2008 04 17 Gruzberg I PDF

Stochastic geometry in nature:
fractals and multifractals and how to study them
Ilya A.
Il
A Gruzberg
G b
University of Chicago
Colloquium, Texas A&M University , April 17, 2008
Random shapes in nature: growth patterns

Real patterns in nature:
Hele
Hele-Shaw
Shaw flow
Mineral dendrites
Electrodeposition
Random shapes in nature: thin films
AFM image of WO 3 thin film

Random shapes in nature: thin films

Height clusters and isolines
Positive heights in color,

negative heights black
Boundaries of positive
height clusters
Random shapes in nature: turbulence

Inverse cascade in 2D Navier-Stokes turbulence
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
-0.8
Vorticity clusters
-0.6
-0.4
-0.2
Zero vorticity lines
0.2
Random shapes in nature: turbulence

Surface quasigeostrophic (atmospheric) turbulence
(a)
x0
Temperature clusters
Temperature isolines
These
Th
shapes
h
resemble
bl percolation
l ti clusters
l t
Random shapes in 2D
Two classes:
Critical clusters in equilibrium statistical mechanics
Local Boltzmann weights or probabilities
Non-equilibrium growth patterns
Non-local, history-dependent rules
Similar complexity but very different understanding
Critical clusters
Percolation clusters (site percolation)
Every site is either ON (black) with probability
or OFF (white) with probability
Critical clusters
Larger critical percolation clusters
Critical clusters
Ising spin clusters
Other equilibrium clusters

q-states Potts model: q = 2 Ising, q = 1 percolation
Can continue
Other equilibrium clusters
O(n)
( ) loopp models:
n = 0 self-avoiding walks
(polymers)
Can continue
Solid-on-solid ((SOS)) models,, roughening

g
g transitions,,
dimers, random tilings,
DLA applet
S
Show
ow DLA app
applet
et from
o
http://apricot.polyu.edu.hk/~lam/dla/dla.html
DLA applet
Growth patterns
Diffusion-limited aggregation
T. Witten, L. Sander, 1981
Many different variants

Viscous fingering vs. DLA

O. Praud and H. L. Swinney, 2005
Random shapes: stochastic geometry

Fractal properties
Multifractal spectrum of harmonic measure
Crossing probability
Left vs. right passage probability
Many more
Stochastic geometry: fractal properties

Fractal properties
Dimensions (critical exponents)
Correlation functions
B. Mandelbrot, 1967
Stochastic geometry: fractal properties

Subsets and boundaries with different fractal dimensions
Backbone, dangling
eends,
ds, minimal
a path
pat
Hull and external

perimeter
pe
ete
Stochastic geometry: multifractal exponents

Lumpy charge distribution on a cluster boundary
Cover the curve by
of radius
small discs
Charges (probabilities) inside discs

Moments
Non-linear
is the hallmark of a multifractal
Harmonic measure on DLA cluster
Stochastic geometry: multifractal exponents

Multifractal measures: electric field of a charged cluster
2D critical phenomena
Scale invariance
L.Kadanoff, A. Patashinski, V. Pokrovsky, 1966
Critical fluctuations (clusters) are self-similar at all scales

The basis for renormalization group approach
Conformal invariance
In 2D conformal maps = analytic functions
A. Polyakov, 1970
0.5
3
0.4
0.3
0.2
1
0.1
0
0.1
0.2
0.3
2
0.4
0.5
0.6
0.4
0.2
0.2
0.4
0.6
2D critical stat mech models

Traditional approach:
A. Belavin, A. Polyakov,
A. Zamolodchikov, 1984
Conformal field theory: correlations of local observables

Important parameter: central charge
New focus:
Stochastic geometry: non-local
non local structures cluster
boundaries, their fractal and global properties
Finite geometries: conformal invariance made precise
Crossing probabilities
J. Cardy, 1992
Is there a left to right crossing of white hexagons?

And now?
Cluster boundaries
Focus on one domain wall using certain boundary conditions
Conformal invariance allows to consider systems in simple
domains, e. g. upper half plane
Exploration process
Cluster boundary can be grown step-by-step
Eachh step is
i determined
d
i d by
b local
l l environment
i
Description in terms of differential equations in continuum
Exploration process
Cluster boundary as a stochastic growth process: percolation
Conformal maps
Specify a 2D shape by a function that maps it to a simple shape
Always possible by Riemanns theorem
Loewner equation
C Loewner
C.
Loewner, 1923
Describes upper
pp half pplane with a cut alongg a curve
Loewner equation
Example:
In general
Loewner equation: sketch of derivation
Loewner equation
Properties of the trace
If
is smooth,,
are quite amazing:

never intersects itself
If
is singular enough,
may touch itself
or the boundary at double points
SLE postulates
Conformal invariance of the measure on curves
Lattice models: domain Markov property
b
c
c
a
SLE postulates
Markov property and stationary increments
iindependent
d
d from
f
(Markov
(
k property)) andd
has the same distribution as
Schramm--Loewner evolution
Schramm
O. Schramm, 1999
Conformal invariance leads uniquely to Loewner equation

driven by a Brownian motion:
Noise strength
is an important parameter:
SLE generates conformally-invariant random curves

statistically equivalent to critical cluster boundaries
Properties of SLE
S Rohde
S.
R hd and
dO
O. S
Schramm,
h
2001
V. Beffara, 2002
is a simple curve for
touches boundary and itself for
densely fills a 2D region for

(t )
0<
(t )
<4
Kt
4<
Fractal dimension of
<8
is
Kt
>8
SLE versus CFT

Conjecture: SLE describes all critical 2D systems with
M. Bauer and D. Bernard, 2002
R. Friedrich and W. Werner, 2002
Relation between noise strength and central charge:
SLE versus CFT

B. Duplantier, 2000
Duality
For
describes the trace
(t )
Kt
describes its perimeter

4<
Example:
while
percolation hull with

external perimeter with
<8
SLE versus CFT: examples

Loop-erased random walk
Self-avoiding walk
Ising model spin clusters
Crystal facets, dimers,
level lines of Gaussian field
Ising model FK clusters
Percolation hull
Uniform spanning trees
O(n) model and q-states
q states Potts models are related to SLE via
A path in a uniform spanning tree: loop-erased

random walk
Self-avoiding walk
Double domino tilings
Level lines of Gaussian free field
Boundary of a percolation cluster
Random Peano curve
Calculations with SLE

SLE as a Langevin equation
Shift
Langevin dynamics
diffusion equation
Simple way of deriving crossing probabilities,

probabilities various
critical exponents and scaling functions
Multifractal spectra
p
for critical clusters
J. Cardy, 1992
L. Carleson
S. Smirnov, 2001
C
x
X
Most
Most difficult theorem
about the identity function
r
A
B
P. Jones
Left--passage probability
Left
O. Schramm, 2001
Take
SLE trace
in the upper half plane
passes to the left of
with probability
Conformal multifractality
Originally obtained by quantum gravity
B. Duplantier, 2000
For critical clusters with central charge
Generalization to include winding of curves
II. Binder,
Binder 1998
B. Duplantier, I.Binder, 2002
Can obtain from SLE, somewhat difficult

Can now obtain this and more using traditional CFT
E. Bettelheim, I. Rushkin, IAG, and P. Wiegmann, 2005
A Belikov IAG II.Rushkin,
A.Belikov,IAG,
Rushkin 2008
Variants and generalizations of SLE

Different geometries: radial and others
Radial SLE gives curves growing from the unit circle

to the origin (or infinity):

J. Cardy, 2003
M. Bauer, D. Bernard, K. Kytola, 2005
Multiple SLE
Dyson Brownian motion (random matrices)

Calogero-Sutherland models

E. Bettelheim, IAG, A.W.W. Ludwig and P. Wiegmann, 2005
SLE for
f CFT with
i h continuous
i
symmetries
i andd
(Wess-Zumino models)
SLE trace acquires twisting (a spin) described by an
additional noise

I. Rushkin, P. Oikonomou, L. P. Kadanoff and IAG, 2005
SLE driven by Lvy processes: branching growth

P. Oikonomou, I. Rushkin, IAG and L. P. Kadanoff, 2007
SLE driven by Lvy processes: global properties
X ( t ) t 1= ;
Y ( t ) A + B t 1 1=
Applications of SLE
2D turbulence
D. Bernard, G. Boffetta, A. Celani, G. Falkovich, 2006
with 5:9
Zero vorticity contours are

(percolation?)
(( t)1/2 P((t))
0.06
< (t)2 >
0.05
0.04
0.03
-3 -2 -1 0 1 2 3
1/2
9
8
7
6
5
4
(t)/( t)
0.02
0.01
<(t) >/t
0
0
0.005
t
0.005
0.01
0.01
Applications of SLE
2D turbulence
D. Bernard, G. Boffetta, A. Celani, G. Falkovich, 2006
Temperature isolines are

(Gaussian free field?)
with = 4 0:2
Applications of SLE
2D quantum chaos
J. P. Keating, J. Marklof, and I. G. Williams, 2006

E. Bogomolny, R. Dubertrand, C. Schmit, 2006
Nodal
N d l lines
li
off chaotic
h i wave functions
f
i
are
with
ih
5:3 ( 6:05; 5:92) (expect percolation = 6 )
Applications of SLE
2D Ising spin glass
C. Amoruso, A. K. Hartmann, M. B. Hastings, M. A. Moore, 2006
D Bernard
D.
Bernard, P
P. Le Doussal
Doussal, A
A. Middleton
Middleton, 2006
Domain walls are

with 2:1 ( 2:32 0:08)
(somewhat disappointing: nothing special about this value)
[ ((2t)- (t)]/t
0.05
300
y
1
-0.05
0.25
100
0
0.5
0.75
L=256, from constrained end

L=128, from constrained end
L=128, floating BCs
L=64, floating BCs
200
P()-P2()
P
L=W=400, R=50, F-AP

L=W=720, R=90, F-AP
L=W=720, R=360, F-AP
L=128, W=1024, R=64,
L-AP (fixed end)
P=2.24()-P=2()
P=2.32()-P=2()
P=2.40()-P=2()
P=2.85()-P=2()
0
0
10
100
x
200
10
10
10
10
10
Applications of SLE
Length of SLE: fractal variation
Xm
`
jz( t i + dt ) z( t i ) j d f
i= 1
T. Kennedy, 2006
Applications of SLE
First passage times along fractal curves
A. Zoia, Y. Kantor, M. Kardar, 2007
0.5
0
1
0.5
0.5
0
x
0
0.5
0.5
x
0
0.5
0.5
x
Applications of SLE
Morphology of thin ballistically deposited films
0.3
(0)(t)
1.0x10-06
(t)
0.2
0.0x10+00
-1.0x10-06
0.05
0.1
(t)1/2 P
P((t))
0.1
-1
0.02
0.04
0.06
(t)/(t)1/2
0.08
t
Height
g isolines are
with = 3 0:2 ((Ising)

g)
0.1
Applications of SLE
Morphology of KPZ surfaces
Height isolines are

with = 8=3 0:1
(self-avoiding random walk)
What about growth patterns?
Both for DLA and Hele-Shaw patterns

Multifractal
M ltifractal spectrum
spectr m
is known
kno n numerically
n mericall
Very few analytical results
Continuous Loewner chains

Growth along the whole boundary of a domain
Examples
Radial (multiple) SLE for
Laplacian growth for

Integrable
g
model with finite time singularities
g
Dielectric breakdown for
Hele-Shaw flow with surface tension
Other regularized Laplacian growth problems
Integrability of Laplacian growth

S. Richardson, B. Shraiman and D. Bensimon
I. Krichever, M. Mineev-Weinstein, P. Wiegmann, A. Zabrodin
LG conserves exterior harmonic moments of the interface
Families of explicit solutions

Integrable model related to random matrices
Loewner equation appear as a reduction
Discrete Loewner chains

Iterated conformal maps
M. Hastings and L. Levitov, 1998
Discrete Loewner chains

M. Stepanov and
L. Levitov, 2001
Excellent tool for generating and studying DLA

DLA-like
like patterns
Variants and generalizations: interpolations between DLA
and LG
LG, Laplacian random walks,
walks
Challenges
Applications of SLE to disordered systems: spin glasses,
electronic localization and quantum Hall transitions
Application to non-equilibrium systems: turbulence,
force chains in jjammed granular
g
matter
Analysis of Loewner chains and applications to growth
phenomena: Laplacian growth,
growth DLA,
DLA fractures,
fractures etc.
etc
Combining integrability with stochastic dynamics?
3D random shapes: conformal maps are not useful
3D DLA
From http://math.mit.edu/~chr/research/3d-dla.htm
Thanks
M. Bauer
R. Bauer
A. Belikov
D. Beliaev
D Bernard
D.
E. Bettelheim
I. Binder
J. Cardy
B. Duplaniter
L. Kadanoff
W. Kager
T. Kennedy
G. Lawler
A. Ludwigg
N. Makarov
B. Nienhuis
P Oikonomou
P.
I. Rushkin
O. Schramm
S. Sheffield
S. Smirnov
P. Wiegmann
g
T. Witten

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Stochastic geometry in nature:

fractals and multifractals and how to study them

Colloquium, Texas A&M University , April 17, 2008

Random shapes in nature: growth patterns

Colloquium, Texas A&M University , April 17, 2008

Random shapes in nature: thin films

AFM image of WO 3 thin film

Random shapes in nature: thin films

Positive heights in color,

Colloquium, Texas A&M University , April 17, 2008

Random shapes in nature: turbulence

Zero vorticity lines

Colloquium, Texas A&M University , April 17, 2008

Random shapes in nature: turbulence

Colloquium, Texas A&M University , April 17, 2008

Colloquium, Texas A&M University , April 17, 2008

Colloquium, Texas A&M University , April 17, 2008

Colloquium, Texas A&M University , April 17, 2008

Other equilibrium clusters

Other equilibrium clusters

Solid-on-solid ((SOS)) models,, roughening

Colloquium, Texas A&M University , April 17, 2008

Colloquium, Texas A&M University , April 17, 2008

Colloquium, Texas A&M University , April 17, 2008

T. Witten, L. Sander, 1981

Many different variants

Viscous fingering vs. DLA

Colloquium, Texas A&M University , April 17, 2008

Random shapes: stochastic geometry

Colloquium, Texas A&M University , April 17, 2008

Stochastic geometry: fractal properties

Dimensions (critical exponents)

Colloquium, Texas A&M University , April 17, 2008

Stochastic geometry: fractal properties

Hull and external

Colloquium, Texas A&M University , April 17, 2008

Stochastic geometry: multifractal exponents

Charges (probabilities) inside discs

is the hallmark of a multifractal

Colloquium, Texas A&M University , April 17, 2008

Harmonic measure on DLA cluster

Colloquium, Texas A&M University , April 17, 2008

Stochastic geometry: multifractal exponents

Colloquium, Texas A&M University , April 17, 2008

L.Kadanoff, A. Patashinski, V. Pokrovsky, 1966

Critical fluctuations (clusters) are self-similar at all scales

Colloquium, Texas A&M University , April 17, 2008

2D critical stat mech models

Conformal field theory: correlations of local observables

Colloquium, Texas A&M University , April 17, 2008

Is there a left to right crossing of white hexagons?

Colloquium, Texas A&M University , April 17, 2008

Description in terms of differential equations in continuum

Colloquium, Texas A&M University , April 17, 2008

Colloquium, Texas A&M University , April 17, 2008

Colloquium, Texas A&M University , April 17, 2008

Colloquium, Texas A&M University , April 17, 2008

Colloquium, Texas A&M University , April 17, 2008

Loewner equation: sketch of derivation

Colloquium, Texas A&M University , April 17, 2008

are quite amazing:

Colloquium, Texas A&M University , April 17, 2008

Colloquium, Texas A&M University , April 17, 2008