Hierarchical pinning models, quadratic maps and quenched disorder

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 1/2<alpha<1 (respectively, alpha<1/2 or alpha=1/2), in the sense that an arbitrarily small amount of randomness in the initial condition modifies the critical point with respect to that of the pure (i.e., non-disordered) model if alpha is larger or equal to 1/2, but not if alpha is smaller than 1/2. Our main result is a proof of these conjectures for the case alpha different from 1/2. We emphasize that for alpha>1/2 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. Field

New bounds for the free energy of directed polymers in dimension 1+1 and 1+2

We study the free energy of the directed polymer in random environment in dimension 1+1 and 1+2. For dimension 1, we improve the statement of Comets and Vargas concerning very strong disorder by giving sharp estimates on the free energy at high temperature. In dimension 2, we prove that very strong disorder holds at all temperatures, thus solving a long standing conjecture in the field.Comment: 31 pages, 4 figures, final version, accepted for publication in Communications in Mathematical Physic

Fractional moment bounds and disorder relevance for pinning models

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 \alpha<1/2 it is known that disorder is irrelevant: quenched and annealed critical points coincide for small disorder, as well as quenched and annealed critical exponents. The same has been proven also for \alpha=1/2, but under the assumption that L(.) diverges sufficiently fast at infinity, an hypothesis that is not satisfied in the (1+1)-dimensional wetting model considered by Forgacs et al. (1986) and Derrida et al. (1992), where L(.) is asymptotically constant. Here we prove that, if 1/21, 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. Phy

An Extended Variational Principle for the SK Spin-Glass Model

The recent proof by F. Guerra that the Parisi ansatz provides a lower bound on the free energy of the SK spin-glass model could have been taken as offering some support to the validity of the purported solution. In this work we present a broader variational principle, in which the lower bound, as well as the actual value, are obtained through an optimization procedure for which ultrametic/hierarchal structures form only a subset of the variational class. The validity of Parisi's ansatz for the SK model is still in question. The new variational principle may be of help in critical review of the issue.Comment: 4 pages, Revtex

Copolymer with pinning: variational characterization of the phase diagram

This paper studies a polymer chain in the vicinity of a linear interface separating two immiscible solvents. The polymer consists of random monomer types, while the interface carries random charges. Both the monomer types and the charges are given by i.i.d. sequences of random variables. The configurations of the polymer are directed paths that can make i.i.d. excursions of finite length above and below the interface. The Hamiltonian has two parts: a monomer-solvent interaction ("copolymer") and a monomer-interface interaction ("pinning"). The quenched and the annealed version of the model each undergo a transition from a localized phase (where the polymer stays close to the interface) to a delocalized phase (where the polymer wanders away from the interface). We exploit the approach developed in [5] and [3] to derive variational formulas for the quenched and the annealed free energy per monomer. These variational formulas are analyzed to obtain detailed information on the critical curves separating the two phases and on the typical behavior of the polymer in each of the two phases. Our main results settle a number of open questions.Comment: 46 pages, 9 figure

Quenched and annealed critical points in polymer pinning models

We consider a polymer with configuration modeled by the path of a Markov chain, interacting with a potential u+Vn which the chain encounters when it visits a special state 0 at time n. The disorder (Vn) is a fixed realization of an i.i.d. sequence. The polymer is pinned, i.e. the chain spends a positive fraction of its time at state 0, when u exceeds a critical value. We assume that for the Markov chain in the absence of the potential, the probability of an excursion from 0 of length n has the form n-cφ(n) with c ≥ 1 and φ slowly varying. Comparing to the corresponding annealed system, in which the Vn are effectively replaced by a constant, it was shown in [1], [4], [11] that the quenched and annealed critical points differ at all temperatures for 3/2 2, but only at low temperatures for c < 3/2. For high temperatures and 3/2 < c < 2 we establish the exact order of the gap between critical points, as a function of temperature. For the borderline case c = 3/2 we show that the gap is positive provided φ(n) -> 0 as n -> ∞, and for c > 3/2 with arbitrary temperature we provide an alternate proof of the result in [4] that the gap is positive, and extend it to c = 2

The Kac limit for diluted spin glasses

We study diluted spin glass models in arbitrary dimension, where each spin interacts with a finite number of other spins chosen at random with a probability decaying to zero over some distance ¿-1. For systems with pairwise interactions we show that the infinite-volume free energy converges to that of the mean-field Viana–Bray model,1 in the Kac limit ¿¿0. For p-spin like models we get only one bound: the free-energy is bounded from above by the one of the mean-field diluted p-spin

Spin glasses : a mystery about to be solved

The study of spin glasses started some thirty years ago, as a branch of the physics of disordered magnetic systems. In the late 1970’s and early 1980’s it went through a period of intense activity, when experimental and theoretical physicists discovered that spin glasses exhibit new and remarkable phenomena. However, a real understanding of the behaviour of these systems was not achieved and little progress was made in the next twenty years, especially in mathematical terms. In the 1990’s various related systems were studied with mounting success, most notably, neural networks and random energy models. Since a couple of years the field has again entered a phase of exciting development. Some of the main mathematical questions surrounding spin glasses are currently being solved and a full understanding is at hand. In this paper we sketch themain steps in this development, which is interesting not only for the physical and the mathematical relevance of this research field, but also because it is an example where scientific progress follows a tortuous path. Fabio Toninelli worked as a postdoc in the Random Spatial Structures programme at EURANDOM, and recently left for a post-doc position at the University of Zürich. Frank den Hollander is supervisor of the RSS-group and scientific director of EURANDOM