Theory Of Hydrodynamic Fluctuations Research Articles

Universal Kardar-Parisi-Zhang transient diffusion in nonequilibrium anharmonic chains.

The well known nonlinear fluctuating hydrodynamics theory has grouped diffusions in anharmonic chains into two universality classes: one is the Kardar-Parisi-Zhang (KPZ) class for chains with either asymmetric potential or nonzero static pressure and the other is the Gaussian class for chains with symmetric potential at zero static pressure, such as Fermi-Pasta-Ulam-Tsingou (FPUT)-β chains. However, little is known of the nonequilibrium transient diffusion in anharmonic chains. Here, we reveal that the KPZ class is the only universality class for nonequilibrium transient diffusion, manifested as the KPZ scaling of the side peaks of momentum correlation (corresponding to the sound modes correlation), which was completely unexpected in equilibrium FPUT-β chains. The underlying mechanism is that the nonequilibrium soliton dynamics cause nonzero transient pressure so that the sound modes satisfy approximately the noisy Burgers equation, in which the collisions of solitons was proved to yield the KPZ dynamic exponent of the soliton dispersion. Therefore, the unexpected KPZ universality class is obtained in the nonequilibrium transient diffusion in FPUT-β chains and the corresponding carriers of nonequilibrium transient diffusion are attributed to solitons.

Theory and simulation of electrokinetic fluctuations in electrolyte solutions at the mesoscale

Electrolyte solutions play an important role in energy storage devices, whose performance relies heavily on the electrokinetic processes at sub-micron scales. Although fluctuations and stochastic features become more critical at small scales, the long-range Coulomb interactions pose a particular challenge for both theoretical analysis and simulation of fluid systems with fluctuating hydrodynamic and electrostatic interactions. Here, we present a theoretical framework based on the Landau–Lifshitz theory to derive closed-form expressions for fluctuation correlations in electrolyte solutions, indicating significantly different decorrelation processes of ionic concentration fluctuations from hydrodynamic fluctuations, which provides insights for understanding transport phenomena of coupled fluctuating hydrodynamics and electrokinetics. Furthermore, we simulate fluctuating electrokinetic systems using both molecular dynamics (MD) with explicit ions and mesoscopic charged dissipative particle dynamics (cDPD) with semi-implicit ions, from which we identify that the spatial probability density functions of local charge density follow a gamma distribution at sub-nanometre scale (i.e. $0.3\,{\rm nm}$ ) and converge to a Gaussian distribution above nanometre scales (i.e. $1.55\,{\rm nm}$ ), indicating the existence of a lower limit of length scale for mesoscale models using Gaussian fluctuations. The temporal correlation functions of both hydrodynamic and electrokinetic fluctuations are computed from all-atom MD and mesoscale cDPD simulations, showing good agreement with the theoretical predictions based on the linearized fluctuating hydrodynamics theory.

Hydrodynamics of simple active liquids: the emergence of velocity correlations

We derive the hydrodynamics for a system of N active, spherical, underdamped particles, interacting through conservative forces. At the microscopic level, we represent the evolution of the particles in terms of the Kramers equation for the probability density distribution of their positions, velocities, and orientations, while at a mesoscopic level we switch to a coarse-grained description introducing an appropriate set of hydrodynamic fields given by the lower-order moments of the distribution. In addition to the usual density and polarization fields, the hydrodynamics developed in this paper takes into account the velocity and kinetic temperature fields, which are crucial to understanding new aspects of the behavior of active liquids. By imposing a suitable closure of the hydrodynamic moment equations and truncation of the Born–Bogolubov–Green–Kirkwood–Yvon hierarchy, we obtain a closed set of mesoscopic balance equations. At this stage, we focus our interest on the small deviations of the hydrodynamic fields from their averages and apply the methods of the theory of linear hydrodynamic fluctuations. Our treatment sheds light on the peculiar properties of isotropic active liquids and their emergent dynamical collective phenomena, such as the spontaneous alignment of the particle velocities. We predict the existence within the liquid phase of spatial equal-time Ornstein–Zernike-like velocity correlations both for the longitudinal and the transverse modes. At variance with active solids, in active liquids, the correlation length of the transverse velocity fluctuations is sensibly shorter than the length of the longitudinal fluctuations. In particular, the latter depends on the sound speed and increases with the persistence time, while the former displays a weaker dependence on these parameters. Finally, within the same framework, we derive the dynamical structure factors and the intermediate scattering functions and discuss how the velocity ordering persists in time. We find that the velocity decorrelates on a time-scale much longer than the one characteristic of passive fluids.

Fluctuating relativistic hydrodynamics from Crooks theorem

We use the Crooks fluctuation theorem [1, 2] together with Zubarev hydro- dynamics [3] to develop a bottom-up theory of hydrodynamic fluctuations. We also use thermodynamic uncertainity relations to estimate bottom-up limits to dissipative transport coefficients.

Heterogeneous bubble nucleation dynamics

Abstract

Unraveling low nucleation temperatures in pool boiling through fluctuating hydrodynamics simulations

When dealing with numerical simulations of boiling phenomena, the spontaneous appearance of vapor bubbles is one of the most critical feature to be addressed. Capturing bubble formation during the dynamics, instead of patching vapor regions as initial conditions, is crucial for the correct evaluation of nucleation rates and nucleation site density, two of the most important parameters characterizing boiling. In this work the Diffuse Interface modeling for vapor–liquid systems is coupled with Fluctuating Hydrodynamics Theory to properly address this aspect and to analyze the detailed nucleation mechanism during boiling inception on a hot surface. The simulations revealed a new enhancing mechanism of bubble formation that is able to explain the low onset temperature measured in boiling experiments on ultra-smooth, wettable surfaces: the interaction and coalescence between sub-critical vapor embryos plays a fundamental role in lowering the onset temperature, increasing the lifetime of the embryos and their probability to trigger the phase change.

Tuning the distance to equipartition by controlling the collision rate in a driven granular gas experiment.

In a granular gas experiment of magnetized particles confined in a thin layer, the rate of dissipative collisions is tuned by adjusting the amplitude of an external magnetic field. The velocity statistics are analyzed using the dynamic and static structure factors of transverse velocity modes. Using the fluctuating hydrodynamics theory, we measure the deviation from kinetic energy equipartition in this out-of-equilibrium system as a function of the dissipative collision rate. When the collision rate is decreased, the distance to equipartition becomes smaller, meaning that the dynamical properties of this granular gas approach by analogy those of a molecular gas in thermal equilibrium.

Kardar-Parisi-Zhang universality of the Nagel-Schreckenberg model.

Dynamical universality classes are distinguished by their dynamical exponent z and unique scaling functions encoding space-time asymmetry for, e.g., slow-relaxation modes or the distribution of time-integrated currents. So far the universality class of the Nagel-Schreckenberg (NaSch) model, which is a paradigmatic model for traffic flow on highways, was not known. Only the special case v_{max}=1, where the model corresponds to the totally asymmetric simple exclusion process, is known to belong to the superdiffusive Kardar-Parisi-Zhang (KPZ) class with z=3/2. In this paper, we show that the NaSch model also belongs to the KPZ class for general maximum velocities v_{max}>1. Using nonlinear fluctuating hydrodynamics theory we calculate the nonuniversal coefficients, fixing the exact asymptotic solutions for the dynamical structure function and the distribution of time-integrated currents. The results of large-scale Monte Carlo simulations match the exact asymptotic KPZ solutions without any fitting parameter left. Additionally, we find that nonuniversal early-time effects or the choice of initial conditions might have a strong impact on the numerical determination of the dynamical exponent and therefore lead to inconclusive results. We also show that the universality class is not changed by extending the model to a two-lane NaSch model with lane-changing rules.

Asymmetric time-cross-correlation of nonequilibrium concentration fluctuations in a ternary liquid mixture.

Equilibrium phenomena are characterized by time symmetry. Thermodynamic fluctuations are also time-symmetric at equilibrium. Conversely, diffusion of a solute in a liquid in the presence of a gradient is a nonequilibrium phenomenon, which gives rise to long-range fluctuations with amplitude much larger than the equilibrium one for small enough wave number. In the case of diffusion in binary mixtures such fluctuations are time-symmetric, notwithstanding the fact that they are generated by a nonequilibrium condition. In this paper, we investigate diffusion of two solutes in a ternary liquid mixture by means of fluctuating hydrodynamics theory. We show that the time-cross-correlation function of the concentrations is not time-symmetric, hence showing that time symmetry is violated for such nonequilibrium fluctuations. We discuss the feasibility of experiments aimed at the detection of the asymmetry of the cross-correlation function of nonequilibrium concentration fluctuations in ternary mixtures, as envisaged in the Giant Fluctuations (NEUF-DIX) microgravity project of the European Space Agency.

Electrical conductivity and relaxation via colored noise in a hadronic gas

Motivated by the theory of relativistic hydrodynamic fluctuations we make use of the Green-Kubo formula to compute the electrical conductivity and the (second-order) relaxation time of the electric current of an interacting hadron gas. We use the recently developed transport code SMASH to numerically solve the coupled set of Boltzmann equations implementing realistic hadronic interactions. In particular, we explore the role of the resonance lifetimes in the determination of the electrical relaxation time. As opposed to a previous calculation of the shear viscosity we observe that the presence of resonances with lifetimes of the order of the mean-free time does not appreciably affect the relaxation of the electric current fluctuations. We compare our results to other approaches describing similar systems, and provide the value of the electrical conductivity and the relaxation time for a hadron gas at temperatures between T=60 MeV and T=150 MeV.

Derivation of fluctuating hydrodynamics and crossover from diffusive to anomalous transport in a hard-particle gas.

A recently developed nonlinear fluctuating hydrodynamics theory has been quite successful in describing various features of anomalous energy transport. However, the diffusion and the noise terms present in this theory are not derived from microscopic descriptions but rather added phenomenologically. We here derive these hydrodynamic equations with explicit calculation of the diffusion and noise terms in a one-dimensional model. We show that in this model the energy current scales anomalously with system size L as ∼L^{-2/3} in the leading order with a diffusive correction of order ∼L^{-1}. The crossover length ℓ_{c} from diffusive to anomalous transport is expressed in terms of microscopic parameters. Our theoretical predictions are verified numerically.

Hydrodynamic fluctuations in quasi-two dimensional diffusion

We study diffusion of colloids on a fluid–fluid interface using particle simulations and fluctuating hydrodynamics. Diffusion on a two-dimensional interface with three-dimensional hydrodynamics is known to be anomalous, with the collective diffusion coefficient diverging like the inverse of the wavenumber. This unusual collective effect arises because of the compressibility of the fluid flow in the plane of the interface, and leads to a nonlinear nonlocal convolution term in the diffusion equation for the ensemble-averaged concentration. We extend the previous hydrodynamic theory to account for a species/color labeling of the particles, as necessary to model experiments based on fluorescent techniques. We study the magnitude and dynamics of density and color density fluctuations using a novel Brownian dynamics algorithm, as well as fluctuating hydrodynamics theory and simulation. We find that hydrodynamic coupling between a single tagged particle and collective density fluctuations leads to a reduction of the long-time self-diffusion coefficient, even for an ideal gas of non-interacting particles. This unexpected finding demonstrates that density functional theories that do not account for thermal fluctuations are incomplete even for ideal systems. Using linearized fluctuating hydrodynamics theory, we show that for diffusion on a fluid–fluid interface, nonequilibrium fluctuations of the total density are small compared to the equilibrium fluctuations, but fluctuations of color density are giant and exhibit a spectrum that decays as the inverse cubed power of the wavenumber. We confirm these predictions through Brownian dynamics simulations of diffusive mixing with two indistinguishable species. We also examine nonequilibrium fluctuations in systems with two-dimensional hydrodynamics, such as thin smectic films in vacuum. We find that nonequilibrium fluctuations are colossal and comparable in magnitude to the mean, and can be accurately modeled using numerical solvers for the nonlinear equations of fluctuating hydrodynamics.

Le Chatelier Principle for Out-of-Equilibrium and Boundary-Driven Systems: Application to Dynamical Phase Transitions

A stability analysis is presented for boundary-driven and out-of-equilibrium systems in the framework of the hydrodynamic macroscopic fluctuation theory. A Hamiltonian description is proposed which allows us to thermodynamically interpret the additivity principle. A necessary and sufficient condition for the validity of the additivity principle is obtained as an extension of the Le Chatelier principle. These stability conditions result from a diagonal quadratic form obtained using the cumulant generating function. This approach allows us to provide a proof for the stability of the weakly asymmetric exclusion process and to reduce the search for stability to the solution of two coupled linear ordinary differential equations instead of nonlinear partial differential equations. Additional potential applications of these results are discussed in the realm of classical and quantum systems.

Fluctuating hydrodynamics in periodic domains and heterogeneous adjacent multidomains: Thermal equilibrium.

We first study fluctuating hydrodynamics (FH) at equilibrium in periodic domains by use of the smoothed dissipative particle dynamics (SDPD) method. We examine the performance of SDPD by comparing it with the theory of FH. We find that the spatial correlation of particle velocity is always the Dirac δ function, irrespective of numerical resolution, in agreement with the theory. However, the spatial correlation of particle density has a finite range of r(c), which is due to the kernel smoothing procedure for the density. Nevertheless, this finite range of correlation can be reduced to an arbitrarily small value by increasing the resolution, that is, reducing r(c), similarly to how the smoothing kernel converges to the Dirac δ function. Moreover, we consider temporal correlation functions (CFs) of random field variables in Fourier space. For sufficient resolution, the CFs of SDPD simulations agree very well with analytical solutions of the linearized FH equations. This confirms that both the shear and sound modes are modeled accurately and that fluctuations are generated, transported, and dissipated in both thermodynamically and hydrodynamically consistent ways in SDPD. We also show that the CFs of the classical dissipative particle dynamics (DPD) method with proper parameters can recover very well the linearized solutions. As a reverse implication, the measurement of CFs provides an effective means of extracting viscosities and sound speed of a DPD system with a new set of input parameters. Subsequently, we study the FH in truncated domains in the context of multiscale coupling via the domain decomposition method, where a SDPD simulation in one subdomain is coupled with a Navier-Stokes (NS) solver in an adjacent subdomain with an overlapping region. At equilibrium, the mean values of the NS solution are known a priori and do not need to be extracted from actual simulations. To this end, we model a buffer region as an equilibrium boundary condition (EBC) at the truncated side of the SDPD simulation. In the EBC buffer, the velocity of particles is drawn from a known Gaussian distribution, that is, the Maxwell-Boltzmann distribution. Due to the finite range of spatial correlation, the density of particles in the EBC buffer must be drawn from a conditional Gaussian distribution, which takes into account the available density distribution of neighboring interior particles. We introduce a Kriging method to provide such a conditional distribution and hence preserve the spatial correlation of density. Spatial and temporal correlations of SDPD simulations in the truncated domain are compared to that in a single complete domain. We find that a gap region between the buffer and interior is important to reduce the extra dissipation generated by the artificial buffer at equilibrium, rendering more investigations necessary for thermal fluctuations in the multiscale coupling of nonequilibrium flows.

1D momentum-conserving systems: the conundrum of anomalous versus normal heat transport

Transport and the spread of heat in Hamiltonian one dimensional momentum conserving nonlinear systems is commonly thought to proceed anomalously. Notable exceptions, however, do exist of which the coupled rotator model is a prominent case. Therefore, the quest arises to identify the origin of manifest anomalous energy and momentum transport in those low dimensional systems. We develop the theory for both, the statistical densities for momentum- and energy-spread and particularly its momentum-/heat-diffusion behavior, as well as its corresponding momentum/heat transport features. We demonstrate that the second temporal derivative of the mean squared deviation of the momentum spread is proportional to the equilibrium correlation of the total momentum flux. Subtracting the part which corresponds to a ballistic momentum spread relates (via this integrated, subleading momentum flux correlation) to an effective viscosity, or equivalently, to the underlying momentum diffusivity. We next put forward the intriguing hypothesis: normal spread of this so adjusted excess momentum density causes normal energy spread and alike normal heat transport (Fourier Law). Its corollary being that an anomalous, superdiffusive broadening of this adjusted excess momentum density in turn implies an anomalous energy spread and correspondingly anomalous, superdiffusive heat transport. This hypothesis is successfully corroborated within extensive molecular dynamics simulations over large extended time scales. Our numerical validation of the hypothesis involves four distinct archetype classes of nonlinear pair-interaction potentials: (i) a globally bounded pair interaction (the noted coupled rotator model), (ii) unbounded interactions acting at large distances (the coupled rotator model amended with harmonic pair interactions), (iii) the case of a hard point gas with unbounded square-well interactions and (iv) a pair interaction potential being unbounded at short distances while displaying an asymptotic free part (Lennard–Jones model). We compare our findings with recent predictions obtained from nonlinear fluctuating hydrodynamics theory.

Numerical test of hydrodynamic fluctuation theory in the Fermi-Pasta-Ulam chain.

Recent work has developed a nonlinear hydrodynamic fluctuation theory for a chain of coupled anharmonic oscillators governing the conserved fields, namely, stretch, momentum, and energy. The linear theory yields two propagating sound modes and one diffusing heat mode, all three with diffusive broadening. In contrast, the nonlinear theory predicts that, at long times, the sound mode correlations satisfy Kardar-Parisi-Zhang scaling, while the heat mode correlations have Lévy-walk scaling. In the present contribution we report on molecular dynamics simulations of Fermi-Pasta-Ulam chains to compute various spatiotemporal correlation functions and compare them with the predictions of the theory. We obtain very good agreement in many cases, but also some deviations.

Space-time scales in the Lagrange theory of thermal hydrodynamic fluctuations

The value and temperature dependence of the Maxwell relaxation time of viscous tensions and the Lagrangian particle radius, which are the main space-time scales in the Lagrange theory of thermal hydrodynamic fluctuations, are discussed. These parameters play the key role in the estimations of the relative value of the collective component of the molecular self-diffusion coefficient. Special attention is paid to the consistency of estimates obtained by different methods.

Hydrodynamic fluctuations and two-point correlations

We examine correlations of energy density induced by initial state fluctuations, which are localized in both transverse and longitudinal extent. The hotspots are evolved according to hydrodynamics in a background which includes radial flow. Two-point energy density correlations from these hotspots are computed as a function of the difference in azimuthal angle and rapidity. Such localized perturbations occur naturally in the theory of hydrodynamic fluctuations and may provide insight into some features of the two-particle correlation data from RHIC and the LHC.

Relativistic theory of hydrodynamic fluctuations with applications to heavy-ion collisions

We develop the relativistic theory of hydrodynamic fluctuations for application to high energy heavy ion collisions. In particular, we investigate their effect on the expanding boost-invariant (Bjorken) solution of the hydrodynamic equations. We discover that correlations over a long rapidity range are induced by the propagation of the sound modes. Due to the expansion, the dispersion law for these modes is non-linear and attenuated even in the limit of zero viscosity. As a result, there is a non-dissipative wake behind the sound front which is generated by any instantaneous point-like fluctuation. We evaluate the two-particle correlators using the initial conditions and hydrodynamic parameters relevant for heavy-ion collisions at RHIC and LHC. In principle these correlators can be used to obtain information about the viscosities because the magnitudes of the fluctuations are directly proportional to them.

Spontaneous Symmetry Breaking at the Fluctuating Level

Phase transitions not allowed in equilibrium steady states may happen, however, at the fluctuating level. We observe for the first time this striking and general phenomenon measuring current fluctuations in an isolated diffusive system. While small fluctuations result from the sum of weakly correlated local events, for currents above a critical threshold the system self-organizes into a coherent traveling wave which facilitates the current deviation by gathering energy in a localized packet, thus breaking translation invariance. This results in Gaussian statistics for small fluctuations but non-Gaussian tails above the critical current. Our observations, which agree with predictions derived from hydrodynamic fluctuation theory, strongly suggest that rare events are generically associated with coherent, self-organized patterns which enhance their probability.