DIFFUSE-INTERFACE FIELD APPROACH TO MODELING SELF-ASSEMBLY OF HETEROGENEOUS COLLOIDAL SYSTEMS AND RELATED DIPOLE-DIPOLE INTERACTION PHENOMENA

Colloid self-assembly under external control is a new route to fabrication of advanced materials with novel microstructures and appealing functionalities. The kinetic processes of colloidal self-assembly have attracted great interests also because they are similar to many atomic level kinetic processes of materials. In the past decades, rapid technological progresses have been achieved on producing shape-anisotropic, patchy, core-shell structured particles and particles with electric/magnetic charges/dipoles, which greatly enriched the self-assembled structures. Multi-phase carrier liquids offer new route to controlling colloidal self-assembly. Therefore, heterogeneity is the essential characteristics of colloid system, while so far there still lacks a model that is able to efficiently incorporate these possible heterogeneities. This thesis is mainly devoted to development of a model and computational study on the complex colloid system through a diffuse-interface field approach (DIFA), recently developed by Wang et al. This meso-scale model is able to describe arbitrary particle shape and arbitrary charge/dipole distribution on the surface or body of particles. Within the framework of DIFA, a Gibbs-Duhem-type formula is introduced to treat Laplace pressure in multi-liquid-phase colloidal system and it obeys Young-Laplace equation. The model is thus capable to quantitatively study important capillarity related phenomena. Extensive computer simulations are performed to study the fundamental behavior of heterogeneous colloidal system. The role of Laplace pressure is revealed in determining the mechanical equilibrium of shape-anisotropic particles at fluid interfaces. In particular, it is found that the Laplace pressure plays a critical role in maintaining the stability of capillary bridges between close particles, which sheds light on a novel route to in situ firming compact but fragile colloidal microstructures via capillary bridges. Simulation results also show that competition between like-charge repulsion, dipole-dipole interaction and Brownian motion dictates the degree of aggregation of heterogeneously charged particles. Assembly and alignment of particles with magnetic dipoles under external field is studied. Finally, extended studies on the role of dipole-dipole interaction are performed for ferromagnetic and ferroelectric domain phenomena. The results reveal that the internal field generated by dipoles competes with external field to determine the dipole-domain evolution in ferroic materials.

Keeping Variables within Bounds: Using Information between Observations

This research develops an econometric framework to analyze time series processes with bounds. The framework is general enough that it can incorporate several different kinds of bounding information that constrain continuous-time stochastic processes between discretely-sampled observations. It applies to situations in which the process is known to remain within an interval between observations, by way of either a known constraint or through the observation of extreme realizations of the process. The main statistical technique employs the theory of maximum likelihood estimation. This approach leads to the development of the asymptotic distribution theory for the estimation of the parameters in bounded diffusion models. The results of this analysis present several implications for empirical research. The advantages are realized in the form of efficiency gains, bias reduction and in the flexibility of model specification. A bias arises in the presence of bounding information that is ignored, while it is mitigated within this framework. An efficiency gain arises, in the sense that the statistical methods make use of conditioning information, as revealed by the bounds. Further, the specification of an econometric model can be uncoupled from the restriction to the bounds, leaving the researcher free to model the process near the bound in a way that avoids bias from misspecification. One byproduct of the improvements in model specification is that the more precise model estimation exposes other sources of misspecification. Some processes reveal themselves to be unlikely candidates for a given diffusion model, once the observations are analyzed in combination with the bounding information. A closer inspection of the theoretical foundation behind diffusion models leads to a more general specification of the model. This approach is used to produce a set of algorithms to make the model computationally feasible and more widely applicable. Finally, the modeling framework is applied to a series of interest rates, which, for several years, have been constrained by the lower bound of zero. The estimates from a series of diffusion models suggest a substantial difference in estimation results between models that ignore bounds and the framework that takes bounding information into consideration.

On the Wick product and Wong-Zakai approximations.

This thesis is a compilation of 6 papers that the author has written together with Alberto Lanconelli (chapters 3, 5 and 8) and Hyun-Jung Kim (ch 7). The logic thread that link all these chapters together is the interest to analyze and approximate the solutions of certain stochastic differential equations using the so called Wick product as the basic tool. In the first chapter we present arguably the most important achievement of this thesis; namely the generalization to multiple dimensions of a Wick-Wong-Zakai approximation theorem proposed by Hu and Oksendal. By exploiting the relationship between the Wick product and the Malliavin derivative we propose an original reduction method which allows us to approximate semi-linear systems of stochastic differential equations of the Itô type. Furthermore in chapter 4 we present a non-trivial extension of the aforementioned results to the case in which the system of stochastic differential equations are driven by a multi-dimensional fraction Brownian motion with Hurst parameter bigger than 1/2. In chapter 5 we employ our approach and present a “short time” approximation for the solution of the Zakai equation from non-linear filtering theory and provide an estimation of the speed of convergence. In chapters 6 and 7 we study some properties of the unique mild solution for the Stochastic Heat Equation driven by spatial white noise of the Wick-Skorohod type. In particular by means of our reduction method we obtain an alternative derivation of the Feynman-Kac representation for the solution, we find its optimal Hölder regularity in time and space and present a Feynman-Kac-type closed form for its spatial derivative. Chapter 8 treats a somewhat different topic; in particular we investigate some probabilistic aspects of the unique global strong solution of a two dimensional system of semi-linear stochastic differential equations describing a predator-prey model perturbed by Gaussian noise.

Dosimetric impact of geometric errors due to respiratory motion prediction on dynamic multileaf collimator-based four-dimensional radiation delivery

The synchronization of dynamic multileaf collimator (DMLC) response with respiratory motion is critical to ensure the accuracy of DMLC-based four dimensional (4D) radiation delivery. In practice, however, a finite time delay (response time) between the acquisition of tumor position and multileaf collimator response necessitates predictive models of respiratory tumor motion to synchronize radiation delivery. Predicting a complex process such as respiratory motion introduces geometric errors, which have been reported in several publications. However, the dosimetric effect of such errors on 4D radiation delivery has not yet been investigated. Thus, our aim in this work was to quantify the dosimetric effects of geometric error due to prediction under several different conditions. Conformal and intensity modulated radiation therapy (IMRT) plans for a lung patient were generated for anterior-posterior/posterior-anterior (AP/PA) beam arrangements at 6 and 18 MV energies to provide planned dose distributions. Respiratory motion data was obtained from 60 diaphragm-motion fluoroscopy recordings from five patients. A linear adaptive filter was employed to predict the tumor position. The geometric error of prediction was defined as the absolute difference between predicted and actual positions at each diaphragm position. Distributions of geometric error of prediction were obtained for all of the respiratory motion data. Planned dose distributions were then convolved with distributions for the geometric error of prediction to obtain convolved dose distributions. The dosimetric effect of such geometric errors was determined as a function of several variables: response time (0-0.6 s), beam energy (6/18 MV), treatment delivery (3D/4D), treatment type (conformal/IMRT), beam direction (AP/PA), and breathing training type (free breathing/audio instruction/visual feedback). Dose difference and distance-to-agreement analysis was employed to quantify results. Based on our data, the dosimetric impact of prediction (a) increased with response time, (b) was larger for 3D radiation therapy as compared with 4D radiation therapy, (c) was relatively insensitive to change in beam energy and beam direction, (d) was greater for IMRT distributions as compared with conformal distributions, (e) was smaller than the dosimetric impact of latency, and (f) was greatest for respiration motion with audio instructions, followed by visual feedback and free breathing. Geometric errors of prediction that occur during 4D radiation delivery introduce dosimetric errors that are dependent on several factors, such as response time, treatment-delivery type, and beam energy. Even for relatively small response times of 0.6 s into the future, dosimetric errors due to prediction could approach delivery errors when respiratory motion is not accounted for at all. To reduce the dosimetric impact, better predictive models and/or shorter response times are required.

Atmospheric, oceanic and hydrological polar motion excitation mechanisms based on a combination of geometric and gravimetric space observations

The goal of our study is to determine accurate time series of geophysical Earth rotation excitations to learn more about global dynamic processes in the Earth system. For this purpose, we developed an adjustment model which allows to combine precise observations from space geodetic observation systems, such as Satellite Laser Ranging (SLR), Global Navigation Satellite Systems (GNSS), Very Long Baseline Interferometry (VLBI), Doppler Orbit determination and Radiopositioning Integrated on Satellite (DORIS), satellite altimetry and satellite gravimetry in order to separate geophysical excitation mechanisms of Earth rotation. Three polar motion time series are applied to derive the polar motion excitation functions (integral effect). Furthermore we use five time variable gravity field solutions from Gravity Recovery and Climate Experiment (GRACE) to determine not only the integral mass effect but also the oceanic and hydrological mass effects by applying suitable filter techniques and a land-ocean mask. For comparison the integral mass effect is also derived from degree 2 potential coefficients that are estimated from SLR observations. The oceanic mass effect is also determined from sea level anomalies observed by satellite altimetry by reducing the steric sea level anomalies derived from temperature and salinity fields of the oceans. Due to the combination of all geodetic estimated excitations the weaknesses of the individual processing strategies can be reduced and the technique-specific strengths can be accounted for. The formal errors of the adjusted geodetic solutions are smaller than the RMS differences of the geophysical model solutions. The improved excitation time series can be used to improve the geophysical modeling.

The Geometric Curvature Of The Spine Of Runners During Maximal Incremental Effort Test.

This study sought to analyse the behaviour of the average spinal posture using a novel investigative procedure in a maximal incremental effort test performed on a treadmill. Spine motion was collected via stereo-photogrammetric analysis in thirteen amateur athletes. At each time percentage of the gait cycle, the reconstructed spine points were projected onto the sagittal and frontal planes of the trunk. On each plane, a polynomial was fitted to the data, and the two-dimensional geometric curvature along the longitudinal axis of the trunk was calculated to quantify the geometric shape of the spine. The average posture presented at the gait cycle defined the spine Neutral Curve. This method enabled the lateral deviations, lordosis, and kyphosis of the spine to be quantified noninvasively and in detail. The similarity between each two volunteers was a maximum of 19% on the sagittal plane and 13% on the frontal (p<0.01). The data collected in this study can be considered preliminary evidence that there are subject-specific characteristics in spinal curvatures during running. Changes induced by increases in speed were not sufficient for the Neutral Curve to lose its individual characteristics, instead behaving like a postural signature. The data showed the descriptive capability of a new method to analyse spinal postures during locomotion; however, additional studies, and with larger sample sizes, are necessary for extracting more general information from this novel methodology.

On the requirements of interpolating polynomials for path motion constraints

In the framework of multibody dynamics, the path motion constraint enforces that a body follows a predefined curve being its rotations with respect to the curve moving frame also prescribed. The kinematic constraint formulation requires the evaluation of the fourth derivative of the curve with respect to its arc length. Regardless of the fact that higher order polynomials lead to unwanted curve oscillations, at least a fifth order polynomials is required to formulate this constraint. From the point of view of geometric control lower order polynomials are preferred. This work shows that for multibody dynamic formulations with dependent coordinates the use of cubic polynomials is possible, being the dynamic response similar to that obtained with higher order polynomials. The stabilization of the equations of motion, always required to control the constraint violations during long analysis periods due to the inherent numerical errors of the integration process, is enough to correct the error introduced by using a lower order polynomial interpolation and thus forfeiting the analytical requirement for higher order polynomials.

Higher order Lagrangian systems: Geometric structures, Dynamics, and Constraints

In order to study the connections between Lagrangian and Hamiltonian formalisms constructed from aperhaps singularhigher-order Lagrangian, some geometric structures are constructed. Intermediate spaces between those of Lagrangian and Hamiltonian formalisms, partial Ostrogradskiis transformations and unambiguous evolution operators connecting these spaces are intrinsically defined, and some of their properties studied. Equations of motion, constraints, and arbitrary functions of Lagrangian and Hamiltonian formalisms are thoroughly studied. In particular, all the Lagrangian constraints are obtained from the Hamiltonian ones. Once the gauge transformations are taken into account, the true number of degrees of freedom is obtained, both in the Lagrangian and Hamiltonian formalisms, and also in all the intermediate formalisms herein defined.

Confined brownian ratchets

We analyze the dynamics of Brownian ratchets in a confined environment. The motion of the particles is described by a Fick-Jakobs kinetic equation in which the presence of boundaries is modeled by means of an entropic potential. The cases of a flashing ratchet, a two-state model, and a ratchet under the influence of a temperature gradient are analyzed in detail. We show the emergence of a strong cooperativity between the inherent rectification of the ratchet mechanism and the entropic bias of the fluctuations caused by spatial confinement. Net particle transport may take place in situations where none of those mechanisms leads to rectification when acting individually. The combined rectification mechanisms may lead to bidirectional transport and to new routes to segregation phenomena. Confined Brownian ratchets could be used to control transport in mesostructures and to engineer new and more efficient devices for transport at the nanoscale.

Geometric nonlinear dynamic analysis of plates and shells using eight-node hexahedral finite elements with reduced integration

This work presents a geometric nonlinear dynamic analysis of plates and shells using eight-node hexahedral isoparametric elements. The main features of the present formulation are: (a) the element matrices are obtained using reduced integrations with hourglass control; (b) an explicit Taylor-Galerkin scheme is used to carry out the dynamic analysis, solving the corresponding equations of motion in terms of velocity components; (c) the Truesdell stress rate tensor is used; (d) the vector processor facilities existing in modern supercomputers were used. The results obtained are comparable with previous solutions in terms of accuracy and computational performance.

Geometric and Algebraic Aspects of 3D Affine and Projective Structures from Perspective 2D Views

We investigate the differences --- conceptually and algorithmically --- between affine and projective frameworks for the tasks of visual recognition and reconstruction from perspective views. It is shown that an affine invariant exists between any view and a fixed view chosen as a reference view. This implies that for tasks for which a reference view can be chosen, such as in alignment schemes for visual recognition, projective invariants are not really necessary. We then use the affine invariant to derive new algebraic connections between perspective views. It is shown that three perspective views of an object are connected by certain algebraic functions of image coordinates alone (no structure or camera geometry needs to be involved).

Modeling image motion in airborne Three-Line-Array (TLA) push-broom cameras

This paper presents an image motion model for airborne three-line-array (TLA) push-broom cameras. Both aircraft velocity and attitude instability are taken into account in modeling image motion. Effects of aircraft pitch, roll, and yaw on image motion are analyzed based on geometric relations in designated coordinate systems. The image motion is mathematically modeled by image motion velocity multiplied by exposure time. Quantitative analysis to image motion velocity is then conducted in simulation experiments. The results have shown that image motion caused by aircraft velocity is space invariant while image motion caused by aircraft attitude instability is more complicated. Pitch,roll and yaw all contribute to image motion to different extents. Pitch dominates the along-track image motion and both roll and yaw greatly contribute to the cross-track image motion. These results provide a valuable base for image motion compensation to ensure high accuracy imagery in aerial photogrammetry.

Hierarchical spherical model from a geometric point of view

A continuous version of the hierarchical spherical model at dimension d=4 is investigated. Two limit distributions of the block spin variable X(gamma), normalized with exponents gamma = d + 2 and gamma=d at and above the critical temperature, are established. These results are proven by solving certain evolution equations corresponding to the renormalization group (RG) transformation of the O(N) hierarchical spin model of block size L(d) in the limit L down arrow 1 and N ->infinity. Starting far away from the stationary Gaussian fixed point the trajectories of these dynamical system pass through two different regimes with distinguishable crossover behavior. An interpretation of this trajectories is given by the geometric theory of functions which describe precisely the motion of the Lee-Yang zeroes. The large-N limit of RG transformation with L(d) fixed equal to 2, at the criticality, has recently been investigated in both weak and strong (coupling) regimes by Watanabe (J. Stat. Phys. 115:1669-1713, 2004) . Although our analysis deals only with N = infinity case, it complements various aspects of that work.

A general treatment of geometric phases and dynamical invariants

Based only on the parallel-transport condition, we present a general method to compute Abelian or non-Abelian geometric phases acquired by the basis states of pure or mixed density operators, which also holds for nonadiabatic and noncyclic evolution. Two interesting features of the non-Abelian geometric phase obtained by our method stand out: i) it is a generalization of Wilczek and Zee`s non-Abelian holonomy, in that it describes nonadiabatic evolution where the basis states are parallelly transported between distinct degenerate subspaces, and ii) the non-Abelian character of our geometric phase relies on the transitional evolution of the basis states, even in the nondegenerate case. We apply our formalism to a two-level system evolving nonadiabatically under spontaneous decay to emphasize the non- Abelian nature of the geometric phase induced by the reservoir. We also show, through the generalized invariant theory, that our general approach encompasses previous results in the literature. Copyright (c) EPLA, 2008.

The Noether theorem for geometric actions and area preserving diffeomorphisms on the torus

We find that within the formalism of coadjoint orbits of the infinite dimensional Lie group the Noether procedure leads, for a special class of transformations, to the constant of motion given by the fundamental group one-cocycle S. Use is made of the simplified formula giving the symplectic action in terms of S and the Maurer-Cartan one-form. The area preserving diffeomorphisms on the torus T2=S1⊗S1 constitute an algebra with central extension, given by the Floratos-Iliopoulos cocycle. We apply our general treatment based on the symplectic analysis of coadjoint orbits of Lie groups to write the symplectic action for this model and study its invariance. We find an interesting abelian symmetry structure of this non-linear problem.