Showing papers by "Pierre Le Doussal published in 2016"

Noninteracting fermions at finite temperature in a d -dimensional trap: Universal correlations

Abstract: We study a system of $N$ noninteracting spinless fermions trapped in a confining potential, in arbitrary dimensions $d$ and arbitrary temperature $T$. The presence of the confining trap breaks the translational invariance and introduces an edge where the average density of fermions vanishes. Far from the edge, near the center of the trap (the so-called ``bulk regime''), where the fermions do not feel the curvature of the trap, physical properties of the fermions have traditionally been understood using the local density (or Thomas-Fermi) approximation. However, these approximations drastically fail near the edge where the density vanishes and thermal and quantum fluctuations are thus enhanced. The main goal of this paper is to show that, even near the edge, novel universal properties emerge, independently of the details of the shape of the confining potential. We present a unified framework to investigate both the bulk and the edge properties of the fermions. We show that for large $N$, these fermions in a confining trap, in arbitrary dimensions and at finite temperature, form a determinantal point process. As a result, any $n$-point correlation function, including the average density profile, can be expressed as an $n\ifmmode\times\else\texttimes\fi{}n$ determinant whose entry is called the kernel, a central object for such processes. Near the edge, we derive the large-$N$ scaling form of the kernels, parametrized by $d$ and $T$. In $d=1$ and $T=0$, this reduces to the so-called Airy kernel, that appears in the Gaussian unitary ensemble (GUE) of random matrix theory. In $d=1$ and $Tg0$ we show a remarkable connection between our kernel and the one appearing in the ($1+1$)-dimensional Kardar-Parisi-Zhang equation at finite time. Consequently, our result provides a finite-$T$ generalization of the Tracy-Widom distribution, that describes the fluctuations of the position of the rightmost fermion at $T=0$, or those of the largest single-fermion momentum. In $dg1$ and $T\ensuremath{\ge}0$, while the connection to GUE no longer holds, the process is still determinantal whose analysis provides a new class of kernels, generalizing the $1d$ Airy kernel at $T=0$ obtained in random matrix theory. Some of our finite-temperature results should be testable in present-day cold-atom experiments, most notably our detailed predictions for the temperature dependence of the fluctuations near the edge.

Large deviations for the height in 1D Kardar-Parisi-Zhang growth at late times

Abstract: We study the atypically large deviations of the height $H \sim {{\cal O}}(t)$ at the origin at late times in $1+1$-dimensional growth models belonging to the Kardar-Parisi-Zhang (KPZ) universality class. We present exact results for the rate functions for the discrete single step growth model, as well as for the continuum KPZ equation in a droplet geometry. Based on our exact calculation of the rate functions we argue that models in the KPZ class undergo a third order phase transition from a strong coupling to a weak coupling phase, at late times.

Exact Short-Time Height Distribution in the One-Dimensional Kardar-Parisi-Zhang Equation and Edge Fermions at High Temperature.

Abstract: We consider the early time regime of the Kardar-Parisi-Zhang (KPZ) equation in 1+1 dimensions in curved (or droplet) geometry. We show that for short time t, the probability distribution P(H,t) of the height H at a given point x takes the scaling form P(H,t)∼exp[-Φ_{drop}(H)/sqrt[t]] where the rate function Φ_{drop}(H) is computed exactly for all H. While it is Gaussian in the center, i.e., for small H, the probability distribution function has highly asymmetric non-Gaussian tails that we characterize in detail. This function Φ_{drop}(H) is surprisingly reminiscent of the large deviation function describing the stationary fluctuations of finite-size models belonging to the KPZ universality class. Thanks to a recently discovered connection between the KPZ equation and free fermions, our results have interesting implications for the fluctuations of the rightmost fermion in a harmonic trap at high temperature and the full counting statistics at the edge.

Moments of the Position of the Maximum for GUE Characteristic Polynomials and for Log-Correlated Gaussian Processes

Abstract: We study three instances of log-correlated processes on the interval: the logarithm of the Gaussian unitary ensemble (GUE) characteristic polynomial, the Gaussian log-correlated potential in presence of edge charges, and the Fractional Brownian motion with Hurst index $$H \rightarrow 0$$ (fBM0). In previous collaborations we obtained the probability distribution function (PDF) of the value of the global minimum (equivalently maximum) for the first two processes, using the freezing-duality conjecture (FDC). Here we study the PDF of the position of the maximum $$x_m$$ through its moments. Using replica, this requires calculating moments of the density of eigenvalues in the $$\beta $$ -Jacobi ensemble. Using Jack polynomials we obtain an exact and explicit expression for both positive and negative integer moments for arbitrary $$\beta >0$$ and positive integer n in terms of sums over partitions. For positive moments, this expression agrees with a very recent independent derivation by Mezzadri and Reynolds. We check our results against a contour integral formula derived recently by Borodin and Gorin (presented in the Appendix 1 from these authors). The duality necessary for the FDC to work is proved, and on our expressions, found to correspond to exchange of partitions with their dual. Performing the limit $$n \rightarrow 0$$ and to negative Dyson index $$\beta \rightarrow -2$$ , we obtain the moments of $$x_m$$ and give explicit expressions for the lowest ones. Numerical checks for the GUE polynomials, performed independently by N. Simm, indicate encouraging agreement. Some results are also obtained for moments in Laguerre, Hermite-Gaussian, as well as circular and related ensembles. The correlations of the position and the value of the field at the minimum are also analyzed.

Distribution of joint local and total size and of extension for avalanches in the Brownian force model.

Abstract: The Brownian force model is a mean-field model for local velocities during avalanches in elastic interfaces of internal space dimension d, driven in a random medium. It is exactly solvable via a nonlinear differential equation. We study avalanches following a kick, i.e., a step in the driving force. We first recall the calculation of the distributions of the global size (total swept area) and of the local jump size for an arbitrary kick amplitude. We extend this calculation to the joint density of local and global sizes within a single avalanche in the limit of an infinitesimal kick. When the interface is driven by a single point, we find new exponents τ_{0}=5/3 and τ=7/4, depending on whether the force or the displacement is imposed. We show that the extension of a "single avalanche" along one internal direction (i.e., the total length in d=1) is finite, and we calculate its distribution following either a local or a global kick. In all cases, it exhibits a divergence P(l)∼l^{-3} at small l. Most of our results are tested in a numerical simulation in dimension d=1.

One step replica symmetry breaking and extreme order statistics of logarithmic REMs

Abstract: Building upon the one-step replica symmetry breaking formalism, duly understood and ramified, we show that the sequence of ordered extreme values of a general class of Euclidean-space logarithmically correlated random energy models (logREMs) behave in the thermodynamic limit as a randomly shifted decorated exponential Poisson point process. The distribution of the random shift is determined solely by the large-distance ("infra-red", IR) limit of the model, and is equal to the free energy distribution at the critical temperature up to a translation. the decoration process is determined solely by the small-distance ("ultraviolet", UV) limit, in terms of the biased minimal process. Our approach provides connections of the replica framework to results in the probability literature and sheds further light on the freezing/duality conjecture which was the source of many previous results for log-REMs. In this way we derive the general and explicit formulae for the joint probability density of depths of the first and second minima (as well its higher-order generalizations) in terms of model-specific contributions from UV as well as IR limits. In particular, we show that the second min statistics is largely independent of details of UV data, whose influence is seen only through the mean value of the gap. For a given log-correlated field this parameter can be evaluated numerically, and we provide several numerical tests of our theory using the circular model of $1/f$-noise.

Universal correlations between shocks in the ground state of elastic interfaces in disordered media.

Abstract: The ground state of an elastic interface in a disordered medium undergoes collective jumps upon variation of external parameters. These mesoscopic jumps are called shocks, or static avalanches. Submitting the interface to a parabolic potential centered at w, we study the avalanches which occur as w is varied. We are interested in the correlations between the avalanche sizes S_{1} and S_{2} occurring at positions w_{1} and w_{2}. Using the functional renormalization group (FRG), we show that correlations exist for realistic interface models below their upper critical dimension. Notably, the connected moment 〈S_{1}S_{2}〉^{c} is up to a prefactor exactly the renormalized disorder correlator, itself a function of |w_{2}-w_{1}|. The latter is the universal function at the center of the FRG; hence, correlations between shocks are universal as well. All moments and the full joint probability distribution are computed to first nontrivial order in an e expansion below the upper critical dimension. To quantify the local nature of the coupling between avalanches, we calculate the correlations of their local jumps. We finally test our predictions against simulations of a particle in random-bond and random-force disorder, with surprisingly good agreement.

Crossing probability for directed polymers in random media. II. Exact tail of the distribution.

Abstract: We study the probability $p \equiv p_\eta(t)$ that two directed polymers in a given random potential $\eta$ and with fixed and nearby endpoints, do not cross until time $t$. This probability is itself a random variable (over samples $\eta$) which, as we show, acquires a very broad probability distribution at large time. In particular the moments of $p$ are found to be dominated by atypical samples where $p$ is of order unity. Building on a formula established by us in a previous work using nested Bethe Ansatz and Macdonald process methods, we obtain analytically the leading large time behavior of {\it all moments} $\overline{p^m}\simeq \gamma_m/t$. From this, we extract the exact tail $\sim \rho(p)/t$ of the probability distribution of the non-crossing probability at large time. The exact formula is compared to numerical simulations, with excellent agreement.

Exact solution for a random walk in a time-dependent 1D random environment: the point-to-point Beta polymer

Abstract: We consider the Beta polymer, an exactly solvable model of directed polymer on the square lattice, introduced by Barraquand and Corwin. We study the statistical properties of its point to point partition sum. The problem is equivalent to a model of a random walk in a time-dependent (and in general biased) 1D random environment. In this formulation, we study the sample to sample fluctuations of the transition probability distribution function (PDF) of the random walk. Using the Bethe ansatz we obtain exact formulas for the integer moments, and Fredholm determinant formulas for the Laplace transform of the directed polymer partition sum/random walk transition probability. The asymptotic analysis of these formulas at large time $t$ is performed both (i) in a diffusive vicinity, $x \sim t^{1/2}$, of the optimal direction (in space-time) chosen by the random walk, where the fluctuations of the PDF are found to be Gamma distributed; (ii) in the large deviations regime, $x \sim t$, of the random walk, where the fluctuations of the logarithm of the PDF are found to grow with time as $t^{1/3}$ and to be distributed according to the Tracy-Widom GUE distribution. Our exact results complement those of BC for the cumulative distribution function of the random walk in regime (ii), and in regime (i) they unveil a novel fluctuation behavior. We also discuss the crossover regime between (i) and (ii), identified as $x \sim t^{3/4}$. Our results are confronted to extensive numerical simulations of the model.

One step replica symmetry breaking and extreme order statistics of logarithmic REMs

Abstract: Building upon the one-step replica symmetry breaking formalism, duly understood and ramified, we show that the sequence of ordered extreme values of a general class of Euclidean-space logarithmically correlated random energy models (logREMs) behave in the thermodynamic limit as a randomly shifted decorated exponential Poisson point process. The distribution of the random shift is determined solely by the large-distance ("infra-red", IR) limit of the model, and is equal to the free energy distribution at the critical temperature up to a translation. the decoration process is determined solely by the small-distance ("ultraviolet", UV) limit, in terms of the biased minimal process. Our approach provides connections of the replica framework to results in the probability literature and sheds further light on the freezing/duality conjecture which was the source of many previous results for log-REMs. In this way we derive the general and explicit formulae for the joint probability density of depths of the first and second minima (as well its higher-order generalizations) in terms of model-specific contributions from UV as well as IR limits. In particular, we show that the second min statistics is largely independent of details of UV data, whose influence is seen only through the mean value of the gap. For a given log-correlated field this parameter can be evaluated numerically, and we provide several numerical tests of our theory using the circular model of $1/f$-noise.

Large deviations for the height in 1D Kardar-Parisi-Zhang growth at late times

Abstract: We study the atypically large deviations of the height $H \sim {\cal O}(t)$ at the origin at late times in $1+1$-dimensional growth models belonging to the Kardar-Parisi-Zhang (KPZ) universality class. We present exact results for the rate functions for the discrete single step growth model, as well as for the continuum KPZ equation in a droplet geometry. Based on our exact calculation of the rate functions we argue that models in the KPZ class undergo a third order phase transition from a strong coupling to a weak coupling phase, at late times.

Joint min-max distribution and Edwards-Anderson's order parameter of the circular 1/f-noise model

Abstract: We calculate the joint min-max distribution and the Edwards-Anderson's order parameter for the circular model of 1/f -noise. Both quantities, as well as generalisations, are obtained exactly by combining the freezing-duality conjecture and Jack-polynomial techniques. Numerical checks come with significantly improved control of finite-size effects in the glassy phase, and the results convincingly validate the freezing-duality conjecture. Application to diffusive dynamics is discussed. We also provide a formula for the pre-factor ratio of the joint/marginal Carpentier-Le Doussal tail for minimum/maximum which applies to any logarithmic random energy model.

Joint min-max distribution and Edwards-Anderson's order parameter of the circular $1 / f$-noise model

Abstract: We calculate the joint min--max distribution and the Edwards-Anderson's order parameter for the circular model of $1 / f$-noise. Both quantities, as well as generalisations, are obtained exactly by combining the freezing-duality conjecture and Jack-polynomial techniques. Numerical checks come with significantly improved control of finite-size effects in the glassy phase, and the results convincingly validate the freezing-duality conjecture. Application to diffusive dynamics is discussed. We also provide a formula for the pre-factor ratio of the joint/marginal Carpentier-Le Doussal tail for minimum/maximum which applies to any logarithmic random energy model.

Universality in the mean spatial shape of avalanches

Abstract: Quantifying the universality of avalanche observables beyond critical exponents is of current great interest in theory and experiments. Here, we compute the spatial shape of avalanches in the universality class of the depinning of elastic interfaces in random media. We provide for the first time an analytically tractable definition of the spatial shape, accessible in experiments, and study the mean spatial shape of avalanches at fixed size centered around their starting point (seed) . We calculate the associated universal scaling functions, both in a mean-field model and beyond. Notably, they are predicted to exhibit a cusp singularity near the seed. The results are in good agreement with a numerical simulation of an elastic line.

Tail of the two-time height distribution for KPZ growth in one dimension

Abstract: Obtaining the exact multi-time correlations for one-dimensional growth models described by the Kardar-Parisi-Zhang (KPZ) universality class is presently an outstanding open problem. Here, we study the joint probability distribution function (JPDF) of the height of the KPZ equation with droplet initial conditions, at two different times $t_1

Statistics of the maximal distance and momentum in a trapped Fermi gas at low temperature

Abstract: We consider $N$ non-interacting fermions in an isotropic $d$-dimensional harmonic trap. We compute analytically the cumulative distribution of the maximal radial distance of the fermions from the trap center at zero temperature. While in $d=1$ the limiting distribution (in the large $N$ limit), properly centered and scaled, converges to the squared Tracy-Widom distribution of the Gaussian Unitary Ensemble in Random Matrix Theory, we show that for all $d>1$, the limiting distribution converges to the Gumbel law. These limiting forms turn out to be universal, i.e., independent of the details of the trapping potential for a large class of isotropic trapping potentials. We also study the position of the right-most fermion in a given direction in $d$ dimensions and, in the case of a harmonic trap, the maximum momentum, and show that they obey similar Gumbel statistics. Finally, we generalize these results to low but finite temperature.