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On the linear stability of needle crystals : evolution of a Zel’dovich localized front deformation

B. Caroli, C. Caroli, B. Roulet

To cite this version:

B. Caroli, C. Caroli, B. Roulet. On the linear stability of needle crystals : evolution of a Zel’dovich localized front deformation. Journal de Physique, 1987, 48 (9), pp.1423-1437.

�10.1051/jphys:019870048090142300�. �jpa-00210572�

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On the linear stability of needle crystals :

evolution of a Zel’dovich localized front deformation

B. Caroli (+), C. Caroli and B. Roulet

Groupe de Physique des Solides de l’Ecole Normale Supérieure, associé au Centre National de la Recherche

Scientifique, Université Paris VII, 2, place Jussieu, 75251 Paris Cedex 05, France

(Requ le 23 fgvrier 1987, accept6 le 7 mai 1987)

Résumé.

2014

Nous déduisons, de la version linéarisée de l’équation intégro-différentielle dynamique satisfaite

par les petites déformations d’un cristal aciculaire à deux dimensions, les équations d’évolution d’un paquet d’onde de Zel’dovich (une déformation localisée partant de la région de la tête, avec un vecteur d’onde caractéristique situé dans la partie instable du spectre plan local). Nous définissons les conditions dans

lesquelles une description « localement plane », du type de celle proposée par les théories heuristiques existantes, est valable. Nous trouvons que l’évolution temporelle du vecteur d’onde et de l’extension spatiale

de la déformation est essentiellement gouvernée, non par l’effet d’étirement de Zel’dovich, mais par un effet d’« amplification différentielle » dû à la localisation, qui a été ignoré jusqu’ici. Nous montrons que, du fait de la forme essentiellement parabolique du front aciculaire, les équations correspondantes ont une solution

« asymptotiquement marginale » (le vecteur d’onde tend à s’accrocher sur la valeur marginale locale, l’amplitude sature), ce qui renforce la plausibilité du scénario de branchement fondé sur l’amplification

transitoire.

Abstract.

2014

We derive from the linearized version of the dynamical integro-differential equation satisfied by

small deformations of a 2-D needle-crystal the equations of evolution of a Zel’dovich wavepacket (a localized

deformation starting from the tip region with a characteristic wavevector in the unstable region of the local

planar spectrum). We define the conditions under which the « locally planar » type of description put forward by previous heuristic theories is valid. We find that the time evolution of the wavevector and spatial width of

the deformation is primarily governed, not by the Zel’dovich stretching effect, but by a « differential

amplification » effect due to spatial localization, which was up to now ignored. We show that, due to the

parabolic shape of the basic front profile, the corresponding equations have an « asymptotically marginal »

solution (the wavevector locks on the local marginal value, the amplitude saturates), thus strengthening the plausibility of the side-branching scenario based on transient amplification.

Classification

Physics Abstracts

61.50C

-

68.70

-

81.30F

1. Introduction.

As is now well established, a theoretical description

of free dendritic growth of a pure solid from its undercooled melt should primarily be able to answer

two basic questions :

- what does decide of the values of the growth velocity V and tip radius p ?

- what is the mechanism responsible for sideb- ranching, and how can one predict the associated

characteristic wavelength ?

The considerable effort spent in the last few years

on the problem of the needle-crystal (steady-state quasi-paraboloidal solution of the growth equations),

which can now be considered as solved [1, 2]

-

at

least in two dimensions

-

appears as providing an

answer to the first of these questions. Moreover,

very good agreement is found [3] between the values of V and p predicted by the needle-crystal theory

and those obtained by Saito et al. [4] by direct

numerical forward time integration

-

which pro- duces a dendritic-like branched profile. This con-

firms heuristically that it is effectively legitimate to identify velocity selection and sidebranching as two

separate questions.

At the present stage, the problem is therefore to

Article published online by EDP Sciences and available at http://dx.doi.org/10.1051/jphys:019870048090142300

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study the stability of needle-crystals. Needle-crystal

theories show that (anisotropic) surface tension

effects result, via a solvability condition, in the selection of an infinite discrete set of steady state

solutions [1]. The numerical work of Kessler and Levine [2] points to the linear instability of all but the fastest of these, a result which has been most

recently proved analytically, in the small anisotropy limit, by Bensimon et al. [5]. We will from now on

refer to this solution as « the » needle-crystal.

The nature of the mechanism leading to side- branching of the steady needle-like front profile

remains an essentially open question. Among the possible qualitative scenarios which have been pro-

posed [6, 7], the most physically attractive one was

first proposed by Pelc6 [8], who adapted to the

dendrite problem a heuristic argument developed by

Zel’dovich to account for the stability of flame

fronts [9].

The basic idea of this scenario is that the bifurca- tion towards the branched structure is subcritical,

which implies that the needle-crystal is linearly stable

(1).

.

However, there exists a class of localized perturba-

tions which exhibit a strong enough transient amplifi-

cation for noise to drive the system across the

branching bifurcation.

More precisely, the content of the Zel’dovich- Pelcd argument is the following : consider a small

front deformation starting from the tip region, with a spatial extension small compared with the tip radius

p, and a characteristic wavevector in the direction tangent to the front qt. Such a perturbation evolves approximately as the corresponding mode of a planar front with normal growth velocity V cos 9,

where 0 is the angle between the growth direction

Oz and the local normal to the front, that is with an

amplification rate given by the Mullins-Sekerka

(MS) spectrum [1] (2) :

depicted in figure 1. do is the usual capillary length,

and D the heat diffusion coefficient (here assumed

to be the same in both phases).

It is then natural to concentrate specifically on the

« most dangerous >> perturbations, i. e. those with an

initial qt of the order of q. = (V cos B /6 do D )112

(see Fig. 1).

(1) This is substantiated by Kessler and Levine’s [2, 11]

numerical study of the linear spectrum of « the » needle-

crystal, which they find to contain only stable modes.

(2) This expression assumes that qt > ln Vcos0/2D, where 1 n is the heat diffusion length as-

sociated with the normal velocity V cos 0, which is

realized in the case considered here.

Fig. 1.

-

The Mullins-Sekerka linear amplification spec- trum for small deformations of a planar front.

In the frame of the tip (i.e. that of the needle-

crystal), such a « front deformation wavepacket » is

driven backwards by the tangential drift velocity

vt = V sin 9 which, due to the curvature of the needle-crystal, varies with position along the front.

This variation induces a stretching of the wavelength

8A /A = 5 vtlvt, i.e. a time variation of qt given by :

That is, as time lapses, the deformation recoils with respect to the tip and qt decreases. At the same time,

the normal velocity V cos 9 also decreases, thus reducing the scale of the unstable part of the local MS spectrum. qt is found to cross the local marginal

value qo (see Fig. 1) at the finite time tc, after which

the fluctuation becomes linearly stable.

The same kind of argument can be applied to the Saffman-Taylor problem [8, 10]. The main difference

between this and the dendrite case is that, due to the effect of confinement by the side plates, the viscous finger has a much « straighter » tail than the needle

crystal, so that tc is much shorter, and the corre- sponding amplification is much less effective

-

which agrees qualitatively with the experimental fact that, while dendrites side-branch, viscous fingers do

not.

Up to now, this scheme has remained completely heuristic, no connection being made explicitly with

the growth equations approach. In this article, we study directly, starting from the linearized version of the dynamical integro-differential equation satisfied by small front deformations, the time evolution of a

Zel’dovich wavepacket. We derive the evolution

equations satisfied by the position xo of the centre of the packet, its amplitude, its wavevector qt and

width dt along the tangential direction. We also

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establish under which conditions, to be satisfied by

these parameters, such a reduced locally planar description of the perturbation is valid.

We show that the spatial localization of the

perturbation plays an essential role in the time evolution of such fluctuations, an effect which was

overlooked in the previous heuristic approaches.

Indeed, we find that, if the evolution equation for

qt does exhibit a term corresponding to the

Zel’dovich stretching (Eq. (2)), it also contains

another contribution. This new term corresponds to

the fact that a localized perturbation has a q-spec- trum with a finite width. Different q components have different amplification rates, described by equation (1). This « differential amplification >> re-

sults in a deformation of the wavepacket equivalent

to a drift of the central qt and of the width

dt.

Moreover, the conditions of validity of the locally planar approximation entail that this term is always

dominant as compared with the Zel’dovich stretch-

ing.

This results in a very different dynamics for the perturbation : it is now governed primarily by two

first-order differential equations which couple non- linearly qt and dt. We show that, due to the parabolic shape of the basic front profile characteristic of free diffusive growth, these equations exhibit a large time

solution for which qt approaches asymptotically the

local marginal wavevector qo. This asymptotically marginal behaviour is to be contrasted with the

prediction of the heuristic description that qt satu-

rates at a value of order p -1.

Of course, our description still exhibits the basic

amplification phenomenon. However, our locally planar approximation becomes invalid when the

wavelength qt 1 becomes of the order of the diffusion

length 1 = 2 D /V . Due to this limitation, we cannot

decide on the ultimate evolution of the perturbation

-

which might either restabilize or, possibly, satu-

rate with a quasi-constant amplitude. However,

since this regime corresponds to extremely large times, the question of the final evolution seems, in practice, rather academic.

2. Dynamical equation for a small localized deforma- tion of the needle crystal.

We consider a two-dimensional pure undercooled

material, and assume it to be described by the symmetric model [1] of solidification (identical ther-

mal properties in the solid and the liquid phases).

We show in appendix A that one can deduce from the growth equations of the symmetric model (volume heat diffusion equation plus front boundary conditions) a closed integro-differential equation describing the dynamical evolution of the front

profile of position z = {(x, t ) in the frame moving at velocity V in direction Oz. It reads :

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Of course, in equation (3), t > to.

Lengths are measured in units of the diffusion

length 1 = 2 D /V , times in units of the associated diffusion time l2/D, so that the velocity unit is V/2.

4 is the reduced undercooling 4 = (T M - Too) Cp/L (where TM is the melting tempera-

ture and Too that at infinity in the liquid) and do = do/l where do is the usual capillary length [1].

K is the front curvature, defined by :

Primes (resp. dots) stand for space (resp. time)

derivatives.

g is the 2-D diffusion kernel in our moving frame :

Finally, ’(x, to ) is the (given) initial front profile,

and u (x, z, to ) the (given) initial reduced thermal

field, defined by :

The freedom of choice of the initial thermal field is restricted by the fact that it must satisfy, on the

initial front, the two instantaneous boundary condi-

tions (continuity of temperature and Gibbs-Thom-

son condition), i.e.

The second and third terms on the r.h.s. of

equation (3) describe the retarded effect of the initial thermal configuration on the front profile at

92

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the later time t, while the first term accounts for the effect of subsequent latent heat release.

It is also checked in appendix A that, for statio- nary front profiles

-

if they exist

-

the last two

terms can be dropped provided that to --+ - oo in the

first one

-

i.e. equation (3) reduces to the usual stationary equation [1].

In the absence of surface tension (do = 0), equation (3) therefore has the well-known Ivantsov

degenerate family of parabolic stationary solutions

associated with the Ivantsov reduced thermal field ul (x, z ).

The Péclet number p = p /1 is related to L1 by :

As is now well known, the introduction of capillar- ity breaks the degeneracy of the Ivantsov family, reducing it, in the presence of an anisotropy of the

surface tension, to a discrete set of needle-crystal stationary solutions, the fastest of which is the only

non-unstable one [2]. For a small fourfold anisotropy

such that :

the needle-crystal is characterized by [13-15] :

with u 0 a number of order unity.

What we are interested in is the evolution of a

small deformation 5’ (x, t) of the needle-crystal

front profile. That is, we want to linearize equation (3) about the needle-crystal solution. How- ever, in all the following, we will limit ourselves to the situation where

In this limit

-

which is precisely that in which the

velocity selection problem can be treated analytically

- the departures S, NC, S UNC between the needle-

crystal and the Ivantsov profiles and thermal fields

are small and can thus be obtained, themselves, in

the linear approximation.

Therefore, in order to obtain the linearized

equation of evolution for a small deformation of the

needle-crystal, it is finally sufficient to linearize

equation (3) about the Ivantsov solution (Eq. (9))

and substract from this the linearized equation

satisfied by {S’ NC, S UNC} .

This calculation is performed in appendix B,

where we show that 5 C (x, t ) satisfies the following

linearized equation (3) :

So, in this equation, the existence of the needle-

crystal solution is only implicit, its only role being to

select uniquely the value V of the velocity (i.e. of the

reduced do = do V /2 D). Note, also, that we do not

retain in equation (14) the (small) surface ani-

sotropy. Indeed, while it is an essential ingredient in

the needle-crystal problem because it changes quali- tatively the nature of the singularities of the relevant

equation, which are crucial for velocity selection [13- 15], we will see in the subsequent analysis that this singularity spectrum does not play any special role in

the question of interest to us here, namely that of the

evolution of a Zel’dovich wavepacket.

Finally, we will simplify equation (14) further by performing the quasi-stationary approximation

-

which amounts to setting 8’ (y, t’) = 8’ (y, t ) everywhere but in the time-derivative 5 4 (y t ‘ ). As

discussed for example in reference [1], this is legiti-

mate if the characteristic time scale for the evolution of 5 C, úJ - 1, is much longer than the time for heat diffusion on the characteristic wavelength of the deformation, I. e, w qt. This is indeed the case for

the class of deformations we consider, for which the initial qt is of order qrn - do 1/2 > 1, and the evolution

rate of which will be, roughly, the local MS one.

Setting :

(3 ) The integrals in the first and second terms of the r.h.s. of equation (14) are to be understood as principal parts, since the divergences which appear when they are

treated separately cancel systematically, as is natural,

when both terms are treated as a whole.

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equation (14) then becomes :

where

The integrations in A2 can be performed exactly.

This was done in reference [16], from which one

gets :

-

We are interested specifically in localized perturb

bations. This means that the function exp[S (y, t ) - S (x, t )] is strongly peaked in the region y - x, i.e.

important contributions to the space integration in A, in practice only come from small values of

u = y - x. In order to take advantage of this, we Taylor expand S (y, t ) and S (y, t’ ), up to second order only. The quantity g . exp[S (y, t ) - S (x, t )]

then reduces to :

We now make the assumption that the u-inte-

gration in A, is completely controlled by the first (Gaussian) exponential, centred at u = uo, and that

one can safely neglect the variations of the second

exponential around uo. We then obtain :

where:

Note that the fact that S, (x, t ) is localized in space

imposes S" 0.

The above approximation is valid only if

which is satisfied at all times if

Using equations (21), one easily finds that this is

equivalent to the condition :

We must now perform the T-integration in equation (19). Let us consider, for more clarity, the

first term, i.e. the integral

Two time scales appear when studying the integrand,

namely:

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contribution to I from times T > To is exponentially

small. So, if T 1 > To, I can be written :

Moreover, if t - to > To, the upper limit of inte-

gration can be carried to infinity, with errors of

order exp.(- (t - to )/ To ) only.

The condition for this to be possible (T1 > 70) can

be written, with the help of equations (26) :

Moreover, one may check that, when condition (28) is satisfied, A 1 in the T-range which contri- butes to I. So, for t

-

to > To, I can be calculated

trivially. Applying the same scheme of approxi-

mation to all terms in At, we find that, except in the initial stage t - to To, equation (16) finally reduces

to :

where :

All derivatives of S are understood to be taken at

(x, t ), and D1I2 is the continuation of that square root which is real positive when D is real positive.

3. Evolution equations for a Zel’dovich wavepacket.

At this stage, the problem of the dynamical evolution

of a localized perturbation therefore reduces to that

of solving equation (29)

-

which is still a formidable task, in view of its many non-linearities.

We want to specialize further and concentrate on

what we call Zel’dovich wavepackets, i.e. deforma- tions which are, not only well localized, but also characterized by a reasonably well-defined wavevec- tor q. Such a perturbation can be represented, at the

initial time to, as a sinusoid enveloped by. a Gaussian.

Guided by the heuristic analysis, we therefore make the ansatz that this functional form is preserved by

the dynamics, i.e. we look for solutions of equation (29) of the form :

q and a are the projections along the x-axis of the

wavevector qt and inverse square packet width

« measured in the direction tangent to the Ivantsov front (Eq. (9)) at point xo (t ). That is :

where

The quasi-stationary approximation used in § 2 imposes that we only consider packets with

On the other hand, in order for the wavelength of

the packet to be well-defined, we must assume that :

Finally, plugging expression (31) into equations (24), (28), and taking advantage of (34),

we can rewrite the conditions of validity of the quasi-

local approximation as :

so that, finally, restrictions (34) and (36) define the

conditions for our calculation to be valid.

On the one hand, they impose that the tangential width dt of the wavepacket (dt = Ut-1/2) be much

larger than A = qt 1 which can therefore be con-

sidered, to a good approximation, as the character- istic wavelength of the perturbation. On the other

hand, they limit dt to dt (pAt/cos2 () )1/2 =

(7?At t cos 6 )112, where R is the local radius of curva- ture of the Ivantsov parabola. This condition, which

results from equation (23), expresses that the pertur- bation is localized enough for the stationary front to

act on its evolution as a quasi-planar one.

Note that the first of the inequalities (36), together

with (34), also implies that

On the other hand, from conditions (36), q must

(8)

satisfy : q > ilpr’12. This condition must be satis-

fied, in particular, in the tip region, where it reduces to q > p-1- i.e. to imposing that the perturbation

be well localized on the scale of the tip radius. As already mentioned, we will be interested in the

« most dangerous » initial modes, for which q - dõ 1/2. So, it is possible to satisfy this locality con-

dition only if

That is, we find here again the condition of

smallness of Q which (cf. (13)) was also necessary to

approximate the needle-crystal by the Ivantsov para- bola.

As is clear on equation (29), in order to determine

our problem completely, not only must we choose an

initial shape for the front deformation, but, as well,

an initial shape for the departure 8 u;n = 8 u (x, z, to )

of the thermal field from the needle-crystal one.

Indeed, as is physically obvious, the choice of

8’ (x, to) does not fix 8 uin, but only restricts its possible shape via the instantaneous conditions (8)

which localize it along the front in the tangential

direction. An infinite variety of 8 u;n are, in principle, possible. However, it is physically reasonable to

consider only fluctuations with a not too small

probability of occurence, i.e. with a small extension in the direction transverse to the front, typically of

the order of the transverse range (2013 qt 1 ) of the MS

modes of tangential wavevector qt.

Then, the last term in the r.h.s. of equation (29)

describes the effect on the displaced front at point x,

time t, of the heat signal sent by the thermal field

defined at time to by 8u (x, z, to), centred at xo (to ). This signal dies out on a time of order

qt 2. One may notice that, under assumptions (31), (34), this is precisely, from equation (26), the time

scale To which defines the initial stage of the evolution.

Since we have assumed, in order for equation (29)

to hold, that t - to > To, we can safely neglect the

term associated with Bui. in this equation.

We now proceed in the following way : in coher-

ence with ansatz (31), we perform a Taylor expan- sion of equation (29) in the space variable x’ =

x - xo (t ) up to second order, and neglect higher

orders

-

which would be significant only if we

would go beyond the Gaussian approximation (31).

This yields three complex differential equations, i.e.

six equations coupling the four unknown functions

That is, this procedure provides a test of our basic

ansatz, namely that this overcomplete system must be compatible

-

once, of course, conditions (34)

and (36) are taken into account to select dominant terms.

The zeroth order equations are obtained by simply setting x = xo (t ) in equation (29), and writing :

since, due to condition (34), xo/pq = sin 0 lq, ..c 1.

This can be understood as expressing the fact that, for qt >> 1, the tangential drift of the wavepacket on

the characteristic diffusion time qt 2 is much smaller than the wavelength qt itself. That is, it ensures

that the system remains quasistationary in the pre-

sence of the drift.

Once conditions (36) are also taken into account to neglect non-dominant terms, the equations reduce

to :

Note that, in deriving equation (40b), we have made

the additionary assumption that :

As will appear later, this does not bring in any further restriction. Indeed, we have already assumed

that do q2 _ 1 in the tip region, and we will check

later that this entails that condition (41) is then always fulfilled at later times.

Equation (40a) gives the rate of amplification of

the packet. The first term in the r.h.s. can be written

as :

that is, precisely, the MS rate (Eq. (1) here written in dimensionless form) for a planar front moving

with the normal velocity V cos 0.

The second and third terms describe the flattening

of the deformation caused by the « stretching of the wavelength ». This effect, first identified by

Zel’dovich et al. [9], has also been discussed by

Bensimon et al. [10] in the frame of the Saffman- Taylor problem. What appears from equation (40a)

is that the stretching effect for a localized perturba-

tion is that, not on q, but on S’

-

which introduces the new term - a xo xo/pq 2.

The last contribution, proportional to a, is related

to the stretching of the packet envelope. Finally,

note that the term 1 /pq 2 is negligible compared with

the MS one as long as cos 8 is not too small

-

i.e.

not too far in the tail of the needle-crystal

-

while it

is much smaller than axo XO/pq2 (as estimated from

(9)

Eq. (40b)) in the tail region. So, it can in practice be safely neglected everywhere.

Equation (40b) determines the drift of the

wavepacket. Its first r.h.s. term is simply

2 sin 0 cos 8, i.e. the projection on the x-axis of the tangential component of the growth velocity,

V sin 0. The other terms describe an additional drift induced by the fact that the stretching occurs on a

curved front.

Similarly, one can calculate the first and second order coefficients of the x’-Taylor expansion of equation (29), and sort out dominant terms. Per- forming this particularly tedious, but totally straightforward task, one obtains, with the help of equations (40) and condition (41)

and

where El and EZ are sums of terms of order llap, llqt, alq 2 at least, i. e. Eil. However, since do q 2/ r 0 1/2 = do qt/cos 2 0 and xo/p3 qua cannot

be bounded a priori with the only help of (34), (36), (41) in the tail region, the corresponding terms

should be retained at this stage. We will check later that they are in fact negligible everywhere.

One immediately sees by comparing equations (40b), (42b), (43b) that the compatibility conditions ensuring the validity of ansatz (31) are :

The packet drift velocity is then given by

that is, such a localized perturbation does not drift tangentially in the lab frame.

Using equations (42a), (43a) and (32), (33), one

gets the evolution equations for the tangential

wavevector and packet width parameter :

where, in agreement with the above remark, we

have dropped the terms of order Folpq 3 and Ei Xolp qa.

as given by equation (46), is seen to be the

sum of two terms :

(i) the term (qt/qt )z = - 2 cos4 0 lp is exactly the

Zel’dovich-Pelce one, (s:n 0 )/sin 0, calculated

with the help of equations (33) and (45). Note that

the term - 4 cos4 B /p in equation (47) simply ex-

presses the fact that, in the heuristic description, the packet width at 1/2 stretches exactly as the wavelength qt 1.

(ii) a term proportional to at, (4t/qt),.c, which

results directly from the spatial localization of the

perturbation, and is therefore absent from the heuristic equations. In order of magnitude :

From condition (36), qt cos2 0 lp a, 1, so that

the Zel’dovich stretching term is always negligible

with respect to the term due to spatial localization.

That the same is true for ci,/a, is clear in the tip region, where do q t 2 _ 1. Again, we will check in the next section that this remains true in the tail region

as well.

Then, it is easy to verify that conditions (44) are automatically satisfied by deformations which obey

conditions (34), (36).

The physical origin of the « new » terms pro-

portional to a t in equations (46) and (47) can be

understood quite simply. Consider a deformation

ð’ = exp S, with S given by equation (31). Its spatial Fourier spectrum in the tangential variable

s = x’ /cos 0 at time t is :

In order to build ð’ (k, t + 5 t ), we take advantage

of the fact that, to lowest order, each plane wave component is amplified with the local MS rate

Since the packet contains many basic wavelengths

qt l, it is localized enough in k-space for a Taylor

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expansion of w (k ) about k = qt to be a good approximation ; That is :

and the « differential MS amplification » gives rise to

contributions to (4t/qt) and (åt/ at) :

which reproduces exactly the new terms in equations (46), (47).

So, the presence of these terms can be predicted, again, on the basis of a heuristic argument. However,

this type of approach is insufficient to compare their order of magnitude with that of the Zel’dovich ones,

a question which cannot be decided upon without

resorting to the complete above analysis.

4. Discussion.

So, the dynamics of the Zel’dovich wavepacket is finally described by the four equations :

The only one which can be integrated trivially is equation (53a) for the packet-center motion, which gives :

One is thus left with the problem of solving the two coupled non-linear equations for qt and at. Setting :

one reduces them to the following parameter-free

form :

Since Q is measured in units of the marginal MS

wavevector at the tip qoo = do 1/2, equations (56)

must be integrated starting from an initial Q of order

1- and, of course, smaller than 1 in order for any

amplification to occur. Condition (36) imposes that

the initial A should satisfy :

We cannot, of course, find an exact analytic

solution of equations (54)-(56). One may, however,

make the following qualitative remark : since they

are parameter-free, and since xo (t ) is a completely

smooth function, the only scale for qt t is do 1/2. So,

there does not appear to be any reason why the system should exhibit the « intermediate stage » of the Zel’dovich-Pelc6 analysis

-

where qt p -1

while 0 -- 7T /4

-

which would mean that qt would

have decreased by a factor of order 1/2 (a parameter which is not only very small, but absent from the

equations) on a time interval of order 1. So, our

guess is that the above local reduction will remain valid in the region 0 -- 7r /4 and in fact, as we will

now discuss, much farther along the tail (i.e. up to

large times) as well.

Moreover, it is possible to get a more precise idea

about large time behaviors by looking for an asymp- totic solution of equations (56). For t - to > p, from

equation (54) :

One then easily checks that equations (56) have the asymptotic solution :

One must check that this solution does satisfy all

the validity conditions listed in § 3.

The condition of quasi-stationarity (34) limits this asymptotic regime on the large time side to :

So, it appears that the local reduction fails to describe the latest stage of the evolution. However,

due to the smallness of do (typically of the order of a

few angstroms) and since, moreover, p is typically of

order 10-1 1 at most in experimental situations, the large time limit T is, in practice, extremely large. For example, the distance on which the tip has grown

during T is, in physical variables, of order

1 T - pd /do, which is enormously larger than the tip

(11)

radius. So, it is seen that this restriction is essentially

academic. Moreover, at such long times, the total amplification is so large that non-linear effects have most likely already become non-negligible.

It is then easy to check that, in this regime (p t - to T), the asymptotic solution (59) satis-

fies all the conditions for equations (53) to be a valid description, i.e. conditions (36), (41) and (44), as

well as Tolpq3 1, l xolp3 Ra 1.

The asymptotic solution (59a) exhibits an import-

ant physical property : the time-dependent tangential

wavevector that it defines is strictly equal to that of

the local marginal MS mode :

That is, the above asymptotic solution describes a regime in which the deformation has locked the value of its wavelength on the marginal one, which increases as the deformation travels farther into the tail

-

i.e. as the front becomes locally more stable,

due to the decrease of its normal velocity. Note that, although this wavelength does not saturate, it varies

as T 114

(or, in space, as z "4), i.e. very slowly. In this regime, the width of the wavepacket increases as

7"3/8, i.e. the number of wavelengths it contains grows

as T 118.

The asymptotic marginality entails that the local MS term in f is zero. One could therefore be

tempted to conclude that the amplification is then governed by the other two terms of equation (53d).

However, one may check that, for the asymptotic solution, each of them is much smaller than, say, 2 q, cos 0

-

which is precisely the criterion we have used to define non-dominant terms. Therefore, in fact, only the local MS term in equation (53d) is significant and, within the accuracy of our approxi- mations, the packet amplitude is constant in the quasi-asymptotic regime.

Estimating the corrections associated with the various classes of neglected terms leads to conclude

that the above statement for f is true up to increasing

or decreasing terms varying as powers of T smaller than 1, which, of course, have extremely small amplitudes, so that one should truly call the corre- sponding regime « quasi-marginal ».

The question then immediately arises of the

stability of this solution

-

in other words, is any

trajectory of the system attracted towards it ? We will examine here its local stability, which can be

studied by linearizing equations (56) in the quan-

tities :

From equation (54) one gets, to dominant order in

1

One finds that x, y are linear combinations of the

eigensolutions :

where the C i are arbitrary constants, and :

At large z

x and y relax slowly (k2 = 0.175) towards zero.

That is, the asymptotic solution is locally stable

(4).

This of course does not give us any information about the size, in the 3-D space of initial conditions,

of its basin of attraction. A complete numerical analysis of equations (54)-(56) will be necessary to clear up this point. Such a study is also needed to answer other physically important questions, in particular :

-

given a trajectory sarting in the MS unstable

region and which is attracted towards the marginal solution, how fast does it converge onto it and, concomitantly, what is the amplification factor as-

sociated with it, f (t - oo ) ?

-

are there any trajectories which wander inside the unstable part of the local MS spectrum without

ever being attracted by the marginal one ? Could there be any that would drift across qo into the stable

region at early times ?

These questions, which are now being currently investigated, must be answered in detail. This should also permit to connect and compare the predictions

of the packet approach with those recently made

about branch spacing by Kessler and Levine [11] on

the basis of their numerical study of the spatial shape

of the eigenmodes of the needle-crystal.

Let us simply add here that, given the simple

functional form of the non-linearities in

equations (56), it is our guess that the basin of attraction of the marginal solution has a finite size. If

(4) Note that results (66) would become non-significant

when x, y become extremely small, since we have neg- lected small corrections to equations (56) such as the

Zel’dovich stretching terms. This, strictly speaking, pro- vides a limit to the accuracy on the position of the

attractor.

(12)

this is true, it means that, although we have found

that the reduced local evolution is not governed by

the Zel’dovich stretching effect, but primarily by the

« differential amplification » mechanism, the qualita-

tive features of the scenario based on transient

amplification are not destroyed. On the contrary,

the fact that there are perturbations which become marginal

-

i.e. keep a quasi-constant amplification

factor for very long times

-

can only result in the

enhancement of the efficiency with which this mechanism can drive the system across a subcritical bifurcation.

One last qualitative point is worth discussing, namely how does the above analysis transcribe to the

Saffman-Taylor [8, 10] problem ? Although we have

not repeated the detailed derivation for that case, we

believe, on the basis of the heuristic argument leading to equations (50-52), that one can directly apply equations (52) to viscous fingering. The role of the diffusion length is now played by the cell width.

Since the local planar spectrum is (in the appropriate

non-dimensionalized units) identical to the MS one,

the equations for the evolution of qt and « should

read :

The only difference with the free dendritic growth problem lies in the time (or, equivalently, space) dependence of 0, i. e. in the shape of the steady-state profile, which is here the MacLean-Saffman one. It is characterized by :

where s is the arc length along the profile.

It is easy to check that equations (67) have, for large times, an asymptotic solution for which, once again, the Zel’dovich stretching is negligible.

Moreover, in contradistinction with the free dendrite case, the cos 0 term in equation (67a) is also negli- gible, due to the rapid flattening of the tail induced

by the confinement. One then finds :

On the other hand, the local marginal wavevector qo (t ) decreases as (cos 0 )112 -- exp (- 7Tt /4). That

is, a wavepacket with an initial qt in the unstable

region of the local planar spectrum is amplified (in

the linear regime) only transiently [17], since, at long times, qt always crosses the marginal value into

the stable region. So, no marginal locking occurs for

the Saffman-Taylor system, and localized fluctua- tions finally regress.

This, again, agrees with the physical fact that

viscous ,fingers are more stable than free dendrites

against sidebranching.

This qualitative difference between long-time be-

haviours is not governed by the details of the MacLean-Saffman shape, but only by the overall tail

one. Indeed, one can easily verify on equations (67)

that it is only for cos 0 oc t - 1/2, i.e. for parabolic

steady-state tail profiles, that asymptotic marginal locking occurs, while all « straighter » (more con- fined) profiles lead to asymptotic regression. It

therefore seems that the parabolic profiles associated

with diffusion-limited non-confined growth can be termed, from the point of view of their sidebranching properties, as occupying a « marginal position » in

the space of profiles.

Appendix A

Let us consider two media (1) and (2) separated by

an interface S, and let D i (i = 1, 2 ) be the diffusion coefficient in medium (i). In the frame of reference

moving in the z-direction at velocity V, one can

define in each medium reduced time and space variables by :

where rand t are the physical variables. We introduce the following notation :

where zi = (i (Xi) is the equation of the interface

separating the two media. We take as positive the direction, of the normal to the interface pointing

from medium (1) (z, - 1 (xl)) into medium (2) (Z2:> (2(X2» so that the outward normal to medium

(i ) is defined by the unit vector :

1. GENERAL FORMALISM.

-

Let ui (Pi) be a dif-

fusion field in medium (i), satisfying, in the frame of reference moving at velocity V:

The associated retarded Green’s function

Gi (,pi, pi) is solution of :

(13)

so that, for a three-dimensional system :

Multiplying (A.4) by Gi (pi, p!) and (A.6) by ui (p!), adding and integrating over the volume

Vi (t!) and the time interval tio --- t! -- ti - (ti - = ti + 0_ ) one obtains, using equations (A.3), (A.5), (A.8)

and Green’s theorem :

Applying to (A.9) the theorem on the discontinuity of the heat potential of a double layer [18] according

to which :

one finds, at the interface :

On the other hand, one obtains by integration of (A.6) over space and time, and using equations (A.3)

and (A.8) :

It is easy to show with the help of (A.7) that the last term on the I.h.s. of equation (A.12) is zero, so

that, with the help of (A.10), equation (A.12) becomes :

(14)

2. THE SYMMETRIC MODEL OF SOLIDIFICATION.

-

In the symmetric model [1] one assumes that the

thermal properties (specific heat and diffusivity) are

the same in the two media, i.e.

The reduced variable ri and ti are the same in both

media and one can then drop the index i.

The temperature field in medium i satisfies the diffusion equation (A.4) and the boundary con-

ditions at the interface :

where TM is the melting temperature of the material.

If, as usual, we assume that far below the interface the temperature of the solid is TM, and if Too denotes

the temperature of the liquid phase far above the

interface, the reduced thermal fields satisfying (A.4)

and (A. 5) are :

They satisfy (see (A. 15)) the boundary conditions on

the interface :

where A = (TM - T.) CP/L is the reduced under-

cooling.

Summing (A.11) and (A.13) over the index i and

using equation (A.17) one finally obtains :

from which one can immediately infer the 2-D

version, equation (3).

Note that the second term of the r.h.s. of

equation (A.18) can be rewritten as (cf. Eq. (A.7)) :

where

Let us now assume that equation (A.18) has a stationary solution z = (p ), and let to go to

-

oo. Then, provided that the (initial) stationary

fields Ui (r’) centred about the front position, have a

finite range in the direction transverse to it, the first

term on the r.h.s. of equation (A.18) goes to zero.

On the other hand, let the dimension of the system along the z-direction be L. Then , [ § (p ) - § (p ’ ) I

--- L, and the argument of the Erfc function in

equation (A.19) goes to infinity, so that F(ps,

to - - oo) vanishes, after which one may let L tend to infinity. Then, under this well-defined limit pro- cedure, equation (A.17) reduces to :

which is the standard form [1] of the stationary front equation.

Appendix B

Linearizing equation (3) about the Ivantsov solution CI(x)

-

which solves it in the limit do =

0 -, one obtains, when setting :

(15)

where :

u2 I (y, z ) is the Ivantsov reduced thermal field in the liquid phase, which satisfies the interface condition (see Eq. (8)) : 1

Integrating by parts on z in the first term on the r.h.s. of equation (B.3), using (B.4) and taking advantage of :

one can write :

where :

We will now show that W, and consequently U as well, is time-independent, i.e. can be computed in the

limit to -+ - oo where its first term vanishes.

We therefore calculate, with the help of equation (B.7), the derivative aW/ato. Using the 2-D version of the equation (see Eq. (A.6)) satisfied by g for t , to + 0 + , and integrating by parts on the space variables,

we get:

Since u2I I is a time-independent solution of our problem, it satisfies the time-independent version of equation (A.4), i.e. the first term in equation (B.8)

vanishes. On the other hand, the Ivantsov thermal field satisfies the heat balance condition (Eq. (A. 17))

on the interface C I (x). Since [1] ul I (y, z ) = 0 in the

solid phase, this condition reduces, in two dimen- sions, to :

i.e. the second contribution to aW/ato also vanishes,

which completes our proof that

Then, setting

and noticing that 5’ NC (x) is precisely defined so as

to be a stationary solution of equation (B.2), one immediately obtains equation (14) for 5’ (x, t).

Note that the fact that U is time independent

expresses a simple physical fact : in the r.h.s. of

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