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 much attention, the multipliers of the form of empirical averages of local functions cannot improve on the basic annealed bound from the viewpoint of characterizing the phase diagram. This class of multipliers is the one that is suitable for computations and it is often believed that in this class one can approximate arbitrarily well the quenched free energy.
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…
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…
The article [Bolthausen et al., 2000] provides a proof of the absence of a wetting transition for the discrete Gaussian free field conditioned to stay positive, and undergoing a weak delta-pinning at height 0. The proof is generalized to the case of a square pinning-potential replacing the delta-pinning, but it relies on a lower bound on the probability for the field to stay above the support of the potential, the proof of which appears to be incorrect. We provide a modified proof of the absence of a wetting transition in the square-potential case, which does not require the aforementioned low…
We consider a random field $φ:\{1,...,N\}\to\mathbb{R}$ as a model for a linear chain attracted to the defect line $φ=0$, that is, the x-axis. The free law of the field is specified by the density $\exp(-\sum_iV(Δφ_i))$ with respect to the Lebesgue measure on $\mathbb{R}^N$, where $Δ$ is the discrete Laplacian and we allow for a very large class of potentials $V(\cdot)$. The interaction with the defect line is introduced by giving the field a reward $\varepsilon\ge0$ each time it touches the x-axis. We call this model the pinning model. We consider a second model, the wetting model, in which, …
We study a random walk pinning model, where conditioned on a simple random walk Y on Z^d acting as a random medium, the path measure of a second independent simple random walk X up to time t is Gibbs transformed with Hamiltonian -L_t(X,Y), where L_t(X,Y) is the collision local time between X and Y up to time t. This model arises naturally in various contexts, including the study of the parabolic Anderson model with moving catalysts, the parabolic Anderson model with Brownian noise, and the directed polymer model. It falls in the same framework as the pinning and copolymer models, and exhibits …
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 Ha…
We give a Dirichlet form approach for the construction of a distorted Brownian motion in $E := [0;\infty)^n$, $n\in\mathbb{N}$, where the behavior on the boundary is determined by the competing effects of reflection from and pinning at the boundary. The problem is formulated in an $L^2$-setting with underlying measure $μ=\varrho m$. Here $\varrho$ is a positive density, integrable with respect to the measure $m$ and fulfilling the Hamza condition. The measure $m$ is such that the boundary of $E$ is not of $m$-measure zero. A reference measure of this type is needed in order to give meaning to …
We consider wetting models in $1+1$ dimensions on a shrinking strip with a general pinning function. We show that under diffusive scaling, the interface converges in law to to the reflected Brownian motion, whenever the strip size is $o(N^{-1/2})$ and the pinning function is close enough to critical value of the so-called $δ$-pinning model of Deuschel, Giacomin, and Zambotti [DGZ05]. As a corollary, the same result holds for the constant pinning strip wetting model at criticality with $o(N^{-1/2})$ strip size.
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…
We consider the Random Walk Pinning Model studied in [3,2]: this is a random walk X on Z^d, whose law is modified by the exponential of βtimes L_N(X,Y), the collision local time up to time N with the (quenched) trajectory Y of another d-dimensional random walk. If βexceeds a certain critical value β_c, the two walks stick together for typical Y realizations (localized phase). A natural question is whether the disorder is relevant or not, that is whether the quenched and annealed systems have the same critical behavior. Birkner and Sun proved that β_c coincides with the critical point of the an…
We consider a polymer with configuration modeled by the path of a Markov chain, interacting with a potential $u+V_n$ which the chain encounters when it visits a special state 0 at time $n$. The disorder $(V_n)$ is a fixed realization of an i.i.d. sequence. The polymer is pinned, i.e. the chain spends a positive fraction of its time at state 0, when $u$ exceeds a critical value. We assume that for the Markov chain in the absence of the potential, the probability of an excursion from 0 of length $n$ has the form $n^{-c}ϕ(n)$ with $c \geq 1$ and $ϕ$ slowly varying. Comparing to the corresponding …
We consider a directed polymer of length $N$ interacting with a linear interface. The monomers carry i.i.d. random charges $(ω_i)_{i=1}^N$ taking values in $\mathbb{R}$ with mean zero and variance one. Each monomer $i$ contributes an energy $(βω_i-h)φ(S_i)$ to the interaction Hamiltonian, where $S_i \in \mathbb{Z}$ is the height of monomer $i$ with respect to the interface, $φ: \mathbb{Z} \to [0,\infty)$ is the interaction potential, $β\in [0,\infty)$ is the inverse temperature, and $h \in \mathbb{R}$ is the charge bias parameter. The configurations of the polymer are weighted according to the…
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…
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 …
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 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 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 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…
We consider the Lattice Gaussian free field in $d+1$ dimensions, $d=3$ or larger, on a large box (linear size $N$) with boundary conditions zero. On this field two potentials are acting: one, that models the presence of a wall, penalizes the field when it enters the lower half space and one, the «pinning potential» , that rewards visits to the proximity of the wall. The wall can be soft, i.e. the field has a finite penalty to enter the lower half plane, or hard when the penalty is infinite. In general the pinning potential is disordered and it gives on average a reward h in $\mathbb{R}$ (a neg…
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 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 consider a polymer, with monomer locations modeled by the trajectory of a Markov chain, in the presence of a potential that interacts with the polymer when it visits a particular site 0. Disorder is introduced by, for example, having the interaction vary from one monomer to another, as a constant $u$ plus i.i.d. mean-0 randomness. There is a critical value of $u$ above which the polymer is pinned, placing a positive fraction of its monomers at 0 with high probability. This critical point may differ for the quenched, annealed and deterministic cases. We show that self-averaging occurs, meani…
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…
