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.

[1]  J. Quastel,et al.  Exact Formulas for Random Growth with Half-Flat Initial Data , 2014, 1407.8484.

[2]  J. Quastel,et al.  Crossover distributions at the edge of the rarefaction fan , 2010, 1006.1338.

[3]  Fisher,et al.  Directed paths in a random potential. , 1991, Physical review. B, Condensed matter.

[4]  Eric M. Rains,et al.  Symmetrized Random Permutations , 1999 .

[5]  É. Brézin,et al.  Thermal fluctuations in some random field models , 1988 .

[6]  A. Borodin,et al.  Stochastic six-vertex model in a half-quadrant and half-line open asymmetric simple exclusion process , 2018, Duke Mathematical Journal.

[7]  A. Borodin,et al.  Macdonald processes , 2011, Probability Theory and Related Fields.

[8]  A. Borodin,et al.  Stochastic six-vertex model in a half-quadrant and half-line open ASEP , 2017, 1704.04309.

[9]  S. Péché,et al.  Limit Processes for TASEP with Shocks and Rarefaction Fans , 2010, 1002.3476.

[10]  Kardar Depinning by quenched randomness. , 1985, Physical review letters.

[11]  Zhang,et al.  Scaling of directed polymers in random media. , 1987, Physical review letters.

[12]  Zhang,et al.  Dynamic scaling of growing interfaces. , 1986, Physical review letters.

[13]  Alexei Borodin,et al.  Free Energy Fluctuations for Directed Polymers in Random Media in 1 + 1 Dimension , 2012, 1204.1024.

[14]  K. Khanin,et al.  Intermediate disorder regime for directed polymers in dimension 1+1. , 2010, Physical review letters.

[15]  K. Takeuchi,et al.  Evidence for Geometry-Dependent Universal Fluctuations of the Kardar-Parisi-Zhang Interfaces in Liquid-Crystal Turbulence , 2012, 1203.2530.

[16]  Evgeni Dimitrov,et al.  Fluctuations of the log-gamma polymer free energy with general parameters and slopes , 2020, Probability Theory and Related Fields.

[17]  Thomas Gueudré,et al.  Directed polymer near a hard wall and KPZ equation in the half-space , 2012, 1208.5669.

[18]  S. Péché,et al.  Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices , 2004, math/0403022.

[19]  A. Borodin,et al.  Directed random polymers via nested contour integrals , 2015, 1511.07324.

[20]  Yicheng Zhang,et al.  Kinetic roughening phenomena, stochastic growth, directed polymers and all that. Aspects of multidisciplinary statistical mechanics , 1995 .

[21]  M. Nica Intermediate disorder limits for multi-layer semi-discrete directed polymers , 2016, 1609.00298.

[22]  Hawoong Jeong,et al.  Effects of a local defect on one-dimensional nonlinear surface growth. , 2016, Physical review. E.

[23]  Effective theory for midgap states in doped spin-ladder and spin-Peierls systems: Liouville quantum mechanics , 1997, cond-mat/9704115.

[24]  Neil O'Connell,et al.  Tilted elastic lines with columnar and point disorder, non-Hermitian quantum mechanics, and spiked random matrices: Pinning and localization. , 2020, Physical Review E.

[25]  P. Le Doussal,et al.  Delta-Bose gas on a half-line and the Kardar–Parisi–Zhang equation: boundary bound states and unbinding transitions , 2020, Journal of Statistical Mechanics: Theory and Experiment.

[26]  P. Calabrese,et al.  Exact solution for the Kardar-Parisi-Zhang equation with flat initial conditions. , 2011, Physical review letters.

[27]  Alberto Rosso,et al.  Free-energy distribution of the directed polymer at high temperature , 2010, 1002.4560.

[28]  S. Edwards,et al.  The surface statistics of a granular aggregate , 1982, Proceedings of the Royal Society of London. A. Mathematical and Physical Sciences.

[29]  Fluctuations of the one-dimensional polynuclear growth model with external sources , 2004, math-ph/0406001.

[30]  T. Sasamoto,et al.  Exact solution for the stationary Kardar-Parisi-Zhang equation. , 2011, Physical review letters.

[31]  J. Baik,et al.  The asymptotics of monotone subsequences of involutions , 1999, math/9905084.

[32]  Ivan Corwin,et al.  Tropical Combinatorics and Whittaker functions , 2011, 1110.3489.

[33]  Low-temperature properties of some disordered systems from the statistical properties of nearly degenerate two-level excitations , 2004, cond-mat/0407289.

[34]  Eric M. Rains,et al.  Algebraic aspects of increasing subsequences , 1999 .

[35]  C. Monthus On the localization of random heteropolymers at the interface between two selective solvents , 1999, The European Physical Journal B.

[36]  D. Dufresne The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding , 1990 .

[37]  Eunghyun Lee Distribution of a Particle’s Position in the ASEP with the Alternating Initial Condition , 2010, 1004.1470.

[38]  G. Andrews,et al.  Special Functions: The Hypergeometric Functions , 1999 .

[39]  Thermal Equilibrium with the Wiener Potential: Testing the Replica Variational Approximation , 1995, cond-mat/9507099.

[40]  T. Sasamoto,et al.  Stationary Correlations for the 1D KPZ Equation , 2012, Journal of Statistical Physics.

[41]  Krug,et al.  Disorder-induced unbinding in confined geometries. , 1994, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[42]  K. Takeuchi,et al.  When fast and slow interfaces grow together: Connection to the half-space problem of the Kardar-Parisi-Zhang class. , 2018, Physical review. E.

[43]  A. Comtet,et al.  On the flux distribution in a one dimensional disordered system , 1994 .

[44]  V. Sidoravicius,et al.  Last Passage Percolation with a Defect Line and the Solution of the Slow Bond Problem , 2014, 1408.3464.

[45]  J. Bouchaud,et al.  Optimal time to sell a stock in the Black–Scholes model: comment on ‘Thou shalt buy and hold’, by A. Shiryaev, Z. Xu and X.Y. Zhou , 2008 .

[46]  A. Borodin,et al.  Height Fluctuations for the Stationary KPZ Equation , 2014, 1407.6977.

[47]  B. Derrida,et al.  Exact solution of a 1d asymmetric exclusion model using a matrix formulation , 1993 .

[48]  Tang,et al.  Directed polymer localization in a disordered medium. , 1993, Physical review letters.

[49]  K. Takeuchi An appetizer to modern developments on the Kardar–Parisi–Zhang universality class , 2017, Physica A: Statistical Mechanics and its Applications.

[50]  Shalin Parekh Positive random walks and an identity for half-space SPDEs , 2019, Electronic Journal of Probability.

[51]  Painlevé formulas of the limiting distributions for nonnull complex sample covariance matrices , 2005, math/0504606.

[53]  F. Toninelli Localization Transition in Disordered Pinning Models , 2009 .

[54]  A. Borodin,et al.  Log-Gamma Polymer Free Energy Fluctuations via a Fredholm Determinant Identity , 2012, 1206.4573.

[55]  S. Herminghaus,et al.  Wetting: Statics and dynamics , 1997 .

[56]  H. Spohn,et al.  Exact height distributions for the KPZ equation with narrow wedge initial condition , 2010, 1002.1879.

[57]  Guillaume Barraquand A phase transition for q-TASEP with a few slower particles , 2014, 1404.7409.

[58]  P. Calabrese,et al.  The KPZ equation with flat initial condition and the directed polymer with one free end , 2012, 1204.2607.

[59]  Timo Seppalainen,et al.  Scaling for a one-dimensional directed polymer with boundary conditions , 2009, 0911.2446.

[60]  Ivan Corwin,et al.  Stationary measure for the open KPZ equation , 2021 .

[61]  A. Comtet,et al.  Classical diffusion of a particle in a one-dimensional random force field , 1990 .

[62]  A. Borodin,et al.  HALF-SPACE MACDONALD PROCESSES , 2018, Forum of Mathematics, Pi.

[63]  M. Yor,et al.  Exponential functionals of Brownian motion and disordered systems , 1996, Journal of Applied Probability.

[64]  Alexandre Krajenbrink,et al.  Delta-Bose gas on a half-line and the KPZ equation: boundary bound states and unbinding transitions , 2019, 1911.06133.

[65]  Aging and diffusion in low dimensional environments , 1997, cond-mat/9705249.

[66]  One-dimensional disordered supersymmetric quantum mechanics: A brief survey , 1997, cond-mat/9707313.

[67]  T. Sasamoto,et al.  Replica approach to the KPZ equation with the half Brownian motion initial condition , 2011, 1105.4659.

[68]  S. Majumdar,et al.  Large deviations for the height in 1D Kardar-Parisi-Zhang growth at late times , 2016, 1601.05957.

[69]  L. Shepp The joint density of the maximum and its location for a Wiener process with drift , 1979, Journal of Applied Probability.

[70]  J. Quastel,et al.  Probability distribution of the free energy of the continuum directed random polymer in 1 + 1 dimensions , 2010, 1003.0443.

[71]  J. Baik,et al.  Pfaffian Schur processes and last passage percolation in a half-quadrant , 2016, The Annals of Probability.

[72]  THE KARDAR-PARISI-ZHANG,et al.  The Kardar-Parisi-Zhang Equation and Universality Class , 2011 .

[73]  T. Liggett Ergodic theorems for the asymmetric simple exclusion process , 1975 .

[74]  Alexandre Krajenbrink,et al.  Replica Bethe Ansatz solution to the Kardar-Parisi-Zhang equation on the half-line , 2019, SciPost Physics.

[75]  J. Quastel,et al.  The One-Dimensional KPZ Equation and Its Universality Class , 2015, 1503.06185.

[76]  A. Borodin,et al.  Observables of Macdonald processes , 2013, 1306.0659.

[77]  D. Abraham Solvable Model with a Roughening Transition for a Planar Ising Ferromagnet , 1980 .

[78]  V. Dotsenko Replica Bethe ansatz derivation of the Tracy–Widom distribution of the free energy fluctuations in one-dimensional directed polymers , 2010, 1004.4455.