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Paolo Muratore-Ginanneschi

Publications and source records attributed to Paolo Muratore-Ginanneschi.

52 records · Page 3Linked to original sources
arXiv2012

A non-perturbative renormalization group study of the stochastic Navier--Stokes equation

We study the renormalization group flow of the average action of the stochastic Navier--Stokes equation with power-law forcing. Using Galilean invariance we introduce a non-perturbative approximation adapted to the zero frequency sector of the theory in the parametric range of the Hölder exponent $4-2\,\varepsilon$ of the forcing where real-space local interactions are relevant. In any spatial dimension $d$, we observe the convergence of the resulting renormalization group flow to a unique fixed point which yields a kinetic energy spectrum scaling in agreement with canonical dimension analysis. Kolmogorov's -5/3 law is, thus, recovered for $\varepsilon=2$ as also predicted by perturbative renormalization. At variance with the perturbative prediction, the -5/3 law emerges in the presence of a \emph{saturation} in the $\varepsilon$-dependence of the scaling dimension of the eddy diffusivity at $\varepsilon=3/2$ when, according to perturbative renormalization, the velocity field becomes infra-red relevant.

cond-mat.stat-mech↗
arXiv2012

Refined Second Law of Thermodynamics for fast random processes

We establish a refined version of the Second Law of Thermodynamics for Langevin stochastic processes describing mesoscopic systems driven by conservative or non-conservative forces and interacting with thermal noise. The refinement is based on the Monge-Kantorovich optimal mass transport. General discussion is illustrated by numerical analysis of a model for micron-size particle manipulated by optical tweezers.

cond-mat.stat-mech↗
arXiv2011

Boundary layers in stochastic thermodynamics

We study the problem of optimizing released heat or dissipated work in stochastic thermodynamics. In the overdamped limit these functionals have singular solutions, previously interpreted as protocol jumps. We show that a regularization, penalizing a properly defined acceleration, changes the jumps into boundary layers of finite width. We show that in the limit of vanishing boundary layer width no heat is dissipated in the boundary layer, while work can be done. We further give a new interpretation of the fact that the optimal protocols in the overdamped limit are given by optimal deterministic transport (Burgers equation).

cond-mat.stat-mech↗
arXiv2011

Nonlinear superposition of direct and inverse cascades in two-dimensional turbulence forced at large and small scales

We inquire about the properties of 2d Navier-Stokes turbulence simultaneously forced at small and large scales. The background motivation comes by observational results on atmospheric turbulence. We show that the velocity field is amenable to the sum of two auxiliary velocity fields forced at large and small scale and exhibiting a direct-enstrophy and an inverse-energy cascade, respectively. Remarkably, the two auxiliary fields reconcile universal properties of fluxes with positive statistical correlation in the inertial range.

physics.flu-dyn↗
arXiv2011

Eddy diffusivities of inertial particles under gravity

The large-scale/long-time transport of inertial particles of arbitrary mass density under gravity is investigated by means of a formal multiple-scale perturbative expansion in the scale-separation parametre between the carrier flow and the particle concentration field. The resulting large-scale equation for the particle concentration is determined, and is found to be diffusive with a positive-definite eddy diffusivity. The calculation of the latter tensor is reduced to the resolution of an auxiliary differential problem, consisting of a coupled set of two differential equations in a (6+1)-dimensional coordinate system (3 space coordinates plus 3 velocity coordinates plus time). Although expensive, numerical methods can be exploited to obtain the eddy diffusivity, for any desirable non-perturbative limit (e.g. arbitrary Stokes and Froude numbers). The aforementioned large-scale equation is then specialized to deal with two different relevant perturbative limits: i) vanishing of both Stokes time and sedimenting particle velocity; ii) vanishing Stokes time and finite sedimenting particle velocity. Both asymptotics lead to a greatly simplified auxiliary differential problem, now involving only space coordinates and thus easy to be tackled by standard numerical techniques. Explicit, exact expressions for the eddy diffusivities have been calculated, for both asymptotics, for the class of parallel flows, both static and time-dependent. This allows us to investigate analytically the role of gravity and inertia on the diffusion process by varying relevant features of the carrier flow, as e.g. the form of its temporal correlation function. Our results exclude a universal role played by gravity and inertia on the diffusive behaviour: regimes of both enhanced and reduced diffusion may exist, depending on the detailed structure of the carrier flow.

physics.flu-dyn↗
arXiv2010

Optimal protocols and optimal transport in stochastic thermodynamics

Thermodynamics of small systems has become an important field of statistical physics. They are driven out of equilibrium by a control, and the question is naturally posed how such a control can be optimized. We show that optimization problems in small system thermodynamics are solved by (deterministic) optimal transport, for which very efficient numerical methods have been developed, and of which there are applications in Cosmology, fluid mechanics, logistics, and many other fields. We show, in particular, that minimizing expected heat released or work done during a non-equilibrium transition in finite time is solved by Burgers equation of Cosmology and mass transport by the Burgers velocity field. Our contribution hence considerably extends the range of solvable optimization problems in small system thermodynamics.

cond-mat.stat-mech↗
arXiv2009

Scaling regimes of 2d turbulence with power law stirring: theories versus numerical experiments

We inquire the statistical properties of the pair formed by the Navier-Stokes equation for an incompressible velocity field and the advection-diffusion equation for a scalar field transported in the same flow in two dimensions (2d). The system is in a regime of fully developed turbulence stirred by forcing fields with Gaussian statistics, white-noise in time and self-similar in space. In this setting and if the stirring is concentrated at small spatial scales as if due to thermal fluctuations, it is possible to carry out a first-principle ultra-violet renormalization group analysis of the scaling behavior of the model. Kraichnan's phenomenological theory of two dimensional turbulence upholds the existence of an inertial range characterized by inverse energy transfer at scales larger than the stirring one. For our model Kraichnan's theory, however, implies scaling predictions radically discordant from the renormalization group results. We perform accurate numerical experiments to assess the actual statistical properties of 2d-turbulence with power-law stirring. Our results clearly indicate that an adapted version of Kraichnan's theory is consistent with the observed phenomenology. We also provide some theoretical scenarios to account for the discrepancy between renormalization group analysis and the observed phenomenology.

nlin.CD↗
arXiv2009

On scaling and statistical geometry in passive scalar turbulence

We show that the statistics of a turbulent passive scalar at scales larger than the pumping may exhibit multiscaling due to a weaker mechanism than the presence of statistical conservation laws. We develop a general formalism to give explicit predictions for the large scale scaling exponents in the case of the Kraichnan model and discuss their geometric origin at small and large scale.

nlin.CD↗
arXiv2008

Phase-field model for the Rayleigh--Taylor instability of immiscible fluids

The Rayleigh--Taylor instability of two immiscible fluids in the limit of small Atwood numbers is studied by means of a phase-field description. In this method the sharp fluid interface is replaced by a thin, yet finite, transition layer where the interfacial forces vary smoothly. This is achieved by introducing an order parameter (the phase field) whose variation is continuous across the interfacial layers and is uniform in the bulk region. The phase field model obeys a Cahn--Hilliard equation and is two-way coupled to the standard Navier--Stokes equations. Starting from this system of equations we have first performed a linear analysis from which we have analytically rederived the known gravity-capillary dispersion relation in the limit of vanishing mixing energy density and capillary width. We have performed numerical simulations and identified a region of parameters in which the known properties of the linear phase (both stable and unstable) are reproduced in a very accurate way. This has been done both in the case of negligible viscosity and in the case of nonzero viscosity. In the latter situation only upper and lower bounds for the perturbation growth-rate are known. Finally, we have also investigated the weakly-nonlinear stage of the perturbation evolution and identified a regime characterized by a constant terminal velocity of bubbles/spikes. The measured value of the terminal velocity is in perfect agreement with available theoretical prediction. The phase-field approach thus appears to be a valuable tecnhique for the dynamical description of the stages where hydrodynamic turbulence and wave-turbulence enter into play.

physics.flu-dyn↗
arXiv2006

Scaling, renormalization and statistical conservation laws in the Kraichnan model of turbulent advection

We present a systematic way to compute the scaling exponents of the structure functions of the Kraichnan model of turbulent advection in a series of powers of $ξ$, adimensional coupling constant measuring the degree of roughness of the advecting velocity field. We also investigate the relation between standard and renormalization group improved perturbation theory. The aim is to shed light on the relation between renormalization group methods and the statistical conservation laws of the Kraichnan model, also known as zero modes.

nlin.CD↗
arXiv2005

Optimal hedging of Derivatives with transaction costs

We investigate the optimal strategy over a finite time horizon for a portfolio of stock and bond and a derivative in an multiplicative Markovian market model with transaction costs (friction). The optimization problem is solved by a Hamilton-Bellman-Jacobi equation, which by the verification theorem has well-behaved solutions if certain conditions on a potential are satisfied. In the case at hand, these conditions simply imply arbitrage-free ("Black-Scholes") pricing of the derivative. While pricing is hence not changed by friction allow a portfolio to fluctuate around a delta hedge. In the limit of weak friction, we determine the optimal control to essentially be of two parts: a strong control, which tries to bring the stock-and-derivative portfolio towards a Black-Scholes delta hedge; and a weak control, which moves the portfolio by adding or subtracting a Black-Scholes hedge. For simplicity we assume growth-optimal investment criteria and quadratic friction.

physics.soc-ph↗
arXiv2003

Path integration over closed loops and Gutzwiller's trace formula

In 1967 M.C. Gutzwiller succeeded to derive the semiclassical expression of the quantum energy density of systems exhibiting a chaotic Hamiltonian dynamics in the classical limit. The result is known as the Gutzwiller trace formula. The scope of this review is to present in a self-contained way recent developments in functional determinant theory allowing to revisit the Gutzwiller trace formula in the spirit of field theory. The field theoretic setup permits to work explicitly at every step of the derivation of the trace formula with invariant quantities of classical periodic orbits. R. Forman's theory of functional determinants of linear, non singular elliptic operators yields the expression of quantum quadratic fluctuations around classical periodic orbits directly in terms of the monodromy matrix of the periodic orbits. The phase factor associated to quadratic fluctuations, the Maslov phase, is shown to be specified by the Morse index for closed extremals, also known as Conley and Zehnder index.

nlin.CD↗
arXiv2000

Passive scalar turbulence in high dimensions

Exploiting a Lagrangian strategy we present a numerical study for both perturbative and nonperturbative regions of the Kraichnan advection model. The major result is the numerical assessment of the first-order $1/d$-expansion by M. Chertkov, G. Falkovich, I. Kolokolov and V. Lebedev ({\it Phys. Rev. E}, {\bf 52}, 4924 (1995)) for the fourth-order scalar structure function in the limit of high dimensions $d$'s. %Two values of the velocity scaling exponent $ξ$ have been considered: %$ξ=0.8$ and $ξ=0.6$. In the first case, the perturbative regime %takes place at $d\sim 30$, while in the second at $d\sim 25$, %in agreement with the fact that the relevant small parameter %of the theory is $\propto 1/(d (2-ξ))$. In addition to the perturbative results, the behavior of the anomaly for the sixth-order structure functions {\it vs} the velocity scaling exponent, $ξ$, is investigated and the resulting behavior discussed.

nlin.CD↗
arXiv2000

On the dynamics of a self-gravitating medium with random and non-random initial conditions

The dynamics of a one-dimensional self-gravitating medium, with initial density almost uniform is studied. Numerical experiments are performed with ordered and with Gaussian random initial conditions. The phase space portraits are shown to be qualitatively similar to shock waves, in particular with initial conditions of Brownian type. The PDF of the mass distribution is investigated.

chao-dyn↗
arXiv1999

Financial Friction and Multiplicative Markov Market Game

We study long-term growth-optimal strategies on a simple market with linear proportional transaction costs. We show that several problems of this sort can be solved in closed form, and explicit the non-analytic dependance of optimal strategies and expected frictional losses of the friction parameter. We present one derivation in terms of invariant measures of drift-diffusion processes (Fokker- Planck approach), and one derivation using the Hamilton-Jacobi-Bellman equation of optimal control theory. We also show that a significant part of the results can be derived without computation by a kind of dimensional analysis. We comment on the extension of the method to other sources of uncertainty, and discuss what conclusions can be drawn about the growth-optimal criterion as such.

cond-mat.stat-mech↗