Reaction kinetics in polymer melts

We study the reaction kinetics of end-functionalized polymer chains dispersed in an unreactive polymer melt. Starting from an infinite hierarchy of coupled equations for many-chain correlation functions, a closed equation is derived for the 2nd order rate constant k after postulating simple physical bounds. Our results generalize previous 2-chain treatments (valid in dilute reactants limit) by Doi [#!doi:inter2!#], de Gennes [#!gennes:polreactionsiandii!#], and Friedman and O'Shaughnessy [#!ben:interdil_all_aip!#], to arbitrary initial reactive group density n₀ and local chemical reactivity Q. Simple mean field (MF) kinetics apply at short times, .For high Q, a transition occurs to diffusion-controlled (DC) kinetics with (where x_t is rms monomer displacement in time t) leading to a density decay . If n₀ exceeds the chain overlap threshold, this behavior is followed by a regime where during which k has the same power law dependence in time, , but possibly different numerical coefficient. For unentangled melts this gives while for entangled cases one or more of the successive regimes ,t ^-3/8 and t ^-3/4 may be realized depending on the magnitudes of Q and n₀. Kinetics at times longer than the longest polymer relaxation time are always MF. If a DC regime has developed before then the long time rate constant is where R is the coil radius. We propose measuring the above kinetics in a model experiment where radical end groups are generated by photolysis. Received: 2 June 1998 / Revised: 9 July 1998 / Accepted: 10 July 1998     

Stochastic relaxational dynamics applied to finance: Towards non-equilibrium option pricing theory

Non-equilibrium phenomena occur not only in the physical world, but also in finance. In this work, stochastic relaxational dynamics (together with path integrals) is applied to option pricing theory. Equilibrium in financial markets is defined as the absence of arbitrage, i.e. profits “for nothing”. A recently proposed model (by Ilinski et al.) considers fluctuations around this equilibrium state by introducing a relaxational dynamics with random noise for intermediate deviations called “virtual” arbitrage returns. In this work, the model is incorporated within a martingale pricing method for derivatives on securities (e.g. stocks) in incomplete markets using a mapping to option pricing theory with stochastic interest rates. The arbitrage return is considered as a component of a fictitious short-term interest rate in a virtual world. The influence of intermediate arbitrage returns on the price of derivatives in the real world can be recovered by performing an average over the (non-observable) arbitrage return at the time of pricing. Using a famous result by Merton and with some help from the path integral method, exact pricing formulas for European call and put options under the influence of virtual arbitrage returns (or intermediate deviations from economic equilibrium) are derived where only the final integration over initial arbitrage returns needs to be performed numerically. This result, which has not been given previously and is at variance with results stated by Ilinski et al., is complemented by a discussion of the hedging strategy associated to a derivative, which replicates the final payoff but turns out to be not self-financing in the real world, but self-financing when summed over the derivative's remaining life time. Numerical examples are given which underline the fact that an additional positive risk premium (with respect to the Black-Scholes values) is found reflecting extra hedging costs due to intermediate deviations from economic equilibrium. Received 16 June 1999 and Received in final form 26 September 1999     

Steady-states and kinetics of ordering in bus-route models: connection with the Nagel-Schreckenberg model

A Bus Route Model (BRM) can be defined on a one-dimensional lattice, where buses are represented by “particles” that are driven forward from one site to the next with each site representing a bus stop. We replace the random sequential updating rules in an earlier BRM by parallel updating rules. In order to elucidate the connection between the BRM with parallel updating (BRMPU) and the Nagel-Schreckenberg (NaSch) model, we propose two alternative extensions of the NaSch model with space-/time-dependent hopping rates. Approximating the BRMPU as a generalization of the NaSch model, we calculate analytically the steady-state distribution of the time headways (TH) which are defined as the time intervals between the departures (or arrivals) of two successive particles (i.e., buses) recorded by a detector placed at a fixed site (i.e., bus stop) on the model route. We compare these TH distributions with the corresponding results of our computer simulations of the BRMPU, as well as with the data from the simulation of the two extended NaSch models. We also investigate interesting kinetic properties exhibited by the BRMPU during its time evolution from random initial states towards its steady-states. Received 16 December 1999     

Log-periodic oscillations for biased diffusion of a polymer chain in a porous medium

A coarse-grained off-lattice bead-spring model is used to reveal the complex dynamics of a polymer chain in a quenched porous medium in the presence of an external field B. The behavior of the mean square displacement (MSD) of the center chain bead and that of the center of mass of the chain as a function of time is studied at different values of the barrier concentration C, the field strength B and the chain length N. In a field, important information on the way in which chains move between obstacles and overcome them is gained from the MSD vs. time analysis in the directions parallel and perpendicular to the flow. Instead of a steady approach to uniform drift-like motion at low C, for sufficiently strong field B we observe logarithmic oscillations in the effective exponents describing the time dependence of the MSD along and perpendicular to field. A common nature of this phenomenon with oscillatory behavior, observed earlier for biased diffusion of tracers on random lattices, is suggested. Received 7 August 1998     

Slow relaxation experiments in disordered charge and spin density waves: collective dynamics of randomly distributed solitons

We show that the dynamics of disordered charge density waves (CDWs) and spin density waves (SDWs) is a collective phenomenon. The very low temperature specific heat relaxation experiments are characterized by: (i) “interrupted” ageing (meaning that there is a maximal relaxation time); and (ii) a broad power-law spectrum of relaxation times which is the signature of a collective phenomenon. We propose a random energy model that can reproduce these two observations and from which it is possible to obtain an estimate of the glass cross-over temperature (typically T _g≃ 100-200 mK). The broad relaxation time spectrum can also be obtained from the solutions of two microscopic models involving randomly distributed solitons. The collective behavior is similar to domain growth dynamics in the presence of disorder and can be described by the dynamical renormalization group that was proposed recently for the one dimensional random field Ising model [D.S. Fisher, P. Le Doussal, C. Monthus, Phys. Rev. Lett. 80, 3539 (1998)]. The typical relaxation time scales like ∼τexp(T _g/T). The glass cross-over temperature T_g related to correlations among solitons is equal to the average energy barrier and scales like T _g∼ 2xξΔ. x is the concentration of defects, ξ the correlation length of the CDW or SDW and Δ the charge or spin gap. Received 12 December 2001     

Magnetic fluctuations in coupled inequivalent Hubbard layers as a model for

We investigate, within the fluctuation-exchange approximation, a correlated-electron model for represented by two inequivalent Hubbard layers coupled by an interlayer hopping . An energy offset is introduced in order to produce a different charge carrier concentration in the two layers. We compare several single-particle and magnetic excitations, namely, the single particle scattering rate, the spectral function and the spin lattice as well as spin-spin relaxation times in the two layers as a function of . We show that the induced interlayer magnetic coupling produces a tendency to “equalization” of the magnetic properties in the two layers whereby antiferromagnetic fluctuations are suppressed in the less doped layer and enhanced in the heavily doped one.The strong antiferromagnetic bilayer coupling causes the charge carriers in the plane with larger doping concentration to behave similar to those of the underdoped layer, they are coupled to. This effect grows for decreasing temperature. For high temperatures or if both layers are optimally or overdoped, i.e. when the antiferromagnetic correlation length becomes of the order or smaller than one lattice site the charge carrier and magnetic dynamics of the two layers is disconnected and the equalization effect disappears. These results are in good agreement with NMR experiments on by Stern et al. [Phys. Rev B 51, 15478 (1995)]. We also compare the results with calculations on bilayer systems with equivalent layers as models for the constituent compounds and . Received: 28 August 1998     

A generalized spin model of financial markets

We reformulate the Cont-Bouchaud model of financial markets in terms of classical “super-spins” where the spin value is a measure of the number of individual traders represented by a portfolio manager of an investment agency. We then extend this simplified model by switching on interactions among the super-spins to model the tendency of agencies getting influenced by the opinion of other managers. We also introduce a fictitious temperature (to model other random influences), and time-dependent local fields to model a slowly changing optimistic or pessimistic bias of traders. We point out close similarities between the price variations in our model with N super-spins and total displacements in an N-step Levy flight. We demonstrate the phenomena of natural and artificially created bubbles and subsequent crashes as well as the occurrence of “fat tails” in the distributions of stock price variations. Received 13 October 1998     

Numerical study of local and global persistence in directed percolation

The local persistence probability P _l (t) that a site never becomes active up to time t, and the global persistence probability P _g (t) that the deviation of the global density from its mean value does not change its sign up to time t are studied in a (1+1)-dimensional directed percolation process by Monte-Carlo simulations. At criticality, starting from random initial conditions, P _l (t) decays algebraically with the exponent . The value is found to be independent of the initial density and the microscopic details of the dynamics, suggesting is an universal exponent. The global persistence exponent is found to be equal or larger than . This contrasts with previously known cases where . It is shown that in the special case of directed-bond percolation, P _l (t) can be related to a certain return probability of a directed percolation process with an active source (wet wall). Received: 15 December 1997 / Revised: 6 April 1998 / Accepted: 29 May 1998     

Magnetic tunneling told to ignorants by two ignorants

Magnetic tunneling of a large spin subject to the Hamiltonian is investigated by elementary methods for weak fields H. In zero field (H=0) the tunnel frequency in the ground state is found to be equal to [0pt] multiplied by a quantity whose variation with s is slower than exponential. This result coincides with that of path integral methods [#!schi!#]. For the values of the longitudinal field which allow tunneling, the tunnel frequency is shown to vanish when H _y =0 for certain “diabolic" values of [0pt] , in qualitative agreement with experiments by Wernsdorfer and Sessoli. The particular case H _z =0 was already obtained by Garg by means of path integrals. The diabolic values of are in agreement with numerical results but, as already noticed by Wernsdorfer and Sessoli, they disagree with the experimental ones. This may be an effect of higher order anisotropy terms, which is briefly addressed in the conclusion. Received 17 May 2000     

Magnetic transition and polaron crossover in a two-site single polaron model including double exchange interaction

A two-site double exchange model with a single polaron is studied using a perturbation expansion based on the modified Lang-Firsov transformation. The antiferromagnetic to ferromagnetic transition and the crossover from small to large polaron are investigated for different values of the antiferromagnetic interaction (J) between the core spins and the hopping (t) of the itinerant electron. Effect of the external magnetic field on the small to large polaron crossover and on the polaronic kinetic energy are studied. When the magnetic transition and the small to large polaron crossover coincide for some suitable range of J/t, the magnetic field has very pronounced effect on the dynamics of polarons. Received 1 June 2000     

Velocity measurement of a settling sphere

We study experimentally the motion of a solid sphere settling under gravity in a fluid at rest. The particle velocity is measured with a new acoustic method. Variations of the sphere size and density allow measurements at Reynolds numbers, based on limit velocity, between 40 and 7 000. At all Reynolds numbers, our observations are consistent with the presence of a memory-dependent force acting on the particle. At short times it has a t ^-1/2 behaviour as predicted by the unsteady Stokes equations and as observed in numerical simulations. At long times, the decay of the memory (Basset) force is better fitted by an exponential behaviour. Comparison of the dynamics of spheres of different densities for the same Reynolds number show that the density is an important control parameter. Light spheres show transitory oscillations at Re∼ 400, but reach a constant limit speed. Received 12 April 2000 and Received in final form 13 July 2000     

Edge of disorder

Polyanilines belong to a family of electronic polymers. Due to a wide range of variable parameters in the synthesis of polyanalines, a variety of samples with different physical properties can be achieved. Different investigators have identified the degree of crystallinity for different varieties of polyanilines. They have classified them into two classes of emeraldine forms. In these structural investigations, the traditional “concept of the two phase system” was used for differentiating the crystalline phase. Recently, it has been shown that washing the emeraldine base (EB) by NMP or THF will establish two different X-ray patterns. The X-ray pattern of the sample washed with THF shows a limited number of Bragg lines superimposed on the broad diffuse halos. Other patterns only indicated broad diffuse halos. These experimental facts do not advocate the “two phase system model”, especially with scarce Bragg reflections. We have set-up an elegant prototype for X-ray diffractometry which allows us to obtain a high resolution X-ray pattern from polymers with coherent intrinsic backgrounds. Formally, this coherent background was excluded for polymer structural identification. Nevertheless, we have introduced a new method of separating the reflected lines from a coherent background. The interference functions F(K) of the coherent background were obtained applying this novel technique. The advantage of our method of separation is verified by comparing the background of F(K) with the F(K) of the sample washed with NMP. Fourier inversion is used to identify the short range order of the atoms responsible for the diffuse scattering. This result enabled us to choose a standard state of disorder in polymers. This standard state of randomness can be considered as the edge of disorder. By defining this reference state of randomness, it can be seen that the atomic arrangements of long and fast changing structural chains correspond best to the random array model rather than the two phase system model. The novel experiment and analysis technique presented here offer a possibility of application of structural studies to many common polymers, all of which have the characteristic of the diffuse halo underlying the diffraction lines. Received: 7 May 1997 / Revised: 2 July 1998 / Accepted: 25 September 1998     

Temperature behaviour of optical properties of Si+-implanted SiO2

Silicon nanocrystals were prepared by Si⁺-ion implantation and subsequent annealing of SiO₂ films thermally grown on a c-Si wafer. Different implantation energies (20-150 keV) and doses - cm ^-2 ) were used in order to achieve flat implantation profiles (through the thickness of about 100 nm) with a peak concentration of Si atoms of 5, 7, 10 and 15 atomic%. The presence of Si nanocrystals was verified by transmission electron microscopy. The samples exhibit strong visible/IR photoluminescence (PL) with decay time of the order of tens of μs at room temperature. The changes of PL in the range 70-300 K can be well explained by the exciton singlet-triplet splitting model. We show that all PL characteristics (efficiency, dynamics, temperature dependence, excitation spectra) of our Si⁺-implanted SiO₂ films bear close resemblance to those of a light-emitting porous Si and therefore we suppose similar PL origin in both materials. Received 1st September 1998 and Received in final form 7 September 1999     

Survival and extinction in cyclic and neutral three-species systems

We study the ABC model ( A + B↦2B, B + C↦2C, C + A↦2A), and its counterpart: the three-component neutral drift model ( A + B↦2A or 2B, B + C↦2B or 2C, C + A↦2C or 2A.) In the former case, the mean-field approximation exhibits cyclic behaviour with an amplitude determined by the initial condition. When stochastic phenomena are taken into account the amplitude of oscillations will drift and eventually one and then two of the three species will become extinct. The second model remains stationary for all initial conditions in the mean-field approximation, and drifts when stochastic phenomena are considered. We analyzed the distribution of first extinction times of both models by simulations of the master equation, and from the point of view of the Fokker-Planck equation. Survival probability vs. time plots suggest an exponential decay. For the neutral model the extinction rate is inversely proportional to the system size, while the cyclic model exhibits anomalous behaviour for small system sizes. In the large system size limit the extinction times for both models will be the same. This result is compatible with the smallest eigenvalue obtained from the numerical solution of the Fokker-Planck equation. We also studied the behaviour of the probability distribution. The exponential decay is found to be robust against certain changes, such as the three reactions having different rates. Received 14 August 2002 and Received in final form 14 February 2003 / Published online: 1 April 2003 RID="a" ID="a"e-mail: ita@physics.ubc.ca     

The influence of surface forces on shear-induced tracer diffusion in mono and bidisperse suspensions

The shear-induced self-diffusivity of tracer particles of radius a _t = λa in a suspension of particles having a radius, a , is calculated by Stokesian dynamics for different values of the size ratio, λ , both in 2 and 3 dimensions in the binary-collision regime. The self-diffusion is found to decrease strongly when the size ratio becomes quite different from unity. On the other hand, for the same average distance of contact between two spheres, the presence of a soft force always increases greatly the diffusion compared to the effect of a hard shell which is used to model the roughness. This is particularly true for tracer particles smaller than the bath particles, where the shear-induced diffusion can be increased by many order of magnitudes in the presence of a soft force. For suspensions of monodisperse particles we show that, for low volume fraction, the diffusion coefficient is much smaller than the one predicted by the binary collision model, due to the existence of a layered structure. On the contrary at higher volume fraction, many-body collisions strongly enhance the diffusion and it appears that the value of the diffusion is quite sensitive to the presence of clusters of particles which are themselves determined by the range of interparticle forces.     

Phase transitions in “small” systems

Traditionally, phase transitions are defined in the thermodynamic limit only. We discuss how phase transitions of first order (with phase separation and surface tension), continuous transitions and (multi)-critical points can be seen and classified for small systems. “Small” systems are systems where the linear dimension is of the characteristic range of the interaction between the particles; i.e. also astrophysical systems are “small” in this sense. Boltzmann defines the entropy as the logarithm of the area of the surface in the mechanical N-body phase space at total energy E. The topology of S(E,N) or more precisely, of the curvature determinant allows the classification of phase transitions without taking the thermodynamic limit. Micro-canonical thermo-statistics and phase transitions will be discussed here for a system coupled by short range forces in another situation where entropy is not extensive. The first calculation of the entire entropy surface S(E,N) for the diluted Potts model (ordinary (q=3)-Potts model plus vacancies) on a square lattice is shown. The regions in {E,N} where D>0 correspond to pure phases, ordered resp. disordered, and D<0 represent transitions of first order with phase separation and “surface tension”. These regions are bordered by a line with D=0. A line of continuous transitions starts at the critical point of the ordinary (q=3)-Potts model and runs down to a branching point P_m. Along this line vanishes in the direction of the eigenvector of D with the largest eigen-value . It characterizes a maximum of the largest eigenvalue . This corresponds to a critical line where the transition is continuous and the surface tension disappears. Here the neighboring phases are indistinguishable. The region where two or more lines with D=0 cross is the region of the (multi)-critical point. The micro-canonical ensemble allows to put these phenomena entirely on the level of mechanics. Received 18 October 1999 and received in final form 17 November 1999     

Overlap properties and adsorption transition of two Hamiltonian paths

We consider a model of two (fully) compact polymer chains, coupled through an attractive interaction. These compact chains are represented by Hamiltonian paths (HP), and the coupling favors the existence of common bonds between the chains. We use a (n=0 component) spin representation for these paths, and we evaluate the resulting partition function within a homogeneous saddle point approximation. For strong coupling (i.e. at low temperature), one finds a phase transition towards a “frozen” phase where one chain is completely adsorbed onto the other. By performing a Legendre transform, we obtain the probability distribution of overlaps. The fraction of common bonds between two HP, i.e. their overlap q, has both lower () and upper () bounds. This means in particular that two HP with overlap greater than coincide. These results may be of interest in (bio)polymers and in optimization problems. Received 4 December 1998 and Received in final form 10 March 1999