925 resultados para stochastic particle system
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During the process of lysozyme protein crystallization with batch method, the macroscopic flow field of solid/liquid system was observed by particle image velocimetry (PIV). Furthermore, a normal growth rate of (110) face and local flow field around a single protein crystal were obtained by a long work distance microscope. The experimental results showed that the average velocity, the maximal velocity of macroscopic solid/liquid system and the velocity of local flow field around single protein crystal were fluctuant. The effective boundary layer thickness delta(eff), the concentration at the interface Q and the characteristic velocity V were calculated using a convection-diffusion model. The results showed that the growth of lysozyme crystal in this experiment was dominated by interfacial kinetics rather than bulk transport, and the function of buoyancy-driven flow in bulk transport was small, however, the effect of bulk transport in crystal growth had a tendency to increase with the increase of lysozyme concentration. The calculated results, also showed that the order of magnitude of shear force was about 10(-21) N, which was much less than the bond force between the lysozyme molecules. Therefore the shear force induced by buoyancy-driven flows cannot remove the protein molecules from the interface of crystal.
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This paper describes the shock propagation through a dilute gas-particle suspension in an aligned baffle system. Numerical solution to two-phase flows induced by a planar shock wave is given based on the two-continuum model with interphase coupling. The governing equations are numerically solved by using high-resolution schemes. The computational results show the shock reflection and diffraction patterns, and the shock-induced flow fields in the 4-baffle system filled with the dusty gas.
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179 p.
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Large-eddy simulation (LES) has emerged as a promising tool for simulating turbulent flows in general and, in recent years,has also been applied to the particle-laden turbulence with some success (Kassinos et al., 2007). The motion of inertial particles is much more complicated than fluid elements, and therefore, LES of turbulent flow laden with inertial particles encounters new challenges. In the conventional LES, only large-scale eddies are explicitly resolved and the effects of unresolved, small or subgrid scale (SGS) eddies on the large-scale eddies are modeled. The SGS turbulent flow field is not available. The effects of SGS turbulent velocity field on particle motion have been studied by Wang and Squires (1996), Armenio et al. (1999), Yamamoto et al. (2001), Shotorban and Mashayek (2006a,b), Fede and Simonin (2006), Berrouk et al. (2007), Bini and Jones (2008), and Pozorski and Apte (2009), amongst others. One contemporary method to include the effects of SGS eddies on inertial particle motions is to introduce a stochastic differential equation (SDE), that is, a Langevin stochastic equation to model the SGS fluid velocity seen by inertial particles (Fede et al., 2006; Shotorban and Mashayek, 2006a; Shotorban and Mashayek, 2006b; Berrouk et al., 2007; Bini and Jones, 2008; Pozorski and Apte, 2009).However, the accuracy of such a Langevin equation model depends primarily on the prescription of the SGS fluid velocity autocorrelation time seen by an inertial particle or the inertial particle–SGS eddy interaction timescale (denoted by $\delt T_{Lp}$ and a second model constant in the diffusion term which controls the intensity of the random force received by an inertial particle (denoted by C_0, see Eq. (7)). From the theoretical point of view, dTLp differs significantly from the Lagrangian fluid velocity correlation time (Reeks, 1977; Wang and Stock, 1993), and this carries the essential nonlinearity in the statistical modeling of particle motion. dTLp and C0 may depend on the filter width and particle Stokes number even for a given turbulent flow. In previous studies, dTLp is modeled either by the fluid SGS Lagrangian timescale (Fede et al., 2006; Shotorban and Mashayek, 2006b; Pozorski and Apte, 2009; Bini and Jones, 2008) or by a simple extension of the timescale obtained from the full flow field (Berrouk et al., 2007). In this work, we shall study the subtle and on-monotonic dependence of $\delt T_{Lp}$ on the filter width and particle Stokes number using a flow field obtained from Direct Numerical Simulation (DNS). We then propose an empirical closure model for $\delta T_{Lp}$. Finally, the model is validated against LES of particle-laden turbulence in predicting single-particle statistics such as particle kinetic energy. As a first step, we consider the particle motion under the one-way coupling assumption in isotropic turbulent flow and neglect the gravitational settling effect. The one-way coupling assumption is only valid for low particle mass loading.
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The problem of "exit against a flow" for dynamical systems subject to small Gaussian white noise excitation is studied. Here the word "flow" refers to the behavior in phase space of the unperturbed system's state variables. "Exit against a flow" occurs if a perturbation causes the phase point to leave a phase space region within which it would normally be confined. In particular, there are two components of the problem of exit against a flow:
i) the mean exit time
ii) the phase-space distribution of exit locations.
When the noise perturbing the dynamical systems is small, the solution of each component of the problem of exit against a flow is, in general, the solution of a singularly perturbed, degenerate elliptic-parabolic boundary value problem.
Singular perturbation techniques are used to express the asymptotic solution in terms of an unknown parameter. The unknown parameter is determined using the solution of the adjoint boundary value problem.
The problem of exit against a flow for several dynamical systems of physical interest is considered, and the mean exit times and distributions of exit positions are calculated. The systems are then simulated numerically, using Monte Carlo techniques, in order to determine the validity of the asymptotic solutions.
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Part I
Particles are a key feature of planetary atmospheres. On Earth they represent the greatest source of uncertainty in the global energy budget. This uncertainty can be addressed by making more measurement, by improving the theoretical analysis of measurements, and by better modeling basic particle nucleation and initial particle growth within an atmosphere. This work will focus on the latter two methods of improvement.
Uncertainty in measurements is largely due to particle charging. Accurate descriptions of particle charging are challenging because one deals with particles in a gas as opposed to a vacuum, so different length scales come into play. Previous studies have considered the effects of transition between the continuum and kinetic regime and the effects of two and three body interactions within the kinetic regime. These studies, however, use questionable assumptions about the charging process which resulted in skewed observations, and bias in the proposed dynamics of aerosol particles. These assumptions affect both the ions and particles in the system. Ions are assumed to be point monopoles that have a single characteristic speed rather than follow a distribution. Particles are assumed to be perfect conductors that have up to five elementary charges on them. The effects of three body interaction, ion-molecule-particle, are also overestimated. By revising this theory so that the basic physical attributes of both ions and particles and their interactions are better represented, we are able to make more accurate predictions of particle charging in both the kinetic and continuum regimes.
The same revised theory that was used above to model ion charging can also be applied to the flux of neutral vapor phase molecules to a particle or initial cluster. Using these results we can model the vapor flux to a neutral or charged particle due to diffusion and electromagnetic interactions. In many classical theories currently applied to these models, the finite size of the molecule and the electromagnetic interaction between the molecule and particle, especially for the neutral particle case, are completely ignored, or, as is often the case for a permanent dipole vapor species, strongly underestimated. Comparing our model to these classical models we determine an “enhancement factor” to characterize how important the addition of these physical parameters and processes is to the understanding of particle nucleation and growth.
Part II
Whispering gallery mode (WGM) optical biosensors are capable of extraordinarily sensitive specific and non-specific detection of species suspended in a gas or fluid. Recent experimental results suggest that these devices may attain single-molecule sensitivity to protein solutions in the form of stepwise shifts in their resonance wavelength, \lambda_{R}, but present sensor models predict much smaller steps than were reported. This study examines the physical interaction between a WGM sensor and a molecule adsorbed to its surface, exploring assumptions made in previous efforts to model WGM sensor behavior, and describing computational schemes that model the experiments for which single protein sensitivity was reported. The resulting model is used to simulate sensor performance, within constraints imposed by the limited material property data. On this basis, we conclude that nonlinear optical effects would be needed to attain the reported sensitivity, and that, in the experiments for which extreme sensitivity was reported, a bound protein experiences optical energy fluxes too high for such effects to be ignored.
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The Hamilton Jacobi Bellman (HJB) equation is central to stochastic optimal control (SOC) theory, yielding the optimal solution to general problems specified by known dynamics and a specified cost functional. Given the assumption of quadratic cost on the control input, it is well known that the HJB reduces to a particular partial differential equation (PDE). While powerful, this reduction is not commonly used as the PDE is of second order, is nonlinear, and examples exist where the problem may not have a solution in a classical sense. Furthermore, each state of the system appears as another dimension of the PDE, giving rise to the curse of dimensionality. Since the number of degrees of freedom required to solve the optimal control problem grows exponentially with dimension, the problem becomes intractable for systems with all but modest dimension.
In the last decade researchers have found that under certain, fairly non-restrictive structural assumptions, the HJB may be transformed into a linear PDE, with an interesting analogue in the discretized domain of Markov Decision Processes (MDP). The work presented in this thesis uses the linearity of this particular form of the HJB PDE to push the computational boundaries of stochastic optimal control.
This is done by crafting together previously disjoint lines of research in computation. The first of these is the use of Sum of Squares (SOS) techniques for synthesis of control policies. A candidate polynomial with variable coefficients is proposed as the solution to the stochastic optimal control problem. An SOS relaxation is then taken to the partial differential constraints, leading to a hierarchy of semidefinite relaxations with improving sub-optimality gap. The resulting approximate solutions are shown to be guaranteed over- and under-approximations for the optimal value function. It is shown that these results extend to arbitrary parabolic and elliptic PDEs, yielding a novel method for Uncertainty Quantification (UQ) of systems governed by partial differential constraints. Domain decomposition techniques are also made available, allowing for such problems to be solved via parallelization and low-order polynomials.
The optimization-based SOS technique is then contrasted with the Separated Representation (SR) approach from the applied mathematics community. The technique allows for systems of equations to be solved through a low-rank decomposition that results in algorithms that scale linearly with dimensionality. Its application in stochastic optimal control allows for previously uncomputable problems to be solved quickly, scaling to such complex systems as the Quadcopter and VTOL aircraft. This technique may be combined with the SOS approach, yielding not only a numerical technique, but also an analytical one that allows for entirely new classes of systems to be studied and for stability properties to be guaranteed.
The analysis of the linear HJB is completed by the study of its implications in application. It is shown that the HJB and a popular technique in robotics, the use of navigation functions, sit on opposite ends of a spectrum of optimization problems, upon which tradeoffs may be made in problem complexity. Analytical solutions to the HJB in these settings are available in simplified domains, yielding guidance towards optimality for approximation schemes. Finally, the use of HJB equations in temporal multi-task planning problems is investigated. It is demonstrated that such problems are reducible to a sequence of SOC problems linked via boundary conditions. The linearity of the PDE allows us to pre-compute control policy primitives and then compose them, at essentially zero cost, to satisfy a complex temporal logic specification.
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This is a two-part thesis concerning the motion of a test particle in a bath. In part one we use an expansion of the operator PLeit(1-P)LLP to shape the Zwanzig equation into a generalized Fokker-Planck equation which involves a diffusion tensor depending on the test particle's momentum and the time.
In part two the resultant equation is studied in some detail for the case of test particle motion in a weakly coupled Lorentz Gas. The diffusion tensor for this system is considered. Some of its properties are calculated; it is computed explicitly for the case of a Gaussian potential of interaction.
The equation for the test particle distribution function can be put into the form of an inhomogeneous Schroedinger equation. The term corresponding to the potential energy in the Schroedinger equation is considered. Its structure is studied, and some of its simplest features are used to find the Green's function in the limiting situations of low density and long time.
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We investigate the energy spectrum of ground state and quasi-particle excitation spectrum of hard-core bosons, which behave very much like spinless noninteracting fermions, in optical lattices by means of the perturbation expansion and Bogoliubov approach. The results show that the energy spectrum has a single band structure, and the energy is lower near zero momentum; the excitation spectrum gives corresponding energy gap, and the system is in Mott-insulating state at Tonks limit. The analytic result of energy spectrum is in good agreement with that calculated in terms of Green's function at strong correlation limit.
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Ordered granular systems have been a subject of active research for decades. Due to their rich dynamic response and nonlinearity, ordered granular systems have been suggested for several applications, such as solitary wave focusing, acoustic signals manipulation, and vibration absorption. Most of the fundamental research performed on ordered granular systems has focused on macro-scale examples. However, most engineering applications require these systems to operate at much smaller scales. Very little is known about the response of micro-scale granular systems, primarily because of the difficulties in realizing reliable and quantitative experiments, which originate from the discrete nature of granular materials and their highly nonlinear inter-particle contact forces.
In this work, we investigate the physics of ordered micro-granular systems by designing an innovative experimental platform that allows us to assemble, excite, and characterize ordered micro-granular systems. This new experimental platform employs a laser system to deliver impulses with controlled momentum and incorporates non-contact measurement apparatuses to detect the particles’ displacement and velocity. We demonstrated the capability of the laser system to excite systems of dry (stainless steel particles of radius 150 micrometers) and wet (silica particles of radius 3.69 micrometers, immersed in fluid) micro-particles, after which we analyzed the stress propagation through these systems.
We derived the equations of motion governing the dynamic response of dry and wet particles on a substrate, which we then validated in experiments. We then measured the losses in these systems and characterized the collision and friction between two micro-particles. We studied wave propagation in one-dimensional dry chains of micro-particles as well as in two-dimensional colloidal systems immersed in fluid. We investigated the influence of defects to wave propagation in the one-dimensional systems. Finally, we characterized the wave-attenuation and its relation to the viscosity of the surrounding fluid and performed computer simulations to establish a model that captures the observed response.
The findings of the study offer the first systematic experimental and numerical analysis of wave propagation through ordered systems of micro-particles. The experimental system designed in this work provides the necessary tools for further fundamental studies of wave propagation in both granular and colloidal systems.
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The hydrodynamic forces acting on a solid particle in a viscous, incompressible fluid medium at low Reynolds number flow is investigated mathematically as a prerequisite to the understanding of transport processes in two-phase flow involving solid particles and fluid. Viscous interaction between a small number of spherical particles and continuous solid boundaries as well as fluid interface are analyzed under a “point-force” approximation. Non-spherical and elastic spherical particles in a simple shear flow area are then considered. Non-steady motion of a spherical particle is briefly touched upon to illustrate the transient effect of particle motion.
A macroscopic continuum description of particle-fluid flow is formulated in terms of spatial averages yielding a set of particle continuum and bulk fluid equations. Phenomenological formulas describing the transport processes in a fluid medium are extended to cases where the volume concentration of solid particles is sufficiently high to exert an important influence. Hydrodynamic forces acting on a spherical solid particle in such a system, e.g. drag, torque, rotational coupling force, and viscous collision force between streams of different sized particles moving relative to each other are obtained. Phenomenological constants, such as the shear viscosity coefficient, and the diffusion coefficient of the bulk fluid, are found as a function of the material properties of the constituents of the two-phase system and the volume concentration of solid. For transient heat conduction phenomena, it is found that the introduction of a complex conductivity for the bulk fluid permits a simple mathematical description of this otherwise complicated process. The rate of heat transfer between particle continuum and bulk fluid is also investigated by means of an Oseen-type approximation to the energy equation.
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I. The attenuation of sound due to particles suspended in a gas was first calculated by Sewell and later by Epstein in their classical works on the propagation of sound in a two-phase medium. In their work, and in more recent works which include calculations of sound dispersion, the calculations were made for systems in which there was no mass transfer between the two phases. In the present work, mass transfer between phases is included in the calculations.
The attenuation and dispersion of sound in a two-phase condensing medium are calculated as functions of frequency. The medium in which the sound propagates consists of a gaseous phase, a mixture of inert gas and condensable vapor, which contains condensable liquid droplets. The droplets, which interact with the gaseous phase through the interchange of momentum, energy, and mass (through evaporation and condensation), are treated from the continuum viewpoint. Limiting cases, for flow either frozen or in equilibrium with respect to the various exchange processes, help demonstrate the effects of mass transfer between phases. Included in the calculation is the effect of thermal relaxation within droplets. Pressure relaxation between the two phases is examined, but is not included as a contributing factor because it is of interest only at much higher frequencies than the other relaxation processes. The results for a system typical of sodium droplets in sodium vapor are compared to calculations in which there is no mass exchange between phases. It is found that the maximum attenuation is about 25 per cent greater and occurs at about one-half the frequency for the case which includes mass transfer, and that the dispersion at low frequencies is about 35 per cent greater. Results for different values of latent heat are compared.
II. In the flow of a gas-particle mixture through a nozzle, a normal shock may exist in the diverging section of the nozzle. In Marble’s calculation for a shock in a constant area duct, the shock was described as a usual gas-dynamic shock followed by a relaxation zone in which the gas and particles return to equilibrium. The thickness of this zone, which is the total shock thickness in the gas-particle mixture, is of the order of the relaxation distance for a particle in the gas. In a nozzle, the area may change significantly over this relaxation zone so that the solution for a constant area duct is no longer adequate to describe the flow. In the present work, an asymptotic solution, which accounts for the area change, is obtained for the flow of a gas-particle mixture downstream of the shock in a nozzle, under the assumption of small slip between the particles and gas. This amounts to the assumption that the shock thickness is small compared with the length of the nozzle. The shock solution, valid in the region near the shock, is matched to the well known small-slip solution, which is valid in the flow downstream of the shock, to obtain a composite solution valid for the entire flow region. The solution is applied to a conical nozzle. A discussion of methods of finding the location of a shock in a nozzle is included.
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Part I
Solutions of Schrödinger’s equation for system of two particles bound in various stationary one-dimensional potential wells and repelling each other with a Coulomb force are obtained by the method of finite differences. The general properties of such systems are worked out in detail for the case of two electrons in an infinite square well. For small well widths (1-10 a.u.) the energy levels lie above those of the noninteresting particle model by as much as a factor of 4, although excitation energies are only half again as great. The analytical form of the solutions is obtained and it is shown that every eigenstate is doubly degenerate due to the “pathological” nature of the one-dimensional Coulomb potential. This degeneracy is verified numerically by the finite-difference method. The properties of the square-well system are compared with those of the free-electron and hard-sphere models; perturbation and variational treatments are also carried out using the hard-sphere Hamiltonian as a zeroth-order approximation. The lowest several finite-difference eigenvalues converge from below with decreasing mesh size to energies below those of the “best” linear variational function consisting of hard-sphere eigenfunctions. The finite-difference solutions in general yield expectation values and matrix elements as accurate as those obtained using the “best” variational function.
The system of two electrons in a parabolic well is also treated by finite differences. In this system it is possible to separate the center-of-mass motion and hence to effect a considerable numerical simplification. It is shown that the pathological one-dimensional Coulomb potential gives rise to doubly degenerate eigenstates for the parabolic well in exactly the same manner as for the infinite square well.
Part II
A general method of treating inelastic collisions quantum mechanically is developed and applied to several one-dimensional models. The formalism is first developed for nonreactive “vibrational” excitations of a bound system by an incident free particle. It is then extended to treat simple exchange reactions of the form A + BC →AB + C. The method consists essentially of finding a set of linearly independent solutions of the Schrödinger equation such that each solution of the set satisfies a distinct, yet arbitrary boundary condition specified in the asymptotic region. These linearly independent solutions are then combined to form a total scattering wavefunction having the correct asymptotic form. The method of finite differences is used to determine the linearly independent functions.
The theory is applied to the impulsive collision of a free particle with a particle bound in (1) an infinite square well and (2) a parabolic well. Calculated transition probabilities agree well with previously obtained values.
Several models for the exchange reaction involving three identical particles are also treated: (1) infinite-square-well potential surface, in which all three particles interact as hard spheres and each two-particle subsystem (i.e. BC and AB) is bound by an attractive infinite-square-well potential; (2) truncated parabolic potential surface, in which the two-particle subsystems are bound by a harmonic oscillator potential which becomes infinite for interparticle separations greater than a certain value; (3) parabolic (untruncated) surface. Although there are no published values with which to compare our reaction probabilities, several independent checks on internal consistency indicate that the results are reliable.
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Given a spectral density matrix or, equivalently, a real autocovariance sequence, the author seeks to determine a finite-dimensional linear time-invariant system which, when driven by white noise, will produce an output whose spectral density is approximately PHI ( omega ), and an approximate spectral factor of PHI ( omega ). The author employs the Anderson-Faurre theory in his analysis.