The purpose of this paper is to show how one can extend some results on disorder relevance obtained for the random pinning model with i.i.d disorder to the model with finite range correlated disorder. In a previous work, the annealed critical curve of the latter model was computed, and equality of quenched and annealed critical points, as well as exponents, was proved under some conditions on the return exponent of the interarrival times. Here we complete this work by looking at the disorder relevant regime, where annealed and quenched critical points differ. All these results show that the Harris criterion, which was proved to be correct in the i.i.d case, remains valid in our setup. We strongly use Markov renewal constructions that were introduced in the solving of the annealed model.
We study a hierarchical disordered pinning model with site disorder for which, like in the bond disordered case [6, 9], there exists a value of a parameter b (enters in the definition of the hierarchical lattice) that separates an irrelevant disorder regime and a relevant disorder regime. We show that for such a value of b the critical point of the disordered system is different from the critical point of the annealed version of the model. The proof goes beyond the technique used in [9] and it takes explicitly advantage of the inhomogeneous character of the Green function of the model.
We consider a hierarchical pinning model introduced by B.Derrida, V.Hakim and J.Vannimenus which undergoes a localization/delocalization phase transition. This model depends on two parameters $b$ and $s$. We show that in the particular case where $b=s$, the disorder is weakly relevant, in the sense that at any given temperature, the quenched and the annealed critical points coincide. This is in contrast with the case where $b \neq s$.
Any renewal processes on $\mathbb{N}$ with a polynomial tail, with exponent $α\in (0,1)$, has a non-trivial scaling limit, known as the $α$-stable regenerative set. In this paper we consider Gibbs transformations of such renewal processes in an i.i.d. random environment, called disordered pinning models. We show that for $α\in (1/2, 1)$ these models have a universal scaling limit, which we call the continuum disordered pinning model (CDPM). This is a random closed subset of $\mathbb{R}$ in a white noise random environment, with subtle features: -Any fixed a.s. property of the $α$-stable regene…
Disordered pinning models deal with the (de)localization tran- sition of a polymer in interaction with a heterogeneous interface. In this paper, we focus on two models where the inhomogeneities at the interface are not independent but given by an irreducible Markov chain on a finite state space. In the first model, using Markov renewal tools, we give an expression for the annealed critical curve in terms of a Perron-Frobenius eigenvalue, and provide examples where exact computations are possible. In the second model, the transition matrix vary with the size of the system so that, roughly speak…
We study the influence of a correlated disorder on the localization phase transition in the pinning model. When correlations are strong enough, a strong disorder regime arises: large and frequent attractive regions appear in the environment. We present here a pinning model in random binary ({-1,1}-valued) environment. Defining strong disorder via the requirement that the probability of the occurrence of a large attractive region is sub-exponential in its size, we prove that it coincides with the fact that the critical point is equal to its minimal possible value. We also stress that in the str…
In this paper we study the pinning model with correlated Gaussian disorder. The presence of correlations makes the annealed model more involved than the usual homogeneous model, which is fully solvable. We prove however that if the disorder correlations decay fast enough then the annealed critical behaviour is the same as the homogeneous one. Our result is sharper if the decay is exponential. The approach we propose relies on the spectral properties of a transfer or Ruelle-Perron Frobenius operator related to the model. We use results on these operators that were obtained in the framework of t…
We study the so-called pinning model, which describes the behavior of a Markov chain interacting with a distinguished state. The interaction depends on an external source of randomness, called disorder, which can attract or repel the Markov chain path. We focus on the case when the disorder is heavy-tailed, with infinite mean, while the return times of the Markov chain have a stretched-exponential distribution. We prove that the set of times at which the Markov chain visits the distinguished state, suitably rescaled, converges in distribution to a limit set, which depends only on the disorder …
Recent results have lead to substantial progress in understanding the role of disorder in the (de)localization transition of polymer pinning models. Notably, there is an understanding of the crucial issue of disorder relevance and irrelevance that is now rigorous. In this work, we exploit interpolation and replica coupling methods to obtain sharper results on the irrelevant disorder regime of pinning models. In particular, in this regime, we compute the first order term in the expansion of the free energy close to criticality and this term coincides with the first order of the formal expansion…
This paper focuses on directed polymers pinned at a disordered and correlated interface. We assume that the disorder sequence is a q-order moving average and show that the critical curve of the annealed model can be expressed in terms of the Perron-Frobenius eigenvalue of an explicit transfer matrix, which generalizes the annealed bound of the critical curve for i.i.d. disorder. We provide explicit values of the annealed critical curve for $q=1$, 2 and a weak disorder asymptotic in the general case. Following the renewal theory approach of pinning, the processes arising in the study of the ann…
We study the path properties of a random polymer attracted to a defect line by a potential with disorder, and we prove that in the delocalized regime, at any temperature, the number of contacts with the defect line remains in a certain sense "tight in probability" as the polymer length varies. On the other hand we show that at sufficiently low temperature, there exists a.s. a subsequence where the number of contacts grows like the log of the length of the polymer.
We investigate the effect of correlated disorder on the localization transition undergone by a renewal sequence with loop exponent $α$ > 0, when the correlated sequence is given by another independent renewal set with loop exponent $α$ > 0. Using the renewal structure of the disorder sequence, we compute the annealed critical point and exponent. Then, using a smoothing inequality for the quenched free energy and second moment estimates for the quenched partition function, combined with decoupling inequalities, we prove that in the case $α$ > 2 (summable correlations), disorder is irrelevant if…
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 continuous time version of the random walk pinning model, where conditioned on a continuous time random walk Y on Z^d with jump rate ρ>0, which plays the role of disorder, the law up to time t of a second independent random walk X with jump rate 1 is Gibbs transformed with weight e^{βL_t(X,Y)}, where L_t(X,Y) is the collision local time between X and Y up to time t. As the inverse temperature βvaries, the model undergoes a localization-delocalization transition at some critical β_c>=0. A natural question is whether or not there is disorder relevance, namely whether or not β_c diff…
In this article we discuss a set of geometric ideas which shed some light on the question of directed polymer pinning in the presence of bulk disorder. Differing from standard methods and techniques, we transform the problem to a particular dependent percolative system and relate the pinning transition to a percolation transition.
We consider statistical mechanics models of continuous height effective interfaces in the presence of a delta-pinning at height zero. There is a detailed mathematical understanding of the depinning transition in 2 dimensions without disorder. Then the variance of the interface height w.r.t. the Gibbs measure stays bounded uniformly in the volume for any positive pinning force and diverges like the logarithm of the pinning force when it tends to zero. How does the presence of a quenched disorder term in the Hamiltonian modify this transition? We show that an arbitarily weak random field term is…
We consider disordered pinning models, when the return time distribution of the underlying renewal process has a polynomial tail with exponent $α\in (1/2,1)$. This corresponds to a regime where disorder is known to be relevant, i.e. to change the critical exponent of the localization transition and to induce a non-trivial shift of the critical point. We show that the free energy and critical curve have an explicit universal asymptotic behavior in the weak coupling regime, depending only on the tail of the return time distribution and not on finer details of the models. This is obtained compari…
These notes are devoted to the statistical mechanics of directed polymers interacting with one-dimensional spatial defects. We are interested in particular in the situation where frozen disorder is present. These polymer models undergo a localization/delocalization transition. There is a large (bio)-physics literature on the subject since these systems describe, for instance, the statistics of thermally created loops in DNA double strands and the interaction between (1+1)-dimensional interfaces and disordered walls. In these cases the transition corresponds, respectively, to the DNA denaturati…
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…
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 consider a general model of a disordered copolymer with adsorption. This includes, as particular cases, a generalization of the copolymer at a selective interface introduced by Garel et al. [Europhys. Lett. 8 (1989) 9--13], pinning and wetting models in various dimensions, and the Poland--Scheraga model of DNA denaturation. We prove a new variational upper bound for the free energy via an estimation of noninteger moments of the partition function. As an application, we show that for strong disorder the quenched critical point differs from the annealed one, for example, if the disorder distr…
The effect of disorder on pinning and wetting models has attracted much attention in theoretical physics. In particular, it has been predicted on the basis of the Harris criterion that disorder is relevant (annealed and quenched model have different critical points and critical exponents) if the return probability exponent alpha, a positive number that characterizes the model, is larger than 1/2. Weak disorder has been predicted to be irrelevant (i.e. coinciding critical points and exponents) if alpha < 1/2. Recent mathematical work has put these predictions on firm grounds. In renormalization…
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…
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)…
Concentration and fluctuation phenomena in the localized phase of the pinning model
Università di Padova, Dipartimento di Matematica Tullio Levi–Civita（帕多瓦大学）；Università degli Studi del Piemonte Orientale, Dipartimento di Scienze e Innovazione Tecnologica（皮埃蒙特大西洋大学）
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 …
In this paper we look at the pinning of a directed polymer by a one-dimensional linear interface carrying random charges. There are two phases, localized and delocalized, depending on the inverse temperature and on the disorder bias. Using quenched and annealed large deviation principles for the empirical process of words drawn from a random letter sequence according to a random renewal process [Birkner, Greven and den Hollander, Probab. Theory Related Fields 148 (2010) 403-456], we derive variational formulas for the quenched, respectively, annealed critical curve separating the two phases. T…
We study the critical point of directed pinning/wetting models with quenched disorder. The distribution K(.) of the location of the first contact of the (free) polymer with the defect line is assumed to be of the form K(n)=n^{-α-1}L(n), with L(.) slowly varying. The model undergoes a (de)-localization phase transition: the free energy (per unit length) is zero in the delocalized phase and positive in the localized phase. For α<1/2 it is known that disorder is irrelevant: quenched and annealed critical points coincide for small disorder, as well as quenched and annealed critical exponents. The …
The free energy of quenched disordered systems is bounded above by the free energy of the corresponding annealed system. This bound may be improved by applying the annealing procedure, which is just Jensen inequality, after having modified the Hamiltonian in a way that the quenched expressions are left unchanged. This procedure is often viewed as a partial annealing or as a constrained annealing, in the sense that the term that is added may be interpreted as a Lagrange multiplier on the disorder variables. In this note we point out that, for a family of models, some of which have attracted muc…
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…
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 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…
We consider the continuous time version of the Random Walk Pinning Model (RWPM), studied in [5,6,7]. Given a fixed realization of a random walk Y$ on Z^d with jump rate rho (that plays the role of the random medium), we modify the law of a random walk X on Z^d with jump rate 1 by reweighting the paths, giving an energy reward proportional to the intersection time L_t(X,Y)=\int_0^t \ind_{X_s=Y_s}\dd s: the weight of the path under the new measure is exp(beta L_t(X,Y)), beta in R. As beta increases, the system exhibits a delocalization/localization transition: there is a critical value beta_c, s…
This paper provides a rigorous study of the localization transition for a Gaussian free field on $\mathbb{Z}^d$ interacting with a quenched disordered substrate that acts on the interface when the interface height is close to zero. The substrate has the tendency to localize or repel the interface at different sites and one can show that a localization-delocalization transition takes place when varying the average pinning potential $h$: the free energy density is zero in the delocalized regime, that is for $h$ smaller than a threshold $h_c$, and it is positive for $h>h_c$. For $d\ge 3$ we compu…
We consider a hierarchical model of polymer pinning in presence of quenched disorder, introduced by B. Derrida, V. Hakim and J. Vannimenius in 1992, which can be re-interpreted as an infinite dimensional dynamical system with random initial condition (the disorder). It is defined through a recurrence relation for the law of a random variable {R_n}_{n=1,2,...}, which in absence of disorder (i.e., when the initial condition is degenerate) reduces to a particular case of the well-known Logistic Map. The large-n limit of the sequence of random variables 2^{-n} log R_n, a non-random quantity which …
We investigate the disordered copolymer and pinning models, in the case of a correlated Gaussian environment with summable correlations, and when the return distribution of the underlying renewal process has a polynomial tail. As far as the copolymer model is concerned, we prove disorder relevance both in terms of critical points and critical exponents, in the case of non-negative correlations. When some of the correlations are negative, even the annealed model becomes non-trivial. Moreover, when the return distribution has a finite mean, we are able to compute the weak coupling limit of the c…
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 revisit the problem of an elastic line (e.g. a vortex line in a superconductor) subject to both columnar disorder and point disorder in dimension $d=1+1$. Upon applying a transverse field, a delocalization transition is expected, beyond which the line is tilted macroscopically. We investigate this transition in the fixed tilt angle ensemble and within a one-way model where backward jumps are neglected. From recent results about directed polymers and their connections to random matrix theory, we find that for a single line and a single strong defect this transition in presence of point disor…
