SearcharxivSearch

arXiv · math/0503523

Periodic copolymers at selective interfaces: A Large Deviations approach

Abstract

We analyze a (1+1)-dimension directed random walk model of a polymer dipped in a medium constituted by two immiscible solvents separated by a flat interface. The polymer chain is heterogeneous in the sense that a single monomer may energetically favor one or the other solvent. We focus on the case in which the polymer types are periodically distributed along the chain or, in other words, the polymer is constituted of identical stretches of fixed length. The phenomenon that one wants to analyze is the localization at the interface: energetically favored configurations place most of the monomers in the preferred solvent and this can be done only if the polymer sticks close to the interface. We investigate, by means of large deviations, the energy-entropy competition that may lead, according to the value of the parameters (the strength of the coupling between monomers and solvents and an asymmetry parameter), to localization. We express the free energy of the system in terms of a variational formula that we can solve. We then use the result to analyze the phase diagram.

Explore related subjects

Keep this discovery

BibTeXRIS

Erwin Bolthausen, Giambattista Giacomin. 2005-03-24. Periodic copolymers at selective interfaces: A Large Deviations approach. https://doi.org/10.1214/105051604000000800

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR