Stochastic Loewner evolution driven by Lévy processes

DOI10.1088/1742-5468/2006/01/P01001MaRDI QIDQ4968886zbMATH OpenFDO

Authors I. Rushkin, P. Oikonomou, Leo P. Kadanoff, Ilya A. Gruzberg

Publication date 9 July 2019

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cond-mat/0509187

zbMATH Keywords

fractal growth (theory)stochastic processes (theory)

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Abstract: Standard stochastic Loewner evolution (SLE) is driven by a continuous Brownian motion, which then produces a continuous fractal trace. If jumps are added to the driving function, the trace branches. We consider a generalized SLE driven by a superposition of a Brownian motion and a stable Levy process. The situation is defined by the usual SLE parameter, $kappa$, as well as $alpha$ which defines the shape of the stable Levy distribution. The resulting behavior is characterized by two descriptors: $p$, the probability that the trace self-intersects, and $ildep$, the probability that it will approach arbitrarily close to doing so. Using Dynkin's formula, these descriptors are shown to change qualitatively and singularly at critical values of $kappa$ and $alpha$. It is reasonable to call such changes ``phase transitions. These transitions occur as $kappa$ passes through four (a well-known result) and as $alpha$ passes through one (a new result). Numerical simulations are then used to explore the associated touching and near-touching events.

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Cited in

(10)

• The coefficient problem and multifractality of whole-plane SLE \& LLE
• Stochastic processes generated by functions of the Lévy Laplacian
• \(q\)-deformed Loewner evolution
• On integrability and exact solvability in deterministic and stochastic Laplacian growth
• Global properties of stochastic Loewner evolution driven by Lévy processes
• Stochastic Loewner evolutions, Fuchsian systems and orthogonal polynomials
• Stochastic Komatu–Loewner Evolutions
• Schramm-Loewner equations driven by symmetric stable processes
• Effect of random time changes on Loewner hulls
• SLE and -SLE driven by Lévy processes

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