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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 dimensional pinning model in which the energy may depend in a nonlinear way on the contact fraction: this class of models contains the circular DNA case considered in the bio-physics literature. We give a full solution of this generalized pinning model in absence of disorder and show that another transition appears. In fact the systems may display up to three different regimes: delocalization, partial localization and full localization. What happens in the partially localized regime can be explained in terms of the "big-jump" phenomenon for sums of heavy tail random variables under conditioning. We then show that disorder completely smears this second transition and we are back to the delocalization versus localization scenario. In fact we show that the disorder, even if arbitrarily weak, is incompatible with the presence of a big-jump., 33 pages, 5 figures

The copolymer model is a disordered system built on a discrete renewal process with inter-arrival distribution that decays in a regularly varying fashion with exponent $$1+ \alpha \;\geqslant \;1$$ . It exhibits a localization transition which can be characterized in terms of the free energy of the model: the free energy is zero in the delocalized phase and it is positive in the localized phase. This transition, which is observed when tuning the mean h of the disorder variable, has been tackled in the physics literature notably via a renormalization group procedure that goes under the name of strong disorder renormalization. We focus on the case $$\alpha =0$$ —the critical value $$h_c(\beta )$$ of the parameter h is exactly known (for every strength $$\beta $$ of the disorder) in this case—and we provide precise estimates on the critical behavior. Our results confirm the strong disorder renormalization group prediction that the transition is of infinite order, namely that when $$h\searrow h_c(\beta )$$ the free energy vanishes faster than any power of $$h-h_c(\beta )$$ . But we show that the free energy vanishes much faster than the physicists’ prediction.

We consider a certain infinite product of random \({2 \times 2}\) matrices appearing in the solution of some 1 and 1 + 1 dimensional disordered models in statistical mechanics, which depends on a parameter \({\varepsilon > 0}\) and on a real random variable with distribution \({\mu}\). For a large class of \({\mu}\), we prove the prediction by Derrida and Hilhorst (J Phys A 16:2641, 1983) that the Lyapunov exponent behaves like \({C \epsilon^{2 \alpha}}\) in the limit \({\epsilon \searrow 0}\), where \({\alpha \in (0,1)}\) and \({C > 0}\) are determined by \({\mu}\). Derrida and Hilhorst performed a two-scale analysis of the integral equation for the invariant distribution of the Markov chain associated to the matrix product and obtained a probability measure that is expected to be close to the invariant one for small \({\epsilon}\). We introduce suitable norms and exploit contractivity properties to show that such a probability measure is indeed close to the invariant one in a sense that implies a suitable control of the Lyapunov exponent.

We consider a class of particle systems described by differential equations (both stochastic and deterministic), in which the interaction network is determined by the realization of an Erd\H{o}s-R\'enyi graph with parameter $p_n\in (0, 1]$, where $n$ is the size of the graph (i.e., the number of particles). If $p_n\equiv 1$ the graph is the complete graph (mean field model) and it is well known that, under suitable hypotheses, the empirical measure converges as $n\to \infty$ to the solution of a PDE: a McKean-Vlasov (or Fokker-Planck) equation in the stochastic case, or a Vlasov equation in the deterministic one. It has already been shown that this holds for rather general interaction networks, that include Erd\H{o}s-R\'enyi graphs with $\lim_n p_n n =\infty$, and properly rescaling the interaction to account for the dilution introduced by $p_n$. However, these results have been proven under strong assumptions on that initial datum which has to be chaotic, i.e. a sequence of independent identically distributed random variables. The aim of our contribution is to present results -- Law of Large Numbers and Large Deviation Principle -- assuming only the convergence of the empirical measure of the initial condition., Comment: 16 pages

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 {\guillemotleft}pinning potential{\guillemotright} , 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 negative reward is a penalty): the energetic contribution when the field at site x visits the pinning region is $\beta \omega_x+h$, $\{\omega_x\}_{x \in \mathbb{Z}^d}$ are IID centered and exponentially integrable random variables of unit variance and $\beta\ge 0$. In [E. Bolthausen, J.-D. Deuschel and O. Zeitouni, J. Math. Phys. 41 (2000), 1211-1223] it is shown that, when $\beta=0$ (that is, in the non disordered model), a delocalization-localization transition happens at $h=0$, in particular the free energy of the system is zero for $h \le 0$ and positive for $h>0$. We show that, for $\beta\neq 0$, the transition happens at $h=h_c(\beta):=- \log \mathbb{E} \exp(\beta \omega_x)$ and we find the precise asymptotic behavior of the logarithm of the free energy density of the system when $h \searrow h_c(\beta)$. In particular, we show that the transition is of infinite order in the sense that the free energy is smaller than any power of $h-h_c(\beta)$ in the neighborhood of the critical point and that disorder does not modify at all the nature of the transition. We also provide results on the behavior of the paths of the random field in the limit $N \to \infty$., Comment: 23 pages

We address the issue of the proximity of interacting diffusion models on large graphs with a uniform degree property and a corresponding mean field model, i.e. a model on the complete graph with a suitably renormalized interaction parameter. Examples include Erd\H{o}s-R\'enyi graphs with edge probability $p_n$, $n$ is the number of vertices, such that $\lim_{n \to \infty}p_n n= \infty$. The purpose of this note it twofold: (1) to establish this proximity on finite time horizon, by exploiting the fact that both systems are accurately described by a Fokker-Planck PDE (or, equivalently, by a nonlinear diffusion process) in the $n=\infty$ limit; (2) to remark that in reality this result is unsatisfactory when it comes to applying it to systems with $N$ large but finite, for example the values of $N$ that can be reached in simulations or that correspond to the typical number of interacting units in a biological system., Comment: 14 pages, 1 figure. A few corrections, streamlined some explanations and improved Corollary 1.2

Oscillatory critical amplitudes have been repeatedly observed in hierarchical models and, in the cases that have been taken into consideration, these oscillations are so small to be hardly detectable. Hierarchical models are tightly related to iteration of maps and, in fact, very similar phenomena have been repeatedly reported in many fields of mathematics, like combinatorial evaluations and discrete branching processes. It is precisely in the context of branching processes with bounded off-spring that T. Harris, in 1948, first set forth the possibility that the logarithm of the moment generating function of the rescaled population size, in the super-critical regime, does not grow near infinity as a power, but it has an oscillatory prefactor. These oscillations have been observed numerically only much later and, while the origin is clearly tied to the discrete character of the iteration, the amplitude size is not so well understood. The purpose of this note is to reconsider the issue for hierarchical models and in what is arguably the most elementary setting -- the pinning model -- that actually just boils down to iteration of polynomial maps (and, notably, quadratic maps). In this note we show that the oscillatory critical amplitude for pinning models and the oscillating pre factor connected to the Harris random variable coincide. Moreover we make explicit the link between these oscillatory functions and the geometry of the Julia set of the map, making thus rigorous and quantitative some ideas set forth by B. Derrida, C. Itzykson and J. M. Luck (CMP 1984).

We consider the Kuramoto model of globally coupled phase oscillators in its continuum limit, with individual frequencies drawn from a distribution with density of class $${C^n}$$ ( $${n\geq 4}$$ ). A criterion for linear stability of the uniform stationary state is established which, for basic examples in the literature, is equivalent to the standard condition on the coupling strength. We prove that, under this criterion, the Kuramoto order parameter, when evolved under the full nonlinear dynamics, asymptotically vanishes (with polynomial rate n) for every trajectory issued from a sufficiently small $${C^n}$$ perturbation. The proof uses techniques from the Analysis of PDEs and closely follows recent proofs of the nonlinear Landau damping in the Vlasov equation and Vlasov-HMF model.

The Poland-Scheraga model for DNA denaturation, besides playing a central role in applications, has been widely studied in the physical and mathematical literature over the past decades. More recently a natural generalization has been introduced in the biophysics literature to overcome the limits of the original model, namely to allow an excess of bases -- i.e. a different length of the two single stranded DNA chains -- and to allow slippages in the chain pairing. The increased complexity of the model is reflected in the appearance of configurational transitions when the DNA is in double stranded form. In a previous work of two of the authors the generalized Poland-Scheraga model has been analyzed thanks to a representation in terms of a bivariate renewal process. In this work we exploit this representation farther and fully characterize the path properties of the system, making therefore explicit the geometric structures -- and the configurational transitions -- that are observed when the polymer is in the double stranded form. What we prove is that, when the excess of bases is not absorbed in a homogeneous fashion along the double stranded chain, then it either condensates in a single macroscopic loop or it accumulates into an unbound single strand free end., Comment: 29 pages, 5 figures

International audience; Large families of noisy interacting units (cells, individuals, components in a circuit, ...) exhibiting synchronization often exhibit oscillatory behaviors too. This is a well established empirical observation that has attracted a remarkable amount of attention, notably in life sciences, because of the central role played by internally generated rhythms. A certain number of elementary models that seem to capture the essence, or at least some essential features, of the phenomenon have been set forth, but the mathematical analysis is in any case very challenging and often out of reach. We focus on phase models, proposed and repeatedly considered by Y. Kuramoto and coauthors, and on the mathematical results that can be established. In spite of the fact that noise plays a crucial role, and in fact these models in abstract terms are just a special class of diffusions in high dimensional spaces, the core of the analysis is at the level of the PDE that provides an accurate description of the limit of a very large number of units in interaction. We will stress how the fundamental difficulty in dealing with these models is in their non-equilibrium character and the results we present for phase models are crucially related to the fact that, with a very special choice of the parameters, they reduce to an equilibrium statistical mechanics model.

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 compute $h_c$ and we show that the transition happens at the same value as for the annealed model. However we can show that the critical behavior of the quenched model differs from the one of the annealed one. While the phase transition of the annealed model is of first order, we show that the quenched free energy is bounded above by $ (h-h_c)_+^2$ times a positive constant and that, for Gaussian disorder, the quadratic behavior is sharp. Therefore this provides an example in which a {\sl relevant disorder critical exponent} can be made explicit: in theoretical physics disorder is said to be {\sl relevant} when the disorder changes the critical behavior of a system and, while there are cases in which it is known that disorder is relevant, the exact critical behavior is typically unknown. For $d=2$ we are not able to decide whether the quenched and annealed critical points coincide, but we provide an upper bound for the difference between them., 55 pages, 1 figure. Added a statement on path properties, corrected misprints and reformulated some arguments

We study the effect of additive Brownian noise on an ODE system that has a stable hyperbolic limit cycle, for initial data that are attracted to the limit cycle. The analysis is performed in the limit of small noise - that is, we modulate the noise by a factor $\varepsilon \searrow 0$ - and on a long time horizon. We prove explicit estimates on the proximity of the noisy trajectory and the limit cycle up to times $\exp\left(c \varepsilon^{-2}\right)$, $c>0$, and we show both that on the time scale $\varepsilon^{-2}$ the "'dephasing" (i.e., the difference between noiseless and noisy system measured in a natural coordinate system that involves a phase) is close to a Brownian motion with constant drift, and that on longer time scales the dephasing dynamics is dominated, to leading order, by the drift. The natural choice of coordinates, that reduces the dynamics in a neighborhood of the cycle to a rotation, plays a central role and makes the connection with the applied science literature in which noisy limit cycle dynamics are often reduced to a diffusion model for the phase of the limit cycle., 24 pages, 1 figure. Small changes, added four references

We consider a model of a random copolymer at a selective interface which undergoes a localization/delocalization transition. In spite of the several rigorous results available for this model, the theoretical characterization of the phase transition has remained elusive and there is still no agreement about several important issues, for example the behavior of the polymer near the phase transition line. From a rigorous viewpoint non coinciding upper and lower bounds on the critical line are known. In this paper we combine numerical computations with rigorous arguments to get to a better understanding of the phase diagram. Our main results include: - Various numerical observations that suggest that the critical line lies strictly in between the two bounds. - A rigorous statistical test based on concentration inequalities and super-additivity, for determining whether a given point of the phase diagram is in the localized phase. This is applied in particular to show that, with a very low level of error, the lower bound does not coincide with the critical line. - An analysis of the precise asymptotic behavior of the partition function in the delocalized phase, with particular attention to the effect of rare atypical stretches in the disorder sequence and on whether or not in the delocalized regime the polymer path has a Brownian scaling. - A new proof of the lower bound on the critical line. This proof relies on a characterization of the localized regime which is more appealing for interpreting the numerical data., accepted for publication on J. Stat. Phys

We study the path properties for the δ-pinning wetting model in (1+1)–dimension. In other terms, we consider a random walk model with fairly general continuous increments conditioned to stay in the upper half plane and with a δ-measure reward for touching zero, that is the boundary of the forbidden region. It is well known that such a model displays a localization/delocalization transition, according to the size of the reward. Our focus is on getting a precise pathwise description of the system, in both the delocalized phase, that includes the critical case, and in the localized one. From this we extract the (Brownian) scaling limits of the model.

We consider the (noisy) Kuramoto model, that is a population of N oscillators, or rotators, with mean-field interaction. Each oscillator has its own randomly chosen natural frequency (quenched disorder) and it is stirred by Brownian motion. In the limit N goes to infty this model is accurately described by a (deterministic) Fokker-Planck equation. We study this equation and obtain quantitatively sharp results in the limit of weak disorder. We show that, in general, even when the natural frequencies have zero mean the oscillators synchronize (for sufficiently strong interaction) around a common rotating phase, whose frequency is sharply estimated. We also establish the stability properties of these solutions (in fact, limit cycles). These results are obtained by identifying the stable hyperbolic manifold of stationary solutions of an associated non disordered model and by exploiting the robustness of hyperbolic structures under suitable perturbations. When the disorder distribution is symmetric the speed vanishes and there is a one parameter family of stationary solutions : in this case we provide more precise stability estimates. The methods we use apply beyond the Kuramoto model and we develop here the case of active rotator models, that is the case in which the dynamics of each rotator in absence of interaction and noise is not simply a rotation., Comment: 33 pages, 3 figures

After a review of some examples of life science stochastic models, we propose a stylized model with characteristics inspired by the examples above, reproducing noise-induced pulsations as a collective macroscopic phenomenon.

We point out that there is no general relation between ground state degeneracy and finite-temperature fluctuations for tilted interfaces.

We study properties of the solutions of a family of second-order integrodifferential equations, which describe the large scale dynamics of a class of microscopic phase segregation models with particle conserving dynamics. We first establish existence and uniqueness as well as some properties of the instantonic solutions. Then we concentrate on formal asymptotic (sharp interface) limits. We argue that the obtained interface evolution laws (a Stefan-like problem and the Mullins--Sekerka solidification model) coincide with the ones which can be obtained in the analogous limits from the Cahn--Hilliard equation, the fourth-order PDE which is the standard macroscopic model for phase segregation with one conservation law.

We review the literature on the localization transition for the class of polymers with random potentials that goes under the name of copolymers near selective interfaces. We outline the results, sketch some of the proofs and point out the open problems in the field. We also present in detail some alternative proofs that simplify what one can find in the literature., In honor of Erwin Bolthausen on the occasion of his 65th birthday. 22 pages, 3 figures

Our main focus is on a general class of active rotators with mean field interactions, that is globally coupled large families of dynamical systems on the unit circle with non-trivial stochastic dynamics. Each isolated system is a diffusion process on a circle, with drift -delta V', where V' is a periodic function and delta is an intensity parameter. It is well known that the interacting dynamics is accurately described, in the limit of infinitely many interacting components, by a Fokker-Planck PDE and the model reduces for delta=0 to a particular case of the Kuramoto synchronization model, for which one can show the existence of a stable normally hyperbolic manifold of stationary solutions for the corresponding Fokker-Planck equation (we are interested in the case in which this manifold is non-trivial, that happens when the interaction is sufficiently strong, that is in the synchronized regime of the Kuramoto model). We use the robustness of normally hyperbolic structures to infer qualitative and quantitative results on the |delta|< delta0 cases, with delta0 a suitable threshold: as a matter of fact, we obtain an accurate description of the dynamics on the invariant manifold for delta=0 and we link it explicitly to the potential V . This approach allows to have a complete description of the phase diagram of the active rotators model, at least for |delta|< delta0, thus identifying for which values of the parameters (notably, noise intensity and/or coupling strength) the system exhibits periodic pulse waves or stabilizes at a quiescent resting state. Moreover, some of our results are very explicit and this brings a new insight into the combined effect of active rotator dynamics, noise and interaction. The links with the literature on specific systems, notably neuronal models, are discussed in detail., 29 pages, 4 figures. Version 2: some changes in introduction, added references

We study the dynamics of the large N limit of the Kuramoto model of coupled phase oscillators, subject to white noise. We introduce the notion of shadow inertial manifold and we prove their existence for this model, supporting the fact that the long term dynamics of this model is finite dimensional. Following this, we prove that the global attractor of this model takes one of two forms. When coupling strength is below a critical value, the global attractor is a single equilibrium point corresponding to an incoherent state. Conversely, when coupling strength is beyond this critical value, the global attractor is a two-dimensional disk composed of radial trajectories connecting a saddle equilibrium (the incoherent state) to an invariant closed curve of locally stable equilibria (partially synchronized state). Our analysis hinges, on the one hand, upon sharp existence and uniqueness results and their consequence for the existence of a global attractor, and, on the other hand, on the study of the dynamics in the vicinity of the incoherent and synchronized equilibria. We prove in particular non-linear stability of each synchronized equilibrium, and normal hyperbolicity of the set of such equilibria. We explore mathematically and numerically several properties of the global attractor, in particular we discuss the limit of this attractor as noise intensity decreases to zero., revised version, 28 pages, 4 figures

Recently the renormalization group predictions on the effect of disorder on pinning models have been put on mathematical grounds. The picture is particularly complete if the disorder is 'relevant' or 'irrelevant' in the Harris criterion sense: the question addressed is whether quenched disorder leads to a critical behavior which is different from the one observed in the pure, i.e. annealed, system. The Harris criterion prediction is based on the sign of the specific heat exponent of the pure system, but it yields no prediction in the case of vanishing exponent. This case is called 'marginal', and the physical literature is divided on what one should observe for marginal disorder, notably there is no agreement on whether a small amount of disorder leads or not to a difference between the critical point of the quenched system and the one for the pure system. In a previous work (arXiv:0811.0723) we have proven that the two critical points differ at marginality of at least exp(-c/beta^4), where c>0 and beta^2 is the disorder variance, for beta in (0,1) and Gaussian IID disorder. The purpose of this paper is to improve such a result: we establish in particular that the exp(-c/beta^4) lower bound on the shift can be replaced by exp(-c(b)/beta^b), c(b)>0 for b>2 (b=2 is the known upper bound and it is the result claimed in [Derrida, Hakim, Vannimenus, JSP 1992]), and we deal with very general distribution of the IID disorder variables. The proof relies on coarse graining estimates and on a fractional moment-change of measure argument based on multi-body potential modifications of the law of the disorder., 30 pages

We consider a general discrete model for heterogeneous semiflexible polymer chains. Both the thermal noise and the inhomogeneous character of the chain (the disorder) are modeled in terms of random rotations. We focus on the quenched regime, i.e., the analysis is performed for a given realization of the disorder. Semiflexible models differ substantially from random walks on short scales, but on large scales a Brownian behavior emerges. By exploiting techniques from tensor analysis and non-commutative Fourier analysis, we establish the Brownian character of the model on large scale and we obtain an expression for the diffusion constant. We moreover give conditions yielding quantitative mixing properties., 24 pages, 1 figure; corrected typos, added French abstract; accepted version to appear in Annales de l'Institut Henri Poincar\'e

The Kuramoto model has been introduced in order to describe synchronization phenomena observed in groups of cells, individuals, circuits, etc... We look at the Kuramoto model with white noise forces: in mathematical terms it is a set of N oscillators, each driven by an independent Brownian motion with a constant drift, that is each oscillator has its own frequency, which, in general, changes from one oscillator to another (these frequencies are usually taken to be random and they may be viewed as a quenched disorder). The interactions between oscillators are of long range type (mean field). We review some results on the Kuramoto model from a statistical mechanics standpoint: we give in particular necessary and sufficient conditions for reversibility and we point out a formal analogy, in the N to infinity limit, with local mean field models with conservative dynamics (an analogy that is exploited to identify in particular a Lyapunov functional in the reversible set-up). We then focus on the reversible Kuramoto model with sinusoidal interactions in the N to infinity limit and analyze the stability of the non-trivial stationary profiles arising when the interaction parameter K is larger than its critical value K_c. We provide an analysis of the linear operator describing the time evolution in a neighborhood of the synchronized profile: we exhibit a Hilbert space in which this operator has a self-adjoint extension and we establish, as our main result, a spectral gap inequality for every K>K_c., 18 pages, 1 figure

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 obtained by field theory methods. We also show that the quenched and quenched averaged correlation length exponents coincide, while, in general, they are expected to be different. Interpolation and replica coupling methods in this class of models naturally lead to studying the behavior of the intersection of certain renewal sequences and one of the main tools in this work is precisely renewal theory and the study of these intersection renewals., Comment: Published in at http://dx.doi.org/10.1214/09-AOP454 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

A copolymer is a chain of repetitive units (monomers) that are almost identical, but they differ in their degree of affinity for certain solvents. This difference leads to striking phenomena when the polymer fluctuates in a nonhomogeneous medium, for example, made of two solvents separated by an interface. One may observe, for instance, the localization of the polymer at the interface between the two solvents. A discrete model of such system, based on the simple symmetric random walk on $\mathbb {Z}$, has been investigated in [Bolthausen and den Hollander, Ann. Probab. 25 (1997), 1334-1366], notably in the weak polymer-solvent coupling limit, where the convergence of the discrete model toward a continuum model, based on Brownian motion, has been established. This result is remarkable because it strongly suggests a universal feature of copolymer models. In this work, we prove that this is indeed the case. More precisely, we determine the weak coupling limit for a general class of discrete copolymer models, obtaining as limits a one-parameter [$\alpha \in(0,1)$] family of continuum models, based on $\alpha$-stable regenerative sets., Comment: Published in at http://dx.doi.org/10.1214/10-AOP546 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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 group terms, the case alpha = 1/2 is a 'marginal case' and there is no agreement in the literature as to whether one should expect disorder relevance or irrelevance at marginality. The question is particularly intriguing also because the case alpha = 1/2 includes the classical models of two-dimensional wetting of a rough substrate, of pinning of directed polymers on a defect line in dimension (3+1) or (1+1) and of pinning of an heteropolymer by a point potential in three-dimensional space. Here we prove disorder relevance both for the general alpha = 1/2 pinning model and for the hierarchical version of the model proposed by B. Derrida, V. Hakim and J. Vannimenus (JSP, 1992), in the sense that we prove a shift of the quenched critical point with respect to the annealed one. In both cases we work with Gaussian disorder and we show that the shift is at least of order exp(-1/��^4) for beta small, if beta is the standard deviation of the disorder., 27 pages. v2: section 4.1 simplified. To appear on Commun. Pure Appl. Math

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., Comment: 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 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 is naturally interpreted as a free energy, plays a central role in our analysis. The model depends on a parameter alpha>0, related to the geometry of the hierarchical lattice, and has a phase transition in the sense that the free energy is positive if the expectation of R_0 is larger than a certain threshold value, and it is zero otherwise. It was conjectured by Derrida et al. (1992) that disorder is relevant (respectively, irrelevant or marginally relevant) if 1/21/2 we find the correct scaling form (for weak disorder) of the critical point shift., Comment: 26 pages, 2 figures. v3: Theorem 1.6 improved. To appear on Probab. Theory Rel. Fields

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^{-\alpha-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 \alpha1, then quenched and annealed critical points differ whenever disorder is present, and we give the scaling form of their difference for small disorder. In agreement with the so-called Harris criterion, disorder is therefore relevant in this case. In the marginal case \alpha=1/2, under the assumption that L(.) vanishes sufficiently fast at infinity, we prove that the difference between quenched and annealed critical points, which is known to be smaller than any power of the disorder strength, is positive: disorder is marginally relevant. Again, the case considered by Forgacs et al. (1986) and Derrida et al. (1992) is out of our analysis and remains open., Comment: 20 pages, 1 figure; v2: few typos corrected, references revised. To appear on Commun. Math. Phys

We consider a general model of a heterogeneous polymer chain fluctuating in the proximity of an interface between two selective solvents. The heterogeneous character of the model comes from the fact that the monomer units interact with the solvents and with the interface according to some charges that they carry. The charges repeat themselves along the chain in a periodic fashion. The main question concerning this model is whether the polymer remains tightly close to the interface, a phenomenon called localization, or whether there is a marked preference for one of the two solvents, thus yielding a delocalization phenomenon. In this paper, we present an approach that yields sharp estimates for the partition function of the model in all regimes (localized, delocalized and critical). This, in turn, makes possible a precise pathwise description of the polymer measure, obtaining the full scaling limits of the model. A key point is the closeness of the polymer measure to suitable Markov renewal processes, Markov renewal theory being one of the central mathematical tools of our analysis., Comment: Published in at http://dx.doi.org/10.1214/105051607000000159 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)

We present an approach to studying directed polymers in interaction with a defect line and subject to a force, which pulls them away from the line. We consider in particular the case of inhomogeneous interactions. We first give a formula relating the free energy of these models to the free energy of the corresponding ones in which the force is switched off. We then show how to detect the presence of a re-entrant transition without fully solving the model. We discuss some models in detail and show that inhomogeneous interaction, e.g. disordered interactions, may induce the re-entrance phenomenon., Comment: 15 pages, 2 figures

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 criticality, under general assumptions, the correlation decay rate, or the renewal convergence rate, coincides with the inter-arrival decay rate. We also show that, in general, this is false away from criticality. Under a stronger assumption on the inter-arrival distribution we establish a local limit theorem, capturing thus the sharp asymptotic behavior of correlations., Comment: 13 pages

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 parameter (contact fraction) vanishes continuously at the transition. On the other hand, it is known that the corresponding non-disordered models can have a first order (de)pinning transition, with a jump in the order parameter. Our results confirm predictions based on the Harris criterion., Comment: 4 pages, 1 figure. Version 2: references added, minor changes made. To appear on Phys. Rev. Lett

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, the transition is at least of second order, in the sense that the free energy is differentiable at the critical line, so that the order parameter vanishes continuously at the transition. On the other hand, it is known that the corresponding non--disordered models can have a first order (de)localization transition, with a discontinuous first derivative. Our result shows therefore that the presence of the disorder has really a smoothing effect on the transition. The relation with the predictions based on the Harris criterion is discussed., Comment: 16 pages, 1 figure. v3: proof of the main theorem simplified, typos corrected, 1 reference added. To appear on Commun. Math. Phys

We consider continuous and discrete (1+1)-dimensional wetting models which undergo a localization/delocalization phase transition. Using a simple approach based on Renewal Theory we determine the precise asymptotic behavior of the partition function, from which we obtain the scaling limits of the models and an explicit construction of the infinite volume measure (thermodynamic limit) in all regimes, including the critical one., Comment: 14 pages, 1 figure

We consider a directed random walk model of a random heterogeneous polymer in the proximity of an interface separating two selective solvents. This model exhibits a localization/delocalization transition. A positive value of the free energy corresponds to the localized regime and strong results on the polymer path behavior are known in this case. We focus on the interior of the delocalized phase, which is characterized by the free energy equal to zero, and we show in particular that in this regime there are O(log N) monomers in the unfavorable solvent (N is the length of the polymer). The previously known result was o(N). Our approach is based on concentration bounds on suitably restricted partition functions. The same idea allows also to interpolate between different types of disorder in the weak coupling limit. In this way we show the universal nature of this limit, previously considered only for binary disorder., 17 pages, accepted for publication on Probab. Theory Rel. Fields

We analyze a (1+1)-dimension directed random walk model of a polymer dipped in a medium constituted by two immiscible solvents separated by a flat interface. The polymer chain is heterogeneous in the sense that a single monomer may energetically favor one or the other solvent. We focus on the case in which the polymer types are periodically distributed along the chain or, in other words, the polymer is constituted of identical stretches of fixed length. The phenomenon that one wants to analyze is the localization at the interface: energetically favored configurations place most of the monomers in the preferred solvent and this can be done only if the polymer sticks close to the interface. We investigate, by means of large deviations, the energy-entropy competition that may lead, according to the value of the parameters (the strength of the coupling between monomers and solvents and an asymmetry parameter), to localization. We express the free energy of the system in terms of a variational formula that we can solve. We then use the result to analyze the phase diagram., Published at http://dx.doi.org/10.1214/105051604000000800 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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., Comment: 10 pages

In this note we consider the (de)localization transition for random directed (1+1)–dimensional copolymers in the proximity of an interface separating selective solvents. We derive a rigorous lower bound on the free energy. This yields a substantial improvement on the bounds from below on the critical line that were known so far. Our result implies that the critical curve does not lie below the critical curve set forth by Monthus (Eur. Phys. J. B 13, 111–130, 2000) on the base of a renormalization group analysis. We discuss this result in the light of the (rigorous and non rigorous) approaches present in the literature and, by making an analogy with a particular asymptotics of a disordered wetting model, we propose a simplified framework in which the question of identifying the critical curve, as well as understanding the nature of the transition, may be approached.

We consider two independent lattice harmonic crystals in dimension d greater than or equal to 3 constrained to live in the upper half-plane and to lie one above the other in a large region. We identify the leading order asymptotics of this model, both from the point of view of probability estimates and of pathwise behavior: this gives a rather complete picture of the phenomenon via a detailed analysis of the underlying entropy-energy competition. From the technical viewpoint, with respect to earlier work on sharp constants for harmonic entropic repulsion, this model is lacking certain monotonicity properties and the main tool that allows to overcome this difficulty is the comparison with suitable rough substrate models. (C) 2003 Elsevier B.V. All rights reserved.

We analyze a model of an interface fluctuating above a rough substrate. It is based on harmonic crystals, or lattice free fields, indexed by ℤ d , d ≥ 3. The phenomenon for which we want to get precise quantitative estimates is the repulsion effect of the substrate on the interface: the substrate is itself a random field, but its randomness is quenched (this generalizes the widely considered case of a flat deterministic substrate). With respect to [2] in which the substrate has been taken to be an IID field, here the substrate is an harmonic crystal, as the interface, and as such it is strongly correlated. We obtain the leading asymptotic behavior of the model in the limit of a very extended substrate: we show in particular that, to leading order, the effect of an IID substrate cannot be distinguished from the effect of an harmonic crystal substrate. We observe however that, unlike in the IID substrate case, annealed and quenched models display sharply different features.

We consider a lattice gas with general short range interactions and a Kac potential $J_\gamma({r})$ of range $\gamma^{-1}$, $\gamma>0$, evolving via particles hopping to nearest neighbor empty sites with rates which satisfy detailed balance with respect to the equilibrium measure. Scaling space like $\gamma^{-1}$ and time like $\gamma^{-2}$, we prove that in the limit $\gamma \to 0$ the macroscopic density profile $\rho({r},t)$ satisfies a integro-differential equation which is in the form of the gradient flux of the energy functional $\cal F$, with a mobility given by the Einstein relation Beside a regularity condition on J, the only requirement for this result is that the reference system satisfy the hypotheses of the Varadhan--Yau Theorem leading to the equation for $J\equiv 0$. Therefore the equation holds also if $\cal F$ achieves its minimum on non constant density profiles and this includes the cases in which {\sl phase segregation} occurs. Using the same techniques we also derive hydrodynamic equations for the densities of a two component A-B mixture with long range repulsive interactions between A and B particles. The equations for the densities $\rho_A$ and $\rho_B$ are again in the form of the gradient flux. They describe, at low temperatures, the demixing transition in which segregation takes place via vacancies, i.e. jumps to empty sites. In the limit of very few vacancies the problem becomes similar to phase segregation in a continuum system in the so called incompressible limit., Comment: 24 pages, plain Tex, typeset twice

We consider a particular weak disorder limit ("continuum limit") of matrix products that arise in the analysis of disordered statistical mechanics systems, with a particular focus on random transfer matrices. The limit system is a diffusion model for which the leading Lyapunov exponent can be expressed explicitly in terms of modified Bessel functions, a formula that appears in the physical literature on these disordered systems. We provide an analysis of the diffusion system as well as of the link with the matrix products. We then apply the results to the framework considered by Derrida and Hilhorst [J. Phys. A (1983)], which deals in particular with the strong interaction limit for disordered Ising model in one dimension and that identifies a singular behavior of the Lyapunov exponent (of the transfer matrix), and to the two dimensional Ising model with columnar disorder (McCoy-Wu model). We show that the continuum limit sharply captures the Derrida and Hilhorst singularity. Moreover we revisit the analysis by McCoy and Wu [Phys. Rev. 1968] and remark that it can be interpreted in terms of the continuum limit approximation. We provide a mathematical analysis of the continuum approximation of the free energy of the McCoy-Wu model, clarifying the prediction (by McCoy and Wu) that, in this approximation, the free energy of the two dimensional Ising model with columnar disorder is $C^\infty$ but not analytic at the critical temperature., Comment: 46 pages, one figure. Introduction reorganized, Proposition 1.5 corrects Proposition 1.6 of v2. Several other scattered modifications

We consider the large deviations for the stationary measures associated to a boundary driven symmetric simple exclusion process. Starting from the large deviations for the hydrodynamics and following the Freidlin and Wentzell's strategy, we prove that the rate function is given by the quasi-potential of the Freidlin and Wentzell theory. This result is motivated by the recent developments on the non-equilibrium stationary measures by Derrida et al. (J. Statist. Phys. 107 (2002) 599) and the more closely related dynamical approach by Bertini et al. (J. Statist. Phys. 107 (2002) 635).