887 resultados para Non-gaussian statistical mechanics


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Active particles contain internal degrees of freedom with the ability to take in and dissipate energy and, in the process, execute systematic movement. Examples include all living organisms and their motile constituents such as molecular motors. This article reviews recent progress in applying the principles of nonequilibrium statistical mechanics and hydrodynamics to form a systematic theory of the behavior of collections of active particles-active matter-with only minimal regard to microscopic details. A unified view of the many kinds of active matter is presented, encompassing not only living systems but inanimate analogs. Theory and experiment are discussed side by side.

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The response of the Van der Pol oscillator to stationary narrowband Gaussian excitation is considered. The central frequency of excitation is taken to be in the neighborhood of the system limit cycle frequency. The solution is obtained using a non-Gaussian closure approximation on the probability density function of the response. The validity of the solution is examined with the help of a stochastic stability analysis. Solution based on Stratonovich''s quasistatic averaging technique is also obtained. The comparison of the theoretical solutions with the digital simulations shows that the theoretical estimates are reasonably good.

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We use a path-integral approach to calculate the distribution P(w, t) of the fluctuations in the work W at time t of a polymer molecule (modeled as an elastic dumbbell in a viscous solvent) that is acted on by an elongational flow field having a flow rate (gamma) over dot. We find that P(w, t) is non-Gaussian and that, at long times, the ratio P(w, t)/ P (-w, t) is equal to expw/(k(B)T)], independent of (gamma) over dot. On the basis of this finding, we suggest that polymers in elongational flows satisfy a fluctuation theorem.

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The effect of fluid velocity fluctuations on the dynamics of the particles in a turbulent gas–solid suspension is analysed in the low-Reynolds-number and high Stokes number limits, where the particle relaxation time is long compared with the correlation time for the fluid velocity fluctuations, and the drag force on the particles due to the fluid can be expressed by the modified Stokes law. The direct numerical simulation procedure is used for solving the Navier–Stokes equations for the fluid, the particles are modelled as hard spheres which undergo elastic collisions and a one-way coupling algorithm is used where the force exerted by the fluid on the particles is incorporated, but not the reverse force exerted by the particles on the fluid. The particle mean and root-mean-square (RMS) fluctuating velocities, as well as the probability distribution function for the particle velocity fluctuations and the distribution of acceleration of the particles in the central region of the Couette (where the velocity profile is linear and the RMS velocities are nearly constant), are examined. It is found that the distribution of particle velocities is very different from a Gaussian, especially in the spanwise and wall-normal directions. However, the distribution of the acceleration fluctuation on the particles is found to be close to a Gaussian, though the distribution is highly anisotropic and there is a correlation between the fluctuations in the flow and gradient directions. The non-Gaussian nature of the particle velocity fluctuations is found to be due to inter-particle collisions induced by the large particle velocity fluctuations in the flow direction. It is also found that the acceleration distribution on the particles is in very good agreement with the distribution that is calculated from the velocity fluctuations in the fluid, using the Stokes drag law, indicating that there is very little correlation between the fluid velocity fluctuations and the particle velocity fluctuations in the presence of one-way coupling. All of these results indicate that the effect of the turbulent fluid velocity fluctuations can be accurately represented by an anisotropic Gaussian white noise.

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We study the statistical properties of spatially averaged global injected power fluctuations for Taylor-Couette flow of a wormlike micellar gel formed by surfactant cetyltrimethylammonium tosylate. At sufficiently high Weissenberg numbers the shear rate, and hence the injected power p(t), at a constant applied stress shows large irregular fluctuations in time. The nature of the probability distribution function (PDF) of p(t) and the power-law decay of its power spectrum are very similar to that observed in recent studies of elastic turbulence for polymer solutions. Remarkably, these non-Gaussian PDFs can be well described by a universal, large deviation functional form given by the generalized Gumbel distribution observed in the context of spatially averaged global measures in diverse classes of highly correlated systems. We show by in situ rheology and polarized light scattering experiments that in the elastic turbulent regime the flow is spatially smooth but random in time, in agreement with a recent hypothesis for elastic turbulence.

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Two new statistics, namely Delta(chi 2) and Delta(chi), based on the extreme value theory, were derived by Gupta et al. We use these statistics to study the direction dependence in the HST Key Project data, which provides one of the most precise measurements of the Hubble constant. We also study the non-Gaussianity in this data set using these statistics. Our results for Delta(chi 2) show that the significance of direction-dependent systematics is restricted to well below the 1 sigma confidence limit; however, the presence of non-Gaussian features is subtle. On the other hand, the Delta(chi). statistic, which is more sensitive to direction dependence, shows direction dependence systematics to be at a slightly higher confidence level, and the presence of non-Gaussian features at a level similar to the Delta(chi 2) statistic.

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Traditional subspace based speech enhancement (SSE)methods use linear minimum mean square error (LMMSE) estimation that is optimal if the Karhunen Loeve transform (KLT) coefficients of speech and noise are Gaussian distributed. In this paper, we investigate the use of Gaussian mixture (GM) density for modeling the non-Gaussian statistics of the clean speech KLT coefficients. Using Gaussian mixture model (GMM), the optimum minimum mean square error (MMSE) estimator is found to be nonlinear and the traditional LMMSE estimator is shown to be a special case. Experimental results show that the proposed method provides better enhancement performance than the traditional subspace based methods.Index Terms: Subspace based speech enhancement, Gaussian mixture density, MMSE estimation.

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The fluctuating force model is developed and applied to the turbulent flow of a gas-particle suspension in a channel in the limit of high Stokes number, where the particle relaxation time is large compared to the fluid correlation time, and low particle Reynolds number where the Stokes drag law can be used to describe the interaction between the particles and fluid. In contrast to the Couette flow, the fluid velocity variances in the different directions in the channel are highly non-homogeneous, and they exhibit significant variation across the channel. First, we analyse the fluctuating particle velocity and acceleration distributions at different locations across the channel. The distributions are found to be non-Gaussian near the centre of the channel, and they exhibit significant skewness and flatness. However, acceleration distributions are closer to Gaussian at locations away from the channel centre, especially in regions where the variances of the fluid velocity fluctuations are at a maximum. The time correlations for the fluid velocity fluctuations and particle acceleration fluctuations are evaluated, and it is found that the time correlation of the particle acceleration fluctuations is close to the time correlations of the fluid velocity in a `moving Eulerian' reference, moving with the mean fluid velocity. The variances of the fluctuating force distributions in the Langevin simulations are determined from the time correlations of the fluid velocity fluctuations and the results are compared with direct numerical simulations. Quantitative agreement between the two simulations are obtained provided the particle viscous relaxation time is at least five times larger than the fluid integral time.

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Abstract | The importance of well-defined inorganic porous nanostructured materials in the context of biotechnological applications such as drug delivery and biomolecular sensing is reviewed here in detail. Under optimized conditions, the confinement of “bio”-relevant molecules such as pharmaceutical drugs, enzymes or proteins inside such inorganic nanostructures may be remarkably beneficial leading to enhanced molecular stability, activity and performance. From the point of view of basic research, molecular confinement inside nanostructures poses several formidable and intriguing problems of statistical mechanics at the mesoscopic scale. The theoretical comprehension of such non-trivial issues will not only aid in the interpretation of observed phenomena but also help in designing better inorganic nanostructured materials for biotechnological applications.

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We present a simple model that can be used to account for the rheological behaviour observed in recent experiments on micellar gels. The model combines attachment detachment kinetics with stretching due to shear, and shows well-defined jammed and flowing states. The large-deviation function (LDF) for the coarse-grained velocity becomes increasingly non-quadratic as the applied force F is increased, in a range near the yield threshold. The power fluctuations are found to obey a steady-state fluctuation relation (FR) at small F. However, the FR is violated when F is near the transition from the flowing to the jammed state although the LDF still exists; the antisymmetric part of the LDF is found to be nonlinear in its argument. Our approach suggests that large fluctuations and motion in a direction opposite to an imposed force are likely to occur in a wider class of systems near yielding.

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The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov's transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

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The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov’s transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

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Gene expression in living systems is inherently stochastic, and tends to produce varying numbers of proteins over repeated cycles of transcription and translation. In this paper, an expression is derived for the steady-state protein number distribution starting from a two-stage kinetic model of the gene expression process involving p proteins and r mRNAs. The derivation is based on an exact path integral evaluation of the joint distribution, P(p, r, t), of p and r at time t, which can be expressed in terms of the coupled Langevin equations for p and r that represent the two-stage model in continuum form. The steady-state distribution of p alone, P(p), is obtained from P(p, r, t) (a bivariate Gaussian) by integrating out the r degrees of freedom and taking the limit t -> infinity. P(p) is found to be proportional to the product of a Gaussian and a complementary error function. It provides a generally satisfactory fit to simulation data on the same two-stage process when the translational efficiency (a measure of intrinsic noise levels in the system) is relatively low; it is less successful as a model of the data when the translational efficiency (and noise levels) are high.

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The study introduces two new alternatives for global response sensitivity analysis based on the application of the L-2-norm and Hellinger's metric for measuring distance between two probabilistic models. Both the procedures are shown to be capable of treating dependent non-Gaussian random variable models for the input variables. The sensitivity indices obtained based on the L2-norm involve second order moments of the response, and, when applied for the case of independent and identically distributed sequence of input random variables, it is shown to be related to the classical Sobol's response sensitivity indices. The analysis based on Hellinger's metric addresses variability across entire range or segments of the response probability density function. The measure is shown to be conceptually a more satisfying alternative to the Kullback-Leibler divergence based analysis which has been reported in the existing literature. Other issues addressed in the study cover Monte Carlo simulation based methods for computing the sensitivity indices and sensitivity analysis with respect to grouped variables. Illustrative examples consist of studies on global sensitivity analysis of natural frequencies of a random multi-degree of freedom system, response of a nonlinear frame, and safety margin associated with a nonlinear performance function. (C) 2015 Elsevier Ltd. All rights reserved.

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Fermi gases with generalized Rashba spin-orbit coupling induced by a synthetic gauge field have the potential of realizing many interesting states, such as rashbon condensates and topological phases. Here, we address the key open problem of the fluctuation theory of such systems and demonstrate that beyond-Gaussian effects are essential to capture the finite temperature physics of such systems. We obtain their phase diagram by constructing an approximate non-Gaussian theory. We conclusively establish that spin-orbit coupling can enhance the exponentially small transition temperature (T-c) of a weakly attracting superfluid to the order of the Fermi temperature, paving a pathway towards high T-c superfluids.