Instantons and intermittency

Classical Nucleation Theory for Active Fluid Phase Separation

Classical Nucleation Theory (CNT), linking rare nucleation events to the free-energy landscape of a growing nucleus, is central to understanding phase-change kinetics in passive fluids. Nucleation in nonequilibrium systems is much harder to describe because there is no free energy, but instead a dynamics-dependent quasipotential that typically must be found numerically. Here we extend CNT to a class of active phase-separating systems governed by a minimal field-theoretic model (Active Model B+). In the small noise and supersaturation limits that CNT assumes, we compute analytically the quasipotential, and hence, nucleation barrier, for liquid-vapor phase separation. Crucial to our results, detailed balance, although broken microscopically by activity, is restored along the instanton trajectory, which in CNT involves the nuclear radius as the sole reaction coordinate.

Instantons and the Path to Intermittency in Turbulent Flows

Processes leading to anomalous fluctuations in turbulent flows, referred to as intermittency, are still challenging. We consider cascade trajectories through scales as realizations of a stochastic Langevin process for which multiplicative noise is an intrinsic feature of the turbulent state. The trajectories are conditioned on their entropy exchange. Such selected trajectories concentrate around an optimal path, called instanton, which is the minimum of an effective action. The action is derived from the Langevin equation, estimated from measured data. In particular instantons with negative entropy pinpoint the trajectories responsible for the emergence of non-Gaussian statistics at small scales.

Extreme events and instantons in Lagrangian passive scalar turbulence models

The advection and mixing of a scalar quantity by fluid flow is an important problem in engineering and natural sciences. The statistics of the passive scalar exhibit complex behavior even in the presence of a Gaussian velocity field. This paper is concerned with two Lagrangian turbulence models that are based on the recent fluid deformation model, but adding a passive scalar field with uniform mean gradient. For a range of Reynolds numbers, these models can reproduce the statistics of passive scalar turbulence. For these models, we demonstrate how events of extreme passive scalar gradients can be recovered by computing the instanton, i.e., the saddle-point configuration of the associated stochastic field theory. It allows us to both reproduce the heavy-tailed statistics associated with passive scalar turbulence, and recover the most likely mechanism leading to such extreme events. We further demonstrate that events of large negative strain in these models undergo spontaneous symmetry breaking.

Remarks on the principles of statistical fluid mechanics

This is an idiosyncratic survey of statistical fluid mechanics centering on the Hopf functional differential equation. Using the Burgers equation for illustration, we review several functional integration approaches to the theory of turbulence. We note in particular that some important contributions have been brought about by researchers working on wave propagation in random media, among which Uriel Frisch is not an exception. We also discuss a particular finite-dimensional approximation for the Burgers equation. This article is part of the theme issue ''Scaling the turbulence edifice (part 1)'.

Rare Event-Triggered Transitions in Aerodynamic Bifurcation

The transitions between two states of a bistable system are investigated experimentally and analyzed in the framework of rare-event statistics. Considering a disk pendulum swept by a flow in a wind tunnel, bistability between two aerodynamic branches is observed, with spontaneous transitions from one branch to the other. The waiting times before spontaneous transition are distributed following a double exponential as a function of the control parameter, spanning 4 orders of magnitude in time, for both transitions. Inspired by a model originally applied to the transition to turbulence, we show that, for the disk pendulum, both transitions are controlled by rare events of the aerodynamic forces acting on the disk which we propose to link in particular to the vortex shedding-induced fluctuations. Beyond the aerodynamic aspects, this work has interesting fundamental outcomes regarding the broad field of rare events in out-of-equilibrium systems.

Hybrid Monte Carlo algorithm for sampling rare events in space-time histories of stochastic fields

We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochastic (partial) differential equations, our HMC algorithm samples space-time histories of the dynamical degrees of freedom under the influence of random noise. First, we validate and benchmark the HMC algorithm by reproducing multiscale properties of the one-dimensional Burgers equation driven by Gaussian and white-in-time noise. Second, we show how to implement an importance sampling protocol to significantly enhance, by orders of magnitudes, the probability to sample extreme and rare events, making it possible to estimate moments of field variables of extremely high order (up to 30 and more). By employing reweighting techniques, we map the biased configurations back to the original probability measure in order to probe their statistical importance. Finally, we show that by biasing the system towards very intense negative gradients, the HMC algorithm is able to explore the statistical fluctuations around instanton configurations. Our results will also be interesting and relevant in lattice gauge theory since they provide unique insights into reweighting techniques.

Onset of intermittency in stochastic Burgers hydrodynamics

We study the onset of intermittency in stochastic Burgers hydrodynamics, as characterized by the statistical behavior of negative velocity gradient fluctuations. The analysis is based on the response functional formalism, where specific velocity configurations-the viscous instantons-are assumed to play a dominant role in modeling the left tails of velocity gradient probability distribution functions. We find, as expected on general grounds, that the field-theoretical approach becomes meaningful in practice only if the effects of fluctuations around instantons are taken into account. Working with a systematic cumulant expansion, it turns out that the integration of fluctuations yields, in leading perturbative order, to an effective description of the Burgers stochastic dynamics given by the renormalization of its associated heat kernel propagator and the external force-force correlation function.

Exact short-time height distribution for the flat Kardar-Parisi-Zhang interface

We determine the exact short-time distribution -lnP_{f}(H,t)=S_{f}(H)/sqrt[t] of the one-point height H=h(x=0,t) of an evolving 1+1 Kardar-Parisi-Zhang (KPZ) interface for flat initial condition. This is achieved by combining (i) the optimal fluctuation method, (ii) a time-reversal symmetry of the KPZ equation in 1+1 dimension, and (iii) the recently determined exact short-time height distribution -lnP_{st}(H,t)=S_{st}(H)/sqrt[t] for stationary initial condition. In studying the large-deviation function S_{st}(H) of the latter, one encounters two branches: an analytic and a nonanalytic. The analytic branch is nonphysical beyond a critical value of H where a second-order dynamical phase transition occurs. Here we show that, remarkably, it is the analytic branch of S_{st}(H) which determines the large-deviation function S_{f}(H) of the flat interface via a simple mapping S_{f}(H)=2^{-3/2}S_{st}(2H).

Landau theory of the short-time dynamical phase transitions of the Kardar-Parisi-Zhang interface

We study the short-time distribution P(H,L,t) of the two-point two-time height difference H=h(L,t)-h(0,0) of a stationary Kardar-Parisi-Zhang interface in 1+1 dimension. Employing the optimal-fluctuation method, we develop an effective Landau theory for the second-order dynamical phase transition found previously for L=0 at a critical value H=H_{c}. We show that |H| and L play the roles of inverse temperature and external magnetic field, respectively. In particular, we find a first-order dynamical phase transition when L changes sign, at supercritical H. We also determine analytically P(H,L,t) in several limits away from the second-order transition. Typical fluctuations of H are Gaussian, but the distribution tails are highly asymmetric. The tails -lnP∼|H|^{3/2}/sqrt[t] and -lnP∼|H|^{5/2}/sqrt[t], previously found for L=0, are enhanced for L≠0. At very large |L| the whole height-difference distribution P(H,L,t) is time-independent and Gaussian in H, -lnP∼|H|^{2}/|L|, describing the probability of creating a ramplike height profile at t=0.

Time-dependent probability density function in cubic stochastic processes

We report time-dependent probability density functions (PDFs) for a nonlinear stochastic process with a cubic force using analytical and computational studies. Analytically, a transition probability is formulated by using a path integral and is computed by the saddle-point solution (instanton method) and a new nonlinear transformation of time. The predicted PDF p(x,t) in general involves a time integral, and useful PDFs with explicit dependence on x and t are presented in certain limits (e.g., in the short and long time limits). Numerical simulations of the Fokker-Planck equation provide exact time evolution of the PDFs and confirm analytical predictions in the limit of weak noise. In particular, we show that transient PDFs behave drastically differently from the stationary PDFs in regard to the asymmetry (skewness) and kurtosis. Specifically, while stationary PDFs are symmetric with the kurtosis smaller than 3, transient PDFs are skewed with the kurtosis larger than 3; transient PDFs are much broader than stationary PDFs. We elucidate the effect of nonlinear interaction on the strong fluctuations and intermittency in the relaxation process.

Short-time height distribution in the one-dimensional Kardar-Parisi-Zhang equation: Starting from a parabola

We study the probability distribution P(H,t,L) of the surface height h(x=0,t)=H in the Kardar-Parisi-Zhang (KPZ) equation in 1+1 dimension when starting from a parabolic interface, h(x,t=0)=x^{2}/L. The limits of L→∞ and L→0 have been recently solved exactly for any t>0. Here we address the early-time behavior of P(H,t,L) for general L. We employ the weak-noise theory-a variant of WKB approximation-which yields the optimal history of the interface, conditioned on reaching the given height H at the origin at time t. We find that at small HP(H,t,L) is Gaussian, but its tails are non-Gaussian and highly asymmetric. In the leading order and in a proper moving frame, the tails behave as -lnP=f_{+}|H|^{5/2}/t^{1/2} and f_{-}|H|^{3/2}/t^{1/2}. The factor f_{+}(L,t) monotonically increases as a function of L, interpolating between time-independent values at L=0 and L=∞ that were previously known. The factor f_{-} is independent of L and t, signaling universality of this tail for a whole class of deterministic initial conditions.

Dynamics of inertial particles in a random flow with strong permanent shear

We consider advection of small inertial particles by a random fluid flow with a strong steady shear component. It is known that inertial particles suspended in a random flow can exhibit clusterization even if the flow is incompressible. We study this phenomenon through statistical characteristics of a separation vector between two particles. As usual in a random flow, moments of distance between particles grow exponentially. We calculate the rates of this growth using saddle-point approximation in path-integral formalism. We also calculate the correction to the Lyapunov exponent due to small inertia by perturbation theory expansion.

Vorticity statistics in the direct cascade of two-dimensional turbulence

For the direct cascade of steady two-dimensional (2D) Navier-Stokes turbulence, we derive analytically the probability of strong vorticity fluctuations. When ϖ is the vorticity coarse-grained over a scale R, the probability density function (PDF), P(ϖ), has a universal asymptotic behavior lnP~-ϖ/ϖ(rms) at ϖ≫ϖ(rms)=[Hln(L/R)](1/3), where H is the enstrophy flux and L is the pumping length. Therefore, the PDF has exponential tails and is self-similar, that is, it can be presented as a function of a single argument, ϖ/ϖ(rms), in distinction from other known direct cascades.

Explicit solution of the optimal fluctuation problem for an elastic string in a random medium

The free-energy distribution function of an elastic string in a quenched random potential, PL(F) , is investigated with the help of the optimal fluctuation approach. The form of the far-right tail of PL(F) is found by constructing the exact solution of the nonlinear saddle-point equations describing the asymptotic form of the optimal fluctuation. The solution of the problem is obtained for two different types of boundary conditions and for an arbitrary dimension of the imbedding space 1+d with d from the interval 0<d<2 . The results are also applicable for the description of the far-left tail of the height distribution function in the stochastic growth problem described by the d-dimensional Kardar-Parisi-Zhang equation.

Asymptotics of work distributions in nonequilibrium systems

The asymptotic behavior of the work distribution in driven nonequilibrium systems is determined using the method of optimal fluctuations. For systems described by Langevin dynamics the corresponding Euler-Lagrange equation together with the appropriate boundary conditions and an equation for the leading pre-exponential factor are derived. The method is applied to three representative examples and the results are used to improve the accuracy of free-energy estimates based on the application of the Jarzynski equation.

Quasilinear regime and rare-event tails of decaying Burgers turbulence

We study the decaying Burgers dynamics in d dimensions for random Gaussian initial conditions. We focus on power-law initial energy spectra, such that the system shows a self-similar evolution. This is the case of interest for the "adhesion model" in cosmology and a standard framework for "decaying Burgers turbulence." We briefly describe how the system can be studied through perturbative expansions at early time or large scale (quasilinear regime). Next, we develop a saddle-point method, based on spherical instantons, that allows to obtain the asymptotic probability distributions P(eta_{r}) and P(Theta_{r}) , of the density and velocity increment over spherical cells, reached in the quasilinear regime. Finally, we show how this approach can be extended to take into account the formation of shocks and we derive the rare-event tails of these probability distributions, at any finite time and scale. This also gives the high-mass tail of the mass function of pointlike singularities (shocks in the one dimensional case).

Instanton theory of Burgers shocks and intermittency

A Lagrangian approach to Burgers turbulence is carried out along the lines of the field theoretical Martin-Siggia-Rose formalism of stochastic hydrodynamics. We derive, from an analysis based on the hypothesis of unbroken Galilean invariance, the asymptotic form of the probability distribution function of negative velocity differences. The origin of Burgers intermittency is found to rely on the dynamical coupling between shocks, identified to instantons, and noncoherent background fluctuations, which-then-cannot be discarded in a consistent statistical description of the flow.

Single-point velocity statistics of forced and decaying two-dimensional turbulence

The single-point (SP) velocity statistics are investigated in forced and decaying two-dimensional turbulence in a flowing soap film. It is shown that the probability distribution functions (PDF) in both cases deviate from a Gaussian distribution, which is normally anticipated in turbulent fluid flows. In the forced turbulence case, the tail of the SP velocity PDF decays faster than Gaussian (termed the sub-Gaussian) and can be correlated with the forcing statistics on small scales. In the decaying-turbulence case, the SP velocity PDF evolves from a sub-Gaussian to a super-Gaussian behavior as a function of time. However, in all times, the locally averaged vorticity remains normally distributed. While our forced turbulence data may be explained by a recent theory proposed by Falkovich et al., the decaying-turbulence data remain unexplained.

Anomalous scaling of a passive scalar advected by the Navier-Stokes velocity field: two-loop approximation

The field theoretic renormalization group and operator-product expansion are applied to the model of a passive scalar quantity advected by a non-Gaussian velocity field with finite correlation time. The velocity is governed by the Navier-Stokes equation, subject to an external random stirring force with the correlation function proportional to delta(t- t')k(4-d-2epsilon). It is shown that the scalar field is intermittent already for small epsilon, its structure functions display anomalous scaling behavior, and the corresponding exponents can be systematically calculated as series in epsilon. The practical calculation is accomplished to order epsilon2 (two-loop approximation), including anisotropic sectors. As for the well-known Kraichnan rapid-change model, the anomalous scaling results from the existence in the model of composite fields (operators) with negative scaling dimensions, identified with the anomalous exponents. Thus the mechanism of the origin of anomalous scaling appears similar for the Gaussian model with zero correlation time and the non-Gaussian model with finite correlation time. It should be emphasized that, in contrast to Gaussian velocity ensembles with finite correlation time, the model and the perturbation theory discussed here are manifestly Galilean covariant. The relevance of these results for real passive advection and comparison with the Gaussian models and experiments are briefly discussed.

Statistics of intense turbulent vorticity events

We investigate statistical properties of vorticity fluctuations in fully developed turbulence, which are known to exhibit a strong intermittent behavior. Taking as the starting point the Navier-Stokes equations with a random force term correlated at large scales, we obtain in the high Reynolds number regime a closed analytical expression for the probability distribution function of an arbitrary component of the vorticity field. The central idea underlying the analysis consists in the restriction of the velocity configurational phase-space to a particular sector where the rate of strain and the rotation tensors can be locally regarded as slow and fast degrees of freedom, respectively. This prescription is implemented along the Martin-Siggia-Rose functional framework, whereby instantons and perturbations around them are taken into account within a steepest-descent approach.

Damped finite-time singularity driven by noise

We consider the combined influence of linear damping and noise on a dynamical finite-time singularity model for a single degree of freedom. We find that the noise effectively resolves the finite-time singularity and replaces it by a first-passage-time distribution or absorbing state distribution with a peak at the singularity and a long time tail. The damping introduces a characteristic cross-over time. In the early time regime the probability distribution and first-passage-time distribution show a power law behavior with scaling exponent depending on the ratio of the nonlinear coupling strength to the noise strength. In the late time regime the behavior is controlled by the damping. The study might be of relevance in the context of hydrodynamics on a nanometer scale, in material physics, and in biophysics.

Dynamics of liquid nanojets

We study the breakup of a liquid jet a few nanometers in diameter, based on a stochastic differential equation derived recently by Moseler and Landman [Science 289, 1165 (2000)]. In agreement with their simulations, we confirm that noise qualitatively changes the characteristics of breakup, leading to symmetric profiles. Using the path integral description, we find a self-similar profile that describes the most probable breakup mode. As illustrated by a simple physical argument, noise is the driving force behind pinching, speeding up the breakup to make surface tension irrelevant.

Power laws and stretched exponentials in a noisy finite-time-singularity model

We discuss the influence of white noise on a generic dynamical finite-time-singularity model for a single degree of freedom. We find that the noise effectively resolves the finite-time-singularity and replaces it by a first-passage-time or absorbing state distribution with a peak at the singularity and a long time tail exhibiting power law or stretched exponential behavior. The study might be of relevance in the context of hydrodynamics on a nanometer scale, in material physics, and in biophysics.

Intermittency in drift-wave turbulence: structure of the momentum flux probability distribution function

We analytically compute the probability distribution function (PDF) of the local Reynolds stress ( R) for forced Hasegawa-Mima turbulence. With the assumption that the PDF tail is due to an instanton with the spatial form given by the modon solution, the tail of the PDF of R is found to be a stretched, non-Gaussian exponential, with the specific form exp[-cR(3/2)] ( c is a constant). We relate the temporal localization of the instanton to the degree of "burstiness" of the momentum transport event.

Thickness fluctuations in turbulent soap films

Rapidly flowing soap films provide a simple and attractive system to study two-dimensional hydrodynamics and turbulence. By measuring the rapid fluctuations of the thickness of the film in the turbulent regime, we find that the statistics of these fluctuations closely resemble those of a passive scalar field in a turbulent flow. The scalar spectra are well described by Kolmogorov-like scaling while the high-order moments show clear deviations from regular scaling just like dye or temperature fluctuations in 3D turbulent flows.

Circulation-strain sum rule in stochastic magnetohydrodynamics

We study probability density functions (PDFs) of the circulation of velocity and magnetic fields in magnetohydrodynamics, computed for a circular contour within inertial range scales. The analysis is based on the instanton method as adapted to the Martin-Siggia-Rose field theory formalism. While in the viscous limit the expected Gaussian behavior of fluctuations is indeed verified, the case of vanishing viscosity is not suitable of a direct saddle-point treatment. To study the latter limit, we take into account fluctuations around quasistatic background fields, which allows us to derive a sum rule relating PDFs of the circulation observables and the rate of the strain tensor. A simple inspection of the sum rule definition leads straightforwardly to the algebraic decay rho(Gamma)-1/Gamma(2) at the circulation PDF tails.

Role of interaction in causing errors in optical soliton transmission

We consider two solitons propagating under a filter-control scheme and describe the timing jitter that is caused by spontaneous-emission noise and enhanced by attraction between solitons. We find the bit-error rate as a function of system parameters (filtering and noise level), timing, initial distance, and the phase difference between solitons.

Statistics of interacting optical solitons

We examine statistics of two interacting optical solitons and describe timing jitter caused by spontaneous emission noise and enhanced by pulse interaction. Dynamics of phase difference is shown to be of crucial importance in determining the probability distribution function (PDF) of the distance between solitons. We find analytically the non-Gaussian tail of the PDF to be exponential. The propagation distance that corresponds to a given bit-error rate is described as a function of system parameters (filtering and noise level), initial distance, and initial phase difference between solitons. We find the interval of parameters where a larger propagation distance can be achieved for higher density of information.

Large negative velocity gradients in Burgers turbulence

We consider one-dimensional Burgers equation driven by large-scale white-in-time random force. The tails of the velocity gradients probability distribution function (PDF) are analyzed by saddle point approximation in the path integral describing the velocity statistics. The structure of the saddle-point (instanton), that is, the velocity field configuration realizing the maximum of probability, is studied numerically in details. The numerical results allow us to find analytical solution for the long-time part of the instanton. Its careful analysis confirms the result of Balkovsky et al. [Phys. Rev. Lett. 78, 1452 (1997)] based on short-time estimations that the left tail of PDF has the form ln P(u(x))infinity-/u(x)/(3/2).

Instanton solutions in the problem of wrinkled flame-front dynamics

The statistics of the slopes of wrinkling flames propagating through an infinitely wide channel is investigated by the quantum-field-theory methods. We dwell on the WKB approximation in the functional integral, which is analogous to the Wyld functional integral in turbulence. The main contribution to statistics is due to a coupled field-force configuration. This configuration is related to a kink between metastable exact pole solutions of the Sivashinsky equation. These kinks are responsible for both the formation of new cusps and the rapid power-law acceleration of the mean flame front. The problem of asymptotic stability of the solutions is discussed.

Passive scalar turbulence in high dimensions

Exploiting a Lagrangian strategy we present a numerical study for both perturbative and nonperturbative regions of the Kraichnan advection model. The major result is the numerical assessment of the first-order 1/d expansion by Chertkov, Falkovich, Kolokolov, and Lebedev [Phys. Rev. E 52, 4924 (1995)] for the fourth-order scalar structure function in the limit of high dimension d's. In addition to the perturbative results, the behavior of the anomaly for the sixth-order structure functions versus the velocity scaling exponent, xi, is investigated and the resulting behavior is discussed.

Experimental observation of batchelor dispersion of passive tracers

We report the first detailed experimental observation of the Batchelor regime [G. K. Batchelor, J. Fluid. Mech. 5, 113 (1959)], in which a passive scalar is dispersed by a large scale strain, at high Peclet numbers. The observation is performed in a controlled two-dimensional flow, forced at large scale, in conditions where a direct enstrophy cascade develops [J. Paret, M.-C. Jullien, and P. Tabeling, Phys. Rev. Lett. 83, 3418 (1999)]. The expected k(-1) spectrum is observed, along with exponential tails for the distributions of the concentration and concentration increments and logarithmlike behavior for the structure functions. These observations, confirmed by using simulated particles, provide a support to the theory.

Instanton calculus in shell models of turbulence

It has been shown recently that the intermittency of the Gledzer-Ohkitani-Yamada (GOY) shell model of turbulence has to be related to singular structures whose dynamics in the inertial range includes interactions with a background of fluctuations. In this paper we propose a statistical theory of these objects by modeling the incoherent background as a Gaussian white-noise forcing of small strength Gamma. A general scheme is developed for constructing instantons in spatially discrete dynamical systems and the Cramer function governing the probability distribution of effective singularities of exponent z is computed up to first order in a semiclassical expansion in powers of Gamma. The resulting predictions are compared with the statistics of coherent structures deduced from full simulations of the GOY model at very high Reynolds numbers.

Coherent structures in random shell models for passive scalar advection

A study of anomalous scaling in models of passive scalar advection in terms of singular coherent structures is proposed. The stochastic dynamical system considered is a shell model reformulation of Kraichnan model. We extend the method introduced by Daumont, Dombre, and Gilson (e-print archive chao-dyn/9905017) to the calculation of self-similar instantons and we show how such objects, being the most singular events, are appropriate to capture asymptotic scaling properties of the scalar field. Preliminary results concerning the statistical weight of fluctuations around these optimal configurations are also presented.