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Superdiffusion of waves
           in random media
            Lévy walks & interferences


                       Kevin Vynck
  European Laboratory for Non-linear Spectroscopy (LENS)
University of Florence & Istituto Nazionale di Ottica (CNR-INO)
                        Florence, Italy
The superdiffusive people

Group “Optics of Complex Systems”                            Collaborations
www.complexphotonics.org
                                                             University of Florence (IT):
Group leader:                                                Stefano Lepri
Diederik S. Wiersma                                          Roberto Livi

    Researcher:                                              University of Parma (IT):
    Jacopo Bertolotti                                        Raffaella Burioni
                                                             Alessandro Vezzani
         Post-doctoral fellows:                              Pierfrancesco Buonsante
         Matteo Burresi
         Tomas Svensson                                      University of Bologna (IT):
         Kevin Vynck                                         Giampaolo Cristadoro
                                                             Mirko Degli Esposti
              PhD students:                                  Marco Lenci
              Vivekananthan Radhalakshmi
              Romolo Savo                                    University of Twente (NL):
                                                             Allard Mosk
                   Former students:                          Thomas Huisman
                   Pierre Barthelemy (now in TU Delft, NL)
                   Lorenzo Pattelli
From Brownian motion to diffusion


                               Brownian random walk:
                       x≈ℓs   Independent & small (finite variance) steps.
                               ⇒ Central Limit Theorem




Classical diffusion equation




Mean square displacement
Common disordered materials

  Gallium Arsenide Powder
                                          Scattering mean free path




                                          Density
                                                        Scattering cross-section

@ICMM, SP

                                                         Aluminum beads
               Porous Gallium Phosphide




             @ Uni. Twente, NL                               @Uni. Manitoba, CA
Beyond Brownian motion


                                   x
                                             Lévy random walk:
                                             Strong fluctuations of x (diverging variance)
                                             ⇒ Generalized Central Limit Theorem



                                                                                      Heavy
-stable Lévy distribution                                                              tail




J. P. Nolan, Stable distributions – Models
for heavy-tailed data (Birkhauser, 2012).
Superdiffusive transport

Macroscopic displacement described by a
fractional diffusion equation:

Generalized diffusion process:                           with >1




                                          =1.5
                                          10 000 steps
Lévy flights and walks




                                                          Animal foraging
                                                     Shlesinger and Klafter (1986).




               Stock market fluctuations
                     Mandelbrot (1963).



R. Klages, G. Radons, I. M. Sokolov,
Anomalous transport (Wiley-VCH, 2008);
                                                          Human mobility
Metzler & Klafter, Phys. Rep. 339, 1 (2000).
                                               Brockmann et al., Nature 439, 462 (2006).
Superdiffusion of photons

                  Lévy glasses: Transparent spheres, with diameters varying over orders
                  of magnitude, embedded in a diffusive medium.
~ 500 m




           Barthelemy et al., Nature 453, 495 (2008);               Barthelemy et al.,
           Bertolotti et al. , Adv. Funct. Mater. 20, 965 (2010).   Phys Rev. E 82, 011101 (2010).
Fractional diffusion


Fractional diffusion equation:

Laplacian operator spatially non-local  Difficulty in defining boundary conditions



Discretized version of the operator:

                         Matrix of transition probabilities
                         (includes long-range correlation)




             0                                              L


                                 A. Zoia, A. Rosso, M. Kardar, Phys. Rev. E 76, 021116 (2007).
Superdiffusive propagator

Green's function for the intensity in a
1D finite-size medium (steady-state):




                        J. Bertolotti, K. Vynck, D. S. Wiersma, Phys. Rev. Lett. 105, 163902 (2010).
Interferences in random media

Intensity fluctuations due to interferences between multiply-scattered waves.




Speckle



Total complex amplitude of a multiply scattered wave given by the sum of the
complex amplitude of all possible trajectories.



    Akkermans & Montambaux, Mesoscopic Physics of Electrons and Photons (Cambridge, 2007).
Phase coherence

Average over disorder
Two types of trajectories (for the amplitude) contribute to the backscattered intensity:




             Incoherent contribution                          Coherent contribution

➢   For k+k'0, the intensity is twice higher than that predicted incoherently.             B
    Angular dependence of the reflected intensity  Coherent backscattering

➢   For closed trajectories (r1=r2), the coherent contribution survives for all k and k'.
    Modification of the diffusive process  Weak localization
Superdiffusive coherent backscattering

Weak interference effects can be calculated in the superdiffusion approximation from
                   the Green's function retrieved semi-analytically.




                                    Bertolotti et al., Phys. Rev. Lett. 105, 163902 (2010);
                                    Burresi et al., arXiv:1110.1447v1 (2011).


      Cone shape provides information on how waves propagate in the medium.
Concluding remarks

Important note:
 ➢   Structures exhibiting spatial non-locality (long-range correlation), fractality.
      Relation with graphs, networks, …



Examples of interesting problems:
 ➢   Lévy flights for other types of waves?
 ➢   Phase transition for Anderson localization: extended/localized in 2D systems?
 ➢   Atom-photon interaction (cavity QED): modification of spontaneous emission, LDOS...;
 ➢   Mesoscopic physics: intensity correlations, conductance fluctuations;
              See recent studies by Eric Akkermans in Technion (Haifa, Israel)


               Anomalous transport to investigate some unique properties
                     of disordered (classical or quantum) systems

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Superdiffusion of waves in random media

  • 1. Superdiffusion of waves in random media Lévy walks & interferences Kevin Vynck European Laboratory for Non-linear Spectroscopy (LENS) University of Florence & Istituto Nazionale di Ottica (CNR-INO) Florence, Italy
  • 2. The superdiffusive people Group “Optics of Complex Systems” Collaborations www.complexphotonics.org University of Florence (IT): Group leader: Stefano Lepri Diederik S. Wiersma Roberto Livi Researcher: University of Parma (IT): Jacopo Bertolotti Raffaella Burioni Alessandro Vezzani Post-doctoral fellows: Pierfrancesco Buonsante Matteo Burresi Tomas Svensson University of Bologna (IT): Kevin Vynck Giampaolo Cristadoro Mirko Degli Esposti PhD students: Marco Lenci Vivekananthan Radhalakshmi Romolo Savo University of Twente (NL): Allard Mosk Former students: Thomas Huisman Pierre Barthelemy (now in TU Delft, NL) Lorenzo Pattelli
  • 3. From Brownian motion to diffusion Brownian random walk: x≈ℓs Independent & small (finite variance) steps. ⇒ Central Limit Theorem Classical diffusion equation Mean square displacement
  • 4. Common disordered materials Gallium Arsenide Powder Scattering mean free path Density Scattering cross-section @ICMM, SP Aluminum beads Porous Gallium Phosphide @ Uni. Twente, NL @Uni. Manitoba, CA
  • 5. Beyond Brownian motion x Lévy random walk: Strong fluctuations of x (diverging variance) ⇒ Generalized Central Limit Theorem Heavy -stable Lévy distribution tail J. P. Nolan, Stable distributions – Models for heavy-tailed data (Birkhauser, 2012).
  • 6. Superdiffusive transport Macroscopic displacement described by a fractional diffusion equation: Generalized diffusion process: with >1 =1.5 10 000 steps
  • 7. Lévy flights and walks Animal foraging Shlesinger and Klafter (1986). Stock market fluctuations Mandelbrot (1963). R. Klages, G. Radons, I. M. Sokolov, Anomalous transport (Wiley-VCH, 2008); Human mobility Metzler & Klafter, Phys. Rep. 339, 1 (2000). Brockmann et al., Nature 439, 462 (2006).
  • 8. Superdiffusion of photons Lévy glasses: Transparent spheres, with diameters varying over orders of magnitude, embedded in a diffusive medium. ~ 500 m Barthelemy et al., Nature 453, 495 (2008); Barthelemy et al., Bertolotti et al. , Adv. Funct. Mater. 20, 965 (2010). Phys Rev. E 82, 011101 (2010).
  • 9. Fractional diffusion Fractional diffusion equation: Laplacian operator spatially non-local  Difficulty in defining boundary conditions Discretized version of the operator: Matrix of transition probabilities (includes long-range correlation) 0 L A. Zoia, A. Rosso, M. Kardar, Phys. Rev. E 76, 021116 (2007).
  • 10. Superdiffusive propagator Green's function for the intensity in a 1D finite-size medium (steady-state): J. Bertolotti, K. Vynck, D. S. Wiersma, Phys. Rev. Lett. 105, 163902 (2010).
  • 11. Interferences in random media Intensity fluctuations due to interferences between multiply-scattered waves. Speckle Total complex amplitude of a multiply scattered wave given by the sum of the complex amplitude of all possible trajectories. Akkermans & Montambaux, Mesoscopic Physics of Electrons and Photons (Cambridge, 2007).
  • 12. Phase coherence Average over disorder Two types of trajectories (for the amplitude) contribute to the backscattered intensity: Incoherent contribution Coherent contribution ➢ For k+k'0, the intensity is twice higher than that predicted incoherently. B Angular dependence of the reflected intensity  Coherent backscattering ➢ For closed trajectories (r1=r2), the coherent contribution survives for all k and k'. Modification of the diffusive process  Weak localization
  • 13. Superdiffusive coherent backscattering Weak interference effects can be calculated in the superdiffusion approximation from the Green's function retrieved semi-analytically. Bertolotti et al., Phys. Rev. Lett. 105, 163902 (2010); Burresi et al., arXiv:1110.1447v1 (2011). Cone shape provides information on how waves propagate in the medium.
  • 14. Concluding remarks Important note: ➢ Structures exhibiting spatial non-locality (long-range correlation), fractality.  Relation with graphs, networks, … Examples of interesting problems: ➢ Lévy flights for other types of waves? ➢ Phase transition for Anderson localization: extended/localized in 2D systems? ➢ Atom-photon interaction (cavity QED): modification of spontaneous emission, LDOS...; ➢ Mesoscopic physics: intensity correlations, conductance fluctuations;  See recent studies by Eric Akkermans in Technion (Haifa, Israel) Anomalous transport to investigate some unique properties of disordered (classical or quantum) systems