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14.1 Noise in Condensates

207

the transition threshold (p > 0), (14.1) yields an ordered, or coherent, state (or a condensate) in modulationally stable cases, with the intensity dis-

tributed around its mean value |A|2 = p.

The CGL equation (14.1), with complex-valued coe cients, has been investigated in the previous chapters to describe the dynamics of optical vortices in the case of zero or negative detuning. Here, however, we consider the CGL equation as a universal model describing an order–disorder phase transition. The first two terms, pA − |A|2 A, approximate to the lowest order a supercritical Hopf bifurcation, a bifurcation that brings the system from a trivial state to a state with phase invariance of the order parameter A(r, t). The complex-valued character of the order parameter is important, since every ordered, or coherent, state, both in classical and in quantum mechanics, is characterized not only by the modulus of the order parameter, but also by its phase. The di usion term 2A describes the simplest possible nonlocality term in a spatially isotropic and translationally invariant system.

The real Ginzburg–Landau equation was introduced [6] as the normal form for a second-order phase transition between two arbitrary spatially extended states and can be derived systematically for many systems, as well as phenomenologically from symmetry considerations. The real Ginzburg– Landau equation does not contain information about the coherence properties of the system. Thus, analogously, we try to find a simple model for the order–disorder phase transition, a normal form that can be derived systematically for particular systems, as well as phenomenologically from symmetry considerations. The complex Ginzburg–Landau equation is just that. It describes, as a normal form, systems characterized by (1) a supercritical phase transition between a disordered and an ordered state, (2) phase invariance of the order parameter, and (3) isotropy and homogeneity in space.

14.1.1 Spatio-Temporal Noise Spectra

For the analytical treatment, we assume that the system is su ciently far above the order–disorder transition, i.e. p >> T . Then the homogeneous component |A0| = p dominates, and we can look for a solution of (14.1) in the form of a perturbed homogeneous state, A(r, t) = A0 + a(r, t). After linearization of (14.1) around A0 and diagonalisation, we obtain the linear

stochastic equations for the amplitude and phase perturbations, b+ = (a +

 

 

 

 

 

 

 

 

a )/

2

 

and b= (a − a )/

2

, respectively:

 

 

∂b+

2

 

 

 

 

 

 

 

= 2pb+ +

b+ + Γ+(r, t) ,

(14.3a)

 

∂t

 

∂b

2

 

 

 

 

 

 

 

= b+ Γ(r, t) .

(14.3b)

 

∂t

 

Equation (14.3a) gives the evolution of the amplitude fluctuations b+, which decay at a rate λ+ = 2p − k2 (where k is the spatial wavenumber


208 14 Patterns and Noise

of the perturbation). Asymptotically, long-lived amplitude perturbations are possible only at the Hopf bifurcation point (in the critical state), but never above or below it. Equation (14.3b) is the equation for phase fluctuations bwhich decay at a rate λ= −k2 above the Hopf bifurcation point. This means that the long-wavelength modes decay asymptotically slowly, with a decay rate approaching zero as k → 0, which is a consequence of the phase invariance of the system. The phase, as a result, is in a critical state for all p > 0.

From (14.3) one can calculate the spatio-temporal noise spectra, by rewriting (14.3) in terms of the spatial and temporal Fourier components,

b±(r, t) = b±(k, ω)eiωt−ikr dω dk , (14.4)

where the coe cients of the fourier components follow directly from (14.5):

b+(k, ω) =

Γ+(k, ω)

,

(14.5a)

iω + k2 + 2p

b

(k, ω) =

Γ(k, ω)

.

 

(14.5b)

 

 

iω + k2

 

 

The coe cients of the spatio-temporal power spectra (sometimes called

the “structure function”) are

 

 

S

 

(k, ω) =

b

(k, ω)

2

=

|Γ+(k, ω)|2

,

(14.6a)

 

 

ω2 + (2p + k2)2

 

+

 

| +

|

 

 

 

S

 

(k, ω) =

b

(k, ω)

2

=

|Γ(k, ω)|2

,

 

(14.6b)

|

 

 

 

|

 

 

ω2 + k4

 

 

for the amplitude and phase fluctuations, respectively. If we assume δ- correlated noise in space and time, |Γ±(k, ω)|2 are simply proportional to the temperature T of the random force.

Spatial Power Spectra. The spatial spectra are obtained by integration of (14.6) over all the temporal frequencies ω:

 

 

 

S(k) = S+(k) + S(k) =

S+(k, ω) dω + S(k, ω) dω .

(14.7)

The total power spectrum here is the sum of the power spectrum of the amplitude, S+(k), and that of the phase, S(k), since the spectral components b±(r, t) are mutually uncorrelated, as follows from (14.5). For clariry, the integration is performed here separately for the amplitude and phase fluctuations, and yields

S+(k) =

+

 

T

 

dω =

T π

,

(14.8a)

 

 

 

 

 

−∞

ω2

+ (k2 + 2p)2

k2 + 2p

 

 

 

 

 

 

 

 

 

 

S(k) =

+

 

T

T π

 

 

 

 

 

 

dω =

 

.

 

 

(14.8b)

−∞

ω2

+ k4

k2

 

 

 

 

 

 

 

 

 

 

 

 


14.1 Noise in Condensates

209

This means that the spectrum of phase fluctuations is of the form 1/k2 (14.8b). The spatial spectrum of amplitude fluctuations is Lorentzian: in the short-wavelength limit, |k|2 2p, the amplitude spectrum is equal to the phase spectrum, i.e. S+(k) = S(k). The total spectrum is then S(k) = 2S+(k) in the short-wavelength limit. In the long-wavelength limit |k|2 2p, the amplitude fluctuation power spectrum saturates at S+(k ≈ 0) = T π/2p, and is negligibly small compared with phase fluctuation spectrum. Therefore the total spectrum is essentially determined by the phase fluctuations in this long-wavelength limit.

Temporal Power Spectra. The temporal power spectra are obtained by integration of (14.6) over all possible spatial wavevectors k. In the case of one spatial dimension,

S+1D(ω) =

ω2

+ (2p + k2)2 dk = ω

Im (2p − iω)1/2

, (14.9a)

 

 

 

 

T

 

 

T π

 

 

 

−∞

 

 

 

 

 

 

 

 

S1D(ω) =

ω2

+ k4 dk =

21/2ω3/2 .

 

 

(14.9b)

 

 

 

 

 

 

T

 

T π

 

 

 

−∞

This results in a power spectrum of phase fluctuations (14.9b) of precisely the form ω3/2 over the entire frequency range. The spectrum of amplitude fluctuations (14.9a) is more complicated: in the limit of large frequencies |ω| 2p it is equal to the phase spectrum, i.e. S+1D(ω) = S1D(ω). In the limit of small frequencies |ω| 2p, the amplitude power spectrum saturates at

S+1D(ω ≈ 0) =

T π

|ω| 2p .

(14.10)

2 (2p)3/2 ,

In this way, (14.9a) represents a Lorentz-like spectrum (with an ω3/2 frequency dependence) for the amplitude fluctuations of a system extended in one-dimensional space.

Integration of (14.6) in two spatial dimensions yields

S+2D(ω) =

T π

π − 2 arctan

2p

, S2D(ω) =

T π221/2

(14.11)

 

 

 

.

2ω

ω

2ω

This results in a power spectrum of the phase fluctuations of the form 1over the entire frequency range, and in a Lorentz-like spectrum of the amplitude fluctuations with an ω1 frequency dependence.

Finally, integration of (14.6) in three spatial dimensions yields

 

2

T π2

(2p + iω)1/2 , S3D(ω) =

T π221/2

 

S+3D(ω) =

 

Im

 

.

(14.12)

 

ω

ω1/2



210 14 Patterns and Noise

This results in an exponent 1/2 of the Lorentz-like amplitude and phase power spectra.

Generalizing, the power spectrum of phase fluctuations for a D-dimensional systems (e.g. for a fractal-dimensional system) is of the form SD(ω) ≈ ω−α where α = 2−D/2. For the amplitude fluctuations, one obtains a Lorentz-like power spectrum, saturating for low frequencies, and with an ω−α dependence for high frequencies. The width of the Lorentz-like power spectrum of amplitude fluctuations depends on the supercriticality parameter p: ω0 2|p|.

14.1.2 Numerical Results

The spectral densities (14.8)–(14.12) calculated from the linearization were compared with densities obtained directly by numerical integration of the CGL equation (14.1) in one, two and three spatial dimensions. A CGL equation with real-valued coe cients b = c = 0 was numerically integrated with a supercriticality parameter p = 1.

Temporal Power Spectra. The numerically calculated temporal power spectra are plotted in Fig. 14.1. The 1α character of the noise spectra is most clearly seen in the case of a 1D system (here α = 3/2). In two dimensions the 1α noise (α = 1) is visible over almost three decades of frequency, and in three dimensions (α = 1/2) over almost two decades. The dashed lines in Fig. 14.1 indicate the expected slopes.

Fig. 14.1. Total temporal power spectra of the noise in one, two and three spatial dimensions, as obtained by numerical integration of the CGL equation. The dashed lines show the slopes α = 1/2, α = 1 and α = 3/2. The spectra are arbitrary displaced vertically to distinguish between them. The integration period was t = 1000, and averaging was performed over 2500 realizations

The main obstacle to calculating the noise spectra numerically over the entire frequency range is the discretization of the spatial coordinates and of the

14.1 Noise in Condensates

211

time in the integration scheme. Discretization of space imposes a truncation of the higher spatial wavenumbers, and thus a ects the high-frequency components of the temporal spectra. Therefore, to obtain numerically the spectra over the entire frequency range, a series of separate calculations for di erent integration regions was performed, and the spectra in the corresponding frequency ranges were combined into one plot. The calculations shown Fig. 14.2

were performed for the 2D case with four di erent sizes of integration regions l = ln = 2π ×102.5−n/2 (n = 1, 2, 3, 4). The spectrum constructed by combin-

ing partially overlapping pieces results in a 1dependence extending over more than five decades in frequency. A “kink” separating the low-frequency range (where the amplitude fluctuations are negligible compared with the phase fluctuations) and the high-frequency range (where the amplitude fluctuations are equal to the phase fluctuations) is visible in the power spectrum in Fig. 14.2a, and especially in the normalized power spectrum ωS(ω) in Fig. 14.2b.

Fig. 14.2. Total temporal power spectra of noise in 2D, as obtained by numerical integration of the CGL equation. The integration period was 107 temporal steps; averaging was performed over 2500 realizations. The calculations were performed with four di erent sizes of the integration region with di erent temporal steps

A multiscale numerical integration of the CGL equation in 1D and 3D was also performed. This showed the 13/2 and 11/2 dependences, respectively, over more than five decades of frequency (not shown).