A one-dimensional coagulation-fragmentation process with a dynamical phase transition

DOI10.1016/J.SPA.2012.02.007zbMATH Open1253.82063arXiv1107.3227OpenAlexW2963881406MaRDI QIDQ424495FDOQ424495

Cédric Bernardin, Fabio Lucio Toninelli

Publication date: 1 June 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: We introduce a reversible Markovian coagulation-fragmentation process on the set of partitions of $1,ldots,L$ into disjoint intervals. Each interval can either split or merge with one of its two neighbors. The invariant measure can be seen as the Gibbs measure for a homogeneous pinning model cite{cf:GBbook}. Depending on a parameter $lambda$, the typical configuration can be either dominated by a single big interval (delocalized phase), or be composed of many intervals of order $1$ (localized phase), or the interval length can have a power law distribution (critical regime). In the three cases, the time required to approach equilibrium (in total variation) scales very differently with $L$. In the localized phase, when the initial condition is a single interval of size $L$, the equilibration mechanism is due to the propagation of two "fragmentation fronts" which start from the two boundaries and proceed by power-law jumps.

Full work available at URL: https://arxiv.org/abs/1107.3227

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zbMATH Keywords

couplingmixing timecoagulation-fragmentation modeldynamical phase transition

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Dynamic and nonequilibrium phase transitions (general) in statistical mechanics (82C26) Stochastic processes (60G99)

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Cited In (4)

• A phase transition in excursions from infinity of the ``fast fragmentation-coalescence process
• Title not available (Why is that?)
• Coarsening in one dimension: invariant and asymptotic states
• Critical behavior of the heterogeneous random coagulation-fragmentation processes

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