The a.s. existence of a polymer probability in the infinite volume limit is readily obtained under general conditions of weak disorder from standard theory on multiplicative cascades or branching random walk. However, speculations in the case of strong disorder have been mixed. In this note existence of an infinite volume probability is established at critical strong disorder for which one has convergence in probability. Some calculations in support of a specific formula for the a.s. asymptotic variance of the polymer path under strong disorder are also provided.
This note sharpens the smoothing inequality of Giacomin and Toninelli for disordered polymers. This inequality is shown to be valid for any disorder distribution with locally finite exponential moments, and to provide an asymptotically sharp constant for weak disorder. A key tool in the proof is an estimate that compares the effect on the free energy of tilting, respectively, shifting the disorder distribution. This estimate holds in large generality (way beyond disordered polymers) and is of independent interest.
In this note we show that in any dimension $d$, the strong disorder property implies the strong localization property. This is established for a continuous time model of directed polymers in a random environment : the parabolic Anderson Model.
The free-energy fluctuations of the discrete directed polymer in 1+1 dimensions is conjecturally in the Tracy-Widom universality class at all finite temperatures and in the intermediate disorder regime. Seppäläinen's log-gamma polymer was proven to have GUE Tracy-Widom fluctuations in a restricted temperature range by Borodin et. al. (2013). We remove this restriction, and extend this result into the intermediate disorder regime. This result also identifies the scale of fluctuations of the log-gamma polymer in the intermediate disorder regime, and thus verifies a conjecture of Alberts et. al. …
We show that the endpoint large deviation rate function for a continuous-time directed polymer agrees with the rate function of the underlying random walk near the origin in the whole weak disorder phase.
In this paper, we consider directed polymers in random environment with long range jumps in discrete space and time. We extend to this case some techniques, results and classifications known in the usual short range case. However, some properties are drastically different when the underlying random walk belongs to the domain of attraction of an $\a$-stable law. For instance, we construct natural examples of directed polymers in random environment which experience weak disorder in low dimension.
We study a model of directed polymers with an exponentially recurrent Markov chain and an indefinitely divisible random environment. We prove that the normalized partition function converges exponentially fast towards zero at all temperatures.
For a directed polymer model in random environment, a characterization of the weak disorder phase in terms of the moment of the renormalized partition function has been proved in [S. Junk: Communications in Mathematical Physics 389, 1087-1097 (2022)]. We extend this characterization to a large class of unbounded environments which includes many commonly used distributions.
We show that the weak disorder phase for the directed polymer model in a bounded random environment is characterized by the integrability of the running supremum $\sup_{n\in \mathbb N}W_n^β$ of the associated martingale $(W_n^β)_{n\in \mathbb N}$. Using this characterization, we prove that $(W_n^β)_{n\in \mathbb N}$ is $L^p$-bounded in the whole weak disorder phase, for some $p>1$. The argument generalizes to non-negative martingales with a certain product structure.
We consider the convergence of partition functions and endpoint density for the half-space directed polymer model in dimension $1+1$ in the intermediate disorder regime as considered for the full space model by Alberts, Khanin and Quastel in [AKQ]. By scaling the inverse temperature like $βn^{-1/4}$, the point-to-point partition function converges to the chaos series for the solution to stochastic heat equation with Robin boundary condition and delta initial data. We also apply our convergence results to the exact-solvable log-gamma directed polymer model in a half-space.
We consider directed polymers in random environment on the lattice Z d at small inverse temperature and dimension d $\ge$ 3. Then, the normalized partition function W n is a regular martingale with limit W. We prove that n (d--2)/4 (W n -- W)/W n converges in distribution to a Gaussian law. Both the polynomial rate of convergence and the scaling with the martingale W n are different from those for polymers on trees.
We consider a random walk in a random potential, which models a situation of a random polymer and we study the annealed and quenched costs to perform long crossings from a point to a hyperplane. These costs are measured by the so called Lyapounov norms. We identify situations where the point-to-hyperplane annealed and quenched Lyapounov norms are different. We also prove that in these cases the polymer path exhibits localization.
We study a polymer model on hierarchical lattices very close to the one introduced and studied in \cite{DGr, CD}. For this model, we prove the existence of free energy and derive the necessary and sufficient condition for which very strong disorder holds for all $\gb$, and give some accurate results on the behavior of the free energy at high-temperature. We obtain these results by using a combination of fractional moment method and change of measure over the environment to obtain an upper bound, and second moment method to get a lower bound. We also get lower bounds on the fluctuation exponent…
In this paper, we consider directed polymers in random environment with discrete space and time. For transverse dimension at least equal to 3, we prove that diffusivity holds for the path in the full weak disorder region, i.e., where the partition function differs from its annealed value only by a non-vanishing factor. Deep inside this region, we also show that the quenched averaged energy has fluctuations of order 1. In complete generality (arbitrary dimension and temperature), we prove monotonicity of the phase diagram in the temperature.
We study the long-range directed polymer model on $\mathbbm{Z}$ in a random environment, where the underlying random walk lies in the domain of attraction of an $α$-stable process for some $α\in(0,2]$. Similar to the more classic nearest-neighbor directed polymer model, as the inverse temperature $β$ increases, the model undergoes a transition from a weak disorder regime to a strong disorder regime. We extend most of the important results known for the nearest-neighbor directed polymer model on $\mathbbm{Z}^d$ to the long-range model on $\mathbbm{Z}$. More precisely, we show that in the entire…
We establish a second-order almost sure limit theorem for the minimal position in a one-dimensional super-critical branching random walk, and also prove a martingale convergence theorem which answers a question of Biggins and Kyprianou [9]. Our method applies furthermore to the study of directed polymers on a disordered tree. In particular, we give a rigorous proof of a phase transition phenomenon for the partition function (from the point of view of convergence in probability), already described by Derrida and Spohn [17]. Surprisingly, this phase transition phenomenon disappears in the sense …
In this paper, we study a model of directed polymers in random environment, where the environment is restricted to a time-space tube whose spatial width grows polynomially with time. It can be viewed as an interpolation between the disordered pinning model and the classic directed polymer model. We prove weak coupling limits for the directed polymer partition functions in such tube environments in all dimensions, as the inverse temperature vanishes at a suitable rate. As the tube width varies, transitions between regimes of disorder irrelevance, marginal relevance and disorder relevance are ob…
We consider a model for a polymer interacting with an attractive wall through a random sequence of charges. We focus on the so-called diluted limit, when the charges are very rare but have strong intensity. In this regime, we determine the quenched critical point of the model, showing that it is different from the annealed one. The proof is based on a rigorous renormalization procedure. Applications of our results to the problem of a copolymer near a selective interface are discussed.
The directed polymer model at intermediate disorder regime was introduced by Alberts-Khanin-Quastel~\cite{AKQ12}. It was proved that at inverse temperature $βn^{-γ}$ with $γ=1/4$ the partition function, centered appropriately, converges in distribution and the limit is given in terms of the solution of the stochastic heat equation. This result was obtained under the assumption that the disorder variables posses exponential moments, but its universality was also conjectured under the assumption of six moments. We show that this conjecture is valid and we further extend it by exhibiting classes …
We consider a model of directed polymers on a regular tree with a disorder given by independent, identically distributed weights attached to the vertices. For suitable weight distributions this model undergoes a phase transition with respect to its localization behaviour. We show that, for high temperatures, the free energy is supported by a random tree of positive exponential growth rate, which is strictly smaller than that of the full tree. The growth rate of the minimal supporting subtree is decreasing to zero as the temperature decreases to the critical value. At the critical value and all…
In the present work, we investigate the case of Directed Polymer in a Random Environment (DPRE), when the increments of the random walk are heavy-tailed with tail-exponent equal to zero ($\mathbf{P}[|X_1|\geq n]$ decays slower than any power of $n$). This case has not yet been studied in the context of directed polymers and present key differences with the simple symmetric random walk case and the cases where the increments belong to the domain of attraction of an $α$-stable law, where $α\in (0, 2]$. We establish the absence of a very strong disorder regime - that is, the free energy equals ze…
In this paper, we introduce a model of Brownian polymer in a continuous random environment. The asymptotic behavior of the partition function associated to this polymer measure is studied, and we are able to separate a weak and strong disorder regime under some reasonable assumptions on the spatial covariance of the environment. Some further developments, concerning some concentration inequalities for the partition function, are given for the weak disorder regime.
Very recently, Junk [11] showed that for directed polymers in bounded random environments, the weak disorder (uniform integrable) phase implies that the polymer martingale is bounded in $L^p$ for some $p>1$ and also in $L^q$ for some $q<0$. Here, we establish this characterization of the weak disorder phase without requiring the boundedness assumption on the environments.
We construct and study a family random continuum polymer measures $\mathbf{M}_{r}$ corresponding to limiting partition function laws recently derived in a weak-coupling regime of polymer models on hierarchical graphs with marginally relevant disorder. The continuum polymers, which we refer to as directed paths, are identified with isometric embeddings of the unit interval $[0,1]$ into a compact diamond fractal with Hausdorff dimension two, and there is a natural 'uniform' probability measure, $μ$, over the space of directed paths, $Γ$. Realizations of the random path measures $\mathbf{M}_{r}$ …
Strong Disorder for Stochastic Heat Flow and 2D Directed Polymers
Université Sorbonne Paris Nord（索邦巴黎北大学）；CNRS UMR 7539（法国国家科学研究中心）；Institut Universitaire de France（法兰西学院）；Università degli Studi di Milano-Bicocca（米兰比可卡大学）
We prove that given any fixed asymptotic velocity, the finite length O'Connell-Yor polymer has an infinite length limit satisfying the law of large numbers with this velocity. By a Markovian property of the quenched polymer this reduces to showing the existence of Busemann functions: almost sure limits of ratios of random point-to-point partition functions. The key ingredients are the Burke property of the O'Connell-Yor polymer and a comparison lemma for the ratios of partition functions. We also show the existence of infinite length limits in the Brownian last passage percolation model.
We study a directed polymer model in a random environment on infinite binary trees. The model is characterized by a phase transition depending on the inverse temperature. We concentrate on the asymptotics of the partition function in the near-critical regime, where the inverse temperature is a small perturbation away from the critical one with the perturbation converging to zero as the system size grows large. Depending on the speed of convergence we observe very different asymptotic behavior. If the perturbation is small then we are inside the critical window and observe the same decay of the…
We study the directed polymer model for general graphs (beyond $\mathbb Z^d$) and random walks. We provide sufficient conditions for the existence or non-existence of a weak disorder phase, of an $L^2$ region, and of very strong disorder, in terms of properties of the graph and of the random walk. We study in some detail (biased) random walk on various trees including the Galton Watson trees, and provide a range of other examples that illustrate counter-examples to intuitive extensions of the $\mathbb Z^d$/SRW result.
We study models for a directed polymer in a random environment (DPRE) in which the polymer traverses a hierarchical diamond graph and the random environment is defined through random variables attached to the vertices. For these models, we prove a distributional limit theorem for the partition function in a limiting regime wherein the system grows as the coupling of the polymer to the random environment is appropriately attenuated. The sequence of diamond graphs is determined by a choice of a branching number $b\in \{2,3,\ldots\}$ and segmenting number $s\in \{2,3,\ldots\}$, and our focus is o…
After a general introduction to the field, we describe some recent results concerning disorder effects on both `random walk models', where the random walk is a dynamical process generated by local transition rules, and on `polymer models', where each random walk trajectory representing the configuration of a polymer chain is associated to a global Boltzmann weight. For random walk models, we explain, on the specific examples of the Sinai model and of the trap model, how disorder induces anomalous diffusion, aging behaviours and Golosov localization, and how these properties can be understood v…
We study the free energy of the Parabolic Anderson Model, a time-continuous model of directed polymers in random environment. We prove that in dimension 1 and 2, the free energy is always negative, meaning that very strong disorder always holds. The result for discrete polymers in dimension two, as well as better bounds on the free energy on dimension 1, were first obtained by Hubert Lacoin, and the goal of this paper is to adapt his proof to the Anderson Parabolic Model.
We consider the Brownian directed polymer in Poissonian environment in dimension 1+1, under the so-called intermediate disorder regime, which is a crossover regime between the strong and weak disorder regions. We show that, under a diffusive scaling involving different parameters of the system, the renormalized point-to-point partition function of the polymer converges in law to the solution of the stochastic heat equation with Gaussian multiplicative noise. The Poissonian environment provides a natural setting and strong tools, such as the Wiener-Ito chaos expansion, which, applied to the par…
We study a directed polymer model defined on a hierarchical diamond lattice, where the lattice is constructed recursively through a recipe depending on a branching number $b\in \mathbb{N}$ and a segment number $s\in \mathbb{N}$. When $b\leq s$ previous work [27] has established that the model exhibits strong disorder for all positive values of the inverse temperature $β$, and thus weak disorder reigns only for $β=0$ (infinite temperature). Our focus is on the so-called intermediate disorder regime in which the inverse temperature $β\equiv β_{n}$ vanishes at an appropriate rate as the size $n$ …
The transition from a weak-disorder (diffusive phase) to a strong-disorder (localized phase) for directed polymers in a random environment is a well studied phenomenon. In the most common setup, it is established that the phase transition is trivial when the transversal dimension $d$ equals $1$ or $2$ (the diffusive phase is reduced to $β=0$) while when $d\geq 3$, there is a critical temperature $β_c\in (0,\infty)$ which delimits the two phases. The proof of the existence of a diffusive regime for $d\geq 3$ is based on a second moment method, and thus relies heavily on the assumption that the …
We introduce a new disorder regime for directed polymers in dimension $1+1$ that sits between the weak and strong disorder regimes. We call it the intermediate disorder regime. It is accessed by scaling the inverse temperature parameter $β$ to zero as the polymer length $n$ tends to infinity. The natural choice of scaling is $β_n:=βn^{-1/4}$. We show that the polymer measure under this scaling has previously unseen behavior. While the fluctuation exponents of the polymer endpoint and the log partition function are identical to those for simple random walk ($ζ=1/2,χ=0$), the fluctuations themse…
These lecture notes are a guided tour through the fascinating world of polymer chains interacting with themselves and/or with their environment. The focus is on the mathematical description of a number of physical and chemical phenomena, with particular emphasis on phase transitions and space-time scaling. The topics covered, though only a selection, are typical for the area. Sections 1-3 describe models of polymers without disorder, Sections 4-6 models of polymers with disorder. Appendices A-E contain tutorials in which a number of key techniques are explained in more detail.
We give sufficient conditions for tightness in the space C([0,1]) for sequences of probability measures which enjoy a suitable decoupling between zero level set and excursions. Applications of our results are given in the context of (homogeneous, periodic and disordered) random walk models for polymers and interfaces.
We show that the partition function of the multi-layer semi-discrete directed polymer converges in the intermediate disorder regime to the partition function for the multi-layer continuum polymer introduced by O'Connell and Warren. This verifies, modulo a previously hidden constant, an outstanding conjecture proposed by Corwin and Hammond. A consequence is the identification of the KPZ line ensemble as logarithms of ratios of consecutive layers of the continuum partition function. Other properties of the continuum partition function, such as continuity, strict positivity and contour integral f…
We consider general disordered models of pinning of directed polymers on a defect line. This class contains in particular the $(1+1)$--dimensional interface wetting model, the disordered Poland--Scheraga model of DNA denaturation and other $(1+d)$--dimensional polymers in interaction with flat interfaces. We consider also the case of copolymers with adsorption at a selective interface. Under quite general conditions, these models are known to have a (de)localization transition at some critical line in the phase diagram. In this work we prove in particular that, as soon as disorder is present, …
We discuss a Gaussian multiplicative chaos (GMC) structure underlying a family of random measures $\mathbf{M}_r$, indexed by $r\in\mathbb{R}$, on a space $Γ$ of directed pathways crossing a diamond fractal with Hausdorff dimension two. The laws of these random continuum path measures arise in a critical weak-disorder limiting regime for discrete directed polymers on disordered hierarchical graphs. For the analogous subcritical continuum polymer model in which the diamond fractal has Hausdorff dimension less than two, the random path measures can be constructed as subcritical GMCs through coupl…
We consider directed polymer models involving multiple non-intersecting random walks moving through a space-time disordered environment in one spatial dimension. For a single random walk, Alberts, Khanin and Quastel proved that under intermediate disorder scaling (in which time and space are scaled diffusively, and the strength of the environment is scaled to zero in a critical manner) the polymer partition function converges to the solution to the stochastic heat equation with multiplicative white noise. In this paper we prove the analogous result for multiple non-intersecting random walks st…
We compute the fluctuation exponents for a solvable model of one-dimensional directed polymers in random environment in the intermediate regime. This regime corresponds to taking the inverse temperature to zero with the size of the system. The exponents satisfy the KPZ scaling relation and coincide with physical predictions. In the critical case, we recover the fluctuation exponents of the Cole-Hopf solution of the KPZ equation in equilibrium and close to equilibrium.
We study the question of how the competition between $\textit{bulk disorder}$ and a $\textit{localized microscopic defect}$ affects the macroscopic behavior of a system in the directed polymer context at the free energy level. We consider the directed polymer model on a disordered $d$-ary tree and represent the localized microscopic defect by modifying the disorder distribution at each vertex in a single path (branch), or in a subtree, of the tree. The polymer must choose between following the microscopic defect and finding the best branches through the bulk disorder. We describe three possibl…
We continue with the study of the mollified stochastic heat equation in $d\geq 3$ given by $d u_{ε,t}=\frac 12Δu_{ε,t}+ βε^{(d-2)/2} \,u_{ε,t} \,d B_{ε,t}$ with spatially smoothened cylindrical Wiener process $B$, whose (renormalized) Feynman-Kac solution describes the partition function of the continuous directed polymer. In an earlier work (\cite{MSZ16}), a phase transition was obtained, depending on the value of $β>0$ in the limiting object of the smoothened solution $u_ε$ as the smoothing parameter $ε\to 0$ This partition function naturally defines a quenched polymer path measure and we pr…
We consider the smoothed multiplicative noise stochastic heat equation $$d u_{\eps,t}= \frac 12 Δu_{\eps,t} d t+ β\eps^{\frac{d-2}{2}}\, \, u_{\eps, t} \, d B_{\eps,t} , \;\;u_{\eps,0}=1,$$ in dimension $d\geq 3$, where $B_{\eps,t}$ is a spatially smoothed (at scale $\eps$) space-time white noise, and $β>0$ is a parameter. We show the existence of a $\barβ\in (0,\infty)$ so that the solution exhibits weak disorder when $β<\barβ$ and strong disorder when $β> \barβ$. The proof techniques use elements of the theory of the Gaussian multiplicative chaos.
In this paper, we study the so-called intermediate disorder regime for a directed polymer in a random environment with heavy-tail. Consider a simple symmetric random walk $(S_n)_{n\geq 0}$ on $\mathbb{Z}^d$, with $d\geq 1$, and modify its law using Gibbs weights in the product form $\prod_{n=1}^{N} (1+βη_{n,S_n})$, where $(η_{n,x})_{n\ge 0, x\in \mathbb{Z}^d}$ is a field of i.i.d. random variables whose distribution satisfies $\mathbb{P}(η>z) \sim z^{-α}$ as $z\to\infty$, for some $α\in(0,2)$. We prove that if $α< \min(1+\frac{2}{d},2)$, when sending $N$ to infinity and rescaling the disorder …
In order to probe with high precision the tails of the ground-state energy distribution of disordered spin systems, Körner, Katzgraber and Hartmann \cite{Ko_Ka_Ha} have recently proposed an importance-sampling Monte-Carlo Markov chain in the disorder. In this paper, we combine their Monte-Carlo procedure in the disorder with exact transfer matrix calculations in each sample to measure the negative tail of ground state energy distribution $P_d(E_0)$ for the directed polymer in a random medium of dimension $d=1,2,3$. In $d=1$, we check the validity of the algorithm by a direct comparison with th…
