From duality to determinants for q-TASEP and ASEP

We prove duality relations for two interacting particle systems: the $q$-deformed totally asymmetric simple exclusion process ($q$-TASEP) and the asymmetric simple exclusion process (ASEP). Expectations of the duality functionals correspond to certain joint moments of particle locations or integrated currents, respectively. Duality implies that they solve systems of ODEs. These systems are integrable and for particular step and half-stationary initial data we use a nested contour integral ansatz to provide explicit formulas for the systems' solutions, and hence also the moments. We form Laplace transform-like generating functions of these moments and via residue calculus we compute two different types of Fredholm determinant formulas for such generating functions. For ASEP, the first type of formula is new and readily lends itself to asymptotic analysis (as necessary to reprove GUE Tracy--Widom distribution fluctuations for ASEP), while the second type of formula is recognizable as closely related to Tracy and Widom's ASEP formula [Comm. Math. Phys. 279 (2008) 815--844, J. Stat. Phys. 132 (2008) 291--300, Comm. Math. Phys. 290 (2009) 129--154, J. Stat. Phys. 140 (2010) 619--634]. For $q$-TASEP, both formulas coincide with those computed via Borodin and Corwin's Macdonald processes [Probab. Theory Related Fields (2014) 158 225--400]. Both $q$-TASEP and ASEP have limit transitions to the free energy of the continuum directed polymer, the logarithm of the solution of the stochastic heat equation or the Hopf--Cole solution to the Kardar--Parisi--Zhang equation. Thus, $q$-TASEP and ASEP are integrable discretizations of these continuum objects; the systems of ODEs associated to their dualities are deformed discrete quantum delta Bose gases; and the procedure through which we pass from expectations of their duality functionals to characterizing generating functions is a rigorous version of the replica trick in physics.Comment: Published in at http://dx.doi.org/10.1214/13-AOP868 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Free energy fluctuations for directed polymers in random media in 1+1 dimension

We consider two models for directed polymers in space-time independent random media (the O'Connell-Yor semi-discrete directed polymer and the continuum directed random polymer) at positive temperature and prove their KPZ universality via asymptotic analysis of exact Fredholm determinant formulas for the Laplace transform of their partition functions. In particular, we show that for large time tau, the probability distributions for the free energy fluctuations, when rescaled by tau^{1/3}, converges to the GUE Tracy-Widom distribution. We also consider the effect of boundary perturbations to the quenched random media on the limiting free energy statistics. For the semi-discrete directed polymer, when the drifts of a finite number of the Brownian motions forming the quenched random media are critically tuned, the statistics are instead governed by the limiting Baik-Ben Arous-Peche distributions from spiked random matrix theory. For the continuum polymer, the boundary perturbations correspond to choosing the initial data for the stochastic heat equation from a particular class, and likewise for its logarithm -- the Kardar-Parisi-Zhang equation. The Laplace transform formula we prove can be inverted to give the one-point probability distribution of the solution to these stochastic PDEs for the class of initial data.Comment: 73 pages, 10 figure

Diffuse-Charge Dynamics in Electrochemical Systems

The response of a model micro-electrochemical system to a time-dependent applied voltage is analyzed. The article begins with a fresh historical review including electrochemistry, colloidal science, and microfluidics. The model problem consists of a symmetric binary electrolyte between parallel-plate, blocking electrodes which suddenly apply a voltage. Compact Stern layers on the electrodes are also taken into account. The Nernst-Planck-Poisson equations are first linearized and solved by Laplace transforms for small voltages, and numerical solutions are obtained for large voltages. The ``weakly nonlinear'' limit of thin double layers is then analyzed by matched asymptotic expansions in the small parameter $\epsilon = \lambda_D/L$, where $\lambda_D$ is the screening length and $L$ the electrode separation. At leading order, the system initially behaves like an RC circuit with a response time of $\lambda_D L / D$ (not $\lambda_D^2/D$), where $D$ is the ionic diffusivity, but nonlinearity violates this common picture and introduce multiple time scales. The charging process slows down, and neutral-salt adsorption by the diffuse part of the double layer couples to bulk diffusion at the time scale, $L^2/D$. In the ``strongly nonlinear'' regime (controlled by a dimensionless parameter resembling the Dukhin number), this effect produces bulk concentration gradients, and, at very large voltages, transient space charge. The article concludes with an overview of more general situations involving surface conduction, multi-component electrolytes, and Faradaic processes.Comment: 10 figs, 26 pages (double-column), 141 reference

Biorthogonal polynomials associated with reflection groups and a formula of Macdonald

Dunkl operators are differential-difference operators on \b R^N which generalize partial derivatives. They lead to generalizations of Laplace operators, Fourier transforms, heat semigroups, Hermite polynomials, and so on. In this paper we introduce two systems of biorthogonal polynomials with respect to Dunkl's Gaussian distributions in a quite canonical way. These systems, called Appell systems, admit many properties known from classical Hermite polynomials, and turn out to be useful for the analysis of Dunkl's Gaussian distributions. In particular, these polynomials lead to a new proof of a generalized formula of Macdonald due to Dunkl. The ideas for this paper are taken from recent works on non-Gaussian white noise analysis and from the umbral calculus.Comment: 14 pages, Latex2

Variants of geometric RSK, geometric PNG and the multipoint distribution of the log-gamma polymer

We show that the reformulation of the geometric Robinson-Schensted-Knuth (gRSK) correspondence via local moves, introduced in \cite{OSZ14} can be extended to cases where the input matrix is replaced by more general polygonal, Young-diagram-like, arrays of the form \polygon. We also show that a rearrangement of the sequence of the local moves gives rise to a geometric version of the polynuclear growth model (PNG). These reformulations are used to obtain integral formulae for the Laplace transform of the joint distribution of the point-to-point partition functions of the log-gamma polymer at different space-time points. In the case of two points at equal time $N$ and space at distance of order $N^{2/3}$, we show formally that the joint law of the partition functions, scaled by $N^{1/3}$, converges to the two-point function of the Airy processComment: 44 pages. Proposition 3.4 and Theorem 3.5 are now stated in a more general form and some more minor changes are made (most of them following suggestions by a referee). To appear at IMR