On the localized phase of a copolymer in an emulsion: supercritical percolation regime

In this paper we study a two-dimensional directed self-avoiding walk model of a random copolymer in a random emulsion. The copolymer is a random concatenation of monomers of two types, $A$ and $B$, each occurring with density 1/2. The emulsion is a random mixture of liquids of two types, $A$ and $B$, organised in large square blocks occurring with density $p$ and $1-p$, respectively, where $p \in (0,1)$. The copolymer in the emulsion has an energy that is minus $\alpha$ times the number of $AA$-matches minus $\beta$ times the number of $BB$-matches, where without loss of generality the interaction parameters can be taken from the cone $\{(\alpha,\beta)\in\R^2\colon \alpha\geq |\beta|\}$. To make the model mathematically tractable, we assume that the copolymer is directed and can only enter and exit a pair of neighbouring blocks at diagonally opposite corners. In \cite{dHW06}, it was found that in the supercritical percolation regime $p \geq p_c$, with $p_c$ the critical probability for directed bond percolation on the square lattice, the free energy has a phase transition along a curve in the cone that is independent of $p$. At this critical curve, there is a transition from a phase where the copolymer is fully delocalized into the $A$-blocks to a phase where it is partially localized near the $AB$-interface. In the present paper we prove three theorems that complete the analysis of the phase diagram : (1) the critical curve is strictly increasing; (2) the phase transition is second order; (3) the free energy is infinitely differentiable throughout the partially localized phase.Comment: 43 pages and 10 figure

The effect of disorder on the free-energy for the Random Walk Pinning Model: smoothing of the phase transition and low temperature asymptotics

We consider the continuous time version of the Random Walk Pinning Model (RWPM), studied in [5,6,7]. Given a fixed realization of a random walk Y$ on Z^d with jump rate rho (that plays the role of the random medium), we modify the law of a random walk X on Z^d with jump rate 1 by reweighting the paths, giving an energy reward proportional to the intersection time L_t(X,Y)=\int_0^t \ind_{X_s=Y_s}\dd s: the weight of the path under the new measure is exp(beta L_t(X,Y)), beta in R. As beta increases, the system exhibits a delocalization/localization transition: there is a critical value beta_c, such that if beta>beta_c the two walks stick together for almost-all Y realizations. A natural question is that of disorder relevance, that is whether the quenched and annealed systems have the same behavior. In this paper we investigate how the disorder modifies the shape of the free energy curve: (1) We prove that, in dimension d larger or equal to three 3, the presence of disorder makes the phase transition at least of second order. This, in dimension larger or equal to 4, contrasts with the fact that the phase transition of the annealed system is of first order. (2) In any dimension, we prove that disorder modifies the low temperature asymptotic of the free energy.Comment: 18 page

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

Force--induced depinning of directed polymers

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 figure

Critical properties and finite--size estimates for the depinning transition of directed random polymers

We consider models of directed random polymers interacting with a defect line, which are known to undergo a pinning/depinning (or localization/delocalization) phase transition. We are interested in critical properties and we prove, in particular, finite--size upper bounds on the order parameter (the {\em contact fraction}) in a window around the critical point, shrinking with the system size. Moreover, we derive a new inequality relating the free energy \tf and an annealed exponent $\mu$ which describes extreme fluctuations of the polymer in the localized region. For the particular case of a $(1+1)$--dimensional interface wetting model, we show that this implies an inequality between the critical exponents which govern the divergence of the disorder--averaged correlation length and of the typical one. Our results are based on on the recently proven smoothness property of the depinning transition in presence of quenched disorder and on concentration of measure ideas.Comment: 15 pages, 1 figure; accepted for publication on J. Stat. Phy

Smoothening of Depinning Transitions for Directed Polymers with Quenched Disorder

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. Let

The free energy in the Derrida--Retaux recursive model

We are interested in a simple max-type recursive model studied by Derrida and Retaux (2014) in the context of a physics problem, and find a wide range for the exponent in the free energy in the nearly supercritical regime

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

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