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We consider the stochastic heat equation on $\mathbb R^d$ with multiplicative space-time white noise noise smoothed in space. For $d\geq 3$ and small noise intensity, the solution is known to converge to a strictly positive random variable…

Probability · Mathematics 2019-05-16 Francis Comets , Clément Cosco , Chiranjib Mukherjee

The partition function of the directed polymer model on Z^{2+1} undergoes a phase transition in a suitable continuum and weak disorder limit. In this paper, we focus on a window around the critical point. Exploiting local renewal theorems,…

Probability · Mathematics 2019-09-04 Francesco Caravenna , Rongfeng Sun , Nikos Zygouras

We consider the smoothed multiplicative noise stochastic heat equation $$d u_{\eps,t}= \frac 12 \Delta u_{\eps,t} d t+ \beta \eps^{\frac{d-2}{2}}\, \, u_{\eps, t} \, d B_{\eps,t} , \;\;u_{\eps,0}=1,$$ in dimension $d\geq 3$, where…

Probability · Mathematics 2016-01-08 Chiranjib Mukherjee , Alexander Shamov , Ofer Zeitouni

The log-partition function $ \log W_N(\beta)$ of the two-dimensional directed polymer in random environment is known to converge in distribution to a normal distribution when considering temperature in the subcritical regime…

Probability · Mathematics 2025-09-03 Clément Cosco , Anna Donadini

We introduce a random walk in random environment associated to an underlying directed polymer model in $1+1$ dimensions. This walk is the positive temperature counterpart of the competition interface of percolation and arises as the limit…

Probability · Mathematics 2015-10-29 Nicos Georgiou , Firas Rassoul-Agha , Timo Seppäläinen , Atilla Yilmaz

We consider a directed polymer model in dimension $1+1$, where the disorder is given by the occupation field of a Poisson system of independent random walks on $\mathbb Z$. In a suitable continuum and weak disorder limit, we show that the…

Probability · Mathematics 2021-04-20 Hao Shen , Jian Song , Rongfeng Sun , Lihu Xu

The directed polymer model at intermediate disorder regime was introduced by Alberts-Khanin-Quastel~\cite{AKQ12}. It was proved that at inverse temperature $\beta n^{-\gamma}$ with $\gamma=1/4$ the partition function, centered…

Probability · Mathematics 2015-03-04 Partha S. Dey , Nikos Zygouras

For a Brownian directed polymer in a Gaussian random environment, with $q(t,\cdot)$ denoting the quenched endpoint density and \[ Q_n(t,x_1,\ldots,x_n)=\mathbf{E}[q(t,x_1)\ldots q(t,x_n)], \] we derive a hierarchical PDE system satisfied by…

Probability · Mathematics 2021-10-27 Yu Gu , Christopher Henderson

We consider the convergence of partition functions and endpoint density for the half-space directed polymer model in dimension $1+1$ in the intermediate disorder regime as considered for the full space model by Alberts, Khanin and Quastel…

Probability · Mathematics 2022-02-01 Xuan Wu

We consider directed polymers in random environment in the critical dimension $d = 2$, focusing on the intermediate disorder regime when the model undergoes a phase transition. We prove that, at criticality, the diffusively rescaled random…

Probability · Mathematics 2023-03-07 Francesco Caravenna , Rongfeng Sun , Nikos Zygouras

We consider the limit behavior of partition function of directed polymers in random environment represented by linear model instead of a family of i.i.d.variables in $1+1$ dimensions. Under the assumption that the correlation decays…

Probability · Mathematics 2019-12-19 Guanglin Rang

We investigate the asymptotic behaviors of the solution $u(t, \cdot)$ to a stochastic heat equation with a periodic, gradient-type nonlinear term. We extend the central limit theorem for finite-dimensional diffusions to infinite-dimensional…

Probability · Mathematics 2018-09-12 Lu Xu

The critical 2D Stochastic Heat Flow (SHF) is a universal measure-valued process that provides a notion of solution to the ill-defined 2D stochastic heat equation. We investigate the SHF in the large-time and strong-disorder regimes,…

Probability · Mathematics 2026-04-20 Quentin Berger , Francesco Caravenna , Nicola Turchi

In these lecture notes, we review recent progress in the study of the stochastic heat equation and its discrete analogue, the directed polymer model, in spatial dimension 2. It was discovered that a phase transition emerges on an…

Probability · Mathematics 2026-05-27 Francesco Caravenna , Rongfeng Sun , Nikos Zygouras

We consider the stochastic heat equation $\partial_{s}u =\frac{1}{2}\Delta u +(\beta V(s,y)-\lambda)u$, with a smooth space-time stationary Gaussian random field $V(s,y)$, in dimensions $d\geq 3$, with an initial condition…

Probability · Mathematics 2021-10-27 Alexander Dunlap , Yu Gu , Lenya Ryzhik , Ofer Zeitouni

We introduce and analyze a broad class of continuous directed polymers in $\mathbb{R}^d$ driven by Gaussian environments that are white in time and spatially correlated, under Dalang's condition. Using an It\^o-renormalized…

Probability · Mathematics 2026-03-09 Le Chen , Cheng Ouyang , Samy Tindel , Panqiu Xia

We prove a distributional limit theorem conjectured in [Journal of Statistical Physics 174, No. 6, 1372-1403 (2019)] for partition functions defining models of directed polymers on diamond hierarchical graphs with disorder variables placed…

Mathematical Physics · Physics 2020-09-01 Jeremy Clark

On the 1+2 dimensional lattice, we consider a directed polymer in a random Gaussian environment that is independent in time and correlated in space. The spatial correlation is supposed to decay as $(\log |x|)^a /|x|^{2}$, $a>-1$, where the…

Probability · Mathematics 2025-10-02 Clément Cosco , Francesca Cottini , Anna Donadini

Let $W_N(\beta) = \mathrm{E}_0\left[e^{ \sum_{n=1}^N \beta \omega(n,S_n) - N\beta^2/2}\right]$ be the partition function of a two-dimensional directed polymer in a random environment, where $\omega(i,x), i\in \mathbb{N}, x\in \mathbb{Z}^2$…

Probability · Mathematics 2023-05-11 Clément Cosco , Ofer Zeitouni

We show that if the normalized partition function $W^{\beta}_n$ of the directed polymer model on $\mathbb Z^d$ converges to zero, then it does so exponentially fast. This implies that there exists a critical value $\beta_c$ for the inverse…

Probability · Mathematics 2025-11-11 Stefan Junk , Hubert Lacoin
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