Renewal sequences, disordered potentials, and pinning phenomena
Giambattista Giacomin
备注：
32 pages. Notes from lectures given at the summer school on Spin Glasses (June 25- July 6, 2007). Birkhauser, eds. A. Boutet de Monvel and A. Bovier (to appear)
We give an overview of the state of the art of the analysis of disordered models of pinning on a defect line. This class of models includes a number of well known and much studied systems (like polymer pinning on a defect line, wetting of interfaces on a disordered substrate and the Poland-Scheraga model of DNA denaturation). A remarkable aspect is that, in absence of disorder, all the models in this class are exactly solvable and they display a localization-delocalization transition that one understands in full detail. Moreover the behavior of such systems near criticality is controlled by a parameter and one observes, by tuning the parameter, the full spectrum of critical behaviors, ranging from first order to infinite order transitions. This is therefore an ideal set-up in which to address the question of the effect of disorder on the phase transition,notably on critical properties. We will review recent results that show that the physical prediction that goes under the name of Harris criterion is indeed fully correct for pinning models. Beyond summarizing the results, we will sketch most of the arguments of proof.
A class of discrete renewal processes with super-exponentially decaying inter-arrival distributions coincides with the infinite volume limit of general homogeneous pinning models in their localized phase. Pinning models are statistical mechanics systems to which a lot of attention has been devoted both for their relevance for applications and because they are solvable models exhibiting a non-trivial phase transition. The spatial decay of correlations in these systems is directly mapped to the speed of convergence to equilibrium for the associated renewal processes. We show that close to critic…
We introduce the pinning model on a quenched renewal, which is an instance of a (strongly correlated) disordered pinning model. The potential takes value 1 at the renewal times of a quenched realization of a renewal process $σ$, and $0$ elsewhere, so nonzero potential values become sparse if the gaps in $σ$ have infinite mean. The "polymer" -- of length $σ_N$ -- is given by another renewal $τ$, whose law is modified by the Boltzmann weight $\exp(β\sum_{n=1}^N \mathbf{1}_{\{σ_n\inτ\}})$. Our assumption is that $τ$ and $σ$ have gap distributions with power-law-decay exponents $1+α$ and $1+\tilde…
We investigate disorder relevance for the pinning of a renewal when the law of the random environment is in the domain of attraction of a stable law with parameter $γ\in (1,2)$. Assuming that the renewal jumps have power-law decay, we determine under which condition the critical point of the system modified by the introduction of a small quantity of disorder. In an earlier study of the problem, we have shown that the answer depends on the value of the tail exponent $α$ associated to the distribution of renewal jumps: when $α>1-γ^{-1}$ a small amount of disorder shifts the critical point wherea…
The presence of frozen-in or quenched disorder in a system can often modify the nature of its phase transition. A particular instance of this phenomenon is the so-called rounding effect: it has been shown in many cases that the free-energy curve of the disordered system at its critical point is smoother than that of the homogenous one. In particular some disordered systems do not allow first-order transitions. We study this phenomenon for the pinning of a renewal with stretched-exponential tails on a defect line (the distribution $K$ of the renewal increments satisfies $K(n) \sim c_K\exp(-n^α)…
We study random pinning and copolymer models, when the return distribution of the underlying renewal process has a polynomial tail with finite mean. We compute the asymptotic behavior of the critical curves of the models in the weak coupling regime, showing that it is universal. This proves a conjecture of Bolthausen, den Hollander and Opoku for copolymer models (ref. [8]), which we also extend to pinning models.
One dimensional pinning models have been widely studied in the physical and mathematical literature, also in presence of disorder. Roughly speaking, they undergo a transition between a delocalized phase and a localized one. In mathematical terms these models are obtained by modifying the distribution of a discrete renewal process via a Boltzmann factor with an energy that contains only one body potentials. For some more complex models, notably pinning models based on higher dimensional renewals, it has been shown that other phases may be present. We study a generalization of the one dimensiona…
We study the discrete massless Gaussian Free Field on $\Z^d$, $d\geq2$, in the presence of a disordered square-well potential supported on a finite strip around zero. The disorder is introduced by reward/penalty interaction coefficients, which are given by i.i.d. random variables. Under minimal assumptions on the law of the environment, we prove that the quenched free energy associated to this model exists in $\R^+$, is deterministic, and strictly smaller than the annealed free energy whenever the latter is strictly positive.
We investigate disorder relevance for the pinning of a renewal whose inter-arrival law has tail exponent $α>0$ when the law of the random environment is in the domain of attraction of a stable law with parameter $γ\in (1,2)$. We prove that in this case, the effect of disorder is not decided by the sign of the specific heat exponent as predicted by Harris criterion but that a new criterion emerges to decide disorder relevance. More precisely we show that when $α>1-γ^{-1}$ there is a shift of the critical point at every temperature whereas when $α< 1-γ^{-1}$, at high temperature the quenched and…
This paper presents a very simple and self-contained proof of disorder irrelevance for inhomogeneous pinning models with return exponent alpha in the Interval (0,1/2). We also give a new upper bound for the contact fraction of the disordered model at criticality.
We study the discrete massless Gaussian Free Field on Z^d, d \geq 2, in the presence of a disordered square-well potential supported on a finite strip around zero. The disorder is introduced by reward/penalty interaction coefficients, which are given by i.i.d. random variables. In the previous note, we proved under minimal assumptions on the law of the environment, that the quenched free energy associated to this model exists in R^+, is deterministic, and strictly smaller than the annealed free energy whenever the latter is strictly positive. Here we consider Bernoulli reward/penalty coefficie…
We continue the study, initiated in [Giacomin and Lacoin, JEMS 2018], of the localization transition of a lattice free field $ϕ=(ϕ(x))_{x \in Z^d}$, $d\ge 3$, in presence of a quenched disordered substrate. The presence of the substrate affects the interface at the spatial sites in which the interface height is close to zero. This corresponds to the Hamiltonian $$ \sum_{x\in Z^d }(βω_x+h)δ_x,$$ where $δ_x=1_{[-1,1]}(ϕ(x))$, and $(ω_x)_{x\in Z^d}$ is an IID centered field. A transition takes place when the average pinning potential $h$ goes past a threshold $h_c(β)$: from a delocalized phase $h…
We aim at understanding for which (complex) values of the potential the pinning partition function vanishes. The pinning model is a Gibbs measure based on discrete renewal processes with power law inter-arrival distributions. We obtain some results for rather general inter-arrival laws, but we achieve a substantially more complete understanding for a specific one parameter family of inter-arrivals. We show, for such a specific family, that the zeros asymptotically lie on (and densely fill) a closed curve that, unsurprisingly, touches the real axis only in one point (the critical point of the m…
We consider a renewal process τ={τ_0,τ_1,...} on the integers, where the law of τ_i-τ_{i-1} has a power-like tail P(τ_i-τ_{i-1}=n)=n^{-(α+1)}L(n) with α\ge0 and L(.) slowly varying. We then assign a random, n-dependent reward/penalty to the occurrence of the event that the site n belongs to tau. This class of problems includes, among others, (1+d)-dimensional models of pinning of directed polymers on a one-dimensional random defect, (1+1)-dimensional models of wetting of disordered substrates, and the Poland-Scheraga model of DNA denaturation. By varying the average of the reward, the system u…
We consider disordered models of pinning of directed polymers on a defect line, including (1+1)-dimensional interface wetting models, disordered Poland--Scheraga models of DNA denaturation and other (1+d)-dimensional polymers in interaction with columnar defects. We consider also random copolymers at a selective interface. These models are known to have a (de)pinning transition at some critical line in the phase diagram. In this work we prove that, as soon as disorder is present, the transition is at least of second order: the free energy is differentiable at the critical line, and the order p…
The effect of disorder for pinning models is a subject which has attracted much attention in theoretical physics and rigorous mathematical physics. A peculiar point of interest is the question of coincidence of the quenched and annealed critical point for a small amount of disorder. The question has been mathematically settled in most cases in the last few years, giving in particular a rigorous validation of the Harris Criterion on disorder relevance. However, the marginal case, where the return probability exponent is equal to $1/2$, i.e. where the inter-arrival law of the renewal process is …
We investigate the localization transition for a simple model of interface which interacts with an inhomonegeous defect plane. The interface is modeled by the graph of a function $ϕ: \mathbb Z^2 \to \mathbb Z$,and the disorder is given by a fixed realization of a field of IID centered random variables$(ω_x)_{x\in \mathbb Z^2}$. The Hamiltonian of the system depends on three parameters $α,β>0$ and $h\in \mathbb R$ which determine respectively the intensity of nearest neighbor interaction the amplitude of disorder and the mean value of the interaction with the substrate, and is given by the expr…
We study the random pinning model, in the case of a Gaussian environment presenting power-law decaying correlations, of exponent decay a>0. We comment on the annealed (i.e. averaged over disorder) model, which is far from being trivial, and we discuss the influence of disorder on the critical properties of the system. We show that the annealed critical exponent ν^{ann} is the same as the homogeneous one ν^{pur}, provided that correlations are decaying fast enough (a>2). If correlations are summable (a>1), we also show that the disordered phase transition is at least of order 2, showing disorde…
We consider the hierarchical disordered pinning model studied in [9], which exhibits a localization/delocalization phase transition. In the case where the disorder is i.i.d. (independent and identically distributed), the question of relevance/irrelevance of disorder (i.e. whether disorder changes or not the critical properties with respect to the homogeneous case) is by now mathematically rather well understood [14,15]. Here we consider the case where randomness is spatially correlated and correlations respect the hierarchical structure of the model; in the non-hierarchical model our choice wo…
We consider disordered systems of directed polymer type, for which disorder is so-called marginally relevant. These include the usual (short-range) directed polymer model in dimension (2+1), the long-range directed polymer model with Cauchy tails in dimension (1+1) and the disordered pinning model with tail exponent 1/2. We show that in a suitable weak disorder and continuum limit, the partition functions of these different models converge to a universal limit: a log-normal random field with a multi-scale correlation structure, which undergoes a phase transition as the disorder strength varies…
This paper continues a study initiated in [34], on the localization transition of a lattice free field on $\mathbb Z^d$ interacting with a quenched disordered substrate that acts on the interface when its height is close to zero. The substrate has the tendency to localize or repel the interface at different sites. A transition takes place when the average pinning potential $h$ goes past a threshold $h_c$: from a delocalized phase $h<h_c$, where the field is macroscopically repelled by the substrate to a localized one $h>h_c$ where the field sticks to the substrate. Our goal is to investigate t…
