Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been 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 same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

Computer simulation of ordering and dynamics in liquid crystals in the bulk and close to the surface

The aim of this PhD thesis is to investigate the orientational and dynamical properties of liquid crystalline systems, at molecular level and using atomistic computer simulations, to reach a better understanding of material behavior from a microscopic point view. In perspective this should allow to clarify the relation between the micro and macroscopic properties with the objective of predicting or confirming experimental results on these systems. In this context, we developed four different lines of work in the thesis. The first one concerns the orientational order and alignment mechanism of rigid solutes of small dimensions dissolved in a nematic phase formed by the 4-pentyl,4 cyanobiphenyl (5CB) nematic liquid crystal. The orientational distribution of solutes have been obtained with Molecular Dynamics Simulation (MD) and have been compared with experimental data reported in literature. we have also verified the agreement between order parameters and dipolar coupling values measured in NMR experiments. The MD determined effective orientational potentials have been compared with the predictions of Maier­Saupe and Surface tensor models. The second line concerns the development of a correct parametrization able to reproduce the phase transition properties of a prototype of the oligothiophene semiconductor family: sexithiophene (T6). T6 forms two crystalline polymorphs largely studied, and possesses liquid crystalline phases still not well characterized, From simulations we detected a phase transition from crystal to liquid crystal at about 580 K, in agreement with available experiments, and in particular we found two LC phases, smectic and nematic. The crystal­smectic transition is associated to a relevant density variation and to strong conformational changes of T6, namely the molecules in the liquid crystal phase easily assume a bent shape, deviating from the planar structure typical of the crystal. The third line explores a new approach for calculating the viscosity in a nematic through a virtual exper- iment resembling the classical falling sphere experiment. The falling sphere is replaced by an hydrogenated silicon nanoparticle of spherical shape suspended in 5CB, and gravity effects are replaced by a constant force applied to the nanoparticle in a selected direction. Once the nanoparticle reaches a constant velocity, the viscosity of the medium can be evaluated using Stokes' law. With this method we successfully reproduced experimental viscosities and viscosity anisotropy for the solvent 5CB. The last line deals with the study of order induction on nematic molecules by an hydrogenated silicon surface. Gaining predicting power for the anchoring behavior of liquid crystals at surfaces will be a very desirable capability, as many properties related to devices depend on molecular organization close to surfaces. Here we studied, by means of atomistic MD simulations, the flat interface between an hydrogenated (001) silicon surface in contact with a sample of 5CB molecules. We found a planar anchoring of the first layers of 5CB where surface interactions are dominating with respect to the mesogen intermolecular interactions. We also analyzed the interface 5CB­vacuum, finding a homeotropic orientation of the nematic at this interface.

Simulation of photoinduced processes in organic chromophores: mapping photochemically relevant states for accurate dynamics

The simulation of ultrafast photoinduced processes is a fundamental step towards the understanding of the underlying molecular mechanism and interpretation/prediction of experimental data. Performing a computer simulation of a complex photoinduced process is only possible introducing some approximations but, in order to obtain reliable results, the need to reduce the complexity must balance with the accuracy of the model, which should include all the relevant degrees of freedom and a quantitatively correct description of the electronic states involved in the process. This work presents new computational protocols and strategies for the parameterisation of accurate models for photochemical/photophysical processes based on state-of-the-art multiconfigurational wavefunction-based methods. The required ingredients for a dynamics simulation include potential energy surfaces (PESs) as well as electronic state couplings, which must be mapped across the wide range of geometries visited during the wavepacket/trajectory propagation. The developed procedures allow to obtain solid and extended databases reducing as much as possible the computational cost, thanks to, e.g., specific tuning of the level of theory for different PES regions and/or direct calculation of only the needed components of vectorial quantities (like gradients or nonadiabatic couplings). The presented approaches were applied to three case studies (azobenzene, pyrene, visual rhodopsin), all requiring an accurate parameterisation but for different reasons. The resulting models and simulations allowed to elucidate the mechanism and time scale of the internal conversion, reproducing or even predicting new transient experiments. The general applicability of the developed protocols to systems with different peculiarities and the possibility to parameterise different types of dynamics on an equal footing (classical vs purely quantum) prove that the developed procedures are flexible enough to be tailored for each specific system, and pave the way for exact quantum dynamics with multiple degrees of freedom.

Numerical simulation of ion transport through ion channels and solid-state nanopores

Ion channels are pore-forming proteins that regulate the flow of ions across biological cell membranes. Ion channels are fundamental in generating and regulating the electrical activity of cells in the nervous system and the contraction of muscolar cells. Solid-state nanopores are nanometer-scale pores located in electrically insulating membranes. They can be adopted as detectors of specific molecules in electrolytic solutions. Permeation of ions from one electrolytic solution to another, through a protein channel or a synthetic pore is a process of considerable importance and realistic analysis of the main dependencies of ion current on the geometrical and compositional characteristics of these structures are highly required. The project described by this thesis is an effort to improve the understanding of ion channels by devising methods for computer simulation that can predict channel conductance from channel structure. This project describes theory, algorithms and implementation techniques used to develop a novel 3-D numerical simulator of ion channels and synthetic nanopores based on the Brownian Dynamics technique. This numerical simulator could represent a valid tool for the study of protein ion channel and synthetic nanopores, allowing to investigate at the atomic-level the complex electrostatic interactions that determine channel conductance and ion selectivity. Moreover it will provide insights on how parameters like temperature, applied voltage, and pore shape could influence ion translocation dynamics. Furthermore it will help making predictions of conductance of given channel structures and it will add information like electrostatic potential or ionic concentrations throughout the simulation domain helping the understanding of ion flow through membrane pores.