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

DOI10.1016/J.SPA.2012.02.007MaRDI QIDQ424495zbMATH OpenOpenAlexFDO

Authors Cédric Bernardin, Fabio Lucio Toninelli

Publication date 1 June 2012

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

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

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)

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.

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Cited in

(5)

• Critical behavior of the heterogeneous random coagulation-fragmentation processes
• A phase transition in excursions from infinity of the ``fast fragmentation-coalescence process
• scientific article; zbMATH DE number 124718 (Why is no real title available?)
• Coarsening in one dimension: invariant and asymptotic states
• A two-time-scale phenomenon in a fragmentation-coagulation process

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