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# Spectra of turbulence in dilute polymer solutions

## Introduction

In this paper we continue theoretical investigation of turbulence in dilute polymer solutions, started in . As opposed to Newtonian fluids, such solutions possess additional macroscopic degrees of freedom related to the elasticity of the polymer molecules. Relaxation times of elastic stresses can be comparable with time-scales of the flow which means that the relation between the stress and the velocity gradient is non-local in time and, consequently, in space. It is a striking property of dilute polymer solutions that minute amounts of polymer can significantly modify the flow. Probably, the most famous example is the drag reduction phenomenon. Addition of long-chain polymers in concentrations as small as, say, $`10^5`$ by weight, can induce a substantial reduction of the drag force needed to push a turbulent fluid through a pipe . Another example is the elastic turbulence , which is a chaotic flow, excited in the dilute polymer solutions at low Reynolds numbers.

The reason why small amounts of polymer can significantly modify properties of the fluid is flexibility of polymer molecules. At equilibrium a polymer molecule coils up into a spongy ball of a radius $`R_0`$. The value of $`R_0`$ depends on the number of monomers in the molecule, which is usually very large. For a dilute solution with the concentration of the molecules, $`n`$, satisfying $`nR_0^31`$, an influence of equilibrium size molecules on the hydrodynamic properties of the fluid can be neglected. When placed in an inhomogeneous flow, such a molecule is deformed into an elongated structure, which can be characterized by its end-to-end distance $`R`$. If the number of monomers in a typical polymer molecule is large, the elongation $`R`$ can be much larger than $`R_0`$. The influence of the molecules on the flow increases with their elongation and may become substantial when $`RR_0`$.

Deformation of a polymer molecule is determined by two processes, stretching by the velocity gradients and relaxation due to elasticity of the molecule. To understand how the molecule resists the deformation by the flow, one should consider its relaxation. Recent experiments with DNA molecules indicate that the relaxation is linear in the wide region of scales $`R_0RR_{\mathrm{max}}`$, where $`R_{\mathrm{max}}`$ is the maximum molecule extension . In the case of polymers, theoretical arguments and numerics presented in  support the linear relaxation. These results can be understood if we assume that at $`RR_0`$ the role of excluded volume and hydrodynamic interactions between the monomers are negligible. Then the random walk arguments suggest that the entropy of polymer molecules is quadratic in $`R`$ in the range $`R_0RR_{\mathrm{max}}`$ implying linear relaxation. Whether the polymers are excited by the flow is determined by the softest relaxation mode that corresponds to the dynamics of the elongation $`R`$. In the absence of stretching, the relaxation of $`R`$ is described by the equation $`_tR=R/\tau `$, where $`\tau `$ is a relaxation time, which is expected to be $`R`$-independent at $`R_0RR_{\mathrm{max}}`$. If the end-to-end distance $`R`$ is of the order of the maximum extension, $`\tau `$ starts to depend on $`R`$ and the dynamics of the molecule becomes nonlinear . Possible statistical consequences of the non-linearity have been investigated in .

The behavior of the molecule in an inhomogeneous steady flow depends on the value of the Weissenberg number, $`\mathrm{Wi}`$, defined as the product of the characteristic velocity gradient and $`\tau `$. When a polymer molecule is placed in a flow, smooth at the scale $`R`$, the velocity difference between the end-points is proportional to $`R`$ multiplied by the characteristic value of the velocity gradient. At $`\text{Wi}1`$ the relaxation is fast as compared to the stretching time and the polymer always relaxes to the equilibrium size, $`R_0`$. The behavior of the polymer at $`\mathrm{Wi}1`$ depends on the geometry of the flow. For purely elongational flows the molecule gets aligned along the principal stretching direction. If the velocity gradient is larger than the inverse relaxation time, i.e. $`\mathrm{Wi}1`$, the elastic response becomes too slow in comparison with the stretching and the molecule gets substantially elongated . The sharp transition from the coiled state to the strongly extended state is called the coil-stretch transition. Rotation can suppress the transition and even damp it completely since the molecule does not always point in the stretching direction (see, e.g., ). For example, no coil-stretch transition occurs in the case of the shear flow, which is a particular combination of the elongational and rotational flows.

In contrast to the steady case, a polymer molecule, moving in a random flow, alternately enters regions of high and low stretching. As the intensity of the flow increases, the effect of the stretching becomes more pronounced. One can generally assert existence of the coil-stretch transition in this case. This has been first demonstrated by Lumley , who considered the situation where the characteristic time of variations of the velocity gradient is much larger than the inverse of the characteristic value of the gradient. He showed that if the amplitude of the velocity gradient fluctuations is large enough, the expectation value of $`R^2`$ grows with time, which signifies the coil-stretch transition. We have shown in  that the coil-stretch transition occurs in any random flow and established a general criterion for the transition. In particular, the transition occurs in the situation where the time of velocity gradient variation is of the order of the inverse of its characteristic value, which is likely to be the case for real flows. The coil-stretch transition in random flows is controlled by the parameter $`\lambda _1\tau `$, where $`\lambda _1`$ is the average logarithmic divergence rate of nearby Lagrangian trajectories, to be referred to as the principal Lyapunov exponent (which is positive for an incompressible flow ). The molecules are weakly stretched if $`\lambda _1\tau <1`$ and strongly stretched otherwise. Therefore for random flows the parameter $`\lambda _1\tau `$ plays the role of the Weissenberg number.

As it is well known (see, e.g., ), turbulent flows in Newtonian fluids consist of chaotic eddies from a wide interval of scales, $`\eta <r<L`$, where $`L`$ is the integral scale (where the flow is excited) and $`\eta `$ is the viscous scale. The energy pumped at the scale $`L`$ cascades down to the scale $`\eta `$, where it dissipates. The size of the polymer molecules is usually much smaller than the viscous scale. Viscosity makes the flow smooth at scales $`r<\eta `$, i.e. the velocity can be approximated by linear profiles at these scales. Therefore, if $`R<\eta `$, then the stretching of molecules is determined by the velocity gradient, which is random in the turbulent flow. The Lyapunov exponent can be estimated as the characteristic value of the velocity gradient, which is determined by the eddies at the viscous scale $`\eta `$. As the Reynolds number grows, the velocity gradient increases, and so does $`\lambda _1\tau `$. At some value $`\text{Re}_c`$ of the Reynolds number the product $`\lambda _1\tau `$ reaches the value $`1`$ and the coil-stretch transition occurs.

Several mechanisms can limit the polymer stretching above the coil-stretch transition. The first one is the internal non-linearity of the elasticity of the polymer molecules. If this mechanism dominates, then above the transition the molecules are stretched up to the elongation of the order of $`R_{\mathrm{max}}`$. An alternative mechanism has been proposed by Tabor and de Gennes . It is based on the assumption that the elongation of the polymer molecules $`R`$ becomes larger than the viscous length of turbulence, $`\eta `$, where the elastic force always wins over the stretching at a certain value of the elongation. Below, we assume that $`R\eta `$, which seems to be reasonable for typical polymer solutions. Another limiting mechanism is the back reaction of the polymers on the flow. It is caused by the collective contribution of coherently deformed polymer molecules into the stress tensor. This elastic part of the stress grows with the molecule elongation. When it becomes of the order of the viscous stresses existing in the flow, the polymers modify the flow around them suppressing the stretching. As a result, a dynamic equilibrium is realized at a characteristic elongation, $`R_{\mathrm{back}}`$. The total polymer stress is proportional to $`nR^2`$, so that $`R_{\mathrm{back}}`$ depends on the polymer concentration $`n`$. We assume that the concentration is large enough for the value of $`R_{\mathrm{back}}`$ to be much smaller than $`R_{\mathrm{max}}`$. Probably, the condition $`R_{\mathrm{back}}R_{\mathrm{max}}`$ is necessary for existence of a stationary state, because the polymer molecules, stretched up to $`R_{\mathrm{max}}`$, are intensively destroyed by the flow.

Above the coil-stretch transition the back reaction modifies the small-scale properties of turbulent flows, which leads to the emergence of a new scale, $`r_{}>\eta `$, where energy dissipates mainly due to polymer relaxation. The scale $`r_{}`$ plays the role of a new dissipation scale. Large-scale eddies with the sizes $`r>r_{}`$ do not excite elastic degrees of freedom so the usual inertial energy cascade is realized at these scales. At $`\text{Re}\text{Re}_c`$ there appears a new region of scales, $`\eta _{}<r<r_{}`$, where elastic waves can propagate , which are analogous to the Alfven waves in magnetic hydrodynamics. At the scale $`\eta _{}`$ viscosity becomes essential, leading to the strong damping of the elastic waves.

In this work we investigate the velocity spectrum in the elastic wave range $`kr_{}1`$ (where $`𝒌`$ is the wave vector). We show that the spectrum obeys a power law. The ideas of the analysis go back to the works of Townsend  and Batchelor . They recognized that fluctuations with scales, smaller than the smoothness scale of the flow ($`\eta `$ in the case of usual turbulence and $`r_{}`$ in our case), evolve in the linear velocity profiles. For the passive scalar at large Prandtl numbers Batchelor derived the spectrum with the power-law $`k^1`$ , originating from the exponential character of stretching in the linear flow. Formally, it is explained by zero scaling dimension of the advection term that implies scale invariance. This property is not broken by a linear decay term where the power-law spectrum still holds, as it was shown for a linearly decaying passive scalar by Chertkov . Here we introduce a consistent theoretical scheme for the description of the small-scale fluctuations and show that though the dynamics of the small-scale fluctuations is more complicated, than in the case of the passive scalar (advection and linear decay accompanied by stretching and waves), the power-law in the spectrum still holds. The wave oscillations break the scale-invariance, but their influence on the energy balance is reduced to forcing the equipartition of kinetic and elastic energies of small-scale fluctuations. The power law spectrum terminates at $`k(\nu \tau )^{1/2}`$, where viscosity overcomes stretching. The power-law interval widens as Re grows. Let us stress that this law is not related to a flux of any conserved quantity.

Another situation, where a power-law spectrum of the small-scale fluctuations is observed, is the elastic turbulence, realized in low-Reynolds polymer solutions, if the Weissenberg number Wi is large enough . It was shown experimentally in , that the coil-stretch transition, occurring at increasing Wi, leads to a chaotic flow even though Re is small. Its existence is due to hydrodynamic instabilities caused by the presence of the elastic stresses. The velocity spectrum is observed to be power-like in a wide range of scales in this case . We demonstrate that, in contrast to the usual hydrodynamic turbulence, in the elastic turbulence the power velocity spectrum is not related to the energy cascade, since the main energy dissipation occurs at the largest scales. The mechanism, leading to this power spectrum is, again, similar to the linearly decaying passive scalar problem.

The structure of the paper is as follows. In Section I we introduce a system of equations describing the coupled dynamics of inertial and elastic degrees of freedom. This system is similar to the system of equations describing the magnetohydrodynamics (MHD)  with the important difference of a linear decay term in the equation on the “magnetic field”. In Section II we present results, concerning statistics of a passive scalar with a constant damping, embedded in a random flow. It is a prototype for the subsequent consideration. Section III is devoted to the description of the principal properties of the large Re turbulence in the presence of polymers and to the derivation of the power-law spectrum in the elastic dissipation range. In Section IV we establish the power-law spectrum for the elastic turbulence. In Conclusion we summarize our results and discuss possible implications of our work for other subjects. Appendix is devoted to some details of the Lagrangian statistics.

## I Basic Relations

We study dynamics of dilute polymer solutions at scales much larger than the inter-molecular distance where the polymer solution can be regarded as a continuous medium and described by macroscopic fields. Characteristic times of considered processes are regarded to be comparable with the polymer relaxation time $`\tau `$. In this case, besides the usual hydrodynamic degrees of freedom, one has to take into account degrees of freedom, related to the polymer elasticity. These degrees of freedom can be described in terms of the polymer stress tensor .

We assume that the flow can be treated as incompressible, that is $`𝒗=0`$, where $`𝒗`$ is the velocity of the flow. This is justified provided processes at a given scale are slow in comparison with sound oscillations at the same scale. Then the velocity dynamics can be described in terms of the following equation

$`_tv_i+(𝒗)v_i+\varrho ^1_iP=\nu ^2v_i+_j\mathrm{\Pi }_{ij},`$ (1)
which is a generalization of the Navier-Stokes equation to the case of viscoelastic fluids. Here $`P`$ is the pressure, $`\nu `$ is the kinematic viscosity of the solvent, $`\varrho `$ is the fluid mass density, and $`\mathrm{\Pi }_{ij}`$ is the polymer contribution into the stress tensor per unit mass.

The equation (1) has to be supplemented by an equation for the polymer stress tensor $`\mathrm{\Pi }_{ij}`$ . We assume the following equation

$`_t\mathrm{\Pi }_{ij}+(𝒗)\mathrm{\Pi }_{ij}=\mathrm{\Pi }_{kj}_kv_i+\mathrm{\Pi }_{ik}_kv_j`$ (2)
$`{\displaystyle \frac{2}{\tau }}\left(\mathrm{\Pi }_{ij}\mathrm{\Pi }_0\delta _{ij}\right),`$ (3)
where $`\tau `$ is the polymer relaxation time, and $`\mathrm{\Pi }_0`$ is related to the thermal fluctuations of the polymer conformations . Let us briefly repeat applicability conditions of the equation (3), discussed in . Linearity of the decay term in (3) assumes $`RR_{\mathrm{max}}`$, where $`R`$ is the typical polymer molecule size. The equation (3) implies that there is a single mode related to the polymer deformations, which is an idealization. A polymer molecule has a lot of deformational degrees of freedom, that have different relaxation times. A number of such degrees of freedom was observed in experiments with DNA . Nevertheless, in the turbulent flows, only the mode with the largest relaxation time is strongly excited, whereas other modes are excited at most weakly. Thus, Eq. (3) should be treated as the equation related to the principal mode.

The concentration of the polymer molecules $`n`$ enters the system (1,3) only via $`\mathrm{\Pi }_0`$, $`\mathrm{\Pi }_0n`$ and implicitly via the assumption $`RR_{\mathrm{max}}`$ since $`\mathrm{\Pi }nR^2`$. If $`n`$ is inhomogeneous, then the system of equations (1,3) has to be supplemented by the equation for the concentration $`_tn+𝒗n=0`$ (we neglect small diffusivity of polymer molecules). In this paper we consider the case when polymer molecules are strongly extended. Then $`\mathrm{\Pi }\mathrm{\Pi }_0`$, and the term with $`\mathrm{\Pi }_0`$ in Eq. (3) can be discarded. In this case any explicit dependence on the concentration of the polymer molecules $`n`$ drops from the system of equations (1,3). Therefore the dynamics of the polymer solutions with different values of $`n`$ is identical in this regime as long as $`n`$ is large enough for the condition $`RR_{\mathrm{max}}`$ to be satisfied.

### A Lagrangian Description

One can establish some properties of the polymer stress tensor $`\mathrm{\Pi }`$, using the Lagrangian description of a fluid. It is based on the notion of fluid particles trajectories (Lagrangian trajectories) $`𝒙(t,𝒓)`$, which are determined by the relations

$`_t𝒙=𝒗(t,𝒙),𝒙(t_0,𝒓)=𝒓.`$ (4)
The point $`𝒓`$ plays the role of a Lagrangian marker. If $`\mathrm{\Pi }_0`$ in Eq. (3) is neglected, then it is possible to write its solution as

$`\mathrm{\Pi }(t,𝒙)=W(t,t_0)\mathrm{\Pi }(t_0,𝒓)W^T(t,t_0)e^{2(tt_0)/\tau },`$ (5)
where the superscript $`T`$ denotes a transposed matrix. Here $`W`$ is the Lagrangian mapping matrix determined by the relations

$`_tW(t,t_0)=\sigma (t)W(t,t_0),W(t_0,t_0)=1,`$ (6)
$`\sigma _{ij}(t,𝒓)=_jv_i[t,𝒙(t,𝒓)].`$ (7)
Above $`\sigma `$ is the tensor of the velocity derivatives along the Lagrangian trajectory $`𝒙(t)`$ that includes the strain tensor and local rotations. The incompressibility condition $`𝒗=0`$ is formulated in terms of $`\sigma `$ as $`\mathrm{tr}\sigma =0`$. Then a consequence of Eq. (6) is $`\text{det}W=1`$.

The matrix $`W`$ describes deformations of infinitesimal fluid volumes. For example, the separation, $`\delta 𝒙`$, between two close fluid particles, moving along the Lagrangian trajectory $`𝒙(t)`$, evolves according to

$`\delta 𝒙(t)=W(t,t^{})\delta 𝒙(t^{}).`$ (8)
Therefore $`W_{ij}(t,t_0,𝒓)=x_i(t,𝒓)/r_j`$. Now it is easy to understand a meaning of Eq. (5). The polymers are advected along the Lagrangian trajectories being stretched by the velocity gradient and relaxing to their equilibrium shape due to the polymer elasticity.

We now briefly describe statistical properties of the matrix $`W`$, details can be found in Appendix. We represent the matrix as $`W=M\mathrm{\Lambda }N`$, where $`M`$ and $`N`$ are orthogonal matrices, while $`\mathrm{\Lambda }`$ is a diagonal matrix. At times much larger than the velocity gradients correlation time $`\tau _\sigma `$ the main eigenvalue $`\mathrm{exp}(\rho _1)`$ of $`\mathrm{\Lambda }`$ becomes much larger than the rest, under the condition that the set of the Lyapunov exponents $`\lambda _i`$ is non-degenerate. If a statistically steady state is realized, then the observation time is arbitrarily large, and we conclude from Eq. (5) that the matrix $`\mathrm{\Pi }`$ has to be uniaxial

$`\mathrm{\Pi }_{ik}=B_iB_k,`$ (9)
as it was noted in . This conclusion is almost self-evident once one goes back to the derivation of Eq. (3), recognizing that at $`RR_0`$ the contribution of thermal fluctuations into $`\mathrm{\Pi }`$ is negligible, so that $`\mathrm{\Pi }_{ij}R_iR_j`$ holds. We observe that the vector $`𝑩`$ characterizes the direction and the strength of the coherent molecule elongations weighted by their contribution into the stress tensor. Note, that $`𝑩`$ is defined up to sign, in analogy with the director in nematic liquid crystals. It follows from (5) and (9) that

$`𝑩(t,𝒙)=\mathrm{exp}[(tt_0)/\tau ]W(t,t_0)𝑩(t_0,𝒓).`$ (10)
If $`tt_0\tau `$ then $`W`$ in this relation can be estimated as $`e^{\rho _1}`$.

There are some modifications of the $`W`$ statistics with respect to a Newtonian fluid, that are imposed by the above relations. As it follows from Eq. (10), stationarity of the $`𝑩`$ statistics implies that $`\rho _1(t)t/\tau `$ has a stationary distribution. In particular, we conclude that the principal Lyapunov exponent $`\lambda _1=lim_t\mathrm{}\rho _1/t`$ of the flow is equal to $`1/\tau `$, independently of the Reynolds number. This means that above the coil-stretch transition the characteristic value of the velocity gradient is fixed at the scale $`1/\tau `$. The above behavior is contrasted to the Newtonian fluids for which $`\lambda _1`$ grows with increasing Re and fluctuations of $`\rho _1t/\tau `$ grow with time. The absence of the growth of the fluctuations is related to anticorrelations in the temporal dynamics of the component $`\stackrel{~}{\sigma }_{11}(t)`$ of $`\sigma _{ij}`$ along $`𝑩`$. These anticorrelations show themselves in the equality $`\text{d}t\stackrel{~}{\sigma }_{11}(0)\stackrel{~}{\sigma }_{11}(t)=0`$ (double brackets designate an irreducible correlation function) and originate in the special interaction of the inertial and elastic degrees of freedom, explained in more detail in Section III.

### B Dynamic Equations for Dilute Polymer Solutions

It is convenient to rewrite the equations (1,3) in terms of the vector $`𝑩`$ thus getting rid of extra degrees of freedom. Substituting the decomposition (9) into Eq. (3), one obtains

$`_tB_i+(𝒗)B_i=B_k_kv_iB_i/\tau .`$ (11)
This equation is similar to the one satisfied by the magnetic field in MHD , with the constant damping instead of the magnetic resistivity. The resemblance is made even stronger by noting that $`𝑩`$ has to be solenoidal. Indeed, it follows from Eq. (11) that

$`_t𝑩+(𝒗)𝑩=𝑩/\tau .`$ (12)
Therefore $`𝑩`$ monotonically decays becoming zero in the (statistically) steady state. Substituting the expression (9) into Eq. (1), and taking into account the constraint $`𝑩=0`$, one obtains

$`_t𝒗+(𝒗)𝒗=\nu ^2𝒗\varrho ^1P+(𝑩)𝑩.`$ (13)
Now the analogy of the system (11,13) with the system describing MHD  at zero magnetic resistivity is almost complete. The only difference is in the damping term in Eq. (11).

The energy density per unit mass is given by the sum of kinetic $`v^2/2`$ and elastic $`B^2/2`$ terms. The energy balance equation, following from Eqs. (11,13), is

$`(_t+𝒗)\left(v^2/2+B^2/2\right)=(𝑩)(𝑩𝒗)\varrho ^1𝒗P`$ (14)
$`+\nu _i(𝒗_i𝒗)\nu (_iv_k)^2\tau ^1B^2.`$ (15)
The energy dissipation is due to the viscous and the polymer relaxation terms. Other terms in Eq. (15) represent energy fluxes (in real space), they can be written as full divergences due to the constraints $`𝒗=0=𝑩`$.

## II Mechanism of scale-invariance: passive scalar with linear damping

Before investigating statistical properties of the polymer solutions, described by the equations (11,13), we present statistical properties of a passive scalar with constant damping at scales smaller than the smoothness scale of the flow, examined in . This simple case enables one to recognize the origin of a power spectrum for passively advected fields.

The equation for the passive scalar $`\theta `$ in the considered case is

$`_t\theta +𝒗\theta =\theta /\tau +\varphi ,`$ (16)
where $`\tau `$ is the passive scalar decay time and $`\varphi `$ is a forcing term needed to maintain the stationary state. It is assumed to be concentrated at a finite range of wavevectors near $`k_f`$. We have omitted the diffusive term which can be neglected in comparison with the constant damping (in some region of scales) provided the diffusion coefficient is small enough. Note that the constant damping of the passive scalar leads to a well-defined steady statistics even in the absence of the passive scalar diffusion.

A flow is smooth on scales smaller, than the velocity gradients correlation length $`l`$. The smoothness means that a velocity difference between two points can be approximated by a linear profile

$`\delta v_i=\sigma _{ij}\delta r_j,`$ (17)
where $`\delta r_j`$ is the separation between the points and $`\sigma `$ is a function of time. Obviously, $`\sigma _{ij}=_jv_i`$. For the usual turbulent velocity the correlation length $`l`$ is equal to the viscous scale, $`l=\eta `$. The smoothness of the turbulent velocity at scales less than $`\eta `$ was first exploited by Batchelor , who considered statistical properties of a passive scalar at these scales.

The linearity of the velocity difference leads to a power law for the passive scalar spectrum $`E(k)`$, which is defined as $`\theta (𝒌)\theta (𝒌^{})=(2\pi )^3\delta (𝒌+𝒌^{})E(k)`$, where $`\theta (𝒌)`$ is Fourier transform of $`\theta (𝒓)`$ with the wave vector $`𝒌`$, angular brackets designate averaging over the statistics of $`𝒗`$, and we assume homogeneity and isotropy of the statistics. Indeed, the time of the energy transfer from $`k`$ to $`2k`$ at $`kl1`$ is scale-independent due to the linearity of the velocity profile. On the other hand, during the spectral transfer time the energy decay is also $`k`$-independent (since the damping term is scale-independent). As a result the spectral function $`E(k)`$ satisfies a relation $`E(2k)=CE(k)`$ (with a constant $`C<1`$). The solution of this equation is a power-law $`E(k)k^\alpha `$ with $`2^\alpha C=1`$.

Now we put the above consideration into a more rigorous frame. We consider the passive scalar spectrum $`E(k)`$ at $`kl1`$. The evolution of wave packets with such wavevectors is determined by the velocity gradient $`\sigma `$. Let us consider the evolution during a time $`t_0`$ and express $`\theta (t_0)`$ via $`\theta (0)`$. A value of $`\theta (t_0)`$ near a point $`𝒓_1`$ is determined by an evolution of $`\theta `$ in the vicinity of the Lagrangian trajectory $`𝒙(t,𝒓_1)`$. To examine this evolution, one may perform the Taylor expansion of the velocity $`𝒗`$ in Eq. (16) up to the first order in $`𝒓𝒙`$ since the homogeneous advection does not affect equal-time correlation functions due to the Galilean invariance. Then one obtains

$`_t\theta +[𝒖+\sigma (𝒓𝒙)]\theta =\theta /\tau +\varphi .`$ (18)
Here $`𝒖(t)=𝒗(t,𝒙)`$ and $`\sigma =\sigma (t,𝒙)`$ are the velocity and the velocity gradients matrix along the Lagrangian trajectory $`𝒙`$. Fourier transform $`\theta _k`$ of the field $`\stackrel{~}{\theta }`$ measured in the moving frame $`\stackrel{~}{\theta }(t,𝒓)\theta (t,𝒓+𝒙)`$ satisfies

$`_t\theta _k\left(𝒌\sigma {\displaystyle \frac{}{𝒌}}\right)\theta _k={\displaystyle \frac{\theta _k}{\tau }}+\varphi _k\mathrm{exp}\left[i𝒌𝒙\right].`$ (19)
Further we confine ourselves to wavevectors $`kk_f`$, that is much larger than those on which the pumping $`\varphi `$ is supported. In this case $`\theta _k`$ is determined by the convection from smaller wavevectors and the forcing term can be neglected. Then the equation (19) can be solved explicitly, and we find

$`\theta (t,𝒌)=e^{t/\tau }\theta (0,𝒌W),`$ (20)
where $`W=W(t,0)`$ is the Lagrangian mapping matrix, see Subsection I A. Returning to the real space, we obtain

$`\theta (t,𝒓+𝒙)=e^{t/\tau }{\displaystyle \frac{\text{d}𝒌}{(2\pi )^3}e^{i𝒌\left[𝒓+W𝒙(0)\right]}\theta (0,𝒌W)},`$ (21)
The above formula is valid for $`|W^1𝒓|l`$, the condition means that the passive scalar coming to a point $`𝒓+𝒓_1`$ was all the time in the $`l`$-vicinity of $`𝒙`$ allowing the Taylor expansion for the velocity.

Let us now consider the pair correlation function of the passive scalar $`f(r)\theta (t_0,𝒓_1)\theta (t_0,𝒓_1+𝒓)`$, defined as the spatial average over $`𝒓_1`$. We assume that the average $`\theta `$ is zero (which can always be achieved by a shift of $`\theta `$ by a constant). The product of the fields is given by Eq. (21) \[remind that $`𝒙(t_0)=𝒓_1`$\] and depends on $`𝒓_1`$ via the argument of $`W`$. The average over space (over $`𝒓_1`$) is equivalent to the average over the velocity statistics, or over the velocity gradients statistics along the Lagrangian trajectories. If $`\lambda _1t_01`$ then the average over the interval $`0<t<t_0`$ and negative times can be done independently. Indeed, $`\sigma (t)`$ has a Lagrangian correlation time $`\lambda _1^1`$. Thus velocity at negative times is correlated with $`\sigma `$ only at $`|t|\lambda _1^1`$ while $`W(t_0)`$ is not sensitive to the value of $`\sigma `$ there, due to $`\lambda _1^1t_0`$ (see Appendix). Therefore we can write

$`f(r)=e^{2t_0/\tau }{\displaystyle \frac{\text{d}𝒌}{(2\pi )^3}\mathrm{exp}(i𝒌𝒓)E[𝒌W(t_0)]},`$ (22)
where $`E(k)`$ is the spectrum function introduced above. Noting that $`E(k)`$ equals the Fourier transform of the pair-correlation function we obtain the following stationarity condition for the spectrum (we substitute $`t_0`$ by $`t`$)

$`E(𝒌)=\mathrm{exp}(2t/\tau )E(𝒌W),`$ (23)
where $`W=W(t,0)`$. The equation (23) is applicable at $`kl1`$, as follows from the condition $`rl`$ in Eq. (21).

The relation (23) has a simple meaning. The wavevectors of small-scale fluctuations of the passive scalar evolve according to $`𝒌(t)=𝒌(0)W^1(t)`$ as was shown by Kraichnan . Thus the energy of a fluctuation with the wavevector $`𝒌`$ is equal to its energy time $`t`$ ago at the wavevector $`𝒌W(t,0)`$ multiplied by the decaying factor $`\mathrm{exp}(2t/\tau )`$. Note that we could equally well start directly from (19) to derive the equation (23). One can show that in the spatially homogeneous situation one can always introduce such equation for the investigation of the spectrum at $`kl1`$.

The equation (23) is the quantification of the heuristic arguments given in the beginning of the section taking into account that the energy transfer time is by itself a random quantity. Its solution is a power law $`E(k)k^\alpha `$. Substituting the expression into Eq. (23), one gets the relation

$`\mathrm{exp}(2t/\tau )=|𝒌W/k|^\alpha ,`$ (24)
which determines the exponent $`\alpha `$. At $`\lambda _1t1`$ the moments of $`|𝒌W/k|`$ behave exponentially with time. Indeed, they are roughly equal to the product of $`\lambda _1t`$ independent identically distributed random variables. Besides at these times the moments are independent of $`𝒌/k`$ due to the isotropization of $`W(t_0)`$ described in Appendix. As a result the above equation has a unique physical solution examined in more detail in Appendix A 3, where the inequality $`\alpha >3`$ is established. The inequality has simple meaning that the spectrum has to decay faster than the Batchelor spectrum $`k^3`$ ($`k^1`$ in the spherical normalization) holding at infinite $`\tau `$.

Let us now extend the above results. The power law spectrum persists, even if the relaxation time $`\tau `$ is $`𝒌`$-dependent, but scales as zero power of $`k`$, that is if $`\tau `$ depends on the direction of $`𝒌`$ only. This dependence can be regular (which makes the spectrum anisotropic) or random. Another remark is that addition of an oscillating term (with $`\omega _k`$) into the equation for $`\theta _k`$,

$`_t\theta _k\left(𝒌\sigma {\displaystyle \frac{}{𝒌}}\right)\theta _k=\theta _k/\tau i\omega _k(t)\theta _k,`$ (25)
does not change its spectrum even though the oscillating term breaks the scale-invariance. Indeed, let us pass from $`\theta `$ to $`\stackrel{~}{\theta }`$, which is $`\stackrel{~}{\theta }=\mathrm{exp}(i\phi _k)\theta `$, with the phase, satisfying

$`_t\phi _k\left(𝒌\sigma {\displaystyle \frac{}{𝒌}}\right)\phi _k=\omega _k.`$ (26)
Then for $`\stackrel{~}{\theta }`$ we return to the equation (21), that leads to the power spectrum. It remains to note that the spectra of $`\theta `$ and $`\stackrel{~}{\theta }`$ coincide. In other words, oscillating terms conserve energy and are, consequently, irrelevant for the energy balance.

Below we generalize the simple picture, presented in this section, to the polymer solutions.

## III High Reynolds Flows

Here we consider turbulence in dilute polymer solutions, when the Reynolds number exceeds the critical value $`\mathrm{Re}_c`$, corresponding to the coil-stretch transition. Then the polymer molecules are strongly elongated. Two different cases are possible, depending on the concentration of the polymer molecules $`n`$. If it is very small, the elastic stresses are small in comparison with the viscous stresses. Then the polymers are stretched to their maximal elongation, $`R_{\mathrm{max}}`$, and the properties of the fluid do not differ significantly from those of the pure solvent. Below we consider the second, more interesting, case, when the concentration of the polymers $`n`$ is large enough, so that elastic stresses can be larger than the viscous stresses. Then the polymer back reaction substantially modifies the flow.

Whereas in the pure solvent typical velocity gradients grow unlimited as the Reynolds number increases, in polymer solutions above the coil-stretch transition the balance of inertial and elastic degrees of freedom fixes the characteristic value of the velocity gradient at $`1/\tau `$. Indeed, if the instantaneous velocity gradient exceeds $`1/\tau `$, it extends the polymers, so that the elastic stress grows and damps the gradient. On the other hand, if the velocity gradient is smaller than $`1/\tau `$, the molecules contract and their influence on the flow diminishes. Then the velocity gradients tend to grow up to the value characteristic of the pure solvent, which is larger than $`1/\tau `$. Thus the velocity gradients fluctuate near $`1/\tau `$, that explains the statistically steady state realized above the coil-stretch transition. Let us derive the condition for the existence of this steady state, related to the existence of the maximal size $`R_{\mathrm{max}}`$ of the polymer molecules. In the vicinity of the coil-stretch transition $`v1/\tau `$ so that $`B_{\mathrm{back}}^2\nu v\nu /\tau `$ as it follows from Eq. (13). This leads to the condition for the existence of the back reaction regime $`B_{\mathrm{max}}^2\nu /\tau `$, where $`B_{\mathrm{max}}^2`$ is the maximal value of the elastic stress tensor achieved at $`RR_{\mathrm{max}}`$. Using estimates for the microscopic parameters, proposed in Ref. , one can rewrite this condition as $`n(R_0R_{\mathrm{max}}^2)^1`$. Below we will assume that there exists an interval in $`\mathrm{Re}`$ such that $`B_{\mathrm{max}}`$ exceeds the value of $`B`$ prescribed by the flow. The latter increases as $`\mathrm{Re}`$ grows so that the condition will break down at certain $`\mathrm{Re}`$. After this happens either polymer degradation occurs or polymers start to behave as rigid bodies with size $`R_{\mathrm{max}}`$. In the latter case the fluid becomes Newtonian again with renormalized viscosity.

We assume $`V\tau L`$, where $`V`$ is the velocity at the turbulence integral scale. Then the gradient related to the large eddies is smaller than $`\tau ^1`$. Therefore, the large eddies do not excite polymers, which means that the elastic stress tensor is not correlated at these scales. Since only coherent excitations of the elastic stress tensor can influence the flow, we conclude that the elasticity is negligible for large eddies. The interaction of inertial and elastic degrees of freedom becomes essential at a scale $`r_{}`$, where velocity gradients are of the order of $`1/\tau `$. Here the energy starts to dissipate due to the polymer relaxation, that is the inertial cascade terminates at $`rr_{}`$. Since the velocity gradients fluctuate near the value $`1/\tau `$, reached at $`r_{}`$, at $`r<r_{}`$ velocity difference scales linearly with the distance that is $`r_{}`$ is the smoothness scale of the flow. Near the coil-stretch transition characteristic velocity gradient is determined by the viscous scale and is of the order of $`1/\tau `$, hence $`r_{}\eta `$. As the Reynolds number increases, velocity fluctuations increase, so that the scale $`r_{}`$ grows which is very different from the Newtonian fluids where the smoothness scale $`\eta `$ decreases with Re. As the energy input increases the viscous energy dissipation rate, $`\nu (𝒗)^2`$, remains of the order of $`\nu /\tau ^2`$. Therefore far above the transition the principal part of the energy is dissipated by the polymer relaxation. Then the viscous term in Eq. (15) can be neglected and we obtain

$`B^2=ϵ\tau ,`$ (27)
where $`ϵ`$ is the energy injection rate per unit mass, estimated as $`V^3/L`$. The relation (27) means that a typical value of $`B`$ grows as the energy input increases, and, consequently, the elastic stress tensor does.

The above quantities can be estimated, using the Kolmogorov-like reasoning. Then we obtain from Eq. (27) that $`B\sqrt{ϵ\tau }`$. Next, as follows from Eq. (13), at the scale $`r_{}`$ we have $`vB`$. Equating then the characteristic velocity gradient $`v/r_{}`$ to $`1/\tau `$, one obtains $`r_{}(ϵ\tau ^3)^{1/2}`$. Note that this agrees with the direct Kolmogorov theory estimate of $`r_{}`$ based on $`\delta v(r_{})(ϵr_{})^{1/3}r_{}/\tau `$. Near the coil-stretch transition the viscous and elastic dissipation terms in the energy balance equation (15) are of the same order. Estimating $`ϵ`$ by the viscous dissipation term $`\nu /\tau ^2`$ one finds $`\text{Re}_c[L^2/(\nu \tau )]^{2/3}`$ for the value of the Reynolds number at the transition. The same answer can be found by equating $`r_{}`$ and the Kolmogorov-41 estimate $`(\nu ^3/ϵ)^{1/4}`$ for the viscous scale $`\eta `$.

Below we investigate the case $`\text{Re}\text{Re}_c`$ that elucidates most clearly the role of the polymer elasticity. Since the condition implies that the viscous term is negligible at the scale $`r_{}`$, a new interval of scales, where viscosity is negligible but elasticity is not, has to exist below $`r_{}`$. The analogy with the magnetic hydrodynamics, noted above, helps us to understand dynamics of fluctuations in this interval. These small-scale fluctuations, which occur on the background of stresses excited at $`rr_{}`$, are elastic waves similar to the Alfven waves propagating in the presence of a large-scale magnetic field in plasma . The dispersion relation for the waves is $`\omega =𝑩𝒌`$, where $`\omega `$ is the wave frequency and $`𝒌`$ is its wave vector. Therefore the group velocity of these waves is $`𝑩`$ which can be estimated in accordance with Eq. (27) as $`\sqrt{ϵ\tau }`$. The wave velocity fluctuates, but the fluctuations occur at times $`\tau `$ and are slower than the wave oscillations at $`kr_{}1`$, showing that the waves are well-defined. There exist two mechanisms of the elastic waves attenuation: polymer relaxation and viscous dissipation. The first mechanism leads to the scale-independent attenuation $`\tau ^1`$, which is smaller than the frequency, at $`kr_{}1`$. The second mechanism produces the attenuation $`\nu k^2`$, which is much smaller than the frequency for $`k\eta _{}1`$ where $`\eta _{}=\nu (ϵ\tau )^{1/2}`$. Thus the elastic waves attenuate weakly in the interval $`r_{}^1k\eta _{}^1`$. This interval can be called the elastic waves range.

The dynamics at scales $`rr_{}`$ is also characterized by the stretching that takes place at a time scale $`\tau `$ and is slower than the wave’s oscillations. It is this dynamics that determines the velocity spectrum at $`kr_{}1`$, since the wave oscillations do not influence the spectrum, like in the example presented at the end of Section II. As a result, we come to a power spectrum, which is examined in the next subsection.

### A Power-law Spectrum in the elastic waves range

As we explained, statistical stationarity implies, that the velocity gradients fluctuate near $`1/\tau `$, the value characteristic of the scales $`rr_{}`$. Therefore velocity gradients have to decrease with diminishing scale $`r`$ at $`r<r_{}`$, which can be formulated as $`v^{}v`$. Here $`𝒗^{}`$ is the small-scale component of the velocity containing only harmonics with wavevectors satisfying $`kr_{}1`$. The existence of elastic waves at these scales leads to equipartition of kinetic and elastic energies (see  and the proof below) so that $`B^{}B`$ holds too. As a result the influence of $`𝒗^{}`$ and $`𝑩^{}`$ on motions at scales $`r_{}`$ is negligible, that is $`𝒗^{}`$ and $`𝑩^{}`$ can be treated as passively advected and stretched by $`𝒗`$ and $`𝑩`$. Equations for $`𝒗^{}`$ and $`𝑩^{}`$ can be found by linearizing Eqs. (11,13)

$`_t𝑩^{}+(𝒗)𝑩^{}+(𝒗^{})𝑩=(𝑩)𝒗^{}+(𝑩^{})𝒗𝑩^{}/\tau ,`$ (28)
$`_t𝒗^{}+(𝒗)𝒗^{}+(𝒗^{})𝒗`$ (29)
$`=p^{}+(𝑩)𝑩^{}+(𝑩^{})𝑩+\nu ^2𝒗^{},`$ (30)
where $`p^{}=P^{}/\varrho `$.

The inequalities $`v^{}v`$, $`B^{}B`$ imply that at $`rr_{}`$ the differences $`\delta 𝒗`$ and $`\delta 𝑩`$, taken at points, separated less, than $`r_{}`$, scale linearly with the separation according to

$`\delta v_i=\sigma _{ij}\delta r_j,\delta B_i=\gamma _{ij}\delta r_j,`$ (31)
which is a generalization of Eq. (17). Both matrices $`\sigma _{ik}=_kv_i`$ and $`\gamma _{ik}=_kB_i`$ have typical values $`1/\tau `$ and correlation times of the order of $`\tau `$. To investigate the statistics of the small-scale components we may use the same scheme, as was developed in Section II for the passive scalar, expanding the equations (29) near a Lagrangian trajectory, like in Eq. (18). As we explained in Section II, the velocity should be expanded to the first order (because of the Galilean invariance). The need to expand $`𝑩`$ to the first order too follows from the fact that zeroth order term produces Alfven waves that do not affect energy balance of the waves of the same type as explained at the end of Section II. Passing to Fourier components (of the functions of the argument $`𝒓𝒙`$), we obtain the equations

$`_t𝒗_k^{}\left(𝒌\sigma {\displaystyle \frac{}{𝒌}}\right)𝒗_{}^{}{}_{k}{}^{}+\left(𝒌\gamma {\displaystyle \frac{}{𝒌}}\right)𝑩_{}^{}{}_{k}{}^{}+\sigma 𝒗_{}^{}{}_{k}{}^{}`$ (32)
$`=i𝒌p_k^{}+i(𝑩𝒌)𝑩_{}^{}{}_{k}{}^{}+\gamma 𝑩_{}^{}{}_{k}{}^{}\nu k^2𝒗_{}^{}{}_{k}{}^{},`$ (33)
$`_t𝑩_{}^{}{}_{k}{}^{}\left(𝒌\sigma {\displaystyle \frac{}{𝒌}}\right)𝑩_{}^{}{}_{k}{}^{}+\left(𝒌\gamma {\displaystyle \frac{}{𝒌}}\right)𝒗_{}^{}{}_{k}{}^{}+\gamma 𝒗_{}^{}{}_{k}{}^{}`$ (34)
$`=i(𝑩𝒌)𝒗_{}^{}{}_{k}{}^{}+\sigma 𝑩_{}^{}{}_{k}{}^{}{\displaystyle \frac{𝑩_{}^{}{}_{k}{}^{}}{\tau }},`$ (35)
analogous to Eq. (19). The quantities $`\sigma `$, $`\gamma `$ and $`𝑩`$ in Eqs. (33,35) are measured in the Lagrangian frame (they are functions of time and the Lagrangian marker). Correlation functions of the fields $`𝒗^{}`$ and $`𝑩^{}`$ are defined as averages over volume (or, what is the same, over different Lagrangian trajectories), that is over a statistics of $`\sigma `$, $`\gamma `$ and $`𝑩`$. There is a new ingredient in comparison with the consideration of Section II, which is the stretching terms like $`\sigma 𝒗_{}^{}{}_{k}{}^{}`$. However, these terms preserve zero scaling dimension of the time-evolution operator and, consequently, they are not expected to destroy the power character of the velocity spectrum $`E(k)`$.

From now on we neglect the viscous term in (33) which is justifiable for not too large wavevectors (a criterion is determined below). Using the incompressibility condition, we express the pressure $`p_k^{}=2i[𝒌\sigma 𝒗^{}𝒌\gamma 𝑩^{}]/k^2`$. The description is significantly simplified in terms of the Elsasser variables $`𝒈_\pm =𝒗_{}^{}{}_{k}{}^{}\pm 𝑩_{}^{}{}_{k}{}^{}`$, which satisfy

$`_t𝒈_\pm \left(𝒌\sigma _\pm {\displaystyle \frac{}{𝒌}}\right)𝒈_\pm =\pm i(𝑩𝒌)𝒈_\pm {\displaystyle \frac{𝒈_\pm }{2\tau }}`$ (36)
$`+{\displaystyle \frac{𝒌}{k}}\left({\displaystyle \frac{𝒌}{k}}\sigma _\pm 𝒈_\pm \right)+\left({\displaystyle \frac{1}{2\tau }}\sigma _{}\right)𝒈_{}+{\displaystyle \frac{𝒌}{k}}\left({\displaystyle \frac{𝒌}{k}}\sigma _{}𝒈_{}\right),`$ (37)
where $`\sigma _\pm =\sigma \gamma `$. Of course, the equations (36) are compatible with the conditions $`𝒌𝒈_\pm =0`$ following from the solenoidality of $`𝒗`$ and $`𝑩`$. The right-hand side of (36) contains the Alfven term $`i𝑩𝒌`$, describing the wave oscillations. As we explained at the end of Section II, it is convenient to eliminate the oscillations, introducing the corresponding phase and amplitude $`𝒈_\pm =𝒂_\pm \mathrm{exp}[i\phi _\pm ]`$ with $`\phi _\pm `$ satisfying

$`_t\phi _\pm \left(𝒌\sigma _\pm {\displaystyle \frac{}{𝒌}}\right)\phi _\pm =\pm (𝑩𝒌),`$ (38)
$`\phi _\pm =\pm {\displaystyle _0^t}\text{d}t^{}𝑩(t^{})W_\pm ^{1,T}(t^{})W_\pm ^T(t)𝒌,`$ (39)
where $`_tW_\pm =\sigma _\pm W_\pm ,W_\pm (0)=1`$. The equations for the amplitudes $`a_\pm `$ are

$`_t𝒂_\pm \left(𝒌\sigma _\pm {\displaystyle \frac{}{𝒌}}\right)𝒂_\pm ={\displaystyle \frac{𝒌\left(𝒌\sigma _\pm 𝒂_\pm \right)}{k^2}}{\displaystyle \frac{𝒂_\pm }{2\tau }}`$ (40)
$`+\left[({\displaystyle \frac{1}{2\tau }}\sigma _{})𝒂_{}+{\displaystyle \frac{𝒌\left(𝒌\sigma _{}𝒂_{}\right)}{k^2}}\right]\mathrm{exp}(i\varphi ),`$ (41)
$`\varphi ={\displaystyle _0^t}\text{d}t^{}𝒌\left[W_+(t)W_+^1(t^{})+W_{}(t)W_{}^1(t^{})\right]𝑩(t^{}).`$ (42)
The above equations are, again, compatible with the constraints $`𝒌𝒂_\pm =0`$.

We observe that a characteristic time of the variations of the amplitudes is $`\tau `$ while the phase in the last term varies by $`2\pi `$ during the characteristic time $`(kB)^1\tau `$ (the last inequality coincides with the previously derived condition for the existence of waves). Indeed, the exponent appearing in the last line of Eq. (41) at $`t\tau `$ can be estimated as $`B(t)\tau ke^{t/\tau }`$, where $`ke^{t/\tau }`$ is the current value of the wave vector, increasing due to the stretching process. Averaging (41) over times much larger than $`(kB)^1`$ but much smaller than $`\tau `$ (the procedure is nothing but the Bogolubov-Krylov averaging method), we find the following amplitude equation

$`_t𝒂_\pm \left(𝒌\sigma _\pm {\displaystyle \frac{}{𝒌}}\right)𝒂_\pm ={\displaystyle \frac{𝒌}{k}}\left({\displaystyle \frac{𝒌}{k}}\sigma _\pm 𝒂_\pm \right){\displaystyle \frac{𝒂_\pm }{2\tau }}.`$ (43)
We observe that the equations for $`𝒂_+`$ and $`𝒂_{}`$ decouple. This is in accordance with the qualitative considerations of Kraichnan  who argued that the interaction of the waves, described by the amplitudes $`a_+`$ and $`a_{}`$, is weak because their propagation directions are reverse.

The equation (43) has the same structure as the equation for the linearly decaying scalar, considered in Section II. The difference is in its vectorial nature and in the presence of the term directed along $`𝒌`$ that comes from the solenoidality condition $`𝒌𝒂_\pm =0`$. A formal solution of the equation (43) can be written as

$`𝒂_\pm (t,𝒌)=e^{t/2\tau }M_\pm [t,𝒒_\pm ]𝒂_\pm [0,𝒒_\pm ],`$ (44)
$`_tM_\pm (t,𝒌)=(f_\pm ^2𝒇_\pm )\left(𝒇_\pm \sigma _\pm M_\pm \right)^T.`$ (45)
where $`𝒒_\pm =𝒌W_\pm (t)`$, $`𝒇_\pm =𝒌W_\pm ^1(t)`$, and the initial condition for the matrices $`M_\pm `$ is $`M_{ik}(t=0,𝒌)=\delta _{ik}k_ik_k/k^2`$. The term $`k_ik_k/k^2`$ in the initial condition for $`M_\pm `$ vanishes after contraction with solenoidal field $`𝒂(t,𝒌)`$, that leads to the correct initial condition for $`𝒂_\pm `$. Note that $`𝒇_\pm M_\pm (t,𝒌)=0`$. Indeed, $`𝒌M_\pm (0,𝒌)=0`$ and $`_t[𝒇_\pm M_\pm (t,𝒌)]=0`$, as follows from Eq. (45) and the equations $`_t𝒇_\pm =𝒇_\pm \sigma _\pm `$.

Remind that $`𝑩`$ is defined up to sign. Therefore all the statistical properties of the solution have to be invariant under the transformation $`𝑩𝑩`$. This transformation interchanges $`𝒈_+`$ and $`𝒈_{}`$. Therefore statistical properties of $`𝒈_+`$ and $`𝒈_{}`$ are identical. Particularly, the spectra of $`𝒈_+`$ and $`𝒈_{}`$ coincide, that is $`𝒈_{\pm i}(𝒌)𝒈_{\pm j}(𝒌^{})=(2\pi )^3\delta (𝒌+𝒌^{})(\delta _{ij}k_ik_j/k^2)E(k)`$. Thus, without any loss of generality, one can consider $`𝒈_+`$ solely. At calculating the correlation function of $`𝒈_+`$, entering the definition of $`E`$, we can exploit an independence of $`W_+(t)`$ and $`M_+(t)`$ of $`𝒂_+(0,𝒌)`$ that holds at $`t`$ much larger than the correlation time $`\tau `$ of $`\sigma _+`$ (this is again in complete analogy with the consideration of Section II). Then the stationarity condition for $`E(𝒌)`$ reads

$`2E(𝒌)=\mathrm{exp}(t/\tau )Z(t,𝒒_+)E(𝒒_+),`$ (46)
$`Z(t,𝒌)=\text{tr}M_+^T(t,𝒌)M_+(t,𝒌){\displaystyle \frac{𝒌M_+^T(t,𝒌)M_+(t,𝒌)𝒌}{k^2}},`$ (47)
where we used $`M(t,𝒌)=M(t,𝒌)`$. Note that $`Z=2`$. Indeed, using Eq. (45) and $`𝒇_\pm M_\pm (t,𝒌)=0`$ one easily shows that the time derivative of $`M^T(t,𝒌)M(t,𝒌)`$ vanishes so that $`M^T(t,𝒌)M(t,𝒌)=\delta _{ij}k_ik_j/k^2`$. and $`Z(t,𝒌)=2`$. Thus the equation (46) simplifies to

$`E(𝒌)=\mathrm{exp}(t/\tau )E(𝒒_+),`$ (48)
almost identical to Eq. (23) established in Section II. Similarly, one can formulate an equation for the cross-correlation spectrum function $`E^{}(𝒌)`$ defined by $`(g_+)_i(𝒌)(g_{})_j(𝒌^{})=\delta (𝒌+𝒌^{})(\delta _{ij}k_ik_j/k^2)E^{}(k)`$. The fast oscillating phase does not cancel in this equation leading to the inequality $`E^{}(k)E(k)`$. It leads to the conclusion that the spectra of $`𝒗`$ and $`𝑩`$ coincide and are equal to $`E(k)/2`$ each. This proves the equipartion of the elastic and the kinetic energies claimed above.

In analogy with the consideration of Section II one can establish that the solution of (48) is power-like $`E(k)k^\alpha `$ where $`\alpha `$ is determined implicitly by

$`1=\mathrm{exp}(t/\tau ){\displaystyle \frac{1}{|𝒌W_+(t)/k|^\alpha }}.`$ (49)
Again, $`\alpha >3`$ (see Appendix A 3). In fact a stronger inequality follows from the stationarity condition. Namely, the spectrum has to decay faster than $`k^5`$ ($`k^3`$ in the spherical normalization). Otherwise $`(𝒗)^2=E(k)k^2\text{d}𝒌`$ is determined by scales smaller than $`r_{}`$, violating the condition that the gradients have to be saturated at the value $`1/\tau `$ reached at $`r_{}`$. The condition $`\alpha >5`$ coincides with the applicability condition of the above consideration that uses $`𝒗(𝒙+𝒓)𝒗(𝒙)\sigma 𝒓`$ for $`rr_{}`$. Indeed, then $`E(k)k^2\text{d}𝒌`$ is determined by $`kr_{}1`$ and $`(𝒗(𝒙+𝒓)𝒗(𝒓)\sigma 𝒓)^2(\sigma 𝒓)^2`$ for $`rr_{}`$.

It is natural to ask, whether $`\alpha `$ is a universal number, independent of Re. The above analysis shows that $`\alpha `$ is determined by the statistics of $`\sigma `$ and $`\gamma `$. Within the framework of the Kolmogorov theory the statistics is independent of the inertial interval length and can be characterized by a single parameter $`\lambda _1=1/\tau `$. We conclude that the dimensionless quantity $`\alpha `$ is a universal number in the Kolmogorov theory. In fact, due to intermittency the statistics of velocity gradients depends on the length of the inertial interval and, consequently, on the Reynolds number. The current understanding of intermittency does not allow us to estimate $`\alpha `$ for a given Re, yet some qualitative assertions can be formulated. Intermittency enhances the probability of large gradients which leads to faster transfer of energy to large wavevectors. Therefore the velocity spectrum becomes flatter as the intermittency increases. As we established, the length of the inertial interval decreases with the growth of the Reynolds number for polymer solutions (since the lower boundary of the inertial interval $`r_{}`$ increases). Consequently, the intermittency decreases as Re grows. We conclude that $`\alpha `$ should be a monotonically increasing function of Re.

Now we establish the region of scales where the power spectrum exists. Its lower boundary is related to the viscous dissipation, which grows with increasing $`k`$, destroying the power spectrum at large wavenumbers. Comparing the viscous term $`\nu k^2𝒗^{}`$, the last one in Eq. (33), with, say, the stretching term $`\sigma 𝒗^{}`$, we find, that the viscous term wins at the scale $`\sqrt{\nu \tau }`$. As a result the power-law terminates at $`k(\nu \tau )^{1/2}`$. For larger wave vectors the velocity spectrum diminishes faster than a power of $`k`$, that is the power spectrum occurs in the interval $`r_{}^1k(\nu \tau )^{1/2}`$. Note that at $`\text{Re}\text{Re}_c`$ we have $`\sqrt{\nu \tau }\eta _{}`$ so that the power spectrum occurs in the interval, where the elastic waves are well-defined.

## IV Elastic turbulence

We pass to the case of low Reynolds numbers. Then a random (chaotic) flow can be excited due to elastic instabilities, if the Weissenberg number Wi is larger than unity. This is the situation of the recently discovered “elastic turbulence” .

We investigate the case $`\text{Re}1`$ where the substantial derivative in Eq. (13) can be neglected. Then the system (11,13) becomes

$`\rho ^1P=(𝑩)𝑩+\nu ^2𝒗,𝒗=0,`$ (50)
$`_t𝑩+(𝒗)𝑩=(𝑩)𝒗𝑩/\tau ,𝑩=0.`$ (51)
The inequality $`\text{Re}1`$ implies, that the kinetic energy of the solution can be neglected in comparison with the elastic one. The dissipation of the elastic energy is, however, due to both energy dissipation mechanisms (solvent viscosity and polymer relaxation):

$`{\displaystyle \frac{\text{d}}{\text{d}t}}{\displaystyle \text{d}𝒓\frac{B^2}{2}}={\displaystyle \frac{1}{\tau }}{\displaystyle \text{d}𝒓\frac{B^2}{2}}\nu {\displaystyle \text{d}𝒓(_iv_k)^2},`$ (52)
as follows from Eqs. (50,51) and is in accordance with Eq. (15).

The system of equations (50,51) has to be complemented by the boundary conditions for the velocity, which in the absence of polymers would lead to $`\text{Wi}>1`$ so that the equilibrium state of polymers is unstable. The instability eventually leads to a chaotic, statistically steady state maintained by the non-linear dynamics of $`𝑩`$, see Eq. (51). Stationarity of the statistics, again, implies $`\lambda _1=1/\tau `$ and stationarity of the $`\rho _1t/\tau `$ statistics, as it stems from Eq. (51). It follows that the velocity gradients are of the order of $`1/\tau `$ in the bulk. Therefore a boundary layer has to be formed, where the velocity gradient, exceeding $`1/\tau `$, at the boundary, drops to the value $`1/\tau `$ in the bulk. In the boundary layer the flow is mainly shear and the polymers are weakly stretched. The existence of the boundary layer is observed also experimentally .

The above picture means, that instabilities lead to velocity fluctuations with scales determined by the size of the system and a characteristic gradient $`1/\tau `$. The following estimates for the values of these large-scale fluctuations hold

$`B^2\nu \sigma {\displaystyle \frac{\nu }{\tau }},v^2{\displaystyle \frac{L^2}{\tau ^2}},{\displaystyle \frac{v^2}{B^2}}{\displaystyle \frac{L^2}{\nu \tau }}\mathrm{Re}1,`$ (53)
where $`L`$ is the linear system size. The estimates (53) imply that both dissipative terms in Eq. (52) are of the same order. The correlation time of $`𝑩`$ and $`𝒗`$ is determined by the typical value of the stretching and is of the order of $`\tau `$. The large-scale velocity fluctuations produce smaller scale fluctuations of $`𝑩`$ that in turn induce small-scale fluctuations of velocity. The velocity gradients become smaller when the scale decreases, since the large-scale velocity gradient is of the order of $`1/\tau `$ and the total velocity gradient is fixed at this value by the stationarity condition. This is in complete analogy with the consideration of the previous section.

Now we are going to consider statistical properties of the small-scale fields $`𝒗^{}`$ and $`𝑩^{}`$. The fields evolve passively in the large-scale fields $`𝒗`$ and $`𝑩`$. However, there is a major qualitative difference from the high-Reynolds case which is in the role of the large-scale component of $`𝑩`$. In the high-Reynolds number case (see Section III) the terms with the large-scale field $`𝑩`$ in the equations for the small-scale fields conserve energy and, consequently, do not enter the equation for the spectrum (46). That is why the correct description of the dynamics required account of the small gradient $`_i𝑩`$ on the background of $`𝑩`$. In the elastic turbulence case the terms with $`𝑩`$ are dissipative and, consequently, one can forget about the gradient terms, as subleading ones. Thus the equations for the small-scale components of the fields, following from Eqs. (50,51), are

$`p^{}=(𝑩)𝑩^{}+\nu ^2𝒗^{},`$ (54)
$`_t𝑩^{}+(𝒗)𝑩^{}=(𝑩^{})𝒗+(𝑩)𝒗^{}𝑩^{}/\tau .`$ (55)
Let us stress that the above equations assume only $`BB^{}`$ (not $`BB^{}`$, which is in fact wrong for the elastic turbulence).

To analyze the above equations for the small-scale components we use the same scheme as in the previous sections. As we explained above there is no need to account for the spatial variation of $`𝑩`$ so that (for the Fourier components) the equations (54,55) take the form

$`𝒗^{}={\displaystyle \frac{i(𝒌𝑩)}{\nu k^2}}𝑩^{},p^{}=0,`$ (56)
$`_t𝑩^{}\left(𝒌\sigma {\displaystyle \frac{}{𝒌}}\right)𝑩^{}=\sigma 𝑩^{}{\displaystyle \frac{𝑩^{}}{\tau }}{\displaystyle \frac{(𝒌𝑩)^2}{\nu k^2}}𝑩^{}.`$ (57)
The constraints $`𝒌𝑩^{}=0`$, $`𝒌𝒗^{}=0`$ that follow from $`𝒗=0=𝑩`$ are consistent with the equations (56,57). The last term in the equation for $`𝑩^{}`$ is due to the viscous dissipation, the term is of the same order as the elastic dissipation term $`𝑩^{}/\tau `$ as follows from (53). We observe that, again, the time-evolution operator for $`𝑩^{}`$ has zero scaling dimension and (in accordance with the discussion at the end of Section II) one expects that the spectrum $`F(k)`$ of $`𝑩`$ obeys a power-law. To demonstrate this power behavior we use a formal solution of the equation (57)

$`𝑩^{}(t,𝒌)=W𝑩^{}(0,𝒌W)\mathrm{exp}\left[{\displaystyle \frac{t}{\tau }}{\displaystyle _0^t}\text{d}t^{}\xi (t^{})\right],`$ (58)
$`\nu \xi (t^{})=[𝑩(t^{})𝒏(t^{},t,𝒌)]^2,_t^{}𝒏=𝒏\sigma +𝒏(𝒏\sigma 𝒏),`$ (59)
where $`W=W(t,0)`$, and $`𝒏(t^{},t,𝒌)`$ is determined by the above equation with the final condition $`𝒏_k(t,t,𝒌)=𝒌/k`$.

Let us analyze the stress spectrum function $`F(k)`$: $`B_i^{}(𝒌)B_j^{}(𝒌^{})=\delta (𝒌+𝒌^{})F(k)(\delta _{ij}k_ik_j/k^2)`$. Assuming that $`t`$ is much larger than the correlation time $`\tau `$ of $`𝑩`$ and $`\sigma `$, we may average independently over the velocity statistics at negative and positive times, as we did in the previous sections. Then we find

$`2F(𝒌)=Z\mathrm{exp}\left[2{\displaystyle _0^t}\text{d}t^{}\xi (t^{})\right]F(𝒌W),`$ (60)
$`Z=\mathrm{exp}(2t/\tau )\left[\text{tr}W^TW{\displaystyle \frac{𝒌[WW^T]^2𝒌}{𝒌WW^T𝒌}}\right].`$ (61)
The coefficient of $`F`$ in the right-hand side of Eq. (60) is independent of the absolute value $`k`$ of $`𝒌`$. Therefore Eq. (60) admits a power solution $`F(k)k^\beta `$, where $`\beta `$ has to be determined from the equation

$`2={\displaystyle \frac{Z\mathrm{exp}\left[2_0^t\text{d}t^{}\xi (t^{})\right]}{|𝒌W(t)/k|^\beta }}.`$ (62)
Note that at $`t\tau `$ the average in Eq. (62) is determined by the events with $`𝒌`$ directed along the eigen vector of the matrix $`WW^T`$, corresponding to the smallest eigen value (in this case the denominator in the expression achieves a minimum). Then the second term in the right-hand side of Eq. (61) can be neglected, and we obtain $`Z\mathrm{exp}(2\rho _12t/\tau )`$ (therefore, due to the stationarity of the $`\rho _1t/\tau `$ probability distribution, a statistics of $`Z`$ is time-independent). The positive noise $`\xi (t)`$ can be considered as stationary with the correlation time $`\tau `$. Indeed, it follows from Eq. (58) that $`𝒏(t^{})`$ forgets its final direction (and thus also becomes $`𝒌`$-independent) at $`tt^{}\tau `$. Thus the situation is similar to the one analyzed in Sections II,III A. Again, we can prove the inequality $`\beta >3`$, see Appendix A 3.

We are now in a position to establish the spectrum of the velocity $`E(k)`$. Indeed, it follows from Eq. (56) that $`E(k)k^{\beta 2}`$ and the spherically normalized spectra obey

$`E_{sph}(k)v^2L(kL)^\beta ,F_{sph}(k)B^2L(kL)^{2\beta }.`$ (63)
The estimates for the values $`v^2`$ and $`B^2`$ are written in Eq. (53). We observe that our scheme that assumes $`v^{}v`$ and $`B^{}B`$ is self-consistent due to the inequality $`\beta >3`$ proved above. It agrees with the experiment, where $`\beta `$ is $`3.3÷3.5`$ .

Finally, let us discuss the question concerning the validity region of the power spectrum. Probably, it is determined by the finite diffusivity $`\kappa `$ of the polymer molecules which is described by adding the term $`\kappa ^2\mathrm{\Pi }_{ij}`$ to the right-hand side of Eq. (3). Comparing this term with, say, the relaxation term with $`\tau `$, one concludes that the power spectrum terminates at $`k_{\mathrm{dif}}\sqrt{\kappa \tau }`$. At smaller scales the velocity spectrum diminishes much faster due to diffusivity.

## V Conclusion

We have investigated properties of turbulence in dilute polymer solutions in the cases where polymer molecules are strongly stretched. We established power-law distributions of kinetic and elastic energies over scales in some regions, where these power-laws are not related to an energy or other conserved quantity cascade (in contrast to the usual turbulence). In fact, excitation of elastic degrees of freedom at any scale leads to energy dissipation since the elastic dissipation is scale-independent. However, precisely this scale-independence can lead to a scale-ivariance in the dissipative intervals, where the flow can be treated as smooth. Small-scale fluctuations are relatively weak and evolve passively in the smooth flow. As a result, the evolution of fine-scale fluctuations depends trivially on the scale and power-law spectra are formed. Let us now describe the cases where the above general ideas are applicable.

The first case, we examined, is the high Reynolds number flow above the coil-stretch transition, when elastic degrees of freedom are activated. Strong interaction between the elasticity and the flow modifies the latter below the scale $`r_{}`$ (at this scale the velocity gradients are of the order of $`1/\tau `$), which is the new energy dissipation scale. This scale is of the order of the Kolmogorov scale at the transition and becomes larger as Re is increased. At $`rr_{}`$ the properties of turbulence are the same as in Newtonian fluids. The energy cascades downscales from the pumping scale and dissipates due to polymer relaxation at $`rr_{}`$. The flow is smooth at $`rr_{}`$ with the principal Lyapunov exponent $`\lambda _1`$ fixed at the value $`1/\tau `$ by the elastic back reaction. The fluctuations in the interval of scales $`\nu (ϵ\tau )^{1/2}rr_{}`$ are elastic waves. This leads to the equipartition of the kinetic and of the elastic energies, that is the velocity spectrum $`E(k)`$ and the elastic spectrum $`F(k)`$ coincide at these scales. The smoothness of the flow at $`rr_{}`$ leads to the conclusion that these spectra are power-like and in the spherical normalization decrease faster than $`k^3`$ at $`kr_{}1`$. The power spectra terminates at the scale $`(\nu \tau )^{1/2}`$, where the viscous dissipation overcomes stretching.

The second case, we examined, is the elastic turbulence regime . It is a chaotic state which is realized at small Reynolds numbers Re. The velocity gradient imposed on the system by the boundary conditions exceeds $`1/\tau `$ which activates polymer degrees of freedom leading to hydrodynamic instability and chaotization. Again, the power spectra $`F(k)`$ and $`E(k)`$ are power-like in this case. However there are no elastic waves that would lead to equipartition. The main energy is carried by the polymers: $`E(k)\text{Re}(kL)^2F(k)`$, where $`L`$ is the size of the system. The velocity spectrum $`E(k)`$ decays faster than $`k^3`$ in the spherical normalization, which corresponds to the experimental data .

The above-described mechanism of forming power-law spectrum for small-scale fluctuations in a chaotic flow seems rather general to be realized for other systems. We expect it to occur in certain regimes in magnetohydrodynamics, flows in liquid crystals and low-dimensional flows on a substrate.

###### Acknowledgements.

We thank E. Balkovsky, M. Chertkov, G. Falkovich, A. Groisman, I. Kolokolov, and V. Steinberg for valuable discussions. A. F. was supported by the grants of ISF and Minerva foundations.

## A Long-Time Lagrangian Statistics

Let us briefly review the long-time statistical properties of the Lagrangian mapping matrix $`W`$, determined by Eqs. (6,7). We consider $`W(t_+,t_{})`$ at $`t_+>t_{}`$ and assume that $`t_+t_{}`$ is much larger than the Lagrangian correlation time $`\tau _\sigma `$ of the velocity derivatives matrix (7), where one expects a universal statistics . If the velocity statistics is homogeneous in time, the probability distribution of $`W(t_+,t_{})`$ depends on the difference $`t_+t_{}`$ only. Equation (6) implies that at $`t_+t_{}\tau _\sigma `$ the matrix $`W`$ is a product of a large number of independent matrices. This is the main reason for the universality of the $`W`$ statistics.

It is convenient to decompose the matrix $`W`$ as

$`W(t_+,t_{})=M\mathrm{\Lambda }N,`$ (A1)
where $`\mathrm{\Lambda }`$ is a diagonal matrix, and $`M`$ and $`N`$ are orthogonal matrices . We denote the diagonal elements of $`\mathrm{\Lambda }`$ as $`e^{\rho _1}`$, $`e^{\rho _2}`$, and $`e^{\rho _3}`$, and assume that they are ordered: $`\rho _1>\rho _2>\rho _3`$. As a consequence of the constraint $`\text{det}W=1`$ we have $`\rho _1+\rho _2+\rho _3=0`$. Equation (6) can be rewritten in terms of $`\rho _i`$, and the matrices $`M`$ and $`N`$. The equations for $`\rho _i`$ are

$`\rho _i/t_+=\stackrel{~}{\sigma }_{ii},`$ (A2)
where $`\stackrel{~}{\sigma }=M^T\sigma M`$ and no summation over the repeating index $`i`$ is implied. The matrices $`M`$ and $`N`$ satisfy $`_tN=\mathrm{\Omega }_1N`$ and $`_tM=M\mathrm{\Omega }_2`$, where

$`(\mathrm{\Omega }_1)_{ik}={\displaystyle \frac{\stackrel{~}{\sigma }_{ik}+\stackrel{~}{\sigma }_{ki}}{2\mathrm{sinh}(\rho _i\rho _k)}},(\mathrm{\Omega }_2)_{ik}={\displaystyle \frac{\stackrel{~}{\sigma }_{ik}e^{2\rho _k}+\stackrel{~}{\sigma }_{ki}e^{2\rho _i}}{e^{2\rho _k}e^{2\rho _i}}},`$ (A3)
for $`ik`$ and $`(\mathrm{\Omega }_1)_{ik}=(\mathrm{\Omega }_2)_{ik}=0`$ for $`i=k`$. It is possible to show that the eigenvalues of $`W`$ repel each other, so that the inequalities $`e^{\rho _1}e^{\rho _2}e^{\rho _3}`$ are satisfied at $`t_+t_{}\tau _\sigma `$ . Then the matrix $`\mathrm{\Omega }_1`$ tends to zero exponentially fast, i.e. $`N`$ is determined by times of the order of $`\tau _\sigma `$ in the vicinity of $`t_{}`$. The matrix $`\mathrm{\Omega }_2`$ becomes $`\rho `$-independent at $`t_+t_{}\tau _\sigma `$ and the evolution of $`M`$ is decoupled from that of $`\rho _i`$. Then the value of $`M`$ is determined by the time of the order of $`\tau _\sigma `$ at $`tt_+`$, i.e. at $`t_+t_{}\tau _\sigma `$ it becomes $`t_{}`$-independent.

The solution of Eq. (A2) is

$$\rho _i=_t_{}^{t_+}\text{d}t^{}\stackrel{~}{\sigma }_{ii}(t^{}).$$
(A4)
where the right-hand side of Eq. (A4) is an integral of a random process independent of $`\rho _i`$. Equation (A4) shows that the variables $`\rho _i`$ fluctuate around their average values $`\lambda _i(t_+t_{})`$. Here the constants $`\lambda _i`$ are equal to $`\stackrel{~}{\sigma }_{ii}`$. They are called the Lyapunov exponents of the flow. Generally, the spectrum of the Lyapunov exponents is non-degenerate: $`\lambda _1>\lambda _2>\lambda _3`$, which is a necessary condition for the formalism to be self-consistent. The incompressibility condition ensures the identity $`\lambda _1+\lambda _2+\lambda _3=0`$, which implies $`\lambda _1>0`$ and $`\lambda _3<0`$. Using the relation (8) one can show that $`\lambda _1`$ is indeed the average logarithmic divergence rate of two nearby Lagrangian trajectories:

$`\text{d}\mathrm{ln}|\delta 𝒙|/\text{d}t=\lambda _1.`$ (A5)
Similarly, $`\lambda _1+\lambda _2=\lambda _3`$ is the average logarithmic rate of the area growth.

Note that at $`t_+t_{}\tau _\sigma `$ the statistics of $`M`$, $`\mathrm{\Lambda }`$ and $`N`$ are independent. Indeed, the values of $`\rho _i`$ are accumulated during the whole evolution time $`t_+t_{}`$ (see (A4)) and are not sensitive both to the interval $`(t_{},t_{}+\tau _\sigma )`$ determining $`N`$ and interval $`(t_+\tau _\sigma ,t_+)`$ determining $`M`$. Both matrices $`M`$ and $`N`$ are distributed isotropically because of the assumed isotropy of the velocity statistics (this is the isotropization of $`W`$ referred in the main text).

### 1 Lagrangian Statistics in usual Turbulent or Random Flows

Here we consider the Lagrangian statistics in the case of a usual random (turbulent or chaotic) flow, when the velocity has finite correlation time and no constraints are imposed on the flow. Then the quantity $`\rho _i`$ can be treated as a sum of a large number of independent random variables, provided $`t_+t_{}\tau _\sigma `$. It is known from the statistical mechanics (see, e.g., ) that the distribution of such quantities is given by the exponent of an extensive function. In our case the probability distribution function (PDF) of $`\rho _i`$ is

$`𝒫(t,\rho _1,\rho _2,\rho _3){\displaystyle \frac{1}{t}}\mathrm{exp}\left[tS({\displaystyle \frac{\rho _1\lambda _1t}{t}},{\displaystyle \frac{\rho _3\lambda _3t}{t}})\right]`$ (A6)
$`\times \delta (\rho _1+\rho _2+\rho _3),`$ (A7)
where $`t=t_+t_{}`$ and $`\rho _1>\rho _2>\rho _3`$ is implied . The main exponential factor of the PDF has a self-similar form described by the function $`S`$, which can be called entropy function (see ). It is positive, convex and has a minimum at zero values of its arguments. The precise form of $`S`$ is determined by details of the velocity statistics. The PDF has a sharp maximum at $`\rho _i=\lambda _it`$. In its vicinity the function $`S`$ has a quadratic expansion, i.e. the distribution of $`\rho `$ is Gaussian. However, if one is interested in the expectation values of exponential functions of $`\rho _i`$, they are determined by the wings of the PDF where the Gaussian approximation is invalid. This entails the use of the whole entropy function.

To average the functions of $`\rho _1`$ only, one can introduce the reduced probability distribution function,

$`𝒫(t,\rho _1){\displaystyle \frac{1}{\sqrt{t}}}\mathrm{exp}\left[tS_1\left({\displaystyle \frac{\rho _1\lambda _1t}{t}}\right)\right],`$ (A8)
which is an integral of $`𝒫(t,\rho _1,\rho _2,\rho _3)`$ over $`\rho _2`$ and $`\rho _3`$. At small $`x`$ the function $`S_1(x)`$ can be written as

$`S_1(x)x^2/(2\mathrm{\Delta }).`$ (A9)
Here $`\mathrm{\Delta }=\text{d}t\stackrel{~}{\sigma }_{11}(t)\stackrel{~}{\sigma }_{11}(0)`$ (where double brackets designate irreducible correlation function) determines the dispersion of $`\rho _1`$: $`(\rho _1\lambda _1t)^2t\mathrm{\Delta }`$. Expansion (A9) is sufficient to describe typical fluctuations of $`\rho _1`$, whereas the whole function $`S`$ is needed to describe rare events.

### 2 Special properties of the long-time Lagrangian statistics above the coil-stretch transition

Above the coil-stretch transition the Lagrangian statistics acquires new qualitative features caused by the polymer back reaction. They can be inferred from the equation (10) which leads to

$`\mathrm{ln}|B(t,𝒙)|\mathrm{ln}|B(t_0,𝒓)|\rho _1(t,t_0){\displaystyle \frac{tt_0}{\tau }}.`$ (A10)
The expression (A10) is correct, provided $`tt_0\tau `$ (since the polymer relaxation time $`\tau `$ determines also the velocity gradients correlation time). The left-hand side of the equation (A10) has stationary statistics which leads to dramatic changes in the statistics of $`\rho _1`$. Upon averaging one finds $`\rho _1=t/\tau `$ which means $`\lambda _1=\stackrel{~}{\sigma }_{11}=1/\tau `$ as it was already explained in the main text. Stationarity of the dispersion of $`\rho _1`$ leads to the conclusion that $`_{t/2}^{t/2}\text{d}t^{}\stackrel{~}{\sigma }_{11}(0)\stackrel{~}{\sigma }_{11}(t^{})t^1`$ in the limit $`t\mathrm{}`$. This is related to the anticorrelation property of $`\stackrel{~}{\sigma }_{11}`$, mentioned in the main text. That means that the dispersion $`\mathrm{\Delta }`$, defined by Eq. (A9), vanishes above the coil-stretch transition. In fact, this vanishing is not abrupt and occurs within $`1/\mathrm{ln}(R_{\mathrm{back}}/R_0)`$ vicinity of $`\text{R}e_c`$. Finally one concludes that $`\stackrel{~}{\sigma }_{11}(0)\stackrel{~}{\sigma }_{11}(t)t^2`$ at large $`t`$ which is again very different from a Newtonian fluid where exponential decay is observed, see Ref. .

### 3 Inequality for the exponents $`\alpha `$, $`\beta `$

Here we establish the inequality for the exponent $`\alpha `$, characterizing the passive scalar spectrum, see Section II, and the inequality for the exponent $`\beta `$ appearing in the elastic turbulence problem, see Section IV. In both cases we investigate the solution $`\mathrm{\Delta }`$ of the equation of the type

$`|𝒌W|^\mathrm{\Delta }\mathrm{exp}\left[{\displaystyle _0^t}\text{d}t^{}y(t^{})\right]k^\mathrm{\Delta },`$ (A11)
where $`t`$ is much larger than the correlation time of a random positive noise $`y(t)`$ and $`\sigma `$. At these times the behavior of the moments is exponential and one can define $`\mathrm{exp}[_0^t\text{d}t^{}y(t^{})]|𝒌W|^\delta k^\delta \mathrm{exp}[\stackrel{~}{\gamma }(\delta )t]`$ where $`\stackrel{~}{\gamma }(\delta )`$ is a convex function due to Hölder inequality. This function is strictly smaller than another convex function $`\gamma (\delta )`$ defined by $`|𝒌W|^\delta k^\delta \mathrm{exp}[\gamma (\delta )t]`$.

The function $`\gamma (\delta )`$ has a universal behavior which we describe now. It is convenient to write

$`|𝒌W|^\delta ={\displaystyle \text{d}𝒌^{}k^\delta \delta \left(𝒌𝒌^{}W^1(t)\right)},`$ (A12)
making it explicit that the wavevectors evolve according to $`𝒌(t)=𝒌(0)W^1(t)`$ . Introducing $`𝒌^{}W^1(t)=k^{}\mathrm{exp}\left[\rho (t)\right]𝒏`$, where $`𝒏`$ is a unit vector, one finds

$`\rho (t)={\displaystyle _0^t}\text{d}t^{}\zeta (t^{}),{\displaystyle \frac{\text{d}𝒏}{\text{d}t}}=𝒏\sigma +𝒏\zeta ,\zeta 𝒏\sigma 𝒏.`$ (A13)
One observes that $`\zeta `$ is independent of $`\rho (0)`$ which leads to the conclusion that at $`t\tau _c(\sigma )`$, where $`\tau _c(\sigma )`$ is the correlation time of $`\sigma `$, the probability distribution of $`\rho `$ is described by an entropy function $`S`$.

It can be shown that $`\rho (t)=|\lambda _3|t`$, where $`|\lambda _3|`$ is the lowest in the hierarchy of the Lyapunov exponents of the flow. This fact is intuitively clear as $`\lambda _3`$ determines contraction in the real space and thus stretching in $`k`$-space. We note that $`\rho (t)`$ is determined by the whole interval $`(0,t)`$ while $`𝒏(t)`$ only by $`\lambda _1^1`$ vicinity of $`t`$. As a result, $`\rho `$ and $`𝒏`$ are independent at $`\lambda _1t1`$. Since $`𝒏`$ is isotropically distributed over the unit sphere one finds $`\delta [𝒌𝒌^{}W^1(t)]=\delta (\rho \mathrm{ln}(k/k^{}))\mathrm{exp}[3\rho ]/(4\pi k^3)`$. Substituting this into (A12) and performing the integral one finds

$`{\displaystyle \frac{\text{d}\rho }{N}\mathrm{exp}\left[(\delta +3)\rho tS\left(\frac{\rho |\lambda _3|t}{t}\right)\right]}\mathrm{exp}[\gamma (\delta )t],`$ (A14)
where $`N\sqrt{t}`$ is the normalization factor insignificant for the following considerations. It follows that besides the zero at the origin following from the definition, the function $`\gamma (\delta )`$ vanishes at $`\delta =3`$. This is a general consequence of the isotropy employed above, see also . Besides, we observe that $`\gamma ^{}(3)=\lambda _3<0`$. Combining these properties with the convexity of $`\gamma (\delta )`$ we conclude that $`\gamma (\delta )`$ is negative for $`3<\delta <0`$ and positive otherwise.

To prove the inequality on $`\mathrm{\Delta }`$ appearing in Eq. (A11) one notes that both $`\gamma (\delta )`$ and $`\stackrel{~}{\gamma }(\delta )`$ tend to $`\mathrm{}`$ as $`|\delta |\mathrm{}`$. Then it follows from $`\stackrel{~}{\gamma }(\delta )<\gamma (\delta )`$ that there are two solutions of Eq. (A11): one positive and one smaller than $`3`$. Substituting $`y(t)=2/\tau `$ and recognizing that the exponent $`\alpha `$ appearing in (24) must be positive we conclude that $`\alpha >3`$. Analogously, substituting $`y(t)=2\xi (t)`$ we conclude that the solution of Eq. (62) satisfies $`\beta >3`$.

Finally, let us give an example of calculating $`\alpha `$ in a limiting case. The exponent is determined by the equation

$`{\displaystyle \frac{\text{d}\rho }{N}\mathrm{exp}\left[(\alpha 3)\rho tS\left(\frac{\rho |\lambda _3|t}{t}\right)\right]}=\mathrm{exp}[{\displaystyle \frac{2t}{\tau }}].`$ (A15)
Note that $`\alpha 3`$ vanishes in the limit $`|\lambda _3|\tau \mathrm{}`$ since in this limit the linear decay term is negligible in Eq. (16) and Batchelor $`k^3`$ spectrum must result. Therefore at large $`|\lambda _3|\tau `$ the integral (A15) is determined by the maximum of the probability concentrated at $`\rho =|\lambda _3|t`$ which leads to

$`E(k)k^{32(|\lambda _3|\tau )^1},|\lambda _3|\tau 1.`$ (A16)
For a general value of $`|\lambda _3|\tau `$ the exponent $`\alpha `$ is determined by the concrete form of the entropy function.


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# Trans-Planckian Particle Creation in Cosmology and Ultra-High Energy Cosmic Rays

\[

## Abstract

We consider observational constraints on creation of particles induced by hypothetical trans-Planckian effects during the current stage of the Universe expansion. We show that compatibility with the diffuse $`\gamma `$-ray background measured by the EGRET experiment strongly restricts this creation. In particular, it rules out the possibility to detect signatures of such short distance effects in anisotropies of the cosmic microwave background radiation. On the other hand, a possibility that some part of the ultra-high energy cosmic rays originates from new trans-Planckian physics remains open.

\]

Recently, much interest was attracted to the study of possible deviations of the dispersion law of quantum ultrarelativistic particles from the standard one $`\omega (k)=k`$ at very large (”trans-Planckian”) momenta $`k>M`$ (presumably, $`MM_{\mathrm{Pl}}=\sqrt{G}`$; we put $`\mathrm{}=c=1`$ in this paper). Such a suggestion was previously discussed in quantum theory of black holes  (where it does not lead to any new observable effects), but then it was applied in cosmology . Reasons for the existence of such an effect may follow from explicit breaking of the Lorentz invariance either induced by the existence of additional spatial dimensions (e.g., with ”asymmetric warping” of usual 4D curved space-time ), or suggested by analogy with quasiparticles in quantum liquids . Non-standard dispersion laws arise in non-commutative geometry  and $`\kappa `$-Poincare symmetry algebra , too.

Almost all attempts to find observational signatures of this effect in cosmology were related to its influence on spectra of scalar perturbations and gravitational waves generated during inflation. However, as was emphasized in , if any correction to these spectra arises at all, it means creation of real particles with ultra-high energies (caused by some new trans-Planckian physics) due to any expansion of the Universe. In particular, it should occur at the present time, too. Note, that there is even no qualitative difference between the type of the Universe expansion during a de Sitter (inflationary) stage in the early Universe and nowadays: both are accelerating ones. Of course, the present value $`H_0`$ of the Hubble parameter $`H\dot{a}/a`$, where $`a(t)`$ is the scale factor of the Friedmann-Robertson-Walker (FRW) cosmological model and $`H_0`$ is the Hubble constant, is much less than $`H`$ during inflation. But, as we will see, it is much easier to detect particles with ultra-high energy created now than those created long time ago during inflation (in spite of the fact discussed below that the number of created particles is second order in the parameter of non-adiabaticity $`|\beta (k)|`$ while corrections to the spectra of inflationary perturbations are first order in $`|\beta (k)|`$).

Following the general approach of  (see also more recent papers ), we will phenomenologically describe the effect of ultra-high energy particle creation in cosmology due to unknown trans-Planckian physics in the following way. Expansion of the Universe results in redshifting of spatial momenta: $`k=n/a(t),n=const`$ where $`k=|𝐤|`$ (in the case of a non-commutative geometry, the quantities which are redshifted $`a^1`$ are not exactly the usual momenta $`𝐤`$, but the difference between them and $`𝐤`$ becomes small for $`kM`$, see ). As a result, wave equations for time-dependent parts of quantum field operators in the Heisenberg representation have the following form in the regime of large momenta $`kH`$:

$$\ddot{\varphi }_k+3H\dot{\varphi }_k+\omega ^2\left(\frac{n}{a}\right)\varphi _k=0$$
(1)
for scalar particles, and

$$A_k^{\prime \prime }+a^2\omega ^2\left(\frac{n}{a}\right)A_k=0$$
(2)
where the dot denotes the derivative with respect to the time $`t`$, the prime - the derivative with respect to the conformal time $`\eta =𝑑t/a(t)`$, $`A_k`$ is some quantity characterizing the electromagnetic field (it is proportional to covariant components of the vector-potential $`𝐀`$ in the standard case), and the 3D spatial Fourier expansion is assumed. Note that, in principle, $`\omega (k)`$ for the electromagnetic field may depend on photon polarization, too. Deviation of $`\omega (k)`$ from the standard law $`\omega =k`$ for $`k\stackrel{>}{}M`$ results in breaking of conformal invariance for photons (and massless neutrinos, too), so photon creation in the FRW metric becomes possible. Below we will argue that massive particles with a restmass $`mM`$ must be created as well (even if $`mH`$), if creation of massless particles is not suppressed.

Let $`HM`$. Then generic solutions of Eqs. (1,2) have the following form in the WKB regime $`HkM`$ (in the leading WKB approximation):

$`\varphi _k={\displaystyle \frac{1}{\sqrt{2\omega a^3}}}\left(\alpha _{n,0}e^{i{\scriptscriptstyle \omega 𝑑t}}+\beta _{n,0}e^{i{\scriptscriptstyle \omega 𝑑t}}\right),`$ (3)
$`A_k={\displaystyle \frac{1}{\sqrt{2\omega a}}}\left(\alpha _{n,1}e^{i{\scriptscriptstyle \omega 𝑑t}}+\beta _{n,1}e^{i{\scriptscriptstyle \omega 𝑑t}}\right),`$ (4)
$`|\alpha _{n,s}|^2|\beta _{n,s}|^2=1,s=0,1`$ (5)
(we omit the spin index $`s`$ further).

Usually, the adiabatic vacuum $`\beta _n=0`$ is assumed for all modes of all quantum fields. However, trans-Planckian physics may result in a nonzero $`\beta _n`$ (its actual value may be different for quantum fields of different spins and even for different polarizations, but we will not consider the latter possibility). So, supposing that particles with $`kM`$ do not exist as individual particles or are not observable for other reasons (since we don’t see them after all), we arrive to the following observational picture of the effect in consideration: in the course of the Universe expansion, pairs of particles and antiparticles with super-high energy $`M(M_{\mathrm{Pl}})`$ are spontaneously created at the moment when their momentum $`k(t)n/a(t)=M`$, and their occupation number is $`|\beta _n|^2`$. The corresponding correction coefficient $`𝒦^2(n)`$ to the power spectrum of inflationary perturbations is obtained by matching of Eq. (3) (or its analog for gravitational waves) to the exact solution of massless scalar wave equation in the (approximately) de Sitter background with the Hubble parameter $`H`$ estimated at the moment of the first Hubble radius crossing $`k(t)=H`$. It is equal to:

$$𝒦^2(n)=|\alpha _n\beta _n|^2.$$
(6)
We will see below that $`|\beta _n|`$ should be small. Then $`\alpha _n`$ can be made unity by a phase rotation, and $`𝒦^2(n)=12\mathrm{Re}\beta _n`$. Its difference from unity is first order in $`|\beta _n|`$.

Our approach is to take $`\alpha _n`$ and $`\beta _n`$ (subjected to the condition (5)) as phenomenological quantities which should finally follow from a concrete model of non-trivial trans-Planckian physics, and investigate how they are limited by present observational data. Thus, we consider real particle creation (corresponding to an imaginary part of the effective action of quantum fields in a FRW background) only. This should be contrasted to real, vacuum polarization corrections to the effective action considered, e.g., in . The latter corrections result in a refraction index different from unity for radiation. They can be strongly limited by observations of distant $`\gamma `$-bursts . Note also that corrections to the effective volume in phase space leading to ”trans-Planckian damping” which were recently proposed in  (in particular, they may explain why particles with $`kM`$ are not observable) can be easily incorporated in the formalism used by changing the overall time-dependent prefactors in Eqs. (3,4).

In , the first step in this investigation was made by considering back reaction of created ultra-high energy gravitons on the Universe expansion at present. It was assumed that $`\beta _n`$ has the following expansion in terms of the small parameter $`H_n/M`$ where $`H_nH(t_n)`$ is the Hubble parameter estimated at the moment of the trans-Planckian border crossing $`n=Ma(t_n)`$ for each Fourier field mode $`𝐤`$:

$$\beta _n=\beta _n^{(0)}+\beta _n^{(1)}\frac{H_n}{M}+\mathrm{}$$
(7)
Then it was shown that the first term in (7) is very suppressed: $`|\beta _n^{(0)}|^2\stackrel{<}{}H_0^2M_{\mathrm{Pl}}^2/M^4=10^{122}M_{\mathrm{Pl}}^4/M^4`$, while the second term is bounded by $`|\beta _n^{(1)}|^2M_{\mathrm{Pl}}^2/M^2`$ (so, it is also suppressed if $`MM_{\mathrm{Pl}}`$). Note that time translation invariance (which we don’t want to abandon) requires $`|\beta _n^{(0)}|^2`$ and $`|\beta _n^{(1)}|^2`$ to be independent on $`n`$ that was noted in . On the other hand, the phase of $`\beta _n`$ is $`n`$-dependent and may be large. This leads to oscillations in $`𝒦^2(n)`$ and in resulting inflationary perturbation spectra which, however, are unobservable for $`HM`$ due to their high frequency in $`k`$-space .

The first, $`H`$-independent term in (7) describes ”pure” trans-Planckian particle creation where the Universe expansion plays a kinematic role only. The second term in (7) is responsible for a mixed effect where both small-scale trans-Planckian physics and large-scale space-time curvature participate. A concrete toy model producing the latter term was proposed in , namely, the quantum state of any Fourier field mode $`𝐤`$ which has a minimal energy density just at the moment of the trans-Planckian border crossing (this state differs from the adiabatic vacuum in the next term of the WKB expansion). Since the minimal energy state may not appear as a result of the adiabatic evolution in the WKB regime $`|\dot{\omega }|\omega ^2`$ (even for a non-standard dispersion law), this model implicitly assumes that something radical happens for $`k>M`$: either that any mode does not exist in this regime at all, and is instantaneously ”created” at the moment when its momentum falls down to $`M`$, or that the WKB condition is suddenly violated for $`k>M`$, i.e., because of $`\omega (k)`$ becoming very small for $`k>M`$ (as it occurs, e.g., in the model considered in ). Then, if $`\omega (k)=k`$ for $`k<M`$ exactly, the model leads to $`|\beta _n^{(1)}|=1/2`$ for minimally coupled scalar particles (1) (see , the recent papers  arrived to essentially the same result).

To create photons, some deviation from the standard dispersion law $`\omega (k)=k`$ should exist for $`kM`$ already. Let us assume that the quantity to be diagonalized for each Fourier mode $`𝐤`$ is $`\stackrel{~}{\epsilon }_k=(\widehat{A}_k^2+a^2\omega ^2\widehat{A}_k^2)/2a^4`$, then equations for $`\alpha _n`$ and $`\beta _n`$ in the representation (4) take the form (c.f.  for the case of a conformally coupled massive scalar field):

$$\alpha _n^{}=\frac{\mathrm{\Omega }_n^{}}{2\mathrm{\Omega }_n}e^{2i{\scriptscriptstyle \mathrm{\Omega }_n𝑑\eta }}\beta _n,\mathrm{\Omega }_n=a\omega \left(\frac{n}{a}\right)=\frac{n\omega }{k},$$
(8)
$$\beta _n^{}=\frac{\mathrm{\Omega }_n^{}}{2\mathrm{\Omega }_n}e^{2i{\scriptscriptstyle \mathrm{\Omega }_n𝑑\eta }}\alpha _n.$$
(9)
The diagonalization condition at $`\eta =\eta _0(n)`$ (when $`k=M`$) is $`\beta _n(\eta _0)=0`$. If particle creation is small, $`|\beta _n|1`$, then $`\beta _ni(\mathrm{\Omega }_n^{}/\mathrm{\Omega }_n^2)_{\eta _0}/4`$ (up to a phase factor and an additional strongly oscillating term). Therefore,

$$|\beta _n^{(1)}|=\frac{M}{4}\left[\frac{k^2}{\omega ^2}\left|\frac{d}{dk}\left(\frac{\omega }{k}\right)\right|\right]_{k=M}1$$
(10)
for photons.

Note that the expression (10) remains valid for conformally coupled massive particles as far as their restmass $`mM`$. So, this toy model shows that the second term in the expansion (7) need not be suppressed for massive particles with $`mH`$. This remarkable fact may be understood using the following argument: any non-standard dispersion law $`\omega (k)`$ is equivalent to the appearance of an effective mass term $`m^2(k)\omega ^2(k)k^2`$ ($`m^2`$ may be negative, of course). For $`kM`$, where a significant deviation from the standard dispersion law occurs, the rest mass $`m^2(0)`$ is completely irrelevant.

Equations for creation of massive fermions in a FRW background are similar to those in the case of conformally coupled massive scalar particles (with an additional multiplier $`n/ma`$ in the r.h.s. of Eqs. (8,9) for the standard dispersion law $`\omega ^2=k^2+m^2`$, see e.g. ). Therefore, if photons are created due to trans-Planckian effects at all, one may expect that massive fermions with $`mM`$ including leptons are created with a comparable (or even slightly larger) rate due to the present expansion of the Universe.

Now we make a next step and study limits on trans-Planckian particle creation following from the direct observability of created particles (photons, in particular). Also, we omit the assumption $`MM_{\mathrm{Pl}}`$ and consider the case $`MM_{\mathrm{Pl}}`$, too. We show that high energy cosmic rays data require much more suppression of $`\beta _n^{(0)}`$ and $`\beta _n^{(1)}`$ as compared to the results obtained in .

The measured flux of ultra-high energy cosmic rays (UHECR) extends to energies of order $`EE_010^{11}`$ GeV only. On the other hand, a typical energy of particles emerging from the trans-Planckian region can be much higher, up to $`E10^{19}`$ GeV. May the highest energy particles pass undetected ? The answer is negative. First, measurements place the following constraint on the integral flux of high energy particles (see, e.g., ):

$$F_{E>E_0}10^2\mathrm{km}^2\mathrm{yr}^1\mathrm{sr}^110^{71}\mathrm{GeV}^3\mathrm{sr}^1.$$
(11)
Second, the Universe is not transparent for high energy radiation. Particles which are injected with any $`E>E_0`$ will rapidly (on the cosmological time scale) migrate into a lower energy range. For our purposes, it it sufficient to consider attenuation of high energy particles on photons of the cosmic microwave background (CMB) radiation.

Protons loose energy in the process of pion photoproduction. This gives rise to the famous Greisen-Zatsepin-Kuzmin (GZK) cut-off. The attenuation length for this process (that is the distance over which the energy of a primary particle decreases by one e-fold) is less than $`20`$ Mpc at $`E>E_0`$. Roughly half of released energy ends up in the electromagnetic cascade, the rest is carried out by neutrinos. The Universe becomes transparent for protons with $`EE_0`$. Therefore, the number of protons which could have been produced by trans-Planckian effects (and which conserve) is subject to the constraint (11). This can be re-written as a constraint on the quantum gravity scale $`M`$ in a way similar to what follows. However, a somewhat stronger and less model dependent constraint can be obtained by considering an electromagnetic cascade which migrates to even lower energies. From this point of view, it is unimportant whether the electromagnetic cascade was initiated by propagation of high energy protons, or photons (or, to this end, electrons) which were created by the trans-Planckian effects directly. Even neutrino production in the trans-Planckian region is not harmless. Neutrino will create the electromagnetic cascade in interactions with the cosmic background of relic neutrinos. Since about 1% of high energy neutrinos interact over the horizon scale , our final constraint, Eq. (15), would be only an order of magnitude weaker even in the unrealistic case of pure neutrino creation. For these reasons, we concentrate on the constraint imposed by the electromagnetic cascade in what follows.

A high energy photon cascades to lower energies in the chain of the following reactions. First, it creates $`e^+e^{}`$ pairs in collisions with CMB photons. Secondary electrons re-create photons with energies somewhat lower than the energy of the original photon via the inverse Compton process, and so on. The corresponding attenuation length at $`EE_0`$ is about 0.1 of the present horizon size, and it is even smaller for smaller energies. Therefore, the cascade migrates to lower energies until it reaches the sub-TeV scale which corresponds to the threshold of pair creation on cosmic backgrounds.

Therefore, the integrated energy flux of particles emerging from the trans-Planckian region may not exceed the integrated energy flux in the sub-TeV range where the diffuse $`\gamma `$-ray background was measured by the EGRET telescope . The measured value of this background is

$$S_010^3\mathrm{eV}\mathrm{cm}^2\mathrm{s}^1\mathrm{sr}^110^{58}\mathrm{GeV}^4\mathrm{sr}^1.$$
(12)
Let us relate this flux to the energy production rate. The rate of growth of energy density in particles emerging from the trans-Planckian region due to the expansion of the Universe is

$$J\frac{d(a^4ϵ)}{a^4dt}=\frac{gNM^4H}{2\pi ^2}|\beta _n|^2.$$
(13)
In this relation, both particles and antiparticles are counted, $`g=2`$ for photons and neutrinos, $`g=4`$ for massive fermions. N counts for all particle species which can create the electromagnetic cascade at the end, since one expects that the trans-Plankian creation is “democratic” and insensitive to particle masses as far as $`mM`$. Omitting neutrino, $`N=26`$ in the standard model. In supersymmetric or Grand Unified models, $`N10^210^3`$. The integrated flux of energy accumulated during the age of the Universe will be $`S_1JH^1`$. Requiring $`S_1<S_0`$, we get

$$|\beta _n^{(0)}|^2<10^{133}\frac{1}{N}\left(\frac{M_{\mathrm{Pl}}}{M}\right)^4.$$
(14)
We see that the constraint on the $`\beta _n^{(0)}`$ term in the decomposition (7) is very strong. Thus, this term should be practically absent regardless of the value of $`M`$. A contribution from the second term is strongly suppressed by the small quantity $`H_0^2/M_{\mathrm{Pl}}^210^{122}`$. As a result, for the $`\beta _n^{(1)}`$ coefficient we obtain

$$|\beta _n^{(1)}|<10^6\frac{1}{\sqrt{N}}\frac{M_{\mathrm{Pl}}}{M}.$$
(15)
In recent literature (see e.g. ) there were optimistic expectations regarding possible imprints of short distance physics on the spectrum of CMB anisotropies generated in the inflationary scenario of the early Universe. Let us estimate now the impact of the restriction (15) on a possible magnitude of the effect. According to Eqs. (6), (7), (14), a fractional correction to the power spectrum of inflationary perturbations which arise due to trans-Planckian physics is given by

$$\frac{\delta P}{P}=\beta _n^{(1)}\frac{H_{\mathrm{inf}}}{M}$$
(16)
where $`H_{\mathrm{inf}}`$ is the value of the Hubble parameter during the last $`60`$ e-folds of inflation, $`H_{\mathrm{inf}}/M_{\mathrm{Pl}}<10^5`$. In view of the constraint (15), we find

$$\frac{\delta P}{P}<10^{11}\frac{1}{\sqrt{N}}\left(\frac{M_{\mathrm{Pl}}}{M}\right)^2.$$
(17)
On the other hand, astrophysical data on the constancy of the light velocity yield the lower limit $`M>10^{15}`$ GeV .***Strictly speaking, this limit was obtained assuming that a correction to the standard dispersion law for $`k0`$ starts with the cubic term, $`\omega ^2=k^2(1\pm (k/M)+\mathrm{})`$. If the cubic term is absent and the correction begins from a larger power of $`k/M`$, there is no lower limit on $`M`$. However, the constraint (15) remains valid. So, even in this specific case, to obtain significant corrections to the perturbation power spectrum generated during inflation, either a specific mechanism for trans-Planckian particle creation producing $`|\beta _n^{(1)}|1`$ should be invented, or one has to postulate a low $`M10^6M_{\mathrm{Pl}}`$ which is not compatible with the condition $`H_{inf}M`$ (necessary for general relativistic description of inflation and generation of perturbations) for many inflationary models. This gives $`\delta P/P<10^3`$ for the maximum possible magnitude of corrections to the perturbation power spectrum. We conclude that trans-Planckian particle creation is so strongly restricted by observations of UHECR that it will be impossible to detect signatures of short distance physics in CMB anisotropies, since the allowed contribution is smaller than the cosmic variance at all multipoles of interest, $`l<10^4`$.

Returning to UHECR themselves, one may consider a speculative possibility that observed events above the GZK cut-off energy are due to peculiarities of trans-Planckian physics. However, trans-Planckian creation of particles would occur homogeneously in the Universe, and therefore should lead to the GZK cut-off in the spectrum of created protons at high energies and to the pile-up of protons at $`E4\times 10^{19}`$ eV. Thus, protons can not explain super-GZK events despite the trans-Planckian creation does occur within the GZK sphere of $`50`$ Mpc, from where protons can reach us. On the other hand the attenuation length for photons grows with energy and therefore photons may produce spectrum of cosmic rays compatible with the AGASA data  at highest energies. One problem which may arise here is related to an overall normalization. At $`E10^{20}`$ eV the attenuation length for photons is about 100 times smaller than the horizon scale. This gives the distance scale to sources which contribute to the flux at ultra-high energies. On the other hand, by-products of the electromagnetic cascade will pile-up at the EGRET energies and are accumulated from the entire Universe. On this grounds, one expects that the ratio of the energy flux in UHECR ($`S10^{60}\mathrm{Gev}^4\mathrm{sr}^1`$, see Eq. (11)) to the diffuse EGRET background can not be larger than $`0.01`$. This value comfortably fits the data, and the numerical coincidence may indicate that these two backgrounds can be related indeed. However, to maintain this level of the UHECR flux in photons one should assume small extragalactic magnetic fields and small universal radio background (c.f. ). In addition, one would need to fine-tune the rate of trans-Planckian creation to the level of the observed UHECR flux. Also, this mechanism is disfavoured by the observed angular clustering of UHECR . One should note, however, that the same problems arise in many other models which attempt to explain super-GZK events.

We conclude that at least some part of cosmic rays with energies beyond the GZK limit may have origin due to new physics in the trans-Planckian region. This striking possibility remains open and deserves further study, while the constraint (17) makes expected contribution of trans-Planckian physics to the CMB anisotropies to be unobservable.

The authors thank CITA, University of Toronto, where this project was started, for hospitality. A.S. was also partially supported by RFBR, grant 02-02-16817, and by the RAS Research Programme ”Quantum Macrophysics”.