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PERCOLATION AND DISORDERED SYSTEMS Geoffrey GRIMMETT

PERCOLATION AND DISORDERED SYSTEMS Geoffrey GRIMMETT

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Percolation and Disordered Systems 149<br />

The rate of publication of papers on percolation and its ramifications is<br />

very high in the physics journals, although substantial mathematical contributions<br />

are rare. The depth of the ‘culture chasm’ is such that few (if anyone)<br />

can honestly boast to understand all the major mathematical and physical<br />

ideas which have contributed to the subject.<br />

1.3 History<br />

In 1957, Simon Broadbent and John Hammersley [80] presented a model for<br />

a disordered porous medium which they called the percolation model. Their<br />

motivation was perhaps to understand flow through a discrete disordered<br />

system, such as particles flowing through the filter of a gas mask, or fluid<br />

seeping through the interstices of a porous stone. They proved in [80, 175,<br />

176] that the percolation model has a phase transition, and they developed<br />

some technology for studying the two phases of the process.<br />

These early papers were followed swiftly by a small number of high quality<br />

articles by others, particularly [137, 182, 338], but interest flagged for<br />

a period beginning around 1964. Despite certain appearances to the contrary,<br />

some individuals realised that a certain famous conjecture remained<br />

unproven, namely that the critical probability of bond percolation on the<br />

square lattice equals 1<br />

2 . Fundamental rigorous progress towards this conjecture<br />

was made around 1976 by Russo [325] and Seymour and Welsh [337], and<br />

the conjecture was finally resolved in a famous paper of Kesten [201]. This<br />

was achieved by a development of a sophisticated mechanism for studying<br />

percolation in two dimensions, relying in part on path-intersection properties<br />

which are not valid in higher dimensions. This mechanism was laid out more<br />

fully by Kesten in his monograph [203].<br />

Percolation became a subject of vigorous research by mathematicians and<br />

physicists, each group working in its own vernacular. The decade beginning<br />

in 1980 saw the rigorous resolution of many substantial difficulties, and the<br />

formulation of concrete hypotheses concerning the nature of phase transition.<br />

The principal progress was on three fronts. Initially mathematicians concentrated<br />

on the ‘subcritical phase’, when the density p of open edges satisfies<br />

p < pc (here and later, pc denotes the critical probability). It was in this context<br />

that the correct generalisation of Kesten’s theorem was discovered, valid<br />

for all dimensions (i.e., two or more). This was achieved independently by<br />

Aizenman and Barsky [12] and Menshikov [267, 268].<br />

The second front concerned the ‘supercritical phase’, when p > pc. The<br />

key question here was resolved by Grimmett and Marstrand [164] following<br />

work of Barsky, Grimmett, and Newman [49].<br />

The critical case, when p is near or equal to the critical probability pc,<br />

remains largely unresolved by mathematicians (except when d is sufficiently<br />

large). Progress has certainly been made, but we seem far from understanding<br />

the beautiful picture of the phase transition, involving scaling theory and<br />

renormalisation, which is displayed before us by physicists. This multifaceted

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