Polynomial chaos and scaling limits of disordered systems

DOI10.4171/JEMS/660MaRDI QIDQ509100zbMATH OpenOpenAlexFDO

Authors Francesco Caravenna, Rongfeng Sun, Nikolaos Zygouras

Publication date 8 February 2017

Published in Journal of the European Mathematical Society (JEMS) (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1312.3357

zbMATH Keywords

continuum limitdirected polymer modeldisordered pinning modelfinite size scalingLindeberg principlepolynomial chaosrandom field Ising modelWiener chaos

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20) Phase transitions (general) in equilibrium statistical mechanics (82B26) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Statistical mechanics of polymers (82D60)

Abstract: Inspired by recent work of Alberts, Khanin and Quastel, we formulate general conditions ensuring that a sequence of multi-linear polynomials of independent random variables (called polynomial chaos expansions) converges to a limiting random variable, given by a Wiener chaos expansion over the d-dimensional white noise. A key ingredient in our approach is a Lindeberg principle for polynomial chaos expansions, which extends earlier work of Mossel, O'Donnell and Oleszkiewicz. These results provide a unified framework to study the continuum and weak disorder scaling limits of statistical mechanics systems that are disorder relevant, including the disordered pinning model, the (long-range) directed polymer model in dimension 1+1, and the two-dimensional random field Ising model. This gives a new perspective in the study of disorder relevance, and leads to interesting new continuum models that warrant further studies.

Review text

The paper deals with statistical models defined on lattices, in which disorder is taken into account in the form of external random fields. One considers more especially the disordered partition function, and it is shown that, under some conditions, it admits a non-trivial limit in distribution, which does not depend on the parameters of the initial model (say a universal limit). The main purpose of this approach is to explain the issue of disorder relevance, in accordance of which the addition of a small amount of disorder modifies the structure of the phase transition of the underlying homogeneous model. Following the introduction, the authors discuss polynomial chaos and Wiener chaos via Lindeberg principle, and then deal with the scaling limit of disordered systems.

Recommendations

• Universality in marginally relevant disordered systems
• Entropy, limit theorems, and variational principles for disordered lattice systems
• The role of disorder in the dynamics of critical fluctuations of mean field models
• scientific article; zbMATH DE number 2152983
• scientific article; zbMATH DE number 1998876

Cites work

• A generalization of the Lindeberg principle
• Analysis.
• Conformal invariance of spin correlations in the planar Ising model
• Correlation length bounds for disordered Ising ferromagnets
• Disorder and critical phenomena through basic probability models. École d'Été de Probabilités de Saint-Flour XL -- 2010.
• Entropy, large deviations, and statistical mechanics.
• Exact height distributions for the KPZ equation with narrow wedge initial condition
• Finite size scaling for homogeneous pinning models
• Gaussian Hilbert Spaces
• High temperature limits for \((1+1)\)-dimensional directed polymer with heavy-tailed disorder
• scientific article; zbMATH DE number 2129981 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 3288283 (Why is no real title available?)
• Initial measures for the stochastic heat equation
• Localization transition for a polymer near an interface
• Multiple phase transitions in long-range first-passage percolation on square lattices
• New bounds for the free energy of directed polymers in dimension 1+1 and 1+2
• Noise stability of functions with low influences: invariance and optimality
• One-sided local large deviation and renewal theorems in the case of infinite mean
• Planar Ising magnetization field. I: Uniqueness of the critical scaling limit
• Planar Ising magnetization field. II: Properties of the critical and near-critical scaling limits
• Probability distribution of the free energy of the continuum directed random polymer in 1 + 1 dimensions
• Quenched and annealed critical points in polymer pinning models
• Random matrices: universality of local eigenvalue statistics
• Random polymer models.
• Rounding effects of quenched randomness on first-order phase transitions
• Statistical Mechanics of Disordered Systems
• The continuum directed random polymer
• The continuum disordered pinning model
• The effect of disorder on polymer depinning transitions
• The hierarchical random field Ising model.
• The influence of variables in product spaces
• The intermediate disorder regime for directed polymers in dimension \(1+1\)
• The Ising magnetization exponent on \(\mathbb{Z }^2\) is \(1/15\)
• The Kardar-Parisi-Zhang equation and universality class
• The Random-Cluster Model
• The weak coupling limit of disordered copolymer models
• Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation

Cited in

(78)

• The near-critical Gibbs measure of the branching random walk
• Universality in marginally relevant disordered systems
• An invariance principle for the two-dimensional parabolic Anderson model with small potential
• Chaos expansion of 2D parabolic Anderson model
• Pinning of a renewal on a quenched renewal
• Temporal asymptotics for fractional parabolic Anderson model
• Localization of directed polymers with general reference walk
• On the moments of the (2+1)-dimensional directed polymer and stochastic heat equation in the critical window
• Rate of convergence for polymers in a weak disorder
• Intermediate disorder limits for multi-layer semi-discrete directed polymers
• Weak-disorder limit at criticality for directed polymers on hierarchical graphs
• The scaling limit of the directed polymer with power-law tail disorder
• Phase transitions for spatially extended pinning
• Scaling limit of a directed polymer among a Poisson field of independent walks
• The continuum directed polymer in Lévy noise
• Edwards-Wilkinson fluctuations for the directed polymer in the full \(L^2\)-regime for dimensions \(d\ge 3\)
• Non-directed polymers in heavy-tail random environment in dimension d 2
• Continuum models of directed polymers on disordered diamond fractals in the critical case
• Weak coupling limits for directed polymers in tube environments
• Approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations
• The two-dimensional continuum random field Ising model
• Positive random walks and an identity for half-space SPDEs
• Multidimensional SDE with distributional drift and Lévy noise
• Gaussian limits for subcritical chaos
• Law of large numbers and fluctuations in the sub-critical and \(L^2\) regions for SHE and KPZ equation in dimension \(d \geq 3\)
• From directed polymers in spatial-correlated environment to stochastic heat equations driven by fractional noise in \(1 + 1\) dimensions
• Directed polymers in heavy-tail random environment
• Bargmann-Fock percolation is noise sensitive
• The Dickman subordinator, renewal theorems, and disordered systems
• Paracontrolled distributions on Bravais lattices and weak universality of the 2d parabolic Anderson model
• Continuum directed random polymers on disordered hierarchical diamond lattices
• An invariance principle for the stochastic heat equation
• High-temperature scaling limit for directed polymers on a hierarchical lattice with bond disorder
• The intermediate disorder regime for Brownian directed polymers in Poisson environment
• The random pinning model with correlated disorder given by a renewal set
• Approximation to stable law by the Lindeberg principle
• Kardar-Parisi-Zhang equation and large deviations for random walks in weak random environments
• The intermediate disorder regime for a directed polymer model on a hierarchical lattice
• Continuum limit of random matrix products in statistical mechanics of disordered systems
• The critical curves of the random pinning and copolymer models at weak coupling
• The continuum disordered pinning model
• Intermediate disorder regime for half-space directed polymers
• Fluctuations of two-dimensional stochastic heat equation and KPZ equation in subcritical regime for general initial conditions
• Pinning on a defect line: characterization of marginal disorder relevance and sharp asymptotics for the critical point shift
• On the long-range directed polymer model
• Some recent progress in singular stochastic partial differential equations
• The critical 2d stochastic heat flow
• A probability approximation framework: Markov process approach
• Stationary measures for the log-gamma polymer and KPZ equation in half-space
• Scaling limit of the heavy tailed ballistic deposition model with p-sticking
• Central limit theorems for the \((2 + 1)\)-dimensional directed polymer in the weak disorder limit
• Scaling limits of directed polymers in spatial-correlated environment
• Scaling limit of the collision measures of multiple random walks
• Scaling limit of a one-dimensional polymer in a repulsive i.i.d. environment
• Stationary measures for integrable polymers on a strip
• KPZ equation limit of sticky Brownian motion
• Directed polymers in a random environment: a review of the phase transitions
• Scaling limit of the disordered generalized Poland-Scheraga model for DNA denaturation
• The intermediate disorder regime for stable directed polymer in Poisson environment
• Fluctuations of quadratic chaos
• Infinite disorder renormalization fixed point for the continuum random field Ising chain
• On a class of stochastic fractional heat equations
• Scaling limit of a long-range random walk in time-correlated random environment
• Multiplicative SHE limit of random walks in space-time random environments
• Periodic Pitman transforms and jointly invariant measures
• The critical disordered pinning measure
• Rough weak solutions for singular Lévy SDEs
• Analysis of the Anderson operator
• Ergodicity results for the open KPZ equation
• Quasi-critical fluctuations for 2D directed polymers
• Normal approximation for call function by refined Lindeberg principle
• Moment-based approach for two erratic KPZ scaling limits
• Invariant measure and universality of the 2D Yang-Mills Langevin dynamic
• Scaling limits of disorder relevant non-binary spin systems
• Discrete Feynman-Kac approximation for parabolic Anderson model using random walks
• On a pinning model in correlated Gaussian random environments
• Non-directed polymers in random environments with range penalties: the high-dimensional case
• The two-dimensional KPZ equation in the entire subcritical regime

This page was built for publication: Polynomial chaos and scaling limits of disordered systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q509100)