Random Walks and Polymers in the Presence of Quenched Disorder

After a general introduction to the field, we describe some recent results concerning disorder effects on both ‘random walk models’, where the random walk is a dynamical process generated by local transition rules, and on ‘polymer models’, where each random walk trajectory representing the configuration of a polymer chain is associated to a global Boltzmann weight. For random walk models, we explain, on the specific examples of the Sinai model and of the trap model, how disorder induces anomalous diffusion, aging behaviours and Golosov localization, and how these properties can be understood via a strong disorder renormalization approach. For polymer models, we discuss the critical properties of various delocalization transitions involving random polymers. We first summarize some recent progresses in the general theory of random critical points: thermodynamic observables are not self-averaging at criticality whenever disorder is relevant, and this lack of self-averaging is directly related to the probability distribution of pseudo-critical temperatures T _c(i,L) over the ensemble of samples (i) of size L. We describe the results of this analysis for the bidimensional wetting and for the Poland–Scheraga model of DNA denaturation.Conference Proceedings “Mathematics and Physics”, I.H.E.S., France, November 2005     

Glassy phase and thermodynamics for random field Ising model on spherical lattice in magnetic field

Phase diagram and thermodynamic parameters of the random field Ising model (RFIM) on spherical lattice are studied by using mean field theory. This lattice is placed in an external magnetic field (B). The random field (hi) is assumed to be Gaussian distributed with zero mean and a variance     

The influence of external boundary conditions on the spherical model of a ferromagnet. I. Magnetization profiles

The spherical model of a ferromagnet is investigated for various (external) boundary conditions. It is shown that, besides the well-known critical point, a second one can be produced by the boundary conditions. Although the main asymptotic of the free energy is analytic at the new critical point, theO(N^1–2/d) asymptotic possesses a singularity here. A natural order parameter of the model has singularities at both critical points. The magnetization profile is studied for the whole range of the model's parameters and at different scales. It is shown that (in an appropriate regime) below the second critical temperature the magnetization profile freezes, that is, becomes temperature independent. Distributions of the single spin variables and some macroscopic observables (including normalized total spin) are studied for the whole temperature range including the critical points.     

Bulk and boundary critical behavior at Lifshitz points

Lifshitz points are multicritical points at which a disordered phase, a homogeneous ordered phase, and a modulated ordered phase meet. Their bulk universality classes are described by natural generalizations of the standard φ⁴ model. Analyzing these models systematically via modern field-theoretic renormalization group methods has been a long-standing challenge ever since their introduction in the middle of 1970s. We survey the recent progress made in this direction, discussing results obtained via dimensionality expansions, how they compare with Monte Carlo results, and open problems. These advances opened the way towards systematic studies of boundary critical behavior atm-axial Lifshitz points. The possible boundary critical behavior depends on whether the surface plane is perpendicular to one of them modulation axes or parallel to all of them. We show that the semi-infinite field theories representing the corresponding surface universality classes in these two cases of perpendicular and parallel surface orientation differ crucially in their Hamiltonian’s boundary terms and the implied boundary conditions, and explain recent results along with our current understanding of this matter.     

Disordered spherical model

The most general expression of the free energy in the disordered spherical model is obtained. Based on this expression the following are shown, (a) The ferromagnetic order in the translationally invariant spherical model is unstable against an arbitrarily small random field ifd 4. (b) Straightforward generalization of the spherical model to the disordered case for a finite-range interaction has some rather unnatural properties: the phase transition in the model exists even in one dimension, and even in the case of ferromagnetic interaction it does not vanish as a homogeneous external field is switched on and spontaneous magnetization is zero forT _c . (c) For the ferromagnetic interaction, a modification of the disordered spherical model is proposed which does not have such properties and displays the behavior expected for the disordered ferromagnets. The paper also discusses the role of fluctuation (cluster) effects and the structure of the spontaneous magnetization field for the disordered spherical model. The results essentially rest upon the spectral properties of random self-adjoint operators obtained by the author earlier and in the present paper.     

Understanding search trees via statistical physics

We study the randomm-ary search tree model (wherem stands for the number of branches of the search tree), an important problem for data storage in computer science, using a variety of statistical physics techniques that allow us to obtain exact asymptotic results. In particular, we show that the probability distributions of extreme observables associated with a random search tree such as the height and the balanced height of a tree have a travelling front structure. In addition, the variance of the number of nodes needed to store a data string of a given sizeN is shown to undergo a striking phase transition at a critical value of the branching ratiom _c = 26. We identified the mechanism of this phase transition and showed that it is generic and occurs in various other problems as well. New results are obtained when each element of the data string is a D-dimensional vector. We show that this problem also has a phase transition at a critical dimension,D _c = π/ sin^-1 (l/√8) = 8.69363 …     

Rigorous Results for Hierarchical Models of Structural Glasses

We consider two non-mean-field models of structural glasses built on a hierarchical lattice. First, we consider a hierarchical version of the random energy model, and we prove the existence of the thermodynamic limit and self-averaging of the free energy. Furthermore, we prove that the infinite-volume entropy is positive in a high-temperature region bounded from below, thus providing an upper bound on the Kauzmann critical temperature. In addition, we show how to improve this bound by leveraging the hierarchical structure of the model. Finally, we introduce a hierarchical version of the \(p\) -spin model of a structural glass, and we prove the existence of the thermodynamic limit and self-averaging of the free energy.     

Scaling and self-averaging in the three-dimensional random-field Ising model

We investigate, by means of extensive Monte Carlo simulations, the magnetic critical behavior of the three-dimensional bimodal random-field Ising model at the strong disorder regime. We present results in favor of the two-exponent scaling scenario, [`(h)]\bar{\eta} = 2η, where η and [`(h)]\bar{\eta} are the critical exponents describing the power-law decay of the connected and disconnected correlation functions and we illustrate, using various finite-size measures and properly defined noise to signal ratios, the strong violation of self-averaging of the model in the ordered phase.     

Critical behavior of a degenerate ferromagnet in a uniaxial random field: Exact results in a space of arbitrary dimension

The critical behavior of the transverse (with respect to the field) magnetization component in classical degenerate magnets with only nearest-neighbors interaction in a uniaxial random magnetic field at zero temperature is found exactly. For a Gaussian distribution of the random field the asymptotic transverse magnetization in strong fields does not depend on the dimension of the space and is of the form m _⊥ ∝ 1nh ₀/h ₀ ² , where h ₀ is the width of the distribution. For a bimodal distribution, where only the field direction is random and the amplitude is fixed, the transverse magnetization behaves as m _⊥∝exp(−const/(H _c −H) ^D/2), where H is the amplitude of the random field, D is the dimension of the space, and H _c is the critical field. Zh. éksp. Teor. Fiz. 115, 2143–2159 (June 1999)     

Dilute antiferromagnets: Imry-Ma argument,hierarchical model,and equivalence to random field Ising models

We discuss some aspects of the problem of the equivalence of dilute antiferromagnets and random field Ising models. We first investigate for dilute antiferromagnets the validity of the arguments of Imry and Ma. It turns out that they are applicable, but some care is required concerning the role played by the so-called internal Peierls contours. Next we consider a hierarchical version of a dilute antiferromagnetic Ising model in the presence of a uniform magnetic field and show that a renormalization group transformation maps it exactly into a hierarchical version of the random field Ising model, thus proving their equivalence as far as the critical behavior is concerned. In particular this implies that phase transition with spontaneous magnetization occurs only for dimensiond>2. Finally we show that in the absence of internal Peierls contours both models, in their hierarchical versions, exhibit phase transition already in dimensiond=2.     

A model for nuclear matter fragmentation: phase diagram and cluster distributions

We develop a model in the framework of nuclear fragmentation at thermodynamic equilibrium which can be mapped onto an Ising model with constant magnetization. We work out the thermodynamic properties of the model as well as the properties of the fragment size distributions. We show that two types of phase transitions can be found for high density systems. They merge into a unique transition at low density. An analysis of the critical exponents which characterize observables for different densities in the thermodynamic limit shows that these transitions look like continuous second-order transitions.     

Quantum Phase Diagram of an Exactly Solved Mixed Spin Ladder

We investigate the quantum phase diagram of the exactly solved mixed spin-(1/2,1) ladder via the thermodynamic Bethe ansatz (TBA). In the absence of a magnetic field the model exhibits three quantum phases associated with su(2), su(4), and su(6) symmetries. In the presence of a strong magnetic field, there is a third and full saturation magnetization plateaux within the strong antiferromagnetic rung coupling regime. Gapless and gapped phases appear in turn as the magnetic field increases. For weak rung coupling, the fractional magnetization plateau vanishs and the model undergoes new quantum phase transitions. However, in the ferromagnetic coupling regime, the system does not have a third saturation magnetization plateau. The critical behaviour in the vicinity of the critical points is also derived systematically using the TBA.     

Glassy behaviour of random field Ising spins on Bethe lattice in external magnetic field

The thermodynamics and the phase diagram of random field Ising model (RFIM) on Bethe lattice are studied by using a replica trick. This lattice is placed in an external magnetic field (B). A Gaussian distribution of random field (hi) with zero mean and variance hi2 = HR2F is considered. The free-energy (F ), the magnetization (M) and the order parameter (q) are investigated for several values of coordination number (z). The phase diagram shows several interesting behaviours and presents tricritical point at critical temperature TC = J/k and when HRF = 0 for finite z. The free-energy (F) values increase as T increases for different intensities of random field (HRF) and finite z. The internal energy (U) has a similar behaviour to that obtained from the Monte Carlo simulations. The ground state of magnetization decreases as the intensity of random field HRF increases. The ferromagnetic (FM)-paramagnetic (PM) phase boundary is clearly observed only when z →∞. While FM-PM-spin glass (SG) phase boundaries are present for finite z. The magnetic susceptibility (χ) shows a sharp cusp at TC in a small random field for finite z and rounded different peaks on increasing HRF.     

Magnetic phase diagram of the dimerized spin S = 1/2 ladder

The ground-state magnetic phase diagram of a spin S=1/2 two-leg ladder with alternating rung exchange J_⊥(n)=J_⊥[1 + (-1)ⁿ δ] is studied using the analytical and numerical approaches. In the limit where the rung exchange is dominant, we have mapped the model onto the effective quantum sine-Gordon model with topological term and identified two quantum phase transitions at magnetization equal to the half of saturation value from a gapped to the gapless regime. These quantum transitions belong to the universality class of the commensurate-incommensurate phase transition. We have also shown that the magnetization curve of the system exhibits a plateau at magnetization equal to the half of the saturation value. We also present a detailed numerical analysis of the low energy excitation spectrum and the ground state magnetic phase diagram of the ladder with rung-exchange alternation using Lanczos method of numerical diagonalizations for ladders with number of sites up to N = 28. We have calculated numerically the magnetic field dependence of the low-energy excitation spectrum, magnetization and the on-rung spin-spin correlation function. We have also calculated the width of the magnetization plateau and show that it scales as δ^ν, where critical exponent varies from ν = 0.87±0.01 in the case of a ladder with isotropic antiferromagnetic legs to ν = 1.82±0.01 in the case of ladder with ferromagnetic legs. Obtained numerical results are in an complete agreement with estimations made within the continuum-limit approach.     

On the lower critical field and phase diagram of a thin cylindrical type-II superconductor

The lower critical field H _c1 ^cyl (T) of a superconducting cylinder with radius r ₀∼ξ(T)≪λ(T) is found on the basis of the Ginzburg-Landau theory with various boundary conditions. These results together with the well-known results for the upper critical field are used to construct phase diagrams in terms of the field versus the reduced radius r ₀∼ξ(T) variables. The jump in the average magnetization at H _c1 ^cyl (T) is calculated as a function of the reduced radius. Pis’ma Zh. éksp. Teor. Fiz. 69, No. 8, 537–542 (25 April 1999)     

Density-Profile Processes Describing Biological Signaling Networks: Almost Sure Convergence to Deterministic Trajectories

We introduce jump processes in ℝ ^k , called density-profile processes, to model biological signaling networks. Our modeling setup describes the macroscopic evolution of a finite-size spin-flip model with k types of spins with arbitrary number of internal states interacting through a non-reversible stochastic dynamics. We are mostly interested on the multi-dimensional empirical-magnetization vector in the thermodynamic limit, and prove that, within arbitrary finite time-intervals, its path converges almost surely to a deterministic trajectory determined by a first-order (non-linear) differential equation with explicit bounds on the distance between the stochastic and deterministic trajectories. As parameters of the spin-flip dynamics change, the associated dynamical system may go through bifurcations, associated to phase transitions in the statistical mechanical setting. We present a simple example of spin-flip stochastic model, associated to a synthetic biology model known as repressilator, which leads to a dynamical system with Hopf and pitchfork bifurcations. Depending on the parameter values, the magnetization random path can either converge to a unique stable fixed point, converge to one of a pair of stable fixed points, or asymptotically evolve close to a deterministic orbit in ℝ ^k . We also discuss a simple signaling pathway related to cancer research, called p53 module.     

New approaches inμ + SR studies on critical phenomena in Ni

The critical phenomena in Ni are probed by pulsedSR method under longitudinal- and zero external magnetic fields. The sample magnetization around the critical temperature is confirmed simultaneously by bulk magnetization measurement in situ, disappearance of transverseSR signal and recovery of asymmetry under longitudinal field. At the same time, the ratio of the ⁺ hyperfine field to the bulk magnetization in the ferromagnetic phase below the critical temperature is determined from the observables obtained only in the present experiment. The zero- and low-field longitudinal relaxation rate of muon does not diverge in approaching toT _c in the paramagnetic region, but seems to reach a saturation value.This work is supported by the Grand-in-Aid of the Japanese Ministry of Education, Culture and Science.     

Disordered Fermions on Lattices and Their Spectral Properties

We study Fermionic systems on a lattice with random interactions through their dynamics and the associated KMS states. These systems require a more complex approach compared with the standard spin systems on a lattice, on account of the difference in commutation rules for the local algebras for disjoint regions, between these two systems. It is for this reason that some of the known formulations and proofs in the case of the spin lattice systems with random interactions do not automatically go over to the case of disordered Fermion lattice systems. We extend to the disordered CAR algebra some standard results concerning the spectral properties exhibited by temperature states of disordered quantum spin systems. We investigate the Arveson spectrum, known to physicists as the set of the Bohr frequencies. We also establish its connection with the Connes and Borchers spectra, and with the associated invariants for such W ^∗-dynamical systems which determine the type of von Neumann algebras generated by a temperature state. We prove that all such spectra are independent of the disorder. Such results cover infinite-volume limits of finite-volume Gibbs states, that is the quenched disorder for Fermions living on a standard lattice ℤ ^d , including models exhibiting some standard spin-glass-like behavior. As a natural application, we show that a temperature state can generate only a type III\mathop {\rm {III}} von Neumann algebra (with the type III₀\mathop {\rm {III_{0}}} component excluded). In the case of the pure thermodynamic phase, the associated von Neumann algebra is of type III_l\mathop {\rm {III_{\lambda }}} for some λ∈(0,1], independent of the disorder. All such results are in accordance with the principle of self-averaging which affirms that the physically relevant quantities do not depend on the disorder. The approach pursued in the present paper can be viewed as a further step towards fully understanding the very complicated structure of the set of temperature states of quantum spin glasses, and its connection with the breakdown of the symmetry for the replicas.     

Ladders in a magnetic field: a strong coupling approach

We show that non-frustrated and frustrated ladders in a magnetic field can be systematically mapped onto an XXZ Heisenberg model in a longitudinal magnetic field in the limit where the rung coupling is the dominant one. This mapping is valid in the critical region where the magnetization goes from zero to saturation. It allows one to relate the properties of the critical phase (H _c ¹, H _c ², the critical exponents) to the exchange integrals and provide quantitative estimates of the frustration needed to create a plateau at half the saturation value for different models of frustration. Received: 7 May 1998 / Revised and Accepted: 10 July 1998