We study asymptotic behaviors of the free energy for the directed polymer in random environment. The polymer is allowed to make unbounded jumps and the environment is given by the Bernoulli variables. We first establish the existence and continuity including the negative infinity value of the coupling constant β. Our proof of existence at β=−∞ differs from existing ones in that it avoids the direct use of subadditivity. Secondly, we identify the asymptotics of the free energy at β=−∞ in the limit of the success probability of the Bernoulli variables tending to one. It is described by using the so-called time constant of a certain directed first passage percolation. Our proof relies on a certain continuity property of the time constant, which is of independent interest.
Another continuous time polymer model is Brownian directed polymer in Poissonian environment introduced by Comets--Yoshida @cite_20 . The @math limit was studied in the same paper, as well as @math for @math with a specific choice of the other parameters. It is possible to show by a block argument that the finite volume free energy stays bounded as @math in general but, to the best of our knowledge, the existence of the limit at @math is not known. Later in @cite_25 , the asymptotics as the density of the Poisson point process tends to @math was also studied but only for bounded @math , in contrast to Theorem here.
@cite_25 @cite_20
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This is the second in a series of papers in which we derive a @math -expansion for the two-dimensional non-local Ginzburg-Landau energy with Coulomb repulsion known as the Ohta-Kawasaki model in connection with diblock copolymer systems. In this model, two phases appear, which interact via a nonlocal Coulomb type energy. Here we focus on the sharp interface version of this energy in the regime where one of the phases has very small volume fraction, thus creating small "droplets" of the minority phase in a "sea" of the majority phase. In our previous paper, we computed the @math -limit of the leading order energy, which yields the averaged behavior for almost minimizers, namely that the density of droplets should be uniform. Here we go to the next order and derive a next order @math -limit energy, which is exactly the Coulombian renormalized energy obtained by Sandier and Serfaty as a limiting interaction energy for vortices in the magnetic Ginzburg-Landau model. The derivation is based on the abstract scheme of Sandier-Serfaty that serves to obtain lower bounds for 2-scale energies and express them through some probabilities on patterns via the multiparameter ergodic theorem. Without thus appealing to the Euler-Lagrange equation, we establish for all configurations which have "almost minimal energy" the asymptotic roundness and radius of the droplets, and the fact that they asymptotically shrink to points whose arrangement minimizes the renormalized energy in some averaged sense. Via a kind of @math -equivalence, the obtained results also yield an expansion of the minimal energy for the original Ohta-Kawasaki energy. This leads to expecting to see triangular lattices of droplets as energy minimizers. We study the thermodynamics of a continuous model of directed polymers in random environment. The environment is given by a space-time Poisson point process, whereas the polymer is defined in terms of the Brownian motion. We mainly discuss: (i) The normalized partition function, its positivity in the limit which characterizes the phase diagram of the model. (ii) The existence of quenched Lyapunov exponent, its positivity, and its agreement with the annealed Lyapunov exponent; (iii) The longitudinal fluctuation of the free energy, some of its relations with the overlap between replicas and with the transversal fluctuation of the path. We study the directed polymer model in dimension @math when the environment is heavy-tailed, with a decay exponent @math . We give all possible scaling limits of the model in the weak-coupling regime, i.e., when the inverse temperature temperature @math vanishes as the size of the system n goes to infinity. When @math , we show that all possible transversal fluctuations @math can be achieved by tuning properly @math , allowing to interpolate between all super-diffusive scales. Moreover, we determine the scaling limit of the model, answering a conjecture by Dey and Zygouras [cf:DZ] - we actually identify five different regimes. On the other hand, when @math , we show that there are only two regimes: the transversal fluctuations are either @math or @math . As a key ingredient, we use the Entropy-controlled Last Passage Percolation (E-LPP), introduced in a companion paper [cf:BT_ELPP]. We study a (1 + 1)-dimensional directed polymer in a random environment on the integer lattice with log-gamma distributed weights. Among directed polymers, this model is special in the same way as the last-passage percolation model with exponential or geometric weights is special among growth models, namely, both permit explicit calculations. With appropriate boundary conditions, the polymer with log-gamma weights satisfies an analogue of Burke’s theorem for queues. Building on this, we prove the conjectured values for the fluctuation exponents of the free energy and the polymer path, in the case where the boundary conditions are present and both endpoints of the polymer path are fixed. For the polymer without boundary conditions and with either fixed or free endpoint, we get the expected upper bounds on the exponents. We study a model of directed polymers in random environment in dimension 1 + d, given by a Brownian motion in a Poissonian potential. We study the effect of the density and the strength of inhomogeneities, respectively the intensity parameter ν of the Poisson field and the temperature inverse β. Our results are: (i) fine information on the phase diagram, with quantitative estimates on the critical curve; (ii) pathwise localization at low temperature and or large density; (iii) complete localization in a favourite corridor for large νβ 2 and bounded β. We give a detailed description of the geometry of single droplet patterns in a non- local isoperimetric problem. In particular we focus on the sharp interface limit of the Ohta- Kawasaki free energy for diblock copolymers, regarded as a paradigm for those energies modeling physical systems characterized by a competition between short and a long-range interactions. Exploiting fine properties of the regularity theory for minimal surfaces, we extend previous partial results in different directions and give robust tools for the geometric analysis of more complex patterns. where u is the order parameter of a two-phases system confined in ⊂ R n , and and m are two nonnegative numerical parameters. The two terms in the energy mimic attractive short-range and repulsive long-range energies between the phases. More precisely the first term is local, it favors minimal interface area and drives the system toward a partition into few pure phases while the second term, involving a Coulomb-like kernel G, is non-local and favor a fine mixing of the phases. A detailed description of the energy is given in § 1. The competition between these two terms is expected to induce the formation of highly regular mesoscopic patterns, whose geometry strongly depends on the choice of the parameters and m (e.g. spherical spots, cylinders, gyroids and lamellae). 0.1. The Ohta-Kawasaki functional for diblock copolymers. The model we consider arises as a simplification of a Ginzburg-Landau functional proposed by Ohta and Kawasaki in their pioneering paper (41) as a possible description of a diblock copolymers' (DBC) system. Even though it is questionable whether such an energy actually describes DBCs (see Choksi and Ren (15), Muratov (39) and Niethammer and Oshita (40)), nevertheless it is a first, and mathematically non-trivial, attempt to capture some of the main features of these systems. For such a reason it deserved over the last twenty years great attention from both the mathematical and the physical It has been conjectured since the work of Lalley and Sellke (1987) that the branching Brownian motion seen from its tip (e.g. from its rightmost particle) converges to an invariant point process. Very recently, it emerged that this can be proved in several different ways (see e.g. Brunet and Derrida, 2010, , 2010, 2011). The structure of this extremal point process turns out to be a Poisson point process with exponential intensity in which each atom has been decorated by an independent copy of an auxiliary point process. The main goal of the present work is to give a complete description of the limit object via an explicit construction of this decoration point process. Another proof and description has been obtained independently by (2011). It has been conjectured since the work of Lalley and Sellke (Ann. Probab., 15, 1052–1061, 1987) that branching Brownian motion seen from its tip (e.g. from its rightmost particle) converges to an invariant point process. Very recently, it emerged that this can be proved in several different ways (see e.g. Brunet and Derrida, A branching random walk seen from the tip, 2010, Poissonian statistics in the extremal process of branching Brownian motion, 2010; , The extremal process of branching Brownian motion, 2011). The structure of this extremal point process turns out to be a Poisson point process with exponential intensity in which each atom has been decorated by an independent copy of an auxiliary point process. The main goal of the present work is to give a complete description of the limit object via an explicit construction of this decoration point process. Another proof and description has been obtained independently by (The extremal process of branching Brownian motion, 2011). We survey research on radiation propagation or ballistic particle motion through media with randomly variable material density, and we investigate the topic with an emphasis on very high spatial frequencies. Our new results are based on a specific variability model consisting of a zero-mean Gaussian scaling noise riding on a constant value that is large enough with respect to the amplitude of the noise to yield overwhelmingly non-negative density. We first generalize known results about sub-exponential transmission from regular functions, which are almost everywhere continuous, to merely “measurable” ones, which are almost everywhere discontinuous (akin to statistically stationary noises), with positively correlated fluctuations. We then use the generalized measure-theoretic formulation to address negatively correlated stochastic media without leaving the framework of conventional (continuum-limit) transport theory. We thus resolve a controversy about recent claims that only discrete-point process approaches can accommodate negative correlations, i.e., anti-clustering of the material particles. We obtain in this case the predicted super-exponential behavior, but it is rather weak. Physically, and much like the alternative discrete-point process approach, the new model applies most naturally to scales commensurate with the inter-particle distance in the material, i.e., when the notion of particle density breaks down due to Poissonian—or maybe not-so-Poissonian—number-count fluctuations occur in the sample volume. At the same time, the noisy structure must prevail up to scales commensurate with the mean-free-path to be of practical significance. Possible applications are discussed. The aim of this paper is to show that spatial coupling can be viewed not only as a means to build better graphical models, but also as a tool to better understand uncoupled models. The starting point is the observation that some asymptotic properties of graphical models are easier to prove in the case of spatial coupling. In such cases, one can then use the so-called interpolation method to transfer known results for the spatially coupled case to the uncoupled one. Our main use of this framework is for Low-density parity check (LDPC) codes, where we use interpolation to show that the average entropy of the codeword conditioned on the observation is asymptotically the same for spatially coupled as for uncoupled ensembles. We give three applications of this result for a large class of LDPC ensembles. The first one is a proof of the so-called Maxwell construction stating that the MAP threshold is equal to the area threshold of the BP GEXIT curve. The second is a proof of the equality between the BP and MAP GEXIT curves above the MAP threshold. The third application is the intimately related fact that the replica symmetric formula for the conditional entropy in the infinite block length limit is exact. We establish a second-order almost sure limit theorem for the minimal position in a one-dimensional super-critical branching random walk, and also prove a martingale convergence theorem which answers a question of Big-gins and Kyprianou [Electron. J. Probab. 10 (2005) 609-631]. Our method applies, furthermore, to the study of directed polymers on a disordered tree. In particular, we give a rigorous proof of a phase transition phenomenon for the partition function (from the point of view of convergence in probability), already described by Derrida and Spohn [J. Statist. Phys. 51 (1988) 817-840]. Surprisingly, this phase transition phenomenon disappears in the sense of upper almost sure limits. We show that the problem of a directed polymer on a tree with disorder can be reduced to the study of nonlinear equations of reaction-diffusion type. These equations admit traveling wave solutions that move at all possible speeds above a certain minimal speed. The speed of the wavefront is the free energy of the polymer problem and the minimal speed corresponds to a phase transition to a glassy phase similar to the spin-glass phase. Several properties of the polymer problem can be extracted from the correspondence with the traveling wave: probability distribution of the free energy, overlaps, etc. We study the scaling limits of three different aggregation models on ℤd: internal DLA, in which particles perform random walks until reaching an unoccupied site; the rotor-router model, in which particles perform deterministic analogues of random walks; and the divisible sandpile, in which each site distributes its excess mass equally among its neighbors. As the lattice spacing tends to zero, all three models are found to have the same scaling limit, which we describe as the solution to a certain PDE free boundary problem in ℝd. In particular, internal DLA has a deterministic scaling limit. We find that the scaling limits are quadrature domains, which have arisen independently in many fields such as potential theory and fluid dynamics. Our results apply both to the case of multiple point sources and to the Diaconis-Fulton smash sum of domains. We prove a formula conjectured in [14] for the free energy density of a directed polymer in a Brownian environment in 1+1 dimensions. In this paper we discuss the nonequilibrium shear viscosity of a suspension of hard spheres that is modeled by neglecting hydrodynamic interactions in a consistent way. The aim is to establish the true capabilities of this model in predicting the properties of real suspensions. A Brownian dynamics algorithm is used to simulate the movements of hard spheres immersed in a Newtonian solvent in a nonequilibrium steady shear flow. A new development is the treatment of the overlap of spheres as elastic collisions, to simulate the no-flux boundary condition on the surfaces of rigid particles. This algorithm is compared with other algorithms suggested in the literature, and is shown to be simple and accurate even for two spheres at close distance. This provides an algorithm that is very suitable for calculating the pair distribution function and especially its hard-sphere contact value, both in equilibrium and nonequilibrium simulations. The algorithm is used to study the nonequilibrium stationary shear flow in the low shear limit. The simulations correctly reproduce the exact low-density limit of the perturbation of the pair distribution function. The perturbation of the pair distribution function in shear flow can be extracted from the simulation data and used to compute the stationary shear viscosity for a system of diffusing hard spheres without hydrodynamic interactions. This yields a flow curve for this model system including the low shear limit. It is found that the model shear viscosity fails at intermediate and high shear rates as can be expected from the neglect of hydrodynamic interactions, but also in the low shear limit at small and moderate volume fractions. We study the maximum of a Gaussian field on @math ( @math ) whose correlations decay logarithmically with the distance. Kahane Kah85 introduced this model to construct mathematically the Gaussian multiplicative chaos in the subcritical case. Duplantier, Rhodes, Sheffield and Vargas DRSV12a DRSV12b extended Kahane's construction to the critical case and established the KPZ formula at criticality. Moreover, they made in DRSV12a several conjectures on the supercritical case and on the maximum of this Gaussian field. In this paper we resolve Conjecture 12 in DRSV12a : we establish the convergence in law of the maximum and show that the limit law is the Gumbel distribution convoluted by the limit of the derivative martingale. We study a regularized version of Hastings-Levitov planar random growth that models clusters formed by the aggregation of diffusing particles. In this model, the growing clusters are defined in terms of iterated slit maps whose capacities are given by c_n=c| n-1 '(e^ +i )|^ - , 0, where c>0 is the capacity of the first particle, _n are the composed conformal maps defining the clusters of the evolution, _n are independent uniform angles determining the positions at which particles are attached, and >0 is a regularization parameter which we take to depend on c. We prove that under an appropriate rescaling of time, in the limit as c converges to 0, the clusters converge to growing disks with deterministic capacities, provided that does not converge to 0 too fast. We then establish scaling limits for the harmonic measure flow, showing that by letting tend to 0 at different rates it converges to either the Brownian web on the circle, a stopped version of the Brownian web on the circle, or the identity map. As the harmonic measure flow is closely related to the internal branching structure within the cluster, the above three cases intuitively correspond to the number of infinite branches in the model being either 1, a random number whose distribution we obtain, or unbounded, in the limit as c converges to 0. We also present several findings based on simulations of the model with parameter choices not covered by our rigorous analysis. Abstract At the heart of this article will be the study of a branching Brownian motion (BBM) with killing , where individual particles move as Brownian motions with drift − ρ , perform dyadic branching at rate β and are killed on hitting the origin. Firstly, by considering properties of the right-most particle and the extinction probability, we will provide a probabilistic proof of the classical result that the ‘one-sided’ FKPP travelling-wave equation of speed − ρ with solutions f : [ 0 , ∞ ) → [ 0 , 1 ] satisfying f ( 0 ) = 1 and f ( ∞ ) = 0 has a unique solution with a particular asymptotic when ρ 2 β , and no solutions otherwise. Our analysis is in the spirit of the standard BBM studies of [S.C. Harris, Travelling-waves for the FKPP equation via probabilistic arguments, Proc. Roy. Soc. Edinburgh Sect. A 129 (3) (1999) 503–517] and [A.E. Kyprianou, Travelling wave solutions to the K-P-P equation: alternatives to Simon Harris' probabilistic analysis, Ann. Inst. H. Poincare Probab. Statist. 40 (1) (2004) 53–72] and includes an intuitive application of a change of measure inducing a spine decomposition that, as a by product, gives the new result that the asymptotic speed of the right-most particle in the killed BBM is 2 β − ρ on the survival set. Secondly, we introduce and discuss the convergence of an additive martingale for the killed BBM, W λ , that appears of fundamental importance as well as facilitating some new results on the almost-sure exponential growth rate of the number of particles of speed λ ∈ ( 0 , 2 β − ρ ) . Finally, we prove a new result for the asymptotic behaviour of the probability of finding the right-most particle with speed λ > 2 β − ρ . This result combined with Chauvin and Rouault's [B. Chauvin, A. Rouault, KPP equation and supercritical branching Brownian motion in the subcritical speed area. Application to spatial trees, Probab. Theory Related Fields 80 (2) (1988) 299–314] arguments for standard BBM readily yields an analogous Yaglom-type conditional limit theorem for the killed BBM and reveals W λ as the limiting Radon–Nikodým derivative when conditioning the right-most particle to travel at speed λ into the distant future. We consider the simple exclusion process with @math particles on a segment of length @math performing random walks with transition @math to the right and @math to the left. We focus on the case where the asymmetry in the jump rates @math vanishes in the limit when @math and @math tend to infinity, and obtain sharp asymptotics for the mixing times of this sequence of Markov chains in the two cases where the asymmetry is either much larger or much smaller than @math . We show that in the former case ( @math ), the mixing time corresponds to the time needed to reach macroscopic equilibrium, like for the strongly asymmetric (i.e. constant @math ) case studied in [LL18], while the latter case ( @math ) macroscopic equilibrium is not sufficient for mixing and one must wait till local fluctuations equilibrate, similarly to what happens in the symmetric case worked out in [Lac16b]. In both cases, convergence to equilibrium is abrupt: we have a cutoff phenomenon for the total-variation distance. We present a conjecture for the remaining regime when the asymmetry is of order @math . We consider the Landau-de Gennes variational model for nematic liquid crystals, in three-dimensional domains. More precisely, we study the asymptotic behaviour of minimizers as the elastic constant tends to zero, under the assumption that minimizers are uniformly bounded and their energy blows up as the logarithm of the elastic constant. We show that there exists a closed set ( S _ line ) of finite length, such that minimizers converge to a locally harmonic map away from ( S _ line ). Moreover, ( S _ line ) restricted to the interior of the domain is a locally finite union of straight line segments. We provide sufficient conditions, depending on the domain and the boundary data, under which our main results apply. We also discuss some examples.