Three-dimensional flows in slowly-varying planar geometries

We consider laminar flow in channels constrained geometrically to remain between two parallel planes; this geometry is typical of microchannels obtained with a single step by current microfabrication techniques. For pressure-driven Stokes flow in this geometry and assuming that the channel dimensions change slowly in the streamwise direction, we show that the velocity component perpendicular to the constraint plane cannot be zero unless the channel has both constant curvature and constant cross-sectional width. This result implies that it is, in principle, possible to design "planar mixers", i.e. passive mixers for channels that are constrained to lie in a flat layer using only streamwise variations of their in-plane dimensions. Numerical results are presented for the case of a channel with sinusoidally varying width

A stochastic derivation of the geodesic rule

We argue that the geodesic rule, for global defects, is a consequence of the randomness of the values of the Goldstone field $\phi$ in each causally connected volume. As these volumes collide and coalescence, $\phi$ evolves by performing a random walk on the vacuum manifold $\mathcal{M}$. We derive a Fokker-Planck equation that describes the continuum limit of this process. Its fundamental solution is the heat kernel on $\mathcal{M}$, whose leading asymptotic behavior establishes the geodesic rule.Comment: 12 pages, No figures. To be published in Int. Jour. Mod. Phys.

Large Deviations in Stochastic Heat-Conduction Processes Provide a Gradient-Flow Structure for Heat Conduction

We consider three one-dimensional continuous-time Markov processes on a lattice, each of which models the conduction of heat: the family of Brownian Energy Processes with parameter $m$, a Generalized Brownian Energy Process, and the Kipnis-Marchioro-Presutti process. The hydrodynamic limit of each of these three processes is a parabolic equation, the linear heat equation in the case of the BEP$(m)$ and the KMP, and a nonlinear heat equation for the GBEP($a$). We prove the hydrodynamic limit rigorously for the BEP$(m)$, and give a formal derivation for the GBEP($a$). We then formally derive the pathwise large-deviation rate functional for the empirical measure of the three processes. These rate functionals imply gradient-flow structures for the limiting linear and nonlinear heat equations. We contrast these gradient-flow structures with those for processes describing the diffusion of mass, most importantly the class of Wasserstein gradient-flow systems. The linear and nonlinear heat-equation gradient-flow structures are each driven by entropy terms of the form $-\log \rho$; they involve dissipation or mobility terms of order $\rho^2$ for the linear heat equation, and a nonlinear function of $\rho$ for the nonlinear heat equation.Comment: 29 page

Space-frequency correlation of classical waves in disordered media: high-frequency and small scale asymptotics

Two-frequency radiative transfer (2f-RT) theory is developed for geometrical optics in random media. The space-frequency correlation is described by the two-frequency Wigner distribution (2f-WD) which satisfies a closed form equation, the two-frequency Wigner-Moyal equation. In the RT regime it is proved rigorously that 2f-WD satisfies a Fokker-Planck-like equation with complex-valued coefficients. By dimensional analysis 2f-RT equation yields the scaling behavior of three physical parameters: the spatial spread, the coherence length and the coherence bandwidth. The sub-transport-mean-free-path behavior is obtained in a closed form by analytically solving a paraxial 2f-RT equation

Quantum Diffusion and Delocalization for Band Matrices with General Distribution

We consider Hermitian and symmetric random band matrices $H$ in $d \geq 1$ dimensions. The matrix elements $H_{xy}$, indexed by $x,y \in \Lambda \subset \Z^d$, are independent and their variances satisfy \sigma_{xy}^2:=\E \abs{H_{xy}}^2 = W^{-d} f((x - y)/W) for some probability density $f$. We assume that the law of each matrix element $H_{xy}$ is symmetric and exhibits subexponential decay. We prove that the time evolution of a quantum particle subject to the Hamiltonian $H$ is diffusive on time scales $t\ll W^{d/3}$. We also show that the localization length of the eigenvectors of $H$ is larger than a factor $W^{d/6}$ times the band width $W$. All results are uniform in the size \abs{\Lambda} of the matrix. This extends our recent result \cite{erdosknowles} to general band matrices. As another consequence of our proof we show that, for a larger class of random matrices satisfying $\sum_x\sigma_{xy}^2=1$ for all $y$, the largest eigenvalue of $H$ is bounded with high probability by $2 + M^{-2/3 + \epsilon}$ for any $\epsilon > 0$, where M \deq 1 / (\max_{x,y} \sigma_{xy}^2).Comment: Corrected typos and some inaccuracies in appendix

Alternative sampling for variational quantum Monte Carlo

Expectation values of physical quantities may accurately be obtained by the evaluation of integrals within Many-Body Quantum mechanics, and these multi-dimensional integrals may be estimated using Monte Carlo methods. In a previous publication it has been shown that for the simplest, most commonly applied strategy in continuum Quantum Monte Carlo, the random error in the resulting estimates is not well controlled. At best the Central Limit theorem is valid in its weakest form, and at worst it is invalid and replaced by an alternative Generalised Central Limit theorem and non-Normal random error. In both cases the random error is not controlled. Here we consider a new `residual sampling strategy' that reintroduces the Central Limit Theorem in its strongest form, and provides full control of the random error in estimates. Estimates of the total energy and the variance of the local energy within Variational Monte Carlo are considered in detail, and the approach presented may be generalised to expectation values of other operators, and to other variants of the Quantum Monte Carlo method.Comment: 14 pages, 9 figure

Mixing by polymers: experimental test of decay regime of mixing

By using high molecular weight fluorescent passive tracers with different diffusion coefficients and by changing the fluid velocity we study dependence of a characteristic mixing length on the Peclet number, $Pe$, which controls the mixing efficiency. The mixing length is found to be related to $Pe$ by a power law, $L_{mix}\propto Pe^{0.26\pm 0.01}$, and increases faster than expected for an unbounded chaotic flow. Role of the boundaries in the mixing length abnormal growth is clarified. The experimental findings are in a good quantitative agreement with the recent theoretical predictions.Comment: 4 pages,5 figures. accepted for publication in PR

Experimental and theoretical scaling laws for transverse diffusive broadening in two-phase laminar flows in microchannels

This letter quantifies both experimentally and theoretically the diffusion of low-molecular-weight species across the interface between two aqueous solutions in pressure-driven laminar flow in microchannels at high Peclet numbers. Confocal fluorescent microscopy was used to visualize a fluorescent product formed by reaction between chemical species carried separately by the two solutions. At steady state, the width of the reaction-diffusion zone at the interface adjacent to the wall of the channel and transverse to the direction of flow scales as the one-third power of both the axial distance down the channel (from the point where the two streams join) and the average velocity of the flow, instead of the more familiar one- half power scaling which was measured in the middle of the channel. A quantitative description of reaction-diffusion processes near the walls of the channel, such as described in this letter, is required for the rational use of laminar flows for performing spatially resolved surface chemistry and biology inside microchannels and for understanding three-dimensional features of mass transport in shearing flows near surfaces

Cutoff for the Ising model on the lattice

Introduced in 1963, Glauber dynamics is one of the most practiced and extensively studied methods for sampling the Ising model on lattices. It is well known that at high temperatures, the time it takes this chain to mix in $L^1$ on a system of size $n$ is $O(\log n)$. Whether in this regime there is cutoff, i.e. a sharp transition in the $L^1$-convergence to equilibrium, is a fundamental open problem: If so, as conjectured by Peres, it would imply that mixing occurs abruptly at $(c+o(1))\log n$ for some fixed $c>0$, thus providing a rigorous stopping rule for this MCMC sampler. However, obtaining the precise asymptotics of the mixing and proving cutoff can be extremely challenging even for fairly simple Markov chains. Already for the one-dimensional Ising model, showing cutoff is a longstanding open problem. We settle the above by establishing cutoff and its location at the high temperature regime of the Ising model on the lattice with periodic boundary conditions. Our results hold for any dimension and at any temperature where there is strong spatial mixing: For $\Z^2$ this carries all the way to the critical temperature. Specifically, for fixed $d\geq 1$, the continuous-time Glauber dynamics for the Ising model on $(\Z/n\Z)^d$ with periodic boundary conditions has cutoff at $(d/2\lambda_\infty)\log n$, where $\lambda_\infty$ is the spectral gap of the dynamics on the infinite-volume lattice. To our knowledge, this is the first time where cutoff is shown for a Markov chain where even understanding its stationary distribution is limited. The proof hinges on a new technique for translating $L^1$ to $L^2$ mixing which enables the application of log-Sobolev inequalities. The technique is general and carries to other monotone and anti-monotone spin-systems.Comment: 34 pages, 3 figure