A Variational Formula for the Free Energy of the Partially Directed Polymer Collapse

Long linear polymers in dilute solutions are known to undergo a collapse transition from a random coil (expand itself) to a compact ball (fold itself up) when the temperature is lowered, or the solvent quality deteriorates. A natural model for this phenomenon is a 1+1 dimensional self-interacting and partially directed self-avoiding walk. In this paper, we develop a new method to study the partition function of this model, from which we derive a variational formula for the free energy. This variational formula allows us to prove the existence of the collapse transition and to identify the critical temperature in a simple way. We also provide a probabilistic proof of the fact that the collapse transition is of second order with critical exponent 3/2.     

Directed Percolation with Colors and Flavors

A model of directed percolation processes with colors and flavors that is equivalent to a population model with many species near their extinction thresholds is presented. We use renormalized field theory and demonstrate that all renormalizations needed for the calculation of the universal scaling behavior near the multicritical point can be gained from the one-species Gribov process (Reggeon field theory). In addition this universal model shows an instability that generically leads to a total asymmetry between each pair of species of a cooperative society, and finally to unidirectionality of the interspecies couplings. It is shown that in general the universal multicritical properties of unidirectionally coupled directed percolation processes with linear coupling can also be described by the model. Consequently the crossover exponent describing the scaling of the linear coupling parameters is given by =1 to all orders of the perturbation expansion. As an example of unidirectionally coupled directed percolation, we discuss the population dynamics of the tournaments of three species with colors of equal flavor.     

Dimensional Reduction Formulas for Branched Polymer Correlation Functions

In [BI01] we have proven that the generating function for self-avoiding branched polymers in D+2 continuum dimensions is proportional to the pressure of the hard-core continuum gas at negative activity in D dimensions. This result explains why the critical behavior of branched polymers should be the same as that of the i ³ (or Yang–Lee edge) field theory in two fewer dimensions (as proposed by Parisi and Sourlas in 1981). In this article we review and generalize the results of [BI01]. We show that the generating functions for several branched polymers are proportional to correlation functions of the hard-core gas. We derive Ward identities for certain branched polymer correlations. We give reduction formulae for multi-species branched polymers and the corresponding repulsive gases. Finally, we derive the massive scaling limit for the 2-point function of the one-dimensional hard-core gas, and thereby obtain the scaling form of the 2-point function for branched polymers in three dimensions.     

Mean-Field Theory for Percolation Models of the Ising Type

The q=2 random cluster model is studied in the context of two mean-field models: the Bethe lattice and the complete graph. For these systems, the critical exponents that are defined in terms of finite clusters have some anomalous values as the critical point is approached from the high-density side, which vindicates the results of earlier studies. In particular, the exponent ~ which characterizes the divergence of the average size of finite clusters is 1/2, and ~, the exponent associated with the length scale of finite clusters, is 1/4. The full collection of exponents indicates an upper critical dimension of 6. The standard mean field exponents of the Ising system are also present in this model (=1/2, =1), which implies, in particular, the presence of two diverging length-scales. Furthermore, the finite cluster exponents are stable to the addition of disorder, which, near the upper critical dimension, may have interesting implications concerning the generality of the disordered system/correlation length bounds.     

Asymptotic Behavior for a Version of Directed Percolation on the Triangular Lattice

We consider a version of directed bond percolation on the triangular lattice such that vertical edges are directed upward with probability $y$ , diagonal edges are directed from lower-left to upper-right or lower-right to upper-left with probability $d$ , and horizontal edges are directed rightward with probabilities $x$ and one in alternate rows. Let $\tau (M,N)$ be the probability that there is at least one connected-directed path of occupied edges from $(0,0)$ to $(M,N)$ . For each $x \in [0,1]$ , $y \in [0,1)$ , $d \in [0,1)$ but $(1-y)(1-d) \ne 1$ and aspect ratio $\alpha =M/N$ fixed for the triangular lattice with diagonal edges from lower-left to upper-right, we show that there is an $\alpha _c = (d-y-dy)/[2(d+y-dy)] + [1-(1-d)^2(1-y)^2x]/[2(d+y-dy)^2]$ such that as $N \rightarrow \infty $ , $\tau (M,N)$ is $1$ , $0$ and $1/2$ for $\alpha > \alpha _c$ , $\alpha < \alpha _c$ and $\alpha =\alpha _c$ , respectively. A corresponding result is obtained for the triangular lattice with diagonal edges from lower-right to upper-left. We also investigate the rate of convergence of $\tau (M,N)$ and the asymptotic behavior of $\tau (M_N^-,N)$ and $\tau (M_N^+ ,N)$ where $M_N^-/N\uparrow \alpha _c$ and $M_N^+/N\downarrow \alpha _c$ as $N\uparrow \infty $ .     

Maximal Clusters in Non-Critical Percolation and Related Models

We investigate the maximal non-critical cluster in a big box in various percolation-type models. We investigate its typical size, and the fluctuations around this typical size. The limit law of these fluctuations is related to maxima of independent random variables with law described by a single cluster.     

Rigidity of the Interface in Percolation and Random-Cluster Models

We study conditioned random-cluster measures with edge-parameter p and cluster-weighting factor q satisfying q1. The conditioning corresponds to mixed boundary conditions for a spin model. Interfaces may be defined in the sense of Dobrushin, and these are proved to be rigid in the thermodynamic limit, in three dimensions and for sufficiently large values of p. This implies the existence of non-translation-invariant (conditioned) random-cluster measures in three dimensions. The results are valid in the special case q=1, thus indicating a property of three-dimensional percolation not previously noted.     

Percolation on Inhomogeneous Bethe Lattice and Forest Fire Models

The inhomogeneous Bethe lattice (IBL) is definedand studied. It is used to study the random neighbor forforest fire model, and we show that it is more realisticthan the Bethe lattice, and gives large probability for the subcritical case.     

Bootstrap Percolation and Kinetically Constrained Models on Hyperbolic Lattices

We study bootstrap percolation (BP) on hyperbolic lattices obtained by regular tilings of the hyperbolic plane. Our work is motivated by the connection between the BP transition and the dynamical transition of kinetically constrained models, which are in turn relevant for the study of glass and jamming transitions. We show that for generic tilings there exists a BP transition at a nontrivial critical density, 0<ρ _c <1. Thus, despite the presence of loops on all length scales in hyperbolic lattices, the behavior is very different from that on Euclidean lattices where the critical density is either zero or one. Furthermore, we show that the transition has a mixed character since it is discontinuous but characterized by a diverging correlation length, similarly to what happens on Bethe lattices and random graphs of constant connectivity.     

Symmetrized Models of Last Passage Percolation and Non-Intersecting Lattice Paths

It has been shown that the last passage time in certain symmetrized models of directed percolation can be written in terms of averages over random matrices from the classical groups U(l), Sp(2l) and O(l). We present a theory of such results based on non-intersecting lattice paths, and integration techniques familiar from the theory of random matrices. Detailed derivations of probabilities relating to two further symmetrizations are also given.     

Airy Kernel with Two Sets of Parameters in Directed Percolation and Random Matrix Theory

We introduce a generalization of the extended Airy kernel with two sets of real parameters. We show that this kernel arises in the edge scaling limit of correlation kernels of determinantal processes related to a directed percolation model and to an ensemble of random matrices.     

Energy Formulas for Three Quantum Brownian Motion Models Obtained with the IEO Method

For three quantum Brownian motion models: a material particle immersed in environment; two entangled particles coupled to an environment with position coupling; and two entangled particles coupled to an environment involving both position and momentum coupling, we employ the Invariant Eigenoperator Method (IEO) to successfully derive their energy formulas.     

Collapsed and Adsorbed States of a Directed Polymer Chain in Two Dimensions

A phase diagram for a surface-interacting long flexible partially-directed polymer chain in a two-dimensional poor solvent, where the possibility of collapse in the bulk exists, is determined using exact enumeration methods. We used a model of self-attracting self-avoiding walks and evaluated 30 steps in series. An intermediate phase between the desorbed collapsed and adsorbed expanded phases, having the conformation of a surface-attached globule, is found. The four phases, viz ., (i) desorbed expanded (DE), (ii) desorbed collapsed (DC), (iii) adsorbed expanded (AE), (iv) surface-attached globule (SAG), are found to meet at a multicritical point. These features are in agreement with those of an isotropic (or non-directed) polymer chain.     

Variational Data Assimilation Methods in Geophysical Hydrodynamics Models and Their Application

Radiophysics and Quantum Electronics - We consider direct and inverse problems of geophysical hydrodynamics, associated with prediction, posterior analysis, and variational assimilation of...     

Exact Results for the Universal Area Distribution of Clusters in Percolation, Ising, and Potts Models

At the critical point in two dimensions, the number of percolation clusters of enclosed area greater than A is proportional to A ^–1, with a proportionality constant C that is universal. We show theoretically (based upon Coulomb gas methods), and verify numerically to high precision, that . We also derive, and verify to varying precision, the corresponding constant for Ising spin clusters, and for Fortuin–Kasteleyn clusters of the Q = 2, 3 and 4-state Potts models.     

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 + V _n which the chain encounters when it visits a special state 0 at time n. The disorder (V _n ) 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 \({n^{-c}\varphi(n)}\) with c ≥  1 and φ slowly varying. Comparing to the corresponding annealed system, in which the V _n are effectively replaced by a constant, it was shown in [1,4,13] that the quenched and annealed critical points differ at all temperatures for 3/2 < c < 2 and c > 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 \({\varphi(n) \to 0}\) 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.     

Extremes of N Vicious Walkers for Large N: Application to the Directed Polymer and KPZ Interfaces

We compute the joint probability density function (jpdf) P _N (M,?? _M ) of the maximum M and its position ?? _M for N non-intersecting Brownian excursions, on the unit time interval, in the large N limit. For N????, this jpdf is peaked around $M = \sqrt{2N}$ and ?? _M =1/2, while the typical fluctuations behave for large N like $M - \sqrt{2N} \propto s N^{-1/6}$ and ?? _M ?1/2??wN ^?1/3 where s and w are correlated random variables. One obtains an explicit expression of the limiting jpdf P(s,w) in terms of the Tracy-Widom distribution for the Gaussian Orthogonal Ensemble (GOE) of Random Matrix Theory and a psi-function for the Hastings-McLeod solution to the Painlevé II equation. Our result yields, up to a rescaling of the random variables s and w, an expression for the jpdf of the maximum and its position for the Airy₂ process minus a parabola. This latter describes the fluctuations in many different physical systems belonging to the Kardar-Parisi-Zhang (KPZ) universality class in 1+1 dimensions. In particular, the marginal probability density function (pdf) P(w) yields, up to a model dependent length scale, the distribution of the endpoint of the directed polymer in a random medium with one free end, at zero temperature. In the large w limit one shows the asymptotic behavior logP(w)???w ³/12.     

Renormalization Group Recursion Formulas and Flows of 2D O(N) Spin Models

Renormalization group recursion formulas for classical O(N) spin models in two dimensions are obtained. The main part of the recursion formulas is solved and yields the flows which are very close to those of the hierarchical model approximations of Dyson–Wilson type. Spontaneous mass generations also take place under our approximation.     

Book Review: Theoretical and Mathematical Models in Polymer Research,Modern Methods in Polymer Research and Technology

Journal of Statistical Physics -