A Polymer in a Multi-Interface...

Introduction The Model Free Energy Path Behavior The Proof

A Polymer in a Multi-Interface Medium

Francesco Caravenna

Universita degli Studi di Milano-Bicocca

Joint work with Nicolas Petrelis (Nantes)

Universitat Bonn ∼ December 16, 2010

Francesco Caravenna A Polymer in a Multi-Interface Medium December 16, 2010

Outline

1. Introduction and motivations

2. Definition of the model

3. The free energy

4. Path results

5. Techniques from the proof

Outline

3. The free energy

4. Path results

A polymer in a multi-interface medium

Single interface case is well understood.

Copolymer interaction [den Hollander & Wuthrich JSP 04]Some path results for log logN�TN� logN (N = polymer size)

Focus on (homogeneous, attractive/repulsive) pinning interaction.

Path behavior? Interplay between N and T = TN?

+ + +++

__ ___

__ _ _ __

+Water

Stabilization of colloidal dispersions

The addition of polymers into a colloid can prevent the aggregationof droplets via entropic repulsion (steric stabilization of the colloid)

Polymer confined between two walls and interacting with them:(polymer in a slit)

Physics literature: [Brak et al. 2005], [Owkzarek et al. 2008], . . .

Multi-interface medium vs. slit

−T δ

δ + log 2

Outline

3. The free energy

4. Path results

Definition

Recall the situation we want to model

Polymer configurations ←→ Trajectories of a random process

Random polymer model: probability measure PTN,δ on paths

I (1 + 1)-dimensionale model: {(i ,Si )}i≥0

I PTN,δ absolutely continuous w.r.t. SRW {Si}i≥0

Definition

I (1 + 1)-dimensionale model: {(i , Si )}i≥0

Definition

I (1 + 1)-dimensionale model: {(i , Si )}i≥0

Definition

Ingredients of PTN,δ:

I Simple symmetric random walk S = {Sn}n≥0 on Z:

S0 := 0 , Sn := X1 + . . .+ Xn ,

with {Xi}i i.i.d. and P(Xi = +1) = P(Xi = −1) = 12 .

I Polymer size N ∈ 2N (number of monomers)

I Interaction strength δ ∈ R (> 0 attractive, < 0 repulsive)

I Interface distance T ∈ 2N (interfaces ≡ TZ)

Polymer measure:

dPTN,δ

dP(S) :=

ZTN,δ

exp(δLN(S)

ZTN,δ

N∑i=1

1{Si ∈TZ}

Definition

S0 := 0 , Sn := X1 + . . .+ Xn ,

Polymer measure:

dPTN,δ

dP(S) :=

ZTN,δ

exp(δLN(S)

ZTN,δ

N∑i=1

1{Si ∈TZ}

Definition

S0 := 0 , Sn := X1 + . . .+ Xn ,

Polymer measure:

dPTN,δ

dP(S) :=

ZTN,δ

exp(δLN(S)

ZTN,δ

N∑i=1

1{Si ∈TZ}

Definition

S0 := 0 , Sn := X1 + . . .+ Xn ,

Polymer measure:

dPTN,δ

dP(S) :=

ZTN,δ

exp(δLN(S)

ZTN,δ

N∑i=1

1{Si ∈TZ}

Definition

S0 := 0 , Sn := X1 + . . .+ Xn ,

Polymer measure:

dPTN,δ

dP(S) :=

ZTN,δ

exp(δLN(S)

ZTN,δ

N∑i=1

1{Si ∈TZ}

Definition

S0 := 0 , Sn := X1 + . . .+ Xn ,

Polymer measure:

dPTN,δ

dP(S) :=

ZTN,δ

exp(δLN(S)

ZTN,δ

N∑i=1

1{Si ∈TZ}

Definition

Polymer measure:

dPTN,δ

dP(S) :=

ZTN,δ

exp(δLN(S)

ZTN,δ

N∑i=1

1{Si ∈TZ}

Some questions

The law PTN,δ describes the statistical distribution of the

configurations of the polymer, given the external conditions

We are interested in the properties of PTN,δ as N →∞

(thermodynamic limit), for fixed δ ∈ R and for arbitrary T = TN

Some questions on PTNN,δ for large N

I What is the typical size of SN?

I How many monomers touch the interfaces?

I How many different interfaces are visited?

I Interplay between the parameters δ and T = {TN}N?

Penalization of the simple random walk

Some questions

Outline

3. The free energy

4. Path results

The free energy

The free energy φ(δ, {Tn}n) encodes the exponential asymptoticbehavior of the normalization constant ZTN

N,δ (partition function)

φ(δ, {Tn}n) := limN→∞

Nlog ZTN

N,δ (super-additivity + . . . )

= limN→∞

Nlog E

}]LN := #{i ≤ N : Si ∈ TZ} number of visits to the interfaces

φ is a generating function:

∂δφ(δ, {Tn}n) = lim

N→∞ETN

) LN ∼ ∂φ

∂δ · N

φ(δ, {Tn}n) non-analytic at δ ←→ phase transition at δ

The free energy

Nlog ZTN

= limN→∞

Nlog E

N→∞ETN

) LN ∼ ∂φ

∂δ · N

The free energy

Nlog ZTN

= limN→∞

Nlog E

N→∞ETN

) LN ∼ ∂φ

∂δ · N

The free energy

Nlog ZTN

= limN→∞

Nlog E

N→∞ETN

) LN ∼ ∂φ

∂δ · N

The free energy: characterization

We assume that TN → T ∈ 2N ∪ {∞}, i.e.,

I either TN ≡ T <∞ is constant for N large

I or TN →∞ as N →∞ (T =∞)

Let τT1 := inf{n > 0 : Sn ∈ {±T , 0}

}and set

QT (λ) := E(e−λτ

I if T <∞, QT : (−λT ,∞)→ (0,∞) (λT ∼ − π2

2T 2 )

I if T =∞, Q∞ : [0,∞)→ (0, 1] (first return to zero of SRW)

Theorem ([CP1]). Let TN → T .

φ(δ, {Tn}n) = φ(δ,T ) =

)−1(e−δ) if T < +∞(

Q∞)−1

(e−δ ∧ 1) if T = +∞

I or TN →∞ as N →∞ (T =∞)

Let τT1 := inf{n > 0 : Sn ∈ {±T , 0}

}and set

I if T <∞, QT : (−λT ,∞)→ (0,∞) (λT ∼ − π2

2T 2 )

φ(δ, {Tn}n) = φ(δ,T ) =

)−1(e−δ) if T < +∞(

Q∞)−1

(e−δ ∧ 1) if T = +∞

I or TN →∞ as N →∞ (T =∞)

Let τT1 := inf{n > 0 : Sn ∈ {±T , 0}

}and set

I if T <∞, QT : (−λT ,∞)→ (0,∞) (λT ∼ − π2

2T 2 )

φ(δ, {Tn}n) = φ(δ,T ) =

)−1(e−δ) if T < +∞(

Q∞)−1

(e−δ ∧ 1) if T = +∞

I or TN →∞ as N →∞ (T =∞)

Let τT1 := inf{n > 0 : Sn ∈ {±T , 0}

}and set

I if T <∞, QT : (−λT ,∞)→ (0,∞) (λT ∼ − π2

2T 2 )

φ(δ, {Tn}n) = φ(δ,T ) =

)−1(e−δ) if T < +∞(

Q∞)−1

(e−δ ∧ 1) if T = +∞

I or TN →∞ as N →∞ (T =∞)

Let τT1 := inf{n > 0 : Sn ∈ {±T , 0}

}and set

I if T <∞, QT : (−λT ,∞)→ (0,∞) (λT ∼ − π2

2T 2 )

φ(δ, {Tn}n) = φ(δ,T ) =

)−1(e−δ) if T < +∞(

Q∞)−1

(e−δ ∧ 1) if T = +∞

The free energy: sumup

Case TN ≡ T <∞I φ(δ,T ) is analytic on R: no phase transitions

I ∂∂δφ(δ,T ) > 0 ∀δ ∈ R: positive density of contacts LN ∼ c ·N

I Path behavior: diffusive scaling of SN

Case TN →∞I Phase transition (only) at δ = 0

I If δ ≤ 0 then φ(δ,∞) ≡ ∂∂δφ(δ,∞) ≡ 0 LN = o(N)

I If δ > 0 then ∂∂δφ(δ,∞) > 0 LN ∼ c · N

I Every {TN}N →∞ yields the same free energy as if TN ≡ ∞(homogeneous pinning model) same density of visits

I Same path behavior? NO!

Beyond the free energy

Free energy says that for fixed T

ZTN,δ ≈ exp

(φ(δ,T ) · N

)as N →∞ . (?)

What if both N,T →∞?

For δ < 0, φ(δ,T ) = − π2

cδT 3

)with cδ > 0 explicit.

[Owczarek et al. 2008] prove (for the polymer in a slit) that

ZTN,δ ≈ exp

(− π2

2T 2N + o

))as N,T →∞ .

We show that φ(δ,T ) can be developed at wish in (?).

I Force exerted by the polymer on the confining walls (slit)

I Path behavior (multi-interface)

ZTN,δ ≈ exp

(φ(δ,T ) · N

)as N →∞ . (?)

For δ < 0, φ(δ,T ) = − π2

cδT 3

ZTN,δ ≈ exp

(− π2

2T 2N + o

))as N,T →∞ .

ZTN,δ ≈ exp

(φ(δ,T ) · N

)as N →∞ . (?)

For δ < 0, φ(δ,T ) = − π2

cδT 3

ZTN,δ ≈ exp

(− π2

2T 2N + o

))as N,T →∞ .

ZTN,δ ≈ exp

(φ(δ,T ) · N

)as N →∞ . (?)

For δ < 0, φ(δ,T ) = − π2

cδT 3

ZTN,δ ≈ exp

(− π2

2T 2N + o

))as N,T →∞ .

ZTN,δ ≈ exp

(φ(δ,T ) · N

)as N →∞ . (?)

For δ < 0, φ(δ,T ) = − π2

cδT 3

ZTN,δ ≈ exp

(− π2

2T 2N + o

))as N,T →∞ .

ZTN,δ ≈ exp

(φ(δ,T ) · N

)as N →∞ . (?)

For δ < 0, φ(δ,T ) = − π2

cδT 3

ZTN,δ ≈ exp

(− π2

2T 2N + o

))as N,T →∞ .

ZTN,δ ≈ exp

(φ(δ,T ) · N

)as N →∞ . (?)

For δ < 0, φ(δ,T ) = − π2

cδT 3

ZTN,δ ≈ exp

(− π2

2T 2N + o

))as N,T →∞ .

Outline

3. The free energy

4. Path results

The attractive case δ > 0: heuristics

Henceforth TN →∞.

For δ > 0 positive density of contacts with the interfaces:LN ∼ Cδ · N with Cδ = ∂φ

∂δ (δ,∞) > 0.

Simple homogeneous pinning model (one interface at zero):

I If TN � logN nothing changes: polymer localized at zero

I If TN � logN different interfaces worth visiting

∂δ (δ,∞) > 0.

max |Si| ≈ log NSN = O(1)

∂δ (δ,∞) > 0.

max |Si| ≈ log NSN = O(1)

∂δ (δ,∞) > 0.

Notation

SN � αN means SN/αN is tight and PTNN,δ(|SN/αN | ≥ ε) ≥ ε

Under PTNN,δ (N � 1), how long is the time τT1 to reach level ±T?

It turns out that τT1 ≈ ecδT with cδ > 0.

I If ecδTN � N, there are ≈ N/ecδTN jumps to a neighboringinterface, therefore

SN � TN

ecδTN= (e−

cδ2TNTN)

I If ecδTN ≈ N, there are O(1) jumps to a neighboring interface,hence SN ≈ TN .

I If ecδTN � N, there are no jumps to a neighboring interface,hence SN � O(1).

Notation

SN � TN

ecδTN= (e−

cδ2TNTN)

Notation

SN � TN

ecδTN= (e−

cδ2TNTN)

Notation

SN � TN

ecδTN= (e−

cδ2TNTN)

Notation

SN � TN

ecδTN= (e−

cδ2TNTN)

Notation

SN � TN

ecδTN= (e−

cδ2TNTN)

The attractive case δ > 0: path results

Theorem ([CP1])

For every δ > 0 there exists cδ > 0 such that under PTNN,δ:

I If TN − 1cδ

logN → −∞ then SN � (e−cδ2TN TN)

Cδ (e−cδ2TNTN)

=⇒ N(0, 1)

Note that TN � SN �√N.

I If TN − 1cδ

logN → ζ ∈ R then SN � TN

=⇒ SΓ Γ ∼ Poisson(f (δ, ζ))

I If TN − 1cδ

logN → +∞ then SN � O(1)

limL→∞

supN∈2N

PTNN,δ

(|SN | > L

Theorem ([CP1])

I If TN − 1cδ

Cδ (e−cδ2TNTN)

=⇒ N(0, 1)

I If TN − 1cδ

limL→∞

supN∈2N

PTNN,δ

(|SN | > L

Theorem ([CP1])

I If TN − 1cδ

Cδ (e−cδ2TNTN)

=⇒ N(0, 1)

I If TN − 1cδ

limL→∞

supN∈2N

PTNN,δ

(|SN | > L

Theorem ([CP1])

I If TN − 1cδ

Cδ (e−cδ2TNTN)

=⇒ N(0, 1)

I If TN − 1cδ

limL→∞

supN∈2N

PTNN,δ

(|SN | > L

Theorem ([CP1])

I If TN − 1cδ

Cδ (e−cδ2TNTN)

=⇒ N(0, 1)

I If TN − 1cδ

limL→∞

supN∈2N

PTNN,δ

(|SN | > L

Theorem ([CP1])

I If TN − 1cδ

Cδ (e−cδ2TNTN)

=⇒ N(0, 1)

I If TN − 1cδ

limL→∞

supN∈2N

PTNN,δ

(|SN | > L

SN√N

1cδlogN

• Sub-diffusive scaling (TN →∞) • Transition at TN ≈ logN

The repulsive case δ < 0: heuristics

Again TN →∞.

For δ < 0, zero density of contacts with the interfaces: LN = o(N).

I If TN �√N nothing changes: SN �

I If TN �√N does the polymer visit other interfaces?

Again TN →∞.

S N = O ( N )1/2

Again TN →∞.

S N = O ( N )1/2

Again TN →∞.

S N = ?

How long is the time τT1 to reach level ±T?

Under the simple random walk law τT1 ≈ T 2 (diffusivity)

Under the polymer measure PTN,δ with δ < 0 τT1 ≈ T 3 (repulsion)

I if TN � N1/3, there are ≈ N/T 3N � 1 jumps to a neighboring

interface, hence SN ≈ TN

√N/T 3

N =√N/TN

I if N1/3 � TN �√N, there are no jumps to a neighboring

interface confinement: SN � TN

τT1 ≈ T2

√N/T 3

N =√N/TN

τT1 ≈ T3

√N/T 3

N =√N/TN

τT1 ≈ T3

√N/T 3

N =√N/TN

τT1 ≈ T3

√N/T 3

N =√N/TN

The repulsive case δ < 0: path results

Theorem ([CP2])

For every δ < 0 we have under PTNN,δ:

I If TN � N1/3 then SN �√N/TN � TN

c1 P(a < Z ≤ b

)≤ PTN

√NTN

)≤ c2 P

(a < Z ≤ b

)with Z ∼ N(0, 1)

I If TN ∼ (const.)N1/3 then SN � TN

I If (const.)N1/3 ≤ TN ≤ (const.)√N then SN � TN and

∀ε∃L : PTNN,δ

(0 < |Sn| < TN , ∀n ∈ {L, . . . ,N}

)≥ 1− ε

I If TN �√N then SN �

Theorem ([CP2])

c1 P(a < Z ≤ b

)≤ PTN

√NTN

)≤ c2 P

(a < Z ≤ b

)with Z ∼ N(0, 1)

∀ε∃L : PTNN,δ

(0 < |Sn| < TN , ∀n ∈ {L, . . . ,N}

)≥ 1− ε

Theorem ([CP2])

c1 P(a < Z ≤ b

)≤ PTN

√NTN

)≤ c2 P

(a < Z ≤ b

)with Z ∼ N(0, 1)

∀ε∃L : PTNN,δ

(0 < |Sn| < TN , ∀n ∈ {L, . . . ,N}

)≥ 1− ε

Theorem ([CP2])

c1 P(a < Z ≤ b

)≤ PTN

√NTN

)≤ c2 P

(a < Z ≤ b

)with Z ∼ N(0, 1)

∀ε∃L : PTNN,δ

(0 < |Sn| < TN , ∀n ∈ {L, . . . ,N}

)≥ 1− ε

Theorem ([CP2])

c1 P(a < Z ≤ b

)≤ PTN

√NTN

)≤ c2 P

(a < Z ≤ b

)with Z ∼ N(0, 1)

∀ε∃L : PTNN,δ

(0 < |Sn| < TN , ∀n ∈ {L, . . . ,N}

)≥ 1− ε

√NN1/3

• Sub-diffusive if 1� TN �√N • Transitions TN ≈ N1/3,

Outline

3. The free energy

4. Path results

A renewal theory approach

Let τT1 , τT2 , τ

T3 . . . be the points at which Sn visits an interface

τTk+1 := inf{n > τTk : Sn − SτTk

∈ {−T , 0,T}}

(T is fixed)

Under the simple random walk law {τTn }n∈N is a classical renewalprocess with explicit law

qT (n) := P(τT1 = n) ≈ 1

(min{n,T 2})3/2e−

Note that under P

τT1 ≈

O(1) with probab. 1− 1

[qT (n) ≈ 1

]O(T 2) with probab. 1

[qT (n) ≈ 1

T 3 e− π2

2T2 n]

∈ {−T , 0,T}}

(T is fixed)

qT (n) := P(τT1 = n) ≈ 1

(min{n,T 2})3/2e−

Note that under P

τT1 ≈

[qT (n) ≈ 1

T 3 e− π2

2T2 n]

∈ {−T , 0,T}}

(T is fixed)

qT (n) := P(τT1 = n) ≈ 1

(min{n,T 2})3/2e−

Note that under P

τT1 ≈

[qT (n) ≈ 1

O(T 2) with probab. 1T

[qT (n) ≈ 1

T 3 e− π2

2T2 n]

∈ {−T , 0,T}}

(T is fixed)

qT (n) := P(τT1 = n) ≈ 1

(min{n,T 2})3/2e−

Note that under P

τT1 ≈

[qT (n) ≈ 1

T 3 e− π2

2T2 n]

Under the polymer measure PTN,δ the process {τTn }n∈N is not even

time-homogeneous . . .

however for large N it is nearly a renewalprocess with a different law Pδ,T : for both δ > 0 and δ < 0

Kδ,T (n) := Pδ,T (τT1 = n) = eδ P(τT1 = n) e−φ(δ,T )n

For δ > 0, we have φ(δ,T )→ φ(δ,∞) > 0 as T →∞, hence

Kδ,T (n) ≈ e−φ(δ,∞)n

For δ < 0, we have φ(δ,T ) ≈ − π2

2T 2 + CδT 3 as T →∞, hence

τT1 ≈

O(1) with probab. eδ

[Kδ,T (n) ≈ 1

]O(T 3) with probab. 1− eδ

[Kδ,T (n) ≈ 1

T 3 e− Cδ

time-homogeneous . . . however for large N it is nearly a renewalprocess with a different law Pδ,T : for both δ > 0 and δ < 0

τT1 ≈

[Kδ,T (n) ≈ 1

T 3 e− Cδ

τT1 ≈

[Kδ,T (n) ≈ 1

T 3 e− Cδ

τT1 ≈

[Kδ,T (n) ≈ 1

O(T 3) with probab. 1− eδ[Kδ,T (n) ≈ 1

T 3 e− Cδ

τT1 ≈

[Kδ,T (n) ≈ 1

T 3 e− Cδ

Strategy of the proof

For fixed T , the law of τT ∩ [0,N] = {τT1 , . . . , τTLN} is the same

under PTN,δ

(·∣∣N ∈ τT ) and Pδ,T

(·∣∣N ∈ τT )

• Pδ,T does not depend explicitly on N • PTN,δ =⇒ Pδ,T

However we want to study PTNN,δ with TN varying with N

1. Study τTN ∩ [0,N] under Pδ,TN

2. Transfer the results to Pδ,TN( · |N ∈ τTN ) (hard part)

In this way we control PTNN,δ( · |N ∈ τTN )

3. Remove the conditioning on {N ∈ τTN}

I Good estimates on qT (n) and on the free energy φ(δ,T )

I Uniform renewal theorems

under PTN,δ

(·∣∣N ∈ τT )

under PTN,δ

(·∣∣N ∈ τT )

under PTN,δ

(·∣∣N ∈ τT )

under PTN,δ

(·∣∣N ∈ τT )

under PTN,δ

(·∣∣N ∈ τT )

under PTN,δ

(·∣∣N ∈ τT )

Thanks.

References

I [CP1] F. Caravenna and N. PetrelisA polymer in a multi-interface mediumAAP (2009)

I [CP2] F. Caravenna and N. PetrelisDepinning of a polymer in a multi-interface mediumEJP (2009)

A Polymer in a Multi-Interface...

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