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Marc-Etienne Brachet

Publications and source records attributed to Marc-Etienne Brachet.

11 recordsLinked to original sources

Lévy on-off intermittency

We present a new form of intermittency, Lévy on-off intermittency, which arises from multiplicative $α$-stable white noise close to an instability threshold. We study this problem in the linear and nonlinear regimes, both theoretically and numerically, for the case of a pitchfork bifurcation with fluctuating growth rate. We compute the stationary distribution analytically and numerically from the associated fractional Fokker-Planck equation in the Stratonovich interpretation. We characterize the system in the parameter space $(α,β)$ of the noise, with stability parameter $α\in (0,2)$ and skewness parameter $β\in[-1,1]$. Five regimes are identified in this parameter space, in addition to the well-studied Gaussian case $α=2$. Three regimes are located at $1<α<2$, where the noise has finite mean but infinite variance. They are differentiated by $β$ and all display a critical transition at the deterministic instability threshold, with on-off intermittency close to onset. Critical exponents are computed from the stationary distribution. Each regime is characterized by a specific form of the density and specific critical exponents, which differ starkly from the Gaussian case. A finite or infinite number of integer-order moments may converge, depending on parameters. Two more regimes are found at $0<α\leq 1$. There, the mean of the noise diverges, and no critical transition occurs. In one case the origin is always unstable, independently of the distance $μ$ from the deterministic threshold. In the other case, the origin is conversely always stable, independently of $μ$. We thus demonstrate that an instability subject to non-equilibrium, power-law-distributed fluctuations can display substantially different properties than for Gaussian thermal fluctuations, in terms of statistics and critical behavior.

cond-mat.stat-mech

Abrupt transition between three and two-dimensional quantum turbulence

We present numerical evidence of a critical-like transition in an out-of-equilibrium mean-field description of a quantum system. By numerically solving the Gross-Pitaevskii equation we show that quantum turbulence displays an abrupt change between three-dimensional (3D) and two-dimensional (2D) behavior. The transition is observed both in quasi-2D flows in cubic domains (controlled by the amplitude of a 3D perturbation to the flow), as well as in flows in thin domains (controlled by the domain aspect ratio) in a configuration that mimics systems realized in laboratory experiments. In one regime the system displays a transfer of the energy towards smaller scales, while in the other the system displays a transfer of the energy towards larger scales and a coherent self-organization of the quantized vortices.

cond-mat.quant-gas

Energy fluxes in quasi-equilibrium flows

We examine the relation between the absolute equilibrium state of the spectrally truncated Euler equations (TEE) predicted by Kraichnan (1973) to the forced and dissipated flows of the spectrally truncated Navier-Stokes (TNS) equations. In both of these idealized systems a finite number of Fourier modes is kept contained inside a sphere of radius $k_{max}$ but while the first conserves energy in the second energy is injected by a body-force $\bf{f}$ and dissipated by the viscosity $ν$. For the TNS system stochastically forced with energy injection rate $\mathcal{I}_\mathcal{E}$ we show, using an asymptotic expansion of the Fokker-Planck equation, that in the limit of small $k_{max}η$ (where $η=(ν^3/\mathcal{I}_\mathcal{E})^{1/4}$ the Kolmogorov lengthscale) the flow approaches the absolute equilibrium solution of Kraichnan with such an effective "temperature" so that there is a balance between the energy injection and the energy dissipation rate. Numerical simulations verify the predictions of the model for small values of $k_{max}η$. For intermediate values of $k_{max}η$ a transition from the quasi-equilibrium "thermal" state to Kolmogorov turbulence is observed. If the forcing is applied at small scales and the dissipation acts only at large scales then the equipartition spectrum appears at all scales for all values of $ν$. In both cases a finite forward or inverse flux is present even for the cases where the flow is close to the equilibrium state solutions. However, unlike the classical turbulence where an energy cascade develops with a mean energy flux that is large compared to its fluctuations, the quasi-equilibrium state has a mean flux of energy that is subdominant to the large flux fluctuations observed.

physics.flu-dyn

The Vortex-Particle Magnus Effect

Experimentalists use particles as tracers in liquid helium. The intrusive effects of particles on the dynamics of vortices remain poorly understood. We implement a study of how basic well understood vortex states, such as a propagating pair of oppositely signed vortices, change in the presence of particles by using a simple model based on the Magnus force. We focus on the 2D case, and compare the analytic and semi-analytic model with simulations of the Gross-Pitaevskii (GP) equation with particles modelled by dynamic external potentials. The results confirm that the Magnus force model is an effective way to approximate vortex-particle motion either with closed-form simplified solutions or with a more accurate numerically solvable ordinary differential equations (ODEs). Furthermore, we increase the complexity of the vortex states and show that the suggested semi-analytical model remains robust in capturing the dynamics observed in the GP simulations.

cond-mat.quant-gas

On the thermal equilibrium state of large scale flows

In a forced three-dimensional turbulent flow the scales larger than the forcing scale have been conjectured to reach a thermal equilibrium state forming a $k^2$ energy spectrum. In this work we examine the properties of these large scales in turbulent flows with the use of numerical simulations. We show that the choice of forcing can strongly affect the behavior of the large scales. A spectrally-dense forcing (a forcing that acts on {\it all modes} inside a finite-width spherical shell) with long correlation times may lead to strong deviations from the $k^2$ energy spectrum, while a spectrally-sparse forcing (a forcing that acts only on a few modes) with short correlated time-scale can reproduce the thermal spectrum. It is shown that the spectrally-dense forcing allows for numerous triadic interactions that couple one large scale mode with two forced modes and this leads to an excess of energy input in the large scales. This excess of energy is then moved back to the small-scales by self-interactions of the large-scale modes and by interactions with the turbulent small-scales. The overall picture that arises from the present analysis is that the large scales in a turbulent flow resemble a reservoir that is in (non-local) contact with a second out-of equilibrium reservoir consisting of the smaller (forced and turbulent) scales. If the injection of energy at the large scales from the forced modes is relative weak then the large-scale spectrum remains close to a thermal equilibrium and the role of long-range interactions is to set the global energy (temperature) of the equilibrium state. If, on the other hand, the long-range interactions are dominant, the large-scale self-interactions cannot respond fast enough to bring the system into equilibrium. Then the large scales deviate from the equilibrium state with energy spectrum that may display exponents different from the $k^2$ spectrum.

physics.flu-dyn

Long-time properties of MHD turbulence and the role of symmetries

We investigate long-time properties of three-dimensional MHD turbulence in the absence of forcing and examine in particular the role played by the quadratic invariants of the system and by the symmetries of the initial configurations. We observe that, when sufficient accuracy is used, initial conditions with a high degree of symmetries, as in the absence of helicity, do not travel through parameter space over time whereas by perturbing these solutions either explicitly or implicitly using for example single precision for long times, the flows depart from their original behavior and can become either strongly helical, or have a strong alignment between the velocity and the magnetic field. When the symmetries are broken, the flows evolve towards different end states, as predicted by statistical arguments for non-dissipative systems with the addition of an energy minimization principle, as already analyzed in \cite{stribling_90} for random initial conditions using a moderate number of Fourier modes. Furthermore, the alignment properties of these flows, between velocity, vorticity, magnetic potential, induction and current, correspond to the dominance of two main regimes, one helically dominated and one in quasi-equipartition of kinetic and magnetic energy. We also contrast the scaling of the ratio of magnetic energy to kinetic energy as a function of wavenumber to the ratio of eddy turn-over time to Alfvén time as a function of wavenumber. We find that the former ratio is constant with an approximate equipartition for scales smaller than the largest scale of the flow whereas the ratio of time scales increases with increasing wavenumber.

physics.flu-dyn

Alfvén waves and ideal two-dimensional Galerkin truncated magnetohydrodynamics

We investigate numerically the dynamics of two-dimensional Euler and ideal magnetohydrodynamics (MHD) flows in systems with a finite number of modes, up to $4096^2$, for which several quadratic invariants are preserved by the truncation and the statistical equilibria are known. Initial conditions are the Orszag-Tang vortex with a neutral X-point centered on a stagnation point of the velocity field in the large scales. In MHD, we observe that the total energy spectra at intermediate times and intermediate scales correspond to the interactions of eddies and waves, $E_T(k)\sim k^{-3/2}$. Moreover, no dissipative range is visible neither for Euler nor for MHD in two dimensions; in the former case, this may be linked to the existence of a vanishing turbulent viscosity whereas in MHD, the numerical resolution employed may be insufficient. When imposing a uniform magnetic field to the flow, we observe a lack of saturation of the formation of small scales together with a significant slowing-down of their equilibration, with however a cut-off independent partial thermalization being reached at intermediate scales.

nlin.CD

Two-fluid model of the truncated Euler Equations

A phenomenological two-fluid model of the (time-reversible) spectrally-truncated 3D Euler equation is proposed. The thermalized small scales are first shown to be quasi-normal. The effective viscosity and thermal diffusion are then determined, using EDQNM closure and Monte-Carlo numerical computations. Finally, the model is validated by comparing its dynamics with that of the original truncated Euler equation.

physics.flu-dyn

Classical Gravitation as free Membrane Dynamics

The formulation of General Relativity in which the 4-dimensional space-time is embedded in a flat host space of higher dimension is reconsidered. New classes of embeddings (modeled after Nash's classical free embeddings) are introduced. They present the important advantage of being deformable and therefore physically realistic. Explicit examples of embeddings whose deformations DO describe gravitational waves around their respective backgrounds are given for several space-times, including the Schwarzschild black hole. New variational principles which give back Einstein's General Relativity are proposed. In this framework, the 4-D space-time is a membrane moving in a flat host space.

gr-qc

Boundary layers and emitted excitations in nonlinear Schrodinger superflow past a disk

The stability and dynamics of nonlinear Schrodinger superflows past a two-dimensional disk are investigated using a specially adapted pseudo-spectral method based on mapped Chebychev polynomials. This efficient numerical method allows the imposition of both Dirichlet and Neumann boundary conditions at the disk border. Small coherence length boundary-layer approximations to stationary solutions are obtained analytically. Newton branch-following is used to compute the complete bifurcation diagram of stationary solutions. The dependence of the critical Mach number on the coherence length is characterized. Above the critical Mach number, at coherence length larger than fifteen times the diameter of the disk, rarefaction pulses are dynamically nucleated, replacing the vortices that are nucleated at small coherence length.

cond-mat.other

Scaling transformation and probability distributions for financial time series

The price of financial assets are, since Bachelier, considered to be described by a (discrete or continuous) time sequence of random variables, i.e a stochastic process. Sharp scaling exponents or unifractal behavior of such processes has been reported in several works. In this letter we investigate the question of scaling transformation of price processes by establishing a new connexion between non-linear group theoretical methods and multifractal methods developed in mathematical physics. Using two sets of financial chronological time series, we show that the scaling transformation is a non-linear group action on the moments of the price increments. Its linear part has a spectral decomposition that puts in evidence a multifractal behavior of the price increments.

cond-mat.stat-mech