Weak noise theory of the O'Connell-Yor polymer as an integrable discretization of the nonlinear Schrödinger equation.

We investigate and solve the weak noise theory for the semidiscrete O'Connell-Yor directed polymer. In the large deviation regime, the most probable evolution of the partition function obeys a classical nonlinear system which is a nonstandard discretization of the nonlinear Schrödinger equation with mixed initial-final conditions. We show that this system is integrable and find its general solution through an inverse scattering method and a non-standard Fredholm determinant framework that we develop. This allows us to obtain the large deviation rate function of the free energy of the polymer model from its conserved quantities and to study its convergence to the large deviations of the Kardar-Parisi-Zhang equation. Our model also degenerates to the classical Toda chain, which further substantiates the applicability of our Fredholm framework.

Probing the large deviations for the beta random walk in random medium.

We consider a discrete-time random walk on a one-dimensional lattice with space- and time-dependent random jump probabilities, known as the beta random walk. We are interested in the probability that, for a given realization of the jump probabilities (a sample), a walker starting at the origin at time t=0 is at position beyond ξsqrt[T/2] at time T. This probability fluctuates from sample to sample and we study the large-deviation rate function, which characterizes the tails of its distribution at large time T≫1. It is argued that, up to a simple rescaling, this rate function is identical to the one recently obtained exactly by two of the authors for the continuum version of the model. That continuum model also appears in the macroscopic fluctuation theory of a class of lattice gases, e.g., in the so-called KMP model of heat transfer. An extensive numerical simulation of the beta random walk, based on an importance sampling algorithm, is found in good agreement with the detailed analytical predictions. A first-order transition in the tilted measure, predicted to occur in the continuum model, is also observed in the numerics.

Dynamics at the edge for independent diffusing particles.

We study the dynamics of the outliers for a large number of independent Brownian particles in one dimension. We derive the multitime joint distribution of the position of the rightmost particle, by two different methods. We obtain the two-time joint distribution of the maximum and second maximum positions, and we study the counting statistics at the edge. Finally, we derive the multitime joint distribution of the running maximum, as well as the joint distribution of the arrival time of the first particle at several space points.

Fluctuations in the active Dyson Brownian motion and the overdamped Calogero-Moser model.

Recently we introduced the active Dyson Brownian motion model (DBM), in which N run-and-tumble particles interact via a logarithmic repulsive potential in the presence of a harmonic well. We found that in a broad range of parameters the density of particles converges at large N to the Wigner semicircle law as in the passive case. In this paper we provide an analytical support for this numerical observation by studying the fluctuations of the positions of the particles in the nonequilibrium stationary state of the active DBM in the regime of weak noise and large persistence time. In this limit we obtain an analytical expression for the covariance between the particle positions for any N from the exact inversion of the Hessian matrix of the system. We show that, when the number of particles is large N≫1, the covariance matrix takes scaling forms that we compute explicitly both in the bulk and at the edge of the support of the semicircle. In the bulk the covariance scales as N^{-1}, while at the edge it scales as N^{-2/3}. Remarkably we find that these results can be transposed directly to an equilibrium model, the overdamped Calogero-Moser model in the low-temperature limit, providing an analytical confirmation of the numerical results obtained by Agarwal et al. [J. Stat. Phys. 176, 1463 (2019)0022-471510.1007/s10955-019-02349-6]. For this model our method also allows us to obtain the equilibrium two-time correlations and their dynamical scaling forms both in the bulk and at the edge. Our predictions at the edge are reminiscent of a recent result in the mathematics literature in Gorin and Kleptsyn [arXiv:2009.02006 (2023)] on the (passive) DBM. That result can be recovered by the present methods and also, as we show, using the stochastic Airy operator. Finally, our analytical predictions are confirmed by precise numerical simulations in a wide range of parameters.

Out-of-equilibrium dynamics of repulsive ranked diffusions: The expanding crystal.

We study the nonequilibrium Langevin dynamics of N particles in one dimension with Coulomb repulsive linear interactions. This is a dynamical version of the so-called jellium model (without confinement) also known as ranked diffusion. Using a mapping to the Lieb-Liniger model of quantum bosons, we obtain an exact formula for the joint distribution of the positions of the N particles at time t, all starting from the origin. A saddle-point analysis shows that the system converges at long time to a linearly expanding crystal. Properly rescaled, this dynamical state resembles the equilibrium crystal in a time-dependent effective quadratic potential. This analogy allows us to study the fluctuations around the perfect crystal, which, to leading order, are Gaussian. There are however deviations from this Gaussian behavior, which embody long-range correlations of purely dynamical origin, characterized by the higher-order cumulants of, e.g., the gaps between the particles, which we calculate exactly. We complement these results using a recent approach by one of us in terms of a noisy Burgers equation. In the large-N limit, the mean density of the gas can be obtained at any time from the solution of a deterministic viscous Burgers equation. This approach provides a quantitative description of the dense regime at shorter times. Our predictions are in good agreement with numerical simulations for finite and large N.

Crossover from the macroscopic fluctuation theory to the Kardar-Parisi-Zhang equation controls the large deviations beyond Einstein's diffusion.

We study the crossover from the macroscopic fluctuation theory (MFT), which describes one-dimensional stochastic diffusive systems at late times, to the weak noise theory (WNT), which describes the Kardar-Parisi-Zhang (KPZ) equation at early times. We focus on the example of the diffusion in a time-dependent random field, observed in an atypical direction which induces an asymmetry. The crossover is described by a nonlinear system which interpolates between the derivative and the standard nonlinear Schrodinger equations in imaginary time. We solve this system using the inverse scattering method for mixed-time boundary conditions introduced by us to solve the WNT. We obtain the rate function which describes the large deviations of the sample-to-sample fluctuations of the cumulative distribution of the tracer position. It exhibits a crossover as the asymmetry is varied, recovering both MFT and KPZ limits. We sketch how it is consistent with extracting the asymptotics of a Fredholm determinant formula, recently derived for sticky Brownian motions. The crossover mechanism studied here should generalize to a larger class of models described by the MFT. Our results apply to study extremal diffusion beyond Einstein's theory.

Exact position distribution of a harmonically confined run-and-tumble particle in two dimensions.

We consider an overdamped run-and-tumble particle in two dimensions, with self-propulsion in an orientation that stochastically rotates by 90^{∘} at a constant rate, clockwise or counterclockwise with equal probabilities. In addition, the particle is confined by an external harmonic potential of stiffness µ, and possibly diffuses. We find the exact time-dependent distribution P(x,y,t) of the particle's position, and in particular, the steady-state distribution P_{st}(x,y) that is reached in the long-time limit. We also find P(x,y,t) for a "free" particle, µ=0. We achieve this by showing that, under a proper change of coordinates, the problem decomposes into two statistically independent one-dimensional problems, whose exact solution has recently been obtained. We then extend these results in several directions, to two such run-and-tumble particles with a harmonic interaction, to analogous systems of dimension three or higher, and by allowing stochastic resetting.

Clusters in an Epidemic Model with Long-Range Dispersal.

In the presence of long-range dispersal, epidemics spread in spatially disconnected regions known as clusters. Here, we characterize exactly their statistical properties in a solvable model, in both the supercritical (outbreak) and critical regimes. We identify two diverging length scales, corresponding to the bulk and the outskirt of the epidemic. We reveal a nontrivial critical exponent that governs the cluster number and the distribution of their sizes and of the distances between them. We also discuss applications to depinning avalanches with long-range elasticity.

Inverse scattering solution of the weak noise theory of the Kardar-Parisi-Zhang equation with flat and Brownian initial conditions.

We present the solution of the weak noise theory (WNT) for the Kardar-Parisi-Zhang equation in one dimension at short time for flat initial condition (IC). The nonlinear hydrodynamic equations of the WNT are solved analytically through a connection to the Zakharov-Shabat (ZS) system using its classical integrability. This approach is based on a recently developed Fredholm determinant framework previously applied to the droplet IC. The flat IC provides the case for a nonvanishing boundary condition of the ZS system and yields a richer solitonic structure comprising the appearance of multiple branches of the Lambert function. As a byproduct, we obtain the explicit solution of the WNT for the Brownian IC, which undergoes a dynamical phase transition. We elucidate its mechanism by showing that the related spontaneous breaking of the spatial symmetry arises from the interplay between two solitons with different rapidities.

Ranked diffusion, delta Bose gas, and Burgers equation.

We study the diffusion of N particles in one dimension interacting via a drift proportional to their rank. In the attractive case (self-gravitating gas) a mapping to the Lieb-Liniger quantum model allows one to obtain stationary time correlations, return probabilities, and the decay rate to the stationary state. The rank field obeys a Burgers equation, which we analyze. It allows one to obtain the stationary density at large N in an external potential V(x) (in the repulsive case). In the attractive case the decay rate to the steady state is found to depend on the initial condition if its spatial decay is slow enough. Coulomb gas methods allow one to study the final equilibrium at large N.

Stationary nonequilibrium bound state of a pair of run and tumble particles.

We study two interacting identical run-and-tumble particles (RTPs) in one dimension. Each particle is driven by a telegraphic noise and, in some cases, also subjected to a thermal white noise with a corresponding diffusion constant D. We are interested in the stationary bound state formed by the two RTPs in the presence of a mutual attractive interaction. The distribution of the relative coordinate y indeed reaches a steady state that we characterize in terms of the solution of a second-order differential equation. We obtain the explicit formula for the stationary probability P(y) of y for two examples of interaction potential V(y). The first one corresponds to V(y)∼|y|. In this case, for D=0 we find that P(y) contains a δ function part at y=0, signaling a strong clustering effect, together with a smooth exponential component. For D>0, the δ function part broadens, leading instead to weak clustering. The second example is the harmonic attraction V(y)∼y^{2} in which case, for D=0, P(y) is supported on a finite interval. We unveil an interesting relation between this two-RTP model with harmonic attraction and a three-state single-RTP model in one dimension, as well as with a four-state single-RTP model in two dimensions. We also provide a general discussion of the stationary bound state, including examples where it is not unique, e.g., when the particles cannot cross due to an additional short-range repulsion.

Kardar-Parisi-Zhang equation in a half space with flat initial condition and the unbinding of a directed polymer from an attractive wall.

We present an exact solution for the height distribution of the KPZ equation at any time t in a half space with flat initial condition. This is equivalent to obtaining the free-energy distribution of a polymer of length t pinned at a wall at a single point. In the large t limit a binding transition takes place upon increasing the attractiveness of the wall. Around the critical point we find the same statistics as in the Baik-Ben-Arous-Péché transition for outlier eigenvalues in random matrix theory. In the bound phase, we obtain the exact measure for the endpoint and the midpoint of the polymer at large time. We also unveil curious identities in distribution between partition functions in half-space and certain partition functions in full space for Brownian-type initial condition.

Inverse Scattering of the Zakharov-Shabat System Solves the Weak Noise Theory of the Kardar-Parisi-Zhang Equation.

We solve the large deviations of the Kardar-Parisi-Zhang (KPZ) equation in one dimension at short time by introducing an approach which combines field theoretical, probabilistic, and integrable techniques. We expand the program of the weak noise theory, which maps the large deviations onto a nonlinear hydrodynamic problem, and unveil its complete solvability through a connection to the integrability of the Zakharov-Shabat system. Exact solutions, depending on the initial condition of the KPZ equation, are obtained using the inverse scattering method and a Fredholm determinant framework recently developed. These results, explicit in the case of the droplet geometry, open the path to obtain the complete large deviations for general initial conditions.

Condensation transition in the late-time position of a run-and-tumble particle.

We study the position distribution P(R[over ⃗],N) of a run-and-tumble particle (RTP) in arbitrary dimension d, after N runs. We assume that the constant speed v>0 of the particle during each running phase is independently drawn from a probability distribution W(v) and that the direction of the particle is chosen isotropically after each tumbling. The position distribution is clearly isotropic, P(R[over ⃗],N)→P(R,N) where R=|R[over ⃗]|. We show that, under certain conditions on d and W(v) and for large N, a condensation transition occurs at some critical value of R=R_{c}∼O(N) located in the large-deviation regime of P(R,N). For RR_{c} is typically dominated by a "condensate," i.e., a large single run that subsumes a finite fraction of the total displacement (supercritical condensed phase). Focusing on the family of speed distributions W(v)=α(1-v/v_{0})^{α-1}/v_{0}, parametrized by α>0, we show that, for large N, P(R,N)∼exp[-Nψ_{d,α}(R/N)], and we compute exactly the rate function ψ_{d,α}(z) for any d and α. We show that the transition manifests itself as a singularity of this rate function at R=R_{c} and that its order depends continuously on d and α. We also compute the distribution of the condensate size for R>R_{c}. Finally, we study the model when the total duration T of the RTP, instead of the total number of runs, is fixed. Our analytical predictions are confirmed by numerical simulations, performed using a constrained Markov chain Monte Carlo technique, with precision ∼10^{-100}.

Thermal Buckling Transition of Crystalline Membranes in a Field.

Two-dimensional crystalline membranes in isotropic embedding space exhibit a flat phase with anomalous elasticity, relevant, e.g., for graphene. Here we study their thermal fluctuations in the absence of exact rotational invariance in the embedding space. An example is provided by a membrane in an orientational field, tuned to a critical buckling point by application of in-plane stresses. Through a detailed analysis, we show that the transition is in a new universality class. The self-consistent screening method predicts a second-order transition, with modified anomalous elasticity exponents at criticality, while the RG suggests a weakly first-order transition.

Tilted elastic lines with columnar and point disorder, non-Hermitian quantum mechanics, and spiked random matrices: Pinning and localization.

We revisit the problem of an elastic line (such as a vortex line in a superconductor) subject to both columnar disorder and point disorder in dimension d=1+1. Upon applying a transverse field, a delocalization transition is expected, beyond which the line is tilted macroscopically. We investigate this transition in the fixed tilt angle ensemble and within a "one-way" model where backward jumps are neglected. From recent results about directed polymers in the mathematics literature, and their connections to random matrix theory, we find that for a single line and a single strong defect this transition in the presence of point disorder coincides with the Baik-Ben Arous-Péché (BBP) transition for the appearance of outliers in the spectrum of a perturbed random matrix in the Gaussian unitary ensemble. This transition is conveniently described in the polymer picture by a variational calculation. In the delocalized phase, the ground state energy exhibits Tracy-Widom fluctuations. In the localized phase we show, using the variational calculation, that the fluctuations of the occupation length along the columnar defect are described by f_{KPZ}, a distribution which appears ubiquitously in the Kardar-Parisi-Zhang universality class. We then consider a smooth density of columnar defect energies. Depending on how this density vanishes at its lower edge we find either (i) a delocalized phase only or (ii) a localized phase with a delocalization transition. We analyze this transition which is an infinite-rank extension of the BBP transition. The fluctuations of the ground state energy of a single elastic line in the localized phase (for fixed columnar defect energies) are described by a Fredholm determinant based on a new kernel, closely related to the kernel describing the largest real eigenvalues of the real Ginibre ensemble. The case of many columns and many nonintersecting lines, relevant for the study of the Bose glass phase, is also analyzed. The ground state energy is obtained using free probability and the Burgers equation. Connections with recent results on the generalized Rosenzweig-Porter model suggest that the localization of many polymers occurs gradually upon increasing their lengths.

Counting statistics for noninteracting fermions in a d-dimensional potential.

We develop a first-principles approach to compute the counting statistics in the ground state of N noninteracting spinless fermions in a general potential in arbitrary dimensions d (central for d>1). In a confining potential, the Fermi gas is supported over a bounded domain. In d=1, for specific potentials, this system is related to standard random matrix ensembles. We study the quantum fluctuations of the number of fermions N_{D} in a domain D of macroscopic size in the bulk of the support. We show that the variance of N_{D} grows as N^{(d-1)/d}(A_{d}logN+B_{d}) for large N, and obtain the explicit dependence of A_{d},B_{d} on the potential and on the size of D (for a spherical domain in d>1). This generalizes the free-fermion results for microscopic domains, given in d=1 by the Dyson-Mehta asymptotics from random matrix theory. This leads us to conjecture similar asymptotics for the entanglement entropy of the subsystem D, in any dimension, supported by exact results for d=1.

Spatial Clustering of Depinning Avalanches in Presence of Long-Range Interactions.

Disordered elastic interfaces display avalanche dynamics at the depinning transition. For short-range interactions, avalanches correspond to compact reorganizations of the interface well described by the depinning theory. For long-range elasticity, an avalanche is a collection of spatially disconnected clusters. In this Letter we determine the scaling properties of the clusters and relate them to the roughness exponent of the interface. The key observation of our analysis is the identification of a Bienaymé-Galton-Watson process describing the statistics of the number of clusters. Our work has concrete importance for experimental applications where the cluster statistics is a key probe of avalanche dynamics.

Universal properties of a run-and-tumble particle in arbitrary dimension.

We consider an active run-and-tumble particle (RTP) in d dimensions, starting from the origin and evolving over a time interval [0,t]. We examine three different models for the dynamics of the RTP: the standard RTP model with instantaneous tumblings, a variant with instantaneous runs and a general model in which both the tumblings and the runs are noninstantaneous. For each of these models, we use the Sparre Andersen theorem for discrete-time random walks to compute exactly the probability that the x component does not change sign up to time t, showing that it does not depend on d. As a consequence of this result, we compute exactly other x-component properties, namely, the distribution of the time of the maximum and the record statistics, showing that they are universal, i.e., they do not depend on d. Moreover, we show that these universal results hold also if the speed v of the particle after each tumbling is random, drawn from a generic probability distribution. Our findings are confirmed by numerical simulations. Some of these results have been announced in a recent Letter [Phys. Rev. Lett. 124, 090603 (2020)10.1103/PhysRevLett.124.090603].

Half-Space Stationary Kardar-Parisi-Zhang Equation.

We study the solution of the Kardar-Parisi-Zhang (KPZ) equation for the stochastic growth of an interface of height h(x, t) on the positive half line, equivalently the free energy of the continuum directed polymer in a half space with a wall at x = 0 . The boundary condition ∂ x h ( x , t ) | x = 0 = A corresponds to an attractive wall for A < 0 , and leads to the binding of the polymer to the wall below the critical value A = - 1 / 2 . Here we choose the initial condition h(x, 0) to be a Brownian motion in x > 0 with drift - ( B + 1 / 2 ) . When A + B → - 1 , the solution is stationary, i.e. h ( · , t ) remains at all times a Brownian motion with the same drift, up to a global height shift h(0, t). We show that the distribution of this height shift is invariant under the exchange of parameters A and B. For any A , B > - 1 / 2 , we provide an exact formula characterizing the distribution of h(0, t) at any time t, using two methods: the replica Bethe ansatz and a discretization called the log-gamma polymer, for which moment formulae were obtained. We analyze its large time asymptotics for various ranges of parameters A, B. In particular, when ( A , B ) → ( - 1 / 2 , - 1 / 2 ) , the critical stationary case, the fluctuations of the interface are governed by a universal distribution akin to the Baik-Rains distribution arising in stationary growth on the full-line. It can be expressed in terms of a simple Fredholm determinant, or equivalently in terms of the Painlevé II transcendent. This provides an analog for the KPZ equation, of some of the results recently obtained by Betea-Ferrari-Occelli in the context of stationary half-space last-passage-percolation. From universality, we expect that limiting distributions found in both models can be shown to coincide.