On integrability and exact solvability in deterministic and stochastic Laplacian growth
Mathematical modelling of natural phenomena, Tome 15 (2020), article no. 3.

Voir la notice de l'article provenant de la source EDP Sciences

We review applications of theory of classical and quantum integrable systems to the free-boundary problems of fluid mechanics as well as to corresponding problems of statistical mechanics. We also review important exact results obtained in the theory of multi-fractal spectra of the stochastic models related to the Laplacian growth: Schramm-Loewner and Levy-Loewner evolutions.
DOI : 10.1051/mmnp/2019033

Igor Loutsenko 1 ; Oksana Yermolayeva 1

1 Laboratoire de Physique Mathematique, Centre de recherches mathématiques, Université de Montréal, P.O. Box 6128, Centre-ville Station Montréal (Québec) H3C 3J7, Canada.
@article{MMNP_2020_15_a27,
     author = {Igor Loutsenko and Oksana Yermolayeva},
     title = {On integrability and exact solvability in deterministic and stochastic {Laplacian} growth},
     journal = {Mathematical modelling of natural phenomena},
     eid = {3},
     publisher = {mathdoc},
     volume = {15},
     year = {2020},
     doi = {10.1051/mmnp/2019033},
     language = {en},
     url = {https://geodesic-test.mathdoc.fr/articles/10.1051/mmnp/2019033/}
}
TY  - JOUR
AU  - Igor Loutsenko
AU  - Oksana Yermolayeva
TI  - On integrability and exact solvability in deterministic and stochastic Laplacian growth
JO  - Mathematical modelling of natural phenomena
PY  - 2020
VL  - 15
PB  - mathdoc
UR  - https://geodesic-test.mathdoc.fr/articles/10.1051/mmnp/2019033/
DO  - 10.1051/mmnp/2019033
LA  - en
ID  - MMNP_2020_15_a27
ER  - 
%0 Journal Article
%A Igor Loutsenko
%A Oksana Yermolayeva
%T On integrability and exact solvability in deterministic and stochastic Laplacian growth
%J Mathematical modelling of natural phenomena
%D 2020
%V 15
%I mathdoc
%U https://geodesic-test.mathdoc.fr/articles/10.1051/mmnp/2019033/
%R 10.1051/mmnp/2019033
%G en
%F MMNP_2020_15_a27
Igor Loutsenko; Oksana Yermolayeva. On integrability and exact solvability in deterministic and stochastic Laplacian growth. Mathematical modelling of natural phenomena, Tome 15 (2020), article  no. 3. doi : 10.1051/mmnp/2019033. https://geodesic-test.mathdoc.fr/articles/10.1051/mmnp/2019033/

[1] M. Adler, J. Moser On a class of polynomials connected with the Korteveg-de Vries equation Commun. Math. Phys 1978 1 30

[2] Y. Ameur, H. Hedenmalm, N. Makarov Random normal matrices and Ward identities Ann. Probab 2015 1157 1201

[3] Y. Ameur, H.K. Hedenmalm, N. Makarov Fluctuations of eigenvalues of random normal matrices Duke Math. J 2011 31 81

[4] D. Applebaum Levy processes – from probability to finance and quantum groups Notices AMS 2004 1336 1347

[5] D. Beliaev, S. Smirnov Harmonic measure and SLE Commun. Math. Phys 2009 577 595

[6] D. Beliaev, B. Duplantier, M. Zinsmeister Integral means spectrum of whole-plane SLE Commun. Math. Phys 2017 119 133

[7] D. Bensimon, L. Kadanoff, S. Liang, B. Shraiman, C. Tang Viscous flows in two dimensions Rev. Mod. Phys 1986 977

[8] Y. Berest, I. Loutsenko Huygens principle in Minkowski spaces and soliton solutions of the Korteweg-de Vries Equation Commun. Math. Phys 1997 113 132

[9] Y.Y. Berest, Y.A. Molchanov Fundamental solutions for partial differential equations with reflection group invariance J. Math. Phys 1995 4324 4339

[10] Y.Y. Berest, A.P. Veselov Huygens’ principle and integrability Russ. Math. Surv 1994 5 77

[11] A. Boutet De Monvel, I. Loutsenko, O. Yermolayeva New applications of quantum algebraically integrable systems in fluid dynamics Anal. Math. Phys 2013 277 294

[12] J.L. Burcnall, T.W. Chaundy A set of differential equations which can be solved by polynomials Proc. London Soc 1929

[13] O.A. Chalykh, K.L. Styrkas, A.P. Veselov Algebraic integrability for Schrodinger equations and finite reflection groups Theor. Math. Phys 1993 253 275

[14] O.A. Chalykh, M.V. Feigin, A.P.Veselov New integrable generalizations of Calogero- Moser quantum problem J. Math. Phys 1998 695 703

[15] O.A. Chalykh, M.V. Feigin, A.P. Veselov Multidimensional Baker-Akhiezer functions and Huygens’ principle Commun. Math. Phys 1999 533 566

[16] J. Cardy SLE for theoretical physicists Ann. Phys 2005 81 118

[17] L. Carleson, N. Makarov Laplacian path models J. Anal. Math 2002 103 150

[18] D. Crowdy, Quadrature domains and fluid dynamics, In Quadrature domains and their applications, Vol. 156 of Oper. Theory Adv. Appl. Birkhauser, Basel (2005) 113–129.

[19] S.P. Dawson, M. Mineev-Weinstein Long-time behavior of the N-finger solution of the Laplacian growth equation Physica D 1994 373 387

[20] B. Duplantier Conformally invariant fractals and potential theory Phys. Rev. Lett 2000 1363 1367

[21] B. Duplantier, T.P. Chi Nguyen, T.T. Nga Nguyen, M. Zinsmeister The coefficient problem and multifractality of whole-plane SLE and LLE Ann. Henri Poincare 2015 1311 1395

[22] P.I. Etingof Integrability of filtration problems with a moving boundary Dokl. Akad. Nauk SSSR 1990 42 47

[23] A. Eremenko, E. Lundberg Non-algebraic quadrature domains Potent. Anal 2013 787 804

[24] J. Escher, G. Simonett On Hele–Shaw models with surface tension Math. Res. Lett 1996 467 474

[25] A. Gerasimov, A. Marshakov, A. Mironov, A. Morozov, A. Orlov Matrix models of 2D gravity and Toda theory Nucl. Phys. B 1991 565 618

[26] I.A. Gruzberg Stochastic geometry of critical curves, Schramm–Loewner evolutions and conformal field theory J. Phys. A: Math. Gen 2006 12601 12655

[27] B. Gustafsson and H.S. Shapiro, What is a quadrature domain? In Quadrature domains and their applications, Vol. 156 of Oper. Theory Adv. Appl. Birkhauser, Basel (2005) 1–25.

[28] B. Gustafsson, R. Teodorescu and A. Vasil’ev, Classical and stochastic Laplacian growth. Advances in Mathematical Fluid Mechanics. Birkhauser/Springer, Cham (2014).

[29] T. Halsey Diffusion limited aggregation: a model for pattern formation Physics Today 2000 36

[30] T.C. Halsey, M.H. Jensen, L.P. Kadanoff, I. Procaccia, B.I. Shraiman Fractal measures and their singularities: the characterization of strange sets Phys. Rev. A 1986 1141

[31] T.C. Halsey, K. Honda, B. Duplantier Multifractal dimensions for branched growth J. Stat. Phys 1996 681 743

[32] J. Harnad, I. Loutsenko, O. Yermolayeva Constrained reductions of 2D dispersionless Toda Hierarchy, Hamiltonian Structure and Interface Dynamics J. Math. Phys 2005 112701

[33] M.B. Hastings Exact Multifractal Spectra for Arbitrary Laplacian Random Walks Phys. Rev. Lett 2002

[34] M.B. Hastings, L.S. Levitov Laplacian growth as one-dimensional turbulence Physica D 1998 244 252

[35] S.D. Howison, I. Loutsenko, J.R. Ockendon A class of exactly solvable free-boundary inhomogeneous porous medium flows Appl. Math. Lett 2007 93 97

[36] L. Igor, V. Spiridonov Soliton solutions of integrable hierarchies and Coulomb plasmas J. Stat. Phys 2000

[37] D.D. Joseph, J.C. Saut Short wave instabilities and ill-posed initial value problems Theoret. Comp. Fluid Dyn 1990 191 227

[38] L. Karp Construction of quadrature domains in ℝn from quadrature domains in ℝ2 Complex Var. Elliptic Eq 1992 179 188

[39] L. Karp, E. Lundberg A four-dimensional Neumann ovaloid Ark. Mat 2017 185 198

[40] D. Khavinson, M. Mineev-Weinstein, M. Putinar Planar elliptic growth Complex Anal. Oper. Theory 2009 425 451

[41] I.K. Kostov, I. Krichever, M. Mineev-Weinstein, P.B. Wiegmann, A. Zabrodin The τ-function for analytic curves MSRI Publ 2001 285 299

[42] I. Krichever, M. Mineev-Weinstein, P. Wiegmann, A. Zabrodin Laplacian growth and Whitham equations of soliton theory Physica D 2004 1 28

[43] G.F. Lawler Conformally invariant processes in the plane. Mathematical Surveys and Monographs 114 Am. Math. Soc., Providence, RI 2005

[44] G.F. Lawler Conformal invariance and 2D statistical physics Bull. Am. Math. Soc 2009 35 54

[45] I. Loutsenko The variable coefficient Hele–Shaw problem, Integrability and quadrature identities Commun. Math. Phys 2006 465 479

[46] I. Loutsenko SLEκ: correlation functions in the coefficient problem J. Phys. A: Math. Theor 2012 275001

[47] I.M. Loutsenko, V.P. Spiridonov Self-similar potentials and Ising models Pis’ma v ZhETF (JETP Lett.) 1997 747 753

[48] I. Loutsenko, V. Spiridonov Spectral self-similarity, one-dimensional Ising chains and random matrices Nucl. Phys. B 1999 731 758

[49] I. Loutsenko, O. Yermolaeva Non-Laplacian growth: exact results Physica D 2007 56 61

[50] I. Loutsenko and O. Yermolayeva, Stochastic Loewner Evolutions, Fuchsian Systems and Orthogonal Polynomials. Preprint arXiv:1904.01472.

[51] I. Loutsenko, O. Yermolayeva On exact multi-fractal spectrum of the whole-plane SLE J. Stat. Mech 2013

[52] I. Loutsenko, O. Yermolayeva New exact results in spectra of stochastic Loewner evolution J. Phys. A 2014 165202

[53] I. Loutsenko, O. Yermolayeva, M. Zinsmeister On a competitive model of Laplacian growth J. Stat. Phys 2011 919 931

[54] E. Lundberg Laplacian growth, elliptic growth, and singularities of the Schwarz potential J. Phys. A: Math. Theor 2011 135202

[55] J. Mathiesen, I. Procaccia, H.L. Swinney, M. Thrasher The universality class of diffusion-limited aggregation and viscous fingering Europhys. Lett 2006 257 263

[56] R. Mcdonald, M. Mineev-Weinstein Poisson growth Anal. Math. Phys 2015 193 205

[57] M. Mineev-Weinstein Selection of the Saffman-Taylor finger width in the absence of surface tension: an exact result Phys. Rev. Lett 1998 2113

[58] M. Mineev-Weinstein, P.B. Wiegmann, A. Zabrodin Integrable structure of interface dynamics Phys. Rev. Lett 2000 5106 5109

[59] M. Mineev-Weinstein, M. Putinar, R. Teodorescu Random matrix theory in 2D, Laplacian growth, and operator theory J. Phys. A: Math. Theor 2008

[60] T. Miwa, M. Jimbo and E. Date, Solitons: Differential Equations, Symmetries and Infinite-Dimensional Algebras. Cambridge University Press (2000).

[61] P. Oikonomou, I. Rushkin, I.A. Gruzberg, L.P. Kadanoff Global properties of stochastic Loewner evolution driven by Lévy processes J. Stat. Mech 2008 P01019

[62] P.J. Polubarinova-Kotschina On the displacement of the oilbearing contour C. R. (Dokl.) Acad. Sci. URSS, n. Ser 1945 250 254

[63] S. Richardson Hele Shaw flows with a free boundary produced by the injection of fluid into a narrow channel J. Fluid Mech 1972 609 618

[64] S. Rohde, M. Zinsmeister Some remarks on Laplacian growth Topol. Appl 2005 26 43

[65] I. Rushkin, P. Oikonomou, L.P. Kadanoff, I.A. Gruzberg Stochastic Loewner evolution driven by Levy processes J. Stat. Mech 2006 P01001

[66] P.G. Saffman, G. Taylor The penetration of a fluid into a porous medium or Hele–Shaw cell containing a more viscous liquid Proc. R. Soc. A: Math. Phys. Eng. Sci 1958 312 329

[67] G. Selander, Two deterministic growth models related to diffusion-limited aggregation. Thesis. KTH, Stockholm (1999).

[68] H.S. Shapiro, The Schwarz Function and Its Generalization to Higher Dimensions. Arkansas Lecture Notes in the Mathematical Sciences 9, John Wily Sons, Inc., New York (1992).

[69] A.N. Varchenko and P.I. Etingof, Why the boundary of a round drop becomes a curve of order four. American Mathematical Society, University Lecture Series, 3 (1994).

[70] A. Zabrodin New applications of non-hermitian random matrices Ann. Henri Poincare 2003 S851 S861

[71] A. Zabrodin Growth of fat slits and dispersionless KP hierarchy J. Phys. A: Math. Theor 2009 497 514

[72] A. Zabrodin Canonical and grand canonical partition functions of Dyson gases as tau-functions of integrable hierarchies and their fermionic realization Complex Anal. Operat. Theory 2010 497 514

Cité par Sources :