Dynamic renormalization-group analysis of the d+1 dimensional Kuramoto-Sivashinsky equation with both conservative and nonconservative noises

The long-wavelength properties of the (d + 1)-dimensional Kuramoto-Sivashinsky (KS) equation with both conservative and nonconservative noises are investigated by use of the dynamic renormalization-group (DRG) theory. The dynamic exponent z and roughness exponent α are calculated for substrate dimensions d = 1 and d = 2, respectively. In the case of d = 1, we arrive at the critical exponents z = 1.5 and α = 0.5 , which are consistent with the results obtained by Ueno et al. in the discussion of the same noisy KS equation in 1+1 dimensions [Phys. Rev. E 71, 046138 (2005)] and are believed to be identical with the dynamic scaling of the Kardar-Parisi-Zhang (KPZ) in 1+1 dimensions. In the case of d = 2, we find a fixed point with the dynamic exponents z = 2.866 and α = -0.866 , which show that, as in the 1 + 1 dimensions situation, the existence of the conservative noise in 2 + 1 or higher dimensional KS equation can also lead to new fixed points with different dynamic scaling exponents. In addition, since a higher order approximation is adopted, our calculations in this paper have improved the results obtained previously by Cuerno and Lauritsen [Phys. Rev. E 52, 4853 (1995)] in the DRG analysis of the noisy KS equation, where the conservative noise is not taken into account.     

含关联噪声的空间分数阶随机生长方程的动力学标度行为研究

为探讨含关联噪声的空间分数阶随机生长方程的动力学标度行为,本文利用Riesz分数阶导数和Grümwald-Letnikov分数阶导数定义方法研究了关联噪声驱动下的空间分数阶Edwards-Wilkinson (SFEW)方程在1+1维情况下的数值解,得到了不同噪声关联因子和分数阶数时的生长指数、粗糙度指数、动力学指数等,所求出的临界指数均与标度分析方法的结果相符合.研究表明噪声关联因子和分数阶数均影响到SFEW方程的动力学标度行为,且表现为连续变化的普适类.     

非局域Lai-Das Sarma-Villain方程动力学标度性质的研究

使用动力学重整化群和直接标度分析的方法研究了非局域Lai-Das Sarma-Villain方程的动力学标度性质.动力学重整化群分析表明非局域非线性项的存在能够导致新的固定点和连续变化的动力学标度指数的产生.使用直接标度分析方法则分别得到了在弱耦合和强耦合区内的标度指数值.在弱耦合区域内得到的标度指数与动力学重整化方法得到的标度指数值能很好地吻合. 关键词： 表面生长 动力学重整化群分析 标度分析     

含时空关联噪声生长方程的标度奇异性分析

基于动力学重整化群理论研究表面界面生长动力学标度奇异性问题, 得到含时空关联噪声的表面生长方程标度奇异指数的一般结果,并将此方法应用于几种典型的局域生长方程——Kardar-Parisi-Zhang（KPZ）方程、线性生长方程、Lai-Das Sarma-Villain（LDV）方程.结果表明,在长波长极限下局域生长方程的动力学标度奇异性与最相关项、基底维数以及噪声有关,并且若出现标度奇异性,只会是超粗化（super rough）奇异标度行为,而不是内禀（intrinsically）奇异标度行为. 关键词： 标度奇异性 动力学重整化群理论 时空关联噪声     

Anomalous scaling in epitaxial growth on vicinal surfaces: meandering and mounding instabilities in a linear growth equation with spatiotemporally correlated noise

We have undertaken an extensive analytical and kinetic Monte Carlo study of the (2+1) dimensional discrete growth model on a vicinal surface. A non-local, phenomenological continuum equation describing surface growth in unstable systems with anomalous scaling is presented. The roughness produced by unstable growth is first studied considering various effects in surface diffusion processes (corresponding to temperature, flux, diffusion anisotropy). We found that the thermally activated roughness is well-described by a generalized Lai–Das Sarma–Villain model with non linear growth continuum equation and uncorrelated noise. The corresponding critical exponents are computed analytically for the first time and show a continuous variation in agreement with simulation results of a solid-on-solid model. However, the roughness related to the meandering instability is found, unexpectedly, to be well described by a linear continuum equation with spatiotemporally correlated noise.     

Exact results for the Kardar-Parisi-Zhang equation with spatially correlated noise

We investigate the Kardar-Parisi-Zhang (KPZ) equation in d spatial dimensions with Gaussian spatially long-range correlated noise -- characterized by its second moment -- by means of dynamic field theory and the renormalization group. Using a stochastic Cole-Hopf transformation we derive exact exponents and scaling functions for the roughening transition and the smooth phase above the lower critical dimension . Below the lower critical dimension, there is a line marking the stability boundary between the short-range and long-range noise fixed points. For , the general structure of the renormalization-group equations fixes the values of the dynamic and roughness exponents exactly, whereas above , one has to rely on some perturbational techniques. We discuss the location of this stability boundary in light of the exact results derived in this paper, and from results known in the literature. In particular, we conjecture that there might be two qualitatively different strong-coupling phases above and below the lower critical dimension, respectively. Received 5 August 1998     

Noise induced state transitions, intermittency, and universality in the noisy Kuramoto-Sivashinksy equation

Consider the effect of pure additive noise on the long-time dynamics of the noisy Kuramoto-Sivashinsky (KS) equation close to the instability onset. When the noise acts only on the first stable mode (highly degenerate), the KS solution undergoes several state transitions, including critical on-off intermittency and stabilized states, as the noise strength increases. Similar results are obtained with the Burgers equation. Such noise-induced transitions are completely characterized through critical exponents, obtaining the same universality class for both equations, and rigorously explained using multiscale techniques.     

A fluctuating lattice Boltzmann scheme for the one-dimensional KPZ equation

Based on the well-known mapping between the Burgers equation with noise and the Kardar–Parisi–Zhang (KPZ) equation for fluctuating interfaces, we develop a fluctuating lattice Boltzmann (LB) scheme for growth phenomena, as described by the KPZ formalism. A very simple LB-KPZ scheme is demonstrated in 1+1 spacetime dimensions, and is shown to reproduce the scaling exponents characterizing the growth of one-dimensional fluctuating interfaces.     

Critical behavior studies in Ti-substituted lanthanum bismuth perovskite manganites

Perovskite manganite La_0.4Bi_0.6Mn_1−xTi_xO₃ (x = 0.05 and 0.1) synthesized using conventional solid state route method give rise to critical phenomenon in their magnetic interactions due to the substitution of non magnetic Ti ions. The critical behavior is observed near paramagnetic–ferromagnetic transition and is studied by magnetization measurements. Various techniques like Modified Arrott plot, Kouvel–Fisher method, scaling equation of state analysis and the critical magnetization isotherm were used to analyze the magnetization data on magnetic phase transition. The values of critical exponents β and γ obtained using different techniques are in good agreement. The obtained critical exponents are found to follow scaling equation with the magnetization data scaled into two different curves below and above the transition temperature, T_C. This confirms that the critical exponents and T_C are reasonably accurate. The obtained critical exponents for both the samples deviates from mean-field model and do not completely follow the static long range ferromagnetic ordering. This behavior is consistent with non magnetic nature of Ti substituted at Mn site and can be associated with Griffiths phase like phenomenon.     

Depinning transition of the quenched Mullins-Herring equation: A short-time dynamic method

The depinning phase transition of the Mullins-Herring equation with an external driving force and quenched random noise is studied in a short-time dynamic scaling scheme. Besides the critical driving force, all the critical exponents can be accessed, agreeing well with those in long-time steady-state simulations. The finite size effects on the critical exponents are also discussed. It is found that reasonable results can be achieved with a relatively small system, which highlights the advantage of the present approach.     

Velocity-dependent Lyapunov exponents as a measure of chaos for open-flow systems

Many flows in nature are “open flows” (e.g. pipe flow). We study two open-flow systems driven by low-level external noise: the time-dependent generalized Ginzburg-Landau equation and a system of coupled logistic maps. We find that a flow which gives every appearance of being chaotic may nonetheless have no positive Lyapunov exponents. By generalizing the notions of convective instability and Lyapunov exponents we define a measure of chaos for these flows.     

Recent results on multiplicative noise

Recent developments in the analysis of Langevin equations with multiplicative noise (MN) are reported. In particular, we (i) present numerical simulations in three dimensions showing that the MN equation exhibits, like the Kardar-Parisi-Zhang (KPZ) equation, both a weak coupling fixed point and a strong coupling phase, supporting the proposed relation between MN and KPZ; (ii) present a dimensional and mean-field analysis of the MN equation to compute critical exponents; (iii) show that the phenomenon of the noise-induced ordering transition associated with the MN equation appears only in the Stratonovich representation and not in the Ito one; and (iv) report the presence of a first-order-like phase transition at zero spatial coupling, supporting the fact that this is the minimum model for noise-induced ordering transitions.     

Hurst exponents for interacting random walkers obeying nonlinear Fokker-Planck equations

Anomalous diffusion of random walks has been extensively studied for the case of non-interacting particles. Here we study the evolution of nonlinear partial differential equations by interpreting them as Fokker-Planck equations arising from interactions among random walkers. We extend the formalism of generalized Hurst exponents to the study of nonlinear evolution equations and apply it to several illustrative examples. They include an analytically solvable case of a nonlinear diffusion constant and three nonlinear equations which are not analytically solvable: the usual Fisher equation which contains a quadratic nonlinearity, a generalization of the Fisher equation with density-dependent diffusion constant, and the Nagumo equation which incorporates a cubic rather than a quadratic nonlinearity. We estimate the generalized Hurst exponents.     

Investigating the nonequilibrium aspects of long-range Potts model: Refinement of critical temperatures and raw exponents

In this work, we analyze the q-state Potts model with long-range interactions through nonequilibrium scaling relations commonly used when studying short-range systems. We determine the critical temperature via an optimization method for short-time Monte Carlo simulations. The study takes into consideration two different boundary conditions and three different values of range parameters of the couplings. We also present estimates of some critical exponents, named as raw exponents for systems with long-range interactions, which confirm the non-universal character of the model. Finally, we provide some preliminary results addressing the relations between the raw exponents and the exponents obtained for systems with short-range interactions. The results assert that the methods employed in this work are suitable to study the considered model and can easily be adapted to other systems with long-range interactions.     

Scaling of a Slope: The Erosion of Tilted Landscapes

We formulate a stochastic equation to model the erosion of a surface with fixed inclination. Because the inclination imposes a preferred direction for material transport, the problem is intrinsically anisotropic. At zeroth order, the anisotropy manifests itself in a linear equation that predicts that the prefactor of the surface height–height correlations depends on direction. The first higher order nonlinear contribution from the anisotropy is studied by applying the dynamic renormalization group. Assuming an inhomogeneous distribution of soil substrate that is modeled by a source of static noise, we estimate the scaling exponents at first order in an ε-expansion. These exponents also depend on direction. We compare these predictions with empirical measurements made from real landscapes and find good agreement. We propose that our anisotropic theory applies principally to small scales and that a previously proposed isotropic theory applies principally to larger scales. Lastly, by considering our model as a transport equation for a driven diffusive system, we construct scaling arguments for the size distribution of erosion “events” or “avalanches.” We derive a relationship between the exponents characterizing the surface anisotropy and the avalanche size distribution, and indicate how this result may be used to interpret previous findings of power-law size distributions in real submarine avalanches.     

Dynamics of a domain wall in soft-magnetic materials: barkhausen effect and relation with sandpile models

The CZDE model [P. Cizeau, S Zapperi, G. Durin, and H. E. Stanley, Phys. Rev. Lett. 79, 4669 (1997)] for the dynamics of a domain wall in soft-magnetic materials is investigated. The equation of motion for the domain wall is reduced to a dimensionless form where the control parameters are clearly identified. In this way we show that in soft-magnetic materials with low anisotropies the noise can be approximated by a columnar disorder, and perturbation theory gives a good estimate of the avalanche exponents. Moreover, the resulting exponents are found to be identical to those obtained for directed Abelian sandpile models. The analogies and differences with these models and the question of self-organized criticality in the Barkhausen effect are discussed.     

Moment Lyapunov exponents of a two-dimensional system under both harmonic and white noise parametric excitations

The moment Lyapunov exponents and the Lyapunov exponents of a 2D system under both harmonic and white noise excitations are studied. The moment Lyapunov exponents and the Lyapunov exponents are important characteristics determining the moment and almost-sure stability of a stochastic dynamical system. The eigenvalue problem governing the moment Lyapunov exponent is established. A singular perturbation method is applied to solve the eigenvalue problem to obtain second-order, weak noise expansions of the moment Lyapunov exponents. The influence of the white noise excitation on the parametric resonance due to the harmonic excitation is investigated.     

KPZ equation with realistic short-range-correlated noise

We study a realistic simulation model for the propagation of slow-combustion fronts in paper. In the simulations the deterministic part of the dynamics is that of the KPZ equation. The stochastic part, including in particular the short-range noise correlations, is taken from images of the structure of real paper samples. The parameters of the simulations are determined by using an inverse method applied to the experimental front data and by comparing the simulated and the experimental effective-noise distributions. Our model predicts well the shape of the spatial and temporal correlation functions, including the location of the crossovers from short-range (SR) to long-range (LR) behavior. The values of the exponents , , and agree with the experimental ones. The apparent SR exponents are found to be the same for different types of quenched noise. The correlated noise is shown to have a major contribution to the effective, measured nonlinearity. We discuss in detail how to implement the noise so as to obtain a realistic simulation model.Received: 25 September 2003, Published online: 30 January 2004PACS: 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 64.60.Ht Dynamic critical phenomena     

Local coupling of shell models leads to anomalous scaling

We consider cascade models of turbulence which are obtained by restricting the Navier-Stokes equation to local interactions. By combining the results of the method of extended self-similarity and a novel subgrid model, we investigate the inertial range fluctuations of the cascade. Significant corrections to the classical scaling exponents are found. The dynamics of our local Navier-Stokes models is described accurately by a simple set of Langevin equations proposed earlier as a model of turbulence [20]. This allows for a prediction of the intermittency exponents without adjustable parameters. Excellent agreement with numerical simulations is found.     

Anomalous Scaling of Surface Growth Equations with Spatially and Temporally Correlated Noise

Based on the scaling idea of local slopes by López et al. [Phys. Rev. Lett. 94 (2005) 166103], we investigate anomalous dynamic scaling of (d+1)-dimensional surface growth equations with spatially and temporally correlated noise. The growth equations studied include the Kardar-Parisi-Zhang (KPZ), Sun-Guo-Grant (SGG), and Lai-Das Sarma-Villain (LDV) equations. The anomalous scaling exponents in both the weak- and strong-coupling regions are obtained, respectively.