A NNALES DE L ’I. H. P., SECTION A
F RANÇOIS D UNLOP J EAN R UIZ
Non crossing walks and interfacial wetting
Annales de l’I. H. P., section A, tome 48, n
o3 (1988), p. 229-251
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p. 229
Non crossing walks and interfacial wetting
François DUNLOP and Jean RUIZ (*)
Centre de Physique Theorique (* *), Ecole Poly technique,
91128 Palaiseau, France
Ann. Henri Poincaré,
Vol. 48, n° 3, 1988, Physique theorique
ABSTRACT. 2014 We compute
exactly
thegenerating
function of two noncrossing
random walks onZ,
with allowed steps +1,
- 1 or 0. The resultis
applied
to thestudy
of interfacialwetting
in 1 + 1 dimensional S. O. S.models.
RESUME. 2014 Nous calculons exactement la fonction
generatrice
de deuxmarches aleatoires sur
~,
sans intersection et de pas +1,
- 1 ou 0. Le resultat est ensuiteapplique
a l’étude dumouillage
interfacial de modeles S. O. S. bidimensionnels.1. INTRODUCTION
In two
dimensions,
an interface is a randomline,
which is almoststraight
at low
temperatures.
If it doesn’t haveoverhangs,
then it may be consideredas a one dimensional random walk indexed
by
« time » i E N. Ifthree or more
phases coexist,
then an interface between two of thephases
may be wet
by
bubbles of a thirdphase.
This is describedby
two randomwalks hi and hi with hi
>_ the firstphase
lies abovehi,
the secondphase
lies below
h~,
theintruding phase
isbetween hi
andhi,
and is present at ionly
ifhi
>hi.
Suitableweights
aregiven
to the stepshi + 1 - hi
and -hi ;
the two walks are non
crossing (h~
>_h ~)
and also have a contact interaction : (*) Permanent address : Centre de Physique Theorique, CNRS Luminy, Case 907, 13288 Marseille Cedex 9, France.(**) Laboratoire LP14 du CNRS.
Annales de l’Institut Henri Poincare - Physique theorique - 0246-0211
different
weights
aregiven for hi > hi
andfor hi
=hi.
Thephysical
andmathematical
question
is then thefollowing : assuming ho
=ho
andhN
=hN,
what is the behaviour of thedistance hi - h’i
for 0 i Nwhen N -~ oo ? In
physical
terms, the interface is said to bepartially
wetby
the thirdphase when ~ ~ 2014 ~ ~
remainsbounded,
andtotally
wetwhen hi - h’i>N ~
oo as i, N ~ oo.This
question
and related ones have been answered to alarge
extentby Fisher, Huse, Szpilka [7] ] [2 ],
from whom we borrow the formulation of theproblem.
Thepresent
paperimproves
upon one aspect of[7] ] [2 ],
where the two random
walks hi and h’i
have someunsatisfactory
feature :either
hi+ 1 - hi
= ± 1 and- hi
= :t1,
whichproduces
a toothedge
interface
(lock step), or hi + 1 - + ! I hi+ 1
-h~ 1,
which along
range interaction between the two walks
(random turns).
Here we allowhi + 1 - hi
=0,
± 1 andhi + 1
=0,
± 1(in
Fisher’slanguage,
onemight speak
of two tired drunkenwalkers,
whorandomly
walk and havea rest every now and
then),
and we don’timpose
« turns ».The paper is
organized
as follows : in Section2,
we computeexactly
thegenerating
function of two noncrossing walks, using
a modified reflectionprinciple.
We also computefor two walks such that
ho
=ho, hN
=hN and hi > hi
for i =1,
..., N - 1.In Section
3,
weincorporate
the necklacerepresentation [7] ] [3] ] [4] to give
thewetting
transition line for ageneral
S. O. S. model of interfacialwetting.
In Section4,
we discuss the two dimensionalq-state
Pottsmodel,
at the self dual
point,
in thelimit ~ -~
oo. We recover the known fact that the disorderedphase
wets the interface between two orderedphases.
In section
5,
wegive
the fullwetting
transition line for the S. O. S. chiral Potts model.~ Section 2 is
rather technical,
and may beskipped by
the readers inte- rested in the results for the S. O. S. models.2. TWO TIRED VICIOUS WALKERS
The
positions
of the two walkers are describedrespectively by hi
E Zand h
E~,
at time i E The walkers start atho, ho
and die on the firsttime when
they
meet :Annales de l’Institut Henri Poincaré - Physique theorique
NON CROSSING WALKS AND INTERFACIAL WETTING 231
At each tick of the
clock,
each(tired)
walker may moveby
one step on either side or(more likely)
may also remain where he is :Our main technical result is the
following
Theorem :THEOREM 1. 2014 Let
where the sum is over the
configurations hi
EZ, hi
EZ,
such thatand Let
Then
G b( z)
isanalytic
insingular at
z = , and ’with
W hen K =
K’,
we obtainProof. 2014 Every couple hD
may berepresented by
apoint
in~2 ;
aconfiguration
is anN-step
walk on 7~2starting
from(0,0),
then
moving
below thediagonal,
andending
on thediagonal
in(hN, hN).
Each step is either one side of a unit square or a
diagonal
of a unit squareor also may be a stand-still
(no move:(hi+ 1, hi+ 1)
=h~)).
The walk maycross itself but is not allowed to touch the
diagonal
other than in the end-points (see fig. 1).
We shall now introduce a modified reflection
principle applicable
tothis
diagonal boundary.
LetQ(x, y)
be defined as in the Theorem except that(2.2)
isreplaced by
Let be defined
similarly
without thediagonal boundary (2. 3),
and
Q~(0,0) similarly
with(2. 3) replaced by
Of course
Q(x, y)
andQ~(0,0)
are knownexplicitly
and will be the basicingredients
in the solution for We include thepossibility
thatN = 0
(or 1)
withwhereas for x > 0 and y > 0
Annales de l’Institut Henri Poincaré - Physique theorique
NON CROSSING WALKS AND INTERFACIAL WETTING 233
We then
have,
first for 1 and y > 1Indeed the left hand side includes « all » walks. In the
right
handside, y)
is associated to the walks which remainstrictly
below thediagonal.
The first sum is associated to the walks which
stop
on thediagonal
beforepossibly going
into the otherside;
the second sum is associated to the walks whichjump
over thediagonal
whenthey
cross it for the first time(such
ajump
is e. g.( 1, 0)
~(0,
-1 ). Similarly,
for x >1,
Finally,
where the factor 2 indicates that the
path
may first go either above or below thediagonal.
We now introduce the
generating
functionsand the unknown
The convolution
equations
for0’ y)
then become linear equations ior For x ~ 1 and y >_1,
Fortunately,
this infinite set of linearequations
indexedby
x, y lspartly decoupled.
Thepairs
ofequations
with y = 1 and y = 0 may besolved
(we simplify
the notationby omitting
theargument
z inCx(z)
andv
~ ~._ , ..
which
yields,
still 1:with
All the other
G;,(z;
x,y)
are thenreadily obtained;
we are interested inG,(z;0,0)
={Co - 1,0)} (2.13)
At this
point,
we note that isanalytic in I z I
Zb anddiverges
atZ = z,, with =
Co(z) -
andbounded;
of courseCi(z)
is
analytic
up to and above z;,. It follows thatand
Let us now in tr o duce . the variables s
= e - K ’
t’
ThenAnnales de l’Institut Henri Poincare - Physique " theorique "
NON CROSSING WALKS AND INTERFACIAL WETTING 235
which is the desired formula
(2.4),
from which(2.5)
followseasily.
Thiscompletes
theproof
of Theorem 1.Theorem 1 will be used in the next sections to
study
interfacialwetting.
, Here we first
give
some furthercalculations,
where forsimplicity
we nowtake K’ = K.
THEOREM 2.
Suppose
thatThen
Proof
Admitting
thataN/bN
converges as N -~ oo, we can obtain the limit from the ratio of thecorresponding generating
functions. We use thefollowing
easy lemma:
LEMMA 1. Let
a(Z)
=03A3aNzN, b(Z) _ 03A3bNZN
with aN,bN
> o andaN/bN ~
yas N ~ 00.
Suppose
thata(z)
andb(z)
areanalytic for I z I
zo,diverge
at z = zo, and
a(z)/b(z)
~ yo when z ~ zo. Then y = yo.We
apply
lemma 1 withIn order to compute .
lim a(z)/b(z),
we have toestimate Gb(z ; 0, x)
for x ~ oo.Let us
begin
with thegenerating
functions of twoindependent
walkers :with t =
z/zb.
For t ~1,
thelarge
n’s will dominate the sum and theintegrals
will be concentrated near0=0,
where we haveso that
and one can
verify
thatFor x = 0, we have
We now compute
from which we
get
Annales de Henri Poincaré - Physique ’ theorique ’
NON CROSSING WALKS AND INTERFACIAL WETTING 237
We shall also need
which
gives
Finally
we needwhich
gives
00
We can now
obtain 03A3x2[Gb(z;0,x)]2
JC~l withUsing (2.17) (2.18) (2.19) (2.20),
we findWe shall now insert
and obtain
The sum in
... } happens
to beequal to 1 1
+1
+ 2e -K)1/2)6
so thatwe get
q
4 + ~ ) )
We now come to the estimates of the derivatives in z
a G
G z;0 0 with
and
Annales de l’lnstitut Henri Poincaré - Physique " theorique "
NON CROSSING WALKS AND INTERFACIAL WETTING 239
The
only significant
terms in the derivatives when zT
zb will come fromdifferentiating 1 C0. Indeed
nLet us write
with
We then find
with the values
of e1, d1, d2,
zb asabove,
we obtainThe ratio of
(2 . 22) by (2 . 24) gives
the desired result :This result can be
compared
to the case of twoindependent
randomwalks with
ho = ~ hN
=hN
and allowedcrossing,
wherea measure of the
repulsion
between the two noncrossing
walks. The samecomparison
can be made without the return conditionhN
=hN
and theresult is
amazingly different,
if we then look at the mean square ofhN - ~
and the same
argument
as for Theorem 2 leads(after
somecalculation)
towhich can be verified to be identical to the
analogous
result forindependent
walks...
3. AN S. O. S. MODEL OF INTERFACIAL WETTING We consider
two
interfaces atheights respectively
and with
and restricted variations :
The model should describe the
possible
coexistence of threephases
atlow
temperature :
aphase
Aabove hi,
aphase
Bbelow
andpossibly
a
phase
C in between.Annales de Henri Poincaré - Physique theorique
NON CROSSING WALKS AND INTERFACIAL WETTING 241
The Boltzmann factor is :
The
couplings K, K’,
K" are associatedrespectively
to theAC,
CB andAB
interfaces,
and K/" is associated to themeeting
of the three interfaces at apoint (see figure 2).
We are interested
primarily
in thephase diagram
of thismodel,
in termsof the existence or non existence of a
macroscopic phase
C which would wet the AB interface. The order parameter will beOur
general
result is thefollowing
theorem :THEOREM 3. - Let
if m 1,
then thephase
C wets the ABinterface
and ~ACB = 0if
m >1,
then ~ACB > 0.Proof.
2014 The model can be considered as a necklace of beads of C in the AB interface[1, 3 ].
The free energy isgiven by
where
ZN
is the sum of the Boltzmann factor(3.3)
over theconfiguration
space
with the constraints
(3.1)
and(3.2).
The endpoint ~
=hN
is nowfree,
but we shall prove that this does not affect the theorem. We then consider
the
generating
function _The necklace
representation gives
with
where
QÑ
is the sum of the Boltzmann factor(3 . 3)
over theconfigurations satisfying (3.1), (3.2), (3.5)
andand
Annales de l’Institut Henri Poincaré - Physique theorique
243
NON CROSSING WALKS AND INTERFACIAL WETTING
where
v2QN equals
the sum of the Boltzmann factor(3 . 3)
over theconfigu-
rations
satisfying (3.1), (3.2), (3.5)
andThe function
is
analytic in I Z
za =(e-K~~
+2e-2K~~)-1
anddiverges
at z = za. The functionGb(z)
isanalytic
inand is
singular
but finite at z = zb as weproved
in Theorem 1. The closestsingularity
ofG(z)
will be either zb or the solution z = Zab ofThe free energy of the model will therefore be
f
=log Min {zb, zab}
andthe AB interface will be
The above
general
discussion isadapted
from[1 ]. Using (3 . 8)
forGa(zb)
and Theorem 1 for we find that
(3.10)
and(3.11) correspond
respec-tively
to m 1 and m > 1 in Theorem 3. It remains to prove thatfixing hN
=hN
= 0 does not affect the transitionline,
and to check the assertion about ~ABC.Let
ZN~
denote the sum of the Boltzmann factor(3.3)
over the confi-gurations (3.5)
with the constraints(3.1), (3.2) and hN
=hN
= k. We shallfirst show that
Clearly
On the other hand :
where
Z2N+ 1
is the sum over theconfigurations
withTherefore :
where the
inequality
in(3 .14)
follows the Schwartzinequality.
Then(3 .12)
follows from
(3.13)
and(3.14).
Whenever the free energy
f(K, K/, K", K"/)
is differentiable with respectto K" we have
Thus if
m(K, K/, K", K"’)
=v2Ga(zb)Gb(zb) 1,
thenf equals log
zb which i sI "’i "’1- independant
1I
~ 1. o f K". Therefore~f ~K"
oK"and also xABCequal
zero sinceIf
m(K, K/, K", K"’)
>1,
sinceGa(z)
andGb(z)
arepositive increasing
functions of z
(z ~ 0),
there exists Zab, 0 zab zb, for whichand
f
=log
zab.Denoting zab
the derivative of zab with respect to K"and
Gh(z)
the derivative ofG z,
we get from(3.15)
provided
that +2e-2K~~
+0, #
+ 00.We now use
that, Gb(zab)
and zab arestrictly positive;
on the other hand sinceGb(z)
and areanalytic
in z zb, then + 00.Therefore
af - z°b
and thus also are strictlyositive
for m > 1.Analogously
we obtain that theaveraged
number of bubblesis zero for m
1,
andstrictly positive
for m > 1.4. A WETTING PROBLEM IN THE POTTS MODEL The 2-dimensional
q-state
Potts model is defined as follows : at each lattice sitei~Z2
there is a variable 6i =0,1,
... q -1;
the hamiltonian in a finite box A c7~2
isAnnales de Henri Poincaré - Physique theorique
245 NON CROSSING WALKS AND INTERFACIAL WETTING
The two sums are over nearest
neighbour pairs,
in the second sumJj
is fixed outside A and
represents boundary
conditions(b. c.).
Inparticular
we shall consider :
the ordered b. c. obtained
by fixing
outsideA, ex = 0, 1,
...q -1,
the free b. c.
( f )
where the second sum in(4 .1 )
isomitted,
the mixed
(a, x’)
b. c. defined for arectangular
boxby fixing ~
= ocon the
top
halfand j
= x’ on the bottom half.The Gibbs measures in A are
Whenever q
> 4 the model exhibits a first orderphase
transition in the temperature : themagnetization
and the derivative of the free energy withrespect to 03B2
are discontinuous at the self dualpoint 03B2t
=log + 1 ) ( [5 ]
[6] [7]).
The
phase diagram for q large enough
is as follows[8 ] :
For 03B2 > 03B2t
there are qphases (translation
invariant Gibbsstates)
obtainedas
thermodynamic
limits of finite volume Gibbs states with ordered b. c.For 03B2 /3t
there is one state(disordered phase)
obtained as thermo-dynamic
limit of finite volume Gibbs states with free b. c.At 03B2t
there areexactly q
+ 1phases, the q
ordered ones and the disordered1
one. In
higher
dimensions thephase diagram
is the same, withlog
q.-.
The mixed
(x,x’)
b. c.produce
an interface and thequestion
is whetherthis interface is wetted or not
by
the disordered(free) phase
at/3t.
The 3-dimensional case where the interface is
rigid (for q large enough)
has been discussed
by
Bricmont and Lebowitz[9 ], for q large;
their argu- ment does notapply
in dimension 2 because the interface fluctuates.However
wetting
is alsoexpected
as well asby
Monte-Carlo simula- tions[10 ].
We shall consider here the 2-dimensional case.The surface tension between two ordered
phases
ismicroscopically
defined bv :
where A is a
rectangular
box: A= {(fB i2)
EZ~/0 ~ ~ ~ N, I i21
M}.
By
contour estimates based on theduality
transformation[7] ]
one canshow that the surface tension between two ordered
phases
isstrictly posi-
tive can be
expanded
in terms of contours as follows(sceref.
f71):The contours are lines in the dual lattice
with
endpoints - 2, 1 " " )
and{N+-,2014-~y~is
the number of bonds of y. Each bond of y is dual of abond ij with (1
= x,(1 {#
a and each bond of/
isdual of a
bond ij
with6i = a’,
Theconfigurations
in theregion
Uabove y have ordered
ocb.c.,
theconfiguration
in theregion
D below/
have ordered a’ b. c. while in the
region
I between y and/
thespins
onthe
boundary
take all valuesexept
a orfor q large
thiscorresponds
to free b. c. up to the corrective tem
g(y, /)
which isexpected
to behavelike and for which one can
easily proof
a lower bound and an upper bound 1.By duality
transformation onZ~(~), (4. 3) gives ( [7]):
where
Annales de l’Institut Henri Poincaré - Physique " theorique .
NON CROSSING WALKS AND INTERFACIAL WETTING 247
ant the term
has a lower bound and an upper bound 1
(the
lattice sites of I* are the centers of the squares whose corners are sites ofI).
whenever q
islarge enough
theoverhangs
areunprobable
and thusa necklace S. O. S. of interfacial
wetting
should be agood approximation,
and thus also the model considered in the
preceding
section : if we restrictin
(3.4)
the summationover
R. S. O. S. contours we obtainthe model
of section 2 with :.
Since we are interested
in q
verylarge
one sees from theorem 3 that we are in thewetting
case sinceThe above discussion
strongly suggests
that this is also the case for theoriginal
model.5. THE WETTING TRANSITION IN THE S. O. S. CHIRAL POTTS MODEL
Consider the 3-state chiral Potts model on
7~2,
with the Boltzmann factorwhere the
spin variables ni
take value0,
1 or2,
and the chiral field 0 is chosenparallel
to one axis of the lattice. The mirrorsymmetry
withrespect
to an axis
perpendicular
to å isbroken,
whence the name « chiral »(espe- cially
in the 3-dimensionalanalog
of themodel).
We are interested in thecase
0 ::s; I ~ and large,
where three translation invariant states are associatedrespectively
toTo
investigate
interfaces and non translation invariant states, let us firstVol. 48, n° 3-1988.
look at the
weight
of apiece
of contourseparating
nearestneighbour spins ni ~
nj. Fordefiniteness,
we choose A in thepositive
vertical direction.Then the
elementary
Boltzmann factor for apiece
of contour oflenght
one will be
Of course
and more
important
for our purposesand
We now choose
boundary conditions ni
= 0 on the lowerboundary
andni = 2 on the upper
boundary.
At lowenough
temperature, a reasonableapproximation
is the S. O. S. limit whereoverhangs
of interfaces and bubbles in the bulkphases
are excluded. Moreprecisely,
the allowedconfigurations
here will be suchthat ni
is nondecreasing
in the directionof the chiral field. The
question
then is whether the 0-2 interface is wet,or not,
by
anintruding layer
of the1-phase.
Thisquestion
has been addressedby
HuseSzpilka
and Fisher[2 ],
who solve the model for Aalong
thediagonal,
and alsogive
a low temperatureexpansion
for A vertical(or
infact
horizontal).
Here we extend the result of
[2] by considering
anarbitrary temperature,
still in the S. O. S. model. We do not have theunphysical
condition in[2] ] whereby
the 0-1 and 1-2 interfaces were not allowed to have simultaneous excitations. For this reason, ourresults,
taken at lowtemperature,
differslightly
from[2 ].
The model is
essentially
the same as in section2,
but theparameters
are different and the Boltzmann factor(3.3)
should bereplaced by
Annales de l’Institut Henri Poincaré - Physique ’ theorique "
NON CROSSING WALKS AND INTERFACIAL WETTING 249
This leads to and
zb
different fromGb
and zb of section3,
withand
and
We then have the
following
result:THEOREM 4. Let
ZN(u,w,K)
be the sumof
the Boltzmannfactor (5 . 2)
over the
configuration
spaceand
Then
/3~o,2(u,
w,K)
issingular
on the «wetting
transition line»(see f ’zg. 4 ) :
If
u, w, K aregiven by (5 .1 ),
thenand,
oo, the transition lineobeys
Proof According
to section3,
thewetting
transition isgiven by
which
gives (5.3),
from which(5.4)
followseasily.
Vol. 48, n° 3-1988.
FIG. 4. - Phase diagram of the S. O. S. chiral clock model, where the 0-2 interface
may
be
wet by(a: layer of the 1 phase. The symmetries in this case are A -+ A + 3 and
0394 + 1 2 ~ - (0394+1 2).
ACKNOWLEDGMENTS
One of us
(J. R.)
wishes to thank Centre dePhysique Théorique, École Polytechnique
for kindhospitality
and financialsupport.
It is apleasure
to thank P. Picco for
helpfull
discussions.[1] M. E. FISHER, Walks, walls, wetting, and melting. J. Stat. Phys., t. 34, 1984, p. 667-729.
[2] D. A. HUSE, A. M. SZPILKA and M. E. FISHER. Physica, t. 121 A, 1983, p. 363.
[3] H. N. V. TEMPERLEY, Phys. Rev., t. 103, 1956, p. 1.
Annales de l’Institut Henri Poincaré - Physique ’ theorique "
251
NON CROSSING WALKS AND INTERFACIAL WETING
[4] D. B. ABRAHAM and P. M. DUXBURY, Necklace solid-on solid models of interfaces and surfaces. J. Phys. A, t. 19, 1986, p. 385-393.
[5] R. J. BAXTER, Potts models at the critical temperature. J. Phys. C, t. 6, 1973,
p. L445-L448. Magnetization discontinuity of the two-dimensional Potts model,
J. Phys. A, t. 15, 1982, p. 3329-3340.
[6] R. KOTECKY and S. B. SHLOSMAN, First order phases transitions in large entropy lattice models. Commun. Math. Phys., t. 83, 1982, p. 493-515.
[7] L. LAANAIT, A. MESSAGER and J. RUIZ, Phases coexistence and surface tensions for the Potts model. Commun. Math. Phys., t. 105, 1986, p. 527-545.
[8] D. H. MARTIROSIAN, Translation invariant Gibbs states in the q-states Potts model.
Commun. Math. Phys., t. 105, 1986, p. 281-290.
[9] J. BRICMONT and J. L. LEBOWITZ, Wetting in Potts and Blume-Capel models.
J. Stat. Phys., t. 46, 1987, p. 1015-1029.
[10] W. SELKE, Interfacial adsorption in multi-sate models, in Static Critical Phenomena in Inhomogeneous Systems. A. Pekalsky and J. Sznajd, eds. (Springer, 1984).
(Manuscrit reçu le 22 septembre 1987)