Mean value and fluctuations in a model of diffusion in porous media

We consider a stochastic model for the diffusion in a porous media. For a case where the average satisfies an anomalous diffusion equation, we investigate the behavior of the realizations around the mean value. The most relevant result of our work is that, although the concentration corresponding to each realization diffuses normally for large times, it experiences large deviations from the mean value during intermediate times. As a consequence, the experimental measurements will always depart from the average value of the realizations (with respect to the stochastic process) for unpredictable times.     

First passage times and minimum actions for a stochastic minimal bistable system

Bistability is an ubiquitous phenomenon in biological systems, and always plays important roles in cell division, differentiation, cancer onset, apoptosis and so on. However, stochastic fluctuations in bistable systems are still hard to understand. To address this issue, we propose a chemical master equation model for a minimal bistable system, which underlies generally bistable systems. For this master equation model, we mainly focus on the mean first passage times (MFPTs) by respectively using Gillespie algorithm and an approximation method of the large deviation theory, and does on minimum actions along optimal transition paths from OFF to ON states by the large deviation theory. Further, we find that for this stochastic system the MFPTs have different change tendencies compared to the corresponding minimum actions. Our results of this minimal stochastic model can also well understand more general bistable systems.     

Numerical study of a stochastic particle algorithm solving a multidimensional population balance model for high shear granulation

This paper is concerned with computational aspects of a multidimensional population balance model of a wet granulation process. Wet granulation is a manufacturing method to form composite particles, granules, from small particles and binders. A detailed numerical study of a stochastic particle algorithm for the solution of a five-dimensional population balance model for wet granulation is presented. Each particle consists of two types of solids (containing pores) and of external and internal liquid (located in the pores). Several transformations of particles are considered, including coalescence, compaction and breakage. A convergence study is performed with respect to the parameter that determines the number of numerical particles. Averaged properties of the system are computed. In addition, the ensemble is subdivided into practically relevant size classes and analysed with respect to the amount of mass and the particle porosity in each class. These results illustrate the importance of the multidimensional approach. Finally, the kinetic equation corresponding to the stochastic model is discussed.     

Canonical Bose gas simulations with stochastic gauges

A technique to simulate the grand canonical ensembles of interacting Bose gases is presented. Results are generated for many temperatures by averaging over energy-weighted stochastic paths, each corresponding to a solution of coupled Gross-Pitaevskii equations with phase noise. The stochastic gauge method used relies on an off-diagonal coherent-state expansion, thus taking into account all quantum correlations. As an example, the second-order spatial correlation function and momentum distribution for an interacting 1D Bose gas are calculated.     

High-temperature brownian motors: Deterministic and stochastic fluctuations of a periodic potential

The high-temperature unidirectional motion of a Brownian particle with time-dependent potential energy described by a spatially asymmetric periodic function is considered. A general formula derived for the mean velocity ν of such a motion is specified for dichotomic deterministic and Markovian stochastic processes. In both cases, ν increases linearly for low-frequencies γ of potential-energy fluctuations and reaches maxima for γ about the inverse time of diffusion by the spatial period of the potential. The behaviors of ν for large γ values are different in these cases: ν ∝ γ^?2 and ν ts γ^?1 for the deterministic and stochastic processes, respectively. It is shown that the direction of the motor motion depends on the relative lifetimes of each of the dichotomic-process states if the amplitude of the potential-energy fluctuations is fairly large in comparison with the mean value.     

Cluster Coagulation

We introduce a general class of coagulation models, where clusters of given types may coagulate in more than one way and where the rate at which this happens may depend on the cluster types. In the continuum version of these models there is a generalization of Smoluchowski's coagulation equation. We introduce a notion of strong solution for this equation and prove the existence of a maximal strong solution, which while it persists is the only solution. When the total rate of coagulation for particles is bounded above and below by constant multiples of the product of their masses, we show that the maximal strong solution coincides with the maximal mass-conserving solution and does not persist for all time. Thus, for these models, loss of mass (to infinity) coincides with divergence of the second moment of the mass distribution and takes place in a finite time. When the total rate of coagulation of large particles is proportional to their masses, we establish the existence and uniqueness of solutions for all time. In a restricted class of "polymer" models, we allow coagulation of weighted shapes in a finite number of ways. For this class we establish a discrete approximation scheme for the continuum dynamics. For each continuum coagulation model, there is a corresponding finite-particle-number stochastic model. We show that, in the polymer case, which includes the case of simple mass coalescence, as the number of particles becomes large, the stochastic model converges weakly to the deterministic continuum model, at an exponential rate.     

Wave propagation in semi-infinite bar with random imperfections of density and elasticity module

Mathematical modeling and properties of a linear longitudinal wave propagating in a slender bar with random imperfections of material density and Young modulus of elasticity is discussed. Fluctuation components of material properties are considered as continuous stochastic functions of the length coordinate. Two types of fluctuation and their influence on response properties have been investigated, in particular the delta correlated and a diffusion-type processes. Investigation itself is based on Markov processes and corresponding Fokker-Planck-Kolmogorov equation. The stochastic moments closure as a solution method has been used. Many effects due to the stochastic nature of the problem have been detected. Along the bar a drop of the mean value of the response with the simultaneous increase of the response variance have been observed. This effect does not represent any conventional damping, but a gradual drop of the deterministic and an increase of the stochastic components of the overall response. The rate of the response indeterminacy increases with the increase of the length coordinate. Increasing values of material imperfection variances and the rising excitation frequency can lead to a critical state when the length of the propagating wave is comparable with the correlation length of imperfections. This state will manifest itself as a radical change of the response character. The problem will pass beyond the boundaries of stochastic mechanics and lose its physical meaning. Similar effects can be observed in the FEM analysis, where there is also a certain permissible upper boundary of the excitation frequency corresponding with the size and type of the element used.     

统一气体动理学方法研究进展

在临近空间高超声速飞行器气动载荷、航天飞行器变轨/调姿、微尺度元器件传质/传热等科学和工程实践中，存在着大量的时序多流域（多尺度）流动问题以及位于单一流场中的复杂多流域问题（局部稀薄问题），对数值预测工作提出挑战.因此，近年来从介观气体动理学基础上发展出了一大类将连续流与稀薄流进行统一计算的高效数值方法，包括确定论形式的UGKS，GKUA和DUGKS方法，以及粒子形式的USP-BGK和UGKWP方法.文章围绕着确定论和统计粒子两类统一方法的最新研究进展进行回顾和分析，重点关注在每种方法中全流域统一性质的来源与实现方式、目前已取得的关键进展以及该方法的扩展性和应用价值.      

Impact of receptor-ligand distance on adhesion cluster stability

Cells in multicellular organisms adhere to the extracellular matrix through two-dimensional clusters spanning a size range from very few to thousands of adhesion bonds. For many common receptor-ligand systems, the ligands are tethered to a surface via polymeric spacers with finite binding range, thus adhesion cluster stability crucially depends on receptor-ligand distance. We introduce a one-step master equation which incorporates the effect of cooperative binding through a finite number of polymeric ligand tethers. We also derive Fokker-Planck and mean field equations as continuum limits of the master equation. Polymers are modeled either as harmonic springs or as worm-like chains. In both cases, we find bistability between bound and unbound states for intermediate values of receptor-ligand distance and calculate the corresponding switching times. For small cluster sizes, stochastic effects destabilize the clusters at large separation, as shown by a detailed analysis of the stochastic potential resulting from the Fokker-Planck equation.     

Parity and ruin in a stochastic game

We study an elementary two-player card game where in each round players compare cards and the holder of the card with the smaller value wins. Using the rate equations approach, we treat the stochastic version of the game in which cards are drawn randomly. We obtain an exact solution for arbitrary initial conditions. In general, the game approaches a steady state where the card value densities of the two players are proportional to each other. The leading small value behavior of the initial densities determines the corresponding proportionality constant, while the next correction governs the asymptotic time dependence. The relaxation toward the steady state exhibits a rich behavior, e.g., it may be algebraically slow or exponentially fast. Moreover, in ruin situations where one player eventually wins all cards, the game may even end in a finite time. Received 24 August 2001 and Received in final form 12 November 2001     

Nonequilibrium phase transitions in coordinated biological motion: Critical slowing down and switching time

In new experiments on coordinated biological motion we measure relaxation times and switching times as the system evolves from one coordinated state to another at a critical control parameter value. Deviations from the coordinated state are induced by mechanical perturbations and relative phase is used as an order parameter to monitor the dynamics of the collective state. Clear evidence for critical slowing down, a key feature of nonequilibrium phase transitions, is found. The mean and distribution of switching times closely match predictions from a stochastic dynamic theory. Together with earlier results on critical fluctuations these findings strongly favor an interpretation of coordinative change in biological systems as a nonequilibrium phase transition.     

双稳调参高频共振机理

针对双稳系统的高频信号响应,探讨了双稳调参的高频共振机理.研究表明,二次采样频率变换并不改变双稳结构直接在原系统结构上在与高频映射对应的低频处实现共振,而双稳系统参数调节是调参改变双稳结构并直接在高频处实现共振.双稳系统参数调节之所以能够实现高频随机共振,是因为同时调节双稳系统两参数可使Kramers逃逸速率不存在极限值,突破了随机共振信号频率必须在小频率范围内的限制. 关键词： 双稳系统 高频共振 二次采样频率变换 系统参数调节     

Simulation Study of Shock Reaction on Porous Material

Direct modeling of porous materials under shock is a complex issue. We investigate such a system via the newly developed material-point method. The effects of shock strength and porosity size are the main concerns. For the same porosity, the effects of mean-void-size are checked. It is found that local turbulence mixing and volume dissipation are two important mechanisms for transformation of kinetic energy to heat. When the porosity is very small, the shocked portion may arrive at a dynamical steady state; the voids in the downstream portion reflect back rarefactive waves and result in slight oscillations of mean density and pressure; for the same value of porosity, a larger mean-void-size makes a higher mean temperature. When the porosity becomes large, hydrodynamic quantities vary with time during the whole shock-loading procedure： after the initial stage, the mean density and pressure decrease, but the temperature increases with a higher rate. The distributions of local density, pressure, temperature and particle-velocity are generally non-Gaussian and vary with time. The changing rates depend on the porosity value, mean-void-size and shock strength. The stronger the loaded shock, the stronger the porosity effects. This work provides a supplement to experiments for the very quick procedures and reveals more fundamental mechanisms in energy and momentum transportation.     

Solution Space Coupling in the Random K-Satisfiability Problem

The random K-satisfiability (K-SAT) problem is very difficult when the clause density is close to the satisfiability threshold. In this paper we study this problem from the perspective of solution space coupling. We divide a given difficult random K-SAT formula into two easy sub-formulas and let the two corresponding solution spaces to interact with each other through a coupling field x. We investigate the statistical mechanical property of this coupled system by mean field theory and computer simulations. The coupled system has an ergodicity-breaking (clustering) transition at certain critical value x_d of the coupling field. At this transition point, the mean overlap value between the solutions of the two solution spaces is very close to 1. The mean energy density of the coupled system at its clustering transition point is less than the mean energy density of the original K-SAT problem at the temperature-induced clustering transition point. The implications of this work for designing new heuristic K-SAT solvers are discussed.     

Solution Space Coupling in the Random K-Satisfiability Problem

The random K-satisfiability(K-SAT)problem is very difcult when the clause density is close to the satisfiability threshold.In this paper we study this problem from the perspective of solution space coupling.We divide a given difcult random K-SAT formula into two easy sub-formulas and let the two corresponding solution spaces to interact with each other through a coupling field x.We investigate the statistical mechanical property of this coupled system by mean field theory and computer simulations.The coupled system has an ergodicity-breaking(clustering)transition at certain critical value x d of the coupling field.At this transition point,the mean overlap value between the solutions of the two solution spaces is very close to 1.The mean energy density of the coupled system at its clustering transition point is less than the mean energy density of the original K-SAT problem at the temperature-induced clustering transition point.The implications of this work for designing new heuristic K-SAT solvers are discussed.     

Effect of randomly varying impedance on the interference of the direct and ground-reflected waves

A randomly varying ground impedance is introduced into the solution for the sound field produced by a point source in a homogeneous atmosphere above a flat ground. The results show that in general the ground with a random impedance cannot be represented by an effective, non-random impedance. The behavior of the solution is studied with a relaxation model for the impedance in which porosity and the static flow resistivity are random variables. Mean values and standard deviations are adopted from measurements of two types of ground surfaces. For both surfaces, the mean intensity of the sound field above a random-impedance ground deviates only slightly from the intensity above a non-random impedance. The normalized standard deviation of intensity fluctuations can, however, be greater than one, thus indicating that for a particular realization of the random impedance, the sound intensity might significantly deviate from the intensity for a non-random impedance.     

Large deviations for the stochastic derivative Ginzburg-Landau equation with multiplicative noise

This paper first proves the existence of a unique mild solution to the stochastic derivative Ginzburg-Landau equation. The fixed point theorem for the corresponding truncated equation is used as the main tool. Since we restrict our study to the one-dimensional case, it is not necessary to introduce another Banach space and thus the estimates of the stochastic convolutions in the Banach space are avoided. Secondly, we also consider large deviations for the stochastic derivative Ginzburg-Landau equation perturbed by a small noise. Since the underlying space considered is Polish, using the weak convergence approach, we establish a large deviations principle by proving a Laplace principle.     

A statistical analysis of the kinetics of chain-branching chemical reactions with quadratic chain termination

Analytical and numerical simulations of stochastic phenomena in the kinetics of chain-branching reactions with linear and quadratic chain termination during fast changes in external conditions that cause sharp transitions of the governing parameter through the critical point were studied. A statistical analysis was performed based on nonlinear stochastic differential equations of Langevin type for the concentration of active species and on the corresponding Fokker-Planck equations for the probability distribution function of the concentration of these species. An expression for the statistical distribution of the induction period of the reaction and its mean and variance were calculated from an approximate analytical solution. The time evolution of the probability density function of the concentration of active species was presented graphically.     

Transmission of noise coded versus additive signals through a neuronal ensemble

Neuronal populations receive signals through temporally inhomogeneous spike trains which can be approximated by an input consisting of a time dependent mean value (additive signal) and noise with a time dependent intensity (noise coded signal). We compare the linear response of an ensemble of model neurons to these signals. Our analytical solution for the mean activity demonstrates the high efficiency of the transmission of a noise coded signal in a broad frequency band. For both kinds of signal we show that the transmission by the ensemble reveals stochastic resonance as well as a nonmonotonous dependence on the driving frequency.