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We revisit and expand the analysis in [15] of the localized phase of disordered pinning models. The arguments are developed for i.i.d. site disorder on which we assume only that the moment generating function is bounded in a neighborhood of the origin. Quantitative $C^\infty$ estimates on the free energy density are established, showing in particular that the regularity class is at least Gevrey-3. After explaining how a quenched concentration bound and the quenched Central Limit Theorem (CLT) on the number of the pinned sites, i.e., the contact number, can be extracted from the regularity estimates on the free energy, we establish a quenched Local CLT for the same quantity. The centering in these CLTs is random in the sense that it is disorder dependent and a concentration bound and the CLT are established also for the centering sequence, as well as a Hardy-Littlewood random walk type-estimate for its fluctuations.

We study the configurations of the nearest neighbor Ising ferromagnetic chain with IID centered and square integrable external random field in the limit in which the pairwise interaction tends to infinity. The available free energy estimates for this model show a strong form of disorder relevance, i.e., a strong effect of disorder on the free energy behavior, and our aim is to make explicit how the disorder affects the spin configurations. We give a quantitative estimate that shows that the infinite volume spin configurations are close to one explicit disorder dependent configuration when the interaction is large. Our results confirm predictions on this model obtained in D. S. Fisher, P. Le Doussal and C. Monthus (Phys. Rev. E 2001) by applying the renormalization group method introduced by D. S. Fisher (Phys. Rev. B 1995)., Comment: 37 pages, 7 figures. Changes wrt v1: added some references, 3 figures, and local changes

We consider the continuum version of the random field Ising model in one dimension: this model arises naturally as weak disorder scaling limit of the original Ising model. Like for the Ising model, a spin configuration is conveniently described as a sequence of spin domains with alternating signs (domain-wall structure). We show that for fixed centered external field and as spin-spin couplings become large, the domain-wall structure scales to a disorder dependent limit that coincides with the infinite disorder fixed point process introduced by D. S. Fisher in the context of zero temperature quantum Ising chains. In particular, our results establish a number of predictions that one can find in [Fisher, Le Doussal and Monthus 2001]. The infinite disorder fixed point process for centered external field is equivalently described in terms of the process of suitably selected extrema of a Brownian trajectory introduced and studied by J. Neveu and J. Pitman [Neveu and Pitman 1989]. This characterization of the infinite disorder fixed point is one of the important ingredients of our analysis., Comment: 49 pages, 4 figures, some changes and corrections with respect to v2

We aim at understanding for which (complex) values of the potential the pinning partition function vanishes. The pinning model is a Gibbs measure based on discrete renewal processes with power law inter-arrival distributions. We obtain some results for rather general inter-arrival laws, but we achieve a substantially more complete understanding for a specific one parameter family of inter-arrivals. We show, for such a specific family, that the zeros asymptotically lie on (and densely fill) a closed curve that, unsurprisingly, touches the real axis only in one point (the critical point of the model). We also perform a sharper analysis of the zeros close to the critical point and we exploit this analysis to approach the challenging problem of Griffiths singularities for the disordered pinning model. The techniques we exploit are both probabilistic and analytical. Regarding the first, a central role is played by limit theorems for heavy tail random variables. As for the second, potential theory and singularity analysis of generating functions, along with their interplay, will be at the heart of several of our arguments., Comment: 42 pages, 6 figures. Accepted for publication on "Mathematical Physics, Analysis and Geometry"

We analyze the top Lyapunov exponent of the product of sequences of two by two matrices that appears in the analysis of several statistical mechanics models with disorder: for example these matrices are the transfer matrices for the nearest neighbor Ising chain with random external field, and the free energy density of this Ising chain is the Lyapunov exponent we consider. We obtain the sharp behavior of this exponent in the large interaction limit when the external field is centered: this balanced case turns out to be critical in many respects. From a mathematical standpoint we precisely identify the behavior of the top Lyapunov exponent of a product of two dimensional random matrices close to a diagonal random matrix for which top and bottom Lyapunov exponents coincide. In particular, the Lyapunov exponent is only $\log$-H\"older continuous., Comment: 29 pages, 2 figures. Introduction is restructured, a few misprints corrected. Accepted for publication on Alea

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., Comment: 33 pages, 5 figures

We continue the study, initiated in [Giacomin and Lacoin, JEMS 2018], of the localization transition of a lattice free field $\phi=(\phi(x))_{x \in Z^d}$, $d\ge 3$, in presence of a quenched disordered substrate. The presence of the substrate affects the interface at the spatial sites in which the interface height is close to zero. This corresponds to the Hamiltonian $$ \sum_{x\in Z^d }(\beta \omega_x+h)\delta_x,$$ where $\delta_x=1_{[-1,1]}(\phi(x))$, and $(\omega_x)_{x\in Z^d}$ is an IID centered field. A transition takes place when the average pinning potential $h$ goes past a threshold $h_c(\beta)$: from a delocalized phase $hh_c(\beta)$ where the field sticks to the substrate. In [Giacomin and Lacoin, JEMS 2018] the critical value of $h$ is identified and it coincides, up to the sign, with the $\log$-Laplace transform of $\omega=\omega_x$, that is $-h_c(\beta)=\lambda(\beta):=\log E[e^{\beta\omega}]$. Here we obtain the sharp critical behavior of the free energy approaching criticality: $$\lim_{u\searrow 0} \frac{ F(\beta,h_c(\beta)+u)}{u^2}= \frac{1}{2\, \textrm{Var}\left(e^{\beta \omega-\lambda(\beta)}\right)}.$$ Moreover, we give a precise description of the trajectories of the field in the same regime: the absolute value of the field is $\sqrt{2\sigma_d^2\vert\log(h-h_c(\beta))\vert}$ to leading order when $h\searrow h_c(\beta)$ except on a vanishing fraction of sites ($\sigma_d^2$ is the single site variance of the free field)., Comment: 62 pages

We investigate the generalized Poland-Scheraga model, which is used in the bio-physical literature to model the DNA denaturation transition, in the case where the two strands are allowed to be non-complementary (and to have different lengths). The homogeneous model was recently studied from a mathematical point of view in Giacomin, Khatib (Stoch. Proc. Appl., 2017), via a $2$-dimensional renewal approach, with a loop exponent $2+\alpha$ (${\alpha>0}$): it was found to undergo a localization/delocalization phase transition of order $\nu = \min(1,\alpha)^{-1}$, together with -- in general -- other phase transitions. In this paper, we turn to the disordered model, and we address the question of the influence of disorder on the denaturation phase transition, that is whether adding an arbitrarily small amount of disorder (i.e. inhomogeneities) affects the critical properties of this transition. Our results are consistent with Harris' predictions for $d$-dimensional disordered systems (here $d=2$). First, we prove that when $\alpha<1$ (i.e. $\nu>d/2$), then disorder is irrelevant: the quenched and annealed critical points are equal, and the disordered denaturation phase transition is also of order $\nu=\alpha^{-1}$. On the other hand, when $\alpha>1$, disorder is relevant: we prove that the quenched and annealed critical points differ. Moreover, we discuss a number of open problems, in particular the smoothing phenomenon that is expected to enter the game when disorder is relevant., Comment: 36 pages, 3 figures

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 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

The generalized 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 $1+ \alpha\geq 1$. 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 \emph{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., Comment: 26 pages, 1 figure

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

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

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 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 B. Derrida and H. J. Hilhorst (J. Phys. A 16:2641, 1983) that the Lyapunov exponent behaves like $C \varepsilon^{2 \alpha}$ in the limit $\varepsilon \searrow 0$, 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 $\varepsilon$. 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 which implies a suitable control of the Lyapunov exponent., Comment: 35 pages, 1 figure, LaTeX. Various revisions including many changes to the introduction, a simpler statement of the results of Section 4, and some simplifications of the calculations in Section 5

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., Comment: 24 pages, 1 figure. Small changes, added four references

The Poland-Scheraga model describes the denaturation transition of two complementary - in particular, equally long - strands of DNA, and it has enjoyed a remarkable success both for quantitative modeling purposes and at a more theoretical level. The solvable character of the homogeneous version of the model is one of features to which its success is due. In the bio-physical literature a generalization of the model, allowing different length and non complementarity of the strands, has been considered and the solvable character extends to this substantial generalization. We present a mathematical analysis of the homogeneous generalized Poland-Scheraga model. Our approach is based on the fact that such a model is a homogeneous pinning model based on a bivariate renewal process, much like the basic Poland-Scheraga model is a pinning model based on a univariate, i.e. standard, renewal. We present a complete analysis of the free energy singularities, which include the localization-delocalization critical point and (in general) other critical points that have been only partially captured in the physical literature. We obtain also precise estimates on the path properties of the model., Comment: 45 pages, 7 figures

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., Comment: 55 pages, 1 figure. Added a statement on path properties, corrected misprints and reformulated some arguments

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 of frequency distributions, is equivalent to the standard condition on the coupling strength in the literature. 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 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.

We consider certain one dimensional ordinary stochastic differential equations driven by additive Brownian motion of variance $\varepsilon ^2$. When $\varepsilon =0$ such equations have an unstable non-hyperbolic fixed point and the drift near such a point has a power law behavior. For $\varepsilon >0$ small, the fixed point property disappears, but it is replaced by a random escape or transit time which diverges as $\varepsilon \searrow0$. We show that this random time, under suitable (easily guessed) rescaling, converges to a limit random variable that essentially depends only on the power exponent associated to the fixed point. Such random variables, or laws, have therefore a universal character and they arise of course in a variety of contexts. We then obtain quantitative sharp estimates, notably tail properties, on these universal laws., Comment: Published at http://dx.doi.org/10.3150/14-BEJ643 in the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)

Log-periodic amplitudes appear in the critical behavior of a large class of systems, in particular when a discrete scale invariance is present. Here we show how to compute these critical amplitudes perturbatively when they originate from a renormalization map which is close to a monomial. In this case, the log-periodic amplitudes of the subdominant corrections to the leading critical behavior can also be calculated., Comment: 17 pages, 2 figures

We consider the natural Langevin dynamics which is reversible with respect to the mean-field plane rotator (or classical spin XY) measure. It is well known that this model exhibits a phase transition at a critical value of the interaction strength parameter K, in the limit of the number N of rotators going to infinity. A Fokker-Planck PDE captures the evolution of the empirical measure of the system as N goes to infinity, at least for finite times and when the empirical measure of the system at time zero satisfies a law of large numbers. The phase transition is reflected in the fact that the PDE for K above the critical value has a stable manifold of stationary solutions, that are equivalent up to rotations. These stationary solutions are actually unimodal densities parametrized by the position of their maximum (the synchronization phase or center). We characterize the dynamics on times of order N and we show substantial deviations from the behavior of the solutions of the PDE. In fact, if the empirical measure at time zero converges as N goes to infinity to a probability measure (which is away from a thin set that we characterize) and if time is speeded up by N, the empirical measure reaches almost instantaneously a small neighborhood of the stable manifold, to which it then sticks and on which a non-trivial random dynamics takes place. In fact the synchronization center performs a Brownian motion with a diffusion coefficient that we compute. Our approach therefore provides, for one of the basic statistical mechanics systems with continuum symmetry, a detailed characterization of the macroscopic deviations from the large scale limit -- or law of large numbers -- due to finite size effects. But the interest for this model goes beyond statistical mechanics, since it plays a central role in a variety of scientific domains in which one aims at understanding synchronization phenomena., Comment: 47 pages, 1 figure

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)., Comment: 14 pages, 3 figures

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

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., Comment: revised version, 28 pages, 4 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., Comment: 29 pages, 4 figures. Version 2: some changes in introduction, added references

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., Comment: In honor of Erwin Bolthausen on the occasion of his 65th birthday. 22 pages, 3 figures

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., Comment: 18 pages, 1 figure

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)

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., Comment: 30 pages

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/\beta^4) for beta small, if beta is the standard deviation of the disorder., Comment: 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 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., Comment: 24 pages, 1 figure; corrected typos, added French abstract; accepted version to appear in Annales de l'Institut Henri Poincar\'e

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

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 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 give sufficient conditions for tightness in the space C([0,1]) for sequences of probability measures which enjoy a suitable decoupling between zero level set and excursions. Applications of our results are given in the context of (homogeneous, periodic and disordered) random walk models for polymers and interfaces.

The aim of this paper is twofold: - To give an elementary and self-contained proof of an explicit formula for the free energy for a general class of polymer chains interacting with an environment through periodic potentials. This generalizes a result in [Bolthausen and Giacomin, AAP 2005] in which the formula is derived by using the Donsker-Varadhan Large Deviations theory for Markov chains. We exploit instead tools from renewal theory. - To identify the infinite volume limits of the system. In particular, in the different regimes we encounter transient, null recurrent and positive recurrent processes (which correspond to delocalized, critical and localized behaviors of the trajectories). This is done by exploiting the sharp estimates on the partition function of the system obtained by the renewal theory approach. The precise characterization of the infinite volume limits of the system exposes a non-uniqueness problem. We will however explain in detail how this (at first) surprising phenomenon is instead due to the presence of a first-order phase transition., Comment: 27 pages, 2 figures

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

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 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 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., Comment: 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)

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., Comment: 17 pages, accepted for publication on Probab. Theory Rel. Fields

We consider the harmonic crystal on the d-dimensional lattice, d larger or equal to 3, that is the centered Gaussian field $\phi$ with covariance given by the Green function of the simple random walk on $Z^d$. Our main aim is to obtain quantitative information on the repulsion phenomenon that arises when we condition the field to be larger than an IID field $\sigma$ (which is also independent of $\phi$), for every x in a large region $D_N=ND\cap \Z^d$, with N a positive integer and $D \subset\R^d$. We are mostly motivated by results for given typical realizations of the $\sigma$ (quenched set-up), since the conditioned harmonic crystal may be seen as a model for an equilibrium interface, constrained not to go below a inhomogeneous substrate that acts as a hard wall. We consider various types of substrate and we observe that the interface is pushed away from the wall much more than in the case of a flat wall as soon as the upward tail of $\sigma$ is heavier than Gaussian, while essentially no effect is observed if the tail is sub--Gaussian. In the critical case, that is the one of approximately Gaussian tail, the interplay of the two sources of randomness, $\phi$ and $\sigma$, leads to an enhanced repulsion effect of additive type., Comment: 28 pages