Random Conformal Welding

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Random Conformal Welding Antti Kupiainen joint work with K. Astala, P. Jones, E. Saksman Ascona 26.5.2010

Random Planar Curves 2d Statistical Mechanics: phase boundaries Closed curves or curves joining boundary points of a domain Critical temperature: Conformally invariant curves SLE: Describes curve growing in fictitious time Concrete stochastic process given in terms of Brownian motion Closed curves?

Welding Conformal welding gives a correspondence between: Closed curves in Ĉ Homeomorphisms φ : S 1 S 1 Get random curves from random homeomorphisms of circle Möbius invariant construction Parametrized in terms of gaussian free field

Welding Closed Curves From Closed curves in Ĉ to Homeomorphisms of S 1 : Jordan curve Γ Ĉ splits Ĉ \ Γ = Ω + Ω Riemann mappings f + : D Ω + and f : D Ω f and f + extend continuously to S 1 = D = D = φ = (f + ) 1 f : S 1 S 1 Homeomorphism Welding problem: invert this: Given φ : S 1 S 1, find Γ and f ±.

QC homeomorphisms Idea: Extend φ : S 1 S 1 to a quasiconformal homeomorphism of the plane f : Ĉ Ĉ Solve a Beltrami equation to get the conformal map f Recall: a homeo f : Ĉ Ĉ is quasiconformal if f is locally integrable Complex dilation of f satisfies µ(z) < 1 a.e. µ(z) := zf z f This means f solves the elliptic Beltrami equation z f = µ(z) z f

Beltrami equation Suppose now φ = f S 1 for a quasiconformal f with dilation µ. Try to solve { µ(z) z F if x D z F = 0 if x D Since z F = 0 for z > 1 F D := f : D Ω is conformal and Γ = F(S 1 ) is a Jordan curve.

Uniqueness For z D we have two solutions of the Beltrami equation: z f = µ(z) z f z F = µ(z) z F How are they related? If f solves Beltrami, g f solves too for g conformal Uniqueness of solutions: all solutions of this form If uniqueness holds conformal f + on D s.t. F(z) = f + f (z), z D,

Solution We found two conformal maps f ± : f = F D, f + f D = F D with f : D Ω and f + : D F(D) := Ω +. f ± solve weding: Since f S 1 = φ then on the circle φ = f 1 + f and the curve corresponding to φ is Γ = f ± (S 1 )

Existence and Uniqueness When does this work? Reduction to Beltrami equation When can we extend φ : S 1 S 1 to a QC map f : Ĉ Ĉ? Existence and uniqueness for Beltrami Given µ, when is there a solution to z f = µ(z) z f, unique up to f g f, g conformal? Uniqueness of the curve Γ If φ = f 1 + f when are f ± unique up to f ± M f ±, M Mobius

Ellipticity Extension If φ is quasisymmetric i.e. if it has bounded distortion φ(s + t) φ(s) sup s,t S 1 φ(s t) φ(s) < then it can be extended to a QC homeo of Ĉ with µ < 1! of Beltrami If µ < 1 the Beltrami eqn is uniformly elliptic and: Solutions exist and are unique (up to conformal maps) Curve Γ is unique (up to Möbius) Our φ are not quasisymmetric and our Beltrami is not uniformly elliptic.

Circle homeomorphisms Homeomorphisms of S 1 Identify S 1 = R/Z by t [0, 1] e 2πit S 1 Homeo φ is a continuous increasing function on [0, 1] with φ(0) = 0, φ(1) = 1 If φ were a diffeomorphism then φ (t) > 0 so φ (t) = e X(t), X real, and φ(t) = t 0 e X(s) ds/ 1 0 e X(s) ds Proposal of P. Jones: Take X a random field, the restriction of 2d free field on the unit circle. The result is not differentiable.

Random measure Let X(s) be the Gaussian random field with covariance E X(s)X(t) = log e 2πis e 2πit X is not a function: E X(t) 2 = Smeared field 1 0 f (t)x(t)dt is a random variable Define e βx(s) : Regularize: X X ɛ Normal order : e βxɛ(s) := e βxɛ(s) /E e βxɛ(s) Then, almost surely β R w lim ɛ 0 : e βxɛ(s) : ds = τ β (ds) τ β (ds) is a random Borel measure on S 1 ("quantum length").

Random homeomorphisms Properties of τ: τ β = 0 if β 2 For 0 β < 2, τ β has no atoms E τ β (B) p < for < p < 2/β 2 Let, for β < 2 φ(t) := τ β ([0, t])/τ β ([0, 1]). φ is almost surely Hölder continuous homeo By Hölder inequality the distortion φ(s + t) φ(s) τ([s, s + t]) = φ(s t) φ(s) τ([s t, s]) Lp (ω), p < 2/β 2 but φ is a.s. not quasisymmetric.

Result Theorem. Let φ β be the random homeomorphism φ β (t) = τ β ([0, t])/τ β ([0, 1]) with β < 2. Then a.s. φ β admits a conformal welding (Γ β, f β+, f β ). The Jordan curve Γ β is unique, up to a Möbius transformation and almost surely continous in β.

Connection to SLE Welding homeo looses continuity as β 2 ν(ds) := τ β (ds)/τ β ([0, 1]) is a Gibbs measure of a Random Energy Model with logarithmically correlated energies, β 1 temperature Conjecture: lim ɛ 0 ν ɛ nontrivial also for β 2 β > 2 is a spin glass phase and ν is believed to be atomic. Questions. Γ vs SLE κ, κ = 2β 2? Duplantier, Sheffield (need to compose our maps) Does welding exist for β = 2? What is the right framework for β > 2?

Outline of proof 1.Extension of φ to f : Ĉ Ĉ by Beurling-Ahlfors = bound for µ = f / f in terms of the measure τ. 2. Existence for Beltrami equation by a method of Lehto to control moduli of annuli 3. Probabilistic large deviation estimate for the Lehto integral which controls moduli of annuli 4. Uniqueness of welding: theorem of Jones-Smirnov on removability of Hölder curves

Extension Beurling-Ahlfors extension: φ : R R extends to F φ : H H F φ (x +iy) = 1 2 1 0 (φ(x +ty)+φ(x ty)+i(φ(x +ty) φ(x ty))dt. Solve Beltrami with to get z F = χ D (z)µ(z) z F µ = z F φ / z F φ Γ = F( D)

Existence and Hölder Existence by equicontinuity of regularized solutions: µ µ ɛ := (1 ɛ)µ elliptic: µ ɛ 1 ɛ. Show for balls B r (w) diam(f ɛ (B r (w))) Cr a uniformly in ɛ. Then F ɛ uniformly Hölder continuous. Bonus: F Hölder (use for uniqueness of welding)

Moduli Idea by Lehto: control images of annuli under F: diam(f ɛ (B r (w))) 80e πmodar. Annular region A r := F(B 1 (w) \ B r (w)) moda r modulus of A r Hölder continuity follows if can show moda r c log(1/r), c > 0

Lehto integral Lower bound for moduli of images of annuli: modf(b R (w) \ B r (w)) 2πL(w, r, R) L(w, r, R) is the Lehto integral: L(w, r, R) = R r 1 2π 0 K ( w + ρe iθ) dθ dρ ρ K is the distortion of F φ K (z) := 1 + µ(z) 1 µ(z) Need to show L(w, r, 1) a log(1/r)

Localization Let w D and decompose in scales: Point: L(w, 2 n, 1) = n L(w, 2 k, 2 k+1 ) := k=1 L k are i.i.d. and weakly correlated P(L k < ɛ) 0 as ɛ 0. Reason: n k=1 L k can be bounded in terms of τ(i) τ(j), I, J dyadic intervals of size O(2 n ) near w Random variables τ(i) = I eβx(s) ds depend mostly on the scale 2 n part of the free field X(s) for s I and these are almost independent. L k

Probabilistic estimate Prove a large deviation estimate: Prob ( L(w, 2 n, 1) < δn ) 2 (1+ɛ)n For some δ > 0, ɛ > 0 and all n > 0 Rest is Borel-Cantelli: Pick a grid, spacing 2 (1+ 2 1 ɛ)n, points w i, i = 1,... 2 (1+ 1 2 ɛ)n. Then for almost all ω: for n > n(ω) and all w i L(w i, 2 n, 1) > δn Then for all balls diam(f ɛ (B r )) < Cr a = Hölder continuity a.e. in ω

Uniqueness Uniqueness for welding follows from Hölder continuity: Suppose f ± and f ± are two solutions, mapping D, D onto Ω ± and Ω ±. Show: f ± = Φ f ±, Φ : Ĉ Ĉ Möbius. Now Ψ(z) := { f + (f + ) 1 (z) if z Ω + f (f ) 1 (z) if z Ω is continuous on Ĉ and conformal outside Γ = Ω ±. Result of Jones-Smirnov: Hölder curves are conformally removable i.e. Ψ extends conformally to Ĉ i.e.it is Möbius.

Decomposition to scales Decompose the free field X into scales: X n are i.i.d. modulo scaling: X n x(2 n ) in law X = n=0 x smooth field correlated on unit scale: x(s) and x(t) are independent if s t > O(1) = X n (s) and X n (t) are independent if s t > O(2 n ). X n

Decomposing free field Nice representation of free field in terms of white noise (Kahane, Bacry, Muzy): W (dxdy) X(s) = χ( x s y) y W is white noise in H. H X n (s) = H W (dxdy) χ( x s y)χ(y [2 n, 2 n+1 ]) y

Questions Is Γ β "locally like SLE 2β 2" (or, if compose such weldings)? What happens at β 2 2? Easier: understand the Gibbs measure at β 2 2.