A new selection phenomenon in nonlinear interface dynamics is predicted. A generic class of exact regular unsteady multi-bubble solutions in a Hele-Shaw cell is presented. These solutions show that the case where the asymptotic bubble velocity, U, is twice greater than the velocity, V, of the uniform background flow, i.e., U=2V, is the only attractor of the dynamics. Contrary to common belief, the predicted velocity selection requires neither surface tension nor other external regularization.
Inviscid bubble dynamics in a viscous fluid, moving with velocity V far from the bubble, is considered. The Cauchy problem of recovering the bubble evolution from its initial shape is completely solved without surface tension. The well-posed (after a Tikhonov regularization) dynamical system provides an extensive list of unsteady closed form solutions due to integrability. A new (rational) class of solutions is obtained and added to the logarithmic class found earlier (Phys. Rev. E 89, 061003(R), 2014). The only attractor selects the observable bubble shape and velocity U = 2V from the continuum of possible solutions. The attractor is asymptotically stable. Numerical results illustrate the most salient aspects of the bubble dynamics.
We generalize the diffusion-limited aggregation by issuing many randomly-walking particles, which stick to a cluster at the discrete time unit providing its growth. Using simple combinatorial arguments we determine probabilities of different growth scenarios and prove that the most probable evolution is governed by the deterministic Laplacian growth equation. A potential-theoretical analysis of the growth probabilities reveals connections with the tau-function of the integrable dispersionless limit of the two-dimensional Toda hierarchy, normal matrix ensembles, and the two-dimensional Dyson gas confined in a non-uniform magnetic field. We introduce the time-dependent Hamiltonian, which generates transitions between different classes of equivalence of closed curves, and prove the Hamiltonian structure of the interface dynamics. Finally, we propose a relation between probabilities of growth scenarios and the semi-classical limit of certain correlation functions of “light” exponential operators in the Liouville conformal field theory on a pseudosphere.
We develop statistical mechanics for stochastic growth processes and apply it to Laplacian growth by using its remarkable connection with a random matrix theory. The Laplacian growth equation is obtained from the variation principle and describes adiabatic (quasistatic) thermodynamic processes in the two-dimensional Dyson gas. By using Einstein's theory of thermodynamic fluctuations we consider transitional probabilities between thermodynamic states, which are in a one-to-one correspondence with simply connected domains occupied by gas. Transitions between these domains are described by the stochastic Laplacian growth equation, while the transitional probabilities coincide with a free-particle propagator on an infinite-dimensional complex manifold with a Kähler metric.
Valleys that form around a stream head often develop characteristic finger-like elevation contours. We study the processes involved in the formation of these valleys and introduce a theoretical model that indicates how shape may inform the underlying processes. We consider valley growth as the advance of a moving boundary travelling forward purely through linearly diffusive erosion, and we obtain a solution for the valley shape in three dimensions. Our solution compares well to the shape of slowly growing groundwater-fed valleys found in Bristol, Florida. Our results identify a new feature in the formation of groundwater-fed valleys: a spatially variable diffusivity that can be modelled by a fixed-height moving boundary.
A point source on a plane constantly emits particles which rapidly diffuse and then stick to a growing cluster. The growth probability of a cluster is presented as a sum over all possible scenarios leading to the same final shape. The classical point for the action, defined as a minus logarithm of the growth probability, describes the most probable scenario and reproduces the Laplacian growth equation, which embraces numerous fundamental free boundary dynamics in non-equilibrium physics. For non-classical scenarios we introduce virtual point sources, in which presence the action becomes the Kullback-Leibler entropy. Strikingly, this entropy is shown to be the sum of electrostatic energies of layers grown per elementary time unit. Hence the growth probability of the presented non-equilibrium process obeys the Gibbs-Boltzmann statistics, which, as a rule, is not applied out from equilibrium. Each layer's probability is expressed as a product of simple factors in an auxiliary complex plane after a properly chosen conformal map. The action at this plane is a sum of Robin functions, which solve the Liouville equation. At the end we establish connections of our theory with the tau-function of the integrable Toda hierarchy and with the Liouville theory for non-critical quantum strings.
A point source on a plane constantly emits particles which rapidly diffuse and then stick to a growing cluster. The growth probability of a cluster is presented as a sum over all possible scenarios leading to the same final shape. The classical point for the action, defined as a minus logarithm of the growth probability, describes the most probable scenario and reproduces the Laplacian growth equation, which embraces numerous fundamental free boundary dynamics in nonequilibrium physics. For nonclassical scenarios we introduce virtual point sources, in which presence the action becomes the Kullback-Leibler entropy. Strikingly, this entropy is shown to be the sum of electrostatic energies of layers grown per elementary time unit. Hence the growth probability of the presented nonequilibrium process obeys the Gibbs-Boltzmann statistics, which, as a rule, is not applied out from equilibrium. Each layer's probability is expressed as a product of simple factors in an auxiliary complex plane after a properly chosen conformal map. The action at this plane is a sum of Robin functions, which solve the Liouville equation. At the end we establish connections of our theory with the τ function of the integrable Toda hierarchy and with the Liouville theory for noncritical quantum strings.
We predict a novel global selection phenomenon in nonlinear interface dynamics out of equilibrium. Using recently developed transcendental function of the Schottky-Klein type in two-dimensional Laplacian growth, we have extended the existing theory from a single interface to multiple moving interfaces. We have derived in closed form a rich class of exact non-singular solutions for the unsteady dynamics of an arbitrary (but finite) assembly of air bubbles in a viscous fluid within a Hele-Shaw cell. These solutions demonstrate that all bubbles reach an asymptotic steady velocity, $U$, which is precisely twice greater than the velocity, $V$, of the uniform background flow, i.e., $U=2V$. The result does not depend on the number of bubbles. And contrary to common belief, the predicted velocity selection mechanism does not require surface tension.
The two-dimensional free boundary problem in which the field is governed by Poisson’s equation and for which the velocity of the free boundary is given by the gradient of the field—Poisson growth—is considered. The problem is a generalisation of classic Hele-Shaw free boundary flow or Laplacian growth problem and has many applications. In the case when the right hand side of Poisson’s equation is constant, a formulation is obtained in terms of the Schwarz function of the free boundary. From this it is deduced that solutions of the Laplacian growth problem also satisfy the Poisson growth problem, the only difference being in their time evolution. The corresponding moment evolution equations, a Polubarinova–Galin type equation and a Baiocchi-type transformation for Poisson growth are also presented. Some explicit examples are given, one in which cusp formation is inhibited by the addition of the Poisson term, and another for a growing finger in which the Poisson term selects the width of the finger to be half that of the channel. For the more complicated case when the right hand side is linear in one space direction, the Schwarz function method is used to derive an exact solution describing a translating circular blob with changing radius.
A new general class of exact solutions is presented for the time evolution of a bubble of arbitrary initial shape in a Hele-Shaw cell when surface tension effects are neglected. These solutions are obtained by conformal mapping the viscous flow domain to an annulus in an auxiliary complex plane. It is then demonstrated that the only stable fixed point (attractor) of the nonsingular bubble dynamics corresponds precisely to the selected pattern. This thus shows that, contrary to the established theory, bubble selection in a Hele-Shaw cell does not require surface tension. The solutions reported here significantly extend previous results for a simply connected geometry (finger) to a doubly connected one (bubble). We conjecture that the same selection rule without surface tension holds for Hele-Shaw flows of arbitrary connectivity.
We survey research on radiation propagation or ballistic particle motion through media with randomly variable material density, and we investigate the topic with an emphasis on very high spatial frequencies. Our new results are based on a specific variability model consisting of a zero-mean Gaussian scaling noise riding on a constant value that is large enough with respect to the amplitude of the noise to yield overwhelmingly non-negative density. We first generalize known results about sub-exponential transmission from regular functions, which are almost everywhere continuous, to merely "measurable" ones, which are almost everywhere discontinuous (akin to statistically stationary noises), with positively correlated fluctuations. We then use the generalized measure-theoretic formulation to address negatively correlated stochastic media without leaving the framework of conventional (continuum-limit) transport theory. We thus resolve a controversy about recent claims that only discrete-point process approaches can accommodate negative correlations, i.e., anti-clustering of the material particles. We obtain in this case the predicted super-exponential behavior, but it is rather weak. Physically, and much like the alternative discrete-point process approach, the new model applies most naturally to scales commensurate with the inter-particle distance in the material, i.e., when the notion of particle density breaks down due to Poissonian-or maybe not-so-Poissonian-number-count fluctuations occur in the sample volume. At the same time, the noisy structure must prevail up to scales commensurate with the mean-free-path to be of practical significance. Possible applications are discussed. (C) 2010 Elsevier Ltd. All rights reserved.
Harmonic moments are integrals of integer powers of z=x+iy over a domain. Here, the domain is an exterior of a bubble of air growing in an oil layer between two horizontal closely spaced plates. Harmonic moments are a natural basis for such Laplacian growth phenomena because, unlike other representations, these moments linearize the zero surface tension problem [S. Richardson, J. Fluid Mech. 56, 609 (1972)], so that all moments except the lowest one (the area of the bubble) are conserved in time. In our experiments, we directly determine the harmonic moments and show that for nonzero surface tension, all moments (except the lowest one) decay in time rather than exhibiting the divergences of other representations. Further, we derive an expression that relates the derivative of the k(th) harmonic moment M(k) to measurable quantities (surface tension, viscosity, the distance between the plates, and a line integral over the contour encompassing the growing bubble). The laboratory observations are in good accord with the expression we derive for dM(k)/dt , which is proportional to the surface tension; thus in the zero surface tension limit, the moments (above k=0) are all conserved, in accord with Richardson's theory. In addition, from the measurements of the time evolution of the harmonic moments we obtain a value for the surface tension that is within 20% of the accepted value. In conclusion, our analysis and laboratory observations demonstrate that an interface dynamics description in terms of harmonic moments is physically realizable and robust.
The large class of moving boundary processes in the plane modeled by the so-called Laplacian growth, which describes, e.g., solidification, electrodeposition, viscous fingering, bacterial growth, etc., is known to be integrable and to exhibit a large number of exact solutions. In this work, the boundaries are assumed to be in the class of lemniscates with all zeros inside the bounded component of the complex plane. We prove that for any initial boundary taken from this class, the evolving boundary instantly stops being in the class, or else Laplacian growth destroys lemniscates instantly.
A new class of solutions to Laplacian growth (LG) with zero surface tension is presented and shown to contain all other known solutions as special or limiting cases. These solutions, which are time-dependent conformal maps with branch cuts inside the unit circle, are governed by a nonlinear integral equation and describe oil fjords with non-parallel walls in viscous fingering experiments in Hele-Shaw cells. Integrals of motion for the multi-cut LG solutions in terms of singularities of the Schwarz function are found, and the dynamics of densities (jumps) on the cuts are derived. The subclass of these solutions with linear Cauchy densities on the cuts of the Schwarz function is of particular interest, because in this case the integral equation for the conformal map becomes linear. These solutions can also be of physical importance by representing oil/air interfaces, which form oil fjords with a constant opening angle, in accordance with recent experiments in a Hele-shaw cell.
The planar elliptic extension of the Laplacian growth is, after a proper parametrization, given in a form of a solution to the equation for area-preserving diffeomorphisms. The infinite set of conservation laws associated with such elliptic growth is interpreted in terms of potential theory, and the relations between two major forms of the elliptic growth are analyzed. The constants of integration for closed form solutions are identified as the singularities of the Schwarz function, which are located both inside and outside the moving contour. Well-posedness of the recovery of the elliptic operator governing the process from the continuum of interfaces parametrized by time is addressed and two examples of exact solutions of elliptic growth are presented.
The planar elliptic extension of the Laplacian growth is, after a proper parametrization, given in a form of a solution to the equation for area- preserving diffeomorphisms. The infinite set of conservation laws associated with such elliptic growth is interpreted in terms of potential theory, and the relations between two major forms of the elliptic growth are analyzed. The constants of integration for closed form solutions are identified as the singu- larities of the Schwarz function, which are located both inside and outside the moving contour. Well-posedness of the recovery of the elliptic operator gov- erning the process from the continuum of interfaces parametrized by time is addressed and two examples of exact solutions of elliptic growth are presented. Mathematics Subject Classification (2000). Primary 76S05 ; Secondary 76D27,
Since it was first applied to the study of nuclear interactions by Wigner and Dyson, almost 60 years ago, random matrix theory (RMT) has developed into a field of its own within applied mathematics, and is now essential to many parts of theoretical physics, from condensed matter to high energy. The fundamental results obtained so far rely mostly on the theory of random matrices in one dimension (the dimensionality of the spectrum or equilibrium probability density). In the last few years, this theory has been extended to the case where the spectrum is two dimensional, or even fractal, with dimensions between 1 and 2. In this paper, we review these recent developments and indicate some physical problems where the theory can be applied.