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Limit Shapes and Fluctuations in Statistical Physics

Guest Editors

  • Filippo Colomo, INFN, Italy
  • Sylvie Corteel, CNRS, Université de Paris, France and UC Berkeley, USA
  • Jan de Gier, University of Melbourne, Australia
  • Philippe Di Francesco, University of Illinois, USA and CEA, Saclay, France
  • Vadim Gorin, University of Wisconsin, Madison and UC Berkeley, USA
  • Tomohiro Sasamoto, Tokyo Institute of Technology, Japan

Scope

Recent times have witnessed an increasing interplay between statistical physics, probability theory, combinatorics, and integrable lattice models, with many remarkable developments. Just to mention a few: a full understanding of limit shape phenomena in random tilings, including the determination of the limiting surfaces, and of their fluctuations; numerous exact results on transport phenomena in inhomogeneous quantum quenches and interacting particle systems; the observation of the Tracy-Widom distribution, originally derived in the context of random matrices and determinantal processes, in a wide range of situations; the unveiling of deep connections between integrable vertex models and the theory of symmetric functions.

Dimer models, integrable lattice models, stochastic processes, and random matrix theory were instrumental for these developments. However, despite such remarkable achievements, a lot remains to do especially concerning interacting models, i.e., that are not amenable to free-fermionic or determinantal descriptions.

The scope of this Special Issue is to collect contributions in the field, both from theoretical physicists and mathematicians, with expertise in statistical mechanics and related low-dimensional quantum field theories, integrable lattice models, probability theory, random matrix theory, and combinatorics, to increase cross-fertilization and boost further advances in the field.

The issue will be open to submissions until 30 September 2023 and you can submit manuscripts through ScholarOne Manuscripts. All papers will be refereed according to the usual high standards of the journal.

Articles published in this collection will be listed below.

Participating Journals

Journal
Impact Factor
Citescore
Metrics

Paper

Integrable boundaries for the q-Hahn process

Rouven Frassek 2022 J. Phys. A: Math. Theor. 55 404008

Taking inspiration from the harmonic process with reservoirs introduced by Frassek, Giardinà and Kurchan in (2020 J. Stat. Phys. 180 135–71), we propose integrable boundary conditions for its trigonometric deformation, which is known as the q-Hahn process. Following the formalism established by Mangazeev and Lu in (2019 Nucl. Phys. B 945 114665) using the stochastic R-matrix, we argue that the proposed boundary conditions can be derived from a transfer matrix constructed in the framework of Sklyanin's extension of the quantum inverse scattering method and consequently preserve the integrable structure of the model. The approach avoids the explicit construction of the K-matrix.

The Airy2 process and the 3D Ising model

Patrik L Ferrari and Senya Shlosman 2023 J. Phys. A: Math. Theor. 56 014003

The Ferrari–Spohn diffusion process arises as limit process for the 2D Ising model as well as random walks with area penalty. Motivated by the 3D Ising model, we consider M such diffusions conditioned not to intersect. We show that the top process converges to the Airy2 process as \$M\to\infty\$. We then explain the relation with the 3D Ising model and present some conjectures about it.

Limit shape for infinite rank limit of tensor power decomposition for Lie algebras of series \$\mathfrak{so}_{2n+1}\$

Anton Nazarov et al 2023 J. Phys. A: Math. Theor. 56 134001

We consider the Plancherel measure on irreducible components of tensor powers of the spinor representation of \$\mathfrak{so}_{2n+1}\$. The irreducible representations correspond to the generalized Young diagrams. With respect to this measure the probability of an irreducible representation is the product of its multiplicity and dimension, divided by the total dimension of the tensor product. We study the limit shape of the generalized Young diagram when the tensor power N and the rank n of the algebra tend to infinity with \$N/n\$ fixed. We derive an explicit formula for the limit shape and prove convergence to it in probability. We prove central limit theorem for global fluctuations around the limit shape.

Two-point functions of composite twist fields in the Ising field theory

Olalla A Castro-Alvaredo and Michele Mazzoni 2023 J. Phys. A: Math. Theor. 56 124001

All standard measures of bipartite entanglement in one-dimensional quantum field theories can be expressed in terms of correlators of branch point twist fields, here denoted by \$\mathcal{T}\$ and \$\mathcal{T}^{\dagger}\$. These are symmetry fields associated to cyclic permutation symmetry in a replica theory and having the smallest conformal dimension at the critical point. Recently, other twist fields (composite twist fields), typically of higher dimension, have been shown to play a role in the study of a new measure of entanglement known as the symmetry resolved entanglement entropy. In this paper we give an exact expression for the two-point function of a composite twist field that arises in the Ising field theory. In doing so we extend the techniques originally developed for the standard branch point twist field in free theories as well as an existing computation due to Horváth and Calabrese of the same two-point function which focused on the leading large-distance contribution. We study the ground state two-point function of the composite twist field \$\mathcal{T}_\mu\$ and its conjugate \$\mathcal{T}_\mu^{\dagger}\$. At criticality, this field can be defined as the leading field in the operator product expansion of \$\mathcal{T}\$ and the disorder field µ. We find a general formula for \$\log \langle \mathcal{T}_\mu(0) \mathcal{T}^{\dagger}_\mu(r)\rangle\$ and for (the derivative of) its analytic continuation to positive real replica numbers greater than 1. We check our formula for consistency by showing that at short distances it exactly reproduces the expected conformal dimension.

Stationary measures of the KPZ equation on an interval from Enaud–Derrida's matrix product ansatz representation

Guillaume Barraquand and Pierre Le Doussal 2023 J. Phys. A: Math. Theor. 56 144003

The stationary measures of the Kardar–Parisi–Zhang equation on an interval have been computed recently. We present a rather direct derivation of this result by taking the weak asymmetry limit of the matrix product ansatz for the asymmetric simple exclusion process. We rely on the matrix product ansatz representation of Enaud and Derrida, which allows to express the steady-state in terms of re-weighted simple random walks. In the continuum limit, its measure becomes a path integral (or re-weighted Brownian motion) of the form encountered in Liouville quantum mechanics, recovering the recent formula.

Open access
The frustration-free fully packed loop model

Zhao Zhang and Henrik Schou Røising 2023 J. Phys. A: Math. Theor. 56 194001

We consider a quantum fully packed loop model on the square lattice with a frustration-free projector Hamiltonian and ring-exchange interactions acting on plaquettes. A boundary Hamiltonian is added to favor domain-wall boundary conditions and link ground state properties to the combinatorics and six-vertex model literature. We discuss how the boundary term fractures the Hilbert space into Krylov subspaces, and we prove that the Hamiltonian is ergodic within each subspace, leading to a series of energy-equidistant exact eigenstates in the lower end of the spectrum. Among them we systematically classify both finitely entangled eigenstates and product eigenstates. Using a recursion relation for enumerating half-plane configurations, we compute numerically the exact entanglement entropy of the ground state, confirming area law scaling. Finally, the spectrum is shown to be gapless in the thermodynamic limit with a trial state constructed by adding a twist to the ground state superposition.

Open access
Arctic curves of the 20V model on a triangle

Philippe Di Francesco 2023 J. Phys. A: Math. Theor. 56 204001

We apply the Tangent Method of Colomo and Sportiello to predict the arctic curves of the Twenty Vertex model with specific domain wall boundary conditions on a triangle, in the Disordered phase, leading to a phase diagram with six types of frozen phases and one liquid one. The result relies on a relation to the Six Vertex model with domain wall boundary conditions and suitable weights, as a consequence of integrability. We also perform the exact refined enumeration of configurations.

Hydrodynamic gauge fixing and higher order hydrodynamic expansion

Jacopo De Nardis and Benjamin Doyon 2023 J. Phys. A: Math. Theor. 56 245001

Hydrodynamics is a powerful emergent theory for the large-scale behaviours in many-body systems, quantum or classical. It is a gradient series expansion, where different orders of spatial derivatives provide an effective description on different length scales. We report the first fully general derivation of third-order, or 'dispersive', terms in the hydrodynamic expansion. Our derivation is based on general principles of statistical mechanics, along with the assumption that the complete set of local and quasi-local conserved densities constitutes a good set of emergent degrees of freedom. We obtain fully general Kubo-like expressions for the associated hydrodynamic coefficients (also known as Burnett coefficients), and we determine their exact form in quantum integrable models, introducing in this way purely quantum higher-order terms into generalised hydrodynamics. We emphasise the importance of hydrodynamic gauge fixing at diffusive order, where we claim that it is parity-time-reversal, and not time-reversal, invariance that is at the source of Einstein's relation, Onsager's reciprocal relations, the Kubo formula and entropy production. At higher hydrodynamic orders we introduce a more general, nth order 'symmetric' gauge, which we show implies the validity of the higher-order hydrodynamic description.

Transition probability and total crossing events in the multi-species asymmetric exclusion process

Jan de Gier et al 2023 J. Phys. A: Math. Theor. 56 255204

We present explicit formulas for total crossing events in the multi-species asymmetric exclusion process (r-ASEP) with underlying \$U_q(\widehat{\mathfrak{sl}}_{r+1})\$ symmetry. In the case of the two-species TASEP these can be derived using an explicit expression for the general transition probability on \$\mathbb{Z}\$ in terms of a multiple contour integral derived from a nested Bethe ansatz approach. For the general r-ASEP we employ a vertex model approach within which the probability of total crossing can be derived from partial symmetrisation of an explicit high rank rainbow partition function. In the case of r-TASEP, the total crossing probability can be show to reduce to a multiple integral over the product of r determinants. For two-TASEP we additionally derive convenient formulas for cumulative total crossing probabilities using Bernoulli-step initial conditions for particles of type 2 and type 1 respectively.

Open access
A reverse duality for the ASEP with open boundaries

G M Schütz 2023 J. Phys. A: Math. Theor. 56 274001

We prove a duality between the asymmetric simple exclusion process (ASEP) with non-conservative open boundary conditions and an asymmetric exclusion process with particle-dependent hopping rates and conservative reflecting boundaries. This is a reverse duality in the sense that the duality function relates the measures of the dual processes rather than expectations. Specifically, for a certain parameter manifold of the boundary parameters of the open ASEP this duality expresses the time evolution of a family of shock product measures with N microscopic shocks in terms of the time evolution of N particles in the dual process. The reverse duality also elucidates some so far poorly understood properties of the stationary matrix product measures of the open ASEP given by finite-dimensional matrices.

Open access
Asymptotics of noncolliding q-exchangeable random walks

Leonid Petrov and Mikhail Tikhonov 2023 J. Phys. A: Math. Theor. 56 365203

We consider a process of noncolliding q-exchangeable random walks on \$\mathbb{Z}\$ making steps 0 ('straight') and −1 ('down'). A single random walk is called q-exchangeable if under an elementary transposition of the neighboring steps \$ (\text{down},\text{straight}) \to (\text{straight}, \text{down}) \$ the probability of the trajectory is multiplied by a parameter \$q\in(0,1)\$. Our process of m noncolliding q-exchangeable random walks is obtained from the independent q-exchangeable walks via the Doob's h-transform for a nonnegative eigenfunction h (expressed via the q-Vandermonde product) with the eigenvalue less than 1. The system of m walks evolves in the presence of an absorbing wall at 0. The repulsion mechanism is the q-analogue of the Coulomb repulsion of random matrix eigenvalues undergoing Dyson Brownian motion. However, in our model, the particles are confined to the positive half-line and do not spread as Brownian motions or simple random walks. We show that the trajectory of the noncolliding q-exchangeable walks started from an arbitrary initial configuration forms a determinantal point process, and express its kernel in a double contour integral form. This kernel is obtained as a limit from the correlation kernel of q-distributed random lozenge tilings of sawtooth polygons. In the limit as \$m\to \infty\$, \$q = e^{-\gamma/m}\$ with γ > 0 fixed, and under a suitable scaling of the initial data, we obtain a limit shape of our noncolliding walks and also show that their local statistics are governed by the incomplete beta kernel. The latter is a distinguished translation invariant ergodic extension of the two-dimensional discrete sine kernel.

Arctic curves of the four-vertex model

I N Burenev et al 2023 J. Phys. A: Math. Theor. 56 465202

We consider the four-vertex model with a special choice of fixed boundary conditions giving rise to limit shape phenomena. More generally, the considered boundary conditions relate vertex models to scalar products of off-shell Bethe states, boxed plane partitions, and fishnet diagrams in quantum field theory. In the scaling limit, the model exhibits the emergence of an arctic curve separating a central disordered region from six frozen 'corners' of ferroelectric or anti-ferroelectric type. We determine the analytic expression of the interface by means of the Tangent Method. We supplement this heuristic method with an alternative, rigorous derivation of the arctic curve. This is based on the exact evaluation of suitable correlation functions, devised to detect spatial transition from order to disorder, in terms of the partition function of some discrete log-gas associated to the orthogonalizing measure of the Hahn polynomials. As a by-product, we also deduce that the arctic curve's fluctuations are governed by the Tracy–Widom distribution.

Thermal form-factor expansion of the dynamical two-point functions of local operators in integrable quantum chains

Frank Göhmann et al 2023 J. Phys. A: Math. Theor. 56 475003

Evaluating a lattice path integral in terms of spectral data and matrix elements pertaining to a suitably defined quantum transfer matrix, we derive form-factor series expansions for the dynamical two-point functions of arbitrary local operators in fundamental Yang–Baxter integrable lattice models at finite temperature. The summands in the series are parameterised by solutions of the Bethe Ansatz equations associated with the eigenvalue problem of the quantum transfer matrix. We elaborate on the example of the XXZ chain for which the solutions of the Bethe Ansatz equations are sufficiently well understood in certain limiting cases. We work out in detail the case of the spin-zero operators in the antiferromagnetic massive regime at zero temperature. In this case the thermal form-factor series turn into series of multiple integrals with fully explicit integrands. These integrands factorize into an operator-dependent part, determined by the so-called Fermionic basis, and a part which we call the universal weight as it is the same for all spin-zero operators. The universal weight can be inferred from our previous work. The operator-dependent part is rather simple for the most interesting short-range operators. It is determined by two functions ρ and ω for which we obtain explicit expressions in the considered case. As an application we rederive the known explicit form-factor series for the two-point function of the magnetization operator and obtain analogous expressions for the magnetic current and the energy operators.

Open access
Universality in the number variance and counting statistics of the real and symplectic Ginibre ensemble

Gernot Akemann et al 2023 J. Phys. A: Math. Theor. 56 495202

In this article, we compute and compare the statistics of the number of eigenvalues in a centred disc of radius R in all three Ginibre ensembles. We determine the mean and variance as functions of R in the vicinity of the origin, where the real and symplectic ensembles exhibit respectively an additional attraction to or repulsion from the real axis, leading to different results. In the large radius limit, all three ensembles coincide and display a universal bulk behaviour of \$O(R^2)\$ for the mean, and O(R) for the variance. We present detailed conjectures for the bulk and edge scaling behaviours of the real Ginibre ensemble, having real and complex eigenvalues. For the symplectic ensemble we can go beyond the Gaussian case (corresponding to the Ginibre ensemble) and prove the universality of the full counting statistics both in the bulk and at the edge of the spectrum for rotationally invariant potentials, extending a recent work which considered the mean and the variance. This statistical behaviour coincides with the universality class of the complex Ginibre ensemble, which has been shown to be associated with the ground state of non-interacting fermions in a two-dimensional rotating harmonic trap. All our analytical results and conjectures are corroborated by numerical simulations.

Open access
Fluctuation of the phase boundary in the six-vertex model with domain wall boundary conditions: a Monte Carlo study

Ivar Lyberg et al 2023 J. Phys. A: Math. Theor. 56 495002

We consider the six-vertex model with domain wall boundary conditions in a square lattice of dimension N×N. Our main interest is the study of the fluctuations of the extremal lattice path about the arctic curves. We address the problem through Monte Carlo simulations. At \$\Delta = 0\$, the fluctuations of the extremal path along any line parallel to the square diagonal were rigorously proven to follow the Tracy-Widom distribution. We provide strong numerical evidence that this is true also for other values of the anisotropy parameter Δ (\$0\unicode{x2A7D} \Delta \lt 1\$). We argue that the typical width of the fluctuations of the extremal path about the arctic curves scales as \$N^{1/3}\$ and provide a numerical estimate for the parameters of the scaling random variable.

On λ-determinants and tiling problems

Jean-François de Kemmeter et al 2024 J. Phys. A: Math. Theor. 57 015209

We review the connections between the octahedral recurrence, λ-determinants and tiling problems. This provides in particular a direct combinatorial interpretation of the λ-determinant (and generalizations thereof) of an arbitrary matrix in terms of domino tilings of Aztec diamonds. We also reinterpret the general Robbins–Rumsey formula for the rational function of consecutive minors, given by a summation over pairs of compatible alternating sign matrices, as the partition function for tilings of Aztec diamonds equipped with a general measure.

Open access
Domain wall fluctuations of the six-vertex model at the ice point

Michael Prähofer and Herbert Spohn 2024 J. Phys. A: Math. Theor. 57 025001

We report on Monte-Carlo simulations of the six-vertex model with domain wall boundary conditions. In thermal equilibrium such boundary conditions force a fluctuating line separating the disordered region from the perfectly ordered ones. Specifically we study the ice point at which all vertex weights are equal. With high precision the one-point fluctuations of the line are confirmed to be of order \$N^\frac{1}{3}\$ and governed by the Tracy–Widom distribution. Furthermore, the non-universal scaling coefficients are computed for a wide range of interaction strengths.

Limit shapes from harmonicity: dominos and the five vertex model

Richard Kenyon and István Prause 2024 J. Phys. A: Math. Theor. 57 035001

We discuss how to construct limit shapes for the domino tiling model (square lattice dimer model) and five-vertex model, in appropriate polygonal domains. Our methods are based on the harmonic extension method of Kenyon and Prause (2022 Duke Math J.171 3003–22).

Interface fluctuations associated with split Fermi seas

Harriet Walsh 2024 J. Phys. A: Math. Theor. 57 085201

We consider the asymptotic behaviour of a family of unidimensional lattice fermion models, which are in exact correspondence with certain probability laws on partitions and on unitary matrices. These models exhibit limit shapes, and in the case where the bulk of these shapes are described by analytic functions, the fluctuations around their interfaces have been shown to follow a universal Tracy–Widom distribution or its higher-order analogue. Non-differentiable bulk limit shape functions arise when a gap appears in some quantum numbers of the model, in other words when the Fermi sea is split. We show that split Fermi seas give rise to new interface fluctuations, governed by integer powers of universal distributions. This breakdown in universality is analogous to the behaviour of a random Hermitian matrix when the support of its limiting eigenvalue distribution has multiple cuts, with oscillations appearing in the limit of the two-point correlation function. We show that when the Fermi sea is split in the lattice fermion model, there are multiple cuts in the eigenvalue support of the corresponding unitary matrix model.

Open access
Duality for a boundary driven asymmetric model of energy transport

Gioia Carinci et al 2024 J. Phys. A: Math. Theor. 57 085204

We study the asymmetric brownian energy, a model of heat conduction defined on the one-dimensional finite lattice with open boundaries. The system is shown to be dual to the symmetric inclusion process with absorbing boundaries. The proof relies on a non-local map transformation procedure relating the model to its symmetric version. As an application, we show how the duality relation can be used to analytically compute suitable exponential moments with respect to the stationary measure.

Open access
Mass of quantum topological excitations and order parameter finite size dependence

Gesualdo Delfino and Marianna Sorba 2024 J. Phys. A: Math. Theor. 57 085003

We consider the spontaneously broken regime of the O(n) vector model in \$d = n+1\$ space-time dimensions, with boundary conditions enforcing the presence of a topological defect line. Comparing theory and finite size dependence of one-point functions observed in recent numerical simulations we argue that the mass of the underlying topological quantum particle becomes infinite when \$d\unicode{x2A7E} 4\$.

Open 2–TASEP with integrable boundaries

Luigi Cantini 2024 J. Phys. A: Math. Theor. 57 145201

In this paper, we explore a two-species extension of the totally asymmetric simple exclusion process (TASEP) known as '2–TASEP' with open boundaries. In this model, carriers on a one-dimensional lattice exhibit distinct behaviors: loaded carriers move right, empty carriers move left, and they exchange positions at a unit rate. At the boundaries carriers are loaded at the left and unloaded at the right. We focus on the stationary state of this model. Using the integrability of this model, we introduce spectral parameters to deform it. This process uncovers an underlying algebraic structure linked to the Weyl group \$\mathcal{C}_L\$. Exploiting this structure, we analytically compute the stationary state of the inhomogeneous model, which permits, after spectral parameter specialization, to derive the exact average particle current of the original 2–TASEP.