Kinetic and hydrodynamic models of chemotactic aggregation

We derive general kinetic and hydrodynamic models of chemotactic aggregation that describe certain features of the morphogenesis of biological colonies (like bacteria, amoebae, endothelial cells or social insects). Starting from a stochastic model defined in terms of N coupled Langevin equations, we derive a nonlinear mean-field Fokker-Planck equation governing the evolution of the distribution function of the system in phase space. By taking the successive moments of this kinetic equation and using a local thermodynamic equilibrium condition, we derive a set of hydrodynamic equations involving a damping term. In the limit of small frictions, we obtain a hyperbolic model describing the formation of network patterns (filaments) and in the limit of strong frictions we obtain a parabolic model which is a generalization of the standard Keller-Segel model describing the formation of clusters (clumps). Our approach connects and generalizes several models introduced in the chemotactic literature. We discuss the analogy between bacterial colonies and self-gravitating systems and between the chemotactic collapse and the gravitational collapse (Jeans instability). We also show that the basic equations of chemotaxis are similar to nonlinear mean-field Fokker-Planck equations so that a notion of effective generalized thermodynamics can be developed.     

Models of Self-Financing Hedging Strategies in Illiquid Markets: Symmetry Reductions and Exact Solutions

We study the general model of self-financing trading strategies in illiquid markets introduced by Schönbucher and Wilmott (SIAM J Appl Math 61(1):232?C272, 2000). A hedging strategy in the framework of this model satisfies a nonlinear partial differential equation (PDE) which contains some function g(??). This function is deeply connected to a marginal utility function. We describe the Lie symmetry algebra of this PDE and provide a complete set of reductions of the PDE to ordinary differential equations (ODEs). In addition, we show the way how to describe all types of functions g(??) for which the PDE admits an extended Lie group. Two of these special type functions correspond to the models introduced before by different authors, whereas one is new. We clarify the connection between these three special models and the general model for trading strategies in the illiquid markets. We also apply the Lie group analysis to the new special case of the PDE describing the self-financing strategies. For the general model, as well as for the new special model, we provide the optimal systems of subalgebras and study the complete set of reductions of the PDEs to ODEs. We provide explicit solutions to the new special model in all reduced cases. Moreover, in one of the cases the solutions describe power derivative products.     

Geographical dispersal of mobile communication networks

In this paper, we analyze statistical properties of a communication network constructed from the records of a mobile phone company. The network consists of 2.5 million customers that have placed 810 million communications (phone calls and text messages) over a period of 6 months and for whom we have geographical home localization information. It is shown that the degree distribution in this network has a power-law degree distribution k⁻⁵ and that the probability that two customers are connected by a link follows a gravity model, i.e. decreases as d⁻², where d is the distance between the customers. We also consider the geographical extension of communication triangles and we show that communication triangles are not only composed of geographically adjacent nodes but that they may extend over large distances. This last property is not captured by the existing models of geographical networks and in a last section we propose a new model that reproduces the observed property. Our model, which is based on the migration and on the local adaptation of agents, is then studied analytically and the resulting predictions are confirmed by computer simulations.     

Calculation of Photon Path Distribution Based on Photon Behavior Analysis in a Scattering Medium

We calculated the photon path distribution (PPD) in a scattering medium based on a theoretical analysis, which utilizes the relationship between the photon intensity and photon pathlength. This PPD is defined by local photon pathlengths for photons having total pathlengths of l between the light input points and detection points. The PPD of photons that consist of the impulse response at time t (= l/c) was calculated for a 2-D model. Precise analysis of photon migration in the scattering medium is essential in order to carry out image reconstruction of diffuse optical tomography (DOT). We show the PPD at time t (the total pathlength l = ct) and demonstrate its effectiveness. Our method for describing photon migration is intuitive and allows finding weight functions in DOT.     

Generalizing the O(N)-field theory to N-colored manifolds of arbitrary internal dimension D

We introduce a geometric generalization of the O(N)-field theory that describes N-colored membranes with arbitrary dimension D. As the O(N)-model reduces in the limit N → 0 to self-avoiding polymers, the N-colored manifold model leads to self-avoiding tethered membranes. In the other limit, for inner dimension D → 1, the manifold model reduces to the O(N)-field theory. We analyze the scaling properties of the model at criticality by a one-loop perturbative renormalization group analysis around an upper critical line. The freedom to optimize with respect to the expansion point on this line allows us to obtain the exponent ν of standard field theory to much better precision that the usual 1-loop calculations. Some other field theoretical techniques, such as the large N limit and Hartree approximation, can also be applied to this model. By comparison of low- and high-temperature expansions, we arrive at a conjecture for the nature of droplets dominating the 3d Ising model at criticality, which is satisfied by our numerical results. We can also construct an appropriate generalization that describes cubic anisotropy, by adding an interaction between manifolds of the same color. The two parameter space includes a variety of new phases and fixed points, some with Ising criticality, enabling us to extract a remarkably precise value of 0.6315 for the exponent ν in d = 3. A particular limit of the model with cubic anisotropy corresponds to the random bond Ising problem; unlike the field theory formulation, we find a fixed point describing this system at 1-loop order.     

Promotion of cooperation by aspiration-induced migration

In this paper, we study an aspiration-induced migration model, in which each individual plays the prisoner’s dilemma game with those being within a circle of radius r centered on himself/herself. An individual will migrate to a randomly chosen place with the velocity v if his/her payoff is below the aspiration level. We report that cooperative behavior is favored when the aspiration level and interaction radius are moderate, and the migration velocity is slow.     

The ground state spin ordering and lowest energy excitations of a model organic ferrimagnet-polyallyl spin chain

We studied zero-temperature magnetic ordering in a model organic ferrimagnet- polyallyl spin-1/2 chain as a function of the exchange integral λ describing the interaction between spins of radical centers and the main chain. Exact diagonalization and density matrix renormalization group (DMRG) methods demonstrated that for small applied fields, the difference in zero-temperature magnetizations of the sublattices reaches a maximum value at λ=0.70. It was shown that there is a critical value of magnetic field, above which this ferrimagnetic ordering is destroyed. We also present the results of DMRG calculations that show the gap character of excitations without decrease of the total spin for λ⩾0.4.     

Dynamical Aspects of Mean Field Plane Rotators and the Kuramoto Model

The Kuramoto model has been introduced in order to describe synchronization phenomena observed in groups of cells, individuals, circuits, etc. We look at the Kuramoto model with white noise forces: in mathematical terms it is a set of N oscillators, each driven by an independent Brownian motion with a constant drift, that is each oscillator has its own frequency, which, in general, changes from one oscillator to another (these frequencies are usually taken to be random and they may be viewed as a quenched disorder). The interactions between oscillators are of long range type (mean field). We review some results on the Kuramoto model from a statistical mechanics standpoint: we give in particular necessary and sufficient conditions for reversibility and we point out a formal analogy, in the N→∞ limit, with local mean field models with conservative dynamics (an analogy that is exploited to identify in particular a Lyapunov functional in the reversible set-up). We then focus on the reversible Kuramoto model with sinusoidal interactions in the N→∞ limit and analyze the stability of the non-trivial stationary profiles arising when the interaction parameter K is larger than its critical value K _c . We provide an analysis of the linear operator describing the time evolution in a neighborhood of the synchronized profile: we exhibit a Hilbert space in which this operator has a self-adjoint extension and we establish, as our main result, a spectral gap inequality for every K>K _c .     

PP-waves with torsion: a metric-affine model for the massless neutrino

In this paper we deal with quadratic metric-affine gravity, which we briefly introduce, explain and give historical and physical reasons for using this particular theory of gravity. We then introduce a generalisation of well known spacetimes, namely pp-waves. A classical pp-wave is a 4-dimensional Lorentzian spacetime which admits a nonvanishing parallel spinor field; here the connection is assumed to be Levi-Civita. This definition was generalised in our previous work to metric compatible spacetimes with torsion and used to construct new explicit vacuum solutions of quadratic metric-affine gravity, namely generalised pp-waves of parallel Ricci curvature. The physical interpretation of these solutions we propose in this article is that they represent a conformally invariant metric-affine model for a massless elementary particle. We give a comparison with the classical model describing the interaction of gravitational and massless neutrino fields, namely Einstein–Weyl theory and construct pp-wave type solutions of this theory. We point out that generalised pp-waves of parallel Ricci curvature are very similar to pp-wave type solutions of the Einstein–Weyl model and therefore propose that our generalised pp-waves of parallel Ricci curvature represent a metric-affine model for the massless neutrino.     

A theory of monolayer phase transitions

We present the exact calculation of the equation of state for a simple model describing the phase transitions occurring in lipid monolayers. The model is of the van der Waals type, but with the density dependent attraction replaced by a long range interaction of another kind. For the size of the molecular hard cores we choose a function which increases with the internal energy of the p possible states of the molecule. As a result of this choice we find p - 1 first order phase transitions between the liquid and the solid state of the monolayer.     

An entropic measure for the teaching-learning process

Few phenomena are as complex as the teaching-learning (TL) process. The instruction efficiency and information on the state of knowledge of the student group are some key variables in this process. Guided by Shannon’s definition of information we propose an entropy based performance index (S_p) for monitoring the teaching-learning process. Our index is based on item response curves (IRCs) which have been recently employed in physics education research. Our proposed index is an explicit function of the ability θ. A preliminary survey indicates that S_p is low (high) for high (low) ability student groups. We propose a simple model to explain this. We have also carried out a number of controlled studies to study the dependence of S_p on student ability, peer instruction and collaborative learning. Our studies indicate that S_p plays a role analogous to entropy in statistical mechanics, with student ability being akin to inverse temperature, peer instruction to an ordering (magnetic) field and collaborative learning to interacting components.     

Disordered d-wave superconductors with interactions

We study the localization properties of disordered d-wave superconductors by means of the fermionic replica trick method. We derive the effective non-linear σ-model describing the diffusive modes related to spin transport which we analyze by the Wilson–Polyakov renormalization group. A lot of different symmetry classes are considered within the same framework. According to the presence or the absence of certain symmetries, we provide a detailed classification for the behavior of some physical quantities, like the density of states, the spin and the quasiparticle charge conductivities. Following the original Finkel'stein approach, we finally extend the effective functional method to include residual quasiparticle interactions, at all orders in the scattering amplitudes. We consider both the superconducting and the normal phase, with and without chiral symmetry, which occurs in the so-called two-sublattice models.     

On the isovector form factors of the nucleon in meson theory

We present a calculation of the nucleon isovector form factors for low momentum transfer. Our model is based on skeleton diagrams in pseudoscalar πN interaction where unknown parameters describing higher order corrections are fixed such that a ρ meson is generated dynamically with the correct properties. The normalization of the form factors and the radii agree well with experiment. For ?q ² up to 1 GeV² the contributions of the π θ-intermediate state do not fall off rapidly enough to give perfect agreement with the dipole formulae.     

Conditional motion probabilities of micro-particles

The micro particles of interest to us are micro-organisms (bacteria, algae). But movements of other sets of micro particles could be studied as well by our method. Our raw data are three adjacent frames of a movie: I_n,I_n+1,I_n+2. A typical question that we are able to answer is: how many of those particles that had moved north (+y direction) during the interval (t_n,t_n+1) decided to move east (+x direction) during (t_n+1,t_n+2)? This type of question is asked b y biologists when they study effects such as phototaxis or chemotaxis. In other words, the random motions within a flock of bacteria may take on a preferential direction, due to one-sided illumination or due to a non-uniform concentration of chemicals. We describe the fundamentals of our method and demonstrate the feasibility by means of a model experiment.