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# Dimensional Analysis and Weak Turbulence

## I Introduction

The time evolution of the average spectral wave-action density, $`n_𝐤`$, of an ensemble of weakly interacting dispersive waves is governed by the so-called kinetic equation. For a system with dispersion law $`\omega _𝐤`$, dominated by 3-wave interactions with interaction coefficient $`L_{\mathrm{𝐤𝐤}_1𝐤_2}`$, the kinetic equation is :

$$\frac{n_𝐤}{t}=4\pi \left|L_{\mathrm{𝐤𝐤}_1𝐤_2}\right|^2n_𝐤n_{𝐤_1}n_{𝐤_2}_3\left[n\right]\delta (𝐤𝐤_1𝐤_2)𝑑𝐤_1𝑑𝐤_2$$
(1)
where

$`_3\left[n\right]`$ $`=`$ $`\left({\displaystyle \frac{1}{n_𝐤}}{\displaystyle \frac{1}{n_{𝐤_1}}}{\displaystyle \frac{1}{n_{𝐤_2}}}\right)\delta (\omega _𝐤\omega _{𝐤_1}\omega _{𝐤_2})`$
$`+`$ $`\left({\displaystyle \frac{1}{n_𝐤}}{\displaystyle \frac{1}{n_{𝐤_1}}}+{\displaystyle \frac{1}{n_{𝐤_2}}}\right)\delta (\omega _{𝐤_1}\omega _𝐤\omega _{𝐤_2})`$
$`+`$ $`\left({\displaystyle \frac{1}{n_𝐤}}+{\displaystyle \frac{1}{n_{𝐤_1}}}{\displaystyle \frac{1}{n_{𝐤_2}}}\right)\delta (\omega _{𝐤_2}\omega _𝐤\omega _{𝐤_1}).`$
More generally, if the dominant nonlinear interaction is $`N`$-wave, the schematic form of the kinetic equation is

$$\frac{n_𝐤}{t}L_N^2n_𝐤^{N1}\delta (\omega _𝐤)\delta (𝐤)(d𝐤)^{N1}.$$
(3)
Let us consider homogeneous, isotropic systems in physical dimension $`d`$. Let us further assume scale invariance with $`\omega _𝐤`$ and $`L_N`$ homogeneous functions of their arguments. Denote the degrees of homogeneity of the dispersion, $`\omega _𝐤`$, and the $`N`$-wave interaction coefficient, $`L_N`$, by $`\alpha `$ and $`\gamma _N`$ respectively. Under these assumptions, the kinetic equation possesses exact stationary solutions, found originally by Zakharov in the early 70’s, which carry constant fluxes of conserved quantities, such as energy or wave-action. These solutions are called Kolmogorov-Zakharov (KZ) spectra.

The 3-wave kinetic equation admits a single KZ spectrum carrying a constant flux, $`P`$, of energy :

$$n_𝐤=c^{(3)}P^{\frac{1}{2}}k^{(\gamma _3+d)}.$$
(4)
The 4-wave kinetic equation conserves wave-action in addition to energy and thus admits a pair of KZ spectra, one carrying an energy flux, $`P`$, the other carrying a wave-action flux, $`Q`$. They are

$`n_𝐤`$ $`=`$ $`c_1^{(4)}P^{\frac{1}{3}}k^{\frac{1}{3}(2\gamma _4+3d)},`$ (5)
$`n_𝐤`$ $`=`$ $`c_2^{(4)}Q^{\frac{1}{3}}k^{\frac{1}{3}(2\gamma _4+3d\alpha )}.`$ (6)
The dimensional constants, $`C^{(N)}`$, can be explicitly calculated.

Suppose we know that the physical system under consideration depends on only one dimensional constant. Such a wave system is said to possess incomplete self-similarity (ISS). Zakharov, Lvov and Falkovich have pointed out (Zakharov et al., 1992, chap. 3) that for such systems the scaling of the KZ spectra can be obtained from a dimensional argument. The dimensional argument for ISS systems uses only the scaling of the dispersion relation and not the scaling of the interaction coefficients required for the more general scale invariant systems considered above. This fact has not been fully appreciated and is rarely used, despite the fact that most of the known wave turbulence systems are ISS, as will be shown in this paper.

The dimensional analysis determines the scaling of the interaction coefficients for systems possessing ISS, a point that has been mostly overlooked before. The fact that the scaling exponent of the interaction coefficient is not an independent quantity may have some consequences for the practical applicability of some theoretical results on weak turbulence, where the scaling exponents of the interaction coefficients are regarded as arbitrary. In particular, Biven, Nazarenko and NewellBiven et al. (2001); Newell et al. (2001) have recently pointed out that the weak turbulence approximation is almost never uniformly valid in $`k`$ but rather breaks down either at large or small scales. The breakdown of weak turbulence at small scales is presumed to signal the onset of small scale intermittency. It is possible to use a simple dimensional argument to recover the criteria obtained in Biven et al. (2001) in the ISS case. One finds that the condition for breakdown at small scales is inconsistent for three wave systems. As a result one would not expect such systems to exhibit small scale intermittency.

The goal of this paper is to use the ISS dimensional argument, for the first time in some examples, to derive the KZ spectra and the scaling of the interaction coefficients for a large number of commonly considered applications of weak turbulence. We then use our results to discuss the uniformity of the weak turbulence approximation in $`𝐤`$ for these physical systems. In the final section we consider the water wave system in more detail. It is shown that by considering the effect of both the gravity dominated and surface tension dominated parts of the spectrum together, one can build a consistent picture of energy transfer in the system, even when the flux is sufficiently large to cause breakdown of the weak turbulence approximation.

## II Dimensional Derivation of Kolmogorov-Zakharov Spectra

Before we begin, let us clarify a point of notation. We deal with isotropic systems. Physical quantities such as spectral wave-action density, $`n_𝐤`$, or spectral energy density, $`E_𝐤=\omega _𝐤n_𝐤`$, only depend on the modulus, $`k`$, of the wave-vector, $`𝐤`$. It is often convenient to integrate over angles in $`𝐤`$-space. We need to make a distinction between a spectral quantity which has been averaged over angle and one which has not. To do this, we use a regular type argument to denote a quantity which has been integrated over angles, as in $`n_k`$, and a bold type argument to denote one which has not, as in $`n_𝐤`$. The two are easily related. Consider for example, the wave-action density:

$`{\displaystyle n_k𝑑k}`$ $`=`$ $`{\displaystyle n_𝐤𝑑𝐤}`$
$`n_k`$ $`=`$ $`\mathrm{\Omega }_Dn_𝐤k^{D1},`$ (7)
where $`\mathrm{\Omega }_D`$ is the solid angle coming from the integration over angles in $`D`$-dimensional wave-vector space. We shall use $`C`$ to denote a generic dimensionless constant whose value cannot be determined from dimensional arguments.

### II.1 Constant Energy Flux Spectra

Suppose we have a wave system characterised by a single additional dimensional parameter, $`\lambda `$, which appears in the dispersion relation in the form

$$\omega _𝐤=\lambda k^\alpha .$$
(8)
It is convenient to set the density of the medium to 1. Our unit of mass then has dimension $`\mathrm{L}^3`$ and energy has dimension $`\mathrm{L}^5\mathrm{T}^2`$. We suppose that the $`d`$-dimensional energy density, $``$, is finite in physical space. For example, $`d=2`$ for water waves while $`d=3`$ for acoustic waves. We denote the dimension of the Fourier transform used to go to a spectral description of the theory by $`D`$. Usually $`D=d`$ but not always (see, for example, section VI). The spectral energy density, $`E_k`$, is defined by

$$=E_𝐤𝑑𝐤=_0^{\mathrm{}}E_k𝑑k.$$
(9)
$`E_k`$ clearly has dimension $`\mathrm{L}^{6d}\mathrm{T}^2`$. The energy flux, $`P`$, has dimension $`\mathrm{L}^{5d}\mathrm{T}^3`$ and $`\lambda `$ has dimension $`\mathrm{L}^\alpha \mathrm{T}^1`$. Let us now consider the constant energy flux spectrum for this system. For 3-wave processes, the energy flux is proportional to the square of the spectral energy density so we can write

$$E_k=C\sqrt{P}\lambda ^\mathrm{X}k^\mathrm{Y},$$
(10)
where $`C`$ is a dimensionless constant and the exponents $`\mathrm{X}`$ and $`\mathrm{Y}`$ are to be determined by dimensional analysis. This yields

$$\mathrm{X}=\frac{1}{2},\mathrm{Y}=\frac{1}{2}\left(d+\alpha 7\right).$$
(11)
This argument, used by Kraichnan Kraichnan (1965) in the context of Alfvén waves, can be generalised to $`N`$-wave systems. In a system dominated by $`N`$ wave processes, the energy flux is proportional to the $`N1^{\mathrm{th}}`$ power of the spectral energy density and a similar argument yields the scaling law

$$E_k=CP^{\frac{1}{N1}}\lambda ^\mathrm{X}k^\mathrm{Y},$$
(12)
with $`\mathrm{X}`$ and $`\mathrm{Y}`$ given by

$`\mathrm{X}={\displaystyle \frac{2N5}{N1}},`$
$`\mathrm{Y}=(2\alpha +d6)+{\displaystyle \frac{53\alpha d}{N1}}.`$ (13)
Associated with each constant energy flux spectrum, we have a particle number (wave action) spectrum, $`n_𝐤`$. One can be obtained from the other via the relation

$$_0^{\mathrm{}}E_k𝑑k=\mathrm{\Omega }_D_0^{\mathrm{}}\omega _𝐤n_𝐤k^{D1}𝑑k,$$
(14)
where $`\mathrm{\Omega }_D`$ is the $`D`$-dimensional solid angle. The resulting scaling law for $`n_𝐤`$ for an $`N`$ wave system is

$$n_𝐤=CP^{\frac{1}{N1}}\lambda ^\mathrm{X}k^\mathrm{Y},$$
(15)
where

$`\mathrm{X}={\displaystyle \frac{N4}{N1}},`$
$`\mathrm{Y}=(\alpha +dD5)+{\displaystyle \frac{53\alpha d}{N1}}.`$ (16)
### II.2 Constant Particle Flux Spectra

In the case of a system with 4-wave interactions, the total particle number, $`N=n_k𝑑k`$ is also a conserved quantity. As a result, there can also exist a constant-flux spectrum carrying a flux of particles rather than energy. Such behaviour is associated with a continuity equation of the form

$$\frac{n_k}{t}+\frac{Q_k}{k}=0,$$
(17)
where $`Q_k`$ is the particle flux. One can perform the same dimensional analysis for this spectrum, bearing in mind that dimensionally, $`P=\omega _𝐤Q`$. One obtains the following spectrum describing a constant flux of particles:

$$n_k=CQ^{\frac{1}{3}}\lambda ^{\frac{1}{3}}k^{\frac{1}{3}\left(2d\alpha +13\right)},$$
(18)
or

$$n_𝐤=CQ^{\frac{1}{3}}\lambda ^{\frac{1}{3}}k^{\frac{1}{3}\left(3D2d\alpha +10\right)}.$$
(19)
### II.3 Scaling of the Interaction Coefficients

In the regime where the system is scale invariant, the nonlinear interaction coefficients, $`V_{ijk}`$ (3-wave) and $`T_{ijkl}`$ (4-wave) often possess nontrivial scaling properties. For the 3-wave case we have :

$$V_{h𝐤h𝐤_1h𝐤_2}=h^\beta V_{\mathrm{𝐤𝐤}_1𝐤_2},$$
(20)
and for the 4-wave case :

$$T_{h𝐤h𝐤_1h𝐤_2h𝐤_3}=h^\gamma T_{\mathrm{𝐤𝐤}_1𝐤_2𝐤_3}.$$
(21)
In fact $`\beta `$ and $`\gamma `$ cannot be arbitrary. They may be determined from dimensional analysis of the dynamical equations. Schematically, the dynamical equations for an $`N`$ wave system look like

$$\frac{a_𝐤}{t}+i\omega _𝐤a_𝐤=L_Na_𝐤^{N1}\delta (𝐤)(d𝐤)^{N1}.$$
(22)
Recalling that dimensionally, $`\left[𝐤\right]=\mathrm{L}^D`$ and $`\left[\delta (𝐤)\right]=\mathrm{L}^D`$, we see that:

$$\left[L_N\right]=\frac{\left[\omega _𝐤\right]}{\left[a_𝐤\right]^{N2}\left[\mathrm{L}^D\right]^{N2}}.$$

Determine the dimension of $`a_𝐤`$ as follows,

$$<a_𝐤a_𝐤^{}^{}>=\delta (𝐤𝐤^{})n_𝐤.$$

So

$$\left[a_𝐤\right]^2=\left[\delta (𝐤𝐤^{})\right]\frac{\left[E_k\right]}{\left[\omega _𝐤\right]\mathrm{L}^{1D}}=\frac{\mathrm{L}^{6d}\mathrm{T}^2}{\mathrm{T}^1\mathrm{L}^{12D}}.$$

This results in the following expression for the dimension of the interaction coefficient

$$[L_N]=\mathrm{T}^{\frac{1}{2}(N4)}\mathrm{L}^{\frac{1}{2}(N2)(d5)},$$
(23)
and dimensional analysis then yields,

$$L_{N𝐤_1\mathrm{}𝐤_N}=\lambda ^{\frac{1}{2}(4N)}k^{\gamma _N}f_{𝐤_1\mathrm{}𝐤_N},$$
(24)
where

$$\gamma _N=\frac{1}{2}\left\{(N2)(d5)+(N4)\alpha \right\}.$$
(25)
Here $`f_{𝐤_1\mathrm{}𝐤_N}`$ is a dimensionless function of $`𝐤_1\mathrm{}𝐤_N`$. Interestingly, for 4-wave systems, $`N=4`$, the scaling of the interaction coefficients depends only on the dimension, $`d`$, of the system and is independent of any dimensional parameter, including $`\lambda `$. We see that all incompletely self-similar 4-wave systems exhibit the same scaling behaviour of their interaction coefficients,

$$\gamma _4=5d.$$
(26)
Applying our analysis to the 3-wave case yields $`L_{3𝐤_1𝐤_2𝐤_3}k^{\gamma _3}`$, where

$$\gamma _3=\frac{1}{2}\left(5+\alpha d\right).$$
(27)
The scaling in this case depends on the dispersion index, $`\alpha `$, but we see that $`\gamma _3`$ and $`\alpha `$ are not independent quantities. This fact, while obvious from this point of view, is possibly not fully appreciated. We shall see that the class of incompletely self-similar systems for which this analysis is valid includes most of the common physical applications of weak turbulence.

## III Breakdown of the Weak Turbulence Approximation

By analysing the scaling behaviour of the kinetic equations describing nonlinear energy transfer in weak turbulence, Biven, Nazarenko and Newell Biven et al. (2001) have, under certain assumptions, given a set of criteria for the breakdown of the weak turbulence approximation. These assumptions are that the turbulent transfer is sufficiently local that after using homogeneity properties to remove the k-dependence of the collision integral and the other integrals arising in the expression for the frequency renormalisation, the remaining integrals converge. We discuss in the conclusion and in Biven et al. (2003) how this may not always be the case when the coefficient of long-wave short-wave interaction is too strong.

In this section we shall adopt the commonly used notation $`\gamma _3=\beta `$ and $`\gamma _4=\gamma `$. For three wave systems, breakdown occurs at small scales for $`\beta 2\alpha >0`$ and at large scales for $`\beta 2\alpha <0`$. For four wave systems breakdown occurs at small scales for $`\gamma 3\alpha >0`$ in the presence of a pure energy flux and for $`\gamma 2\alpha >0`$ in the case of a pure particle flux. The breakdown at large scales can be masked by the large scale forcing but breakdown at small scales, in the absence of dissipation, is taken to signal the onset of small scale intermittency. In the case of ISS systems we can construct a characteristic scale, $`k_{\mathrm{NL}}`$, from the flux and the parameter $`\lambda `$. From our previous discussion of dimensions, we see that the quantity, $`(P/\lambda ^3)^{1/5d3\alpha }`$ has the dimension of a length. Thus in the case of a finite energy flux, we define

$$k_{\mathrm{NL}}=\left(\frac{P}{\lambda ^3}\right)^{\frac{1}{5d3\alpha }}.$$
(28)
Likewise, in the case of a finite particle number flux, $`Q`$, in a four wave system we define

$$k_{\mathrm{NL}}=\left(\frac{Q}{\lambda ^3}\right)^{\frac{1}{5d2\alpha }}.$$
(29)
For small fluxes, $`P0`$, we see that the breakdown occurs at small scales for $`5d3\alpha >0`$ for finite $`P`$ and for $`5d2\alpha >0`$ for finite $`Q`$. Upon substitution of (23) into these expressions, we recover the criteria of Biven et al. (2001) in terms of the scaling exponents of the interaction coefficients. It is interesting to note that for finite energy flux, the breakdown criterion is $`\alpha <2/3`$ in 3 dimensions and $`\alpha <1`$ in 2 dimensions. However it is known from the work of Krasitskii Krastitskii (1991) that for $`\alpha <1`$, 3-wave terms in the interaction Hamiltonian are nonresonant and can be removed by an appropriate change of canonical variables to give an effective description in terms of four wave interactions. Thus the small scale breakdown criterion can never be realised for three wave systems in two or three dimensions. This means that a significant number of physical systems cannot be hoped to exhibit intermittency at small scales as discussed in the following section. Conversely, these systems can always exhibit intermittency at large scales, provided the forcing is sufficiently strong, without affecting the validity of the weak turbulence approximation at small scales. At this point, it is worth mentioning that the case $`\alpha =1`$ is borderline in two dimensions. Such three wave systems, 2-d sound being an example, are known to be rather special and must be carefully treated separately.

## IV Examples of 3-Wave Systems

### Sound and magnetic sound in 3 dimensions

Acoustic turbulence Zakharov and Sagdeev (1970); Newell and Aucoin (1971); Lvov et al. (1997) corresponds to the almost linear dispersion $`\omega _𝐤ck`$, where $`c`$ is the sound speed or magnetic sound speed, so that $`\alpha =1`$ and $`d=3`$. We thus obtain the following pair of spectra for the energy and wave action

$$E_k=C\sqrt{Pc}k^{\frac{3}{2}},n_𝐤=C^{}\sqrt{\frac{P}{c}}k^{\frac{9}{2}}.$$
(30)
These are the original spectra obtained by Zakharov and Sagdeev. According to our analysis, this spectrum remains uniformly valid at small scales.

### 3-D Alfvén waves

3-D Alfvén wave turbulence was originally considered by Iroshnikov Iroshnikov (1963) and Kraichnan Kraichnan (1965) in the 60’s . Such waves are also weakly dispersive and from the point of view of the dimensional analysis are identical to acoustic waves discussed above. The resulting $`\frac{3}{2}`$ and $`\frac{9}{2}`$ spectra are not actually realised in real plasmas because the true Alfvén wave turbulence is anisotropic.

### Quasi 2-D Alfvén waves

In reality, the Alfvén turbulence is strongly anisotropic and is described by quasi-2D rather than 3D spectra. For this system we have again $`\alpha =1`$ but $`d=2`$. This yields the stationary spectra

$$E_k=C\sqrt{Pc}k^2,n_𝐤=C^{}\sqrt{\frac{P}{c}}k^4,$$
(31)
which are the spectra obtained using a dimensional analysis by Ng and Bhatachargee Ng and Bhattachargee (1996) and analytically derived by Galtier, Nazarenko and Newell Galtier et al. (2000). As mentioned already, the case $`\alpha =1`$ is borderline in 2-d so that our argument concerning the breakdown of the weak turbulence approximation remains inconclusive. In fact, unlike typical three wave systems, this system does exhibit breakdown at small scales as shown in Galtier et al. (2000).

### Capillary waves on deep water

$`\lambda =\sqrt{\sigma }`$, where $`\sigma `$ is the coefficient of surface tension. In this case, $`\alpha =\frac{3}{2}`$, $`d=2`$ and the Kolmogorov spectrum is

$$E_k=C\sqrt{P}\sigma ^{\frac{1}{4}}k^{\frac{7}{4}},n_𝐤=C^{}\sqrt{P}\sigma ^{\frac{1}{4}}k^{\frac{17}{4}}.$$
(32)
This spectrum was first derived by Zakharov and Filonenko Zakharov and Filonenko (1967). There is no small scale intermittency in this system.

## V Examples of 4-Wave Systems

### Gravity waves on deep water

For this system, $`\alpha =\frac{1}{2}`$, $`d=2`$ and $`\lambda =\sqrt{g}`$, where $`g`$ is the gravitational constant. The Kolmogorov spectrum corresponding to a constant flux of energy is then

$$E_k=CP^{\frac{1}{3}}g^{\frac{1}{2}}k^{\frac{5}{2}},n_𝐤=C^{}P^{\frac{1}{3}}k^4.$$
(33)
There is also a second spectrum corresponding to a constant flux of wave action,

$$n_𝐤=CQ^{\frac{1}{3}}g^{\frac{1}{6}}k^{\frac{23}{6}}.$$
(34)
These spectra were obtained by Zakharov and Filonenko Zakharov and Filonenko (1966). In this case, the energy spectrum breaks down at small scales.

This is one of the cases where certain integrals appearing in the frequency renormalisation series diverge on the K-Z spectrum. The problem is that the interaction coefficient between the high k mode and long wave partners in its resonant quartet is too strong. This leads to a modification of the breakdown criterion and means that the breakdown can occur for values of k less than that value calculated when local interactions dominate.

### Langmuir waves in isotropic plasmas, spin waves

Langmuir waves are described by the dispersion relation

$$\omega _𝐤^2=\omega _p^2\left(1+3r_D^2k^2\right),$$
(35)
where $`\omega _p`$ and $`r_D`$ are the plasma frequency and Debye length respectively. Magnetic spin waves in solids also obey a dispersion relation of this type but the physical meaning of the dimensional parameters is different. Lvov (1987), Zakharov et al. (1992) For long Langmuir waves we can Taylor expand $`\omega _𝐤`$ as $`\omega _𝐤=\omega _p+\frac{3}{2}\omega _pr_D^2k^2`$. The constant factor $`\omega _p`$ cancels out of both sides of the 4-wave resonance condition so that the effective dispersion is $`\omega k^2`$. Thus taking $`\lambda =\omega _pr_D^2`$, $`\alpha =2`$, $`d=3`$ we obtain the energy spectrum

$$E_k=CP^{\frac{1}{3}}(\omega _pr_D^2)k^{\frac{1}{3}},n_𝐤=C^{}P^{\frac{1}{3}}k^{\frac{13}{3}}.$$
(36)
Using equation (28), $`k_{\mathrm{NL}}(P/\omega _p^3r_D^6)^{1/4}0`$ as $`P0`$ so this spectrum should break down at large scales. The second spectrum carrying the wave action flux is

$$n_𝐤=CQ^{\frac{1}{3}}(\omega _pr_D^2)^{\frac{1}{3}}k^{\frac{11}{3}},$$
(37)
which should also break down at large scales since $`k_{\mathrm{NL}}(Q/\omega _p^3r_D^6)^{1/2}0`$ as $`Q0`$ from equation (29). These spectra were originally derived by Zakharov Zakharov (1972) (1972).

## VI A 5-Wave Example

One-dimensional gravity waves were considered by Dyachenko et al Dyachenko et al. (1995). They found that the 4-wave interaction coefficient is identically zero on the resonant manifolds so that the nonlinear exchange of energy in the system is, in fact, due to 5-wave interactions. This system is an example of a case where the dimension of the physical energy density differs from the dimension of the Fourier space. In this case, $`d=2`$ but $`D=1`$. For this system, $`\lambda =\sqrt{g}`$ and $`\alpha =\frac{1}{2}`$. Applying (15) and (12) we obtain the finite energy flux spectrum

$`E_k`$ $`=`$ $`CP^{\frac{1}{4}}g^{\frac{5}{8}}k^{\frac{21}{8}},`$ (38)
$`n_𝐤`$ $`=`$ $`C^{}(P\sqrt{g})^{\frac{1}{4}}k^{\frac{25}{8}},`$
as found in Dyachenko et al. (1995). From equation (28), $`k_{\mathrm{NL}}P^{2/3}g`$ goes to large $`𝐤`$ for small $`P`$. Therefore this spectrum should break down at small scales.

## VII Matching the Gravity and Capillary Wave Spectra

Let us now consider the complete surface wave problem including both gravity and surface tension effects. At large scales the system is entirely gravity dominated. We assume that the forcing is at large scales only. At small scales the system is entirely surface tension dominated down to the viscous scale where the wave energy is finally dissipated. The characteristic scale, $`k_0`$, where surface tension and gravity are comparable can be estimated from the dispersion relation,

$$\omega (k)=\sqrt{gk+\sigma k^3}.$$
(39)
The gravity and surface tension effects are of comparable order when

$$kk_0=\sqrt{\frac{g}{\sigma }}.$$
(40)
We expect that for $`k<<k_0`$ the system is well described by the gravity wave spectrum (33), for $`k>>k_0`$ the system is well described by the capillary wave spectrum, (32). In between there is a non-scale invariant cross-over regime. Let us consider the question of whether the weak turbulence approximation remains consistent through this cross-over regime. In order for the turbulence to remain weak as we approach $`k_0`$ from the left, the gravity wave spectrum must remain valid at least to the scale $`k_0`$ where surface tension effects can start carrying the flux. Thus we require

$$k_{\mathrm{NL}}^{(g)}>k_0$$
(41)
where $`k_{\mathrm{NL}}^{(g)}`$ is the breakdown scale for pure gravity waves which we calculate from (28) :

$$k_{\mathrm{NL}}^{(g)}P^{\frac{2}{3}}g.$$
(42)
Using expressions (42) and (40) this gives us a condition on the flux,

$$P<(g\sigma )^{\frac{3}{4}}$$
(43)
In order for the turbulence to remain weak as we approach $`k_0`$ from the right, the capillary wave spectrum should be valid by the time we reach scale $`k_0`$ so that it can connect to the gravity wave spectrum. Thus we require

$$k_{\mathrm{NL}}^{(c)}<k_0$$
(44)
where $`k_{\mathrm{NL}}^{(c)}`$ is the breakdown scale for pure capillary waves,

$$k_{\mathrm{NL}}^{(c)}P^{\frac{2}{3}}\sigma ^1.$$
(45)
Inserting expressions (45) and (40) this gives us the same condition, (43), on the flux! We see that there is a critical energy flux, $`P_c=(g\sigma )^{3/4}`$ which can be carried by the weak turbulence spectra. The issue of what happens if $`P>P_c`$ is of paramount interest. It is clear that in this case there is a window in $`k`$ space corresponding roughly to $`[k_{\mathrm{NL}}^{(c)},k_{\mathrm{NL}}^{(g)}]`$ where the nonlinearity is not weak and the dynamics is presumably dominated by fully nonlinear structures. This situation is illustrated schematically in figure 1. It is suggestive that the value of $`P_c`$, if expressed in terms of the wind speed, corresponds roughly to the threshold for the formation of whitecaps on the ocean surfaceNewell and Zakharov (1992).

The phenomenon of intermittency is thought to be associated with the generation of such strongly nonlinear structures and would manifest itself in a deviation of the structure functions, $`S_N(𝐫_1,\mathrm{}𝐫_{N1})`$, of the wave field from joint Gaussianity. If one assumes that the statistics are dominated by whitecaps then one can estimate the scaling behaviour of field gradients. However, the support of the set of singularities need not be simple set. There are reasons to expect that whitecaps are supported on a fractal set of dimension $`0D1`$<sup>1</sup><sup>1</sup>1The authors would like to thank Prof. V.E. Zakharov for sharing his observations on this topic. although we will consider fractal sets up to dimension $`2`$. In this case the $`n^{th}`$ moment of the field gradients scales as

$$S_N(𝐫)(\mathrm{\Delta }\theta )^N\left(\frac{r}{L}\right)^{(2D)},$$
(46)
where $`\mathrm{\Delta }\theta `$ is a characteristic size of the jump discontinuities in the derivative and $`L`$ is the integral scale. It then follows (see Frisch (1995) sec. 8.5) that,

$$\frac{S_{2N}(𝐫)}{(S_2(𝐫))^N}\left(\frac{r}{L}\right)^{(1N)(2D)}.$$
(47)
For $`D<2`$ the system deviates from joint Gaussianity. Such behaviour is generally thought to be beyond the standard picture of weak turbulence. Nonetheless, Biven, Nazarenko and Newell Biven et al. (2001); Newell et al. (2001) have calculated the first correction to joint Gaussian statistics in the case where the weak turbulence approximation breaks down. For $`N`$ even,

$$\frac{S_{2N}(𝐫)}{(S_2(𝐫))^N}=1+\underset{i=1}{\overset{N/2}{}}C_{N_i}\left(P^{1/3}r^{\alpha \frac{\gamma }{3}}\right)^{2i1}+\mathrm{}$$
(48)
Breakdown occurs for $`\gamma >3\alpha `$ in which case, the second term in (48) scales like $`r^{(\alpha \gamma /3)(N1)}`$ as $`r0`$. If we wish to attribute this breakdown to the emergence of whitecap-dominated behaviour, we observe that it is possible to match the scalings (47) and (48) for all N if we choose

$$D=\alpha \frac{\gamma }{3}+2.$$
(49)
For gravity waves, $`\alpha =1/2`$ and $`\gamma =3`$ so the dimension of the set of whitecaps would be 3/2. It would be nice if one obtained a value of $`D`$ less than one but there are several reasons why this argument is an oversimplification. In particular, expression (48) represents only the first terms in an infinite series. It is highly likely that in the regime where weak turbulence breaks down, the higher order corrections which are neglected here actually contribute strongly. Nonetheless it is a nontrivial fact that this matching can be done consistently for all values of $`N`$ simultaneously, even if the actual value of the fractal dimension obtained here must be considered with caution.

## VIII Summary and Conclusion

Our aim in this article was to show that many of the commonly considered applications of weak turbulence possess the incomplete self-similarity property, which can be exploited to obtain core results using a simple dimensional argument without resorting to the more complex methods required in general. For such systems, recent results on the breakdown and range of applicability of weak turbulence can also be obtained in a simple way. It was found that dimensional considerations rule out the development of small scale intermittency in most physically relevant three-wave systems.

We considered the gravity-capillary surface wave system in more detail and discussed, from the point of view of the dimensional quantities present, how the validity of the weak turbulence approximation depends only on the energy flux input at the largest scales. Even in the case where this flux is large enough to cause breakdown of the gravity dominated part of the spectrum, we still have a consistent mechanism to transfer energy to the viscous scale which consists of two different weakly turbulent regimes connected by a window of scales where the nonlinearity is strong. We made some speculative observations about the relationship between the breakdown of weak turbulence and the emergence of whitecaps in this window of strong turbulence.

It is appropriate that we finish with some balancing remarks about situations in which the simple approach outlined here does not work. Firstly, there are obviously cases of physical interest which are self-similar. Some important examples are provided by optical waves of diffraction in nonlinear dielectrics and the turbulence of waves on Bose-Einstein condensates, both of which are described by the Nonlinear Schrodinger equation Dyachenko et al. (1992). In these cases, there are two relevant dimensional parameters.

Secondly, even in the case of incompletely self-similar systems, a cautionary note should be sounded. The long time behaviour of these systems is determined by the kinetic equation for the spectral wave action density,

$$\frac{n_k}{t}=T_2\left[n_k\right]+T_4\left[n_k\right]+\mathrm{},$$
(50)
and a nonlinear frequency modulation,

$$\omega _k\omega _k+\mathrm{\Omega }_2\left[n_k\right]+\mathrm{\Omega }_4\left[n_k\right]+\mathrm{}.$$
(51)
For 4-wave systems with an interaction coefficient, $`T_{kk_1k_2k_3}`$,

$`T_2\left[n_k\right]`$ $`=`$ $`0,`$ (52)
$`T_4\left[n_k\right]`$ $`=`$ $`{\displaystyle \left|T_{kk_1k_2k_3}\right|^2n_1n_2n_3\delta (\omega _{01,23})\delta (𝐤_{01,23})𝑑𝐤_{123}}+n_k\mathrm{Im}\mathrm{\Omega }_4\left[n_k\right],`$ (53)
with the frequency modulation integrals given by

$`\mathrm{\Omega }_2\left[n_k\right]`$ $`=`$ $`{\displaystyle T_{kk_1kk_1}n_1𝑑k_1},`$ (54)
$`\mathrm{Im}\mathrm{\Omega }_4\left[n_k\right]`$ $`=`$ $`{\displaystyle \left|T_{kk_1k_2k_3}\right|^2(n_1n_3+n_1n_2n_2n_3)\delta (\omega _{01,23})\delta (𝐤_{01,23})𝑑𝐤_{123}}.`$ (55)
Notice that the imaginary part of the frequency modulation enters the collision integral. It has been pointed out by Zakharov and others that if the interaction coefficient is not uniformly homogeneous in its arguments,

$$T_{kk_1k_2k_3}(kk_2)^{(1\chi )\gamma }(k_1k_3)^{\chi \gamma }0\chi 1,$$
(56)
for example, the frequency correction, $`\mathrm{Im}\mathrm{\Omega }_2\left[n_k\right]`$ can be divergent at low $`𝐤`$, even though $`T`$ is still homogeneous of the same degree, $`\gamma `$. Luckily, this divergence cancels in the kinetic equation to lowest order, $`T_4\left[n_k\right]`$. However, the divergences in the $`\mathrm{\Omega }`$’s may resurface at higher orders in the full collision integral, (50). It is not clear whether we are rescued by such cancellations as occur in $`T_4\left[n_k\right]`$.

If these divergences persist then the dimensional argument applied in section III to estimate the range of validity and breakdown scales would be not valid and would require modification to include some non-universal dependence on $`\chi `$ and a low $`𝐤`$ cutoff. Thus wave turbulence may possess a mechanism for breaking incomplete self-similarity even without the need to introduce additional dimensional parameters. Whether this occurs in reality is, at present, an open question.

## Acknowledgements

We are grateful for financial support from NSF grant 0072803, the EPSRC and the University of Warwick.


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# Superparamagnetic behaviour of antiferromagnetic DyPO4 nanoparticles

## Abstract

We report on the low-temperature magnetic ac-susceptibility of antiferromagnetic DyPO4 nanoparticles with a very high surface to volume ratio. The results are interpreted in terms of superparamagnetic relaxation of the Néel vector arising from a relatively large number $`0.2N_a`$ of uncompensated spins probably existing on the surface of the nanoparticles. The activation energy of the relaxation process is found to be $`E_a/k_B=(2.6\pm 0.1)`$ K within a model taking into account the magnetic interaction between nanoparticles.

The magnetic structure of antiferromagnetic (AF) nanosized particles is usually described as an exchange-coupled spherical bilayer composed of an inner antiferromagnetic core and an outer shell of uncompensated spins. The exchange interaction between the two layers gives rise to an unidirectional anisotropy which may cause superparamagnetic relaxation of the Néel vector due to the uncompensated spins . AF nanoparticles are of fundamental interest since, in comparison with ferromagnetic nanoparticles of comparable size, they are better candidates for the observation of magnetic quantum tunneling phenomena .

In this brief communication we present very-low-temperature ac-susceptibility experiments on nanoparticles of dysprosium phosphate. It is well established that in the magnetic structure of bulk DyPO4 the Dy moments are antiferromagnetically coupled and that they order at 3.4 K . Moreover, strong crystal field effects (CFE) are responsible for highly anisotropic low-lying energy levels, resulting in Ising-type behaviour. In what follows, we shall describe the magnetic properties of small particles of DyPO4 with a mean size of 2–3 nm and narrow size distribution, which have been obtained by liquid-phase synthesis methods . High crystallinity has been revealed by transmission electron microscopy and X-ray powder diffraction measurements. Susceptibility data down to 2 K were obtained with a commercial SQUID-based magnetometer. The ac-susceptibility in the temperature range 50 mK $`<T<6`$K was measured with a mutual inductance technique in a dilution refrigerator. The excitation amplitude was 10 mOe and the frequency was varied between $`f=100`$ Hz and 7 kHz. All data were collected on powdered samples.

As in bulk DyPO4, strong CFE are observed at high temperature. By lowering the temperature, the susceptibility of the nanoparticles differs substantially from that of the bulk material; no sign of magnetic ordering is observed at 3.4 K. Instead, a cusp in the real component $`\chi ^{}`$ of the ac-susceptibility is found at about 1 K, and it is accompanied by a non-zero imaginary component $`\chi ^{\prime \prime }`$ at some lower temperature (Fig. 1). As shown in Fig. 1 both maxima in $`\chi ^{}`$ and $`\chi ^{\prime \prime }`$ are strongly frequency dependent. Taking into account the high degree of anisotropy in this material, the experimental data suggest superparamagnetic blocking of the Dy moments below a blocking temperature $`T_B`$ corresponding to the temperature at maximum absorption. Using the average value $`T_B=0.8`$ K for this range of frequencies, the frequency shift of $`T_B`$, $`\mathrm{\Delta }T_B/(T_B\mathrm{\Delta }\mathrm{log}f)`$, where $`\mathrm{\Delta }T_B`$ is the change in $`T_B`$ for the given change in frequency ($`\mathrm{\Delta }\mathrm{log}f=1.8`$), provides the value of 0.18, which is comparable to that of other superparamagnets .

At temperatures below $`T_B`$, $`\chi ^{\prime \prime }`$ does not depend on the frequency anymore (Fig. 1). Such a behaviour is known to be related to interparticle interactions (e.g. of dipolar origin), slowing down the relaxation at low temperature . Taking into account this, the frequency dependence of $`T_B`$ should be fitted using the Vogel-Fulcher law $`\tau =\tau _0\mathrm{exp}[E_a/k_B(TT_0)]`$, where $`\tau =1/2\pi f`$, $`E_a`$ is the activation energy, and $`T_0`$ represents a measure of a static interaction field due to the surrounding particles. The fit is shown in the bottom inset of Fig. 1, and provides the following values: $`\tau _0=(2\pm 1)\times 10^7`$ s, $`E_a/k_B=(2.6\pm 0.1)`$ K and $`T_0=(0.40\pm 0.05)`$ K. As in other magnetically interacting nanoparticle systems, $`T_0E_a/k_B`$.

It is worthwhile to give an estimate of the number of unpaired Dy spins that are responsible for the net magnetic moment of the particles. To do so we plot in the top inset of Fig. 1 the susceptibility of DyPO4 nanoparticles together with the parallel susceptibility measured from a single-crystal of the bulk equivalent material . The susceptibility of the nanoparticles is here properly scaled to get the same values as for the bulk material at high temperatures. The striking feature is the large difference between the two signals in the low-temperature range which we suppose to arise from a lack of compensation of the antiferromagnetic sublattices in the nanoparticles. We consider the $`T<20`$K range, where only the lowest electronic doublet is contributing to the magnetic signals, and fit the susceptibilities well above the anomalies with a Curie-Weiss law. Comparing the obtained Curie constants, we roughly estimate the number of unpaired spins per particle to be about 20%. Considering that the mean particle diameter is 2.5 nm , which corresponds to about 130 Dy spins per particle, we roughly have about 30 spins antiferromagnetically arranged in the inner core, and about 75 compensated and 25 uncompensated spins on the surface. The presence of uncompensated spins is thus most probably caused by missing magnetic neighbours at the surface.

This work was part of the research program of the Stichting voor FOM.