The probability density function tail of the Kardar-Parisi-Zhang equation in the strongly non-linear regime

An analytical derivation of the probability density function (PDF) tail describing the strongly correlated interface growth governed by the nonlinear Kardar-Parisi-Zhang equation is provided. The PDF tail exactly coincides with a Tracy-Widom distribution i.e. a PDF tail proportional to $\exp( - c w_2^{3/2})$, where $w_2$ is the the width of the interface. The PDF tail is computed by the instanton method in the strongly non-linear regime within the Martin-Siggia-Rose framework using a careful treatment of the non-linear interactions. In addition, the effect of spatial dimensions on the PDF tail scaling is discussed. This gives a novel approach to understand the rightmost PDF tail of the interface width distribution and the analysis suggests that there is no upper critical dimension.Comment: 17 pages, 2 figure

The instanton method and its numerical implementation in fluid mechanics

A precise characterization of structures occurring in turbulent fluid flows at high Reynolds numbers is one of the last open problems of classical physics. In this review we discuss recent developments related to the application of instanton methods to turbulence. Instantons are saddle point configurations of the underlying path integrals. They are equivalent to minimizers of the related Freidlin-Wentzell action and known to be able to characterize rare events in such systems. While there is an impressive body of work concerning their analytical description, this review focuses on the question on how to compute these minimizers numerically. In a short introduction we present the relevant mathematical and physical background before we discuss the stochastic Burgers equation in detail. We present algorithms to compute instantons numerically by an efficient solution of the corresponding Euler-Lagrange equations. A second focus is the discussion of a recently developed numerical filtering technique that allows to extract instantons from direct numerical simulations. In the following we present modifications of the algorithms to make them efficient when applied to two- or three-dimensional fluid dynamical problems. We illustrate these ideas using the two-dimensional Burgers equation and the three-dimensional Navier-Stokes equations

Fronts in randomly advected and heterogeneous media and nonuniversality of Burgers turbulence: Theory and numerics

A recently established mathematical equivalence--between weakly perturbed Huygens fronts (e.g., flames in weak turbulence or geometrical-optics wave fronts in slightly nonuniform media) and the inviscid limit of white-noise-driven Burgers turbulence--motivates theoretical and numerical estimates of Burgers-turbulence properties for specific types of white-in-time forcing. Existing mathematical relations between Burgers turbulence and the statistical mechanics of directed polymers, allowing use of the replica method, are exploited to obtain systematic upper bounds on the Burgers energy density, corresponding to the ground-state binding energy of the directed polymer and the speedup of the Huygens front. The results are complementary to previous studies of both Burgers turbulence and directed polymers, which have focused on universal scaling properties instead of forcing-dependent parameters. The upper-bound formula can be heuristically understood in terms of renormalization of a different kind from that previously used in combustion models, and also shows that the burning velocity of an idealized turbulent flame does not diverge with increasing Reynolds number at fixed turbulence intensity, a conclusion that applies even to strong turbulence. Numerical simulations of the one-dimensional inviscid Burgers equation using a Lagrangian finite-element method confirm that the theoretical upper bounds are sharp within about 15% for various forcing spectra (corresponding to various two-dimensional random media). These computations provide a new quantitative test of the replica method. The inferred nonuniversality (spectrum dependence) of the front speedup is of direct importance for combustion modeling.Comment: 20 pages, 2 figures, REVTeX 4. Moved some details to appendices, added figure on numerical metho

Exactly solvable variable parametric Burgers type models

Exactly solvable variable parametric Burgers type equations in one-dimension are introduced, and two different approaches for solving the corresponding initial value problems are given. The first one is using the relationship between the variable parametric models and their standard counterparts. The second approach is a direct linearization of the variable parametric Burgers model to a variable parametric parabolic model via a generalized Cole-Hopf transform. Eventually, the problem of finding analytic and exact solutions of the variable parametric models reduces to that of solving a corresponding second order linear ODE with time dependent coefficients. This makes our results applicable to a wide class of exactly solvable Burgers type equations related with the classical Sturm-Liouville problems for the orthogonal polynomials

Entire solutions of hydrodynamical equations with exponential dissipation

We consider a modification of the three-dimensional Navier--Stokes equations and other hydrodynamical evolution equations with space-periodic initial conditions in which the usual Laplacian of the dissipation operator is replaced by an operator whose Fourier symbol grows exponentially as \ue ^{|k|/\kd} at high wavenumbers $|k|$. Using estimates in suitable classes of analytic functions, we show that the solutions with initially finite energy become immediately entire in the space variables and that the Fourier coefficients decay faster than \ue ^{-C(k/\kd) \ln (|k|/\kd)} for any $C<1/(2\ln 2)$. The same result holds for the one-dimensional Burgers equation with exponential dissipation but can be improved: heuristic arguments and very precise simulations, analyzed by the method of asymptotic extrapolation of van der Hoeven, indicate that the leading-order asymptotics is precisely of the above form with $C= C_\star =1/\ln2$. The same behavior with a universal constant $C_\star$ is conjectured for the Navier--Stokes equations with exponential dissipation in any space dimension. This universality prevents the strong growth of intermittency in the far dissipation range which is obtained for ordinary Navier--Stokes turbulence. Possible applications to improved spectral simulations are briefly discussed.Comment: 29 pages, 3 figures, Comm. Math. Phys., in pres

Asymptotic stability of traveling wave solutions for perturbations with algebraic decay

For a class of scalar partial differential equations that incorporate convection, diffusion, and possibly dispersion in one space and one time dimension, the stability of traveling wave solutions is investigated. If the initial perturbation of the traveling wave profile decays at an algebraic rate, then the solution is shown to converge to a shifted wave profile at a corresponding temporal algebraic rate, and optimal intermediate results that combine temporal and spatial decay are obtained. The proofs are based on a general interpolation principle which says that algebraic decay results of this form always follow if exponential temporal decay holds for perturbation with exponential spatial decay and the wave profile is stable for general perturbations.Comment: 14 page

Statistical properties of the Burgers equation with Brownian initial velocity

We study the one-dimensional Burgers equation in the inviscid limit for Brownian initial velocity (i.e. the initial velocity is a two-sided Brownian motion that starts from the origin x=0). We obtain the one-point distribution of the velocity field in closed analytical form. In the limit where we are far from the origin, we also obtain the two-point and higher-order distributions. We show how they factorize and recover the statistical invariance through translations for the distributions of velocity increments and Lagrangian increments. We also derive the velocity structure functions and we recover the bifractality of the inverse Lagrangian map. Then, for the case where the initial density is uniform, we obtain the distribution of the density field and its $n$-point correlations. In the same limit, we derive the $n-$point distributions of the Lagrangian displacement field and the properties of shocks. We note that both the stable-clustering ansatz and the Press-Schechter mass function, that are widely used in the cosmological context, happen to be exact for this one-dimensional version of the adhesion model.Comment: 42 pages, published in J. Stat. Phy