We consider the problem of undirected polymers (tied at the endpoints) in random environment, also known as the unoriented first passage percolation on the hypercube, in the limit of large dimensions. By means of the multiscale refinement of the second moment method we obtain a fairly precise geometrical description of optimal paths, i.e. of polymers with minimal energy. The picture which emerges can be loosely summarized as follows. The energy of the polymer is, to first approximation, uniformly spread along the strand. The polymer's bonds carry however a lower energy than in the directed setting, and are reached through the following geometrical evolution. Close to the origin, the polymer proceeds in oriented fashion -- it is thus as stretched as possible. The tension of the strand decreases however gradually, with the polymer allowing for more and more backsteps as it enters the core of the hypercube. Backsteps, although increasing the length of the strand, allow the polymer to connect reservoirs of energetically favorable edges which are otherwise unattainable in a fully directed regime. These reservoirs lie at mesoscopic distance apart, but in virtue of the high dimensional nature of the ambient space, the polymer manages to connect them through approximate geodesics with respect to the Hamming metric: this is the key strategy which leads to an optimal energy/entropy balance. Around halfway, the mirror picture sets in: the polymer tension gradually builds up again, until full orientedness close to the endpoint. The approach yields, as a corollary, a constructive proof of the result by Martinsson [Ann. Appl. Prob. 26 (2016), Ann. Prob. 46 (2018)] concerning the leading order of the ground state.
It is a well-known open problem in the literature on random polymers to show that a directed polymer in random environment localizes around a favorite path at low temperature. A precise statement of this conjecture is formulated and proved in this article.
Certain polymer models are known to exhibit path localization in the sense that at low temperatures, the average fractional overlap of two independent samples from the Gibbs measure is bounded away from $0$. Nevertheless, the question of where along the path this overlap takes place has remained unaddressed. In this article, we prove that on linear scales, overlap occurs along the entire length of the polymer. Namely, we consider time intervals of length $\varepsilon N$, where $\varepsilon>0$ is fixed but arbitrarily small. We then identify a constant number of distinguished trajectories such …
We show that nontrivial bi-infinite polymer Gibbs measures do not exist in typical environments in the inverse-gamma (or log-gamma) directed polymer model on the planar square lattice. The precise technical result is that, except for measures supported on straight-line paths, such Gibbs measures do not exist in almost every environment when the weights are independent and identically distributed inverse-gamma random variables. The proof proceeds by showing that when two endpoints of a point-to-point polymer distribution are taken to infinity in opposite directions but not parallel to lattice d…
We consider directed polymers in a random potential given by a deterministic profile with a strong maximum at the origin taken with random sign at each integer time. We study two main objects based on paths in this random potential. First, we use the random potential and averaging over paths to define a parabolic model via a random Feynman--Kac evolution operator. We show that for the resulting cocycle, there is a unique positive cocycle eigenfunction serving as a forward and pullback attractor. Secondly, we use the potential to define a Gibbs specification on paths for any bounded time interv…
This paper considers an undirected polymer chain on $\mathbb{Z}^d$, $d \geq 2$, with i.i.d.\ random charges attached to its constituent monomers. Each self-intersection of the polymer chain contributes an energy to the interaction Hamiltonian that is equal to the product of the charges of the two monomers that meet. The joint probability distribution for the polymer chain and the charges is given by the Gibbs distribution associated with the interaction Hamiltonian. The object of interest is the \emph{annealed free energy} per monomer in the limit as the length $n$ of the polymer chain tends t…
In last passage percolation models lying in the KPZ universality class, the energy of long energy-maximizing paths may be studied as a function of the paths' pair of endpoint locations. Scaled coordinates may be introduced, so that these maximizing paths, or polymers, now cross unit distances with unit-order fluctuations, and have scaled energy, or weight, of unit order. In this article, we consider Brownian last passage percolation in these scaled coordinates. In the narrow wedge case, one endpoint of such polymers is fixed, say at $(0,0) \in \mathbb{R}^2$, and the other is varied horizontall…
We study conformations of the Gaussian polymer chains in d-dimensional space in the presence of an external field with the harmonic potential. We apply a path integral approach to derive an explicit expression for the probability distribution function of the gyration radius. We calculate this function using Monte Carlo simulations and show that our numerical and theoretical results are in a good agreement for different values of the external field.
In last passage percolation models, the energy of a path is maximized over all directed paths with given endpoints in a random environment, and the maximizing paths are called geodesics. The geodesics and their energy can be scaled so that transformed geodesics cross unit distance and have fluctuations and scaled energy of unit order. Here we consider Poissonian last passage percolation, a model lying in the KPZ universality class, and refer to scaled geodesics as polymers and their scaled energies as weights. Polymers may be viewed as random functions of the vertical coordinate and, when they…
We prove that the free energy of directed polymer in Bernoulli environment converges to the growth rate for the number of open paths in super-critical oriented percolation as the temperature tends to zero. Our proof is based on rate of convergence results which hold uniformly in the temperature. We also prove that the convergence rate is locally uniform in the percolation parameter inside the super-critical phase, which implies that the growth rate depends continuously on the percolation parameter.
The sequence of random probability measures $ν_n$ that gives a path of length $n$, $\unsur{n}$ times the sum of the random weights collected along the paths, is shown to satisfy a large deviations principle with good rate function the Legendre transform of the free energy of the associated directed polymer in a random environment. Consequences on the asymptotics of the typical number of paths whose collected weight is above a fixed proportion are then drawn.
We consider large time behavior of typical paths under the Anderson polymer measure. If $P$ is the measure induced by rate $κ,$ simple, symmetric random walk on $Z^d$ started at $x,$ this measure is defined as $$ dμ(X)={Z^{-1} \exp\{β\int_0^T dW_{X(s)}(s)\}dP(X) $$ where $\{W_x:x\in Z^d\}$ is a field of $iid$ standard, one-dimensional Brownian motions, $β>0, κ>0$ and $Z$ the normalizing constant. We establish that the polymer measure gives a macroscopic mass to a small neighborhood of a typical path as $T \to \infty$, for parameter values outside the perturbative regime of the random walk, giv…
I discuss models for a continuum directed random polymer in a disordered environment in which the polymer lives on a fractal called the \textit{diamond hierarchical lattice}, a self-similar metric space forming a network of interweaving pathways. This fractal depends on a branching parameter $b\in \mathbb{N}$ and a segmenting number $s\in \mathbb{N}$. For $s>b$ my focus is on random measures on the set of directed paths that can be formulated as a subcritical Gaussian multiplicative chaos. This path measure is analogous to the continuum directed random polymer introduced by Alberts, Khanin, Qu…
Directed last passage percolation models on the plane, where one studies the weight as well as the geometry of optimizing paths (called polymers) in a field of i.i.d. weights, are paradigm examples of models in the KPZ universality class. In this article, we consider the large deviation regime, i.e., when the polymer has a much smaller (lower tail) or larger (upper tail) weight than typical. Precise asymptotics of large deviation probabilities have been obtained in a handful of the so-called exactly solvable scenarios, including the Exponential (Johansson, '00) and Poissonian (Seppäläinen, '98…
Motivated by the recent advances in the theory of stochastic partial differential equations involving nonlinear functions of distributions, like the Kardar-Parisi-Zhang (KPZ) equation, we reconsider the unique solvability of one-dimensional stochastic differential equations, the drift of which is a distribution, by means of rough paths theory. Existence and uniqueness are established in the weak sense when the drift reads as the derivative of a H{ö}lder continuous function. Regularity of the drift part is investigated carefully and a related stochastic calculus is also proposed, which makes th…
We discuss variational formulas for the limits of certain models of motion in a random medium: namely, the limiting time constant for last-passage percolation and the limiting free energy for directed polymers. The results are valid for models in arbitrary dimension, steps of the admissible paths can be general, the environment process is ergodic under shifts, and the potential accumulated along a path can depend on the environment and the next step of the path. The variational formulas come in two types: one minimizes over gradient-like cocycles, and another one maximizes over invariant measu…
This thesis deals with some $(1+1)$-dimensional lattice path models from the KPZ universality class: the directed random polymer with inverse-gamma weights (known as log-gamma polymer) and its zero temperature degeneration, i.e. the last passage percolation model, with geometric or exponential waiting times. We consider three path geometries: point-to-line, point-to-half-line, and point-to-line with paths restricted to stay in a half-plane. Through exact formulas, we establish new connections between integrable probabilistic models and the ubiquitous Whittaker and Schur functions. More in deta…
Motivated by discrete directed polymers in one space and one time dimension, we construct a continuum directed random polymer that is modeled by a continuous path interacting with a space-time white noise. The strength of the interaction is determined by an inverse temperature parameter beta, and for a given beta and realization of the noise the path evolves in a Markovian way. The transition probabilities are determined by solutions to the one-dimensional stochastic heat equation. We show that for all beta > 0 and for almost all realizations of the white noise the path measure has the same Ho…
Owing to the production process, short fiber reinforced composites exhibit a pronounced anisotropy of both elastic properties and crack growth resistance. In particular the latter issue has a major impact on crack deflection and inevitably has to be taken into account for the sake of an accurate prediction of crack paths. The perpendicular axes of transverse isotropy are associated with the fiber orientations, whereupon a crack in transverse direction encounters the largest fracture toughness. While the local mean fiber orientations in polymer matrix composites are determined by the injection …
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 $\mathbf{M}_{r}$ …
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 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 study an undirected polymer chain living on the 1-dimensional integer lattice and carrying i.i.d.\ random charges. Each self-intersection of the polymer contributes to the Hamiltonian an energy that is equal to the product of the charges of the two monomers that meet. The joint law for the polymer chain and the charges is given by the Gibbs distribution associated with the Hamiltonian. The focus is on the \emph{annealed free energy} per monomer in the limit as polymer length diverges. We derive a \emph{spectral representation} for the free energy and we exhibit a critical curve in the param…
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.
Diamond "lattices" are sequences of recursively-defined graphs that provide a network of directed pathways between two fixed root nodes, $A$ and $B$. The construction recipe for diamond graphs depends on a branching number $b\in \mathbb{N}$ and a segmenting number $s\in \mathbb{N}$, for which a larger value of the ratio $s/b$ intuitively corresponds to more opportunities for intersections between two randomly chosen paths. By attaching i.i.d. random variables to the bonds of the graphs, I construct a random Gibbs measure on the set of directed paths by assigning each path an "energy" given by …
Consider the short-time probability distribution $\mathcal{P}(H,t)$ of the one-point interface height difference $h(x=0,τ=t)-h(x=0,τ=0)=H$ of the stationary interface $h(x,τ)$ described by the Kardar-Parisi-Zhang equation. It was previously shown that the optimal path -- the most probable history of the interface $h(x,τ)$ which dominates the upper tail of $\mathcal{P}(H,t)$ -- is described by any of \emph{two} ramp-like structures of $h(x,τ)$ traveling either to the left, or to the right. These two solutions emerge, at a critical value of $H$, via a spontaneous breaking of the mirror symmetry …
