38 research outputs found
Pfaffian formulae for one dimensional coalescing and annihilating systems
The paper considers instantly coalescing, or instantly annihilating, systems of one-dimensional Brownian particles on the real line. Under maximal entrance laws, the distribution of the particles at a fixed time is shown to be Pfaffian point processes closely related to the Pfaffian point process describing one dimensional distribution of real eigenvalues in the real Ginibre ensemble of random matrices. As an application, an exact large time asymptotic for the n-point density function for coalescing particles is derived
Constant flux relation for diffusion-limited cluster-cluster aggregation
In a nonequilibrium system, a constant flux relation (CFR) expresses the fact that a constant flux of a conserved quantity exactly determines the scaling of the particular correlation function linked to the flux of that conserved quantity. This is true regardless of whether mean-field theory is applicable or not. We focus on cluster-cluster aggregation and discuss the consequences of mass conservation for the steady state of aggregation models with a monomer source in the diffusion-limited regime. We derive the CFR for the flux-carrying correlation function for binary aggregation with a general scale-invariant kernel and show that this exponent is unique. It is independent of both the dimension and of the details of the spatial transport mechanism, a property which is very atypical in the diffusion-limited regime. We then discuss in detail the "locality criterion" which must be satisfied in order for the CFR scaling to be realizable. Locality may be checked explicitly for the mean-field Smoluchowski equation. We show that if it is satisfied at the mean-field level, it remains true over some finite range as one perturbatively decreases the dimension of the system below the critical dimension, d(c)=2, entering the fluctuation-dominated regime. We turn to numerical simulations to verify locality for a range of systems in one dimension which are, presumably, beyond the perturbative regime. Finally, we illustrate how the CFR scaling may break down as a result of a violation of locality or as a result of finite size effects and discuss the extent to which the results apply to higher order aggregation processes
A model for rapid stochastic distortions of small-scale turbulence
We present a model describing the evolution of the small-scale NavierāStokes turbulence due to its stochastic distortion by much larger turbulent scales. This study is motivated by numerical findings (Laval et al. Phys. Fluids vol. 13, 2001, p. 1995) that such interactions of separated scales play an important role in turbulence intermittency. We introduce a description of turbulence in terms of the moments of -space quantities using a method previously developed for the kinematic dynamo problem (Nazarenko et al. Phys. Rev. E vol. 68, 2003, 0266311). Working with the -space moments allows us to introduce new useful measures of intermittency such as the mean polarization and the spectral flatness. Our study of the small-scale two-dimensional turbulence shows that the Fourier moments take their Gaussian values in the energy cascade range whereas the enstrophy cascade is intermittent. In three dimensions, we show that the statistics of turbulence wavepackets deviates from Gaussianity toward dominance of the plane polarizations. Such turbulence is formed by ellipsoids in the -space centred at its origin and having one large, one neutral and one small axis with the velocity field pointing parallel to the smallest axis
Examples of interacting particle systems on Z as Pfaffian point processes : coalescing-branching random walks and annihilating random walks with immigration
Two classes of interacting particle systems on Z are shown to be Pfaffian point processes, at any fixed time and for all deterministic initial conditions. The first comprises coalescing and branching random walks, the second annihilating random walks with pairwise immigration. Various limiting Pfaffian point processes on R are found by diffusive rescaling, including the point set process for the Brownian web and Brownian net
A Monte Carlo algorithm to measure probabilities of rare events in cluster-cluster aggregation
We develop a biased Monte Carlo algorithm to measure probabilities of rare
events in cluster-cluster aggregation for arbitrary collision kernels. Given a
trajectory with a fixed number of collisions, the algorithm modifies both the
waiting times between collisions, as well as the sequence of collisions, using
local moves. We show that the algorithm is ergodic by giving a protocol that
transforms an arbitrary trajectory to a standard trajectory using valid Monte
Carlo moves. The algorithm can sample rare events with probabilities of the
order of and lower. The algorithm's effectiveness in sampling
low-probability events is established by showing that the numerical results for
the large deviation function of constant-kernel aggregation reproduce the exact
results. It is shown that the algorithm can obtain the large deviation
functions for other kernels, including gelling ones, as well as the instanton
trajectories for atypical times. The dependence of the autocorrelation times,
both temporal and configurational, on the different parameters of the algorithm
is also characterized.Comment: 26 pages, 10 figure
Stationary mass distribution and non-locality in models of coalescence and shattering
We study the asymptotic properties of the steady state mass distribution for a class of collision kernels in an aggregation-shattering model in the limit of small shattering probabilities. It is shown that the exponents characterizing the large and small mass asymptotic behavior of the mass distribution depend on whether the collision kernel is local (the aggregation mass flux is essentially generated by collisions between particles of similar masses) or nonlocal (collision between particles of widely different masses give the main contribution to the mass flux). We show that the nonlocal regime is further divided into two subregimes corresponding to weak and strong nonlocality. We also observe that at the boundaries between the local and nonlocal regimes, the mass distribution acquires logarithmic corrections to scaling and calculate these corrections. Exact solutions for special kernels and numerical simulations are used to validate some nonrigorous steps used in the analysis. Our results show that for local kernels, the scaling solutions carry a constant flux of mass due to aggregation, whereas for the nonlocal case there is a correction to the constant flux exponent. Our results suggest that for general scale-invariant kernels, the universality classes of mass distributions are labeled by two parameters: the homogeneity degree of the kernel and one further number measuring the degree of the nonlocality of the kernel
Sample-path large deviations for stochastic evolutions driven by the square of a Gaussian process
Recently, a number of physical models have emerged described by a random process with increments given by a quadratic form of a fast Gaussian process. We find that the rate function which describes sample-path large deviations for such a process can be computed from the large domain size asymptotic of a certain Fredholm determinant. The latter can be evaluated analytically using a theorem of Widom which generalizes the celebrated SzegÅ-Kac formula to the multidimensional case. This provides a large class of random dynamical systems with timescale separation for which an explicit sample-path large-deviation functional can be found. Inspired by problems in hydrodynamics and atmosphere dynamics, we construct a simple example with a single slow degree of freedom driven by the square of a fast multivariate Gaussian process and analyze its large-deviation functional using our general results. Even though the noiseless limit of this example has a single fixed point, the corresponding large-deviation effective potential has multiple fixed points. In other words, it is the addition of noise that leads to metastability. We use the explicit answers for the rate function to construct instanton trajectories connecting the metastable states
Asymptotic expansions for a class of Fredholm Pfaffians and interacting particle systems
Motivated by the phenomenon of duality for interacting particle systems we
introduce two classes of Pfaffian kernels describing a number of Pfaffian point
processes in the `bulk' and at the `edge'. Using the probabilistic method due
to Mark Kac, we prove two Szeg\H{o}-type asymptotic expansion theorems for the
corresponding Fredholm Pfaffians. The idea of the proof is to introduce an
effective random walk with transition density determined by the Pfaffian
kernel, express the logarithm of the Fredholm Pfaffian through expectations
with respect to the random walk, and analyse the expectations using general
results on random walks. We demonstrate the utility of the theorems by
calculating asymptotics for the empty interval and non-crossing probabilities
for a number of examples of Pfaffian point processes: coalescing/annihilating
Brownian motions, massive coalescing Brownian motions, real zeros of Gaussian
power series and Kac polynomials, and real eigenvalues for the real Ginibre
ensemble.Comment: 80 pages, 3 figure
Breakdown of Kolmogorov scaling in models of cluster aggregation with deposition
The steady state of the model of cluster aggregation with deposition is
characterized by a constant flux of mass directed from small masses towards
large masses. It can therefore be studied using phenomenological theories of
turbulence, such as Kolmogorov's 1941 theory. On the other hand, the large
scale behavior of the aggregation model in dimensions lower than or equal to
two is governed by a perturbative fixed point of the renormalization group
flow, which enables an analytic study of the scaling properties of correlation
functions in the steady state. In this paper, we show that the correlation
functions have multifractal scaling, which violates linear Kolmogorov scaling.
The analytical results are verified by Monte Carlo simulations.Comment: 5 pages 4 figure
Multi-Scaling of Correlation Functions in Single Species Reaction-Diffusion Systems
We derive the multi-fractal scaling of probability distributions of
multi-particle configurations for the binary reaction-diffusion system in and for the ternary system in
. For the binary reaction we find that the probability of finding particles in a fixed volume element at time
decays in the limit of large time as for and
t^{-Nd/2}t^{-\frac{N(N-1)\epsilon}{4}+\mathcal{O}(\ep^2)} for . Here
\ep=2-d. For the ternary reaction in one dimension we find that
. The principal tool of our study is the dynamical
renormalization group. We compare predictions of \ep-expansions for
for binary reaction in one dimension against exact known
results. We conclude that the \ep-corrections of order two and higher are
absent in the above answer for for .
Furthermore we conjecture the absence of \ep^2-corrections for all values of
.Comment: 10 pages, 6 figure