Law of large numbers for the maximal flow through a domain of $\mathbb {R}^d$ in first passage percolation
HTML articles powered by AMS MathViewer
- by Raphaël Cerf and Marie Théret
- Trans. Amer. Math. Soc. 363 (2011), 3665-3702
- DOI: https://doi.org/10.1090/S0002-9947-2011-05341-9
- Published electronically: February 25, 2011
- PDF | Request permission
Abstract:
We consider the standard first passage percolation model in the rescaled graph $\mathbb {Z}^d/n$ for $d\geq 2$, and a domain $\Omega$ of boundary $\Gamma$ in $\mathbb {R}^d$. Let $\Gamma ^1$ and $\Gamma ^2$ be two disjoint open subsets of $\Gamma$, representing the parts of $\Gamma$ through which some water can enter and escape from $\Omega$. We investigate the asymptotic behaviour of the flow $\phi _n$ through a discrete version $\Omega _n$ of $\Omega$ between the corresponding discrete sets $\Gamma ^1_n$ and $\Gamma ^2_n$. We prove that under some conditions on the regularity of the domain and on the law of the capacity of the edges, $\phi _n$ converges almost surely towards a constant $\phi _{\Omega }$, which is the solution of a continuous non-random min-cut problem. Moreover, we give a necessary and sufficient condition on the law of the capacity of the edges to ensure that $\phi _{\Omega } >0$.References
- Luigi Ambrosio, Nicola Fusco, and Diego Pallara, Functions of bounded variation and free discontinuity problems, Oxford Mathematical Monographs, The Clarendon Press, Oxford University Press, New York, 2000. MR 1857292
- P. Assouad and T. Quentin de Gromard. Sur la dérivation des mesures dans $\mathbb {R}^n$. 1998. Unpublished note.
- Marcel Berger and Bernard Gostiaux, Géométrie différentielle, Collection U/Série “Mathématiques”, Librairie Armand Colin, Paris, 1972 (French). Maîtrise de mathématiques. MR 0494180
- A. S. Besicovitch, A general form of the covering principle and relative differentiation of additive functions. II, Proc. Cambridge Philos. Soc. 42 (1946), 1–10. MR 14414, DOI 10.1017/s0305004100022660
- Béla Bollobás, Graph theory, Graduate Texts in Mathematics, vol. 63, Springer-Verlag, New York-Berlin, 1979. An introductory course. MR 536131
- Raphaël Cerf, Large deviations for three dimensional supercritical percolation, Astérisque 267 (2000), vi+177 (English, with English and French summaries). MR 1774341
- Raphaël Cerf and Marie Théret. Lower large deviations for the maximal flow through a domain of $\mathbb {R}^d$ in first passage percolation. To appear in Probability Theory and Related Fields, available from \verb+arxiv.org/abs/0907.5501+, 23 pages, 2009.
- Raphaël Cerf and Marie Théret. Upper large deviations for the maximal flow through a domain of $\mathbb {R}^d$ in first passage percolation. To appear in Annals of Applied Probability, available from \verb+arxiv.org/abs/0907.5499+, 24 pages, 2009.
- R. Cerf, The Wulff crystal in Ising and percolation models, Lecture Notes in Mathematics, vol. 1878, Springer-Verlag, Berlin, 2006. Lectures from the 34th Summer School on Probability Theory held in Saint-Flour, July 6–24, 2004; With a foreword by Jean Picard. MR 2241754
- E. De Giorgi, F. Colombini, and L. C. Piccinini, Frontiere orientate di misura minima e questioni collegate, Scuola Normale Superiore, Pisa, 1972 (Italian). MR 0493669
- Ennio De Giorgi, Nuovi teoremi relativi alle misure $(r-1)$-dimensionali in uno spazio ad $r$ dimensioni, Ricerche Mat. 4 (1955), 95–113 (Italian). MR 74499
- Lawrence C. Evans and Ronald F. Gariepy, Measure theory and fine properties of functions, Studies in Advanced Mathematics, CRC Press, Boca Raton, FL, 1992. MR 1158660
- K. J. Falconer, The geometry of fractal sets, Cambridge Tracts in Mathematics, vol. 85, Cambridge University Press, Cambridge, 1986. MR 867284
- Herbert Federer, Geometric measure theory, Die Grundlehren der mathematischen Wissenschaften, Band 153, Springer-Verlag New York, Inc., New York, 1969. MR 0257325
- Olivier Garet, Capacitive flows on a 2D random set, Ann. Appl. Probab. 19 (2009), no. 2, 641–660. MR 2521883, DOI 10.1214/08-AAP556
- Enrico Giusti, Minimal surfaces and functions of bounded variation, Monographs in Mathematics, vol. 80, Birkhäuser Verlag, Basel, 1984. MR 775682, DOI 10.1007/978-1-4684-9486-0
- Alfred Gray, Tubes, 2nd ed., Progress in Mathematics, vol. 221, Birkhäuser Verlag, Basel, 2004. With a preface by Vicente Miquel. MR 2024928, DOI 10.1007/978-3-0348-7966-8
- Harry Kesten, Aspects of first passage percolation, École d’été de probabilités de Saint-Flour, XIV—1984, Lecture Notes in Math., vol. 1180, Springer, Berlin, 1986, pp. 125–264. MR 876084, DOI 10.1007/BFb0074919
- Harry Kesten, Surfaces with minimal random weights and maximal flows: a higher-dimensional version of first-passage percolation, Illinois J. Math. 31 (1987), no. 1, 99–166. MR 869483
- Serge Lang, Differential manifolds, 2nd ed., Springer-Verlag, New York, 1985. MR 772023, DOI 10.1007/978-1-4684-0265-0
- Umberto Massari and Mario Miranda, Minimal surfaces of codimension one, North-Holland Mathematics Studies, vol. 91, North-Holland Publishing Co., Amsterdam, 1984. Notas de Matemática [Mathematical Notes], 95. MR 795963
- Pertti Mattila, Geometry of sets and measures in Euclidean spaces, Cambridge Studies in Advanced Mathematics, vol. 44, Cambridge University Press, Cambridge, 1995. Fractals and rectifiability. MR 1333890, DOI 10.1017/CBO9780511623813
- Thierry Quentin de Gromard, Strong approximation of sets in $\textrm {BV}(\Omega )$, Proc. Roy. Soc. Edinburgh Sect. A 138 (2008), no. 6, 1291–1312. MR 2488060, DOI 10.1017/S0308210507000492
- Raphaël Rossignol and Marie Théret, Law of large numbers for the maximal flow through tilted cylinders in two-dimensional first passage percolation, Stochastic Process. Appl. 120 (2010), no. 6, 873–900. MR 2610330, DOI 10.1016/j.spa.2010.02.005
- Raphaël Rossignol and Marie Théret. Lower large deviations and laws of large numbers for maximal flows through a box in first passage percolation. Annales de l’Institut Henri Poincaré - Probabilités et Statistiques, 46(4):1093–1131, 2010.
- Marie Théret. Upper large deviations for maximal flows through a tilted cylinder. Available from \verb+arxiv.org/abs/0907.0614+, 14 pages, 2009.
- Yu Zhang, Critical behavior for maximal flows on the cubic lattice, J. Statist. Phys. 98 (2000), no. 3-4, 799–811. MR 1749233, DOI 10.1023/A:1018631726709
- Yu Zhang. Limit theorems for maximum flows on a lattice. Available from \verb+arxiv.org/+ \verb+abs/0710.4589+, 2007.
- William P. Ziemer, Weakly differentiable functions, Graduate Texts in Mathematics, vol. 120, Springer-Verlag, New York, 1989. Sobolev spaces and functions of bounded variation. MR 1014685, DOI 10.1007/978-1-4612-1015-3
Bibliographic Information
- Raphaël Cerf
- Affiliation: Mathématique, Université Paris Sud, bâtiment 425, 91405 Orsay Cedex, France
- MR Author ID: 349311
- Email: rcerf@math.u-psud.fr
- Marie Théret
- Affiliation: DMA, École Normale Supérieure, 45 rue d’Ulm, 75230 Paris Cedex 05, France
- Address at time of publication: LPMA, Université Paris Diderot Site Chevaleret, Case 7012, 75205 Paris Cedex 12 France
- Email: marie.theret@ens.fr, marie.theret@univ-paris-diderot.fr
- Received by editor(s): November 5, 2009
- Published electronically: February 25, 2011
- © Copyright 2011
American Mathematical Society
The copyright for this article reverts to public domain 28 years after publication. - Journal: Trans. Amer. Math. Soc. 363 (2011), 3665-3702
- MSC (2010): Primary 60K35, 49Q20
- DOI: https://doi.org/10.1090/S0002-9947-2011-05341-9
- MathSciNet review: 2775823