Random walk in a random multiplicative environment

We investigate the dynamics of a random walk in a random multiplicative medium. This results in a random, but correlated, multiplicative process for the spatial distribution of random walkers. We show how the details of these correlations determine the asymptotic properties of the walk, i.e., the central limit theorem does not apply to these multiplicative processes. We also study a periodic source-trap medium in which a unit cell contains one source, followed byL–1 traps. We calculate the asymptotic behavior of the number of particles, and determine the conditions for which there is growth or decay in this average number. Finally, we discuss the asymptotic behavior of a random walk in the presence of randomly distributed, partially-absoprbing traps. For this case, a temporal regime of purely exponential decay of the density can occur, before the asymptotic stretched exponential decay, exp(–at ^1/3), sets in.     

Activated Random Walkers: Facts, Conjectures and Challenges

We study a particle system with hopping (random walk) dynamics on the integer lattice ? ^d . The particles can exist in two states, active or inactive (sleeping); only the former can hop. The dynamics conserves the number of particles; there is no limit on the number of particles at a given site. Isolated active particles fall asleep at rate λ>0, and then remain asleep until joined by another particle at the same site. The state in which all particles are inactive is absorbing. Whether activity continues at long times depends on the relation between the particle density ζ and the sleeping rate λ. We discuss the general case, and then, for the one-dimensional totally asymmetric case, study the phase transition between an active phase (for sufficiently large particle densities and/or small λ) and an absorbing one. We also present arguments regarding the asymptotic mean hopping velocity in the active phase, the rate of fixation in the absorbing phase, and survival of the infinite system at criticality. Using mean-field theory and Monte Carlo simulation, we locate the phase boundary. The phase transition appears to be continuous in both the symmetric and asymmetric versions of the process, but the critical behavior is very different. The former case is characterized by simple integer or rational values for critical exponents (β=1, for example), and the phase diagram is in accord with the prediction of mean-field theory. We present evidence that the symmetric version belongs to the universality class of conserved stochastic sandpiles, also known as conserved directed percolation. Simulations also reveal an interesting transient phenomenon of damped oscillations in the activity density.     

On the Nonlinear Growth of Multiphase Richtmyer-Meshkov Instability in Dilute Gas-Particles Flow

We discuss evolutions of nonlinear features in Richtmyer-Meshkov instability(RMI)f which are known as spikes and bubbles.In single-phase RMI,the nonlinear growth has been extensively studied but the relevant investigation in multiphase RMI is insufficient.Therefore,we illustrate the dynamic coupling behaviors between gas phase and particle phase and then analyze the growth of the nonlinear features theoretically.A universal model is proposed to describe the nonlinear finger(spike and bubble)growth velocity qualitatively in multiphase RMI.Both the effects of gas and particles have been taken into consideration in this model.Further,we derive the analytical expressions of the nonlinear growth model in limit cases(equilibrium How and frozen How).A novel compressible multiphase particle-in-cell(CMP-PIC)method is used to validate the applicability of this model.Numerical finger growth velocity matches well with our model.The present study reveals that particle volume fraction,particle density and Stokes number are the three key factors,which dominate the interphase momentum exchange and further induce the unique property of multiphase RMI.     

Hydrodynamics and Platoon Formation for a Totally Asymmetric Exclusion Model with Particlewise Disorder

We consider a one-dimensional totally asymmetric exclusion model with quenched random jump rates associated with the particles, and an equivalent interface growth process on the square lattice. We obtain rigorous limit theorems for the shape of the interface, the motion of a tagged particle, and the macroscopic density profile on the hydrodynamic scale. The theorems are valid under almost every realization of the disordered rates. Under suitable conditions on the distribution of jump rates the model displays a disorder-dominated low-density phase where spatial inhomogeneities develop below the hydrodynamic resolution. The macroscopic signature of the phase transition is a density discontinuity at the front of the rarefaction wave moving out of an initial step-function profile. Numerical simulations of the density fluctuations ahead of the front suggest slow convergence to the predictions of a deterministic particle model on the real line, which contains only random velocities but no temporal noise.     

Numerical study of random lasing in three dimensional amplifying disordered media

In this paper, the lasing action in three-dimensional active random systems has been numerically investigated. Here, random systems of spherical dielectric particles imbedded in an active medium are considered. The quasi steady state approximation for the population inversion of the active medium is applied to solve three dimensional governing equations. Results show that when the density of particles increases to an upper limit, the intensity of lasing modes is enhanced. Also, the effects of pumping rate and particle size on the number of lasing modes and their intensity are studied. Lasing threshold of laser modes in different disordered systems is calculated and it is shown that by an appropriate selection of the central frequency of gain line-shape, the output power intensity of random lasers increases. These results are in agreement with the experimental results observed by others.     

椭球颗粒搅拌运动及混合特性的数值模拟研究

为探讨在强制搅拌下同属性颗粒由分层到分布均匀状态的运动特征及规律, 本研究利用三维离散单元法模拟不同转速下U形罐体内等粒径椭球颗粒的混合过程. 从单颗粒随机运动轨迹、宏观颗粒流运动矢量图的角度分析颗粒混合过程的宏观混合规律及局部混合特征, 定量描述混合度与搅拌叶片旋转圈数的数学关系. 结果表明, 强制搅拌下同属性分层颗粒的混合是在对流混合及四个局部混合共同作用下实现的; 分层颗粒的混合度与搅拌轴的转速无关, 而与搅拌轴旋转圈数直接相关; 混合度与圈数的关系符合指数增长模型. 研究结果可为散体物料增混行业的设备改进及操作控制提供依据和参考.     

Navier-Stokes equations for stochastic particle systems on the lattice

We introduce a class of stochastic models of particles on the cubic lattice ℤ ^d with velocities and study the hydrodynamical limit on the diffusive spacetime scale. Assuming special initial conditions corresponding to the incompressible regime, we prove that in dimensiond≧3 there is a law of large numbers for the empirical density and the rescaled empirical velocity field. Moreover the limit fields satisfy the corresponding incompressible Navier-Stokes equations, with viscosity matrices characterized by a variational formula, formally equivalent to the Green-Kubo formula. Partially supported by GNFM-CNR and MURST. Partially supported by GNFM-CNR, INFN and MURST. Partially supported by U.S. National Science Foundation grant 9403462 and David and Lucile Packard Foundation Fellowship.     

Knudsen Gas in a Finite Random Tube: Transport Diffusion and First Passage Properties

We consider transport diffusion in a stochastic billiard in a random tube which is elongated in the direction of the first coordinate (the tube axis). Inside the random tube, which is stationary and ergodic, non-interacting particles move straight with constant speed. Upon hitting the tube walls, they are reflected randomly, according to the cosine law: the density of the outgoing direction is proportional to the cosine of the angle between this direction and the normal vector. Steady state transport is studied by introducing an open tube segment as follows: We cut out a large finite segment of the tube with segment boundaries perpendicular to the tube axis. Particles which leave this piece through the segment boundaries disappear from the system. Through stationary injection of particles at one boundary of the segment a steady state with non-vanishing stationary particle current is maintained. We prove (i) that in the thermodynamic limit of an infinite open piece the coarse-grained density profile inside the segment is linear, and (ii) that the transport diffusion coefficient obtained from the ratio of stationary current and effective boundary density gradient equals the diffusion coefficient of a tagged particle in an infinite tube. Thus we prove Fick’s law and equality of transport diffusion and self-diffusion coefficients for quite generic rough (random) tubes. We also study some properties of the crossing time and compute the Milne extrapolation length in dependence on the shape of the random tube.     

Frictional effects with neutrals and Rayleigh-Taylor instability of a compressible Hall plasma

The effect of neutral gas friction is considered on the Rayleigh-Taylor instability of a compressible plasma in the presence of Hall currents. The prevailing magnetic field is assumed to be uniform and horizontal. It is shown that the solution is characterized by a variational principle. Based on the variational principle the dispersion relation is derived for a composite plasma, confined between two horizontal planes at a finite distance, in which the density is stratified in the direction of gravity according to the exponential law. It is found that the effect of collisions with neutrals, Hall currents and compressibility of the medium have destabilizing influence as the wave number range which is stable in their absence, is rendered unstable by their presence.     

The Markovian master equations for unstable particles

The theory of Markovian master equations is applied to a certain model of unstable particles. The exponential decay law is obtained in the weak coupling limit. The connection to the method of one-parameter contracting semigroups on a single particle Hilbert space is given.     

The equivalence of ensembles for classical systems of particles

For systems of particles in classical phase space with standard Hamiltonian, we consider (spatially averaged) microcanonical Gibbs distributions in finite boxes. We show that infinite-volume limits along suitable subsequences exist and are grand canonical Gibbs measures. On the way, we establish a variational formula for the thermodynamic entropy density, as well as a variational characterization of grand canonical Gibbs measures.     

Condensation in the Inclusion Process and Related Models

We study condensation in several particle systems related to the inclusion process. For an asymmetric one-dimensional version with closed boundary conditions and drift to the right, we show that all but a finite number of particles condense on the right-most site. This is extended to a general result for independent random variables with different tails, where condensation occurs for the index (site) with the heaviest tail, generalizing also previous results for zero-range processes. For inclusion processes with homogeneous stationary measures we establish condensation in the limit of vanishing diffusion strength in the dynamics, and give several details about how the limit is approached for finite and infinite systems. Finally, we consider a continuous model dual to the inclusion process, the so-called Brownian energy process, and prove similar condensation results.     

A method of investigation of the evolution of a nonlinear system driven by pulsed noise

A numerical method is proposed for determining the evolution of nonlinear systems subjected to noise. The method is based on a recurrence equation for the probability density which has been obtained analytically due to the choice of noise in the form of discrete series of random pulses. The method is applied to a dynamical system which describes the motion of a particle in a plane-wave field. The evolution of the probability density in phase and energy space is obtained. It is shown that because of noise effects, the region in phase space where particles can be found rapidly reaches the separatrix and then spreads over the phase space, mainly along the separatrix. In the energy spectrum a new peak appears at the separatrix's energy. This peak grows in time, while the main peak corresponding to the initial energy drops in time and shifts to lower energy. The moments of motion were analyzed. The character of their evolution indicates a high rate of chaotization. The growth of the fraction of energetic particles is very rapid (exponential at the beginning), whereas the mean energy grows linearly.     

Stability of stratified fluid in porous medium in the presence of suspended particles and variable magnetic field

General equations governing the stability of stratified fluid in a stratified porous medium in the presence of suspended particles and variable horizontal magnetic field, separately, have been derived. Assuming stratifications in density, viscosity, suspended particles number density, medium porosity, medium permeability and a magnetic field of exponential form the dispersion relations have been obtained. Systems have been found to be stable for stable stratifications and unstable for unstable stratifications. A system which was unstable in the absence of magnetic field can be completely stabilized by a magnetic field for a certain wave-number range. The behaviour of growth rates with respect to fluid viscosity, medium permeability, suspended particles number density and magnetic field has been examined analytically.     

Simple variational method for the closures of the Ornstein-Zernike equation: A study of liquid instability

In this paper a simple variational method is proposed for the solution of the integral equations for hard-core fluids. The variational method is applied to the equations of the mean-spherical approximation for systems consisting of square-well particles at very high densities. Using the static structure-factor singularity as a condition of absolute instability, no high density limit of metastable states is found, up to the density corresponding to the random dense packing.     

Coarsening and self-organization in dilute diblock copolymer melts and mixtures

This paper explores the evolution of a sharp interface model for phase separation of copolymers in the limit of low volume fraction. Particles both exchange material as in usual Ostwald ripening, and migrate because of an effectively repulsive nonlocal energetic term. Coarsening via mass diffusion only occurs while particle radii are small, and they eventually approach a finite equilibrium size. Migration, on the other hand, is responsible for producing self-organized patterns.We construct approximations based upon an ansatz of spherical particles similar to the classical LSW theory to derive finite dimensional dynamics for particle positions and radii. For large systems, kinetic-type equations which describe the evolution of a probability density are constructed. For systems larger than the screening length, we obtain an analog of the homogenization result of Niethammer & Otto [B. Niethammer, F. Otto, Ostwald ripening: The screening length revisited, Calc. Var. Partial Differential Equations 13-1 (2001) 33-68]. A separation of timescales between particle growth and migration allows for a variational characterization of spatially inhomogeneous quasi-equilibrium states.     

Semi-infinite TASEP with a Complex Boundary Mechanism

We consider a totally asymmetric exclusion process on the positive half-line. When particles enter the system according to a Poisson source, Liggett has computed all the limit distributions when the initial distribution has an asymptotic density. In this paper we consider systems for which particles enter according to a complex mechanism depending on the current configuration in a finite neighborhood of the origin. For this kind of models, we prove a strong law of large numbers for the number of particles which have entered the system at a given time. Our main tool is a new representation of the model as a multi-type particle system with infinitely many particle types.     

Strength and failure of cemented granular matter

Cemented granular materials (CGMs) consist of densely packed solid particles and a pore-filling solid matrix sticking to the particles. We use a sub-particle lattice discretization method to investigate the particle-scale origins of strength and failure properties of CGMs. We show that jamming of the particles leads to highly inhomogeneous stress fields. The stress probability density functions are increasingly wider for a decreasing matrix volume fraction, the stresses being more and more concentrated in the interparticle contact zones with an exponential distribution as in cohesionless granular media. Under uniaxial loading, pronounced asymmetry can occur between tension and compression both in strength and in the initial stiffness as a result of the presence of bare contacts (with no matrix interposed) between the particles. Damage growth is analyzed by considering the evolution of stiffness degradation and the number of broken bonds in the particle phase. A brutal degradation appears in tension as a consequence of brittle fracture in contrast to the more progressive nature of damage growth in compression. We also carry out a detailed parametric study in order to assess the combined influence of the matrix volume fraction and particle-matrix adherence. Three regimes of crack propagation can be distinguished corresponding to no particle damage, particle abrasion and particle fragmentation, respectively. We find that particle damage scales well with the relative toughness of the particle-matrix interface with respect to the particle toughness. This relative toughness is a function of both matrix volume fraction and particle-matrix adherence and it appears therefore to be the unique control parameter governing transition from soft to hard behavior.     

Particle dynamics in a relativistic invariant stochastic medium

The dynamics of particles moving in a medium defined by its relativistically invariant stochastic properties is investigated. For this aim, the force exerted on the particles by the medium is defined by a stationary random variable as a function of the proper time of the particles. The equations of motion for a single one-dimensional particle are obtained and numerically solved. A conservation law for the drift momentum of the particle during its random motion is shown. Moreover, the conservation of the mean value of the total linear momentum for two particles repelling each other according to the Coulomb interaction also follows. Therefore, the results indicate the realization of a kind of stochastic Noether theorem in the system under study.