Universality class of fluctuating pulled fronts

It has recently been proposed that fluctuating "pulled" fronts propagating into an unstable state should not be in the standard Kardar-Parisi-Zhang (KPZ) universality class for rough interface growth. We introduce an effective field equation for this class of problems, and show on the basis of it that noisy pulled fronts in d+1 bulk dimensions should be in the universality class of the ((d+1)+1)D KPZ equation rather than of the (d+1)D KPZ equation. Our scenario ties together a number of heretofore unexplained observations in the literature, and is supported by previous numerical results.     

Spatially hybrid computations for streamer discharges with generic features of pulled fronts: I. Planar fronts

Streamers are the first stage of sparks and lightning; they grow due to a strongly enhanced electric field at their tips; this field is created by a thin curved space charge layer. These multiple scales are already challenging when the electrons are approximated by densities. However, electron density fluctuations in the leading edge of the front and non-thermal stretched tails of the electron energy distribution (as a cause of X-ray emissions) require a particle model to follow the electron motion. But present computers cannot deal with all electrons in a fully developed streamer. Therefore, super-particle have to be introduced, which leads to wrong statistics and numerical artifacts.The method of choice is a hybrid computation in space where individual electrons are followed in the region of high electric field and low density while the bulk of the electrons is approximated by densities (or fluids). We here develop the hybrid coupling for planar fronts. First, to obtain a consistent flux at the interface between particle and fluid model in the hybrid computation, the widely used classical fluid model is replaced by an extended fluid model. Then the coupling algorithm and the numerical implementation of the spatially hybrid model are presented in detail, in particular, the position of the model interface and the construction of the buffer region. The method carries generic features of pulled fronts that can be applied to similar problems like large deviations in the leading edge of population fronts, etc.     

Upper and lower bounds for the speed of pulled fronts with a cut-off

We establish rigorous upper and lower bounds for the speed of pulled fronts with a cut-off. For all reaction terms of KPP type a simple analytic upper bound is given. The lower bounds however depend on details of the reaction term. For a small cut-off parameter the two leading order terms in the asymptotic expansion of the upper and lower bounds coincide and correspond to the Brunet-Derrida formula. For large cut-off parameters the bounds do not coincide and permit a simple estimation of the speed of the front.     

Fluctuation and relaxation of macrovariables

Assuming that a macrovariable follows a Markovian process, the extensive property of its probability distribution is proved to propagate. This is a generalization of the Gaussian properties of the equilibrium distribution to nonequilibrium nonstationary processes. It is basically a WKB-like asymptotic evaluation in the inverse of the size of the macrosystem. Evolution of the variable along the most probable path and fluctuation properties around the path are considered from a general point of view with an emphasis on the relation of nonlinearity of evolution and the associated fluctuation. Anomalous behavior of the fluctuation is discussed in connection with unstable, critical, or marginal states. A general treatment is given for the asymptotic properties of relaxation eigenmodes.     

Subordination scenario of the Cole-Davidson relaxation

The non-exponential relaxation is shown to result from the temporal subordination of an initial, exponentially decaying state by inverse tempered α-stable processes. In contrast to the ordinary α-stable processes the tempered α-stable ones are characterized by the finiteness of their moments. This approach establishes a direct link between the Cole-Cole and the Cole-Davidson relaxation laws.     

Marginal scaling scenario and analytic results for a glassy compaction model

A diffusion-deposition model for glassy dynamics in compacting granular systems is treated by time scaling and by a method that provides the exact asymptotic (long-time) behavior. The results include Vogel-Fulcher dependence of rates on density, inverse logarithmic time decay of densities, exponential distribution of decay times, and broadening of noise spectrum. These are all in broad agreement with experiments. The main characteristics result from a marginal rescaling in time of the control parameter (density); this is argued to be generic for glassy systems.     

Fluctuation scaling in complex systems: Taylor's law and beyond1

Complex systems consist of many interacting elements which participate in some dynamical process. The activity of various elements is often different and the fluctuation in the activity of an element grows monotonically with the average activity. This relationship is often of the form ‘fluctuations ≈ constant × average^α’, where the exponent α is predominantly in the range [1/2, 1]. This power law has been observed in a very wide range of disciplines, ranging from population dynamics through the Internet to the stock market and it is often treated under the names Taylor's law or fluctuation scaling. This review attempts to show how general the above scaling relationship is by surveying the literature, as well as by reporting some new empirical data and model calculations. We also show some basic principles that can underlie the generality of the phenomenon. This is followed by a mean-field framework based on sums of random variables. In this context the emergence of fluctuation scaling is equivalent to some corresponding limit theorems. In certain physical systems fluctuation scaling can be related to finite size scaling.     

Exponential stability of large-amplitude traveling fronts for quasi-linear relaxation systems with diffusion

This paper is concerned with the stability of traveling front solutions for 2×2 quasi-linear relaxation systems with small diffusion rate. By applying geometric singular perturbation method, special Evans function estimates, detailed spectral analysis and C₀ semigroup theories, we prove that all the non-degenerate waves for semi-linear relaxation systems are locally exponentially stable in some exponentially weighted spaces. We also obtain the linear exponential stability of the non-degenerate waves for quasi-linear relaxation systems, where the wave strengths can be large.     

Dynamical scaling and kinetic roughening of single valued fronts propagating in fractal media

We consider the dynamical scaling and kinetic roughening of single-valued interfaces propagating in 2D fractal media. Assuming that the nearest-neighbor height difference distribution function of the fronts obeys Lévy statistics with a well-defined algebraic decay exponent, we consider the generalized scaling forms and derive analytic expressions for the local scaling exponents. We show that the kinetic roughening of the interfaces displays intrinsic anomalous scaling and multiscaling in the relevant correlation functions. We test the predictions of the scaling theory with a variety of well-known models which produce fractal growth structures. Results are in excellent agreement with theory. For some models, we find interesting crossover behavior related to large-scale structural instabilities of the growing aggregates. Received 22 May 2002 Published online 19 November 2002     

Dynamical properties of a dissipative discontinuous map: A scaling investigation

The effects of dissipation on the scaling properties of nonlinear discontinuous maps are investigated by analyzing the behavior of the average squared action 〈I²〉$〈I^2〉$ as a function of the n-th iteration of the map as well as the parameters K and γ  , controlling nonlinearity and dissipation, respectively. We concentrate our efforts to study the case where the nonlinearity is large; i.e., K?1$K?1$. In this regime and for large initial action _I0?K$I_0?K$, we prove that dissipation produces an exponential decay for the average action 〈I〉$〈I〉$. Also, for _I0≅0$I_0\cong 0$, we describe the behavior of 〈I²〉$〈I^2〉$ using a scaling function and analytically obtain critical exponents which are used to overlap different curves of 〈I²〉$〈I^2〉$ onto a universal plot. We complete our study with the analysis of the scaling properties of the deviation around the average action ω.     

Fluctuation scaling of quotation activities in the foreign exchange market

We study the scaling behavior of quotation activities for various currency pairs in the foreign exchange market. The components’ centrality is estimated from multiple time series and visualized as a currency pair network. The power-law relationship between a mean of quotation activity and its standard deviation for each currency pair is found. The scaling exponent α and the ratio between common and specific fluctuations η increase with the length of the observation time window . The result means that although for , the market dynamics are governed by specific processes, and at a longer time scale the common information flow becomes more important. We point out that quotation activities are not independently Poissonian for , and temporally or mutually correlated activities of quotations can happen even at this time scale. A stochastic model for the foreign exchange market based on a bipartite graph representation is proposed.     

Diffusion fronts and gradient percolation: A survey

Twenty years ago, Bernard Sapoval suggested that the solders obtained by inter-diffusion of two metals, could have a fractal structure. He, then, initiated simulation calculations based on a lattice gas model, describing the diffusion of non-interacting particles on a square lattice. These ideas are nowadays a mainstream field of research, developing in various domains including topics as different as fractal etching, imbibition experiments, fractal structures of polymer interfaces, image treatment, fracture surfaces, urban growth, predatory–prey interaction, etc.     

A scenario for SUSY QCD

The following scenario is proposed for supersymmetric QCD: With massless (s) quarks, there is a continuum of vacua, including one with all global symmetries unbroken; with (s) quarks of mass m, there is a unique vacuum, no Goldstone bosons, but a rich spectrum of scalars and fermions of mass O(m). Consistency with various non-perturbative requirements is exhibited.     

Fluctuation,relaxation, and extensivity of macrovariables in nonequilibrium systems

The extensive property of a macrovariable is proved for a quantal system whose Hamiltonian depends on time and for a stochastic system whose temporal evolution operator depends on time. These generalized situations are concerned with bulk-contact open systems. The extensive property, fluctuation, and nonlinear relaxation are investigated explicitly by calculating rigorously generating functions in exactly soluble models such as the linear stochastic model and linearXY model. The relation between the nonlinear critical slowing down and linear critical slowing down is also discussed.     

New universal short-time scaling behaviour of critical relaxation processes

We study the critical relaxation properties of Model A (purely dissipative relaxation) starting from a macroscopically prepared initial state characterised by non-equilibrium values for order parameter and correlations. Using a renormalisation group approach we observe that even (macroscopically)early stages of the relaxation process display universal behaviour governed by a new, independent initial slip exponent. For large times, the system crosses over to the well-known long-time relaxation behaviour.The new exponent is calculated toO(²) in =4–d, whered is the spatial dimension of the system. The initial slip scaling form of general correlation and response functions as well as the order parameter is derived, exploiting a short-time operator expansion. The leading scaling behaviour is determined by initial states with sharp values of the order parameter. Non-vanishing correlations generate corrections to scaling.     

Temperature and pressure scaling of the alpha relaxation process in fragile glass formers: A dynamic light scattering study

We have experimentally observed the eigenmode splitting due to coupling of the evanescent defect modes in three-dimensional photonic crystals. The splitting was well explained with a theory based on the classical wave analog of the tight-binding (TB) formalism in solid state physics. The experimental results were used to extract the TB parameters. A new type of waveguiding in a photonic crystal was demonstrated experimentally. A complete transmission was achieved throughout the entire waveguiding band. We have also obtained the dispersion relation for the waveguiding band of the coupled periodic defects from the transmission-phase measurements and from the TB calculations.     

Speeding-up and scaling of domain-wall relaxation nearT c of a uniaxial ferromagnet

The dynamic susceptibility () measured between 10 Hz and 10 MHz on different GdCl₃-ellipsoids (T _c=2.21 K) reveals a completely reversible motion of the domain walls. Taking into account the contribution of the fast adiabatic intradomain magnetization to the nearly Debye-shaped (), we determine for the first time the kinetic Onsager coefficientL _d of the domain wall relaxation of a ferromagnet. Approaching the CurietemperatureL _d speeds up critically, which by a novel simple relaxational model can be related to the increasing width (=correlation length) of linear Bulaevskii-Ginzburg domain-walls and to the shrinking domain period. The reduction ofL _d by an external field can be represented by a universal scaling function, and within the same dynamical model, this effect is ascribed to the increase of the domain period, predicted for a bubble phase. However, the effect of sample size onL _d is much smaller than expected.     

A Monte Carlo scheme for tracking filling fronts

A Monte Carlo (MC) scheme for tracking filling fronts is developed. The test problem of tracking fluid injected into a thin mold is considered. The MC scheme iteratively redistributes the volume entering the mold among the cells of a spatial discretization. The transition probabilities used in the MC scheme, which determine how the fluid volume is redistributed, are derived from a discrete representation of the governing steady-state pressure equation. Analysis shows that the MC steps are equivalent to an iterative solution of the discrete equations. Further, it is shown that the MC scheme can be reconfigured into the form of a standard Lattice Boltzmann Method (LBM). Results show that the proposed MC scheme is accurate, does not require an explicit field calculation of the fluid pressure field, and, when compared with existing numerical filling algorithms, exhibits computation times over 1000 times faster.