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Fig. 9. Experiments. (a), (b) Optical spectra. Input spectrum (red line). Spectrum at the output of fiber 1 (green line) and fiber 2 (blue line). The circles represent optical spectra computed from numerical simulation of 1D-NLSE. (c), (d) PDF of normalized optical power P /⟨P ⟩ plotted in logarithmic scale. Normalized exponential distribution PDF [P /⟨P ⟩] = exp(−P /⟨P ⟩) (black dashed line). PDF of the input random light (red line). PDF of the light at the output of the fiber 1 (green solid line) and at the output of the fiber 2 (blue solid line). The open circles represent the PDF computed from numerical simulation of 1D-NLSE with the parameters of the experiments. The inset represents the same PDF in linear scale. (For interpretation of the references to color in this figure legend, the reader is referred to the web version of this article.)
On the other hand, the PDF experimentally measured at the output of fiber 2 in the defocusing regime exhibits a very low tail (see Fig. 9(d)). Light fluctuations of a high power are found with a probability that has been strongly reduced as compared to the normal law. Moreover, contrary to the initial exponential distribution, the most probable value for the power is not the zero value (see inset of Fig. 9(d)). Numerical simulations show that experiments presented above are very well described by the integrable 1D-NLSE. The initial conditions are computed from the random phase assumption as in Section 2.1. We have performed Monte Carlo simulations with ensemble average over thousands of realizations. We integrate the 1D-NLSE with experimental parameters:
∂ψ β2 ∂ 2 ψ = − γ |ψ|2 ψ (5) ∂z 2 ∂t2 where β2 is the group velocity dispersion coefficient and γ is
i
the effective Kerr coefficient. Optical spectra and PDFs computed from the numerical integration of the 1D-NLSE are in quantitative agreement with experiments both in the focusing and in the defocusing cases (see Fig. 9). Note that numerical simulations confirm that SRS plays a negligible role in the results presented in Fig. 9. Increasing the optical power to a level where SRS is no longer negligible but becomes perturbative, SRS produces some asymmetry in shape of the optical power spectrum measured at the output end of the optical fiber. Our numerical simulations show that the PDFs measured at the output of the fiber then exhibit small distortions while staying relatively close to the PDFs plotted in Fig. 9. At higher power, a significant part of the optical power is transferred to a Stokes component that is frequency-downshifted by ∼13 THz from the pump wavelength. The nature of statistical properties of the Stokes wave generated in a single pass inside a fiber by a pump wave having a Gaussian statistics at initial stage is now an open question. Moreover, the numerical simulations show that integrable turbulence is characterized by a statistical stationary state both
1 10–1 10–2 10–3 10–4 10–5 10–6 0
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Fig. 10. Numerical simulations. (a) and (b): evolution of the average of the nonlinear HNL and linear HL Hamiltonians in the focusing (a) and defocusing (b) cases. HNL and HL are normalized to the value of the Hamiltonian (constant of motion) H = HNL + HL before the averaging over hundreds of realizations. (c) PDFs computed at different z in the focusing case. z = 0 m (red line), z = 15 m (green line, identical to open circles in Fig. 9(c)) and z = 100 m (stationary PDF). (d) PDFs computed at different z in the defocusing case. z = 0 m (red line), z = 100 m (blue line, identical to open circles in Fig. 9(d)) and z = 500 m (stationary PDF). (For interpretation of the references to color in this figure legend, the reader is referred to the web version of this article.)
in focusing and defocusing regimes (see Fig. 10). In particular, the average of the nonlinear and linear parts of the Hamiltonian (⟨HNL ⟩ and ⟨HL ⟩) evolves to constant values (see Fig. 10(a) and (b)). Note that we represent here the average of HNL and HL over hundreds of realizations whereas the values of HNL and HL computed on only one realization are plotted in Section 2. Fig. 10(c) represents PDFs computed from numerical simulations for different lengths of propagation in the focusing regime of dispersion. The red line is the PDF at z = 0 m, the green line is the PDF at z = 15 m corresponding to the experiments (see Fig. 9(c)) and the black line corresponds at the stationary PDF (computed at z = 500 m). Fig. 10(d) represents PDFs computed from numerical simulations for different lengths of propagation in the defocusing regime of dispersion. The red line is the PDF at z = 0 m, the blue line is the PDF at z = 100 m corresponding to the experiments (see Fig. 9(d)) and the black line corresponds to the stationary PDF (computed at z = 500 m). Note that comparable deviations from Gaussian statistics have been reported in 1D ‘‘spatial experiments’’ in which the transverse intensity profile of optical beams randomly fluctuates in space [71]. In these spatial experiments performed in focusing and defocusing regimes, the speckle fields are localized and random waves decay to zero at infinity [71,73]. IST with usual zero-boundary conditions has been used in Ref. [73] to describe these experiments. In the long-term evolution of the wave system with zero boundary conditions, solitons separate from dispersive waves in the focusing regime. In the defocusing regime, only dispersive waves persist at long evolution time. On the contrary, our experiments and numerical simulations are made with non-zero boundary conditions and with nonlocalized random waves. This widens the perspectives of experimental integrable turbulence studies. With random waves having an infinite spatial extension, solitons and dispersive waves never separate from each other and they always interact. Moreover breathers and solitons on finite background can emerge from nonlinear interaction in the focusing regime. In the defocusing case, the fact that the random field does not decay at infinity means that dark solitons can be sustained and interact all-together with dispersive waves at any time (any value of z in our fiber experiments).
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As a conclusion of Section 3, we have experimentally studied the evolution of the statistics of random waves whose propagation is very well described by 1D-NLSE both in focusing and defocusing cases. In the defocusing case, we have experimentally and numerically demonstrated that the probability of occurrence of large waves decreases as a result of nonlinear propagation. In the focusing case, we have evidenced the statistical emergence of RW from nonlinear propagation of random light. In [13], we have also shown that solitons on finite background such as Akhmediev breathers, Peregrine solitons or Kuznetsov–Ma solitons having a short duration and a high power seem to emerge on the top of the highest fluctuations. This strengthens the idea that the emergence of deterministic solutions of 1D-NLSE such as Akhmediev breathers in nonlinear random fields is a major mechanism for the formation of rogue waves [11,12,101,60,14]. In the case of partially coherent waves with strong initial fluctuations of the power, one of the mechanisms underlying the formation of breathers-like structures may be the regularization of the gradient catastrophe arising in the zero dispersion limit [80]. Indeed, it has been demonstrated that the Peregrine soliton emerges on the top of a very large single hump in the weak dispersion limit with zero boundary conditions. Note that the emergence of such coherent structures in incoherent fields has been already theoretically studied in non integrable wave turbulence [102,103] and in integrable turbulence emerging from a modulationaly unstable condensate [12,64,62]. Note finally that in one dimensional deep water experiments, relatively small deviations from gaussianity have been observed and interpreted in the framework of wave turbulence theory [104,66,15]. On the contrary, our optical fiber setup provides an accurate laboratory for the exploration of strongly nonlinear random wave systems ruled by the 1D-NLSE. 4. Separation of scales and intermittency phenomenon Statistical features presented in Section 2 and in Section 3 are relevant to global random fields in the sense that all the fluctuations scales of the random waves are taken into account and contribute to the statistics. However, separating large scales from small scales is known to provide rich statistical information about nonlinear systems of random waves. In this respect, the phenomenon of intermittency is defined in the general context of turbulence as a departure from the Gaussian statistics that grows increasingly from large scales to small scales [55]. Following the definition given by Frisch in Ref. [55], a random function R(x) of space x is defined as being intermittent when it displays some fluctuations over a fraction of space that decreases with the scale under consideration. Considering stationary random processes, the intermittency phenomenon can be evidenced and quantified by using spectral filtering methods. The existence of deviations from gaussianity is usually made through the measurement of the kurtosis of the fluctuations that are found at the output of some frequency filter. Considering the high-pass filtered signal R> ξ (x) defined in the spatial domain as R(x) =
R> ξ ( x) =
dkeikx R˜ (k),
dkeikx R˜ (k),
(6) (7)
|k|>ξ
the random function R(x) is intermittent at small scales if the kurtosis:
κ(ξ ) =
4 ⟨(R> ξ (x)) ⟩
2 2 ⟨(R> ξ (x)) ⟩
(8)
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Fig. 11. Numerical simulations of Eq. (1) in the focusing regime (σ = +1) for t ∗ = 20. (a) Spatial fluctuations of R(x)/⟨R(x)⟩ = ℜ(ψ(x, t ∗ ))/⟨ℜ(ψ(x, t ∗ ))⟩ that are found at the output of an ideal highpass frequency filter having a cutoff frequency ξ = 0 (Eq. (6)) and (d) corresponding PDF of R(x)/⟨R(x)⟩. (b) and (e), same as (a) and (d) for ξ = 1. (c) and (f), same as (a) and (d) for ξ = 2. The insets in (a)–(c) represent the Fourier power spectra of the random fields plotted in (a)–(c).
grows without bound with the filter frequency ξ [55]. Although we are going to use here the definition of intermittency given by Frisch (Eqs. (6)–(8)), it should be emphasized that the exact nature of the spectral filtering process is not of a fundamental importance and that the intermittency phenomenon can also be evidenced from the use of various frequency filters. Spectral fluctuations can be examined at the output of an ideal one-mode spectral filter passing only a single Fourier component [105,74]. Time fluctuations at the output of bandpass frequency filters can also be considered [55,106,56]. PDFs of second-order differences of the wave height have also been measured in wave turbulence [107]. Using this kind of filtering techniques, the phenomenon of intermittency has been initially reported in fully developed turbulence [55] but it is also known to occur in wave turbulence [107,108,105], solar wind [109] or in the Faraday experiment [110]. So far, the intermittency phenomenon has been ascribed to physical systems that are described by non-integrable equations. We are going to use numerical simulations of Eq. (1) to show that intermittency is a statistical phenomenon that also occurs in the field of integrable turbulence [56]. Taking the wave system extensively described in Section 2, we now consider the spatial fluctuations of the real part ℜ(ψ(x, t ∗ )) of the complex field ψ(x, t ∗ ) that has reached the stationary statistical state at t ∗ = 20. In other words, the filtering process and the statistical treatment defined by Eqs. (6)–(8) are now applied to the random variable R(x) = ℜ(ψ(x, t ∗ )). Spatial and statistical features found at the output of the highpass frequency filter are shown in Fig. 11 for the focusing regime. When ξ = 0, the random process R(x) is not filtered and Fig. 11(a) shows the spatial evolution of the random variable R(x)/⟨R(x)⟩ = ℜ(ψ(x, t ∗ ))/⟨ℜ(ψ(x, t ∗ ))⟩ in this situation. Fig. 11(d) represents the corresponding PDF of R(x)/⟨R(x)⟩. Without any filtering process, the heavy-tailed deviations from gaussianity shown in Fig. 11(d) are identical to those already shown in Fig. 4 but for |ψ(x, t ∗ )|2 . Increasing the cutoff frequency ξ of the ideal highpass filter (Eq. (6)), fluctuations of smaller and smaller scales are observed at the output of the highpass filter together
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Fig. 12. Numerical simulations of Eq. (1) in the defocusing regime (σ = −1) for t ∗ = 20. (a) Spatial fluctuations of R(x)/⟨R(x)⟩ = ℜ(ψ(x, t ∗ ))/⟨ℜ(ψ(x, t ∗ ))⟩ that are found at the output of an ideal highpass frequency filter having a cutoff frequency ξ = 0 (Eq. (6)) and (d) corresponding PDF of R(x)/⟨R(x)⟩. (b) and (e), same as (a) and (d) for ξ = 1. (c) and (f), same as (a) and (d) for ξ = 2. The insets in (a)–(c) represent the Fourier power spectra of the random fields plotted in (a)–(c).
with peaks of higher and higher amplitudes, see Fig. 11(b) and (c). Fig. 11(e) and (f) show that deviations from gaussianity become heavier when the cutoff frequency ξ of the highpass filter is increased. These statistical features represent qualitative signatures of the intermittency phenomenon. Computing the kurtosis κ(ξ ) of R(x) = ℜ(ψ(x, t ∗ )) for increasing values of the cutoff frequency ξ , we find a monotonic increase that complies with the definition of the intermittency phenomenon given by Frisch, see Fig. 13(a) [55]. As shown in Fig. 12, features qualitatively similar to those described for the focusing regime are found in the defocusing regime. Fig. 12(a) (resp. Fig. 12(d)) shows the spatial evolution (resp. the PDF) of R(x)/⟨R(x)⟩ = ℜ(ψ(x, t ∗ ))/⟨ℜ(ψ(x, t ∗ ))⟩ for ξ = 0, when the random process is not filtered. The low-tailed deviations from gaussianity shown in Fig. 12(d) are identical to those already shown in Fig. 7 but for |ψ(x, t ∗ )|2 . They characterize the stationary statistical state found in the defocusing regime. Increasing the cutoff frequency ξ of the ideal highpass filter (Eq. (6)), fluctuations of smaller and smaller scales are observed at the output of the highpass filter together with peaks of higher and higher amplitudes, see Fig. 12(b) and (c). Fig. 12(e) and (f) show that deviations from PDF computed for ξ = 0 become heavier when the cutoff frequency ξ of the highpass filter is increased. As shown in Fig. 13(b), the kurtosis κ(ξ ) monotonically increases with ξ , as for the focusing regime. Let us recall that a kurtosis κ equal to 3 corresponds to a random field having a Gaussian statistics. The fact that the initial value of the kurtosis κ(ξ = 0) is lower (resp. greater) than 3 in defocusing (resp. focusing) regime complies with the fact that the unfiltered field exhibits low-tailed (resp. heavytailed) deviations from gaussianity at t ∗ = 20. Note that the growth of the kurtosis κ(ξ ) is greater in focusing regime than in defocusing regime, see Fig. 13. 5. Conclusion The work presented in this paper deals with the general question of statistical changes experienced by ensembles of nonlinear random waves propagating in systems ruled by integrable equations. It enters within the framework of ‘‘integrable turbulence’’
Fig. 13. Numerical simulations of Eq. (1) for t ∗ = 20. Evolution of the kurtosis κ as a function of the cutoff frequency ξ of the highpass filter defined by Eq. (6). (a) Focusing regime (σ = +1). (b) Defocusing regime (σ = −1).
which is a new field of research introduced by Zakharov to address specifically this question that ‘‘composes a new chapter of the theory of turbulence’’ [61]. In our work, we have specifically focused on optical fiber systems accurately described by the integrable one-dimensional nonlinear Schrödinger equation. We have considered random complex fields having a Gaussian statistics and an infinite extension at initial stage. Numerical simulations with periodic boundary conditions and optical fiber experiments have been used to investigate spectral and statistical changes experienced by nonlinear waves both in focusing and in defocusing propagation regimes. As a result of propagation in the strongly nonlinear regime, the power spectrum of the random waves is found to broaden while taking exponential wings both in focusing and in defocusing regimes, see Sections 2.2 and 2.3. In the nonlinear regime, this spectral broadening phenomenon is a signature of a process in which the typical spatial scale of the random fluctuations decreases to reach the healing length of the wave system at long evolution time. Numerical simulations have revealed that heavy-tailed deviations from Gaussian statistics occur in the focusing regime while low-tailed deviations from Gaussian statistics are found in the defocusing regime. These statistical behaviors have been observed in optical fiber experiments relying on the implementation of an original and fast detection scheme, see Section 3. Numerical simulations made at long evolution times have also shown that the wave system exhibits a statistically stationary state in which neither the PDF of the wave field nor the spectrum changes with the evolution variable. Separating fluctuations of small scale from fluctuations of large scale, we have finally revealed the phenomenon of intermittency; i.e., small scales are characterized by large heavy-tailed deviations from Gaussian statistics, while the large ones are almost Gaussian. This intermittency phenomenon has been observed both in focusing and in defocusing propagation regimes, see Section 4. As underlined in Section 1, the determination of the PDF of a random wave field represents an issue of importance in the field of integrable turbulence. Given a nonlinear partial differential integrable equation together with some given initial and boundary conditions, there is no systematic theory that allows one to
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determine the PDF of the wave field at asymptotic stage (i.e. long evolution time). The wave turbulence (WT) theory describes out-of-equilibrium statistical mechanics of random nonlinear waves in the weakly nonlinear regime (i.e. HNL ≪ HL ) [74,75]. The WT theory is commonly used to treat wave systems that are ruled by non integrable equations and in which the long-time evolution is dominated by resonant interactions among waves (i.e. Fourier components). Using the closure of the statistical moments of the random field and neglecting non resonant interactions, kinetic equations describing the long-term evolution of the wave spectrum can be derived. However it has been shown that the short term evolution of WT can be influenced by non-resonant terms [111]. In the specific case of the integrable 1D-NLSE, there are only trivial resonance conditions [65,54]. As a result, collision terms found in the kinetic equations determined from the WT theory vanish [61,65,54]. Using the closure of the moments and keeping the contribution of non resonant terms, it is however possible to derive ‘‘quasi-kinetic’’ equations that describe the evolution of the wave spectrum [66,112,65]. This approach has been used to study the evolution of the statistics both in focusing and defocusing cases in Ref. [66]. This kind of WT treatment has been shown to properly describe the evolution of the kurtosis of the wave field together with spectral changes that occur in the weakly nonlinear regime [66,112,65]. Although the WT treatment of the 1D-NLSE is undoubtedly interesting, it is however very far to describe adequately strongly nonlinear features (HNL ∼ HL ) that are reported in this paper. There are now many open questions regarding integrable turbulence in the strongly nonlinear regime discussed throughout this paper. The IST provides a natural framework for the investigation of statistical properties of nonlinear wave systems ruled by integrable equations. In particular, IST has been used in Ref. [73] to describe some experiments examining nonlinear diffraction of localized incoherent light beams [71]. The theoretical description of this experiment can be made by using standard tools of the IST because it is fully compatible with the central assumption of IST that the wave field decays at infinity. IST has thus been used both in the focusing and in the defocusing regimes to determine some mathematical expressions for the PDF of the wave field [73]. Our experiments and numerical simulations made with nondecaying and non-localized random waves open new questions about statistical properties of incoherent waves in integrable turbulence. First, the statistical properties characterizing the asymptotic stage of integrable turbulence are of fundamentally different natures for waves fluctuating around a constant background and for decaying waves. With continuous random waves having an infinite spatial extension, the nonlinear evolution of the random wave can no longer produce individualized solitons at long time. On the other hand, solitons never separate from each other and they always interact. Moreover solitons on finite background can emerge from nonlinear interaction in the focusing regime. In the defocusing case, the fact that the random field does not decay at infinity means that dark solitons can be sustained and interact at any time (any value of z in our fiber experiments). In our work, the relevant boundary conditions are periodic boundary conditions in a box of size L. Random waves of infinite spatial extension such as the ones considered in experiments reported in Section 3 can be described by taking the limit of a box of infinite spatial extension (L → ∞). Rigorously speaking, the theoretical framework for dealing with integrable wave systems and periodic boundary conditions is finite gap theory [16]. So far, no theoretical work has been made in this framework to determine statistical properties of ensembles of nonlinear random waves. However some recent results point out the possibility to use the IST method for the focusing nonlinear Schrödinger equation with
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nonzero boundary conditions [113]. Very recently, tools of the IST method have been used to investigate questions related to integrable turbulence [88,82]. The Gaussian statistics of the initial condition is a key point of our experimental work. In the focusing regime of the 1D-NLSE, the statistics of the field measured in the statistically stationary state strongly depends on the nature of the initial condition. In our experiments and numerical simulations made with a complex field having initially a Gaussian statistics, heavy-tailed deviations from gaussianity have been observed in the statistically stationary state (i.e. at long time), as discussed in Sections 2.2 and 3. If the initial condition is now made from a plane wave (or a condensate) with an additional noise, the nonlinear stage of modulational instability is characterized by a stationary statistics following the normal law [64]. The fact that there exists such a strong qualitative difference between statistics measured in the stationary state while starting from different noisy initial conditions is an intriguing issue. Up to very recently, experiments devoted to integrable turbulence only provided data on statistical properties of the system [56,13]. In particular, asynchronous optical sampling has been shown to be an accurate tool to measure the PDFs of optical power that exhibit fluctuations with sub picosecond time scales. Using the technique called ‘‘time microscope’’ [114], we have recently developed experiments enabling the direct and ‘‘single shot’’ observation of fast temporal fluctuations [115]. We have in particular recorded the precise structures of RWs with time scale of 300 fs emerging from the propagation of partially coherent waves in optical fibers [115]. This new generation of experiments opens the way for the studies of the coherent structures emerging in nonlinear random waves. From the theoretical point of view, computation of local IST spectra may be a very powerful tool for the precise identification of these structures. We hope that our results will stimulate new theoretical works aiming to understand the mechanisms leading to the strongly non Gaussian statistics in focusing and defocusing 1D-NLSE systems with random initial conditions and non-zero boundary conditions.
Acknowledgments This work has been partially supported by Ministry of Higher Education and Research, Nord-Pas de Calais Regional Council and European Regional Development Fund (ERDF) through the Contrat de Projets Etat-Région (CPER) 20072013, as well as by the Agence Nationale de la Recherche through the LABEX CEMPI project (ANR-11-LABX-0007) and the OPTIROC project (ANR-12-BS04-0011 OPTIROC). S.R, P.W and P.S. acknowledge Dr. G. El for fruitful discussions. P.S. acknowledges Dr. T. Grava for stimulating discussions. M.O. was supported by MIUR grant no. PRIN 2012BFNWZ2. M.O. thanks Dr. B. Giulinico for fruitful discussions. References [1] E. Fermi, J. Pasta, S. Ulam, Studies of nonlinear problems, Tech. rep., I Report No. LA-1940, Los Alamos Scientific Laboratory, 1955. [2] N.J. Zabusky, M.D. Kruskal, Interaction of ‘‘solitons’’ in a collisionless plasma and the recurrence of initial states, Phys. Rev. Lett. 15 (1965) 240–243. [3] V.E. Zakharov, P.B. Shabat, Exact theory of two-dimensional self-focusing and one-dimensional self-modulation of waves in nonlinear media, Sov. Phys.— JETP 34 (1972) 62–69. [4] E. Kuznetsov, Solitons in a parametrically unstable plasma, Akad. Nauk SSSR Dokl. 236 (1977) 575–577. [5] Y. Ma, The perturbed plane-wave solutions of the cubic Schrödinger equation, Stud. Appl. Math. 60 (1979) 43–58. [6] D. Peregrine, Water waves, nonlinear schrödinger equations and their solutions, J. Aust. Math. Soc. Ser. B 25 (1) (1983) 16–43.
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