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On the replica approach to random directed polymers in
two dimensions
Giorgio Parisi
To cite this version:
On the
replica
approach
to
random
directed
polymers
in
two
dimensions
Giorgio
ParisiDipartimento
di Fisica, INFN sezione TorVergata,
II Università di Roma TorVergata,
Prolungamento
di Via del Fontanile di Carcaricola, Roma 00173,Italy
(Reçu
le 8 janvier 1990,accepté
sousforme définitive
le 17 avril1990)
Abstract. 2014 In this note we
study
directedpolymers
in a two dimensional random medium with short range noiseusing
thereplica approach.
We find thepredictions
of thereplica symmetric
theory
and we compare them with exact results. We consider thepossibility
of spontaneoussymmetry
breaking
and we suggest thatreplica
symmetry isweakly
broken also in this twodimensional model. Classification
Physics
Abstracts 05.401. Introduction.
The
study
of directedpolymers
in a random medium is veryinteresting [1].
In a nutshell theproblem
of directed randompolymers
consists infinding
theprobability
distribution ofwhere
d W[ w
J xt
is
the usual Wiener measure forgoing
from 0 to x in time tand ’0
is the noise.We notice that
equation ( 1.1 )
can be also read as theprobability
distribution of anheteropolymer (without
selfexcluding effects)
on asubstrate,
where the interaction among the substrate and eachcomponent
of theheteropolymer
is random.Typical quantities
we would like tocompute
arewhere the brackets denote the average over the
noise q
andP n (x, t)
is the normalizedprobability
forfinding
a directedpolymer
atpoint x
attime t,
which isgiven by :
We are also interested in
quantities
like theprobability
distribution of the selfoverlap
q, which is defined as :Different models are obtained
by
choosing
differentprobability
distributions for the noise[2,
3].
In two dimensions(one
space, onetime)
a veryinteresting
case is for the white noiselimit,
i.e. the noise isGaussian,
with zero average and with varianceThe
replica approach
is based on thefollowing
observation : theexpectation
value of theproducts
ofG’s,
e.g.satisfies a
Schroedinger
type
equation
atimaginary
time(i.e.
aglat
= -HG)
with ann-body
Hamiltoniangiven by
The most
likely
behaviour ofGn (x1, t)
can be related to theproperties
ofG (n)
near n=0.This model is
particularly interesting
as far as the Hamiltonian(1.7)
is soluble. Theground
state wave function and energy are
given by
where we have added to the Hamiltonian a constant
proportional
to nA 5(0)
in order toremove the
divergent
terms which appear when i = k inequation (1.7).
These observations where used
by
Kardar in hisoriginal study
of the model[4].
In this notewe discuss more
carefully
theproperties
of the model. After thisintroduction,
we willanalyze
the results that we obtainneglecting
thepossibility
ofbreaking
of thereplica
symmetry.
In the third section we compare thesepredictions
with the known resultscoming
from themapping
onto the random stirred
Burger equation.
In the fourth section we will show thatreplica
symmetry
is(in
somesense)
broken andfinally,
in the lastsection,
wepresent
our conclusions.There are also two
appendices
in which some technicalproblems
are discussed. In the firstappendix
westudy
someproperties
of randomwalks,
while in the secondappendix
wepresent
some exactcomputations
of the Green function for the HamiltonianHn
for n =
0.2. The
replica symmetric approach.
Indeed we have that
The absence of a term
proportional
ton 2 in
the energy lead Kardar[4]
to the conclusions that the fluctuations inF’TI
(t)
are of order t" with w =1/3. Using scaling
arguments
this resultimplies
thatwith
These results agree with the
analysis
doneusing
themapping
onto the random stirredBurger
equation
[5] (see
nextsection) :
one proves that thestationary probability
distribution forconstant
is
proportional
toi.e. to the Wiener measure where now x
plays
the role of the time. It is crucial thatcp (x)
is definedapart
from an overall constant ;indeed,
if we use the measure(2.6),
weget
cp 2(x) = 00,
but(cp (x) - cp (y) )2) - 00.
The consequences of this form of the
ground
state wave function have never beeninvestigated ; they
will be thesubject
of the rest of this section.Let us assume that for
large
time and fixed xThis
assumption
isobviously
valid forinteger
n, but it is less clear if it is correct also in the limit n - 0.It is evident that
where
G (x)
is a short hand notation forG, (x,
t).
Using previous equations
wefinally
obtain for n = 0 :The
apparent
decrease of the wave function atinfinity
has transformed itself in anexponentially
increase !where we assume that
Only
if equation (2.11)
is satisfied(or n
= 0 inEq. (2.8))
the result isindependent
from the absolute normalization ofG,
otherwise we shouldalways
writeproportional
to instead ofequal.
By
now the educated reader should haverecognized
theequivalence
ofequation (2.6)
andequation (2.8).
The form of theground
state wave functionequation
(1.8)
implies
thestationarity
of theprobability
distribution(2.6).
Inparticular
theexponential
decay
of theground
state wave functionimplies
thatAt this
stage
one may be inclined to argue that theexponential decay
of the wave function isgeneric
for bound statesindependently
from thedimensions,
and therefore the valuey = 1 should be
superuniversal,
i.e. valid inany
dimensions,
of course in theregion
where a bound state ispresent
in the limit n --> 0. Thisargument
isstrongly suggestive,
but it is notclear to me if hidden
loopholes
arepresent.
If we want to
compute
the functionsP (x, t ) something
must be said about the Green functions. We know that forlarge
times the Green functions must beproportional
to theground
state wavefunctions,
while for short timethey
should begiven by
the free one.The
simplest hypothesis
is that forlarge
timeswhere
D (x,
t)
is the freepropagator
given by
Equation (2.13)
is thesimplest interpolation
between the behaviour at t =0,
where the freeterm
dominates,
and theasymptotic
behaviour forlarge
times. An othersimple
approxi-mation,
i.e. theground
state functionmultiplied by
the effect of diffusion of the center ofmass, has the serious
disadvantage
of notreproducing
the correct behaviour of the Greenfunctions at small time. Now we have
If we use
equation (2.13)
inequation (2.15)
the result for P is reduced toquadratures ;
unfortunately
1 have been unable to find a nicerepresentation
for the results of theintegral
and to extract the result in the limit n - 0. A way out is to use thefollowing representation
forthe wave function
Putting everything
together
wefinally
findIt is not
strange
thatequation
(2.17)
can also be derivedstarting
from the stirredBurgers
equation (see
nextsection).
The evaluation of this formula is non trivial. Some results may beobtained
by
dimensionalanalysis using
the factthat
1 cp (x) - q (y) 1 =
0(
x - y
ll2).
Theintegrand
will be concentrated forlarge t
near the maximum which is located fori.e. for xM oc
t2/3
inagreement
withequation
(1.5).
It would be
interesting
to evaluate the width of theregion
where the difference of theargument
of theexponential
with its maximum remains of order 1. Inprinciple
we can use the formulaand
compute
It has been shown
[6, 7]
thatfor
large
t. Aprobabilistic
argument
which leads to(2.21)
ispresented
in theappendix.
Moreprecisely,
if we definethe
probability
distribution ofL117
has a tailproportional
toin the
region
d «(4/3.
The linear increase of d inequation (2.21)
is due to rare events in the tail of theprobability
distribution,
where d = 0(t4/3) ;
these events smallprobability
proportional
to t-1/3.
3. The random stirred
Burger
equations.
It is evident that
Gn (x,
t)
is also a solution of the stochastic differentialequation :
where we have omitted the obvious
dependence
of G on q.We can now use the
mapping (2.5)
forwriting
anequation
of evolution forcp (x, t ).
Wereadily
get
which is the random stirred
Burger
equation,
which has been well studied in thepast
[5].
Equation
(3.2)
induces a functional differentialequation
for theprobability
distribution ofç as function of the time.
Using
usualtechniques
for stochastic differentialequations
one finds the formalequation :
If the term
(aç
laX)2
were absent fromequations (3.2), (3.3),
anequilibrium,
i.e. a timeindependent,
solution of(3.3)
would begiven
by
equation (2.6).
This result is notsurprising
as far as
equation (3.2)
reduces in this case the well studiedLangevin equation.
The
surprise
comes when we reinstall the term(aç
/ôx)2;
if we use the form(2.6)
forp [ Q, t )
and wecompute
ôP [ Q,
t )/at,
we find the extrapieces :
and
they
both vanishesby integration by
part.
If the
long
time behaviour of P[ cp, t )
isunique,
as ithappens
in a finite sizebox,
it isgiven
by equation (2.6).
However we have
already
remarked that theproblem
we need to solve is to find the solution ofequation (3.1)
with thefollowing boundary
conditions at time 0The exact
computation
of theprobability
distribution of G is not easy(we
shall see some of the difficulties in theappendix II).
In absence of exact results we couldtry
to guess anapproximate
solution. Thesimplest possibility
consists inwriting
where D is
given by (2.14).
In this case we find
that cp
satisfies thefollowing
differentialequation
Q (x,
0)
=0).
Aperturbative expansion
in this extra term seemspossible ;
a carefulanalysis
may be necessary to understand if the Ansaltz
(3.6)
is correct atlarge
times. However nomajor
inconsistencies areapparent
inequation (3.6)
and we can assumetentatively
to beessentially
correct.We have seen that the direct
analysis
of theproblem,
by
mapping
it on the random stirredBurger
equation,
seems toreproduce
the results of thereplica
method,
with unbrokenreplica
symmetry,
however we shall see thatreplica
symmetry
is in some senseweakly
broken.4.
VVeakly breaking
of thereplica
symmetry.
The
analysis
of theprevious
section seems to confirm the correctness of the unbrokenreplica
symmetry
approach,
however we shall see in this section that thereplica
symmetry
isweakly
broken.Let us consider the wave function for the n
particle problem
in whichn /m
groups of mparticles
are boundtogether
with the wave function(1.8) (where
here mplays
the roleof n)
for each group ofparticles.
In the infinite volumelimit,
this wave function becomes aneigenvalue
of the Hamiltonian(1.7),
if weneglect
theregion
ofphase
space whereparticles
of the two groups are near each other. In other words we consider the case where the nparticles
formn /m
bound states of mparticles.
The energy for such wave function can be
readily computed
and one finds that the energy perparticle
isgiven (neglecting proportionality factors) by
If we assume that a sensible value of m must
satisfy
theinequalities
the function
En (m )
has a minimum for m = n.In the
strange
situation where n is less than1,
inequalities (4.2)
areusually
substituted in thereplica approach by
When n is
equal
to 0 the maximum ofEn (m )
is located at m = 0 andaccording
to thestandard folklore in the
region n
1 we must maximize the energy(not
minimize!)
in orderto find the
ground
state.The
ground
state seems at m = 0 and thereplica
symmetry
isapparently
notbroken ;
if the minimum ofÈn (m )
is located atm # 0,
ashappens
on theCaley
tree or in thelarge
dimensions limit
[8-11]
thereplica
symmetry
would bedefinitely
broken.However the difference in energy vanishes
quadratically
with m and therefore the solution withreplica
brokensymmetry
isnearly degenerate
with thesymmetric
one. This fact has serious consequences on theoverlap
distribution.If the
overlap
distributionPr ( q )
is asingle
deltafunction,
thereplica
symmetry isusually
considered not to bebroken ;
however it was remarked in reference[12] that,
if we want tostudy
thebreaking
of thereplica
symmetry
in athermodynamic
sense, we must consider the behaviour of the functionZ(e)
forpositive
andnegative
s. If the functionhas a
discontinuity
in the derivative at t =0,
i.e. ifthe
replica
symmetry
is broken.Here the term
proportional
to E inequation (4.4) corresponds
in thereplica
formalism toadding
a new term in thepotential
betweenreplicas belonging
to groups ofn /2
elementseach ;
the Hamiltonian becomeswhere
Hn
isgiven by equation (1.7).
The new term is an attractive
potential
forpositive
e and it isrepulsive
fornégative
e. Wecan now compare,
using
E asperturbation,
the energy of thefully symmetric
solution(ES )
and the energy we havestarting
from the situation in which we have two bound states ofn/2
particles
each(EB),
i.d. m =n/2.
We
readily
findFor small values of n, at fixed
negative
e,EB
is smaller thanES
and the second solutionshould be
preferred.
In the limit where n isgoing
to zerofirst,
we obtain thatand
replica
symmetry
is broken. Thebreaking
isextremely
weak because itdisappears
for finite values of n when E goes to zero first.The reader may be
puzzled by
the fact that the smallest of the twoenergies
(EB
andEM)
istaken,
while 1 have stated before that for n 1 we shouldmaximize,
notminimize the energy. In the same way the choice of
taking m
n wassupposed
not to be allowed in theregion n
1. In thereplica
formalism the difference between minimization andmaximization is rather subtle :
usually [11]
]
the correctapproach
consists inverifying
thestability
of thesolution,
a task whosemeaning
is notperfectly
clear to me in this context and that 1 have notyet
started toanalyze.
However the choices 1 have made seem to me to be themost reasonable ones.
The final
predictions
are related to the behaviour of the solutions of theSchroedinger
equation :
If E is
positive
G should be concentrated in theregion
where thedifference xl -
x2 is notlarge,
In the same way, if the fluctuations in thé total free energy
are
proportional
to Ct2/3
for e >0,
they
sould be reduced to C(t/4 )2/1
for e 0. Thischange
in the behaviour of the fluctuations is related to the presence of
n2/4
in the formula forEB.
The result seems rather reasonable. In the
replica symmetric phase configurations
with twowell
separated nearly equal
peaks
inG (x)
arepossible
with aprobability
which vanishesslowly (as
1 It1/3);
theseconfigurations
become dominant as soon as e isnegative. They
dominate the
large
time behaviour ofG n (x1, x2,
t )
and the simultaneous presence of twopeaks
reduces the fluctuation.The behaviour at E
strictly
zero is noteasily
found.Simple
mindedarguments
maysuggest
that in this case the functionPr(q)
isasymptotically
asingle
delta function( d (q - q M) ),
while extra contributions vanishes(as 8(q)lt1/3),
however one should be very careful indrawing
conclusions in this delicateregion.
A numerical check of the
prediction
of thisweakly
brokenreplica
symmetry
would bewelcome,
especially
if we consider that some of thesteps
done in the derivation are notcrystal
clear.
5. Conclusions and outlook.
We have seen that in the one-dimensional case
replica
symmetry
isnearly
broken,
because thereplica symmetric
solution isdegenerate
with the solution with brokenreplica
symmetry.
The behaviour isquite
similar to the one found for the directedpolymer
on aCaley
tree[8, 11 ],
with the difference that m becomes zero on the
Caley
treeonly
at zerotemperature,
while mis
always
zero in this two dimensional case.The most
interesting
result is thedecoding
of the information contained in thereplica
approach
in the wavefunction,
inparticular
the relation between the form of the wavefunction,
itsexponential
decrease atlarge
distance and theasymptotic
increase(with
the distancex-y)
of theexpectation
value of the ratioGn(X, O)/Gn (y, 0).
We havealready
remarked that this result may be thestarting point
forunderstanding
thesuperuniversality
of some of the criticalexponents.
The extension of thetechniques
used in this paper to thehigher
dimensional case will behopefully
done in the near future.Acknowledgements.
It is a
pleasure
for me to thank M. Mézard andZhang Yicheng
forinteresting
discussions andsuggestions ;
inparticular
1 amgrateful
to M. Mézard forpointing
to me references[6,
7].
1am also
grateful
to B. Derrida for anilluminating
discussion.Appendix
1.In this
appendix
wepresent
an heuristic derivation ofequations (2.22), (2.23),
whichsupplement
the morerigorous study
of references[6,
7].
It is clear that sizable contributions to the
integral (2.21)
will come from thosehas two distant local maxima which do no differ too much as far as the value of
F(x)
is concerned.In order to
simplify
theargument
it is useful to consider at first thefollowing simpler
functionwhere the function ç is defined in the interval 0-X.
1 will argue that the
probability
ofhaving
cp(xM
+y) = Q (xM) - 8
isgiven
forlarge y
andsmall 8 by
The crucial
point
is the presenceof d 2
in theprefactor
of theexponential (the
powery3/2
follows from the normalizationcondition) ;
it can bejustified
as follows.The
starting point
to deriveequation (AI.3)
consists inestimating
theprobability
Pr(
ç , x,ê)
forhaving
apath
ço(x),
which satisfies the initial conditions lp(0) = -
e andço (x) =
ç, such that :Using
the method ofimages
onereadily
findsIn the
large
x limit Prsimplifies
toThe total
probability
forhaving equation (AI.4)
satisfied(independently
of the value of’P ( x»
isgiven (in
thelarge
xlimit) by
Pr(x, e)
factorizes in theproduct
of two terms : a term isproportional
to E, which is theprobability
of notcrossing
theboundary
(’P
=0)
for small x, the other term isproportional
tox1/2
and it is theprobability
for notcrossing
theboundary
in theregion x > e 2
If we have a
configuration
which has a maximum of ç near x = 0 with’PM =
0,
theprobability
ofhaving
’P(xo)
=8,
with 5 = 0( 1 )
and xolarge,
will beproportional
to thenormalized
probability
for thetrajectory
tosatisfy
the condition(AI.4) (i.e.
d /xo1/2 Go( d, xo)
multiplied by
theprobability
that ç remainsnegative
in theregion x just
greater
than Xo(i.e. 5). Putting everything together
andadjusting
the factor x in order to normalizecorrectly
the totalprobability
we findequation (AI.3).
Equation (AI.3) implies
that theexpectation
value ofis
proportional
to1 /y 3/2.
In the
original
case the arguments would runquite
similarly
and the results would bemultiplied by
smooth functions of(X _ Y)3/t2 .
Theprobability
law(2.23)
should be modifiedonly
in the end of the tail where(x -
y)
oct 2/3 .
Thereforet2/3
play
a role of a cutoff in the sameway as
W ; equation
(AI.9)
is thusreplaced by
The reader who
correctly
doubts the soundness of this derivation may be comfortedby
thefact that 1 have tried to check
numerically
if theequations
derived in theappendix
are reasonable. To this end 1 have extracted105
randompath (cp)
of104 steps
and these simulations are in verygood
agreement
withequations (AI.9, AI.10).
The behaviour of the most
likely
value ofi,
if it is defined as exp(
(log A> ),
is morecomplex
and 1 have not been able to reach definiteconclusions ;
it seems to increase liket03B2(t),
wheref3
( t )
is adecreasing
function of the time in the range 0.5-1.0. Theextrapolation
ofthe numerical data at infinite time is
ambiguous
andpreasymptotic
terms must beprésent ;
if we include corrections toscaling
no conclusion can bereached ;
the data are also consistent with thebehaviour : d
= constant -t - ",
with a = 0.15.We could also introduce
Am,
i.e. the value of 2l at which theprobability
distributionP ( 4 )
has amaximum ;
strickly speaking 4M,
not d,
is the mostlikely
value. It turns out that theprobability
distribution of à isquite
flat,
also inlogarithmic
scale, and i
isdefinitely
larger
than4M.
Although
it islikely
thatdM
andJ
asymptotically
coincide,
they
may behavein different way for not too
large
time : indeed in the simulationsàm
behaves asty,
with yweakly dependent
on the time(’Y = 0.2-0.3 ).
In
principle
we couldanalytically
compute theprobability
distribution of(0394) ,
in thesimpler
case where cp is defined in the interval0-X,
by evaluating
theintegrals
For any
given n
it ispossible
to find a closed form for theseintegrals.
However the number of terms in thecomputation
increases with n and 1 have not been able to findenough
compact
formulae to allow theanalytic
continuation in n up to nequal
to 0. It may bepossible
thatusing
anapproach
similar to that of reference[14],
an exactcomputation
may be done.Appendix
II.In this
appendix
we willcompute
the Green functionG (n) (x1,
x2, ..., x n ;t ).
We start
by looking
to asimpler problem,
i.e. thecomputation
of the Green functionG (x ; t )
which is the solution of theequation
The function
G (x ; t)
can be found forpositive x
to beequal
towhere the
integral
over p is done in thecomplex plane
from - oo + iA to + oo + iA where Ais
large enough
in order that thepole
of theintegrand
remains below theintegration path,
(i.e.
A >A).
Fornegative
x, G can be foundby using
the relationG (x ; t )
= G(- x ;
t ).
G is
obviously
a solution ofequation (AII.1)
at x =0,
because it is a linear combination ofD
(x, p ; t ) ;
it satisfies theboundary
condition at t =0,
becausefor x #
0 theintegral
may beshifted up to
ioo.
We checkby
anexplicit computation
thatequation (AII.1)
is satisfied also atx=0.
In the limit where the time goes to
infinity
theintegral
may be deformed on the real axisby
peaking
the contribution of thepole,
which coincide with the bound state contribution.Similar formulae holds for the G
(n)(X1
X2, ..., x n ;t ).
Forexample
in the case n = 3 we can write in theregion
x, x2 x3 :where the
integral
overthe p’s
is donealong
anappropriate path
in thecomplex plane
similarto the
previous
case.Although
it ispossible
with some work to write down thegeneralization
of(AII.4)
togeneric n,
the formulae arequite complex (they
involvemultiple
integrations
over thep’s)
and 1 am not able tocompute
theanalytic
continuation up to n = 0.References
[1]
For an introduction to random directedpolymers
see KARDAR M. and ZHANG Y. C.,Phys.
Rev.Lett. 58
(1987)
2087 ;MCKANE A. J. and MOORE M. A.,
Phys.
Rev. Lett. 60(1988)
527, and references therein.[2]
MEDINA E., HWA T., KARDAR M. and ZHANG Y.-C.,Phys.
Rev. 39A(1989)
3053.[3]
PARISI G., A soluble model for random directedpolymers
in the infinite range limit, Rendicontidell’Accademia Nazionale dei Lincei, to be
published (1990).
[4]
KARDAR M., Nucl.Phys.
B 290(1987)
582.[5]
See forexample
FOSTER D., NELSON D. R. and STEPHEN M. J.,Phys.
Rev. A 16(1977)
732 and references therein.[6]
VILLAIN J., SEMERIA B., LANÇON F. and BILLARD L., J.Phys.
C 16(1983)
2588.[7]
SCHULZ U., VILLAIN J., BREZIN E. and ORLAND H., J. Stat.Phys.
51(1988)
1.[8]
DERRIDA B. and SPOHN H., J. Stat.Phys.
51(1988)
817.[9]
DERRIDA B. and GARDNER E., J.Phys.
C 19(1986)
5787.[10]
COOK J. and DERRIDA B.,Europhys.
Lett. 10(1989)
195 ; J. Stat.Phys.
57(1989)
89 and submittedto J.