Martingales of stochastic Laplacian growth

TL;DR

This paper introduces a family of exponential martingales for stochastic Laplacian growth, linking interface dynamics, conformal field theory, and stochastic processes to better understand pattern formation in fluid interfaces.

Contribution

It proposes a novel algebraic construction of martingales related to stochastic Laplacian growth using Loewner-Kufarev equations and conformal field theory techniques.

Findings

Martingales are constructed for stochastic Laplacian growth.

Connection established between martingales and interface pressure variations.

Patterns with viscous fingers are analyzed through the proposed framework.

Abstract

A family of exponential martingales of a stochastic Laplacian growth problem is proposed. Stochastic Laplacian growth describes a regularized interface dynamics in a two-fluid system, where the viscous fluid is incompressible at a large scale, while compressible at a small scale in the vicinity of the interface. Hence, random fluctuations of pressure near the boundary are inevitable. By using Loewner-Kufarev equation, we study interface dynamics generated by nonlocal random Loewner measure, which produces the patterns with viscous fingers. We use a Schottky double construction to introduce a one-parametric family of functions of random processes on the double closely connected to the correlation functions of primary operators of the boundary conformal field theory in the Coulomb gas framework. For a specific value of the parameter, these functions are martingales with respect to stochastic Loewner flow on the Schottky double. A connection between the proposed algebraic construction and the physical problem of stochastic interface dynamics relies on the Hadamard's variational formula. Namely, the variation of pressure in stochastic Laplacian growth near the interface is given by the covariance of martingales on the double.