Search arXivSearch

arXiv · 2007.14699

Elliptic dimers on minimal graphs and genus 1 Harnack curves

Abstract

This paper provides a comprehensive study of the dimer model on infinite minimal graphs with Fock's elliptic weights [arXiv:1503.00289]. Specific instances of such models were studied in [arXiv:052711, arXiv:1612.09082, arXiv1801.00207]; we now handle the general genus 1 case, thus proving a non-trivial extension of the genus 0 results of [arXiv:math-ph/0202018, arXiv:math/0311062] on isoradial critical models. We give an explicit local expression for a two-parameter family of inverses of the Kasteleyn operator with no periodicity assumption on the underlying graph. When the minimal graph satisfies a natural condition, we construct a family of dimer Gibbs measures from these inverses, and describe the phase diagram of the model by deriving asymptotics of correlations in each phase. In the $\mathbb{Z}^2$-periodic case, this gives an alternative description of the full set of ergodic Gibbs measures constructed in [arXiv:math-ph/0311005] by Kenyon, Okounkov and Sheffield. We also establish a correspondence between elliptic dimer models on periodic minimal graphs and Harnack curves of genus 1. Finally, we show that a bipartite dimer model is invariant under the shrinking/expanding of 2-valent vertices and spider moves if and only if the associated Kasteleyn coefficients are antisymmetric and satisfy Fay's trisecant identity.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Cédric Boutillier, David Cimasoni, Béatrice de Tilière. 2022-12-08. Elliptic dimers on minimal graphs and genus 1 Harnack curves. https://arxiv.org/abs/2007.14699

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Local well-posedness of general mean field game master equations

This paper presents a generic approach for establishing mean field game master equations, applicable whenever the mean field equilibrium can be characterized by a McKean-Vlasov forward-backward stochastic differential equation system. The core of our approach is a representation formula for the first-order Lions derivative of the decoupling field of this forward-backward SDE system. We then employ a bootstrap argument to recursively compute its higher-order derivatives. To demonstrate the method's versatility, we establish the local well-posedness for master equations in three distinct models: extended mean field games, mean field games with volatility control, and mean field games with a major player.

math.PR

Uniqueness for nonlinear Fokker-Planck equations with general diffusion terms and their associated nonlinear Markov processes

This work is concerned with the uniqueness of distributional solutions to nonlinear Fokker-Planck equations with non-diagonal diffusion terms of type \begin{equation} u_{t}-\sum_{i,j=1}^{d} D^{2}_{ij}(a_{ij}(x)β(x,u))+ \text{div}(b(x,u)u)=0 \quad \text{in}\; (0, \infty) \times \mathbb{R}^{d} ,\notag \end{equation} with initial condition $u(0,x)\equiv u_{0}(x)$, where $a_{ij}$, $β$, and $b$ are suitable functions. Under suitable assumptions, this equation generates a continuous contraction semigroup $S(t): L^{1}(\mathbb{R}^{d}) \rightarrow L^{1}(\mathbb{R}^{d})$, and $u(t)=S(t)u_{0}$ is a mild solution to the equation. Our main contribution is to prove that this mild solution is unique in the much larger class of distributional solutions. This extends previous uniqueness results for the diagonal (also called isotropic) diffusion case $a_{ij} \equiv δ_{ij}$. Another key analytical result of this paper is the uniqueness for distributional solutions of the associated linearized equation. As a main application, we prove weak uniqueness for the corresponding McKean-Vlasov SDEs. Moreover, we prove that, the probabilistically weak solution to the McKean-Vlasov SDEs is also the unique probabilistically strong solution. Furthermore, we establish a new $L^{\infty}$ estimate for mild solutions starting from data in $L^{1}\cap L^{\infty}$ and this estimate is used in the construction of nonlinear Markov processes. Finally, we prove that the path laws of the solutions to the McKean-Vlasov SDEs form a nonlinear Markov process in the sense of McKean.

math.PR

Small-time annealed large deviations principle for one-dimensional diffusions in a random environment

In this paper, we establish a small-time annealed path large deviation principle for one-dimensional diffusions in a random environment associated with the generator ${\mathcal L}_W f(x)=e^{-ρ(x,W)}(e^{a(x,W)}f'(x))'$. The coefficients $\{ρ(x,\cdot):x\in\mathbb R\}$ and $\{a(x,\cdot):x\in\mathbb R\}$ are random. We assume that for each fixed realization of the environment, $ρ$ and $a$ are continuous and locally exponentially integrable, and that the support of the associated intrinsic coordinates is compact and non-collapsing. This framework includes the extensively studied Brox diffusion $dX_t=dB_t-\frac12\dot W(X_t)\,dt$, where $B$ is a standard Brownian motion and $W$ is an independent two-sided Brownian motion representing the environment. The Itô--McKean representation of the diffusions and the estimates of the first exit probabilities derived via Moser iteration play a crucial role.

math.PR