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 Szego-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.

Stationary mass distribution and nonlocality 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.

Collective oscillations in irreversible coagulation driven by monomer inputs and large-cluster outputs.

We describe collective oscillatory behavior in the kinetics of irreversible coagulation with a constant input of monomers and removal of large clusters. For a broad class of collision rates, this system reaches a nonequilibrium stationary state at large times and the cluster size distribution tends to a universal form characterized by a constant flux of mass through the space of cluster sizes. Universality, in this context, means that the stationary state becomes independent of the cutoff as the cutoff grows. This universality is lost, however, if the aggregation rate between large and small clusters increases sufficiently steeply as a function of cluster sizes. We identify a transition to a regime in which the stationary state vanishes as the cutoff grows. This nonuniversal stationary state becomes unstable as the cutoff is increased. It undergoes a Hopf bifurcation after which the stationary state is replaced by persistent and periodic collective oscillations. These oscillations, which bear some similarities to relaxation oscillations in excitable media, carry pulses of mass through the space of cluster sizes such that the average mass flux through any cluster size remains constant. Universality is partially restored in the sense that the scaling of the period and amplitude of oscillation is inherited from the dynamical scaling exponents of the universal regime.

Instantaneous gelation in Smoluchowski's coagulation equation revisited.

We study the solutions of the Smoluchowski coagulation equation with a regularization term which removes clusters from the system when their mass exceeds a specified cutoff size, M. We focus primarily on collision kernels which would exhibit an instantaneous gelation transition in the absence of any regularization. Numerical simulations demonstrate that for such kernels with monodisperse initial data, the regularized gelation time decreases as M increases, consistent with the expectation that the gelation time is zero in the unregularized system. This decrease appears to be a logarithmically slow function of M, indicating that instantaneously gelling kernels may still be justifiable as physical models despite the fact that they are highly singular in the absence of a cutoff. We also study the case when a source of monomers is introduced in the regularized system. In this case a stationary state is reached. We present a complete analytic description of this regularized stationary state for the model kernel, K(m(1),m(2)) = max{m(1),m(2)}(ν), which gels instantaneously when M → ∞ if ν>1. The stationary cluster size distribution decays as a stretched exponential for small cluster sizes and crosses over to a power law decay with exponent ν for large cluster sizes. The total particle density in the stationary state slowly vanishes as [(ν-1)log M](-1/2) when M → ∞. The approach to the stationary state is nontrivial: Oscillations about the stationary state emerge from the interplay between the monomer injection and the cutoff, M, which decay very slowly when M is large. A quantitative analysis of these oscillations is provided for the addition model which describes the situation in which clusters can only grow by absorbing monomers.

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.

Constant flux relation for driven dissipative systems.

Conservation laws constrain the stationary state statistics of driven dissipative systems because the average flux of a conserved quantity between driving and dissipation scales should be constant. This requirement leads to a universal scaling law for flux-measuring correlation functions, which generalizes the 4/5th law of Navier-Stokes turbulence. We demonstrate the utility of this simple idea by deriving new exact scaling relations for models of aggregating particle systems in the fluctuation-dominated regime and for energy and wave action cascades in models of strong wave turbulence.

Multiscaling of correlation functions in single species reaction-diffusion systems.

We derive the multi-scaling of probability distributions of multi-particle configurations for the binary reaction-diffusion system in A + A --> O in d < or =2 and for the ternary system in 3A --> O in d=1. For the binary reaction we find that the probability Pt(N, Delta V) of finding N particles in a fixed volume element Delta V at time t decays in the limit of large time as (ln t/t)N(ln t)-N(N-1)/2 for d=2 and t-Nd/2 t-N(N-1)epsilon/4+O(epsilon2) for d<2. Here epsilon=2-d. For the ternary reaction in one dimension we find that Pt(N, delta V) approximately (ln t/t)N/2(ln t)-N(N-1)(N-2)/6 . The principal tool of our study is the dynamical renormalization group. We compare predictions of epsilon expansions for Pt(N, Delta V) for a binary reaction in one dimension against the exact known results. We conclude that the epsilon corrections of order two and higher are absent in the previous answer for Pt(N, Delta V) for N=1, 2, 3, 4. Furthermore, we conjecture the absence of epsilon2 corrections for all values of N.

Breakdown of Kolmogorov scaling in models of cluster aggregation.

We describe a model of cluster aggregation with a source which provides a rare example of an analytically tractable turbulent system. The steady state is characterized by a constant mass flux from small masses to large. Thus it can be studied using a phenomenological theory, inspired by Kolmogorov's 1941 theory, which assumes constant flux and self-similarity. We prove that such self-similarity is violated in dimensions less than or equal to two. We then use dynamical renormalization group techniques to show that the scaling of multipoint correlation functions implies nontrivial multifractality. The analytical results are supported by Monte Carlo simulations.

Survival probability of a diffusing test particle in a system of coagulating and annihilating random walkers.

We calculate the survival probability of a diffusing test particle in an environment of diffusing particles that undergo coagulation at rate lambda(c) and annihilation at rate lambda(a) . The test particle is annihilated at rate lambda(') on coming into contact with the other particles. The survival probability decays algebraically with time as t(-theta;) . The exponent theta; in d<2 is calculated using the perturbative renormalization group formalism as an expansion in epsilon=2-d . It is shown to be universal, independent of lambda(') , and to depend only on delta , the ratio of the diffusion constant of test particles to that of the other particles, and on the ratio lambda(a) / lambda(c) . In two dimensions we calculate the logarithmic corrections to the power law decay of the survival probability. Surprisingly, the logarithmic corrections are nonuniversal. The one-loop answer for theta; in one dimension obtained by setting epsilon=1 is compared with existing exact solutions for special values of delta and lambda(a) / lambda(c) . The analytical results for the logarithmic corrections are verified by Monte Carlo simulations.

Stationary Kolmogorov solutions of the Smoluchowski aggregation equation with a source term.

In this paper we show how the method of Zakharov transformations may be used to analyze the stationary solutions of the Smoluchowski aggregation equation with a source term for arbitrary homogeneous coagulation kernel. The resulting power-law mass distributions are of Kolmogorov type in the sense that they carry a constant flux of mass from small masses to large. They are valid for masses much larger than the characteristic mass of the source. We derive a "locality criterion," expressed in terms of the asymptotic properties of the kernel, that must be satisfied in order for the Kolmogorov spectrum to be an admissible solution. Whether a given kernel leads to a gelation transition or not can be determined by computing the mass capacity of the Kolmogorov spectrum. As an example, we compute the exact stationary state for the family of kernels, K(zeta) ( m(1), m(2) )= ( m(1) m(2) )(zeta/2) which includes both gelling and nongelling cases, reproducing the known solution in the case zeta=0. Surprisingly, the Kolmogorov constant is the same for all kernels in this family.

Persistence properties of a system of coagulating and annihilating random walkers.

We study a d-dimensional system of diffusing particles that on contact either annihilate with probability 1/(q-1) or coagulate with probability (q-2)/(q-1). In one dimension, the system models the zero-temperature Glauber dynamics of domain walls in the q-state Potts model. We calculate P(m,t), the probability that a randomly chosen lattice site contains a particle whose ancestors have undergone exactly (m-1) coagulations. Using perturbative renormalization group analysis for d<2, we show that, if the number of coagulations m is much less than the typical number M(t), then P(m,t) approximately m(zeta/d)t(-theta), with theta=dQ+Q(Q-1/2)epsilon+O(epsilon(2)), zeta=(2Q-1)epsilon+(2Q-1)(Q-1)(1/2+AQ)epsilon(2)+O(epsilon(3)), where Q=(q-1)/q, epsilon=2-d and A=-0.006....M(t) is shown to scale as M(t) approximately t(d/2-delta), where delta=d(1-Q)+(Q-1)(Q-1/2)epsilon+O(epsilon(2)). In two dimensions, we show that P(m,t) approximately ln(t)(Q(3-2Q))ln(m)((2Q-1)(2))t(-2Q) for m<

Kang-Redner small-mass anomaly in cluster-cluster aggregation.

The large-time small-mass asymptotic behavior of the average mass distribution P(m,t) is studied in a d-dimensional system of diffusing aggregating particles for 1< or =d< or =2. By means of both a renormalization group computation as well as a direct resummation of leading terms in the small-reaction-rate expansion of the average mass distribution, it is shown that P(m,t) approximately (1/t(d))(m(1/d)/sqrt[t])(e(KR)) for m<