The incompressible Navier–Stokes equations from black hole membrane dynamics

We consider the dynamics of a d+1 space–time dimensional membrane defined by the event horizon of a black brane in (d+2)-dimensional asymptotically Anti-de Sitter space–time and show that it is described by the d-dimensional incompressible Navier–Stokes equations of non-relativistic fluids. The fluid velocity corresponds to the normal to the horizon while the rate of change in the fluid energy is equal to minus the rate of change in the horizon cross-sectional area. The analysis is performed in the Membrane Paradigm approach to black holes and it holds for a general non-singular null hypersurface, provided a large scale hydrodynamic limit exists. Thus we find, for instance, that the dynamics of the Rindler acceleration horizon is also described by the incompressible Navier–Stokes equations. The result resembles the relation between the Burgers and KPZ equations and we discuss its implications.     

The Effect of Boundary Conditions on Gas-phase Synthesised Silver Nanoparticles

We have prepared spherical non-agglomerated silver nanoparticles by an evaporation–condensation–dilution/cooling technique. Silver was evaporated from a crucible in a tubular flow reactor. A porous tube diluter was used to quench the carrier gas at the outlet of the reactor to enhance the formation of small particles and to suppress agglomeration and other particle growth mechanisms. The number size distribution of the prepared particles was measured with a differential mobility analyser–condensation nucleus counter combination and the size and the shape of the particles were analysed with transmission electron microscope. The system was modelled using a sectional aerosol dynamics computer code to estimate the importance of different aerosol processes. In all conditions the particles obtained were non-agglomerated and spherical. The mean particle diameter varied from 4 to 10-nm depending on boundary conditions. From the modelling studies it can be concluded that the nucleation rate is the most important parameter controlling the final particle size.     

Effective potential for the massless KPZ equation

In previous work we have developed a general method for casting a classical field theory subject to Gaussian noise (that is, a stochastic partial differential equation (SPDE)) into a functional integral formalism that exhibits many of the properties more commonly associated with quantum field theories (QFTs). In particular, we demonstrated how to derive the one-loop effective potential. In this paper we apply the formalism to a specific field theory of considerable interest, the massless KPZ equation (massless noisy Burgers equation), and analyze its behavior in the ultraviolet (short-distance) regime. When this field theory is subject to white noise we can calculate the one-loop effective potential and show that it is one-loop ultraviolet renormalizable in 1, 2, and 3 space dimensions, and fails to be ultraviolet renormalizable in higher dimensions. We show that the one-loop effective potential for the massless KPZ equation is closely related to that for λφ⁴ QFT. In particular, we prove that the massless KPZ equation exhibits one-loop dynamical symmetry breaking (via an analog of the Coleman–Weinberg mechanism) in 1 and 2 space dimensions, and that this behavior does not persist in 3 space dimensions.     

The Asymmetric Avalanche Process

An asymmetric stochastic process describing the avalanche dynamics on a ring is proposed. A general kinetic equation which incorporates the exclusion and avalanche processes is considered. The Bethe ansatz method is used to calculate the generating function for the total distance covered by all particles. It gives the average velocity of particles which exhibits a phase transition from an intermittent to continuous flow. We calculated also higher cumulants and the large deviation function for the particle flow. The latter has the universal form obtained earlier for the asymmetric exclusion process and conjectured to be common for all models of the Kardar–Parisi–Zhang universality class.     

Determination of cross over effects in lattice models from the local height difference distribution

Growth of interfaces during vapor deposition is analyzed on a discrete lattice. It leads to finding distribution of local heights, measurable for any lattice model. Invariance in the change of this distribution in time is used to determine the cross over effects in various models. The analysis is applied to the discrete linear growth equation and Kardar-Parisi-Zhang (KPZ) equation. A new model is devised that shows early convergence to the KPZ dynamics. Various known conservative and non conservative models are tested on a one dimensional substrate by comparing the growth results with the exact KPZ and linear growth equation results. The comparison helps in establishing the condition that determines the presence of cross over effect for the given model. The new model is used in (2+1) dimensions to predict close to the true value of roughness constant for KPZ equation.     

Current Distribution and Random Matrix Ensembles for an Integrable Asymmetric Fragmentation Process

We calculate the time-evolution of a discrete-time fragmentation process in which clusters of particles break up and reassemble and move stochastically with size-dependent rates. In the continuous-time limit the process turns into the totally asymmetric simple exclusion process (only pieces of size 1 break off a given cluster). We express the exact solution of the master equation for the process in terms of a determinant which can be derived using the Bethe ansatz. From this determinant we compute the distribution of the current across an arbitrary bond which after appropriate scaling is given by the distribution of the largest eigenvalue of the Gaussian unitary ensemble of random matrices. This result confirms universality of the scaling form of the current distribution in the KPZ universality class and suggests that there is a link between integrable particle systems and random matrix ensembles.     

Dynamics of rough interfaces in chemical vapor deposition: experiments and a model for silica films

We study the surface dynamics of silica films grown by low pressure chemical vapor deposition. Atomic force microscopy measurements show that the surface reaches a scale invariant stationary state compatible with the Kardar-Parisi-Zhang (KPZ) equation in three dimensions. At intermediate times the surface undergoes an unstable transient due to shadowing effects. By varying growth conditions and using spectroscopic techniques, we determine the physical origin of KPZ scaling to be a low value of the surface sticking probability, related to the surface concentration of reactive groups. We propose a stochastic equation that describes the qualitative behavior of our experimental system.     

Random walk in a random multiplicative environment

We investigate the dynamics of a random walk in a random multiplicative medium. This results in a random, but correlated, multiplicative process for the spatial distribution of random walkers. We show how the details of these correlations determine the asymptotic properties of the walk, i.e., the central limit theorem does not apply to these multiplicative processes. We also study a periodic source-trap medium in which a unit cell contains one source, followed byL–1 traps. We calculate the asymptotic behavior of the number of particles, and determine the conditions for which there is growth or decay in this average number. Finally, we discuss the asymptotic behavior of a random walk in the presence of randomly distributed, partially-absoprbing traps. For this case, a temporal regime of purely exponential decay of the density can occur, before the asymptotic stretched exponential decay, exp(–at ^1/3), sets in.     

Stationary Correlations for the 1D KPZ Equation

We study exact stationary properties of the one-dimensional Kardar-Parisi-Zhang (KPZ) equation by using the replica approach. The stationary state for the KPZ equation is realized by setting the initial condition the two-sided Brownian motion (BM) with respect to the space variable. Developing techniques for dealing with this initial condition in the replica analysis, we elucidate some exact nature of the height fluctuation for the KPZ equation. In particular, we obtain an explicit representation of the probability distribution of the height in terms of the Fredholm determinants. Furthermore from this expression, we also get the exact expression of the space-time two-point correlation function.     

Galilean-Covariant Clifford Algebras in the Phase-Space Representation

We apply the Galilean covariant formulation of quantum dynamics to derive the phase-space representation of the Pauli–Schrödinger equation for the density matrix of spin-1/2 particles in the presence of an electromagnetic field. The Liouville operator for the particle with spin follows from using the Wigner–Moyal transformation and a suitable Clifford algebra constructed on the phase space of a (4 + 1)-dimensional space–time with Galilean geometry. Connections with the algebraic formalism of thermofield dynamics are also investigated.     

Asymptotics in ASEP with Step Initial Condition

In previous work the authors considered the asymmetric simple exclusion process on the integer lattice in the case of step initial condition, particles beginning at the positive integers. There it was shown that the probability distribution for the position of an individual particle is given by an integral whose integrand involves a Fredholm determinant. Here we use this formula to obtain three asymptotic results for the positions of these particles. In one an apparently new distribution function arises and in another the distribution function F ₂ arises. The latter extends a result of Johansson on TASEP to ASEP, and hence proves KPZ universality for ASEP with step initial condition.     

Non-Self-Similar Behavior in the LSW Theory of Ostwald Ripening

The classical Lifshitz–Slyozov–Wagner theory of domain coarsening predicts asymptotically self-similar behavior for the size distribution of a dilute system of particles that evolve by diffusional mass transfer with a common mean field. Here we consider the long-time behavior of measure-valued solutions for systems in which particle size is uniformly bounded, i.e., for initial measures of compact support. We prove that the long-time behavior of the size distribution depends sensitively on the initial distribution of the largest particles in the system. Convergence to the classically predicted smooth similarity solution is impossible if the initial distribution function is comparable to any finite power of distance to the end of the support. We give a necessary criterion for convergence to other self-similar solutions, and conditional stability theorems for some such solutions. For a dense set of initial data, convergence to any self-similar solution is impossible.     

Singularity Time Scale of the Kardar–Parisi–Zhang Equation in 2+1 Dimensions

A master equation for the Kardar–Parisi–Zhang (KPZ) equation in 2+1 dimensions is developed. In the fully nonlinear regime we determine the finite time scale of the singularity formation in terms of the characteristics of forcing. The exact probability density function of the one point height field is obtained correspondingly.     

The Most Effective Model for Describing the Universal Behavior of a Noisy Kuramoto–Sivashinsky Equation as a Paradigmatic Model

We study a noisy Kuramoto–Sivashinsky (KS) equation which describes unstable surface growth and chemical turbulence. It has been conjectured that the universal long-wavelength behavior of the equation, which is characterized by scale-dependent parameters, is described by a Kardar–Parisi–Zhang (KPZ) equation. We consider this conjecture by analyzing a renormalization-group equation for a class of generalized KPZ equations. We then uniquely determine the parameter values of the KPZ equation that most effectively describes the universal long-wavelength behavior of the noisy KS equation.     

Small-scale properties of the KPZ equation and dynamical symmetry breaking

A functional integral technique is used to study the ultraviolet or short distance properties of the Kardar–Parisi–Zhang (KPZ) equation with white Gaussian noise. We apply this technique to calculate the one-loop effective potential for the KPZ equation. The effective potential is (at least) one-loop ultraviolet renormalizable in 1, 2, and 3 space dimensions, but non-renormalizable in 4 or higher space dimensions. This potential is intimately related to the probability distribution function (PDF) for the spacetime averaged field. For the restricted class of field configurations considered here, the KPZ equation exhibits dynamical symmetry breaking (DSB) via an analog of the Coleman–Weinberg mechanism in 1 and 2 space dimensions, but not in 3 space dimensions.     

Jeans type analysis of chemotactic collapse

We perform a linear dynamical stability analysis of a general hydrodynamic model of chemotactic aggregation [P.H. Chavanis, C. Sire, Physica A 384 (2007) 199]. Specifically, we study the stability of an infinite and homogeneous distribution of cells against “chemotactic collapse”. We discuss the analogy between the chemotactic collapse of biological populations and the gravitational collapse (Jeans instability) of self-gravitating systems. Our hydrodynamic model involves a pressure force which can take into account several effects like anomalous diffusion or the fact that the organisms cannot interpenetrate. We also take into account the degradation of the chemical which leads to a shielding of the interaction like for a Yukawa potential. Finally, our hydrodynamic model involves a friction force which quantifies the importance of inertial effects. In the strong friction limit, we obtain a generalized Keller–Segel model similar to the generalized Smoluchowski–Poisson system describing self-gravitating Langevin particles. For small frictions, we obtain a hydrodynamic model of chemotaxis similar to the Euler–Poisson system describing a self-gravitating barotropic gas. We show that an infinite and homogeneous distribution of cells is unstable against chemotactic collapse when the “velocity of sound” in the medium is smaller than a critical value. We study in detail the linear development of the instability and determine the range of unstable wavelengths, the growth rate of unstable modes and the damping rate, or the pulsation frequency, of the stable modes as a function of the friction parameter and shielding length. For specific equations of state, we express the stability criterion in terms of cell density.     

Anharmonic Oscillator Driven by Additive Ornstein–Uhlenbeck Noise

We present an analytical study of a nonlinear oscillator subject to an additive Ornstein–Uhlenbeck noise. Known results are mainly perturbative and are restricted to the large dissipation limit (obtained by neglecting the inertial term) or to a quasi-white noise (i.e., a noise with vanishingly small correlation time). Here, in contrast, we study the small dissipation case (we retain the inertial term) and consider a noise with finite correlation time. Our analysis is non perturbative and based on a recursive adiabatic elimination scheme a reduced effective Langevin dynamics for the slow action variable is obtained after averaging out the fast angular variable. In the conservative case, we show that the physical observables grow algebraically with time and calculate the associated anomalous scaling exponents and generalized diffusion constants. In the case of small dissipation, we derive an analytic expression of the stationary probability distribution function (PDF) which differs from the canonical Boltzmann–Gibbs distribution. Our results are in excellent agreement with numerical simulations.     

Height and roughness distributions in thin films with Kardar-Parisi-Zhang scaling

We study height and roughness distributions of films grown with discrete Kardar-Parisi-Zhang (KPZ) models in a small time regime which is expected to parallel the typical experimental conditions. Those distributions are measured with square windows of sizes 8 ? r ? 128 gliding through a much larger surface. Results for models with weak finite-size corrections indicate that the absolute value of the skewness and the value of the kurtosis of height distributions converge to 0.2 ? ∣S∣ ? 0.3 and 0 ? Q ? 0.5, respectively. Despite the low accuracy of these results, they give additional support to a recent claim of KPZ scaling in oligomer films. However, there are significant finite-size effects in the scaled height distributions of models with large local slopes, such as ballistic deposition, which suggests that comparison of height distributions must not be used to rule out KPZ scaling. On the other hand, roughness distributions of the same models show good data collapse, with negligible dependence on time and window size. The estimates of skewness and kurtosis for roughness distributions are 1.7 ? S ? 2 and 3 ? Q ? 7. A stretched exponential tail was found, which seems to be a particular feature of KPZ systems in 2 + 1 dimensions. Moreover, the KPZ roughness distributions cannot be fitted by those of 1/f^α noise. This study suggests that the roughness distribution is the best option to test KPZ scaling in the growth regime, and provides quantitative data for future comparison with other models or experiments.     

Dynamics of electron-cascade formation in a pulsed discharge

The dynamics of the velocity distribution function of the electrons in a pulsed discharge is analyzed, taking account of the initial stage of electron heating within the framework of the BGK model integral. It is assumed that the basic contribution to the relaxation of the electron distribution function comes from elastic collisions with neutral particles. The dynamic distribution function obtained is used to determine the ionization coefficient and study the dynamics of electron-cascade development.Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 5, pp. 70–75, May, 1984.In conclusion, Prof. V. B. Krasovitskit must be thanked for fruitful discussion and constant interest in the work.     

Macroscopic Fluctuation Theory for Stationary Non-Equilibrium States

We formulate a dynamical fluctuation theory for stationary non-equilibrium states (SNS) which is tested explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Within this theory we derive the following results: the modification of the Onsager–Machlup theory in the SNS; a general Hamilton–Jacobi equation for the macroscopic entropy; a non-equilibrium, nonlinear fluctuation dissipation relation valid for a wide class of systems; an H theorem for the entropy. We discuss in detail two models of stochastic boundary driven lattice gases: the zero range and the simple exclusion processes. In the first model the invariant measure is explicitly known and we verify the predictions of the general theory. For the one dimensional simple exclusion process, as recently shown by Derrida, Lebowitz, and Speer, it is possible to express the macroscopic entropy in terms of the solution of a nonlinear ordinary differential equation; by using the Hamilton–Jacobi equation, we obtain a logically independent derivation of this result.