}
|
|
\item
|
|
\begin{equation}\label{eq:growth at infinity}
|
|
\alpha_{\max}:=\liminf_{\substack{\gamma\downarrow0\\\rho\to\infty}}\frac{f_{\gamma}(\rho)}{\frac{1}{2}\rho^2}\in(0,\infty].
|
|
\end{equation}
|
|
\end{enumerate}
|
|
\end{enumerate}
|
|
To unify some of our later statements, we set $\alpha_{\max}\coloneqq\infty$ in the hard-core case.
|
|
We note that the above assumptions imply that the box model is well-defined for sufficiently small $\gamma$ and $\alpha<\alpha_\max$, in the sense made precise in Lemma~\ref{lem:model is well defined}.
|
|
|
|
|
|
\begin{remark}
|
|
\begin{enumerate}
|
|
\item In the hard-core case, it follows from~\eqref{eq:uniform convergence below eta cp} that
|
|
$\liminf_{\substack{\gamma\downarrow0\\\rho\to\rho_{\cp}}} f_{\gamma}(\rho) \le \liminf_{\rho\uparrow\rho_{\cp}} f(\rho)$. This complements the first inequality in~\eqref{eq:convergence at eta cp}, making it an equality.
|
|
|
|
\item
|
|
In the soft-core case, we note that~\eqref{eq:uniform convergence below infinity} and~\eqref{eq:growth at infinity} imply that
|
|
\begin{equation}\label{eq:growth of f at infinity}
|
|
\liminf_{\rho\to\infty}\frac{f(\rho)}{\frac{1}{2}\rho^2}\ge\alpha_\max.
|
|
\end{equation}
|
|
|
|
\item
|
|
The above assumptions are satisfied for the boxed particle model, for which we recall that $f_{\gamma}(\rho)$ (see (\ref{eq:box model finite-volume partition function periodic})) is the free energy for a system of particles that take positions in the hypercubic volume $\gamma^{-d}$ and interact via a superstable and tempered pair potential.
|
|
This is a consequence of well-known results by Ruelle \cite{Ruelle69, ruelle1963classical}.
|
|
For more detailed references and a proof that these conditions are satisfied for superstable and tempered potentials, see Appendix \ref{app:ruelle} and Proposition \ref{prop:convergence_assumptions}.
|
|
In particular, the assumptions are verified when the interaction is a hard core, or the Lennard--Jones potential, or the Morse potential; see Proposition \ref{prop:superstable_examples}.
|
|
\end{enumerate}
|
|
\end{remark}
|
|
|
|
|
|
|
|
\subsubsection{Main results}
|
|
\label{sec:main results}
|
|
|
|
Our first result identifies the limiting grand-canonical pressure of the box model, showing that it coincides with the expression obtained by Gates--Penrose in the limit $\gamma\downarrow 0$ \cite{gates1969vani}.
|
|
Define the {\it canonical mean-field free energy density} (following the nomenclature of \cite[(10.2.1.3)]{presutti2008scaling})
|
|
\begin{equation}\label{eq:mean-field free energy density}
|
|
\phi_{\lambda}(\rho)
|
|
:= -\lambda\rho-\frac{1}{2}\alpha\rho^{2}+ f(\rho).
|
|
\end{equation}
|
|
|
|
\begin{theorem}
|
|
\label{thm:comparison_with_GP}
|
|
In every dimension $d\ge 1$,
|
|
\begin{equation}
|
|
\lim_{\substack{L\to\infty\\\gamma\downarrow0}}\frac{1}{\beta\gamma^{-d}|\Lambda_L|}\log\Xi^{L, \per}_{\lambda,\gamma} = -\inf_{\rho}\phi_{\lambda}(\rho),
|
|
\end{equation}
|
|
with the infimum over $\rho\in[0,\rho_\cp)$ in the hard-core case and over $\rho\in[0,\infty)$ in the soft-core case.
|
|
\end{theorem}
|
|
The same result (with the same proof) also holds for free boundary conditions, or for prescribed boundary conditions which are uniformly bounded as $L\to\infty, \gamma\downarrow 0$.
|
|
|
|
Lebowitz--Penrose~\cite{lebowitz1966rigorous} (canonical ensemble), followed by Gates--Penrose~\cite{gates1969vani} (grand-canonical ensemble), proved the existence of a liquid-vapor phase transition in the mean-field limit $\gamma\downarrow 0$ whenever the function $\phi_\lambda$ is non-convex. Our main result establishes the liquid-vapor phase transition at positive $\gamma$ (i.e., before taking the mean-field limit) in the box model.
|
|
|
|
\begin{theorem}\label{thm:main}
|
|
Suppose the dimension $d\ge 2$. Suppose $\beta>0$ and $0<\alpha<\alpha_{\max}$ are such that $\phi_\lambda$ is non-convex (this property does not depend on $\lambda$). Then there exists $\gamma_0 > 0$ such that for all $0<\gamma\le\gamma_0$ there exists $\lambda(\gamma)$ for which the box model admits two distinct translation-invariant Gibbs measures that differ from each other in their value for the average density.
|
|
\end{theorem}
|
|
|
|
Moreover, as we formulate next, we show that the critical chemical potential and the densities of the liquid and vapor phases tend to their mean-field values as $\gamma\downarrow 0$.
|
|
|
|
In the hard-core case, the function $f$ is defined on the interval $[0,\rho_{\cp})$. We extend its domain to $[0,\rho_\cp]$ by setting
|
|
\begin{equation}\label{eq:f extension to rho cp}
|
|
f(\rho_{\cp}):=\lim_{\rho\uparrow\rho_\cp} f(\rho),
|
|
\end{equation}
|
|
noting that $f(\rho_\cp)\in(-\infty,\infty]$ by~\eqref{eq:convergence at eta cp}. This also extends the domain of $\phi_\lambda$ to $[0,\rho_\cp]$, for all $\lambda$, via~\eqref{eq:mean-field free energy density}.
|
|
|
|
Suppose $\beta>0$ and $0<\alpha<\alpha_{\max}$ are such that $\phi_\lambda$ is non-convex. Let $\lambda_*\in\R$ be such that $\phi_{\lambda_*}$ attains its global minimum at (at least) two points $\rho_{*,-}<\rho_{*,+}$ with $\phi_{\lambda_\ast}$ non-constant on the interval $[\rho_{*,-},\rho_{*,+}]$; such a $\lambda_*$ necessarily exists by the non-convexity of $\phi_{\lambda}$ and \eqref{eq:convergence at eta cp}, in the hard-core case, or \eqref{eq:growth of f at infinity}, in the soft-core case.
|
|
Let
|
|
\begin{equation}
|
|
\mathcal{M}:=\set{\rho\mid \phi_{\lambda_*}(\rho)=\inf_{\rho'}\phi_{\lambda_*}(\rho')}
|
|
\end{equation}
|
|
be the points where the global minimum is attained. Fix $\rho_{*,0}$ with $\rho_{*,-}<\rho_{*,0}<\rho_{*,+}$ and $\rho_{*,0}\notin\mathcal{M}$.
|
|
|
|
\begin{theorem}
|
|
\label{thm:detail}
|
|
Suppose the dimension $d\ge 2$ and proceed in the above setup.
|
|
Then there exists $\gamma_0 > 0$ such that, for all $0<\gamma\le\gamma_0$, there exists $\lambda_c(\gamma)$ for which the box model with $\lambda=\lambda_c(\gamma)$ admits two translation-invariant Gibbs measures $\P^\pm_{\lambda_c(\gamma), \gamma}$ and we have
|
|
\begin{equation}\label{eq:convergence of critical chemical potential}
|
|
\lim_{\gamma\downarrow0}\lambda_c(\gamma) = \lambda_*
|
|
\end{equation}
|
|
and, for every open set $U\subset\R$ containing $\mathcal{M}$,
|
|
\begin{equation}\label{eq:density concentration}
|
|
\lim_{\gamma\downarrow0}\P^-_{\lambda_c(\gamma), \gamma}(\eta_0\in U\cap[0,\rho_{*,0}))=\lim_{\gamma\downarrow0}\P^+_{\lambda_c(\gamma), \gamma}(\eta_0\in U\cap(\rho_{*,0},\infty))=1.
|
|
\end{equation}
|
|
\end{theorem}
|
|
|
|
\begin{remark}\label{remark:remark after main theorem}
|
|
In the (generic) case when $\mathcal{M}$ consists solely of the two points $\rho_{*,\pm}$, it follows from~\eqref{eq:density concentration} that the distribution of $\eta_0$ under $\P^\pm_{\lambda_c(\gamma), \gamma}$ converges in distribution to a delta measure at $\rho_{*,\pm}$.
|
|
\end{remark}
|
|
|
|
\subsection{The $(J,\omega)$-spin model and a condition for first-order phase transition}\label{J omega model section}
|
|
|
|
The main idea of the proof of Theorem \ref{thm:main} is to use the reflection positivity of the box model to derive a chessboard estimate, which allows us to use a result by Dobrushin and Shlosman \cite{shlosman1986method} guaranteeing the existence of the phase transition.
|
|
For the sake of completeness, we state and prove a version of the Dobrushin--Shlosman criterion that is suited to our result in Section \ref{sec:dobrushin_shlosman}.
|
|
|
|
Our analysis applies to a wider class of models. In this section, we introduce this class and state a condition that ensures a first-order phase transition therein.
|
|
|
|
|
|
|
|
\subsubsection{The $(J,\omega)$-spin model}
|
|
Given $J\ge0$ and a Borel measure $\omega$ on $\R^n$ with finite, positive total measure (i.e., $\omega(\R^n)\in(0,\infty)$), we give the name $(J,\omega)$-spin model to the $n$-component Gaussian free field with coupling constant $J$ and single-site measure $\omega$. This is the model on configurations $\eta:\Z^d\to\R^n$ whose formal Hamiltonian is
|
|
\begin{equation}\label{eq:(J,omega)-spin model Hamiltonian}
|
|
H(\eta):=J\sum_{v\sim w}\norm{\eta_{v}-\eta_{w}}^{2}.
|
|
\end{equation}
|
|
|
|
To apply the chessboard estimate, we consider the model on the discrete torus $\Lambda_L=\mathbb Z^d/(L \mathbb Z)^d$: Its finite-volume Hamiltonian is
|
|
\begin{equation}\label{Jw_ham}
|
|
H^L_J(\eta):=J\sum_{\{v,w\}\in E(\Lambda_L)}\norm{\eta_{v}-\eta_{w}}^{2}
|
|
\end{equation}
|
|
on configurations $\eta:\Lambda_L\to\R^n$, where $E(\Lambda_L)$ denotes the usual edge set of $\Lambda_L$, thought of as a graph, and $\|\cdot\|$ is the Euclidean norm (when convenient, we also regard such configurations as periodic functions on the entire $\Z^d$).
|
|
The corresponding finite-volume Gibbs measure is
|
|
\begin{equation}
|
|
\P^{L,\per}_{J,\omega}(\dd{\eta})=\frac1{\Xi^{L,\per}_{J,\omega}} e^{-H^L_J(\eta)}\prod_{v\in\Lambda_L} \omega(\dd{\eta}_v)
|
|
\label{prob_Jw}
|
|
\end{equation}
|
|
where $\Xi^{L,\per}_{J,\omega_\lambda}$ is the partition function:
|
|
\begin{equation}
|
|
\Xi^{L,\per}_{J,\omega}:=\int e^{-H^L_J(\eta)}\prod_{v\in\Lambda_L}\omega(\dd{\eta}_v)
|
|
.
|
|
\label{partition_function}
|
|
\end{equation}
|
|
|
|
We will need (a bound on) the grand-canonical pressure
|
|
\begin{equation}
|
|
\label{eqn:spin-model_free-energy}
|
|
\psi_{J,\omega}:=\liminf_{L\to\infty}\frac{1}{L^d}\log\Xi_{J,\omega}^{L,\per}.
|
|
\end{equation}
|
|
For later applications, we note the simple inequality
|
|
\begin{equation}
|
|
\label{eqn:f-upper-bound}
|
|
e^{\psi_{J,\omega}} \ge \sup_{S} e^{-dJ\diam(S)^{2}}\omega(S)
|
|
\end{equation}
|
|
where the supremum is over all measurable $S\subset\R^n$ and $\diam(S):=\sup_{x,y\in S}\|x-y\|$. Indeed, for each such $S$ we have
|
|
\begin{equation}
|
|
\label{eqn:partition-function-lower-bound}
|
|
\Xi_{J,\omega}^{L,\per}
|
|
\ge \int_{S^{\Lambda_L}} e^{-H^L_J(\eta)}\prod_v \omega(\dd{\eta}_v) \ge e^{-J\diam(S)^2|E(\Lambda_L)|}\omega(S)^{|\Lambda_L|}.
|
|
\end{equation}
|
|
|
|
|
|
|
|
\subsubsection{A continuous family of $(J,\omega)$-spin models}
|
|
\label{sec:continuous family of spin models}
|
|
|
|
We consider a \emph{continuous family of $(J,\omega)$-spin models}, indexed by $\lambda$ in an interval $[\lambda_-,\lambda_+]$.
|
|
Precisely, we consider a continuous function $\lambda\mapsto J_\lambda\ge 0$, and a function $\lambda\mapsto \omega_\lambda$ from $[\lambda_-,\lambda_+]$ to the set of Borel measures on $\R^n$ with finite, positive total measure that is continuous in distribution, in the sense that, for any converging sequence $\lambda_k\in[\lambda_-,\lambda_+]$ with $\lambda_k\to \lambda$ and any bounded continuous $g:\mathbb R^n\to \mathbb R$,
|
|
\begin{equation}
|
|
\label{eqn:good regions_continuity}
|
|
\lim_{k\to\infty}\frac{1}{\omega_{\lambda_k}(\R^n)}\int g \dd{\omega}_{\lambda_k}=\frac{1}{\omega_{\lambda}(\R^n)}\int g \dd{\omega}_\lambda
|
|
.
|
|
\end{equation}
|
|
|
|
|
|
The box model defined in (\ref{eq:Hamiltonian_box}) corresponds to choosing $n=1$, letting
|
|
\begin{equation}
|
|
J_{\lambda,\gamma}=\frac12\beta J_2\gamma^{-d}
|
|
\end{equation}
|
|
and letting
|
|
\begin{equation}
|
|
\omega_{\lambda,\gamma}(\dd{\rho})=e^{\beta\gamma^{-d}(-\lambda\rho-\frac12\alpha\rho^2+f_{\gamma}(\rho))}\nu_\gamma(\dd\rho),
|
|
\end{equation}
|
|
where $\nu_\gamma$ was defined after~\eqref{eq:box model finite-volume Gibbs measure periodic}.
|
|
These choices define a continuous family of $(J,\omega)$-spin models; see Section \ref{sec:deduction of main theorem}.
|
|
|
|
|
|
|
|
|
|
\subsubsection{First-order phase transition}
|
|
|
|
We now introduce further conditions that we will use for showing the existence of a first-order phase transition.
|
|
In these conditions, it is convenient to normalize the single-site measures using the pressures of~\eqref{eqn:spin-model_free-energy}: define, for each $\lambda\in[\lambda_-,\lambda_+]$,
|
|
\begin{equation}
|
|
\tilde \omega_\lambda:=e^{-\psi_{J_\lambda,\omega_\lambda}}\omega_\lambda
|
|
.
|
|
\label{normalized_omega}
|
|
\end{equation}
|
|
|
|
|
|
\begin{assumption}\label{as:good regions}
|
|
There exist closed sets $G_-,G_+\subset\R^n$ and $\theta_1,\theta_2,\theta_3\ge 0$ such that
|
|
\begin{enumerate}
|
|
\item The complement of $G_-\cup G_+$ has small measure: for all $\lambda\in[\lambda_-,\lambda_+]$,
|
|
\begin{equation}
|
|
\label{eqn:good regions_double-well}
|
|
\tilde\omega_{\lambda}((G_-\cup G_+)^{c})\le\theta_1
|
|
.
|
|
\end{equation}
|
|
\item $G_-$ and $G_+$ are separated: for all $\lambda\in[\lambda_-,\lambda_+]$,
|
|
\begin{equation}
|
|
\label{eqn:good regions_separation}
|
|
e^{-\frac{1}{2}J_\lambda\dist(G_-, G_+)^2}(\tilde\omega_{\lambda}(G_-)\tilde\omega_{\lambda}(G_+))^{1/2} \le\theta_2
|
|
\end{equation}
|
|
with $\mathrm{dist}(G_-,G_+):=\inf_{x_-\in G_-,x_+\in G_+}\norm{x_--x_+}$.
|
|
|
|
\item The region $G_\#$ is dominant at $\lambda_\#$:
|
|
\begin{equation}
|
|
\label{eqn:good regions_endpoints}
|
|
\tilde\omega_{\lambda_\#}(G_\#^{c})\le\theta_3,
|
|
\quad\#\in\set{-,+}.
|
|
\end{equation}
|
|
\end{enumerate}
|
|
\end{assumption}
|
|
|
|
\begin{theorem}
|
|
\label{thm:phase-transition}
|
|
Suppose the dimension $d\ge 2$.
|
|
For each $\epsilon\in(0,1/2)$ there exists $c(\eps, d)>0$ depending only on $\eps$ and the dimension $d$ such that the following holds.
|
|
If Assumption~\ref{as:good regions} holds with $\max\{\theta_1,\theta_2,\theta_3\}\le c(\eps, d)$, then there exists $\lambda_{\mathrm c}\in(\lambda_-,\lambda_+)$ such that the $(J_{\lambda_c},\omega_{\lambda_c})$-spin model has two distinct translation-invariant Gibbs measures $\P_{-},\P_{+}$.
|
|
Moreover,
|
|
\begin{equation}\label{eq:P plus minus properties}
|
|
\P_{\pm}(\eta_{0}\in G_{\pm})\ge 1-\epsilon
|
|
.
|
|
\end{equation}
|
|
\end{theorem}
|
|
|
|
\begin{remark}
|
|
An explicit expression for the constant $c(\eps,d)$ can be obtained by examining the proofs in Section \ref{sec:Dobrushin-Shlosman_estimates}.
|
|
\end{remark}
|
|
|
|
\section{The Dobrushin--Shlosman criterion}
|
|
\label{sec:dobrushin_shlosman}
|
|
|
|
The main tool in the proof of Theorem~\ref{thm:phase-transition} is the Dobrushin--Shlosman criterion \cite{dobrushin1981phases},~\cite[Section 4]{shlosman1986method} for the existence of a first-order phase transition.
|
|
We present below a version of the criterion, adapted to our setting with the $(J,\omega)$-spin model.
|
|
|
|
\begin{theorem}[Dobrushin--Shlosman criterion]\label{thm:DS theorem}
|
|
Let $(J_\lambda,\omega_\lambda)_{\lambda\in[\lambda_-,\lambda_+]}$ be a continuous family of $(J,\omega)$-spin models.
|
|
For each $\lambda\in[\lambda_-,\lambda_+]$, let $\P_\lambda$ be a translation-invariant Gibbs measure of the $(J_\lambda,\omega_\lambda)$-spin model, such that the family of probability measures $(\P_\lambda)_{\lambda\in[\lambda_-,\lambda_+]}$ is tight.
|
|
Let $0<\eps<\frac{1}{2}$.
|
|
Suppose that there exist disjoint closed subsets $G_-,G_+\subset \mathbb \R^n$ and $\delta_1,\delta_2>0$ such that
|
|
\begin{enumerate}
|
|
\item $\delta_1+\delta_2 \leqslant 1-\frac \epsilon 2-\sqrt{1-\epsilon}$; \label{itm:DS theorem_constants}
|
|
\item \label{itm:all lambda} for all $\lambda\in[\lambda_-,\lambda_+]$ and $v,w\in \mathbb Z^d$,
|
|
\begin{align}
|
|
&\mathbb P_\lambda(\eta_0\notin G_-\cup G_+)\le \delta_1,\label{eta_out}\\
|
|
&\mathbb P_\lambda(\eta_v\in G_-, \eta_w\in G_+)\le \delta_2;\label{eta_+-}
|
|
\end{align}
|
|
\item $\P_{\lambda_\#}(\eta_0\in G_\#)\ge 1-\eps$ for $\#\in\{-,+\}$.
|
|
\label{itm:DS theorem_endpoints}
|
|
\end{enumerate}
|
|
Then, there exists $\lambda_c\in[\lambda_-,\lambda_+]$ such that the $(J_{\lambda_c},\omega_{\lambda_c})$-spin model admits two distinct translation-invariant Gibbs measures $\P_{\lambda_c,-}$ and $\P_{\lambda_c,+}$.
|
|
Moreover,
|
|
\begin{equation}
|
|
\P_{\lambda_c,\#}(\eta_0\in G_\#)\ge 1-\eps
|
|
,\quad
|
|
\#\in\set{-,+}.
|
|
\end{equation}
|
|
\end{theorem}
|
|
|
|
We give a proof of the theorem for completeness, starting with the following lemma.
|
|
|
|
\begin{lemma}
|
|
\label{claim:DS-ergodic}
|
|
Define $\Delta_L:=\set{-L,-L+1,\dots,L-1,L}^d$ for each $L\ge 2$.
|
|
Let $\lambda\in[\lambda_-,\lambda_+]$. Let $\eta$ be sampled from $\P_\lambda$.
|
|
Define
|
|
\begin{equation}\label{eq:Pi def}
|
|
\Pi_\#(\eta):=\lim_{L\rightarrow\infty}\frac{1}{\abs{\Delta_L}}\sum_{v\in\Delta_L}\indicator{G_\#}(\eta_v),\quad \#\in\{-,+\},
|
|
\end{equation}
|
|
which exist almost surely by the Birkhoff-Khinchin ergodic theorem.
|
|
Under the assumptions of Theorem \ref{thm:DS theorem}, for all $\delta_3>0$,
|
|
\begin{equation}\label{eq:large limiting density}
|
|
\P_\lambda\left(\max\set{\Pi_-,\Pi_+}\ge 1-\delta_3\right)\ge 1-\frac{2(\delta_1+\delta_2)}{\delta_3}.
|
|
\end{equation}
|
|
\end{lemma}
|
|
|
|
\begin{proof}
|
|
For each $L\ge 2$ and configuration $\eta$, define
|
|
\begin{align}
|
|
\Pi_{\#,L}(\eta){}&:=\frac{1}{\abs{\Delta_L}}\sum_{v\in\Delta_L}\indicator{G_\#}(\eta_v),\quad\#\in\set{-,+},\\
|
|
\Psi_L(\eta){}&:=\frac{1}{\abs{\Delta_L}^2}\sum_{v,w\in\Delta_L}\indicator{(G_-^2\cup G_+^2)^c}(\eta_v,\eta_w).
|
|
\end{align}
|
|
Let $L\ge 2$.
|
|
By \eqref{eta_out} and \eqref{eta_+-},
|
|
\begin{equation}
|
|
\begin{multlined}
|
|
\E_\lambda[\Psi_L]\le\frac{1}{\abs{\Delta_L}^2}\sum_{v,w\in\Delta_L}\left[
|
|
\P_\lambda(\eta_v\not\in G_-\cup G_+)
|
|
+\P_\lambda(\eta_w\not\in G_-\cup G_+)\right.
|
|
\\
|
|
\left.
|
|
+\P_\lambda(\eta_v\in G_-,\eta_w\in G_+)
|
|
+\P_\lambda(\eta_w\in G_-,\eta_v\in G_+)\right]
|
|
\le 2 (\delta_1+\delta_2).
|
|
\end{multlined}
|
|
\end{equation}
|
|
Hence, by Markov's inequality,
|
|
\begin{equation}
|
|
\label{eqn:Dobrushin-Shlosman_Markov-inequality}
|
|
\P_\lambda(\Psi_L<\delta_3)\ge 1-\frac{2(\delta_1+\delta_2)}{\delta_3}.
|
|
\end{equation}
|
|
Now, since $G_-$ and $G_+$ are disjoint, $\Pi_{-,L}+\Pi_{+,L}\le 1$, so
|
|
\begin{equation}
|
|
\label{eqn:Dobrushin-Shlosman_manipulation}
|
|
\max\set{\Pi_{-,L},\Pi_{+,L}}
|
|
\ge
|
|
\max\set{\Pi_{-,L},\Pi_{+,L}}(\Pi_{-,L}+\Pi_{+,L})
|
|
\ge
|
|
\Pi_{-,L}^2+\Pi_{+,L}^2=1-\Psi_L.
|
|
\end{equation}
|
|
Combining \eqref{eqn:Dobrushin-Shlosman_Markov-inequality} and \eqref{eqn:Dobrushin-Shlosman_manipulation}, we get that
|
|
\begin{equation}
|
|
\P_\lambda(\max\{\Pi_{-,L},\Pi_{+,L}\}\ge 1-\delta_3)\ge 1-\frac{2(\delta_1+\delta_2)}{\delta_3}.
|
|
\end{equation}
|
|
We conclude the proof using that $\Pi_{\#,L}\rightarrow\Pi_{\#}$ almost surely as $L\rightarrow\infty$.
|
|
\end{proof}
|
|
|
|
We are now ready to prove Theorem~\ref{thm:DS theorem}.
|
|
|
|
\begin{proof}[Proof of Theorem~\ref{thm:DS theorem}]
|
|
Define
|
|
\begin{equation}
|
|
T_\#:=\left\{\lambda\in[\lambda_-,\lambda_+] \mid \P_\lambda(\eta_0\in G_\#)\ge 1-\eps\right\},\quad \#\in\{-,+\}.
|
|
\end{equation}
|
|
We consider two cases.
|
|
|
|
First, suppose that $T_-\cup T_+\neq[\lambda_-,\lambda_+]$.
|
|
In other words, there exists $\lambda_c\in[\lambda_-,\lambda_+]$ such that
|
|
\begin{equation}\label{eq:P_lambda choice}
|
|
\P_{\lambda_c}(\eta_0\in G_\#)< 1-\eps,\quad\#\in\{-,+\}.
|
|
\end{equation}
|
|
By considering the ergodic decomposition of $\P_{\lambda_c}$ (see, e.g., \cite[Theorem 14.17]{georgii2011gibbs}), we have that (recalling~\eqref{eq:Pi def})
|
|
\begin{equation}\label{eq:probaility as expectation}
|
|
\P_{\lambda_c}(\eta_0\in G_\#) = \E_{\lambda_c}[\Pi_\#],\quad \#\in\{-,+\}.
|
|
\end{equation}
|
|
Using Item \ref{itm:DS theorem_constants} of the assumptions of the theorem, it is straightforward to check that there exists $\delta_3>0$ such that $(1-\delta_3)(1-2(\delta_1+\delta_2)/\delta_3)=1-\epsilon$ and $\delta_3\le\epsilon$.
|
|
|
|
\begin{claim}\label{claim:phase-transition_nonzero-prob}
|
|
\begin{equation}
|
|
\label{eqn:phase-transition_nonzero-prob}
|
|
\P_{\lambda_c}(\Pi_\#>1-\delta_3)>0,\quad\#\in\set{-,+}.
|
|
\end{equation}
|
|
\end{claim}
|
|
|
|
\begin{proof}
|
|
We treat only the $\#=-$ case, as the other case is similar.
|
|
Suppose by contradiction that $\P_{\lambda_c}(\Pi_->1-\delta_3)=0$.
|
|
By Markov's inequality, Lemma~\ref{claim:DS-ergodic}, and the choice of $\delta_3$, we have that
|
|
\begin{equation}
|
|
\label{eqn:phase-transition_observable-lower-bound}
|
|
\E_{\lambda_c}[\Pi_+]
|
|
\ge\P_{\lambda_c}(\Pi_+\ge 1-\delta_3)(1-\delta_3)
|
|
\ge\left(1-\frac{2(\delta_1+\delta_2)}{\delta_3}\right)(1-\delta_3)=1-\epsilon.
|
|
\end{equation}
|
|
On the other hand, from~\eqref{eq:P_lambda choice} and~\eqref{eq:probaility as expectation}, it follows that $\E_{\lambda_c}[\Pi_+]<1-\epsilon$, which contradicts \eqref{eqn:phase-transition_observable-lower-bound}.
|
|
\end{proof}
|
|
|
|
We now deduce that $\P_{\lambda_c}$ is not ergodic.
|
|
Indeed, suppose by contradiction that $\P_{\lambda_c}$ is ergodic.
|
|
As $\set{\Pi_\#>1-\delta_3}$ is a translation-invariant event, Claim \ref{claim:phase-transition_nonzero-prob} implies that $\mathbb P_{\lambda_c}(\Pi_\#>1-\delta_3)=1$, $\#\in\set{-,+}$.
|
|
Thus, there exists a configuration $\eta$ such that $\Pi_\#(\eta)>1-\delta_3$, $\#\in\set{-,+}$, so $1\ge \Pi_-(\eta)+\Pi_+(\eta)>2(1-\delta_3)\ge 2(1-\epsilon)>1$, a contradiction.
|
|
Therefore, $\mathbb P_{\lambda_c}$ is not ergodic, so its ergodic decomposition~\cite[Theorem 14.17]{georgii2011gibbs} contains two translation-invariant Gibbs measures $\P_{\lambda_c,-},\P_{\lambda_c,+}$ of the $(J_{\lambda_c},\omega_{\lambda_c})$-spin model
|
|
such that
|
|
\begin{equation}
|
|
\P_{\lambda_c,\#}(\eta_0\in G_\#)
|
|
=\E_{\lambda_c,\#}[\Pi_\#]
|
|
\ge 1-\delta_3\ge 1-\epsilon,\quad\#\in\{-,+\},
|
|
\end{equation}
|
|
establishing Theorem~\ref{thm:DS theorem} in this case.
|
|
|
|
Second, suppose that $T_-\cup T_+=[\lambda_-,\lambda_+]$. By Item \ref{itm:DS theorem_endpoints} of the assumptions, $\lambda_-\in T_-$ and $\lambda_+\in T_+$, so $T_-$ and $T_+$ are both non-empty.
|
|
As $[\lambda_-,\lambda_+]$ is connected, it follows that there exists $\lambda_c\in\overline{T}_-\cap\overline{T}_+$ (where $\overline{A}$ denotes the closure of a set $A$).
|
|
Let $(\lambda_{n,-})_{n\ge 1}\subset T_-$ satisfy $\lambda_{n,-}\to\lambda_c$.
|
|
As the family $(\P_\lambda)_{\lambda\in[\lambda_-,\lambda_+]}$ is tight, it follows that $\P_{\lambda_{n_k,-}}\to \P_{\lambda_c,-}$ in distribution for some subsequence $(n_k)_{k\ge 1}$. The limit measure is a Gibbs measure of the $(J_{\lambda_c},\omega_{\lambda_c})$-spin model (see Proposition \ref{prop:convergence-of-Gibbs-measures}) and is clearly translation-invariant.
|
|
Moreover, since $G_-$ is closed,
|
|
\begin{equation}
|
|
\P_{\lambda_c,-}(\eta_0\in G_-)\ge \limsup_{k\rightarrow\infty} \P_{\lambda_{n_k,-}}(\eta_0\in G_-)\ge 1-\eps.
|
|
\end{equation}
|
|
By a symmetric argument, we obtain a translation-invariant Gibbs measure $\P_{\lambda_c,+}$ of the $(J_{\lambda_c},\omega_{\lambda_c})$-spin model satisfying $\P_{\lambda_c,+}(\eta_0\in G_+)\ge 1-\eps$.
|
|
This completes the proof of the theorem.
|
|
\end{proof}
|
|
|
|
|
|
|
|
\section{Phase co-existence in the $(J,\omega)$-spin model}
|
|
|
|
In this section, we prove Theorem \ref{thm:phase-transition}.
|
|
Our proof is based on a criterion for the existence of first-order phase transitions due to Dobrushin and Shlosman \cite{shlosman1986method}; see Theorem \ref{thm:DS theorem}.
|
|
We re-prove this Theorem in Section \ref{sec:dobrushin_shlosman} in greater detail than the original reference.
|
|
In particular, our proof of this result applies to models with unbounded spin values.
|
|
|
|
|
|
\subsection{Reflection positivity and chessboard estimate}
|
|
\label{sec:chessboard_estimate}
|
|
|
|
We rely on the {\it chessboard estimate}, which follows from the reflection positivity of the $(J,\omega)$-spin model.
|
|
It is convenient to use \emph{reflections through hyperplanes intersecting edges}.
|
|
|
|
\subsubsection{Notation}
|
|
We continue to work on the discrete torus $\Lambda_L=\mathbb Z^d/(L \mathbb Z)^d$, restricting to even values of $L$.
|
|
For $1\le i\le d$ and $p\in \Z+\frac{1}{2}$, define the reflection of $\Lambda_L$ through the hyperplane orthogonal to direction $i$ at coordinate $p$,
|
|
\begin{equation}\label{eq:reflection transformation}
|
|
(\tau_{i,p}(v))_j:=\begin{cases} 2p-v_j\ (\mathrm{mod}\ L)&\text{if } j=i\\
|
|
v_j&\text{otherwise}\end{cases}.
|
|
\end{equation}
|
|
|
|
Now $\tau_{i,p}$ naturally acts on spin configurations $\eta$, and on functions of spin configurations. With a slight abuse of notation, we denote these actions by $\tau_{i,p}$ as well:
|
|
\begin{equation}
|
|
(\tau_{i,p}\eta)_v:=\eta_{\tau_{i,p}(v)}
|
|
,\quad
|
|
\tau_{i,p} f(\eta):=f(\tau_{i,p}(\eta))
|
|
.
|
|
\end{equation}
|
|
|
|
Given $x\in\Z^{d}$ and $\vec{\ell}\in\Z_{\ge 0}^{d}$ such that $2(\vec\ell_i+1)$ divides $L$ for all $i$, define $R=R_{\vec{\ell},x}:=\prod_{i=1}^{d}[x_i,x_i+\vec{\ell}_i]\cap\Z^{d}$ as the box with corner $x$ and side lengths $\vec{\ell}$.
|
|
Let $T^R_{L}$ be the group of isomorphisms of $\Lambda_L$ that is generated by the reflections
|
|
\begin{equation}
|
|
\bigcup_{i=1}^d \set{\tau_{i,p}\mid p\in x_i-\frac{1}{2}+(\vec{\ell}_i+1)\Z} \label{eq:P^R vert}
|
|
.
|
|
\end{equation}
|
|
Note that
|
|
\begin{equation}\label{eq:size of T^R_L}
|
|
\abs{T^R_L}=\prod_{i=1}^d\frac{L}{\vec{\ell}_i+1}.
|
|
\end{equation}
|
|
We also let $T^R$ be the group of isomorphisms of $\Z^d$ generated by the reflections in~\eqref{eq:P^R vert} (so that $T^R$ is infinite).
|
|
|
|
Recall that configurations of the $(J,\omega)$-spin model are functions $\eta:\Z^d\to\R^n$. An \emph{observable}, i.e., a measurable function $f:(\R^n)^{\Z^d}\to\R$, is called \emph{$R$-local} if $f(\eta)$ depends only on the restriction of $\eta$ to $R$.
|
|
|
|
\subsubsection{The chessboard estimate}
|
|
We are now ready to state the chessboard estimate.
|
|
Its proof is standard (see e.g. \cite[Theorem 5.8]{biskup2009reflection}, \cite[Theorem 10.11 and Remark 10.15]{friedli2017statistical}, or \cite[Section 2.7.1]{peled2019lectures}), and follows from the reflection positivity of the $(J,\omega)$-spin model, which is also standard (see e.g. \cite[Section 10.3.2]{friedli2017statistical}).
|
|
We will not reproduce either proof here.
|
|
|
|
\begin{lemma}[Chessboard estimate]
|
|
\label{lem:chessboard}
|
|
Let $J>0$ and $\omega$ be a Borel measure on~$\R^n$ with finite, positive total measure.
|
|
Let $L\in\Z_{\ge 0}$ and $\vec{\ell}\in\Z_{\ge 0}^{d}$ satisfy that $2(\vec\ell_i+1)$ divides $L$ for all $i$. Let $x\in\Z^d$ and $R:=R_{\vec\ell,x}$. Let $A\subset T^{R}_L$ and $(f_{\tau})_{\tau\in A}$ be bounded $R$-local observables.
|
|
Then
|
|
\begin{equation}
|
|
\mathbb P_{J,\omega}^{L,\per}\left(\prod_{\tau\in A}\tau f_{\tau}\right)\le\prod_{\tau\in A}\|f_{\tau}\|_{J,\omega}^{R|L}
|
|
\end{equation}
|
|
where $\|\cdot\|_{J,\omega}^{R|L}$ is the chessboard seminorm of $f$, defined by
|
|
\begin{equation}
|
|
\label{eq:vertex chessboard norm def}
|
|
\norm{f}_{J,\omega}^{R\mid L} :=\Bigg[\mathbb P_{J,\omega}^{L,\per}\Bigg(\prod_{\tau\in T^{R}_{L}}(\tau f)\Bigg)\Bigg]^{1/\abs{T^{R}_{L}}},
|
|
\end{equation}
|
|
noting that $\abs{T^{R}_{L}}$ is given by~\eqref{eq:size of T^R_L}.
|
|
\end{lemma}
|
|
|
|
In our use of the chessboard estimate, it is convenient to pass to infinite volume. We first define the notion of a torus-limit Gibbs measure, taking care to take the limit on tori with highly divisible side lengths, to satisfy the assumptions of the chessboard estimate for arbitrary $\vec{\ell}\in\Z_{\ge 0}^d$.
|
|
|
|
\begin{definition}
|
|
\label{def:torus-limit}
|
|
We call a Gibbs measure $\P_{J,\omega}$ a \emph{torus-limit Gibbs measure of the $(J,\omega)$-spin model} if it is obtained as a limit in distribution along a subsequence of the (finite-volume) torus Gibbs measures $(\P^{k!,\per}_{J,\omega})_k$.
|
|
\end{definition}
|
|
|
|
\begin{corollary}[The chessboard estimate in the limit]
|
|
\label{cor:infinite-volume-chessboard-estimate}
|
|
Let $J\ge 0$ and $\omega$ be a Borel measure on~$\R^n$ with finite, positive total measure. Let $x\in\Z^d$, $\vec{\ell}\in\Z_{\ge 0}^{d}$ and $R:= R_{\vec\ell,x}$. Let $A\subset T^{R}$ be finite and $(f_{\tau})_{\tau\in A}$ bounded, $R$-local, lower semi-continuous observables.
|
|
Let $\P_{J,\omega}$ be a torus-limit Gibbs measure of the $(J,\omega)$-spin model.
|
|
Then,
|
|
\begin{equation}\label{eq:chessboard estimate infinite volume}
|
|
\P_{J,\omega}\left(\prod_{\tau\in A}\tau f_{\tau}\right)
|
|
\le \prod_{\tau\in A}\norm{f_{\tau}}_{J,\omega}^{R}
|
|
\end{equation}
|
|
where we define
|
|
\begin{equation}
|
|
\norm{f_{\tau}}_{J,\omega}^{R}:=\limsup_{k\rightarrow\infty}\norm{f_{\tau}}_{J,\omega}^{R\mid k!}.
|
|
\end{equation}
|
|
\end{corollary}
|
|
|
|
\begin{proof}
|
|
By an immediate application of the Portmanteau theorem and the finite-volume chessboard estimate (Lemma \ref{lem:chessboard}).
|
|
\end{proof}
|
|
|
|
Though not needed for our results, we remark that it is desirable to extend~\eqref{eq:chessboard estimate infinite volume} to general periodic Gibbs measures, rather than just torus-limit Gibbs measures. Such an extension was demonstrated in~\cite{hadas2025columnar} for a different model. However, while the proof of~\cite{hadas2025columnar} applies in some generality, it does not cover the $(J,\omega)$-spin model for $\omega$ with non-compact support due to the fact that its interaction energy $\|\eta_v-\eta_w\|^2$ is unbounded.
|
|
|
|
|
|
|
|
\subsection{Proof of Theorem \ref{thm:phase-transition}}
|
|
|
|
We now prove Theorem \ref{thm:phase-transition} by verifying the assumptions of the Dobrushin--Shlosman criterion (Theorem \ref{thm:DS theorem}), where we take $\P_{\lambda}$ to be a torus-limit Gibbs measure (see Remark \ref{rem:existence-torus-limit}) of the $(J_\lambda,\omega_\lambda)$-spin model, $\lambda\in[\lambda_-,\lambda_+]$.
|
|
This requires verifying the tightness of this family of measures as well as three probabilistic estimates.
|
|
In Section \ref{sec:torus-limit-measures-tight}, we resolve the first issue by taking advantage of the continuity of the mappings $\lambda\mapsto J_\lambda$ and $\lambda\mapsto\omega_\lambda$.
|
|
In Section \ref{sec:Dobrushin-Shlosman_estimates}, we use Assumption \ref{as:good regions} to tackle the second issue.
|
|
|
|
|
|
|
|
\subsubsection{Tightness of torus-limit Gibbs measures}
|
|
\label{sec:torus-limit-measures-tight}
|
|
It is convenient to use the following notation in this section: Given a Borel measure $\omega$ on $\R^n$ with finite, positive total measure, we denote its normalized probability measure by
|
|
\begin{equation}
|
|
\label{eqn:normalized probability measure}
|
|
\bar{\omega}:=\frac{\omega}{\omega(\R^n)}.
|
|
\end{equation}
|
|
|
|
We formulate the tightness property of the torus-limit Gibbs measures in slightly greater generality than needed.
|
|
|
|
\begin{proposition}[Tightness of torus-limit Gibbs measures]
|
|
\label{prop:torus-limit-measures-tight}
|
|
Let $I$ be an arbitrary index set.
|
|
Suppose that $\set{J_{i}\mid i\in I}$ is a bounded subset of $\R_{\ge 0}$ and $\set{\omega_{i}\mid i\in I}$ a family of Borel measures on $\R^n$ with finite, positive total measure, such that the family $\set{\bar{\omega}_{i}\mid i\in I}$ is tight.
|
|
For each $i\in I$, let $\P_i$ be a torus-limit Gibbs measure of the $(J_i,\omega_i)$-spin model.
|
|
Then, the family of measures $\set{\P_i\mid i\in I}$ is tight.
|
|
\end{proposition}
|
|
|
|
Proposition \ref{prop:torus-limit-measures-tight} is sufficient for our purpose.
|
|
Indeed, recall that we are considering a continuous family $(J_\lambda,\omega_\lambda)_{\lambda\in[\lambda_-,\lambda_+]}$ of $(J,\omega)$-spin models.
|
|
The continuity of the mappings $\lambda\mapsto J_\lambda$ and $\lambda\mapsto\omega_\lambda$ imply that the set $\set{J_\lambda\mid\lambda\in[\lambda_-,\lambda_+]}$ is bounded and that the family of probability measures $\set{\bar{\omega}_\lambda\mid\lambda\in[\lambda_-,\lambda_+]}$, as the continuous image of a compact set, is compact, thus tight.
|
|
|
|
\smallskip
|
|
We begin the proof of Proposition~\ref{prop:torus-limit-measures-tight} by establishing the tightness of the family of finite-volume torus Gibbs measures of the $(J_i,\omega_i)$-spin models, $i\in I$.
|
|
|
|
\begin{lemma}
|
|
\label{lem:torus-measures-tight-family}
|
|
Let $I$ be an arbitrary index set.
|
|
Suppose that $\set{J_{i}\mid i\in I}$ is a bounded subset of $\R_{\ge 0}$ and $\set{\omega_{i}\mid i\in I}$ a family of Borel measures on $\R^n$ with finite, positive total measure, such that the family $\set{\bar{\omega}_{i}\mid i\in I}$ is tight.
|
|
Then, the set of (finite-volume) torus Gibbs measures
|
|
\begin{equation}
|
|
\set{\P_{J_i,\omega_i}^{L,\per}\mid L\ge 2 \text{ even, }i\in I}
|
|
\end{equation}
|
|
is tight.
|
|
\end{lemma}
|
|
|
|
\begin{proof}
|
|
Let $\epsilon>0$.
|
|
We will construct a family $(K_{v,\epsilon})_{v\in\Z^d}$ of compact subsets of $\R^n$ such that
|
|
\begin{equation}
|
|
\P^{L,\per}_{J_{i},\omega_{i}}(\eta_v \in K_{v,\epsilon} \text{ for all }v\in\Z^d) \ge 1 -\epsilon,\quad\text{for all } L\ge2\text{ even and }i\in I.
|
|
\end{equation}
|
|
This completes the proof of the lemma, since the product $\prod_{v\in\Z^{d}}K_{v,\epsilon}$ of these compact sets is a compact subset of $(\R^n)^{\Z^d}$ by Tychonoff's theorem.
|
|
|
|
We proceed with the construction.
|
|
By a union bound, it suffices to choose the sets $(K_{v,\epsilon})_{v\in\Z^d}$ such that
|
|
\begin{equation}
|
|
\label{eqn:tightness-union-bound}
|
|
\begin{multlined}
|
|
\sum_{v\in\Z^{d}} \P^{L,\per}_{J_{i},\omega_{i}}(\eta_v \notin K_{v,\epsilon})
|
|
\le\epsilon,
|
|
\quad\text{for all } L\ge2\text{ even and }i\in I.
|
|
\end{multlined}
|
|
\end{equation}
|
|
Fix $i\in I$ and an even $L\ge 2$.
|
|
By the chessboard estimate (Lemma \ref{lem:chessboard}), for any $v\in\Z^{d}$ and compact subset $K\subset\R^{n}$, we have that
|
|
\begin{equation}
|
|
\P^{L,\per}_{J_{i},\omega_{i}}(\eta_v \notin K) \le \P^{L,\per}_{J_{i},\omega_{i}}(\eta_w \notin K\text{ for all }w\in\Lambda_{L})^{1/L^d},
|
|
\end{equation}
|
|
where
|
|
\begin{equation}
|
|
\P^{L,\per}_{J_{i},\omega_{i}}(\eta_w \notin K\text{ for all }w\in\Lambda_{L})
|
|
=\frac{1}{\Xi_{J_{i},\omega_{i}}^{L,\per}}
|
|
\int_{(K^{c})^{\Lambda_{L}}} e^{-H^{L}_{J_{i}}(\eta)} \prod_{w\in\Lambda_{L}} \omega_{i}(\dd{\eta}_w).
|
|
\end{equation}
|
|
Bounding $H^{L}_{J_{i}}(\eta)\ge0$ and using the lower bound \eqref{eqn:partition-function-lower-bound} on $\Xi_{J_{i},\omega_{i}}^{L,\per}$, we conclude that
|
|
\begin{equation}
|
|
\label{eqn:torus-measures-tight-family_probability-bound}
|
|
\P^{L,\per}_{J_{i},\omega_{i}}(\eta_v \notin K)
|
|
\le \frac{\omega_{i}(K^{c})}{e^{-dJ_{i}\diam(S)^{2}}\omega_{i}(S)}
|
|
=\frac{\bar{\omega}_{i}(K^{c})}{e^{-dJ_{i}\diam(S)^{2}}\bar{\omega}_{i}(S)}
|
|
\end{equation}
|
|
for all measurable $S\subset\R^{n}$.
|
|
By the tightness of the family of probability measures $\set{\bar{\omega}_i\mid i\in I}$, we may choose $S$ to be a compact subset of $\R^n$ such that $\inf_{i\in I}\bar{\omega}_i(S)\ge 1/2$.
|
|
Next, fix a function $\delta:\Z^{d}\rightarrow\R_{>0}$ such that $\sum_{v\in\Z^{d}}\delta(v)\le 1$.
|
|
Using tightness again and recalling that the set $\set{J_i\mid i\in I}$ is bounded, we choose, for each $v\in\Z^d$, a compact set $K_{v,\epsilon}\subset\R^{n}$ such that
|
|
\begin{equation}
|
|
\label{eqn:torus-measures-tight-family_choice}
|
|
\bar{\omega}_{i}(K_{v,\epsilon}^c)
|
|
\le \epsilon\delta(v)
|
|
e^{-d\diam(S)^{2}\sup_{i'\in I}J_{i'}}
|
|
\inf_{i'\in I}\bar{\omega}_{i'}(S),\quad\text{for all }i\in I.
|
|
\end{equation}
|
|
It remains to check that the family $(K_{v,\epsilon})_{v\in\Z^d}$ thus chosen satisfies \eqref{eqn:tightness-union-bound}, but this is an immediate consequence of \eqref{eqn:torus-measures-tight-family_probability-bound}, \eqref{eqn:torus-measures-tight-family_choice}, and the fact that $\sum_{v\in\Z^d}\delta(v)\le 1$.
|
|
\end{proof}
|
|
|
|
\begin{remark}
|
|
\label{rem:existence-torus-limit}
|
|
It follows immediately from Lemma \ref{lem:torus-measures-tight-family} that every $(J,\omega)$-spin model admits at least one torus-limit Gibbs measure.
|
|
In turn, this justifies our choice of $\P_\lambda$ as a torus-limit Gibbs measure of the $(J_\lambda,\omega_\lambda)$-spin model for each $\lambda\in[\lambda_-,\lambda_+]$, as made at the beginning of this subsection.
|
|
\end{remark}
|
|
|
|
We now deduce Proposition \ref{prop:torus-limit-measures-tight}.
|
|
|
|
\begin{proof}[Proof of Proposition \ref{prop:torus-limit-measures-tight}]
|
|
By Lemma \ref{lem:torus-measures-tight-family}, the set of torus Gibbs measures
|
|
\begin{equation}
|
|
\mathcal{G}=\set{\P^{L,\per}_{J_{i},\omega_{i}}\mid L\ge 2\text{ even},i\in I}
|
|
\end{equation}
|
|
is tight, namely (using Prokhorov's theorem \cite[Theorem 5.1]{billingsley2013convergence}), its closure $\overline{\mathcal{G}}$ is compact.
|
|
Further, for each $i\in I$, $\P_{i}$ is the limit in distribution along a subsequence of the torus Gibbs measures $(\P^{k!,\per}_{J_{i},\omega_{i}})_{k\ge 1}$ by definition.
|
|
Thus, the set of torus-limit Gibbs measures $\set{\P_{i}\mid i\in I}$ is a subset of $\overline{\mathcal{G}}$.
|
|
As $\overline{\mathcal{G}}$ is compact, $\set{\P_{i}\mid i\in I}$ has compact closure, hence a tight family of measures (again using Prokhorov's theorem \cite[Theorem 5.2]{billingsley2013convergence}).
|
|
\end{proof}
|
|
|
|
|
|
|
|
\subsubsection{Verification of key estimates}
|
|
\label{sec:Dobrushin-Shlosman_estimates}
|
|
|
|
We now verify the three estimates in the Dobrushin--Shlosman criterion (Theorem \ref{thm:DS theorem}) with the help of Assumption \ref{as:good regions}.
|
|
|
|
We start with \eqref{eta_out} of Item \ref{itm:all lambda}.
|
|
|
|
\begin{proposition}
|
|
\label{prop:Dobrushin-Shlosman_double-well}
|
|
Under Assumption \ref{as:good regions}, for all $\lambda\in[\lambda_{-},\lambda_{+}]$, if $\P_\lambda$ is a torus-limit Gibbs measure of the $(J_\lambda,\omega_\lambda)$-spin model, then
|
|
\begin{equation}
|
|
\P_{\lambda}(\eta_{0}\not\in G_{-}\cup G_{+})\le\theta_1.
|
|
\end{equation}
|
|
\end{proposition}
|
|
|
|
\begin{proof}
|
|
Let $R:=\set{0}^{d}$ denote the origin of $\Z^{d}$.
|
|
Consider the $R$-local event $E:=\set{\eta\in\Omega\mid \eta_{0}\in (G_{-}\cup G_{+})^{c}}$.
|
|
By Corollary \ref{cor:infinite-volume-chessboard-estimate},
|
|
\begin{equation}
|
|
\label{eqn:Dobrushin-Shlosman_double-well_chessboard-estimate}
|
|
\P_{\lambda}(E)
|
|
\le\limsup_{k\rightarrow\infty}\norm{E}^{R\mid k!}_{J_\lambda,\omega_\lambda},
|
|
\end{equation}
|
|
where the chessboard seminorm
|
|
\begin{equation}
|
|
\label{eqn:Dobrushin-Shlosman_double-well_chessboard-seminorm}
|
|
\norm{E}^{R\mid k!}_{J_\lambda,\omega_\lambda}
|
|
=\P^{k!,\per}_{J_{\lambda},\omega_{\lambda}}\Bigg(\bigcap_{\tau\in T^{R}_{k!}}\tau(E)\Bigg)^{1/(k!)^{d}}
|
|
\end{equation}
|
|
is well-defined for all $k\ge 2$.
|
|
To estimate the probability on the RHS of \eqref{eqn:Dobrushin-Shlosman_double-well_chessboard-seminorm}, we use the following simple bound on the partition function of the $(J_{\lambda},\omega_{\lambda})$-spin model in $\Lambda_{k!}$.
|
|
Let $\nu>0$.
|
|
By \eqref{eqn:spin-model_free-energy}, there exists $k_\nu\in\N$ such that, for all $k\ge k_\nu$,
|
|
\begin{equation}
|
|
\label{eqn:Dobrushin-Shlosman_double-well_partition-function-lower-bound}
|
|
\frac{1}{(k!)^{d}}\log\Xi_{J_\lambda,\omega_\lambda}^{k!,\per}
|
|
\ge\psi_{J_\lambda,\omega_\lambda}-\nu.
|
|
\end{equation}
|
|
On the other hand, the event $\bigcap_{\tau\in T^{R}_{k!}}\tau(E)$ consists of configurations with all spins in $(G_{-}\cup G_{+})^{c}$.
|
|
Thus,
|
|
\begin{equation}
|
|
\label{eqn:Dobrushin-Shlosman_double-well_final}
|
|
\P^{k!,\per}_{J_{\lambda},\omega_{\lambda}}\Bigg(\bigcap_{\tau\in T^{R}_{k!}}\tau(E)\Bigg)
|
|
\le\frac{\omega_{\lambda}((G_{-}\cup G_{+})^{c})^{
|
|
(k!)^{d}}}{e^{(\psi_{J_\lambda,\omega_\lambda}-\nu)(k!)^{d}}}
|
|
\le (e^\nu \theta_1)^{(k!)^d},
|
|
\end{equation}
|
|
where we used \eqref{eqn:good regions_double-well} of Assumption \ref{as:good regions} in the last inequality.
|
|
Inserting \eqref{eqn:Dobrushin-Shlosman_double-well_final} into \eqref{eqn:Dobrushin-Shlosman_double-well_chessboard-seminorm}, recalling \eqref{eqn:Dobrushin-Shlosman_double-well_chessboard-estimate}, and taking $\nu\rightarrow0$ complete the proof.
|
|
\end{proof}
|
|
|
|
Next, we verify Item \ref{itm:DS theorem_endpoints}.
|
|
|
|
\begin{proposition}
|
|
\label{prop:endpoint}
|
|
Under Assumption \ref{as:good regions}, for $\#\in\set{-,+}$, if $\P_{\lambda_\#}$ is a torus-limit Gibbs measure of the $(J_{\lambda_\#},\omega_{\lambda_\#})$-spin model, then
|
|
\begin{equation}
|
|
\label{eqn:endpoint}
|
|
\P_{\lambda_{\#}}(\eta_{0}\in G_{\#})\ge1-\theta_3.
|
|
\end{equation}
|
|
\end{proposition}
|
|
|
|
\begin{proof}
|
|
The proof is analogous to that of Proposition \ref{prop:Dobrushin-Shlosman_double-well}: replacing $(G_{-}\cup G_{+})^{c}$ by $G_{\#}^{c}$ and using \eqref{eqn:good regions_endpoints} of Assumption \ref{as:good regions}, we get that
|
|
\begin{equation}
|
|
\P_{\lambda_{\#}}(\eta_{0}\in G_{\#}^{c})\le\theta_3,
|
|
\end{equation}
|
|
which immediately implies \eqref{eqn:endpoint}.
|
|
\end{proof}
|
|
|
|
Finally, we verify \eqref{eta_+-} of Item \ref{itm:all lambda}.
|
|
|
|
\begin{proposition}
|
|
\label{prop:Dobrushin-Shlosman_interface}
|
|
For all $\delta_2>0$, there exist constants $\theta_1(\delta_2),\theta_2(\delta_2)>0$ such that, if Assumption \ref{as:good regions} holds with $0<\theta_i\le\theta_i(\delta_2)$, $i=1,2$, then, for all $\lambda\in[\lambda_{-},\lambda_{+}]$, torus-limit Gibbs measure $\P_\lambda$ of the $(J_\lambda,\omega_\lambda)$-spin model, and $v,w\in\Z^{d}$,
|
|
\begin{equation}
|
|
\P_{\lambda}(\eta_{v}\in G_{-},\eta_{w}\in G_{+})\le\delta_2.
|
|
\end{equation}
|
|
\end{proposition}
|
|
|
|
\begin{remark}
|
|
It is possible to extract quantitative estimates for the constants $\theta_i(\delta_2)$, $i=1,2$, as promised by the proposition from a fully explicit chessboard-Peierls argument, in terms of the smallness of certain series.
|
|
We do not attempt this here.
|
|
\end{remark}
|
|
|
|
\begin{proof}
|
|
The proof is by a standard chessboard-Peierls argument, which we do not belabor here and refer the reader to the literature \cite{frohlich1978phase} for detailed implementations.
|
|
Intuitively, the conditions $\eta_v\in G_-$, $\eta_w\in G_+$ imply the existence of geometric interfaces in $\Z^d$, consisting of edges connecting vertices which are costly neighbors due to their spin values.
|
|
Of particular relevance to the chessboard-Peierls argument are the set of boundary edges of the connected component of $\set{u\in\Z^d\mid\eta_u\in G_-}$ containing $v$, where each edge connects a spin in $G_-$ and another in $G_-^c=G_+\cup(G_-\cup G_+)^c$, and an analogous set of edges for $w$.
|
|
The probability of observing these costly edge events simultaneously is then controlled using the chessboard estimate.
|
|
|
|
In our case, we consider the following edge events.
|
|
Let $R:=\set{v_1,v_2}$ be an edge of $\Z^d$.
|
|
Define
|
|
\begin{align}
|
|
\label{eqn:Dobrushin-Shlosman_interface_edge-event}
|
|
E_{v_1,v_2}^{-,+}&:=\set{\eta\in\Omega\mid\eta_{v_1}\in G_{-},\eta_{v_2}\in G_{+}},\\
|
|
E_{v_1,v_2}^{-,0}&:=\set{\eta\in\Omega\mid\eta_{v_1}\in G_{-},\eta_{v_2}\in (G_{-}\cup G_{+})^{c}},
|
|
\end{align}
|
|
and similarly $E_{v_1,v_2}^{+,-}$ and $E_{v_1,v_2}^{+,0}$.
|
|
In view of the above outline of the chessboard-Peierls argument, to prove the proposition, it suffices to show that the chessboard seminorm of each of the four edge events can be made arbitrarily small by taking $\delta$ correspondingly small.
|
|
We establish this for $E_{v_1,v_2}^{-,+}$ and $E_{v_1,v_2}^{-,0}$ in individual claims below, and note that symmetric arguments yield identical bounds for $E_{v_1,v_2}^{+,-}$ and $E_{v_1,v_2}^{+,0}$.
|
|
|
|
We start with $E_{v_1,v_2}^{-,0}$ which is simpler to deal with.
|
|
|
|
\begin{claim}
|
|
Under Assumption \ref{as:good regions}, for all $\lambda\in[\lambda_-,\lambda_+]$,
|
|
\begin{equation}
|
|
\label{eqn:Dobrushin-Shlosman_interface_edge-event_-,0 probability}
|
|
\norm{E^{-,0}_{v_1,v_2}}^R_{J_\lambda,\omega_\lambda}\le\theta_1.
|
|
\end{equation}
|
|
\end{claim}
|
|
|
|
\begin{proof}
|
|
Observe that the edge event $E^{-,0}_{v_1,v_2}$ is contained in the single-vertex event that $\eta_{v_2}\in(G_-\cup G_+)^c$.
|
|
Recall from the proof of Proposition \ref{prop:Dobrushin-Shlosman_double-well} that the chessboard seminorm of the latter is bounded by $\delta$ (the proof there is written for when $v_2$ is the origin, but this is inconsequential).
|
|
The monotonicity of the chessboard seminorm then implies \eqref{eqn:Dobrushin-Shlosman_interface_edge-event_-,0 probability}.
|
|
\end{proof}
|
|
|
|
The treatment of $E_{v_1,v_2}^{-,+}$ is complicated by the fact that it is not an open event, i.e., an open subset of $\Omega$, so its indicator function does not fulfill the lower semi-continuity requirement of the chessboard estimate in the limit (Corollary \ref{cor:infinite-volume-chessboard-estimate}).
|
|
To overcome this technical nuisance, we construct below a sequence of open events containing $E_{v_1,v_2}^{-,+}$ satisfying suitable properties.
|
|
|
|
\begin{claim}
|
|
\label{clm:Dobrushin-Shlosman_interface_edge-event_-,+}
|
|
There exists a decreasing sequence of open events $(E_{v_1,v_2;j}^{-,+})_{j\ge 1}$ such that
|
|
\begin{enumerate}
|
|
\item $\bigcap_{j=1}^\infty E_{v_1,v_2;j}^{-,+}=E_{v_1,v_2}^{-,+}$; \label{itm:Dobrushin-Shlosman_interface_edge-event_-,+_intersection}
|
|
\item under Assumption \ref{as:good regions}, for all $\lambda\in[\lambda_-,\lambda_+]$,
|
|
\begin{equation}
|
|
\limsup_{j\rightarrow\infty}\norm{E_{v_1,v_2;j}^{-,+}}^R_{J_\lambda,\omega_\lambda}\le\theta_2^2.
|
|
\end{equation}
|
|
\label{itm:Dobrushin-Shlosman_interface_edge-event_-,+_seminorm}
|
|
\end{enumerate}
|
|
\end{claim}
|
|
|
|
\begin{proof}
|
|
For each $j\ge 1$, define the open $2^{-j}$-extensions of a set $A\subset\R^n$ by
|
|
\begin{equation}
|
|
O_j(A):=A+(-2^{-j},2^{-j})^n,
|
|
\end{equation}
|
|
where $+$ denotes the Minkowski sum.
|
|
Observe that if $A$ is closed, then
|
|
\begin{equation}\label{eq:intersection of extensions}
|
|
A=\bigcap_{j=1}^\infty O_{j}(A).
|
|
\end{equation}
|
|
Using the above notation, define, for each $j\ge 1$,
|
|
\begin{equation}
|
|
\label{eqn:-+bound1}
|
|
E_{v_1,v_2;j}^{-,+}:=\set{\eta\in\Omega\mid\eta_{v_1}\in O_j(G_{-}),\eta_{v_2}\in O_{j}(G_{+})},
|
|
\end{equation}
|
|
which forms a decreasing sequence of open events.
|
|
Property \ref{itm:Dobrushin-Shlosman_interface_edge-event_-,+_intersection} immediately follows from \eqref{eq:intersection of extensions}.
|
|
To prove Property \ref{itm:Dobrushin-Shlosman_interface_edge-event_-,+_seminorm}, fix $j\ge 1$ and consider the chessboard seminorm
|
|
\begin{equation}\label{eq:chessboard norm bound on kappa events}
|
|
\norm{E_{v_1,v_2;j}^{-,+}}^R_{J_\lambda,\omega_\lambda}
|
|
=\limsup_{k\rightarrow\infty}\norm{E_{v_1,v_2;j}^{-,+}}^{R\mid k!}_{J_\lambda,\omega_\lambda}
|
|
=\limsup_{k\rightarrow\infty}\P^{k!,\per}_{J_{\lambda},\omega_{\lambda}}\Bigg(\bigcap_{\tau\in T^{R}_{k!}}\tau(E^{-,+}_{v_1,v_2;j})\Bigg)^{2/(k!)^{d}}
|
|
\end{equation}
|
|
Note that the probability on the RHS of \eqref{eq:chessboard norm bound on kappa events} is well-defined for all $k\ge 4$.
|
|
To bound this probability, let $\nu>0$ be arbitrary and recall the lower bound \eqref{eqn:Dobrushin-Shlosman_double-well_partition-function-lower-bound} on the partition function of the $(J_\lambda,\omega_\lambda)$-spin model in $\Lambda_{k!}$, which holds for all $k\ge k_\nu$ for some $k_\nu\ge 4$.
|
|
Taking into account that the constraint $\bigcap_{\tau\in T^{R}_{k!}}\tau(E^{-,+}_{v_1,v_2;j})$ forces exactly $1/2d$ of the edges in $\Lambda_{k!}$ to connect a spin in $O_j(G_{-})$ to another in $O_j(G_{+})$, we get that
|
|
\begin{equation}
|
|
\P^{k!,\per}_{J_{\lambda},\omega_{\lambda}}\Bigg(\bigcap_{\tau\in T^{R}_{k!}}\tau(E^{-,+}_{v_1,v_2;j})\Bigg)^{2/(k!)^{d}}
|
|
\le
|
|
\frac{\omega_{\lambda}(O_j(G_{-}))\omega_{\lambda}(O_j(G_{+}))e^{-J_{\lambda}\dist(O_{j}(G_{-}),O_{j}(G_{+}))^{2}}}
|
|
{e^{2(\psi_{J_\lambda,\omega_\lambda}-\nu)}}
|
|
\end{equation}
|
|
for all $k\ge k_\nu$.
|
|
Taking the limit superior $k\to\infty$ and then $\nu\to0$, we conclude that
|
|
\begin{equation}
|
|
\norm{E_{v_1,v_2;j}^{-,+}}^R_{J_\lambda,\omega_\lambda}
|
|
\le
|
|
\frac{\omega_{\lambda}(O_j(G_{-}))\omega_{\lambda}(O_j(G_{+}))e^{-J_{\lambda}\dist(O_{j}(G_{-}),O_{j}(G_{+}))^{2}}}
|
|
{e^{2\psi_{J_\lambda,\omega_\lambda}}}.
|
|
\end{equation}
|
|
Finally, using again \eqref{eq:intersection of extensions} for the closed sets $G_-,G_+$ and using our assumption~\eqref{eqn:good regions_separation}, we deduce Property \ref{itm:Dobrushin-Shlosman_interface_edge-event_-,+_seminorm}.
|
|
\end{proof}
|
|
\end{proof}
|
|
|
|
|
|
|
|
\section{Phase co-existence in the box model}\label{sec:phase co-existence in box model}
|
|
|
|
In this section, we derive Theorems~\ref{thm:main} and \ref{thm:detail} as consequences of Theorem \ref{thm:phase-transition}.
|
|
|
|
Our convergence assumption describes four possible behaviors for $f_{\gamma}$ and the limiting $f$ (discrete vs.\ continuous and hard-core vs.\ soft-core). Our proofs will be streamlined to apply uniformly to all these cases, as much as possible. In the discrete case, for convenience in using the convergence assumption, we extend $f_{\gamma}$ from $S_\gamma=\gamma^d\Z\cap[0,\infty)$ to $[0,\infty)$ by a linear interpolation.
|
|
|
|
Throughout the section we fix $\beta>0$ and $0<\alpha<\alpha_{\max}$ such that the mean-field free energy $\phi_{\lambda}$ (see~\eqref{eq:mean-field free energy density}) is non-convex, as in the assumption of Theorem~\ref{thm:main}. The coupling constant $J_2>0$ and the dimension $d\ge 2$ are also held fixed.
|
|
|
|
|
|
|
|
\subsection{Deduction of Theorems~\ref{thm:main} and \ref{thm:detail}}
|
|
\label{sec:deduction of main theorem}
|
|
|
|
\paragraph{Translating to the $(J,\omega)$-spin model language}
|
|
|
|
Let $0<\gamma\le 1$.
|
|
To apply Theorem~\ref{thm:phase-transition}, we recall from Section \ref{sec:continuous family of spin models} the expression of the box model as a continuous family $(J_{\lambda,\gamma},\omega_{\lambda,\gamma})$ of $(J,\omega)$-spin models, indexed by the chemical potential $\lambda\in\R$:
|
|
\begin{align}
|
|
J_{\lambda,\gamma}{}&=\frac{1}{2}J_2\beta\gamma^{-d},
|
|
\\
|
|
\dd{\omega}_{\lambda,\gamma}(\rho){}&=e^{-\beta\gamma^{-d}\phi_{\lambda,\gamma}(\rho)}\dd{\nu}_\gamma(\rho),
|
|
\end{align}
|
|
where the reference measure $\nu_\gamma$ was defined after~\eqref{eq:box model finite-volume Gibbs measure periodic} and we introduced the shorthand
|
|
\begin{equation}
|
|
\phi_{\lambda,\gamma}(\rho):=-\lambda\rho-\frac{1}{2}\alpha\rho^2+f_{\gamma}(\rho).
|
|
\end{equation}
|
|
|
|
Our assumptions imply that $\omega_{\lambda,\gamma}(\R)\in(0,\infty)$ for sufficiently small $\gamma$ as required for $(J_{\lambda,\gamma},\omega_{\lambda,\gamma})$ to be a continuous family of $(J,\omega)$-spin models with respect to $\lambda$.
|
|
The next lemma makes this precise, and also, in the soft-core case, clarifies that $f_{\gamma}$ must increase quadratically at infinity.
|
|
\begin{lemma}\label{lem:model is well defined}
|
|
There exists $\gamma_0>0$ such that $\omega_{\lambda,\gamma}(\R)\in(0,\infty)$ for all $0<\gamma\le \gamma_0$ and $\lambda\in\R$.
|
|
In addition, for each $\alpha_0\in (0,\alpha_\max)$ there exists $\gamma_{\alpha_0}>0$ and $\rho_{\alpha_0}\in[0,\infty)$ such that $f_\gamma(\rho)\ge \frac{1}{2}\alpha_0\rho^2$ for $\rho\ge\rho_{\alpha_0}$ and $0<\gamma\le \gamma_{\alpha_0}$.
|
|
\end{lemma}
|
|
\begin{proof}
|
|
The uniform convergence statements~\eqref{eq:uniform convergence below eta cp} (hard-core case) and~\eqref{eq:uniform convergence below infinity} (soft-core case) imply that if $\gamma$ is sufficiently small, then $f_\gamma<\infty$ on a subset of $S_\gamma$ of positive $\nu_\gamma$-measure, so that $\omega_{\lambda,\gamma}(\R)>0$.
|
|
|
|
In the hard-core case, $f_\gamma(\rho)=\infty$ for $\rho>\rho_\max$ so that the quadratic lower bound on $f_\gamma$ holds trivially. In the soft-core case, for each $\alpha_0\in (0,\alpha_\max)$, for the quadratic lower bound to fail there need to exist sequences $\gamma_n\downarrow 0$ and $\rho_n\uparrow\infty$ on which $f_{\gamma_n}(\rho_n)<\frac{1}{2}\alpha_0\rho_n^2$. However, as $\alpha_0<\alpha_\max$, this contradicts~\eqref{eq:growth at infinity}.
|
|
|
|
The quadratic growth at infinity implies that $\int_{[\rho_1,\infty)} e^{-\beta\gamma^{-d}\phi_{\lambda,\gamma}(\rho)}\dd{\nu}_\gamma<\infty$ for some $\rho_1<\infty$ and all sufficiently small $\gamma$. To conclude that $\omega_{\lambda,\gamma}(\R)<\infty$ for small $\gamma$ and $\lambda\in\R$, it then suffices that $\inf_{\rho\in[0,\rho_1]}f_\gamma(\rho)>-\infty$ for small $\gamma$. In the soft-core case, this follows directly from~\eqref{eq:uniform convergence below infinity}. In the hard-core case, it follows from~\eqref{eq:uniform convergence below eta cp},~\eqref{eq:convergence at eta cp} and~\eqref{eq:uniform convergence above eta cp}.
|
|
\end{proof}
|
|
|
|
The family $(J_{\lambda,\gamma}, \omega_{\lambda,\gamma})$ is a continuous family of $(J,\omega)$-spin models with respect to $\lambda\in\R$, for any fixed values of $\beta,\gamma$, in the sense of Section \ref{sec:continuous family of spin models}. This follows from the continuity of $\phi_{\lambda,\gamma}$ in $\lambda$ and the dominated convergence theorem (using Lemma~\ref{lem:model is well defined}).
|
|
|
|
|
|
|
|
\paragraph{Applying Theorem~\ref{thm:phase-transition}}
|
|
|
|
In the hard-core case, set, in addition to \eqref{eq:f extension to rho cp},
|
|
\begin{equation}\label{eq:infinite value in extension}
|
|
f(\rho):=\infty\quad\text{for $\rho>\rho_\cp$}.
|
|
\end{equation}
|
|
With this extension, the domain of the function $\phi_\lambda$ also extends to $[0,\infty)$, for all $\lambda$, via its definition~\eqref{eq:mean-field free energy density}. We point out for later use that
|
|
\begin{equation}\label{eq:continuity of phi lambda}
|
|
\text{$\phi_\lambda:[0,\infty)\to(-\infty,\infty]$ is continuous except possibly at $\rho_\cp$}.
|
|
\end{equation}
|
|
We proceed with the notation $\lambda_*, \rho_{*,-},\rho_{*,0},\rho_{*,+}$ as introduced before Theorem~\ref{thm:detail}. Define
|
|
\begin{equation} m_*:=\min_{\rho\in[0,\infty)}\phi_{\lambda_*}(\rho),
|
|
\end{equation}
|
|
noting that it is necessarily finite.
|
|
|
|
\begin{remark}
|
|
By Theorem \ref{thm:comparison_with_GP}, $-m_*$ is equal to the Gates--Penrose mean-field pressure.
|
|
\end{remark}
|
|
|
|
The following proposition verifies the assumption needed to apply Theorem~\ref{thm:phase-transition}.
|
|
\begin{proposition}
|
|
\label{prop:phase-transition}
|
|
There exist $\kappa,\delta_0>0$ and $0<\gamma_0\le 1$ such that the following holds. Let $\delta\in(0,\delta_0)$.
|
|
Define $\lambda_\pm(\delta) := \lambda_*\pm \kappa \delta$ and the closed sets
|
|
\begin{equation}\label{eq:G+- def}
|
|
\begin{split}
|
|
G_-(\delta) &:= \phi_{\lambda_*}^{-1}([m_*, m_*+\delta])\cap [0,\rho_{*,0}),\\
|
|
G_+(\delta) &:=\left(\phi_{\lambda_*}^{-1}([m_*, m_*+\delta])\cap (\rho_{*,0},+\infty)\right)\cup I(\delta),
|
|
\end{split}
|
|
\end{equation}
|
|
where $I(\delta):=\emptyset$ in either the soft-core case, or in the hard-core case when $\phi_{\lambda_*}(\rho_\cp)>m_*$, and where $I(\delta):=[\rho_\cp,\rho_\cp+\delta]$ in the hard-core case when $\phi_{\lambda_*}(\rho_\cp)=m_*$.
|
|
|
|
Then, for each $0<\gamma\le\gamma_0$, Assumption~\ref{as:good regions} is satisfied for the continuous family $(J_{\lambda,\gamma}, \omega_{\lambda,\gamma})_{\lambda\in[\lambda_-(\delta),\lambda_+(\delta)]}$ of $(J,\omega)$-spin models and the sets $G_\pm(\delta)$, with parameters $\theta_1(\delta,\gamma),\theta_2(\delta,\gamma),\theta_3(\delta,\gamma)$ which tend to zero as $\gamma\downarrow 0$.
|
|
|
|
\end{proposition}
|
|
\begin{remark}
|
|
The interval $I(\delta)$, added in the hard-core case when $\phi_{\lambda_*}(\rho_\cp)=m_*$, is required for the proposition to hold since it is possible, when $\phi_{\lambda_*}(\rho_\cp)=m_*$, that the measure $\tilde\omega_{\lambda,\gamma}$ concentrates its mass at densities $\rho>\rho_\cp$, which, in the absence of $I(\delta)$, would violate~\eqref{eqn:good regions_double-well} of Assumption~\ref{as:good regions}. We note, however, that the precise choice of $I(\delta)$ is unimportant and the proposition remains true (with the same proof) with $I(\delta)=[\rho_\cp, \rho_\cp+f(\delta)]$ for any $f(\delta)>0$.
|
|
\end{remark}
|
|
|
|
We now deduce Theorem~\ref{thm:detail} from Proposition \ref{prop:phase-transition}, noting that Theorem~\ref{thm:detail} immediately implies Theorem~\ref{thm:main}.
|
|
|
|
\begin{proof}[Proof of Theorem~\ref{thm:detail}]
|
|
Let $\kappa,\delta_0>0$ and $0<\gamma_0\le 1$ be as in Proposition~\ref{prop:phase-transition}, and recall the notation $c(\epsilon,d)$ from Theorem~\ref{thm:phase-transition}.
|
|
Fix two strictly decreasing sequences $(\delta_n)_{n\ge 1}\subset(0,\delta_0)$ and $(\epsilon_n)_{n\ge 1}\subset(0,1/2)$ such that $\lim_{n\to\infty}\delta_n=\lim_{n\to\infty}\epsilon_n=0$.
|
|
By Proposition~\ref{prop:phase-transition}, for each $n\ge 1$, there exists $0<\gamma_n\le\gamma_0$ such that
|
|
\begin{equation}
|
|
\label{eqn:detail-consolidation}
|
|
\sup_{0<\gamma\le\gamma_n}\operatornamewithlimits{max}_{1\le i\le 3}\theta_i(\delta_n,\gamma)\le c(\epsilon_n,d).
|
|
\end{equation}
|
|
Without loss of generality, we may take $(\gamma_n)_{n\ge 1}$ to be strictly decreasing to $0$.
|
|
|
|
We now specify a function $\lambda_c:(0,\gamma_1)\rightarrow\R$ satisfying the requirements of Theorem~\ref{thm:detail}, as follows.
|
|
Since $(\gamma_n)_{n\ge 1}$ is strictly decreasing to $0$, for each $0<\gamma<\gamma_1$, there exists a unique $n(\gamma)\ge 1$ such that $\gamma\in[\gamma_{n(\gamma)+1},\gamma_{n(\gamma)})$.
|
|
Using \eqref{eqn:detail-consolidation}, we let $\lambda_c(\gamma)$ be given by Theorem~\ref{thm:phase-transition}, i.e., such that $\lambda_c(\gamma)\in(\lambda_\ast-\kappa\delta_{n(\gamma)},\lambda_\ast+\kappa\delta_{n(\gamma)})$ and the $(J_{\lambda_c(\gamma),\gamma},\omega_{\lambda_c(\gamma),\gamma})$-spin model admits two distinct translation-invariant Gibbs measures $\P^{\pm}_{\lambda_c(\gamma),\gamma}$ satisfying
|
|
\begin{equation}
|
|
\label{eqn:detail-consolidation-density concentration}
|
|
\P^{\pm}_{\lambda_c(\gamma),\gamma}(\eta_{0}\in G_{\pm}(\delta_{n(\gamma)}))\ge 1-\epsilon_{n(\gamma)}.
|
|
\end{equation}
|
|
|
|
We now verify that the function $\lambda_c$ chosen above satisfies the requirements of Theorem~\ref{thm:detail}.
|
|
Property \eqref{eq:convergence of critical chemical potential} follows from the construction $\lambda_c(\gamma)\in(\lambda_\ast-\kappa\delta_{n(\gamma)},\lambda_\ast+\kappa\delta_{n(\gamma)})$, the monotone convergence of $(\delta_n)_{n\ge 1}$ to $0$, and the monotonicity of $n(\gamma)$ in $\gamma$.
|
|
For Property \eqref{eq:density concentration}, let $U\subset\R$ be an open set containing $\mathcal{M}$.
|
|
By the continuity of $\phi_{\lambda_\ast}$, there exists $\delta_U>0$ such that, for all $0<\delta\le\delta_U$, $G_-(\delta)\subset U\cap[0,\rho_{\ast,0})$ and $G_+(\delta)\subset U\cap(\rho_{\ast,0},\infty)$.
|
|
By \eqref{eqn:detail-consolidation-density concentration}, for all small enough $\gamma>0$,
|
|
\begin{equation}
|
|
\label{eqn:detail-consolidation-density concentration-minus measure}
|
|
\P^{-}_{\lambda_c(\gamma),\gamma}(\eta_{0}\in U\cap[0,\rho_{\ast,0}))
|
|
\ge\P^{-}_{\lambda_c(\gamma),\gamma}(\eta_{0}\in G_{-}(\delta_{n(\gamma)}))
|
|
\ge 1-\epsilon_{n(\gamma)},
|
|
\end{equation}
|
|
\begin{equation}
|
|
\label{eqn:detail-consolidation-density concentration-plus measure}
|
|
\P^{+}_{\lambda_c(\gamma),\gamma}(\eta_{0}\in U\cap(\rho_{\ast,0},\infty))
|
|
\ge\P^{+}_{\lambda_c(\gamma),\gamma}(\eta_{0}\in G_{+}(\delta_{n(\gamma)}))
|
|
\ge 1-\epsilon_{n(\gamma)}.
|
|
\end{equation}
|
|
Now, \eqref{eq:density concentration} follows by taking $\gamma\downarrow 0$ in \eqref{eqn:detail-consolidation-density concentration-minus measure} and \eqref{eqn:detail-consolidation-density concentration-plus measure}, and using the monotone convergence of $(\epsilon_n)_{n\ge 1}$ to $0$ and again the monotonicity of $n(\gamma)$ in $\gamma$.
|
|
\end{proof}
|
|
|
|
|
|
|
|
\subsection{Verifying Assumption~\ref{as:good regions}}
|
|
|
|
In this section, we deduce Proposition~\ref{prop:phase-transition} from the next proposition, which will itself be established in Section \ref{sec:proof of normalized measure estimate}.
|
|
The normalized measures $\tilde{\omega}_{\lambda,\gamma}$ are defined as in~\eqref{normalized_omega}.
|
|
|
|
\begin{proposition}
|
|
\label{prop:normalized-measure}
|
|
For all non-empty Borel $B\subseteq[0,\infty)$ such that $\inf_{\rho\in B} f(\rho)<\infty$ and all compact $K\subset\R$,
|
|
\begin{equation}
|
|
\label{eqn:normalized-measure}
|
|
\limsup_{\gamma\downarrow 0}\sup_{\lambda\in K}\left\{\gamma^d\log\tilde{\omega}_{\lambda,\gamma}(B)+\beta\left[\inf_{\rho\in \overline{B}}\phi_{\lambda}(\rho)-\inf_{\rho\in[0,\infty)}\phi_{\lambda}(\rho)\right]\right\}\le 0,
|
|
\end{equation}
|
|
with $\overline{B}$ denoting the closure of $B$.
|
|
\end{proposition}
|
|
|
|
\begin{lemma}\label{lem:terminal rho}
|
|
There exists $\rho_{\mathrm{T}}<\infty$ such that
|
|
\begin{equation}
|
|
\inf_{\substack{\lambda\in[\lambda_*-1,\lambda_*+1]\\\rho\in[\rho_{\mathrm{T}},\infty)}} \phi_{\lambda}(\rho) \ge m_*+1.
|
|
\end{equation}
|
|
\end{lemma}
|
|
|
|
\begin{proof}
|
|
In the hard-core case, $f(\rho)=\infty$ when $\rho>\rho_\cp$ by~\eqref{eq:infinite value in extension}, so we may take any $\rho_{\mathrm{T}}\in(\rho_\cp,\infty)$.
|
|
In the soft-core case, the claim follows from the quadratic lower bound~\eqref{eq:growth of f at infinity}, the fact that $\alpha<\alpha_\max$ and the definition~\eqref{eq:mean-field free energy density} of $\phi_{\lambda}$.
|
|
\end{proof}
|
|
|
|
\begin{proof}[Deduction of Proposition \ref{prop:phase-transition}]
|
|
Fix
|
|
\begin{equation}
|
|
0<\delta_0<\begin{cases}\min\{\phi_{\lambda_*}(\rho_{*,0})-m_*, 1\}&\substack{\text{in the soft-core case,}\\\text{or the hard-core case with $\phi_{\lambda_*}(\rho_\cp)=m_*$}}\\
|
|
\min\{\phi_{\lambda_*}(\rho_{*,0})-m_*, 1, \phi_{\lambda_*}(\rho_\cp)-m_*\}&\text{hard-core case with $\phi_{\lambda_*}(\rho_\cp)>m_*$}
|
|
\end{cases}
|
|
\end{equation}
|
|
arbitrarily.
|
|
Fix the $0<\gamma_0\le 1$ of Lemma~\ref{lem:model is well defined}. Fix $0<\kappa<\min\{1, \frac{1}{\rho_{*,+}+\rho_{\mathrm{T}}}\}$ for the $\rho_{\mathrm{T}}$ of Lemma~\ref{lem:terminal rho}.
|
|
|
|
Let $\delta\in(0,\delta_0)$. We first note that the sets $G_\pm(\delta)$ are closed. Recall that $\phi_{\lambda_*}$ is continuous in the soft-core case, and is continuous on $[0,\rho_\cp]$ (allowing it to be infinite at $\rho_\cp$) and is infinite on $(\rho_\cp,\infty)$ in the hard-core case.
|
|
Thus, as $m_*+\delta<\phi_{\lambda_*}(\rho_{*,0})$, we have that $G_-(\delta)= \phi_{\lambda_*}^{-1}([m_*, m_*+\delta])\cap [0,\rho_{*,0}-\eps]$ and $G_+(\delta) = (\phi_{\lambda_*}^{-1}([m_*, m_*+\delta])\cap [\rho_{*,0}+\eps,\infty))\cup I(\delta)$ for some $\eps>0$, whence $G_\pm(\delta)$ are closed (noting that $I(\delta)$ is closed).
|
|
|
|
Fix $K:=[\lambda_*-\kappa \delta, \lambda_*+\kappa\delta]$. Proposition~\ref{prop:normalized-measure} implies that for any set $B$ as in the proposition, there exists a function $\eps_{B}:(0,\gamma_0]\to[0,\infty)$ satisfying $\lim_{\gamma\downarrow0}\eps_{B}(\gamma)=0$ such that
|
|
\begin{equation}
|
|
\label{eqn:normalized measure with error}
|
|
\tilde{\omega}_{\lambda,\gamma}(B)\le \exp{\gamma^{-d}\left(\eps_B(\gamma)-\beta\left[\inf_{\rho\in \overline{B}}\phi_{\lambda}(\rho)-\inf_{\rho\in[0,\infty)}\phi_{\lambda}(\rho)\right]\right)}\quad\text{for}\quad\substack{\lambda\in K,\\0<\gamma\le\gamma_0}.
|
|
\end{equation}
|
|
|
|
We start with~\eqref{eqn:good regions_separation} of Assumption~\ref{as:good regions}. We apply~\eqref{eqn:normalized measure with error} with $B=G_\pm(\delta)$, noting that $\inf_{\rho\in G_\pm(\delta)} f(\rho)<\infty$ by the definition of $G_\pm(\delta)$ and $m_*$. We obtain, for each $\lambda\in K$ and $0<\gamma\le\gamma_0$,
|
|
\begin{equation}
|
|
\begin{split}
|
|
{}&e^{-\frac{1}{2}J_{\lambda,\gamma}\dist(G_-(\delta), G_+(\delta))^2}(\tilde\omega_{\lambda,\gamma}(G_-(\delta))\tilde\omega_{\lambda,\gamma}(G_+(\delta)))^{1/2}
|
|
\\
|
|
\le{}&
|
|
\begin{multlined}[t]
|
|
\exp\left\{-\frac{1}{2}J_{\lambda,\gamma}\dist(G_-(\delta), G_+(\delta))^2+\frac{1}{2}\gamma^{-d}\left(\epsilon_{G_-(\delta)}(\gamma)+\epsilon_{G_+(\delta)}(\gamma)
|
|
\vphantom{\frac{1}{2}}\right.\right.
|
|
\\
|
|
\left.\left.-\beta\left[\inf_{\rho\in G_-(\delta)}\phi_{\lambda}(\rho)+\inf_{\rho\in G_+(\delta)}\phi_{\lambda}(\rho)-2\inf_{\rho\in [0,\infty)}\phi_{\lambda}(\rho))\right]\right)\right\}
|
|
\end{multlined}
|
|
\\
|
|
\le{}&\exp{-\frac{1}{2}\gamma^{-d}\left[\frac{1}{2}J_2\beta\dist(G_-(\delta), G_+(\delta))^2-\epsilon_{G_-(\delta)}(\gamma)-\epsilon_{G_+(\delta)}(\gamma)\right]}.
|
|
\end{split}
|
|
\end{equation}
|
|
Since $G_-(\delta)$ and $G_+(\delta)$ are closed and disjoint we have that $\dist(G_-(\delta), G_+(\delta))>0$. Therefore,
|
|
\begin{equation}\label{eq:verifying the second property}
|
|
\lim_{\gamma\downarrow 0}\sup_{\lambda\in K} e^{-\frac{1}{2}J_{\lambda,\gamma}\dist(G_-(\delta), G_+(\delta))^2}(\tilde\omega_{\lambda,\gamma}(G_-(\delta))\tilde\omega_{\lambda,\gamma}(G_+(\delta)))^{1/2} = 0.
|
|
\end{equation}
|
|
|
|
We continue with~\eqref{eqn:good regions_double-well} of Assumption~\ref{as:good regions}. We apply~\eqref{eqn:normalized measure with error} with $B=(G_-(\delta)\cup G_+(\delta))^{c}$, noting that $\inf_{\rho\in B} f(\rho)<\infty$ since $\rho_{*,0}\in B$ and, in the hard-core case, $\rho_{*,0}<\rho_{*,+}\le\rho_\cp$. We obtain, for each $\lambda\in K$ and $0<\gamma\le\gamma_0$,
|
|
\begin{equation}\label{eq:towards the first property}
|
|
\begin{multlined}
|
|
\tilde\omega_{\lambda,\gamma}((G_-(\delta)\cup G_+(\delta))^{c})
|
|
\\
|
|
\le \exp{\gamma^{-d}\left(\eps_{(G_-(\delta)\cup G_+(\delta))^{c}}(\gamma)-\beta\left[\inf_{\rho\in \overline{(G_-(\delta)\cup G_+(\delta))^{c}}}\phi_{\lambda}(\rho)-\inf_{\rho\in[0,\infty)}\phi_{\lambda}(\rho)\right]\right)}.
|
|
\end{multlined}
|
|
\end{equation}
|
|
Now, for each $\lambda\in K$, on the one hand,
|
|
\begin{equation}
|
|
\inf_{\rho\in[0,\infty)}\phi_{\lambda}(\rho)\le \phi_{\lambda}(\rho_{*,+})\le m_* + \kappa\delta\rho_{*,+}.
|
|
\end{equation}
|
|
On the other hand, recalling the definition of $G_\pm(\delta)$ from~\eqref{eq:G+- def} and applying Lemma~\ref{lem:terminal rho} using the fact that $K\subset[\lambda_*-1,\lambda_*+1]$ (since $\kappa,\delta<1$),
|
|
\begin{equation}\label{eq:infimum away from Gs}
|
|
\inf_{\rho\in (G_-(\delta)\cup G_+(\delta))^{c}}\phi_{\lambda}(\rho)\ge m_* + \delta - \kappa\delta\rho_{\mathrm{T}} = m_* + (1 - \kappa\rho_{\mathrm{T}})\delta.
|
|
\end{equation}
|
|
Moreover, we claim that
|
|
\begin{equation}\label{eq:closure does not change inf}
|
|
\inf_{\rho\in \overline{(G_-(\delta)\cup G_+(\delta))^{c}}}\phi_{\lambda}(\rho) = \inf_{\rho\in (G_-(\delta)\cup G_+(\delta))^{c}}\phi_{\lambda}(\rho).
|
|
\end{equation}
|
|
This is clear in the soft-core case since $\phi_\lambda$ is continuous.
|
|
It follows in the hard-core case when $\phi_{\lambda_*}(\rho_\cp)>m_*$, since in this case $\rho_\cp$ belongs to the open set $(G_-(\delta)\cup G_+(\delta))^{c}$ by the definition of $G_\pm(\delta)$ from~\eqref{eq:G+- def} and our choice of $\delta$, whence the boundary $\partial (G_-(\delta)\cup G_+(\delta))$ consists only of continuity points of $\phi_\lambda$ by~\eqref{eq:continuity of phi lambda}.
|
|
It also follows in the hard-core case when $\phi_{\lambda_*}(\rho_\cp)=m_*$ since a neighborhood of $\rho_\cp$ is contained in $G_+(\delta)$ by the definition~\eqref{eq:G+- def} (making use of $I(\delta)$), so again the boundary $\partial (G_-(\delta)\cup G_+(\delta))$ consists only of continuity points of $\phi_\lambda$ by~\eqref{eq:continuity of phi lambda}.
|
|
Therefore, since $\kappa<\frac{1}{\rho_{*,+}+\rho_{\mathrm{T}}}$,
|
|
\begin{equation}
|
|
\inf_{\lambda\in K}\left(\inf_{\rho\in \overline{(G_-(\delta)\cup G_+(\delta))^{c}}}\phi_{\lambda}(\rho)-\inf_{\rho\in[0,\infty)}\phi_{\lambda}(\rho)\right)>0.
|
|
\end{equation}
|
|
Together with~\eqref{eq:towards the first property}, this implies
|
|
\begin{equation}\label{eq:verifying the first property}
|
|
\lim_{\gamma\downarrow0}\sup_{\lambda\in K}\tilde\omega_{\lambda,\gamma}((G_-(\delta)\cup G_+(\delta))^{c}) = 0.
|
|
\end{equation}
|
|
|
|
Lastly, we check~\eqref{eqn:good regions_endpoints} of Assumption~\ref{as:good regions}.
|
|
Let $\#\in\set{-,+}$.
|
|
We apply~\eqref{eqn:normalized measure with error} with $B=G_\#(\delta)^{c}$, noting that $\inf_{\rho\in B} f(\rho)<\infty$ as, again, $\rho_{*,0}\in B$. We obtain, for each $0<\gamma\le\gamma_0$,
|
|
\begin{equation}\label{eq:towards the third property}
|
|
\tilde\omega_{\lambda_\#,\gamma}(G_\#(\delta)^{c})\le \exp{\gamma^{-d}\left(\eps_{G_\#(\delta)^{c}}(\gamma)-\beta\left[\inf_{\rho\in \overline{G_\#(\delta)^{c}}}\phi_{\lambda_\#}(\rho)-\inf_{\rho\in[0,\infty)}\phi_{\lambda_\#}(\rho)\right]\right)}
|
|
\end{equation}
|
|
where we recall that $\lambda_\pm(\delta) = \lambda_*\pm \kappa \delta$.
|
|
Now, on the one hand,
|
|
\begin{equation}
|
|
\inf_{\rho\in G_{\mp}(\delta)}\phi_{\lambda_\pm}(\rho)
|
|
\ge \inf_{\rho\in G_{\mp}(\delta)}\phi_{\lambda_\ast}(\rho)
|
|
+\inf_{\rho\in G_{\mp}(\delta)}(-(\lambda_\pm-\lambda_\ast)\rho)
|
|
\ge m_*-(\lambda_\pm-\lambda_*)\rho_{*,0},
|
|
\end{equation}
|
|
which, using that
|
|
\begin{equation}
|
|
\overline{G_\pm(\delta)^c}
|
|
=G_\pm(\delta)^c\cup\partial G_\pm(\delta)
|
|
= G_\mp(\delta)\cup \overline{(G_-(\delta)\cup G_+(\delta))^{c}}
|
|
\end{equation}
|
|
and using~\eqref{eq:closure does not change inf} and~\eqref{eq:infimum away from Gs}, implies that
|
|
\begin{equation}
|
|
\begin{multlined}
|
|
\inf_{\rho\in \overline{G_\#(\delta)^{c}}}\phi_{\lambda_\#}(\rho)\ge m_*+\min\{-(\lambda_\#-\lambda_*)\rho_{*,0}, (1 - \kappa\rho_{\mathrm{T}})\delta\}
|
|
\\
|
|
=\begin{cases}m_*+\min\{\kappa\rho_{*,0},1 - \kappa\rho_{\mathrm{T}}\}\delta&\#=-\\
|
|
m_*+\min\{-\kappa\rho_{*,0},1 - \kappa\rho_{\mathrm{T}}\}\delta&\#=+
|
|
\end{cases}.
|
|
\end{multlined}
|
|
\end{equation}
|
|
On the other hand,
|
|
\begin{equation}
|
|
\inf_{\rho\in[0,\infty)}\phi_{\lambda_\#}(\rho)\le \phi_{\lambda_\#}(\rho_{*,\#}) = m_* - (\lambda_\#-\lambda_*)\rho_{*,\#} = \begin{cases}m_*+\kappa\delta\rho_{*,-}&\#=-\\
|
|
m_*-\kappa\delta\rho_{*,+}&\#=+
|
|
\end{cases}.
|
|
\end{equation}
|
|
Therefore, using that $\rho_{*,-}<\rho_{*,0}<\rho_{*,+}$ and using again that $\kappa<\frac{1}{\rho_{*,+}+\rho_{\mathrm{T}}}$,
|
|
\begin{equation}
|
|
\inf_{\rho\in \overline{G_\#(\delta)^{c}}}\phi_{\lambda_\#}(\rho)-\inf_{\rho\in[0,\infty)}\phi_{\lambda_\#}(\rho)>0.
|
|
\end{equation}
|
|
Together with~\eqref{eq:towards the third property}, this implies
|
|
\begin{equation}\label{eq:verifying the third property}
|
|
\lim_{\gamma\downarrow0}\tilde\omega_{\lambda_\#,\gamma}(G_\#(\delta)^{c}) = 0.
|
|
\end{equation}
|
|
|
|
The proposition follows from~\eqref{eq:verifying the second property},~\eqref{eq:verifying the first property} and~\eqref{eq:verifying the third property}.
|
|
\end{proof}
|
|
|
|
|
|
|
|
\subsection{Technical lemmas}
|
|
|
|
We will deduce Proposition \ref{prop:normalized-measure} and Theorem \ref{thm:comparison_with_GP} from the two technical lemmas introduced in this section.
|
|
Recall that, in the discrete case, we extended $f_{\gamma}$ to $[0,\infty)$ by a linear interpolation.
|
|
|
|
\begin{lemma}
|
|
\label{lem:normalized-measure_measure}
|
|
For any compact $K\subset\R$ and non-empty, Borel $B\subseteq[0,\infty)$ such that $\inf_{\rho\in B} f(\rho)<\infty$,
|
|
\begin{equation}
|
|
\label{eqn:normalized-measure_measure}
|
|
\limsup_{\gamma\downarrow 0}\sup_{\lambda\in K}\left\{\gamma^d\log\omega_{\lambda,\gamma}(B)+\beta\inf_{\rho\in \overline{B}}\phi_{\lambda}(\rho)\right\}\le 0
|
|
\end{equation}
|
|
\end{lemma}
|
|
|
|
\begin{claim}
|
|
\label{claim:box-model_hard-core_lower-bound}
|
|
For all non-empty, bounded Borel $B\subseteq[0,\infty)$ such that $\inf_{\rho\in B} f(\rho)<\infty$ and all compact $K\subset\R$,
|
|
\begin{equation}
|
|
\liminf_{\gamma\downarrow0}\inf_{\lambda\in K}\left\{\inf_{\rho\in B}\phi_{\lambda,\gamma}(\rho)-\inf_{\rho\in \overline{B}}\phi_{\lambda}(\rho)\right\}\ge 0.
|
|
\end{equation}
|
|
\end{claim}
|
|
|
|
\begin{proof}
|
|
Suppose, to obtain a contradiction, that the claim does not hold. Therefore, there exist $\epsilon>0$ and sequences $(\gamma_j)\subset(0,1]$, $(\lambda_j)\subset K$, and $(\rho_j)\subset B$, with $\gamma_j\downarrow 0$, such that $\phi_{\lambda_j,\gamma_j}(\rho_j)<\infty$ and
|
|
\begin{equation}
|
|
\phi_{\lambda_j,\gamma_j}(\rho_j)\le \inf_{\rho\in \overline{B}}\phi_{\lambda_j}(\rho)-\epsilon
|
|
\end{equation}
|
|
for all $j$.
|
|
By compactness, we may further assume that $\lambda_j\rightarrow\lambda_\infty\in K$ and $\rho_j\rightarrow\rho_\infty\in \overline{B}$.
|
|
To obtain a contradiction, it suffices to show that
|
|
\begin{equation}\label{eq:limiting phi value}
|
|
\liminf_{j\rightarrow\infty}\phi_{\lambda_j,\gamma_j}(\rho_j)\ge\phi_{\lambda_\infty}(\rho_\infty),
|
|
\end{equation}
|
|
using that $\lim_{j\rightarrow\infty}\inf_{\rho\in \overline{B}}\phi_{\lambda_j}(\rho)=\inf_{\rho\in \overline{B}}\phi_{\lambda_\infty}(\rho)$ by the boundedness of $B$ and the continuity of $\phi_\lambda$.
|
|
In the soft-core case,~\eqref{eq:limiting phi value} follows from~\eqref{eq:uniform convergence below infinity}. In the hard-core case,~\eqref{eq:limiting phi value} follows from~\eqref{eq:uniform convergence below eta cp} if $\rho_\infty<\rho_\cp$, follows from~\eqref{eq:convergence at eta cp} (and~\eqref{eq:f extension to rho cp}) if $\rho_\infty=\rho_\cp$, and follows from~\eqref{eq:uniform convergence above eta cp} if $\rho_\infty>\rho_\cp$.
|
|
\end{proof}
|
|
|
|
\begin{claim}
|
|
\label{clm:tail bound}
|
|
For any compact $K\subset\R$,
|
|
\begin{equation}
|
|
\lim_{\rho_1\to\infty}\limsup_{\gamma\downarrow0}\sup_{\lambda\in K}\left\{\gamma^d\log\omega_{\lambda,\gamma}([\rho_1,\infty))\right\}=-\infty.
|
|
\end{equation}
|
|
\end{claim}
|
|
\begin{proof}
|
|
Fix $\alpha_0\in(\alpha,\alpha_\max)$.
|
|
Lemma~\ref{lem:model is well defined} shows that there exist $\gamma_{\alpha_0}>0$ and $\rho_{\alpha_0}\in[0,\infty)$ such that $f_\gamma(\rho)\ge \frac{1}{2}\alpha_0\rho^2$ for $\rho\ge\rho_{\alpha_0}$ and $0<\gamma\le \gamma_{\alpha_0}$.
|
|
Therefore, for all $\lambda\in K$, and taking $0<\gamma\le \gamma_{\alpha_0}$ sufficiently small and $\rho_1\ge\rho_{\alpha_0}$ sufficiently large, it holds that
|
|
\begin{multline}
|
|
\int_{[\rho_1,\infty)}e^{-\beta\gamma^{-d}\phi_{\lambda,\gamma}(\rho)}\dd{\nu}_\gamma(\rho) \le \int_{[\rho_1,\infty)}e^{-\beta\gamma^{-d}(-\rho\min K + \frac{1}{2}(\alpha_0-\alpha)\rho^2)}\dd{\nu}_\gamma(\rho)\\
|
|
\le\int_{[\rho_1,\infty)}e^{-\beta\gamma^{-d}(\rho+1)}\dd{\nu}_\gamma(\rho) \le e^{-\beta\gamma^{-d}\rho_1} \nu_\gamma([\rho_1,\rho_1+1))\sum_{k=1}^\infty e^{-\beta\gamma^{-d}k} \le e^{-\beta\gamma^{-d}\rho_1},
|
|
\end{multline}
|
|
where the second inequality uses that $-\rho\min K + \frac{1}{2}(\alpha_0-\alpha)\rho^2\ge \rho+1$ for sufficiently large $\rho$, the third inequality uses the monotonicity of the integrand and the $1$-periodicity of $\nu_\gamma$, and the final inequality uses that $\gamma$ is sufficiently small and the definition of $\nu_\gamma$.
|
|
The claim follows.
|
|
\end{proof}
|
|
|
|
\begin{proof}[Proof of Lemma \ref{lem:normalized-measure_measure}]
|
|
Let $K\subset\R$ be compact and $B\subseteq[0,\infty)$ be non-empty and Borel, satisfying that $\inf_{\rho\in B} f(\rho)<\infty$.
|
|
To prove \eqref{eqn:normalized-measure_measure}, we first use Claim \ref{clm:tail bound} to find $\rho_1>0$ such that
|
|
\begin{equation}
|
|
\label{eqn:normalized-measure_rho1-second-property}
|
|
\limsup_{\gamma\downarrow 0}\sup_{\lambda\in K}\left\{\gamma^d\log\int_{[\rho_1,\infty)}e^{-\beta\gamma^{-d}\phi_{\lambda,\gamma}(\rho)}\dd{\nu}_\gamma(\rho)\right\}
|
|
\le -\beta\sup_{\lambda\in K}\inf_{\rho\in\overline{B}}\phi_\lambda(\rho).
|
|
\end{equation}
|
|
Let $B_1:=B\cap[0,\rho_1]$ and $B_2:=B\cap(\rho_1,\infty)$.
|
|
Splitting $\omega_{\lambda,\gamma}(B)=\omega_{\lambda,\gamma}(B_1)+\omega_{\lambda,\gamma}(B_2)$ and using the elementary inequality $\log(a+b)\le\log2+\max\set{\log a,\log b}$, we bound the LHS of \eqref{eqn:normalized-measure_measure} by
|
|
\begin{equation}
|
|
\label{eqn:normalized-measure_measure_max-bound}
|
|
\begin{multlined}
|
|
\limsup_{\gamma\downarrow 0}\sup_{\lambda\in K}\left\{\gamma^d\log2+\max\set{
|
|
\log\omega_{\lambda,\gamma}(B_1),
|
|
\log\omega_{\lambda,\gamma}(B_2)
|
|
}+\beta\inf_{\rho\in \overline{B}}\phi_{\lambda}(\rho)\right\}
|
|
\\
|
|
=\max
|
|
\left\{\limsup_{\gamma\downarrow 0}\sup_{\lambda\in K}\left\{\gamma^d
|
|
\log\omega_{\lambda,\gamma}(B_1)
|
|
+\beta\inf_{\rho\in \overline{B}}\phi_{\lambda}(\rho)\right\},
|
|
\right.
|
|
\\
|
|
\left.\limsup_{\gamma\downarrow 0}\sup_{\lambda\in K}\left\{\gamma^d
|
|
\log\omega_{\lambda,\gamma}(B_2)
|
|
+\beta\inf_{\rho\in \overline{B}}\phi_{\lambda}(\rho)\right\}
|
|
\right\}.
|
|
\end{multlined}
|
|
\end{equation}
|
|
On the one hand, using Claim \ref{claim:box-model_hard-core_lower-bound} and that $\inf_{\rho\in B_1}\phi_{\lambda,\gamma}(\rho)\ge \inf_{\rho\in B}\phi_{\lambda,\gamma}(\rho)$,
|
|
\begin{equation}
|
|
\label{eqn:normalized-measure_measure_main-part}
|
|
\begin{multlined}
|
|
\limsup_{\gamma\downarrow 0}\sup_{\lambda\in K}\left\{\gamma^d
|
|
\log\omega_{\lambda,\gamma}(B_1)
|
|
+\beta\inf_{\rho\in \overline{B}}\phi_{\lambda}(\rho)\right\}
|
|
\\
|
|
\le \limsup_{\gamma\downarrow 0}\gamma^d\log\nu_\gamma(B_1)
|
|
-\beta\liminf_{\gamma\downarrow 0}\inf_{\lambda\in K}\left\{\inf_{\rho\in B}\phi_{\lambda,\gamma}(\rho)-\inf_{\rho\in \overline{B}}\phi_{\lambda}(\rho)\right\}
|
|
\le 0.
|
|
\end{multlined}
|
|
\end{equation}
|
|
On the other hand, using \eqref{eqn:normalized-measure_rho1-second-property},
|
|
\begin{equation}
|
|
\label{eqn:normalized-measure_measure_tail}
|
|
\begin{multlined}
|
|
\limsup_{\gamma\downarrow 0}\sup_{\lambda\in K}\left\{\gamma^d
|
|
\log\omega_{\lambda,\gamma}(B_2)
|
|
+\beta\inf_{\rho\in \overline{B}}\phi_{\lambda}(\rho)\right\}
|
|
\\
|
|
\le\limsup_{\gamma\downarrow 0}\sup_{\lambda\in K}\left\{\gamma^d\log\int_{[\rho_1,\infty)} e^{-\beta\gamma^{-d}\phi_{\lambda,\gamma}(\rho)}\dd{\nu}_\gamma(\rho)
|
|
\right\}+\beta\sup_{\lambda\in K}\inf_{\rho\in \overline{B}}\phi_{\lambda}(\rho)
|
|
\le 0.
|
|
\end{multlined}
|
|
\end{equation}
|
|
Combining \eqref{eqn:normalized-measure_measure_max-bound}, \eqref{eqn:normalized-measure_measure_main-part}, and \eqref{eqn:normalized-measure_measure_tail}, we get \eqref{eqn:normalized-measure_measure}.
|
|
\end{proof}
|
|
|
|
\begin{lemma}
|
|
\label{lem:normalized-measure_normalization}
|
|
For any compact $K\subset\R$,
|
|
\begin{equation}
|
|
\label{eqn:normalized-measure_normalization}
|
|
\liminf_{\gamma\downarrow 0}\inf_{\lambda\in K}\inf_{L\ge 1}\left\{\frac{1}{\gamma^{-d}\abs{\Lambda_L}}\log\Xi^{L,\per}_{\lambda,\gamma}+\beta\inf_{\rho\in[0,\infty)}\phi_\lambda(\rho)\right\}\ge 0,
|
|
\end{equation}
|
|
where we introduced the shorthand $\psi_{\lambda,\gamma}:=\psi_{J_{\lambda,\gamma},\omega_{\lambda,\gamma}}$.
|
|
\end{lemma}
|
|
|
|
\begin{claim}
|
|
\label{claim:box-model_pressure-localization}
|
|
For any compact $K\subset\R$,
|
|
\begin{equation}
|
|
\lim_{\xi\downarrow0}\limsup_{\gamma\downarrow0}\sup_{\lambda\in K}\inf_{\rho_0\in[0,\infty)}\left\{\sup_{\rho\in[\rho_0,\rho_0+\xi]}\phi_{\lambda,\gamma}(\rho)-\inf_{\rho\in[0,\infty)}\phi_\lambda(\rho)\right\}\le 0.
|
|
\end{equation}
|
|
\end{claim}
|
|
|
|
\begin{proof}
|
|
Let $\epsilon>0$. In the soft-core case, choose $\rho_1<\infty$ such that
|
|
\begin{equation}
|
|
\inf_{\rho\in[0,\rho_1]}\phi_\lambda(\rho)=\inf_{\rho\in[0,\infty)}\phi_\lambda(\rho)\quad\text{for all $\lambda\in K$.}
|
|
\end{equation}
|
|
This is possible since $K$ is bounded and using the quadratic growth~\eqref{eq:growth of f at infinity} of $f$, together with our choice $\alpha<\alpha_\max$ (and the definition~\eqref{eq:mean-field free energy density} of $\phi_\lambda$). In the hard-core case, choose $\rho_1<\rho_\cp$ such that
|
|
\begin{equation}
|
|
\sup_{\lambda\in K}\left\{\inf_{\rho\in[0,\rho_1]}\phi_\lambda(\rho)-\inf_{\rho\in[0,\rho_\cp]}\phi_\lambda(\rho)\right\}\le\epsilon.
|
|
\end{equation}
|
|
This is possible since $K$ is bounded and as $f$ is continuous on $[0,\rho_\cp]$ (at $\rho_\cp$, we mean this in the generalized sense~\eqref{eq:f extension to rho cp} if $f(\rho_\cp)=\infty$).
|
|
|
|
As $\phi_\lambda$ is continuous, for each $\lambda\in K$, there exists $\rho_0(\lambda)\in[0,\rho_1]$ such that $\phi_\lambda(\rho_0(\lambda))=\inf_{\rho\in[0,\rho_1]}\phi_\lambda(\rho)$.
|
|
Then, for all small enough $\xi,\gamma>0$,
|
|
\begin{equation}
|
|
\begin{split}
|
|
{}&\sup_{\lambda\in K}\inf_{\rho_0\in[0,\infty)}\left\{\sup_{\rho\in[\rho_0,\rho_0+\xi]}\phi_{\lambda,\gamma}(\rho)-\inf_{\rho\in[0,\infty)}\phi_\lambda(\rho)\right\}
|
|
\\
|
|
\le{}&\sup_{\lambda\in K}\left\{\sup_{\rho\in[\rho_0(\lambda),\rho_0(\lambda)+\xi]}\phi_{\lambda,\gamma}(\rho)-\inf_{\rho\in[0,\infty)}\phi_\lambda(\rho)\right\}
|
|
\\
|
|
\le{}&\sup_{\lambda\in K}\left\{\sup_{\rho\in[\rho_0(\lambda),\rho_0(\lambda)+\xi]}\phi_{\lambda}(\rho)-\inf_{\rho\in[0,\infty)}\phi_\lambda(\rho)\right\}+\epsilon
|
|
\\
|
|
\le{}&\sup_{\lambda\in K}\left\{\phi_{\lambda}(\rho_0(\lambda))-\inf_{\rho\in[0,\infty)}\phi_\lambda(\rho)\right\}+2\epsilon
|
|
\\
|
|
\le{}&3\epsilon,
|
|
\end{split}
|
|
\end{equation}
|
|
where we used the uniform convergence assumption~\eqref{eq:uniform convergence below eta cp} (hard-core case) or~\eqref{eq:uniform convergence below infinity} (soft-core case) in the second inequality, the uniform continuity of $(\lambda,\rho)\mapsto\phi_\lambda(\rho)$ on $K\times[0,\rho_1+\xi]$ in the third, and the definition of $\rho_0(\lambda)$ and $\rho_1$ in the last.
|
|
The proof is complete after taking $\gamma\downarrow 0$, $\xi\downarrow 0$, and $\epsilon\downarrow 0$.
|
|
\end{proof}
|
|
|
|
\begin{proof}[Proof of Lemma \ref{lem:normalized-measure_normalization}]
|
|
To prove~\eqref{eqn:normalized-measure_normalization}, we bound, using \eqref{eqn:partition-function-lower-bound},
|
|
\begin{equation}
|
|
\inf_{L\ge 1}\frac{1}{\gamma^{-d}\abs{\Lambda_L}}\log\Xi^{L,\per}_{\lambda,\gamma}
|
|
\ge \sup_{S}\left\{-dJ_{\lambda,\gamma}\diam(S)^2+\log\omega_{\lambda,\gamma}(S)\right\}.
|
|
\end{equation}
|
|
Let $\xi>0$.
|
|
By restricting to sets $S$ of the form $[\rho_0,\rho_0+\xi]$, where $\rho_0\in [0,\infty)$, we bound the LHS of \eqref{eqn:normalized-measure_normalization} below by
|
|
\begin{equation}
|
|
\begin{multlined}
|
|
\liminf_{\gamma\downarrow 0}\inf_{\lambda\in K}\sup_{\rho_0\in[0,\infty)}\left\{-\gamma^d dJ_{\lambda,\gamma}\xi^2+\gamma^d\log\omega_{\lambda,\gamma}(S)+\beta\inf_{\rho\in[0,\infty)}\phi_\lambda(\rho)\right\}
|
|
\\
|
|
=-\frac{1}{2}\beta d J_2\xi^2
|
|
+\liminf_{\gamma\downarrow 0}\inf_{\lambda\in K}\sup_{\rho_0\in[0,\infty)}\left\{\gamma^d\log\omega_{\lambda,\gamma}(S)+\beta\inf_{\rho\in[0,\infty)}\phi_\lambda(\rho)\right\},
|
|
\end{multlined}
|
|
\end{equation}
|
|
where $S$ is the shorthand for $[\rho_0,\rho_0+\xi]$.
|
|
Thus, it suffices to show that
|
|
\begin{equation}
|
|
\lim_{\xi\downarrow 0}\liminf_{\gamma\downarrow 0}\inf_{\lambda\in K}\sup_{\rho_0\in[0,\infty)}\left\{\gamma^d\log\int_{[\rho_0,\rho_0+\xi]}e^{-\beta\gamma^{-d}\phi_{\lambda,\gamma}(\rho)}\dd{\nu}_\gamma(\rho)+\beta\inf_{\rho\in[0,\infty)}\phi_\lambda(\rho)\right\}\ge 0.
|
|
\end{equation}
|
|
We bound
|
|
\begin{equation}
|
|
\begin{split}
|
|
{}&\sup_{\rho_0\in[0,\infty)}\left\{\gamma^d\log\int_{[\rho_0,\rho_0+\xi]}e^{-\beta\gamma^{-d}\phi_{\lambda,\gamma}(\rho)}\dd{\nu}_\gamma(\rho)+\beta\inf_{\rho\in[0,\infty)}\phi_\lambda(\rho)\right\}
|
|
\\
|
|
\ge{}&\sup_{\rho_0\in[0,\infty)}\left\{\gamma^d\log\nu_\gamma([\rho_0,\rho_0+\xi])-\beta\sup_{\rho\in[\rho_0,\rho_0+\xi]}\phi_{\lambda,\gamma}(\rho)+\beta\inf_{\rho\in[0,\infty)}\phi_\lambda(\rho)\right\}
|
|
\\
|
|
\ge{}&\inf_{\rho_0\in[0,\infty)}\left\{\gamma^d\log\nu_\gamma([\rho_0,\rho_0+\xi])\right\}
|
|
-\beta\inf_{\rho_0\in[0,\infty)}\left\{\sup_{\rho\in[\rho_0,\rho_0+\xi]}\phi_{\lambda,\gamma}(\rho)-\inf_{\rho\in[0,\infty)}\phi_\lambda(\rho)\right\}.
|
|
\end{split}
|
|
\end{equation}
|
|
Since
|
|
\begin{equation}
|
|
\liminf_{\gamma\downarrow 0}\inf_{\rho_0\in[0,\infty)}\left\{\gamma^d\log\nu_\gamma([\rho_0,\rho_0+\xi])\right\}=0,
|
|
\end{equation}
|
|
we deduce~\eqref{eqn:normalized-measure_normalization} using Claim~\ref{claim:box-model_pressure-localization}.
|
|
\end{proof}
|
|
|
|
|
|
|
|
\subsection{Deduction of Proposition~\ref{prop:normalized-measure} from Lemma~\ref{lem:normalized-measure_measure} and Lemma~\ref{lem:normalized-measure_normalization}}
|
|
\label{sec:proof of normalized measure estimate}
|
|
|
|
Let $K\subset\R$ be compact and $B\subseteq[0,\infty)$ be non-empty and Borel, satisfying that $\inf_{\rho\in B} f(\rho)<\infty$.
|
|
By \eqref{normalized_omega},
|
|
\begin{equation}
|
|
\gamma^d\log\tilde{\omega}_{\lambda,\gamma}(B)
|
|
=\gamma^d\log\omega_{\lambda,\gamma}(B)
|
|
-\gamma^d\psi_{\lambda,\gamma},
|
|
\end{equation}
|
|
so the LHS of \eqref{eqn:normalized-measure} is bounded above by
|
|
\begin{equation}
|
|
\begin{multlined}
|
|
\limsup_{\gamma\downarrow 0}\sup_{\lambda\in K}\left\{\gamma^d\log\omega_{\lambda,\gamma}(B)+\beta\inf_{\rho\in \overline{B}}\phi_{\lambda}(\rho)\right\}
|
|
\\
|
|
+\limsup_{\gamma\downarrow 0}\sup_{\lambda\in K}\left\{-\gamma^d\psi_{\lambda,\gamma}-\beta\inf_{\rho\in[0,\infty)}\phi_\lambda(\rho)\right\}.
|
|
\end{multlined}
|
|
\end{equation}
|
|
The proposition now follows from Lemmas \ref{lem:normalized-measure_measure} and \ref{lem:normalized-measure_normalization} and the definition \eqref{eqn:spin-model_free-energy} of $\psi_{\lambda,\gamma}$.
|
|
|
|
|
|
|
|
\subsection{Proof of Theorem~\ref{thm:comparison_with_GP}}
|
|
|
|
Let $\lambda\in\R$.
|
|
By Lemma~\ref{lem:normalized-measure_normalization},
|
|
\begin{equation}
|
|
\label{eqn:comparison_with_GP-lower_bound}
|
|
\liminf_{\substack{L\to\infty \\ \gamma\downarrow 0}}\left\{\frac{1}{\gamma^{-d}|\Lambda_L|}\log\Xi^{L, \per}_{\lambda,\gamma}+\beta\inf_{\rho}\phi_\lambda(\rho)\right\}\ge 0.
|
|
\end{equation}
|
|
For an upper bound, we use the trivial bound ${H^L_{J_{\lambda,\gamma}}(\eta)}\ge 0$ in \eqref{partition_function} to obtain
|
|
\begin{equation}
|
|
\sup_{L\ge 1}\left\{\frac{1}{\gamma^{-d}|\Lambda_L|}\log\Xi^{L, \per}_{\lambda,\gamma}\right\}\le\log\omega_{\lambda,\gamma}([0,\infty)).
|
|
\end{equation}
|
|
Applying Lemma~\ref{lem:normalized-measure_measure} with $B=[0,\infty)$, we get that
|
|
\begin{equation}
|
|
\label{eqn:comparison_with_GP-upper_bound}
|
|
\limsup_{\substack{L\to\infty\\\gamma\downarrow 0}}\left\{\frac{1}{\gamma^{-d}|\Lambda_L|}\log\Xi^{L, \per}_{\lambda,\gamma}+\beta\inf_{\rho}\phi_{\lambda}(\rho)\right\}
|
|
\le\limsup_{\gamma\downarrow 0}\left\{\gamma^d\log\omega_{\lambda,\gamma}(B)+\beta\inf_{\rho}\phi_{\lambda}(\rho)\right\}
|
|
\le 0.
|
|
\end{equation}
|
|
The theorem follows from \eqref{eqn:comparison_with_GP-lower_bound} and \eqref{eqn:comparison_with_GP-upper_bound}.
|
|
|
|
|
|
|
|
\subsection*{Acknowledgements}
|
|
JLL thanks Roman Koteck\'y for emphasizing the importance of the problem of rigorously establishing the liquid-vapor phase transition in a 2022 IHES meeting.
|
|
|
|
QH is supported by an SAS fellowship at Rutgers University.
|
|
The research of RP is partially supported by the Israel Science Foundation grants 1971/19 and 2340/23, by the European Research Council Consolidator grant 101002733 (Transitions) and by the National Science Foundation grant DMS-2451133.
|
|
Part of this work was completed while RP was a visiting fellow at the Mathematics Department of Princeton University, a visitor of the Institute for Advanced Study and a consultant at Rutgers University. RP is grateful for their support.
|
|
IJ gratefully acknowledges support through NSF Grant DMS-2349077, and the Simons Foundation, Grant Number 825876.
|
|
|
|
|
|
\bibliographystyle{plain}
|
|
\bibliography{bibliography}
|
|
|
|
|
|
\appendix
|
|
|
|
\section{Convergence assumptions for particle systems}\label{app:ruelle}
|
|
|
|
The convergence assumptions in Section \ref{sec:convergence_assumptions} are satisfied for systems of particles interacting via {\it well-behaved} pair potentials.
|
|
These results were proved by Ruelle \cite{ruelle1963classical, Ruelle69}, and are recalled in this appendix.
|
|
|
|
Consider a continuum particle system in the box $[0,\gamma^{-1}]^d$, interacting via the Hamiltonian
|
|
\begin{equation}
|
|
H(x_1,\cdots,x_N)=\sum_{i<j}\phi(x_i-x_j)
|
|
\end{equation}
|
|
where $\phi$ is an even function of $\mathbb R^d$.
|
|
We say that $\phi$ is {\it stable} \cite[Definition 3.2.1]{Ruelle69} if there exists $B \geqslant 0$ such that
|
|
\begin{equation}
|
|
H(x_1,\cdots,x_N) \geqslant -NB
|
|
\end{equation}
|
|
and {\it tempered} \cite[(1.12)]{Ruelle69} if
|
|
\begin{equation}
|
|
\phi(x) \leqslant A|x|^{-\lambda}
|
|
\quad \mathrm{for}\quad
|
|
|x| \geqslant R_0
|
|
\end{equation}
|
|
for some $\lambda>d$ and $A,R_0>0$.
|
|
Let $f_\gamma(\rho)$ denote the canonical free energy
|
|
\begin{equation}
|
|
f_\gamma(N \gamma^{d}):=-\frac1{\beta \gamma^{-d}}\log \frac1{N!}\int \dd{x}_1\cdots \dd{x}_Ne^{-\beta H(x_1,\cdots,x_N)}
|
|
\label{fparticle}
|
|
\end{equation}
|
|
($\beta$ is the inverse temperature, which we consider fixed, and so do not make it explicit in the notation.)
|
|
|
|
\begin{theorem}{\rm(\cite[Theorem 3.4.4]{Ruelle69})}:\label{theo:particle}
|
|
If the potential is stable and tempered, then there exists $\rho_{\mathrm{cp}}\in[0,\infty]$ and a convex (and thus continuous) function $f:[0,\rho_{\mathrm{cp}})\to \mathbb R$ such that, for all $\rho \geqslant 0$ and any $\rho_\gamma$ such that $\rho_\gamma\to\rho$, the following hold.
|
|
If $\rho<\rho_{\mathrm{cp}}$
|
|
\begin{equation}
|
|
\lim_{\gamma\downarrow 0}f_\gamma(\rho_\gamma)=f(\rho)
|
|
\label{ruelle_lim1}
|
|
\end{equation}
|
|
if $\rho=\rho_{\mathrm{cp}}$
|
|
\begin{equation}
|
|
\liminf_{\gamma\downarrow 0}f_\gamma(\rho_\gamma)\geqslant \lim_{\rho\uparrow\rho_{\mathrm{cp}}}f(\rho)
|
|
\label{ruelle_lim2}
|
|
\end{equation}
|
|
and if $\rho>\rho_{\mathrm{cp}}$ then
|
|
\begin{equation}
|
|
\lim_{\gamma\downarrow0}f_\gamma(\rho_\gamma)=\infty
|
|
.
|
|
\label{ruelle_lim3}
|
|
\end{equation}
|
|
\end{theorem}
|
|
|
|
The limit in (\ref{ruelle_lim1}) is actually uniform, as mentioned (in a slightly different context) in \cite[Remark 3.3.13]{Ruelle69}.
|
|
We give the argument here for the sake of completeness.
|
|
|
|
\begin{corollary}\label{cor:uniform}
|
|
The limit in (\ref{ruelle_lim1}) is uniform.
|
|
\end{corollary}
|
|
|
|
\begin{proof}
|
|
Suppose the limit were not uniform, then there would be $\epsilon>0$ and a sequence $\gamma_i\to0$ such that $|f_{\gamma_i}(n_{\gamma_i})-f(\rho)| \geqslant \epsilon$.
|
|
This contradicts Theorem \ref{theo:particle} since it applies to {\it any} $\rho_\gamma$ and in particular to $n_{\gamma_i}$.
|
|
\end{proof}
|
|
|
|
As we will see below, these results allow us to prove assumptions 1(a), 1(b), 1(c), and 2(a) of Section \ref{sec:convergence_assumptions}.
|
|
To obtain assumption 2(b), we will need to impose a stronger stability condition.
|
|
The potential is said to be {\it superstable} if \cite[Section 3.2.9]{Ruelle69}
|
|
\begin{equation}
|
|
H(x_1,\cdots,x_N) \geqslant N(C N \gamma^{d}-D)
|
|
\label{superstability}
|
|
\end{equation}
|
|
for some $C>0$ and $D \geqslant 0$.
|
|
(Note that superstability trivially implies stability.)
|
|
|
|
\begin{lemma}\label{lemma:superstable}
|
|
If the potential is superstable, then
|
|
\begin{equation}
|
|
f_\gamma(\rho)
|
|
\geqslant \rho\left(\rho C-D
|
|
+\frac 1{\beta}(\log\rho-1)
|
|
\right)
|
|
.
|
|
\end{equation}
|
|
\end{lemma}
|
|
|
|
\begin{proof}
|
|
Plugging (\ref{superstability}) into (\ref{fparticle}), we find
|
|
\begin{equation}
|
|
f_\gamma(N \gamma^{d})
|
|
\geqslant -\frac1{\beta \gamma^{-d}}\log\frac{\gamma^{-Nd}}{N!}e^{-\beta N^2\gamma^{d}C+\beta ND}
|
|
\end{equation}
|
|
and we conclude using $N! \geqslant N^N e^{-N}$.
|
|
\end{proof}
|
|
|
|
Superstability will thus allow us to ensure assumption 2(b) of Section \ref{sec:convergence_assumptions}.
|
|
However, the condition (\ref{superstability}) is not very explicit.
|
|
Ruelle derived \cite{ruelle1963classical} a more elementary condition on the potential that implies superstability.
|
|
Since in \cite{ruelle1963classical}, this condition is formulated only in three dimensions, and is not separated clearly from the rest of the discussion, we state Ruelle's result here and give a proof, following Ruelle's original.
|
|
|
|
Ruelle proved \cite{ruelle1963classical} that, if $\phi$ is superstable, then $f_\gamma$ grows at least quadratically at infinity.
|
|
This result is not written explicitly in \cite{ruelle1963classical} as a theorem, so we reproduce its proof here.
|
|
|
|
|
|
\begin{lemma}{\rm(\cite{ruelle1963classical})}\label{lemma:super}
|
|
If $\phi(x) \geqslant \phi_0(x)$ where $\phi_0$ is continuous, Lebesgue-integrable, $\int \phi_0(x)\dd{x}>0$ and the Fourier transform of $\phi_0$ is non-negative, then $\phi$ is superstable for sufficiently small $\gamma$.
|
|
\end{lemma}
|
|
|
|
\begin{proof}
|
|
We bound
|
|
\begin{equation}
|
|
H(x_1,\cdots,x_N) \geqslant
|
|
\sum_{i<j}\phi_0(x_i-x_j)
|
|
=
|
|
\frac12\sum_{i,j}\phi_0(x_i-x_j)-\frac N2\phi_0(0)
|
|
.
|
|
\end{equation}
|
|
Now, the Fourier transform of $\phi_0$ is defined as
|
|
\begin{equation}
|
|
\hat\phi_0(k):=\frac1{(2\pi)^{\frac d2}}\int \dd{x}e^{ikx}\phi_0(x)
|
|
\end{equation}
|
|
in terms of which
|
|
\begin{equation}
|
|
\sum_{i,j}\phi_0(x_i-x_j)=
|
|
\frac1{(2\pi)^{\frac d2}}\int \dd{k}\hat\phi_0(k)\sum_{i,j}e^{i(x_i-x_j)k}
|
|
.
|
|
\label{phi2_fourier}
|
|
\end{equation}
|
|
Now, given any unit vector $u$, $\sum_{i,j}e^{ip(x_i-x_j)u}$ is entire in $p$, and it is real, so, expanding the exponential will only yield the even terms:
|
|
\begin{equation}
|
|
\sum_{i,j}e^{ip(x_i-x_j)u}
|
|
=\sum_{n=0}^\infty \frac{(-1)^np^{2n}}{2n!}\sum_{i,j}((x_i-x_j)u)^{2n}
|
|
\end{equation}
|
|
and since $|x_i-x_j|\leqslant \gamma^{-1}\sqrt d$,
|
|
\begin{equation}
|
|
\begin{array}{>\displaystyle l}
|
|
\sum_{i,j}e^{ip(x_i-x_j)u}
|
|
\geqslant\sum_{i,j}\left(1-\sum_{n=1}^\infty \frac{p^{2(2n-1)}}{(2(2n-1))!}(\gamma^{-1}\sqrt d)^{2(2n-1)}\right)
|
|
=\\[0.5cm]\hfill
|
|
=N^2\left(1-\frac{\cosh(\gamma^{-1}p\sqrt d)-\cos(\gamma^{-1}p\sqrt d)}2\right)
|
|
.
|
|
\end{array}
|
|
\end{equation}
|
|
Defining
|
|
\begin{equation}
|
|
f(p):=\max\left\{0,\left(1-\frac{\cosh(p\sqrt d)-\cos(p\sqrt d)}2\right)\right\}
|
|
\end{equation}
|
|
we thus have
|
|
\begin{equation}
|
|
\sum_{i,j}e^{ip(x_i-x_j)u}
|
|
\geqslant
|
|
N^2f(\gamma^{-1}p)
|
|
.
|
|
\end{equation}
|
|
Plugging this into (\ref{phi2_fourier}) we have, recalling that $\hat\phi_0 \geqslant 0$,
|
|
\begin{equation}
|
|
\sum_{i,j}\phi_0(x_i-x_j)\geqslant
|
|
\frac{N^2}{(2\pi)^{\frac d2}}\int \dd{k}\hat\phi_0(k)f(\gamma^{-1}|k|)
|
|
=
|
|
\frac{N^2}{\gamma^d(2\pi)^{\frac d2}}\int \dd{k}\hat\phi_0(\gamma k)f(|k|)
|
|
.
|
|
\end{equation}
|
|
Note that $f$ has compact support and $\hat\phi_0$ is bounded (since $\phi_0$ is integrable) so, by the dominated convergence theorem,
|
|
\begin{equation}
|
|
\lim_{\gamma\to0}\int \dd{k}\hat\phi_0(\gamma k)f(|k|)
|
|
=\hat\phi_0(0)\int \dd{k}f(|k|)
|
|
\end{equation}
|
|
and so, for any $A <\hat\phi_0(0)\int \dd{k}f(|k|)$, there exists $\gamma_0$ such that, if $\gamma \geqslant \gamma_0$, then
|
|
\begin{equation}
|
|
\int \dd{k}\hat\phi_0(\gamma k)f(|k|) \geqslant A
|
|
.
|
|
\end{equation}
|
|
Putting all this together, we find that
|
|
\begin{equation}
|
|
H(x_1,\cdots,x_N)\geqslant \frac{N^2}{2 \gamma^{-d}(2\pi)^{\frac d2}}A-\frac N2\phi_0(0)
|
|
.
|
|
\end{equation}
|
|
|
|
In summary, $H$ is superstable with $D\equiv \max\{0,\frac12\phi_0(0)\}$ and $C$ can be chosen arbitrarily close to $\frac12(2\pi)^{-\frac d2}\hat\phi_0(0)\int \dd{k}f(|k|)$ (at the expense of making $\gamma$ smaller).
|
|
\end{proof}
|
|
|
|
We now have all the ingredients to easily prove the following proposition.
|
|
|
|
\begin{proposition}\label{prop:convergence_assumptions}
|
|
If the potential is superstable and tempered, then the conditions of Section \ref{sec:convergence_assumptions} are satisfied.
|
|
\end{proposition}
|
|
|
|
\begin{proof}
|
|
Conditions 1(a), and 2(a) follow immediately from (\ref{ruelle_lim1}) and Corollary \ref{cor:uniform}.
|
|
Condition 1(b) follows from (\ref{ruelle_lim2}).
|
|
Condition 2(b) an immediate consequence of Lemma \ref{lemma:superstable}.
|
|
We are left with condition 1(c).
|
|
|
|
Suppose the potential has a hard-core: $\phi(x)=\infty$ for $|x|<R$.
|
|
The existence of $\rho_{\mathrm{max}}$ is then obvious.
|
|
Now, $f_\gamma$ is continuous, as it is obtained from the discrete function $f(N \gamma^{d})$ using a linear interpolation, so the infimum of $f_\gamma(\rho)$ over $\rho\in[\rho_1,\rho_{\mathrm{max}}]$ is reached, say at $\rho_\gamma$.
|
|
Condition 1(c) then follows from (\ref{ruelle_lim3}).
|
|
\end{proof}
|
|
|
|
Finally, using Lemma \ref{lemma:super}, we can find many examples of superstable, tempered potentials, and thus find particle models that satisfy the conditions of Section \ref{sec:convergence_assumptions}.
|
|
|
|
\begin{proposition}{\rm\cite[Appendix]{ruelle1963classical}}\label{prop:superstable_examples}
|
|
The following potentials are superstable and tempered:
|
|
\begin{itemize}
|
|
\item
|
|
In any dimension,
|
|
$\phi(x)\geqslant 0$, $\phi$ is compactly supported, and $\phi(x) \geqslant a>0$ in the vicinity of the origin.
|
|
|
|
\item
|
|
In three dimensions, the
|
|
Lennard--Jones potential: $\phi(x)=4 \epsilon((R/|x|)^{12}-(R/|x|)^6)$.
|
|
|
|
\item
|
|
In three dimensions, the
|
|
Morse potential: $\phi(x)=\epsilon(e^{-2 \alpha(|x|-R)}-2e^{-\alpha(|x|-R)})$ for $e^{\alpha R}>16$.
|
|
\end{itemize}
|
|
\end{proposition}
|
|
|
|
It is proved in \cite{ruelle1963classical} that these potentials are superstable (the first bullet point is only stated in three dimensions, but its proof extends trivially to arbitrary dimensions).
|
|
The fact that they are tempered is obvious.
|
|
|
|
\section{Continuity results}
|
|
|
|
We prove here a useful continuity property of Gibbs measures of the $(J,\omega)$-spin models, used in the proof of Theorem \ref{thm:DS theorem}, namely that any (subsequential) limit of these measures in distribution along a convergent sequence $((J_j,\omega_j))_{j\ge 1}$, $(J_j,\omega_j)\rightarrow(J,\omega)$, is a \emph{Gibbs measure} of the $(J,\omega)$-spin model.
|
|
We note that a result of a similar flavor is proven in \cite[Theorem 4.17]{georgii2011gibbs}, although it does not apply directly to our situation.
|
|
|
|
\begin{proposition}
|
|
\label{prop:convergence-of-Gibbs-measures}
|
|
Let $J_j,J\ge 0$, and $\omega_j,\omega$, $j\ge 1$, be Borel measures on $\R^n$ with finite, positive total measure.
|
|
Suppose that $J_j\rightarrow J$ and $\omega_j\rightarrow\omega$ in the sense of \eqref{eqn:good regions_continuity}.
|
|
For each~$j$, let $\P_j$ be a Gibbs measures of the $(J_j,\omega_j)$-spin model, and suppose that $(\P_j)_{j\ge 1}$ converges in distribution to $\P$.
|
|
Then, $\P$ is a Gibbs measure of the $(J, \omega)$-spin model.
|
|
\end{proposition}
|
|
|
|
To prove Proposition \ref{prop:convergence-of-Gibbs-measures}, it is necessary to make the notion of prescribed boundary conditions, alluded to after \eqref{eq:box model finite-volume partition function periodic}, more explicit.
|
|
Given a finite, non-empty $\Lambda\subset\Z^d$ and a configuration $\tau:\Lambda^c\to\R^n$, the set of configurations with prescribed boundary conditions $\tau$ is
|
|
\begin{equation}
|
|
\Omega^{\Lambda,\tau}:=\set{\eta:\Z^d\to\R^n\mid\eta_v=\tau_v\text{ for all }v\in\Lambda^c},
|
|
\end{equation}
|
|
the corresponding finite-volume Hamiltonian $H^{\Lambda,\tau}_J:\Omega^{\Lambda,\tau}\to\R$ is defined by
|
|
\begin{equation}
|
|
H^{\Lambda,\tau}_J(\eta) := J\sum_{\substack{v\sim w\\\set{v,w}\cap\Lambda\ne\emptyset}}\norm{\eta_v-\eta_w}^2,
|
|
\end{equation}
|
|
and the corresponding finite-volume Gibbs measure is the probability measure $\P_{J,\omega}^{\Lambda,\tau}$ on $\Omega^{\Lambda,\tau}$ given by
|
|
\begin{equation}
|
|
\P_{J,\omega}^{\Lambda,\tau}(\dd{\eta}) := \frac1{\Xi^{\Lambda,\tau}_{J,\omega}} e^{-H^{\Lambda,\tau}_J(\eta)}\prod_{v\in\Lambda} \omega(\dd{\eta}_v)
|
|
\end{equation}
|
|
where $\Xi^{\Lambda,\tau}_{J,\omega}$ is the normalization constant which makes $\P^{\Lambda,\tau}_{J,\omega}$ into a probability measure.
|
|
|
|
We start by making the following observation.
|
|
\begin{lemma}
|
|
\label{lem:convergence-of-Gibbs-measures_continuity}
|
|
Let $\Lambda\subset\Z^d$ be finite and $f:\Omega\rightarrow\R$ be bounded and continuous.
|
|
Then, $\E_{J,\omega}^{\Lambda,\tau}[f]$ is continuous respectively in $(J,\omega)$ and in $\tau$.
|
|
\end{lemma}
|
|
|
|
\begin{proof}
|
|
Recall the normalization $\bar{\omega}$ of $\omega$ from \eqref{eqn:normalized probability measure}.
|
|
Write
|
|
\begin{align}
|
|
\E_{J,\omega}^{\Lambda,\tau}[f]
|
|
{}&=\frac{1}{\bar{\Xi}_{J,\omega}^{\Lambda,\tau}}\int\prod_{v\in\Lambda}\bar{\omega}(\dd{\eta}_v)e^{-H_{J}^{\Lambda,\tau}(\eta)}f(\eta),
|
|
\label{eqn:convergence-of-Gibbs-measures_auxiliary_expectation}
|
|
\\
|
|
\bar{\Xi}_{J,\omega}^{\Lambda,\tau}{}&:=
|
|
\int\prod_{v\in\Lambda}\bar{\omega}(\dd{\eta}_v)e^{-H_{J}^{\Lambda,\tau}(\eta)}.
|
|
\end{align}
|
|
The continuity of $\E_{J,\omega}^{\Lambda,\tau}[f]$ in $\tau$ follows from the bounded convergence theorem and the continuity of $H_{J}^{\Lambda,\tau}$ and $f$ in $\tau$.
|
|
For the continuity of $\E_{J,\omega}^{\Lambda,\tau}[f]$ in $(J,\omega)$, we rely on the following elementary observation: given $0<a\le b$, there exists a constant $C>0$ such that for all $x,y\in[a,b]$ and $t\ge 0$, $\abs{e^{-tx}-e^{-ty}}\le C\abs{x-y}$.
|
|
Let $((J_j,\omega_j))_{j\ge 1}$ be a sequence converging to $(J,\omega)$ as $j\rightarrow\infty$.
|
|
We write
|
|
\begin{equation}
|
|
\label{eqn:convergence-of-Gibbs-measures_auxiliary_partition-function}
|
|
\bar{\Xi}_{J_j,\omega_j}^{\Lambda,\tau}
|
|
=\int\prod_{v\in\Lambda}\bar{\omega}_{j}(\dd{\eta}_v)\left[e^{-H_{J_j}^{\Lambda,\tau}(\eta)}-e^{-H_{J}^{\Lambda,\tau}(\eta)}\right]
|
|
+\int\prod_{v\in\Lambda}\bar{\omega}_{j}(\dd{\eta}_v)e^{-H_{J}^{\Lambda,\tau}(\eta)}.
|
|
\end{equation}
|
|
We bound the first integral as follows.
|
|
Recalling the form \eqref{Jw_ham} of the Hamiltonian and using that the sequence $(J_j)_{j\ge 1}$ is necessarily bounded, we deduce using the earlier observation that there exists a constant $C>0$ such that
|
|
\begin{equation}
|
|
\abs{\exp{-H_{J_j}^{\Lambda,\tau}(\eta)}-\exp{-H_{J}^{\Lambda,\tau}(\eta)}}\le C\abs{J_{j}-J},
|
|
\end{equation}
|
|
so the first integral of \eqref{eqn:convergence-of-Gibbs-measures_auxiliary_partition-function} is bounded in modulus by $C\abs{J_j-J}$, which vanishes as $j\rightarrow\infty$.
|
|
For the second integral of \eqref{eqn:convergence-of-Gibbs-measures_auxiliary_partition-function}, we note that $\bar{\omega}_{j}\rightarrow\bar{\omega}$ in distribution implies the convergence in distribution of the corresponding product measures \cite[Theorem 2.8]{billingsley2013convergence}: $\prod_{v\in\Lambda}\bar{\omega}_{j}\rightarrow\prod_{v\in\Lambda}\bar{\omega}$.
|
|
By the continuity and non-negativity of the Hamiltonian, we conclude that the second integral converges to $\bar{\Xi}_{J,\omega}^{\Lambda,\tau}$ as $j\rightarrow\infty$.
|
|
Having thus shown the continuity of $\bar{\Xi}_{J,\omega}^{\Lambda,\tau}$ in $(J,\omega)$, we note that the same argument applies to the integral in \eqref{eqn:convergence-of-Gibbs-measures_auxiliary_expectation}, which completes the proof.
|
|
\end{proof}
|
|
|
|
We now deduce Proposition \ref{prop:convergence-of-Gibbs-measures}.
|
|
|
|
\begin{proof}[Proof of Proposition \ref{prop:convergence-of-Gibbs-measures}]
|
|
Our goal is to prove that $\P$ verifies the DLR condition \cite[Definition 2.9]{georgii2011gibbs} with the Gibbsian specifications of the $(J,\omega)$-spin model.
|
|
By \cite[Chapter 3, Proposition 4.6(b)]{ethier2009markov}, it suffices to show that, for all finite $\Lambda\subset\Z^d$ and bounded, continuous $f:\Omega\rightarrow\R$,
|
|
\begin{equation}
|
|
\E[f\mid\eta_{\Lambda^c}]=\E^{\Lambda,\eta_{\Lambda^c}}_{J,\omega}[f],
|
|
\end{equation}
|
|
which is, in turn, verified if for all bounded, continuous, and $\mathscr{F}_{\Lambda^c}$-measurable $g:\Omega\rightarrow\R$,
|
|
\begin{equation}
|
|
\label{eqn:convergence-of-Gibbs-measures_goal}
|
|
\E[g\cdot\E[f\mid\eta_{\Lambda^c}]]
|
|
=\E[g\cdot\E^{\Lambda,\eta_{\Lambda^c}}_{J,\omega}[f]].
|
|
\end{equation}
|
|
|
|
As $g$ is $\mathscr{F}_{\Lambda^c}$-measurable, the LHS of \eqref{eqn:convergence-of-Gibbs-measures_goal} reduces to $\E[f\cdot g]$.
|
|
In the meantime, we write the RHS of \eqref{eqn:convergence-of-Gibbs-measures_goal} as
|
|
\begin{equation}
|
|
\label{eqn:convergence-of-Gibbs-measures_rhs}
|
|
\begin{multlined}
|
|
\E[g\cdot\E^{\Lambda,\eta_{\Lambda^c}}_{J,\omega}[f]]
|
|
=\left(\E[g\cdot\E^{\Lambda,\eta_{\Lambda^c}}_{J,\omega}[f]]
|
|
-\E_{j}[g\cdot\E^{\Lambda,\eta_{\Lambda^c}}_{J,\omega}[f]]\right)
|
|
\\
|
|
+\E_{j}[g\cdot(\E^{\Lambda,\eta_{\Lambda^c}}_{J,\omega}[f]-\E^{\Lambda,\eta_{\Lambda^c}}_{J_j,\omega_j}[f])]
|
|
+\E_{j}[g\cdot\E^{\Lambda,\eta_{\Lambda^c}}_{J_j,\omega_j}[f]],
|
|
\end{multlined}
|
|
\end{equation}
|
|
where the last term further reduces to
|
|
\begin{equation}
|
|
\E_{j}[g\cdot\E^{\Lambda,\eta_{\Lambda^c}}_{J_j,\omega_j}[f]]
|
|
=\E_{j}[g\cdot\E_{j}[f\mid\eta_{\Lambda^c}]]
|
|
=\E_{j}[f\cdot g].
|
|
\end{equation}
|
|
By Lemma \ref{lem:convergence-of-Gibbs-measures_continuity}, the first two terms on the RHS of \eqref{eqn:convergence-of-Gibbs-measures_rhs} both vanish as $j\rightarrow\infty$, so
|
|
\begin{equation}
|
|
\E[g\cdot\E[f\mid\eta_{\Lambda^c}]]
|
|
=\E[f\cdot g]
|
|
=\lim_{j\rightarrow\infty}\E_{j}[f\cdot g]
|
|
=\E[g\cdot\E^{\Lambda,\eta_{\Lambda^c}}_{J,\omega}[f]],
|
|
\end{equation}
|
|
as required.
|
|
\end{proof}
|
|
|
|
\end{document}
|