Back-to-back correlations for finite expanding fireballs

Back-to-back correlations of particle-antiparticle pairs are related to the in-medium mass-modification and squeezing of the quanta involved. They are predicted to appear when hot and dense hadronic matter is formed in high energy nucleus-nucleus collisions. The survival and magnitude of the back-to-back correlations (BBC) of boson-antiboson pairs generated by in-medium mass modifications are studied here in the case of a thermalized, finite-sized, spherically symmetric expanding medium. We show that the BBC signal indeed survives the finite-time emission, as well as the expansion and flow effects, with sufficient intensity to be observed at BNL Relativistic Heavy Ion Collider (RHIC).

Entanglement and entropy operator for strings in pp-wave time dependent background

In this Letter new aspects of string theory propagating in a pp-wave time dependent background with a null singularity are explored. It is shown the appearance of a 2d entanglement entropy dynamically generated by the background. For asymptotically flat observers, the vacuum close to the singularity is unitarily inequivalent to the vacuum at tau = -infinity and it is shown that the 2d entanglement entropy diverges close to this point. As a consequence. The positive time region is inaccessible for observers in tau = -infinity. For a stationary measure, the vacuum at finite time is seen by those observers as a thermal state and the information loss is encoded as a heat bath of string states. (c) 2006 Elsevier B.V. All rights reserved.

Identifying financial crises in real time

Following the thermodynamic formulation of a multifractal measure that was shown to enable the detection of large fluctuations at an early stage, here we propose a new index which permits us to distinguish events like financial crises in real time. We calculate the partition function from which we can obtain thermodynamic quantities analogous to the free energy and specific heat. The index is defined as the normalized energy variation and it can be used to study the behavior of stochastic time series, such as financial market daily data. Famous financial market crashes-Black Thursday (1929), Black Monday (1987) and the subprime crisis (2008)-are identified with clear and robust results. The method is also applied to the market fluctuations of 2011. From these results it appears as if the apparent crisis of 2011 is of a different nature to the other three. We also show that the analysis has forecasting capabilities. © 2012 Elsevier B.V. All rights reserved.

Estabilidade estocástica de sistemas lineares com Saltos Markovianos e Sistemas Lineares com Saltos Semimarkovianos

Pós-graduação em Matematica Aplicada e Computacional - FCT

Stochastic models and dynamic measures for the characterization of bistable circuits

During the last few years, a great deal of interest has risen concerning the applications of stochastic methods to several biochemical and biological phenomena. Phenomena like gene expression, cellular memory, bet-hedging strategy in bacterial growth and many others, cannot be described by continuous stochastic models due to their intrinsic discreteness and randomness. In this thesis I have used the Chemical Master Equation (CME) technique to modelize some feedback cycles and analyzing their properties, including experimental data. In the first part of this work, the effect of stochastic stability is discussed on a toy model of the genetic switch that triggers the cellular division, which malfunctioning is known to be one of the hallmarks of cancer. The second system I have worked on is the so-called futile cycle, a closed cycle of two enzymatic reactions that adds and removes a chemical compound, called phosphate group, to a specific substrate. I have thus investigated how adding noise to the enzyme (that is usually in the order of few hundred molecules) modifies the probability of observing a specific number of phosphorylated substrate molecules, and confirmed theoretical predictions with numerical simulations. In the third part the results of the study of a chain of multiple phosphorylation-dephosphorylation cycles will be presented. We will discuss an approximation method for the exact solution in the bidimensional case and the relationship that this method has with the thermodynamic properties of the system, which is an open system far from equilibrium.In the last section the agreement between the theoretical prediction of the total protein quantity in a mouse cells population and the observed quantity will be shown, measured via fluorescence microscopy.

Multilevel Domain Decomposition Algorithms for Monolithic Fluid-Structure Interaction Problems with Application to Haemodynamics

Finite element techniques for solving the problem of fluid-structure interaction of an elastic solid material in a laminar incompressible viscous flow are described. The mathematical problem consists of the Navier-Stokes equations in the Arbitrary Lagrangian-Eulerian formulation coupled with a non-linear structure model, considering the problem as one continuum. The coupling between the structure and the fluid is enforced inside a monolithic framework which computes simultaneously for the fluid and the structure unknowns within a unique solver. We used the well-known Crouzeix-Raviart finite element pair for discretization in space and the method of lines for discretization in time. A stability result using the Backward-Euler time-stepping scheme for both fluid and solid part and the finite element method for the space discretization has been proved. The resulting linear system has been solved by multilevel domain decomposition techniques. Our strategy is to solve several local subproblems over subdomain patches using the Schur-complement or GMRES smoother within a multigrid iterative solver. For validation and evaluation of the accuracy of the proposed methodology, we present corresponding results for a set of two FSI benchmark configurations which describe the self-induced elastic deformation of a beam attached to a cylinder in a laminar channel flow, allowing stationary as well as periodically oscillating deformations, and for a benchmark proposed by COMSOL multiphysics where a narrow vertical structure attached to the bottom wall of a channel bends under the force due to both viscous drag and pressure. Then, as an example of fluid-structure interaction in biomedical problems, we considered the academic numerical test which consists in simulating the pressure wave propagation through a straight compliant vessel. All the tests show the applicability and the numerical efficiency of our approach to both two-dimensional and three-dimensional problems.

Biaxial extensional motion of an inertially driven radially expanding liquid sheet

We consider the inertially driven, time-dependent biaxial extensional motion of inviscid and viscous thinning liquid sheets. We present an analytic solution describing the base flow and examine its linear stability to varicose (symmetric) perturbations within the framework of a long-wave model where transient growth and long-time asymptotic stability are considered. The stability of the system is characterized in terms of the perturbation wavenumber, Weber number, and Reynolds number. We find that the isotropic nature of the base flow yields stability results that are identical for axisymmetric and general two-dimensional perturbations. Transient growth of short-wave perturbations at early to moderate times can have significant and lasting influence on the long-time sheet thickness. For finite Reynolds numbers, a radially expanding sheet is weakly unstable with bounded growth of all perturbations, whereas in the inviscid and Stokes flow limits sheets are unstable to perturbations in the short-wave limit.

Evolution and breakup of viscous rotating drops

We study the evolution of a viscous fluid drop rotating about a fixed axis at constant angular velocity $Omega$ or constant angular momentum L surrounded by another viscous fluid. The problem is considered in the limit of large Ekman number and small Reynolds number. The analysis is carried out by combining asymptotic analysis and full numerical simulation by means of the boundary element method. We pay special attention to the stability/instability of equilibrium shapes and the possible formation of singularities representing a change in the topology of the fluid domain. When the evolution is at constant $Omega$, depending on its value, drops can take the form of a flat film whose thickness goes to zero in finite time or an elongated filament that extends indefinitely. When evolution takes place at constant L and axial symmetry is imposed, thin films surrounded by a toroidal rim can develop, but the film thickness does not vanish in finite time. When axial symmetry is not imposed and L is sufficiently large, drops break axial symmetry and, depending on the value of L, reach an equilibrium configuration with a 2-fold symmetry or break up into several drops with a 2- or 3-fold symmetry. The mechanism of breakup is also described

A method for revealing phase space structures of general time dependent dynamical systems

In this paper we develop new techniques for revealing geometrical structures in phase space that are valid for aperiodically time dependent dynamical systems, which we refer to as Lagrangian descriptors. These quantities are based on the integration, for a finite time, along trajectories of an intrinsic bounded, positive geometrical and/or physical property of the trajectory itself. We discuss a general methodology for constructing Lagrangian descriptors, and we discuss a “heuristic argument” that explains why this method is successful for revealing geometrical structures in the phase space of a dynamical system. We support this argument by explicit calculations on a benchmark problem having a hyperbolic fixed point with stable and unstable manifolds that are known analytically. Several other benchmark examples are considered that allow us the assess the performance of Lagrangian descriptors in revealing invariant tori and regions of shear. Throughout the paper “side-by-side” comparisons of the performance of Lagrangian descriptors with both finite time Lyapunov exponents (FTLEs) and finite time averages of certain components of the vector field (“time averages”) are carried out and discussed. In all cases Lagrangian descriptors are shown to be both more accurate and computationally efficient than these methods. We also perform computations for an explicitly three dimensional, aperiodically time-dependent vector field and an aperiodically time dependent vector field defined as a data set. Comparisons with FTLEs and time averages for these examples are also carried out, with similar conclusions as for the benchmark examples.

Lagrangian descriptors: a method for revealing phase space structures of general time dependent dynamical systems

Lagrangian descriptors are a recent technique which reveals geometrical structures in phase space and which are valid for aperiodically time dependent dynamical systems. We discuss a general methodology for constructing them and we discuss a "heuristic argument" that explains why this method is successful. We support this argument by explicit calculations on a benchmark problem. Several other benchmark examples are considered that allow us to assess the performance of Lagrangian descriptors with both finite time Lyapunov exponents (FTLEs) and finite time averages of certain components of the vector field ("time averages"). In all cases Lagrangian descriptors are shown to be both more accurate and computationally efficient than these methods.

Sample-to-sample fluctuations of the overlap distributions in the three-dimensional Edwards-Anderson spin glass

We study the sample-to-sample fluctuations of the overlap probability densities from large-scale equilibrium simulations of the three-dimensional Edwards-Anderson spin glass below the critical temperature. Ultrametricity, stochastic stability, and overlap equivalence impose constraints on the moments of the overlap probability densities that can be tested against numerical data. We found small deviations from the Ghirlanda Guerra predictions, which get smaller as system size increases. We also focus on the shape of the overlap distribution, comparing the numerical data to a mean-field-like prediction in which finite-size effects are taken into account by substituting delta functions with broad peaks.

Brownian Carnot engine

The Carnot cycle imposes a fundamental upper limit to the efficiency of a macroscopic motor operating between two thermal baths. However, this bound needs to be reinterpreted at microscopic scales, where molecular bio-motors and some artificial micro-engines operate. As described by stochastic thermodynamics, energy transfers in microscopic systems are random and thermal fluctuations induce transient decreases of entropy, allowing for possible violations of the Carnot limit. Here we report an experimental realization of a Carnot engine with a single optically trapped Brownian particle as the working substance. We present an exhaustive study of the energetics of the engine and analyse the fluctuations of the finite-time efficiency, showing that the Carnot bound can be surpassed for a small number of non-equilibrium cycles. As its macroscopic counterpart, the energetics of our Carnot device exhibits basic properties that one would expect to observe in any microscopic energy transducer operating with baths at different temperatures. Our results characterize the sources of irreversibility in the engine and the statistical properties of the efficiency-an insight that could inspire new strategies in the design of efficient nano-motors.

Equações de quarta ordem na modelagem de oscilações de pontes

Equações diferenciais de quarta ordem aparecem naturalmente na modelagem de oscilações de estruturas elásticas, como aquelas observadas em pontes pênseis. São considerados dois modelos que descrevem as oscilações no tabuleiro de uma ponte. No modelo unidimensional estudamos blow up em espaço finito de soluções de uma classe de equações diferenciais de quarta ordem. Os resultados apresentados solucionam uma conjectura apresentada em [F. Gazzola and R. Pavani. Wide oscillation finite time blow up for solutions to nonlinear fourth order differential equations. Arch. Ration. Mech. Anal., 207(2):717752, 2013] e implicam a não existência de ondas viajantes com baixa velocidade de propagação em uma viga. No modelo bidimensional analisamos uma equação não local para uma placa longa e fina, suportada nas extremidades menores, livre nas demais e sujeita a protensão. Provamos existência e unicidade de solução fraca e estudamos o seu comportamento assintótico sob amortecimento viscoso. Estudamos ainda a estabilidade de modos simples de oscilação, os quais são classificados como longitudinais ou torcionais.

Cone penetration testing to assess slope stability in the 1979 Nice landslide area (Ligurian Margin, SE France)

In the landslide-prone area near the Nice international airport, southeastern France, an interdisciplinary approach is applied to develop realistic lithological/geometrical profiles and geotechnical/strength sub-seafloor models. Such models are indispensable for slope stability assessments using limit equilibrium or finite element methods. Regression analyses, based on the undrained shear strength (su) of intact gassy sediments are used to generate a sub-seafloor strength model based on 37 short dynamic and eight long static piezocone penetration tests, and laboratory experiments on one Calypso piston and 10 gravity cores. Significant strength variations were detected when comparing measurements from the shelf and the shelf break, with a significant drop in su to 5.5 kPa being interpreted as a weak zone at a depth between 6.5 and 8.5 m below seafloor (mbsf). Here, a 10% reduction of the in situ total unit weight compared to the surrounding sediments is found to coincide with coarse-grained layers that turn into a weak zone and detachment plane for former and present-day gravitational, retrogressive slide events, as seen in 2D chirp profiles. The combination of high-resolution chirp profiles and comprehensive geotechnical information allows us to compute enhanced 2D finite element slope stability analysis with undrained sediment response compared to previous 2D numerical and 3D limit equilibrium assessments. Those models suggest that significant portions (detachment planes at 20 m or even 55 mbsf) of the Quaternary delta and slope apron deposits may be mobilized. Given that factors of safety are equal or less than 1 when further considering the effect of free gas, a high risk for a landslide event of considerable size off Nice international airport is identified