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Bureković S, Schäfer T, Grauer R. Instantons, Fluctuations, and Singularities in the Supercritical Stochastic Nonlinear Schrödinger Equation. PHYSICAL REVIEW LETTERS 2024; 133:077202. [PMID: 39213547 DOI: 10.1103/physrevlett.133.077202] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 02/02/2024] [Accepted: 07/10/2024] [Indexed: 09/04/2024]
Abstract
Recently, Josserand et al. proposed a stochastic nonlinear Schrödinger model for finite-time singularity-mediated turbulence [Phys. Rev. Fluids 5, 054607 (2020)PLFHBR2469-990X10.1103/PhysRevFluids.5.054607]. Here, we use instanton calculus to quantify the effect of extreme fluctuations on the statistics of the energy dissipation rate. While the contribution of the instanton alone is insufficient, we obtain excellent agreement with direct simulations when including Gaussian fluctuations and the corresponding zero mode. Fluctuations are crucial to obtain the correct scaling when quasisingular events govern the turbulence statistics.
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2
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Tegoni Goedert G, Biferale L. Instanton-based importance sampling for extreme fluctuations in a shell model for turbulent energy cascade. THE EUROPEAN PHYSICAL JOURNAL. E, SOFT MATTER 2023; 46:132. [PMID: 38127225 DOI: 10.1140/epje/s10189-023-00392-6] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Grants] [Track Full Text] [Subscribe] [Scholar Register] [Received: 08/03/2023] [Accepted: 12/02/2023] [Indexed: 12/23/2023]
Abstract
Many out-of-equilibrium flows present non-Gaussian fluctuations in physically relevant observables, such as energy dissipation rate. This implies extreme fluctuations that, although rarely observed, have a significant phenomenology. Recently, path integral methods for importance sampling have emerged from formalism initially devised for quantum field theory and are being successfully applied to the Burgers equation and other fluid models. We proposed exploring the domain of application of these methods using a shell model, a dynamical system for turbulent energy cascade which can be numerically sampled for extreme events in an efficient manner and presents many interesting properties. We start from a validation of the instanton-based importance sampling methodology in the heat equation limit. We explored the limits of the method as nonlinearity grows stronger, finding good qualitative results for small values of the leading nonlinear coefficient. A worst agreement between numerical simulations of the whole systems and instanton results for estimation of the distribution's flatness is observed when increasing the nonlinear intensities.
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Affiliation(s)
- Guilherme Tegoni Goedert
- School for Applied Mathematics, Getúlio Vargas Foundation, Praia de Botafogo, 190, Rio de Janeiro, Rio de Janeiro, 22250-900, Brazil.
| | - Luca Biferale
- Department of Physics and INFN, University of Rome, Tor Vergata, Via della Ricerca Scientifica 1, 00133, Rome, Lazio, Italy
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3
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Meerson B, Vilenkin A. Large deviations of the interface height in the Golubović-Bruinsma model of stochastic growth. Phys Rev E 2023; 108:014117. [PMID: 37583177 DOI: 10.1103/physreve.108.014117] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 03/15/2023] [Accepted: 06/22/2023] [Indexed: 08/17/2023]
Abstract
We study large deviations of the one-point height H of a stochastic interface, governed by the Golubović-Bruinsma equation, ∂_{t}h=-ν∂_{x}^{4}h+(λ/2)(∂_{x}h)^{2}+sqrt[D]ξ(x,t), where h(x,t) is the interface height at point x and time t and ξ(x,t) is the Gaussian white noise. The interface is initially flat, and H is defined by the relation h(x=0,t=T)=H. We focus on the short-time limit, T≪T_{NL}, where T_{NL}=ν^{5/7}(Dλ^{2})^{-4/7} is the characteristic nonlinear time of the system. In this limit typical, small fluctuations of H are unaffected by the nonlinear term, and they are Gaussian. However, the large-deviation tails of the probability distribution P(H,T) "feel" the nonlinearity already at short times, and they are non-Gaussian and asymmetric. We evaluate these tails using the optimal fluctuation method (OFM). The lower tail scales as -lnP(H,T)∼H^{5/2}/T^{1/2}. It coincides with its analog for the Kardar-Parisi-Zhang (KPZ) equation, and we point out to the mechanism of this universality. The upper tail scales as -lnP(H,T)∼H^{11/6}/T^{5/6}, it is different from the upper tail of the KPZ equation. We also compute the large deviation function of H numerically and verify our asymptotic results for the tails.
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Affiliation(s)
- Baruch Meerson
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Arkady Vilenkin
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
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4
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Thakur B, Meyer-Ortmanns H. Controlling the Mean Time to Extinction in Populations of Bacteria. ENTROPY (BASEL, SWITZERLAND) 2023; 25:e25050755. [PMID: 37238510 DOI: 10.3390/e25050755] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [Grants] [Track Full Text] [Subscribe] [Scholar Register] [Received: 02/10/2023] [Revised: 04/20/2023] [Accepted: 05/03/2023] [Indexed: 05/28/2023]
Abstract
Populations of ecological systems generally have demographic fluctuations due to birth and death processes. At the same time, they are exposed to changing environments. We studied populations composed of two phenotypes of bacteria and analyzed the impact that both types of fluctuations have on the mean time to extinction of the entire population if extinction is the final fate. Our results are based on Gillespie simulations and on the WKB approach applied to classical stochastic systems, here in certain limiting cases. As a function of the frequency of environmental changes, we observe a non-monotonic dependence of the mean time to extinction. Its dependencies on other system parameters are also explored. This allows the control of the mean time to extinction to be as large or as small as possible, depending on whether extinction should be avoided or is desired from the perspective of bacteria or the perspective of hosts to which the bacteria are deleterious.
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Affiliation(s)
- Bhumika Thakur
- School of Science, Constructor University, 28759 Bremen, Germany
| | - Hildegard Meyer-Ortmanns
- School of Science, Constructor University, 28759 Bremen, Germany
- Complexity Science Hub Vienna, 1080 Vienna, Austria
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5
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Dandekar R, Krapivsky PL, Mallick K. Dynamical fluctuations in the Riesz gas. Phys Rev E 2023; 107:044129. [PMID: 37198790 DOI: 10.1103/physreve.107.044129] [Citation(s) in RCA: 2] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 12/13/2022] [Accepted: 02/10/2023] [Indexed: 05/19/2023]
Abstract
We consider an infinite system of particles on a line performing identical Brownian motions and interacting through the |x-y|^{-s} Riesz potential, causing the overdamped motion of particles. We investigate fluctuations of the integrated current and the position of a tagged particle. We show that for 0<s<1, the standard deviations of both quantities grow as t^{s/2(1+s)}. When s>1, the interactions are effectively short-ranged, and the universal subdiffusive t^{1/4} growth emerges with only amplitude depending on the exponent s. We also show that the two-time correlations of the tagged-particle position have the same form as for fractional Brownian motion.
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Affiliation(s)
- Rahul Dandekar
- Institut de Physique Théorique, CEA Paris-Saclay, F-91191 Gif-sur-Yvette Cedex, France
| | - P L Krapivsky
- Department of Physics, Boston University, Boston, Massachusetts 02215, USA
- Santa Fe Institute, Santa Fe, New Mexico 87501, USA
| | - Kirone Mallick
- Institut de Physique Théorique, CEA Paris-Saclay, F-91191 Gif-sur-Yvette Cedex, France
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6
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Sasorov P, Vilenkin A, Smith NR. Probabilities of moderately atypical fluctuations of the size of a swarm of Brownian bees. Phys Rev E 2023; 107:014140. [PMID: 36797921 DOI: 10.1103/physreve.107.014140] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 09/15/2022] [Accepted: 01/17/2023] [Indexed: 02/03/2023]
Abstract
The "Brownian bees" model describes an ensemble of N= const independent branching Brownian particles. The conservation of N is provided by a modified branching process. When a particle branches into two particles, the particle which is farthest from the origin is eliminated simultaneously. The spatial density of the particles is governed by the solution of a free boundary problem for a reaction-diffusion equation in the limit of N≫1. At long times, the particle density approaches a spherically symmetric steady-state solution with a compact support of radius ℓ[over ¯]_{0}. However, at finite N, the radius of this support, L, fluctuates. The variance of these fluctuations appears to exhibit a logarithmic anomaly [Siboni et al., Phys. Rev. E 104, 054131 (2021)2470-004510.1103/PhysRevE.104.054131]. It is proportional to N^{-1}lnN at N→∞. We investigate here the tails of the probability density function (PDF), P(L), of the swarm radius, when the absolute value of the radius fluctuation ΔL=L-ℓ[over ¯]_{0} is sufficiently larger than the typical fluctuations' scale determined by the variance. For negative deviations the PDF can be obtained in the framework of the optimal fluctuation method. This part of the PDF displays the scaling behavior lnP∝-NΔL^{2}ln^{-1}(ΔL^{-2}), demonstrating a logarithmic anomaly at small negative ΔL. For the opposite sign of the fluctuation, ΔL>0, the PDF can be obtained with an approximation of a single particle, running away. We find that lnP∝-N^{1/2}ΔL. We consider in this paper only the case when |ΔL| is much less than the typical radius of the swarm at N≫1.
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Affiliation(s)
- Pavel Sasorov
- Institute of Physics CAS, ELI Beamlines, 182 21 Prague, Czech Republic
| | - Arkady Vilenkin
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Naftali R Smith
- Department of Solar Energy and Environmental Physics, Blaustein Institutes for Desert Research, Ben-Gurion University of the Negev, Sede Boqer, 8499000, Israel
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7
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Alqahtani M, Grigorio L, Grafke T. Extreme events and instantons in Lagrangian passive scalar turbulence models. Phys Rev E 2022; 106:015101. [PMID: 35974552 DOI: 10.1103/physreve.106.015101] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 08/04/2021] [Accepted: 04/22/2022] [Indexed: 06/15/2023]
Abstract
The advection and mixing of a scalar quantity by fluid flow is an important problem in engineering and natural sciences. The statistics of the passive scalar exhibit complex behavior even in the presence of a Gaussian velocity field. This paper is concerned with two Lagrangian turbulence models that are based on the recent fluid deformation model, but adding a passive scalar field with uniform mean gradient. For a range of Reynolds numbers, these models can reproduce the statistics of passive scalar turbulence. For these models, we demonstrate how events of extreme passive scalar gradients can be recovered by computing the instanton, i.e., the saddle-point configuration of the associated stochastic field theory. It allows us to both reproduce the heavy-tailed statistics associated with passive scalar turbulence, and recover the most likely mechanism leading to such extreme events. We further demonstrate that events of large negative strain in these models undergo spontaneous symmetry breaking.
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Affiliation(s)
- Mnerh Alqahtani
- Mathematics Institute, University of Warwick, Coventry CV4 7AL, United Kingdom
| | - Leonardo Grigorio
- Centro Federal de Educação Tecnológica Celso Suckow da Fonseca, 28635-000, Nova Friburgo, RJ, Brazil
| | - Tobias Grafke
- Mathematics Institute, University of Warwick, Coventry CV4 7AL, United Kingdom
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8
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Schorlepp T, Grafke T, May S, Grauer R. Spontaneous symmetry breaking for extreme vorticity and strain in the three-dimensional Navier-Stokes equations. PHILOSOPHICAL TRANSACTIONS. SERIES A, MATHEMATICAL, PHYSICAL, AND ENGINEERING SCIENCES 2022; 380:20210051. [PMID: 35527640 PMCID: PMC9081818 DOI: 10.1098/rsta.2021.0051] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Key Words] [Grants] [Track Full Text] [Figures] [Subscribe] [Scholar Register] [Received: 07/13/2021] [Accepted: 09/27/2021] [Indexed: 06/14/2023]
Abstract
We investigate the spatio-temporal structure of the most likely configurations realizing extremely high vorticity or strain in the stochastically forced three-dimensional incompressible Navier-Stokes equations. Most likely configurations are computed by numerically finding the highest probability velocity field realizing an extreme constraint as solution of a large optimization problem. High-vorticity configurations are identified as pinched vortex filaments with swirl, while high-strain configurations correspond to counter-rotating vortex rings. We additionally observe that the most likely configurations for vorticity and strain spontaneously break their rotational symmetry for extremely high observable values. Instanton calculus and large deviation theory allow us to show that these maximum likelihood realizations determine the tail probabilities of the observed quantities. In particular, we are able to demonstrate that artificially enforcing rotational symmetry for large strain configurations leads to a severe underestimate of their probability, as it is dominated in likelihood by an exponentially more likely symmetry-broken vortex-sheet configuration. This article is part of the theme issue 'Mathematical problems in physical fluid dynamics (part 2)'.
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Affiliation(s)
- Timo Schorlepp
- Institute for Theoretical Physics I, Ruhr-University Bochum, Universitätsstrasse 150, Bochum 44801, Germany
| | - Tobias Grafke
- Mathematics Institute, University of Warwick, Coventry CV4 7AL, UK
| | - Sandra May
- Department of Mathematics, TU Dortmund University, Vogelpothsweg 87, Dortmund 44227, Germany
| | - Rainer Grauer
- Institute for Theoretical Physics I, Ruhr-University Bochum, Universitätsstrasse 150, Bochum 44801, Germany
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9
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Bettelheim E, Smith NR, Meerson B. Inverse Scattering Method Solves the Problem of Full Statistics of Nonstationary Heat Transfer in the Kipnis-Marchioro-Presutti Model. PHYSICAL REVIEW LETTERS 2022; 128:130602. [PMID: 35426706 DOI: 10.1103/physrevlett.128.130602] [Citation(s) in RCA: 17] [Impact Index Per Article: 5.7] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/03/2021] [Revised: 02/01/2022] [Accepted: 03/08/2022] [Indexed: 06/14/2023]
Abstract
We determine the full statistics of nonstationary heat transfer in the Kipnis-Marchioro-Presutti lattice gas model at long times by uncovering and exploiting complete integrability of the underlying equations of the macroscopic fluctuation theory. These equations are closely related to the derivative nonlinear Schrödinger equation (DNLS), and we solve them by the Zakharov-Shabat inverse scattering method (ISM) adapted by D. J. Kaup and A. C. Newell, J. Math. Phys. 19, 798 (1978)JMAPAQ0022-248810.1063/1.523737 for the DNLS. We obtain explicit results for the exact large deviation function of the transferred heat for an initially localized heat pulse, where we uncover a nontrivial symmetry relation.
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Affiliation(s)
- Eldad Bettelheim
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 9190401, Israel
| | - Naftali R Smith
- Laboratoire de Physique de l'École Normale Supérieure, CNRS, ENS & Université PSL, Sorbonne Université, Université de Paris, 75005 Paris, France
- Department of Solar Energy and Environmental Physics, Blaustein Institutes for Desert Research, Ben-Gurion University of the Negev, Sede Boqer, 8499000, Israel
| | - Baruch Meerson
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 9190401, Israel
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10
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Park JI, Kim BJ, Park HJ. Stochastic resonance of abundance fluctuations and mean time to extinction in an ecological community. Phys Rev E 2021; 104:024133. [PMID: 34525626 DOI: 10.1103/physreve.104.024133] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 03/04/2021] [Accepted: 08/11/2021] [Indexed: 11/07/2022]
Abstract
Periodic environmental changes are commonly observed in nature from the amount of daylight to seasonal temperature. These changes usually affect individuals' death or birth rates, dragging the system from its previous stable states. When the fluctuation of abundance is amplified due to such changes, extinction of species may be accelerated. To see this effect, we examine how the abundance and the mean time to extinction respond to the periodic environmental changes. We consider a population wherein two species coexist together implemented by three rules-birth, spontaneous death, and death from competitions. As the interspecific interaction strength is varied, we observe the resonance behavior in both fluctuations of abundances and the mean time to extinction. Our result suggests that neither too high nor too low competition rates make the system more susceptible to environmental changes.
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Affiliation(s)
- Jong Il Park
- Department of Physics, Sungkyunkwan University, Suwon 16419, Republic of Korea
| | - Beom Jun Kim
- Department of Physics, Sungkyunkwan University, Suwon 16419, Republic of Korea
| | - Hye Jin Park
- Asia Pacific Center for Theoretical Physics, Pohang 37673, Republic of Korea.,Department of Physics, POSTECH, Pohang 37673, Republic of Korea
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11
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Margazoglou G, Biferale L, Grauer R, Jansen K, Mesterházy D, Rosenow T, Tripiccione R. Hybrid Monte Carlo algorithm for sampling rare events in space-time histories of stochastic fields. Phys Rev E 2019; 99:053303. [PMID: 31212557 DOI: 10.1103/physreve.99.053303] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 08/05/2018] [Indexed: 11/07/2022]
Abstract
We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochastic (partial) differential equations, our HMC algorithm samples space-time histories of the dynamical degrees of freedom under the influence of random noise. First, we validate and benchmark the HMC algorithm by reproducing multiscale properties of the one-dimensional Burgers equation driven by Gaussian and white-in-time noise. Second, we show how to implement an importance sampling protocol to significantly enhance, by orders of magnitudes, the probability to sample extreme and rare events, making it possible to estimate moments of field variables of extremely high order (up to 30 and more). By employing reweighting techniques, we map the biased configurations back to the original probability measure in order to probe their statistical importance. Finally, we show that by biasing the system towards very intense negative gradients, the HMC algorithm is able to explore the statistical fluctuations around instanton configurations. Our results will also be interesting and relevant in lattice gauge theory since they provide unique insights into reweighting techniques.
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Affiliation(s)
- G Margazoglou
- Department of Physics, University of Rome Tor Vergata and INFN-Tor Vergata, 00133 Rome, Italy.,Computation-based Science and Technology Research Center, Cyprus Institute, 2121 Nicosia, Cyprus
| | - L Biferale
- Department of Physics, University of Rome Tor Vergata and INFN-Tor Vergata, 00133 Rome, Italy
| | - R Grauer
- Institut für Theoretische Physik I, Ruhr-University Bochum, 44780 Bochum, Germany
| | - K Jansen
- NIC, DESY, 15738 Zeuthen, Germany
| | - D Mesterházy
- Institute for Theoretical Physics, University of Bern, 3012 Bern, Switzerland
| | - T Rosenow
- Institut für Physik, Brandenburg University of Technology Cottbus-Senftenberg, 03046 Cottbus, Germany
| | - R Tripiccione
- Department of Physics, Università di Ferrara and INFN-Ferrara, 44122 Ferrara, Italy
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12
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Ebener L, Margazoglou G, Friedrich J, Biferale L, Grauer R. Instanton based importance sampling for rare events in stochastic PDEs. CHAOS (WOODBURY, N.Y.) 2019; 29:063102. [PMID: 31266309 DOI: 10.1063/1.5085119] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/09/2018] [Accepted: 05/10/2019] [Indexed: 06/09/2023]
Abstract
We present a new method for sampling rare and large fluctuations in a nonequilibrium system governed by a stochastic partial differential equation (SPDE) with additive forcing. To this end, we deploy the so-called instanton formalism that corresponds to a saddle-point approximation of the action in the path integral formulation of the underlying SPDE. The crucial step in our approach is the formulation of an alternative SPDE that incorporates knowledge of the instanton solution such that we are able to constrain the dynamical evolutions around extreme flow configurations only. Finally, a reweighting procedure based on the Girsanov theorem is applied to recover the full distribution function of the original system. The entire procedure is demonstrated on the example of the one-dimensional Burgers equation. Furthermore, we compare our method to conventional direct numerical simulations as well as to Hybrid Monte Carlo methods. It will be shown that the instanton-based sampling method outperforms both approaches and allows for an accurate quantification of the whole probability density function of velocity gradients from the core to the very far tails.
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Affiliation(s)
- Lasse Ebener
- Institut für Theoretische Physik I, Ruhr-Universität Bochum, Universitätsstraße 150, 44780 Bochum, Germany
| | - Georgios Margazoglou
- Department of Physics and INFN, University of Rome "Tor Vergata," Via della Ricerca Scientifica 1, I-00133 Roma, Italy
| | - Jan Friedrich
- Institut für Theoretische Physik I, Ruhr-Universität Bochum, Universitätsstraße 150, 44780 Bochum, Germany
| | - Luca Biferale
- Department of Physics and INFN, University of Rome "Tor Vergata," Via della Ricerca Scientifica 1, I-00133 Roma, Italy
| | - Rainer Grauer
- Institut für Theoretische Physik I, Ruhr-Universität Bochum, Universitätsstraße 150, 44780 Bochum, Germany
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13
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Grafke T, Vanden-Eijnden E. Numerical computation of rare events via large deviation theory. CHAOS (WOODBURY, N.Y.) 2019; 29:063118. [PMID: 31266328 DOI: 10.1063/1.5084025] [Citation(s) in RCA: 6] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/03/2018] [Accepted: 05/29/2019] [Indexed: 06/09/2023]
Abstract
An overview of rare event algorithms based on large deviation theory (LDT) is presented. It covers a range of numerical schemes to compute the large deviation minimizer in various setups and discusses best practices, common pitfalls, and implementation tradeoffs. Generalizations, extensions, and improvements of the minimum action methods are proposed. These algorithms are tested on example problems which illustrate several common difficulties which arise, e.g., when the forcing is degenerate or multiplicative, or the systems are infinite-dimensional. Generalizations to processes driven by non-Gaussian noises or random initial data and parameters are also discussed, along with the connection between the LDT-based approach reviewed here and other methods, such as stochastic field theory and optimal control. Finally, the integration of this approach in importance sampling methods using, e.g., genealogical algorithms, is explored.
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Affiliation(s)
- Tobias Grafke
- Mathematics Institute, University of Warwick, Coventry CV4 7AL, United Kingdom
| | - Eric Vanden-Eijnden
- Courant Institute, New York University, 251 Mercer Street, New York, New York 10012, USA
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14
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Asida T, Livne E, Meerson B. Large fluctuations of a Kardar-Parisi-Zhang interface on a half line: The height statistics at a shifted point. Phys Rev E 2019; 99:042132. [PMID: 31108640 DOI: 10.1103/physreve.99.042132] [Citation(s) in RCA: 8] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 01/19/2019] [Indexed: 11/07/2022]
Abstract
We consider a stochastic interface h(x,t), described by the 1+1 Kardar-Parisi-Zhang (KPZ) equation on the half line x≥0 with the reflecting boundary at x=0. The interface is initially flat, h(x,t=0)=0. We focus on the short-time probability distribution P(H,L,t) of the height H of the interface at point x=L. Using the optimal fluctuation method, we determine the (Gaussian) body of the distribution and the strongly asymmetric non-Gaussian tails. We find that the slower-decaying tail scales as -sqrt[t]lnP≃|H|^{3/2}f_{-}(L/sqrt[|H|t]) and calculate the function f_{-} analytically. Remarkably, this tail exhibits a first-order dynamical phase transition at a critical value of L, L_{c}=0.60223⋯sqrt[|H|t]. The transition results from a competition between two different fluctuation paths of the system. The faster-decaying tail scales as -sqrt[t]lnP≃|H|^{5/2}f_{+}(L/sqrt[|H|t]). We evaluate the function f_{+} using a specially developed numerical method which involves solving a nonlinear second-order elliptic equation in Lagrangian coordinates. The faster-decaying tail also involves a sharp transition which occurs at a critical value L_{c}≃2sqrt[2|H|t]/π. This transition is similar to the one recently found for the KPZ equation on a ring, and we believe that it has the same fractional order, 5/2. It is smoothed, however, by small diffusion effects.
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Affiliation(s)
- Tomer Asida
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Eli Livne
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Baruch Meerson
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
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15
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Apolinário GB, Moriconi L, Pereira RM. Onset of intermittency in stochastic Burgers hydrodynamics. Phys Rev E 2019; 99:033104. [PMID: 30999439 DOI: 10.1103/physreve.99.033104] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 10/25/2018] [Indexed: 06/09/2023]
Abstract
We study the onset of intermittency in stochastic Burgers hydrodynamics, as characterized by the statistical behavior of negative velocity gradient fluctuations. The analysis is based on the response functional formalism, where specific velocity configurations-the viscous instantons-are assumed to play a dominant role in modeling the left tails of velocity gradient probability distribution functions. We find, as expected on general grounds, that the field-theoretical approach becomes meaningful in practice only if the effects of fluctuations around instantons are taken into account. Working with a systematic cumulant expansion, it turns out that the integration of fluctuations yields, in leading perturbative order, to an effective description of the Burgers stochastic dynamics given by the renormalization of its associated heat kernel propagator and the external force-force correlation function.
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Affiliation(s)
- G B Apolinário
- Instituto de Física, Universidade Federal do Rio de Janeiro, C.P. 68528, CEP: 21945-970, Rio de Janeiro, RJ, Brazil
| | - L Moriconi
- Instituto de Física, Universidade Federal do Rio de Janeiro, C.P. 68528, CEP: 21945-970, Rio de Janeiro, RJ, Brazil
| | - R M Pereira
- Laboratório de Física Teórica e Computacional, Departamento de Física, Universidade Federal de Pernambuco, 50670-901 Recife, PE, Brazil
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16
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Friedrich J, Margazoglou G, Biferale L, Grauer R. Multiscale velocity correlations in turbulence and Burgers turbulence: Fusion rules, Markov processes in scale, and multifractal predictions. Phys Rev E 2018; 98:023104. [PMID: 30253572 DOI: 10.1103/physreve.98.023104] [Citation(s) in RCA: 17] [Impact Index Per Article: 2.4] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 04/24/2018] [Indexed: 11/07/2022]
Abstract
We compare different approaches towards an effective description of multiscale velocity field correlations in turbulence. Predictions made by the operator-product expansion, the so-called fusion rules, are placed in juxtaposition to an approach that interprets the turbulent energy cascade in terms of a Markov process of velocity increments in scale. We explicitly show that the fusion rules are a direct consequence of the Markov property provided that the structure functions exhibit scaling in the inertial range. Furthermore, the limit case of joint velocity gradient and velocity increment statistics is discussed and put into the context of the notion of dissipative anomaly. We generalize a prediction made by the multifractal model derived by Benzi et al. [R. Benzi et al., Phys. Rev. Lett. 80, 3244 (1998)PRLTAO0031-900710.1103/PhysRevLett.80.3244] to correlations among inertial range velocity increment and velocity gradients of any order. We show that for the case of squared velocity gradients such a relation can be derived from first principles in the case of Burgers equations. Our results are benchmarked by intensive direct numerical simulations of Burgers turbulence.
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Affiliation(s)
- Jan Friedrich
- Institut für Theoretische Physik I, Ruhr-Universität Bochum, Universitätsstraße 150, 44780 Bochum, Germany
| | - Georgios Margazoglou
- Department of Physics and INFN, University of Rome "Tor Vergata," Via della Ricerca Scientifica 1, 00133 Roma, Italy.,Computation-based Science and Technology Research Center, Cyprus Institute, 20 Kavafi Street, 2121 Nicosia, Cyprus
| | - Luca Biferale
- Department of Physics and INFN, University of Rome "Tor Vergata," Via della Ricerca Scientifica 1, 00133 Roma, Italy
| | - Rainer Grauer
- Institut für Theoretische Physik I, Ruhr-Universität Bochum, Universitätsstraße 150, 44780 Bochum, Germany
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17
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Smith NR, Kamenev A, Meerson B. Landau theory of the short-time dynamical phase transitions of the Kardar-Parisi-Zhang interface. Phys Rev E 2018; 97:042130. [PMID: 29758703 DOI: 10.1103/physreve.97.042130] [Citation(s) in RCA: 20] [Impact Index Per Article: 2.9] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 02/20/2018] [Indexed: 11/07/2022]
Abstract
We study the short-time distribution P(H,L,t) of the two-point two-time height difference H=h(L,t)-h(0,0) of a stationary Kardar-Parisi-Zhang interface in 1+1 dimension. Employing the optimal-fluctuation method, we develop an effective Landau theory for the second-order dynamical phase transition found previously for L=0 at a critical value H=H_{c}. We show that |H| and L play the roles of inverse temperature and external magnetic field, respectively. In particular, we find a first-order dynamical phase transition when L changes sign, at supercritical H. We also determine analytically P(H,L,t) in several limits away from the second-order transition. Typical fluctuations of H are Gaussian, but the distribution tails are highly asymmetric. The tails -lnP∼|H|^{3/2}/sqrt[t] and -lnP∼|H|^{5/2}/sqrt[t], previously found for L=0, are enhanced for L≠0. At very large |L| the whole height-difference distribution P(H,L,t) is time-independent and Gaussian in H, -lnP∼|H|^{2}/|L|, describing the probability of creating a ramplike height profile at t=0.
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Affiliation(s)
- Naftali R Smith
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Alex Kamenev
- Department of Physics, University of Minnesota, Minneapolis, Minnesota 55455, USA.,William I. Fine Theoretical Physics Institute, University of Minnesota, Minneapolis, Minnesota 55455, USA
| | - Baruch Meerson
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
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18
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Park HJ, Traulsen A. Extinction dynamics from metastable coexistences in an evolutionary game. Phys Rev E 2017; 96:042412. [PMID: 29347472 DOI: 10.1103/physreve.96.042412] [Citation(s) in RCA: 12] [Impact Index Per Article: 1.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 07/04/2017] [Indexed: 11/07/2022]
Abstract
Deterministic evolutionary game dynamics can lead to stable coexistences of different types. Stochasticity, however, drives the loss of such coexistences. This extinction is usually accompanied by population size fluctuations. We investigate the most probable extinction trajectory under such fluctuations by mapping a stochastic evolutionary model to a problem of classical mechanics using the Wentzel-Kramers-Brillouin (WKB) approximation. Our results show that more abundant types in a coexistence may be more likely to go extinct first, in good agreement with previous results. The distance between the coexistence and extinction points is not a good predictor of extinction either. Instead, the WKB method correctly predicts the type going extinct first.
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Affiliation(s)
- Hye Jin Park
- Department of Evolutionary Theory, Max Planck Institute for Evolutionary Biology, 24306 Plön, Germany
| | - Arne Traulsen
- Department of Evolutionary Theory, Max Planck Institute for Evolutionary Biology, 24306 Plön, Germany
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19
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Smith NR, Meerson B, Sasorov PV. Local average height distribution of fluctuating interfaces. Phys Rev E 2017; 95:012134. [PMID: 28208441 DOI: 10.1103/physreve.95.012134] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 09/01/2016] [Indexed: 11/07/2022]
Abstract
Height fluctuations of growing surfaces can be characterized by the probability distribution of height in a spatial point at a finite time. Recently there has been spectacular progress in the studies of this quantity for the Kardar-Parisi-Zhang (KPZ) equation in 1+1 dimensions. Here we notice that, at or above a critical dimension, the finite-time one-point height distribution is ill defined in a broad class of linear surface growth models unless the model is regularized at small scales. The regularization via a system-dependent small-scale cutoff leads to a partial loss of universality. As a possible alternative, we introduce a local average height. For the linear models, the probability density of this quantity is well defined in any dimension. The weak-noise theory for these models yields the "optimal path" of the interface conditioned on a nonequilibrium fluctuation of the local average height. As an illustration, we consider the conserved Edwards-Wilkinson (EW) equation, where, without regularization, the finite-time one-point height distribution is ill defined in all physical dimensions. We also determine the optimal path of the interface in a closely related problem of the finite-time height-difference distribution for the nonconserved EW equation in 1+1 dimension. Finally, we discuss a UV catastrophe in the finite-time one-point distribution of height in the (nonregularized) KPZ equation in 2+1 dimensions.
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Affiliation(s)
- Naftali R Smith
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Baruch Meerson
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Pavel V Sasorov
- Keldysh Institute of Applied Mathematics, Moscow 125047, Russia
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20
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Janas M, Kamenev A, Meerson B. Dynamical phase transition in large-deviation statistics of the Kardar-Parisi-Zhang equation. Phys Rev E 2016; 94:032133. [PMID: 27739741 DOI: 10.1103/physreve.94.032133] [Citation(s) in RCA: 23] [Impact Index Per Article: 2.6] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 06/24/2016] [Indexed: 06/06/2023]
Abstract
We study the short-time behavior of the probability distribution P(H,t) of the surface height h(x=0,t)=H in the Kardar-Parisi-Zhang (KPZ) equation in 1+1 dimension. The process starts from a stationary interface: h(x,t=0) is given by a realization of two-sided Brownian motion constrained by h(0,0)=0. We find a singularity of the large deviation function of H at a critical value H=H_{c}. The singularity has the character of a second-order phase transition. It reflects spontaneous breaking of the reflection symmetry x↔-x of optimal paths h(x,t) predicted by the weak-noise theory of the KPZ equation. At |H|≫|H_{c}| the corresponding tail of P(H) scales as -lnP∼|H|^{3/2}/t^{1/2} and agrees, at any t>0, with the proper tail of the Baik-Rains distribution, previously observed only at long times. The other tail of P scales as -lnP∼|H|^{5/2}/t^{1/2} and coincides with the corresponding tail for the sharp-wedge initial condition.
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Affiliation(s)
- Michael Janas
- Department of Physics, University of Minnesota, Minneapolis, Minnesota 55455, USA
| | - Alex Kamenev
- Department of Physics, University of Minnesota, Minneapolis, Minnesota 55455, USA
- William I. Fine Theoretical Physics Institute, University of Minnesota, Minneapolis, Minnesota 55455, USA
| | - Baruch Meerson
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
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21
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Abstract
Established populations often exhibit oscillations in their sizes that, in the deterministic theory, correspond to a limit cycle in the space of population sizes. If a population is isolated, the intrinsic stochasticity of elemental processes can ultimately bring it to extinction. Here we study extinction of oscillating populations in a stochastic version of the Rosenzweig-MacArthur predator-prey model. To this end we develop a WKB (Wentzel, Kramers and Brillouin) approximation to the master equation, employing the characteristic population size as the large parameter. Similar WKB theories have been developed previously in the context of population extinction from an attracting multipopulation fixed point. We evaluate the extinction rates and find the most probable paths to extinction from the limit cycle by applying Floquet theory to the dynamics of an effective four-dimensional WKB Hamiltonian. We show that the entropic barriers to extinction change in a nonanalytic way as the system passes through the Hopf bifurcation. We also study the subleading pre-exponential factors of the WKB approximation.
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Affiliation(s)
- Naftali R Smith
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Baruch Meerson
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
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22
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Meerson B, Katzav E, Vilenkin A. Large Deviations of Surface Height in the Kardar-Parisi-Zhang Equation. PHYSICAL REVIEW LETTERS 2016; 116:070601. [PMID: 26943523 DOI: 10.1103/physrevlett.116.070601] [Citation(s) in RCA: 30] [Impact Index Per Article: 3.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/15/2015] [Indexed: 06/05/2023]
Abstract
Using the weak-noise theory, we evaluate the probability distribution P(H,t) of large deviations of height H of the evolving surface height h(x,t) in the Kardar-Parisi-Zhang equation in one dimension when starting from a flat interface. We also determine the optimal history of the interface, conditioned on reaching the height H at time t. We argue that the tails of P behave, at arbitrary time t>0, and in a proper moving frame, as -lnP∼|H|^{5/2} and ∼|H|^{3/2}. The 3/2 tail coincides with the asymptotic of the Gaussian orthogonal ensemble Tracy-Widom distribution, previously observed at long times.
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Affiliation(s)
- Baruch Meerson
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Eytan Katzav
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Arkady Vilenkin
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
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23
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Meerson B, Vilenkin A, Krapivsky PL. Survival of a static target in a gas of diffusing particles with exclusion. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2014; 90:022120. [PMID: 25215702 DOI: 10.1103/physreve.90.022120] [Citation(s) in RCA: 20] [Impact Index Per Article: 1.8] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 06/13/2014] [Indexed: 06/03/2023]
Abstract
Let a lattice gas of constant density, described by the symmetric simple exclusion process, be brought in contact with a "target": a spherical absorber of radius R. Employing the macroscopic fluctuation theory (MFT), we evaluate the probability P(T) that no gas particle hits the target until a long but finite time T. We also find the most likely gas density history conditional on the nonhitting. The results depend on the dimension of space d and on the rescaled parameter ℓ=R/√[D(0)T], where D(0) is the gas diffusivity. For small ℓ and d>2, P(T) is determined by an exact stationary solution of the MFT equations that we find. For large ℓ, and for any ℓ in one dimension, the relevant MFT solutions are nonstationary. In this case, lnP(T) scales differently with relevant parameters, and it also depends on whether the initial condition is random or deterministic. The latter effects also occur if the lattice gas is composed of noninteracting random walkers. Finally, we extend the formalism to a whole class of diffusive gases of interacting particles.
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Affiliation(s)
- Baruch Meerson
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Arkady Vilenkin
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - P L Krapivsky
- Department of Physics, Boston University, Boston, Massachusetts 02215, USA
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24
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Meerson B, Vilenkin A, Sasorov PV. Emergence of fluctuating traveling front solutions in macroscopic theory of noisy invasion fronts. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2013; 87:012117. [PMID: 23410293 DOI: 10.1103/physreve.87.012117] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 11/26/2012] [Indexed: 06/01/2023]
Abstract
The position of an invasion front, propagating into an unstable state, fluctuates because of the shot noise coming from the discreteness of reacting particles and stochastic character of the reactions and diffusion. A recent macroscopic theory [Meerson and Sasorov, Phys. Rev. E 84, 030101(R) (2011)] yields the probability of observing, during a long time, an unusually slow front. The theory is formulated as an effective Hamiltonian mechanics which operates with the density field and the conjugate "momentum" field. Further, the theory assumes that the most probable density field history of an unusually slow front represents, up to small corrections, a traveling front solution of the Hamilton equations. Here we verify this assumption by solving the Hamilton equations numerically for models belonging to the directed percolation universality class.
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Affiliation(s)
- Baruch Meerson
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel.
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25
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Khasin M, Meerson B, Khain E, Sander LM. Minimizing the population extinction risk by migration. PHYSICAL REVIEW LETTERS 2012; 109:138104. [PMID: 23030124 DOI: 10.1103/physrevlett.109.138104] [Citation(s) in RCA: 13] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 01/16/2012] [Indexed: 06/01/2023]
Abstract
Many populations in nature are fragmented: they consist of local populations occupying separate patches. A local population is prone to extinction due to the shot noise of birth and death processes. A migrating population from another patch can dramatically delay the extinction. What is the optimal migration rate that minimizes the extinction risk of the whole population? Here, we answer this question for a connected network of model habitat patches with different carrying capacities.
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Affiliation(s)
- Michael Khasin
- Department of Physics, University of Michigan, Ann Arbor, Michigan 48109-1040, USA
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26
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Krapivsky PL, Meerson B. Fluctuations of current in nonstationary diffusive lattice gases. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2012; 86:031106. [PMID: 23030865 DOI: 10.1103/physreve.86.031106] [Citation(s) in RCA: 39] [Impact Index Per Article: 3.0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 06/07/2012] [Indexed: 06/01/2023]
Abstract
We employ the macroscopic fluctuation theory to study fluctuations of integrated current in one-dimensional lattice gases with a steplike initial density profile. We analytically determine the variance of the current fluctuations for a class of diffusive processes with a density-independent diffusion coefficient. Our calculations rely on a perturbation theory around the noiseless hydrodynamic solution. We consider both quenched and annealed types of averaging (the initial condition is allowed to fluctuate in the latter situation). The general results for the variance are specialized to a few interesting models including the symmetric exclusion process and the Kipnis-Marchioro-Presutti model [Kipnis, Marchioro, and Presutti, J. Stat. Phys. 27, 65 (1982)]. We also probe large deviations of the current for the symmetric exclusion process. This is done by numerically solving the governing equations of the macroscopic fluctuation theory using an efficient iteration algorithm.
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Affiliation(s)
- P L Krapivsky
- Physics Department, Boston University, Boston, Massachusetts 02215, USA
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27
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Gottesman O, Meerson B. Multiple extinction routes in stochastic population models. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2012; 85:021140. [PMID: 22463185 DOI: 10.1103/physreve.85.021140] [Citation(s) in RCA: 8] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/19/2011] [Revised: 01/28/2012] [Indexed: 05/31/2023]
Abstract
Isolated populations ultimately go extinct because of the intrinsic noise of elementary processes. In multipopulation systems extinction of a population may occur via more than one route. We investigate this generic situation in a simple predator-prey (or infected-susceptible) model. The predator and prey populations may coexist for a long time, but ultimately both go extinct. In the first extinction route the predators go extinct first, whereas the prey thrive for a long time and then also go extinct. In the second route the prey go extinct first, causing a rapid extinction of the predators. Assuming large subpopulation sizes in the coexistence state, we compare the probabilities of each of the two extinction routes and predict the most likely path of the subpopulations to extinction. We also suggest an effective three-state master equation for the probabilities to observe the coexistence state, the predator-free state, and the empty state.
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Affiliation(s)
- Omer Gottesman
- Faculty of Physics, Weizmann Institute of Science, Rehovot 76100, Israel
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28
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Lohmar I, Meerson B. Switching between phenotypes and population extinction. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2011; 84:051901. [PMID: 22181438 DOI: 10.1103/physreve.84.051901] [Citation(s) in RCA: 8] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 07/26/2011] [Indexed: 05/31/2023]
Abstract
Many types of bacteria can survive under stress by switching stochastically between two different phenotypes: the "normals" who multiply fast, but are vulnerable to stress, and the "persisters" who hardly multiply, but are resilient to stress. Previous theoretical studies of such bacterial populations have focused on the fitness: the asymptotic rate of unbounded growth of the population. Yet for an isolated population of established (and not very large) size, a more relevant measure may be the population extinction risk due to the interplay of adverse extrinsic variations and intrinsic noise of birth, death and switching processes. Applying a WKB approximation to the pertinent master equation of such a two-population system, we quantify the extinction risk, and find the most likely path to extinction under both favorable and adverse conditions. Analytical results are obtained both in the biologically relevant regime when the switching is rare compared with the birth and death processes, and in the opposite regime of frequent switching. We show that rare switches are most beneficial in reducing the extinction risk.
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Affiliation(s)
- Ingo Lohmar
- Racah Institute of Physics, the Hebrew University of Jerusalem, Jerusalem 91904, Israel.
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29
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Zhang ZX, She ZS. Subensemble decomposition and Markov process analysis of Burgers turbulence. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2011; 84:026326. [PMID: 21929109 DOI: 10.1103/physreve.84.026326] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 05/27/2011] [Indexed: 05/31/2023]
Abstract
A numerical and statistical study is performed to describe the positive and negative local subgrid energy fluxes in the one-dimensional random-force-driven Burgers turbulence (Burgulence). We use a subensemble method to decompose the field into shock wave and rarefaction wave subensembles by group velocity difference. We observe that the shock wave subensemble shows a strong intermittency which dominates the whole Burgulence field, while the rarefaction wave subensemble satisfies the Kolmogorov 1941 (K41) scaling law. We calculate the two subensemble probabilities and find that in the inertial range they maintain scale invariance, which is the important feature of turbulence self-similarity. We reveal that the interconversion of shock and rarefaction waves during the equation's evolution displays in accordance with a Markov process, which has a stationary transition probability matrix with the elements satisfying universal functions and, when the time interval is much greater than the corresponding characteristic value, exhibits the scale-invariant property.
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Affiliation(s)
- Zhi-Xiong Zhang
- State Key Laboratory of Turbulence and Complex Systems and College of Engineering, Peking University, Beijing 100871, People's Republic of China
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30
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Brener EA, Iordanskiy SV, Saptsov RB. Condensation and vortex formation in a Bose gas upon cooling. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2006; 73:016127. [PMID: 16486236 DOI: 10.1103/physreve.73.016127] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 06/30/2005] [Indexed: 05/06/2023]
Abstract
The mechanism for the transition of a Bose gas to the superfluid state via thermal fluctuations is considered. It is shown that in the process of external cooling some critical fluctuations (instantons) are formed above the critical temperature. The probability of the instanton formation is calculated in the three- and two-dimensional cases. It is found that this probability increases as the system approaches the transition temperature. It is shown that the evolution of an individual instanton is impossible without the formation of vortices in its superfluid part.
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Affiliation(s)
- E A Brener
- Institut für Festkörperforschung, Forschungszentrum Jülich, 52425 Jülich, Germany
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