Stochastic vortex method for forced three-dimensional Navier--Stokes equations and pathwise convergence rate

We develop a McKean-Vlasov interpretation of Navier-Stokes equations with external force field in the whole space, by associating with local mild $L^p$-solutions of the 3d-vortex equation a generalized nonlinear diffusion with random space-time birth that probabilistically describes creation of rotation in the fluid due to nonconservativeness of the force. We establish a local well-posedness result for this process and a stochastic representation formula for the vorticity in terms of a vector-weighted version of its law after its birth instant. Then we introduce a stochastic system of 3d vortices with mollified interaction and random space-time births, and prove the propagation of chaos property, with the nonlinear process as limit, at an explicit pathwise convergence rate. Convergence rates for stochastic approximation schemes of the velocity and the vorticity fields are also obtained. We thus extend and refine previous results on the probabilistic interpretation and stochastic approximation methods for the nonforced equation, generalizing also a recently introduced random space-time-birth particle method for the 2d-Navier-Stokes equation with force.Comment: Published in at http://dx.doi.org/10.1214/09-AAP672 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Transport properties of heavy particles in high Reynolds number turbulence

The statistical properties of heavy particle trajectories in high Reynolds numbers turbulent flows are analyzed. Dimensional analysis assuming Kolmogorov scaling is compared with the result of numerical simulation using a synthetic turbulence advecting field. The non-Markovian nature of the fluid velocity statistics along the solid particle trajectories is put into evidence, and its relevance in the derivation of Lagrangian transport models is discussed.Comment: 30 pages, 11 eps figures included. To appear in Physics of Fluid

A Class of Nonperturbative Configurations in Abelian-Higgs Models: Complexity from Dynamical Symmetry Breaking

We present a numerical investigation of the dynamics of symmetry breaking in both Abelian and non-Abelian $[S U (2)]$ Higgs models in three spatial dimensions. We find a class of time-dependent, long-lived nonperturbative field configurations within the range of parameters corresponding to type-1 superconductors, that is, with vector masses ($m_v$) larger than scalar masses ($m_s$). We argue that these emergent nontopological configurations are related to oscillons found previously in other contexts. For the Abelian-Higgs model, our lattice implementation allows us to map the range of parameter space -- the values of $\beta = (m_s /m_v)^2$ -- where such configurations exist and to follow them for times t \sim \O(10^5) m^{-1}. An investigation of their properties for $\hat z$-symmetric models reveals an enormously rich structure of resonances and mode-mode oscillations reminiscent of excited atomic states. For the SU(2) case, we present preliminary results indicating the presence of similar oscillonic configurations.Comment: 21 pages, 19 figures, prd, revte

Weakly Interacting, Dilute Bose Gases in 2D

This article surveys a number of theoretical problems and open questions in the field of two-dimensional dilute Bose gases with weak repulsive interactions. In contrast to three dimensions, in two dimensions the formation of long-range order is prohibited by the Bogoliubov-Hohenberg theorem, and Bose-Einstein condensation is not expected to be realized. Nevertheless, first experimental indications supporting the formation of the condensate in low dimensional systems have been recently obtained. This unexpected behaviour appears to be due to the non-uniformity, introduced into a system by the external trapping potential. Theoretical predictions, made for homogeneous systems, require therefore careful reexamination. We survey a number of popular theoretical treatments of the dilute weakly interacting Bose gas and discuss their regions of applicability. The possibility of Bose-Einstein condensation in a two-dimensional gas, the validity of perturbative t-matrix approximation and diluteness condition are issues that we discuss in detail.Comment: Survey, 25 pages RMP style, revised version, refs added, some changes made, accepted for publication in Rev. Mod. Phy

Corrections to the Law of Mass Action and Properties of the Asymptotic t=∞t = \infty State for Reversible Diffusion-Limited Reactions

On example of diffusion-limited reversible $A+A \rightleftharpoons B$ reactions we re-examine two fundamental concepts of classical chemical kinetics - the notion of "Chemical Equilibrium" and the "Law of Mass Action". We consider a general model with distance-dependent reaction rates, such that any pair of $A$ particles, performing standard random walks on sites of a $d$-dimensional lattice and being at a distance $\mu$ apart of each other at time moment $t$, may associate forming a $B$ particle at the rate $k_+(\mu)$. In turn, any randomly moving $B$ particle may spontaneously dissociate at the rate $k_-(\lambda)$ into a geminate pair of $A$s "born" at a distance $\lambda$ apart of each other. Within a formally exact approach based on Gardiner's Poisson representation method we show that the asymptotic $t = \infty$ state attained by such diffusion-limited reactions is generally \textit{not a true thermodynamic equilibrium}, but rather a non-equilibrium steady-state, and that the Law of Mass Action is invalid. The classical concepts hold \text{only} in case when the ratio $k_+(\mu)/k_-(\mu)$ does not depend on $\mu$ for any $\mu$.Comment: 30 pages, 2 figure

Theory and applications of free-electron vortex states

Both classical and quantum waves can form vortices: with helical phase fronts and azimuthal current densities. These features determine the intrinsic orbital angular momentum carried by localized vortex states. In the past 25 years, optical vortex beams have become an inherent part of modern optics, with many remarkable achievements and applications. In the past decade, it has been realized and demonstrated that such vortex beams or wavepackets can also appear in free electron waves, in particular, in electron microscopy. Interest in free-electron vortex states quickly spread over different areas of physics: from basic aspects of quantum mechanics, via applications for fine probing of matter (including individual atoms), to high-energy particle collision and radiation processes. Here we provide a comprehensive review of theoretical and experimental studies in this emerging field of research. We describe the main properties of electron vortex states, experimental achievements and possible applications within transmission electron microscopy, as well as the possible role of vortex electrons in relativistic and high-energy processes. We aim to provide a balanced description including a pedagogical introduction, solid theoretical basis, and a wide range of practical details. Special attention is paid to translate theoretical insights into suggestions for future experiments, in electron microscopy and beyond, in any situation where free electrons occur.Comment: 87 pages, 34 figure

Vortex-line condensation in three dimensions: A physical mechanism for bosonic topological insulators

Bosonic topological insulators (BTI) in three dimensions are symmetry-protected topological phases (SPT) protected by time-reversal and boson number conservation {symmetries}. BTI in three dimensions were first proposed and classified by the group cohomology theory which suggests two distinct root states, each carrying a $\mathbb{Z}_2$ index. Soon after, surface anomalous topological orders were proposed to identify different root states of BTI, which even leads to a new BTI root state beyond the group cohomology classification. In this paper, we propose a universal physical mechanism via \textit{vortex-line condensation} {from} a 3d superfluid to achieve all {three} root states. It naturally produces bulk topological quantum field theory (TQFT) description for each root state. Topologically ordered states on the surface are \textit{rigorously} derived by placing TQFT on an open manifold, which allows us to explicitly demonstrate the bulk-boundary correspondence. Finally, we generalize the mechanism to $Z_N$ symmetries and discuss potential SPT phases beyond the group cohomology classification.Comment: ReVTeX 4.1 (published version

Evolutionary games on graphs

Game theory is one of the key paradigms behind many scientific disciplines from biology to behavioral sciences to economics. In its evolutionary form and especially when the interacting agents are linked in a specific social network the underlying solution concepts and methods are very similar to those applied in non-equilibrium statistical physics. This review gives a tutorial-type overview of the field for physicists. The first three sections introduce the necessary background in classical and evolutionary game theory from the basic definitions to the most important results. The fourth section surveys the topological complications implied by non-mean-field-type social network structures in general. The last three sections discuss in detail the dynamic behavior of three prominent classes of models: the Prisoner's Dilemma, the Rock-Scissors-Paper game, and Competing Associations. The major theme of the review is in what sense and how the graph structure of interactions can modify and enrich the picture of long term behavioral patterns emerging in evolutionary games.Comment: Review, final version, 133 pages, 65 figure