arXiv subjects

Pierre Le Doussal

Publications and source records attributed to Pierre Le Doussal.

At least 127 records · Page 7Linked to original sources

arXiv2017

Log-correlated Random Energy Models with extensive free energy fluctuations: pathologies caused by rare events as signatures of phase transitions

We address systematically an apparent non-physical behavior of the free energy moment generating function for several instances of the logarithmically correlated models: the Fractional Brownian Motion with Hurst index $H = 0$ (fBm0) (and its bridge version), a 1D model appearing in decaying Burgers turbulence with log-correlated initial conditions, and finally, the two-dimensional logREM introduced in [Cao et al., Phys.Rev.Lett.,118,090601] based on the 2D Gaussian free field (GFF) with background charges and directly related to the Liouville field theory. All these models share anomalously large fluctuations of the associated free energy, with a variance proportional to the log of the system size. We argue that a seemingly non-physical vanishing of the moment generating function for some values of parameters is related to the termination point transition (a.k.a pre-freezing). We study the associated universal log corrections in the frozen phase, both for log-REMs and for the standard REM, filling a gap in the literature. For the above mentioned integrable instances of logREMs, we predict the non-trivial free energy cumulants describing non-Gaussian fluctuations on the top of the Gaussian with extensive variance. Some of the predictions are tested numerically.

cond-mat.stat-mech↗

arXiv2017

Maximum of an Airy process plus Brownian motion and memory in KPZ growth

We obtain several exact results for universal distributions involving the maximum of the Airy$_2$ process minus a parabola and plus a Brownian motion, with applications to the 1D Kardar-Parisi-Zhang (KPZ) stochastic growth universality class. This allows to obtain (i) the universal limit, for large time separation, of the two-time height correlation for droplet initial conditions, e.g. $C_{\infty} = \lim_{t_2/t_1 \to +\infty} \overline{h(t_1) h(t_2)}^c/\overline{h(t_1)^2}^c$, with $C_{\infty} \approx 0.623$, as well as conditional moments, which quantify ergodicity breaking in the time evolution; (ii) in the same limit, the distribution of the midpoint position $x(t_1)$ of a directed polymer of length $t_2$, and (iii) the height distribution in stationary KPZ with a step. These results are derived from the replica Bethe ansatz for the KPZ continuum equation, with a "decoupling assumption" in the large time limit. They agree and confirm, whenever they can be compared, with (i) our recent tail results for two-time KPZ with de Nardis, checked in experiments with Takeuchi, (ii) a recent result of Maes and Thiery on midpoint position.

cond-mat.dis-nn↗

arXiv2017

Anomalous elasticity, fluctuations and disorder in elastic membranes

Motivated by a freely suspended graphene and polymerized membranes in soft and biological matter we present a detailed study of a tensionless elastic sheet in the presence of thermal fluctuations and quenched disorder. The manuscript is based on an extensive draft dating back to 1993, that was circulated privately. It presents the general theoretical framework and calculational details of numerous results, partial forms of which have been published in brief Letters (Le Doussal and Radzihovsky 1992). The experimental realization of atom-thin graphene sheets has driven a resurgence in this fascinating subject, making our dated predictions and their detailed derivations timely. To this end we analyze the statistical mechanics of a generalized D-dimensional elastic "membrane" embedded in d dimensions using a self-consistent screening approximation (SCSA), that has proved to be unprecedentedly accurate in this system, exact in three complementary limits: d --> infinity, D --> 4, and D=d. Focusing on the critical "flat" phase, for a homogeneous two-dimensional membrane embedded in three dimensions, we predict its universal length-scale dependent roughness, elastic moduli exponents, and a universal negative Poisson ratio of -1/3. We also extend these results to short- and long-range correlated random heterogeneity, predicting a variety of glassy wrinkled membrane states. Finally, we also predict and analyze a continuous crumpling transition in a "phantom" elastic sheet. We hope that this detailed presentation of the SCSA theory will be useful for further theoretical developments and corresponding experimental investigations on freely suspended graphene.

cond-mat.soft↗

arXiv2017

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

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 $t_1<t_2$, in the limit where both times are large and their ratio $t_2/t_1$ is fixed. This maps to the JPDF of the free energies of two directed polymers with two different lengths and in the same random potential. Using the replica Bethe ansatz (RBA) method, we obtain the exact tail of the JPDF when one of its argument (the KPZ height at the earlier time $t_1$) is large and positive. Our formula interpolates between two limits where the JPDF decouples: (i) for $t_2/t_1 \to +\infty$ into a product of two GUE Tracy-Widom (TW) distributions, and (ii) for $t_2/t_1 \to 1^+$ into a product of a GUE-TW distribution and a Baik-Rains distribution (associated to stationary KPZ evolution). The lowest cumulants of the height at time $t_2$, conditioned on the one at time $t_1$, are expressed analytically as expansions around these limits, and computed numerically for arbitrary $t_2/t_1$. Moreover we compute the connected two-time correlation, conditioned to a large enough value at $t_1$, providing a quantitative prediction for the so-called persistence of correlations (or ergodicity breaking) in the time evolution from the droplet initial condition. Our RBA results are then compared with arguments based on Airy processes, with satisfactory agreement. These predictions are universal for all models in the KPZ class and should be testable in experiments and numerical simulations.

cond-mat.stat-mech↗

arXiv2017

Liouville field theory and log-correlated Random Energy Models

An exact mapping is established between the $c\geq25$ Liouville field theory (LFT) and the Gibbs measure statistics of a thermal particle in a 2D Gaussian Free Field plus a logarithmic confining potential. The probability distribution of the position of the minimum of the energy landscape is obtained exactly by combining the conformal bootstrap and one-step replica symmetry breaking methods. Operator product expansions in LFT allow to unveil novel universal behaviours of the log-correlated Random Energy class. High precision numerical tests are given.

cond-mat.stat-mech↗

arXiv2017

Statistics of fermions in a $d$-dimensional box near a hard wall

We study $N$ noninteracting fermions in a domain bounded by a hard wall potential in $d \geq 1$ dimensions. We show that for large $N$, the correlations at the edge of the Fermi gas (near the wall) at zero temperature are described by a universal kernel, different from the universal edge kernel valid for smooth potentials. We compute this $d$ dimensional hard edge kernel exactly for a spherical domain and argue, using a generalized method of images, that it holds close to any sufficiently smooth boundary. As an application we compute the quantum statistics of the position of the fermion closest to the wall. Our results are then extended in several directions, including non-smooth boundaries such as a wedge, and also to finite temperature.

cond-mat.stat-mech↗

arXiv2017

Genuine localisation transition in a long-range hopping model

We introduce and study a new class of Banded Random Matrix model describing sparse, long range quantum hopping in one dimension. Using a series of analytic arguments, numerical simulations, and mappings to statistical physics models, we establish the phase diagram of the model. A genuine localisation transition, with well defined mobility edges, appears as the hopping rate decreases slower than $\ell^{-2}$, where $\ell$ is the distance. Correspondingly, the decay of the localised states evolves from a standard exponential shape to a stretched exponential and finally to a novel $\exp(-C\ln^κ\ell)$ behaviour, with $κ> 1$.

cond-mat.stat-mech↗

arXiv2017

Diffusion in time-dependent random media and the Kardar-Parisi-Zhang equation

Although time-dependent random media with short range correlations lead to (possibly biased) normal tracer diffusion, anomalous fluctuations occur away from the most probable direction. This was pointed out recently in 1D lattice random walks, where statistics related to the 1D Kardar- Parisi-Zhang (KPZ) universality class, i.e. the GUE Tracy Widom distribution, were shown to arise. Here we provide a simple picture for this correspondence, directly in the continuum as well as for lattice models, which allows to study arbitrary space dimension and to predict a variety of universal distributions. In $d = 1$ we predict and verify numerically the emergence of the GOE Tracy-Widom distribution for the fluctuations of the transition probability. In $d = 3$ we predict a phase transition from Gaussian fluctuations to 3D-KPZ type fluctuations as the bias is increased. We predict KPZ universal distributions for the arrival time of a first particle from a cloud diffusing in such media.

cond-mat.dis-nn↗

arXiv2017

Exact short-time height distribution in 1D KPZ equation with Brownian initial condition

The early time regime of the Kardar-Parisi-Zhang (KPZ) equation in $1+1$ dimension, starting from a Brownian initial condition with a drift $w$, is studied using the exact Fredholm determinant representation. For large drift we recover the exact results for the droplet initial condition, whereas a vanishingly small drift describes the stationary KPZ case, recently studied by weak noise theory (WNT). We show that for short time $t$, the probability distribution $P(H,t)$ of the height $H$ at a given point takes the large deviation form $P(H,t) \sim \exp{\left(-Φ(H)/\sqrt{t} \right)}$. We obtain the exact expressions for the rate function $Φ(H)$ for $H H_{c2}$, which apparently correspond to the symmetric and asymmetric WNT solutions. The rate function $Φ(H)$ is Gaussian in the center, while it has asymmetric tails, $|H|^{5/2}$ on the negative $H$ side and $H^{3/2}$ on the positive $H$ side.

cond-mat.stat-mech↗

arXiv2017

Exact short-time height distribution in 1D KPZ equation and edge fermions at high temperature

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 $P(H,t) \sim \exp{\left(-Φ_{\rm drop}(H)/\sqrt{t} \right)}$ where the rate function $Φ_{\rm drop}(H)$ is computed exactly. While it is Gaussian in the center, i.e., for small $H$, the PDF has highly asymmetric non-Gaussian tails which we characterize in detail. This function $Φ_{\rm drop}(H)$ 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 KPZ 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 couting statistics at the edge.

cond-mat.stat-mech↗

arXiv2017

Memory and universality in interface growth

Understanding possible universal properties for systems far from equilibrium is much less developed than for their equilibrium counterparts and poses a major challenge to present day statistical physics. The study of aging properties, and how the memory of the past is conserved by the time evolution in presence of noise is a crucial facet of the problem. Recently, very robust universal properties were shown to arise in one-dimensional growth processes with local stochastic rules,leading to the Kardar-Parisi-Zhang universality class. Yet it has remained essentially unknown how fluctuations in these systems correlate at different times. Here we derive quantitative predictions for the universal form of the two-time aging dynamics of growing interfaces, which, moreover, turns out to exhibit a surprising breaking of ergodicity. We provide corroborating experimental observations on a turbulent liquid crystal system, which demonstrates universality. This may give insight into memory effects in a broader class of far-from-equilibrium systems.

cond-mat.stat-mech↗

arXiv2017

Crossover between various initial conditions in KPZ growth: flat to stationary

We conjecture the universal probability distribution at large time for the one-point height in the 1D Kardar-Parisi-Zhang (KPZ) stochastic growth universality class, with initial conditions interpolating from any one of the three main classes (droplet, flat, stationary) on the left, to another on the right, allowing for drifts and also for a step near the origin. The result is obtained from a replica Bethe ansatz calculation starting from the KPZ continuum equation, together with a "decoupling assumption" in the large time limit. Some cases are checked to be equivalent to previously known results from other models in the same class, which provides a test of the method, others appear to be new. In particular we obtain the crossover distribution between flat and stationary initial conditions (crossover from Airy$_1$ to Airy$_{\rm stat}$) in a simple compact form.

cond-mat.stat-mech↗

arXiv2016

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

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.

cond-mat.stat-mech↗

arXiv2016

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

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.

cond-mat.stat-mech↗

arXiv2016

Non-interacting fermions at finite temperature in a $d$-dimensional trap: universal correlations

We study a system of $N$ non-interacting spin-less fermions trapped in a confining potential, in arbitrary dimensions $d$ and arbitrary temperature $T$. The presence of the trap 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"), physical properties of the fermions have traditionally been understood using the Local Density Approximation. However, this approximation drastically fails near the edge where the density vanishes. In this paper we show that, even near the edge, novel universal properties emerge, independently of the details of the confining potential. 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 can be expressed as an $n \times n$ determinant whose entry is called the kernel. Near the edge, we derive the large $N$ scaling form of the kernels. 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 $T>0$ 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 rightmost fermion at $T=0$. In $d>1$ and $T \geq 0$, 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.

cond-mat.stat-mech↗

arXiv2016

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

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 $ \langle S_1 S_2 \rangle^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 non-trivial order in an $ε$-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.

cond-mat.dis-nn↗

arXiv2016

Mutually avoiding paths in random media and largests eigenvalues of random matrices

Recently, it was shown that the probability distribution function (PDF) of the free energy of a single continuum directed polymer (DP) in a random potential, equivalently of the height of a growing interface described by the Kardar-Parisi-Zhang (KPZ) equation, converges at large scale to the Tracy-Widom distribution.The latter describes the fluctuations of the largest eigenvalue of a random matrice, drawn from the Gaussian Unitary Ensemble (GUE), and the result holds for a DP with fixed endpoints, i.e. for the KPZ equation with droplet initial conditions. A more general conjecture can be put forward, relating the free energies of $N>1$ non-crossing continuum DP in a random potential, to the $N$-th largest eigenvalues of the GUE. Here, using replica methods, we provide an important test of this conjecture by calculating exactly the right tails of both PDF's and showing that they coincide for arbitrary $N$.

cond-mat.stat-mech↗

arXiv2016

Moments of the position of the maximum for GUE characteristic polynomials and for log-correlated Gaussian processes

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 $H \to 0$ (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 {\it 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 $β$-Jacobi ensemble. Using Jack polynomials we obtain an exact and explicit expression for both positive and negative integer moments for arbitrary $β>0$ 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 A 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 $n \to 0$ and to negative Dyson index $β\to -2$, 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.

math-ph↗