Simulations of complex fluids by mixed lattice Boltzmann—finite difference methods

We present the numerical results of simulations of complex fluids under shear flow. We employ a mixed approach which combines the lattice Boltzmann method for solving the Navier–Stokes equation and a finite difference scheme for the convection–diffusion equation. The evolution in time of shear banding phenomenon is studied. This is allowed by the presented numerical model which takes into account the evolution of local structures and their effect on fluid flow.     

Unequal twins: probability distributions do not determine everything

It is the common lore to assume that knowing the equation for the probability distribution function (PDF) of a stochastic model as a function of time tells the whole picture defining all other characteristics of the model. We show that this is not the case by comparing two exactly solvable models of anomalous diffusion due to geometric constraints: the comb model and the random walk on a random walk. We show that though the two models have exactly the same PDFs, they differ in other respects, like their first passage time distributions, their autocorrelation functions, and their aging properties.     

On the diffusion of a point source modelled by a mixed derivative equation

We consider a linear constant coefficient diffusion equation with a mixed derivative term that exhibits the same statistical properties as the phenomenological diffusion equation. The solution of this diffusion equation represents the time evolution of a probability distribution with oscillating tails.     

A two-region diffusion model for current-induced instabilities of step patterns on vicinal Si(1 1 1) surfaces

We study current-induced step bunching and wandering instabilities with subsequent pattern formations on vicinal surfaces. A novel two-region diffusion model is developed, where we assume that there are different diffusion rates on terraces and in a small region around a step, generally arising from local differences in surface reconstruction. We determine the steady state solutions for a uniform train of straight steps, from which step bunching and in-phase wandering instabilities are deduced. The physically suggestive parameters of the two-region model are then mapped to the effective parameters in the usual sharp step models. Interestingly, a negative kinetic coefficient results when the diffusion in the step region is faster than on terraces. A consistent physical picture of current-induced instabilities on Si(1 1 1) is suggested based on the results of linear stability analysis. In this picture the step wandering instability is driven by step edge diffusion and is not of the Mullins–Sekerka type. Step bunching and wandering patterns at longer times are determined numerically by solving a set of coupled equations relating the velocity of a step to local properties of the step and its neighbors. We use a geometric representation of the step to derive a nonlinear evolution equation describing step wandering, which can explain experimental results where the peaks of the wandering steps align with the direction of the driving field.     

Results for a fractional diffusion equation with a nonlocal term in spherical symmetry

We obtain time dependent solutions for a fractional diffusion equation containing a nonlocal term by considering the spherical symmetry and using the Green function approach. The nonlocal term incorporated in the diffusion equation may also be related to the spatial and time fractional derivative and introduces different regimes of spreading of the solution with the time evolution. In addition, a rich class of anomalous diffusion processes may be described from the results obtained here.     

Geometric scaling as traveling waves

We show the relevance of the nonlinear Fisher and Kolmogorov-Petrovsky-Piscounov (KPP) equation to the problem of high energy evolution of the QCD amplitudes. We explain how the traveling wave solutions of this equation are related to geometric scaling, a phenomenon observed in deep-inelastic scattering experiments. Geometric scaling is for the first time shown to result from an exact solution of nonlinear QCD evolution equations. Using general results on the KPP equation, we compute the velocity of the wave front, which gives the full high energy dependence of the saturation scale.     

Finite correlation time effects in nonequilibrium phase transitions: I. Dynamic equation and steady state properties

We determine an approximate renormalized equation of evolution for an arbitrary nonlinear single-degree-of-freedom system externally driven by Gaussian parametric fluctuations of finite correlation time. The renormalization scheme used here gives a second order equation with a time-and-state-dependent “diffusion coefficient”. We are able to calculate the diffusion coefficient in closed form. The steady-state distribution can easily be obtained from the evolution equation. We are thus able to determine the parameter dependence of the steady-state distribution and, in particular, the influence of a correlation time of the fluctuations, which does not vanish, on the steady-state distribution.     

Multiscale modeling of submonolayer growth for Fe/Mo (110)

We use a multiscale approach to study a lattice-gas model of submonolayer growth of Fe/Mo (110) by Molecular Beam Epitaxy. To begin with, we construct a two-dimensional lattice-gas model of the Fe/Mo (110) system based on our first-principles calculations of the monomer diffusion barrier and adatom-adatom interactions. The model is investigated by equilibrium Monte Carlo (MC) simulations to compute the diffusion coefficients of Fe islands of different sizes. These diffusion coefficients are used as input to the coarse-grained kinetic rate equation (KRE) approach. We also evaluate effects of the range of Fe-Fe interaction, restriction of interaction to third nearest neighbors allowed to develop feasible atomistic kinetic Monte Carlo (KMC) model. We calculate time evolution of the island size distributions by both KMC and KRE methods and find good agreement between the two methods.     

Dynamic fitness landscapes: expansions for small mutation rates

We study the evolution of asexual microorganisms with small mutation rate in fluctuating environments, and develop techniques that allow us to expand the formal solution of the evolution equations to first order in the mutation rate. Our method can be applied to both discrete time and continuous time systems. While the behavior of continuous time systems is dominated by the average fitness landscape for small mutation rates, in discrete time systems it is instead the geometric mean fitness that determines the system's properties. In both cases, we find that in situations in which the arithmetic (resp. geometric) mean of the fitness landscape is degenerate, regions in which the fitness fluctuates around the mean value present a selective advantage over regions in which the fitness stays at the mean. This effect is caused by the vanishing genetic diffusion at low mutation rates. In the absence of strong diffusion, a population can stay close to a fluctuating peak when the peak's height is below average, and take advantage of the peak when its height is above average.     

Exactly Solvable Model of Quantum Diffusion

We study the transport property of diffusion in a finite translationally invariant quantum subsystem described by a tight-binding Hamiltonian with a single energy band. The subsystem interacts with its environment by a coupling expressed in terms of correlation functions which are delta-correlated in space and time. For weak coupling, the time evolution of the subsystem density matrix is ruled by a quantum master equation of Lindblad type. Thanks to the invariance under spatial translations, we can apply the Bloch theorem to the subsystem density matrix and exactly diagonalize the time evolution superoperator to obtain the complete spectrum of its eigenvalues, which fully describe the relaxation to equilibrium. Above a critical coupling which is inversely proportional to the size of the subsystem, the spectrum at given wave number contains an isolated eigenvalue describing diffusion. The other eigenvalues rule the decay of the populations and quantum coherences with decay rates which are proportional to the intensity of the environmental noise. An analytical expression is obtained for the dispersion relation of diffusion. The diffusion coefficient is proportional to the square of the width of the energy band and inversely proportional to the intensity of the environmental noise because diffusion results from the perturbation of quantum tunneling by the environmental fluctuations in this model. Diffusion disappears below the critical coupling     

Restricted diffusion and exchange of water in porous media: average structure determination and size distribution resolved from the effect of local field gradients on the proton NMR spectrum

NMR Pulsed field gradient measurements of the restrained diffusion of confined fluids constitute an efficient method to probe the local geometry in porous media. In most practical cases, the diffusion decay, when limited to its principal part, can be considered as Gaussian leading to an apparent diffusion coefficient. The evolution of the latter as a function of the diffusion interval yields average information on the surface/volume ratio of porosities and on the tortuosity of the network. In this paper, we investigate porous model systems of packed spheres (polystyrene and glass) with known mean diameter and polydispersity, and, in addition, a real porous polystyrene material. Applying an Inverse Laplace Transformation in the second dimension reveals an evolution of the apparent diffusion coefficient as a function of the resonance frequency. This evolution is related to a similar evolution of the transverse relaxation time T2. These results clearly show that each resonance frequency in the water proton spectrum corresponds to a particular magnetic environment produced by a given pore geometry in the porous media. This is due to the presence of local field gradients induced by magnetic susceptibility differences at the liquid/solid interface and to slow exchange rates between different pores as compared to the frequency differences in the spectrum. This interpretation is nicely confirmed by a series of two-dimensional exchange experiments.     

Triangular arbitrage as an interaction among foreign exchange rates

We first show that there are in fact triangular arbitrage opportunities in the spot foreign exchange markets, analyzing the time dependence of the yen–dollar rate, the dollar–euro rate and the yen–euro rate. Next, we propose a model of foreign exchange rates with an interaction. The model includes effects of triangular arbitrage transactions as an interaction among three rates. The model explains the actual data of the multiple foreign exchange rates well.     

Diffusion phase diffraction gratings

Ion exchange in glass is studied. The two-dimensional diffusion equation with periodic boundary conditions that describes the formation of a diffraction grating in glass is numerically solved. The existence of the optimum diffusion time providing the maximum diffraction efficiency in the first order is demonstrated. Dependences of the optimum diffusion time and the maximum diffraction efficiency on the space factor of a mask used for ion exchange are found.     

Diffusion,effusion, and chaotic scattering: An exactly solvable Liouvillian dynamics

We study diffusion and chaotic scattering in a chain of baker maps coupled together which forms an area-preserving mapping of an infinitely extended strip onto itself. This exactly solvable mapping sustains chaotic behaviors and diffusion processes. The relationship between the diffusion coefficient, the Lyapunov exponent, and the entropy per unit time is derived. The long-lived classical resonances of the Liouville evolution operator are proved to converge toward the eigenvalues of the phenomenological diffusion equation. In this sense, there is a quasi-isomorphism between the resonance spectrum of the Liouville evolution and the eigenvalue spectrum of the phenomenological diffusion equation. Furthermore, we show that a fractal repeller is associated to each non-equilibrium state in the isolated and finite multibaker chain. The nonequilibrium states are all unstable with respect to the equilibrium, validating a weak form of the second principle of thermodynamics for the present dynamical system. Consequences of nonequilibrium fractals on classical measurements are discussed. We then describe the open multibaker chain as a scattering system. Fractal properties of chaotic scattering are here shown to be related to diffusion in the chain.     

A plasma resistive diffusion model

A self-consistent study of the slow resistive evolution of an axisymmetric toroidal plasma gives rise to a set of transport equations involving one space variable which require input from the solution of a generalized differential equation obtained from the time-differentiated Grad-Shafranov equation. An iterative scheme is presented for the numerical solution of this generalized differential equation which overcomes the problems of the non-standard boundary conditions. As an illustration this method is used to compute the instantaneous diffusion velocity of a class of model toroidal equilibria. A more detailed study is presented of the time evolution of this model in the cylindrical limit in order to illustrate techniques which can be used in a more complete toroidal simulation.     

量子扩散通道中Wigner算符的演化规律

众所周知,量子态的演化可用与其相应的Wigner函数演化来代替.因为量子态的Wigner函数和量子态的密度矩阵一样,都包含了概率分布和相位等信息,因此对量子态的Wigner函数进行研究,可以更加快速有效地获取量子态在演化过程的重要信息.本文从经典扩散方程出发,利用密度算符的P表示,导出了量子态密度算符的扩散方程.进一步通过引入量子算符的Weyl编序记号,给出了其对应的Weyl量子化方案.另外,借助于密度算符的另一相空间表示-Wigner函数,建立了Wigner算符在扩散通道中演化方程,并给出了其Wigner算符解的形式.本文推导出了Wigner算符在量子扩散通道中的演化规律,即演化过程中任意时刻Wigner算符的形式.在此结论的基础上,讨论了相干态经过量子扩散通道的演化情况.     

Geometric phase in a Bose-Einstein-Josephson junction

We calculate the geometric phase associated with the time evolution of the wave function of a Bose-Einstein condensate system in a double-well trap by using a model for tunneling between the wells. For a cyclic evolution, this phase is shown to be half the solid angle subtended by the evolution of a unit vector whose z-component and azimuthal angle are given, respectively, by the population difference and phase difference between the two condensates. For a non-cyclic evolution, an additional phase term arises. We show that the geometric phase can also be obtained by mapping the tunneling equations on to the equations of a space curve. The importance of a geometric phase in the context of some recent experiments is pointed out.     

Nonlinear diffusion limit for a system with nearest neighbor interactions

We consider a system of interacting diffusions. The variables are to be thought of as charges at sites indexed by a periodic one-dimensional lattice. The diffusion preserves the total charge and the interaction is of nearest neighbor type. With the appropriate scaling of lattice spacing and time, a nonlinear diffusion equation is derived for the time evolution of the macroscopic charge density.Work supported by the National Science Foundation under grants no. DMS 8600233 and DMS 8701895     

Non-Markovian diffusion equations and processes: Analysis and simulations

In this paper we introduce and analyze a class of diffusion type equations related to certain non-Markovian stochastic processes. We start from the forward drift equation which is made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation can be interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the memory kernel K(t). We develop several applications and derive the exact solutions. We consider different stochastic models for the given equations providing path simulations.