Computer simulations of colloidal fluids in confinement

Computer-Simulationen von Kolloidalen Fluiden in Beschränkten Geometrien Kolloidale Suspensionen, die einen Phasenübergang aufweisen, zeigen eine Vielfalt an interessanten Effekten, sobald sie auf eine bestimmte Geometrie beschränkt werden, wie zum Beispiel auf zylindrische Poren, sphärische Hohlräume oder auf einen Spalt mit ebenen Wänden. Der Einfluss dieser verschiedenen Geometrietypen sowohl auf das Phasenverhalten als auch auf die Dynamik von Kolloid-Polymer-Mischungen wird mit Hilfe von Computer-Simulationen unter Verwendung des Asakura-Oosawa- Modells, für welches auf Grund der “Depletion”-Kräfte ein Phasenübergang existiert, untersucht. Im Fall von zylindrischen Poren sieht man ein interessantes Phasenverhalten, welches vom eindimensionalen Charakter des Systems hervorgerufen wird. In einer kurzen Pore findet man im Bereich des Phasendiagramms, in dem das System typischerweise entmischt, entweder eine polymerreiche oder eine kolloidreiche Phase vor. Sobald aber die Länge der zylindrischen Pore die typische Korrelationslänge entlang der Zylinderachse überschreitet, bilden sich mehrere quasi-eindimensionale Bereiche der polymerreichen und der kolloidreichen Phase, welche von nun an koexistieren. Diese Untersuchungen helfen das Verhalten von Adsorptionshysteresekurven in entsprechenden Experimenten zu erklären. Wenn das Kolloid-Polymer-Modellsystem auf einen sphärischen Hohlraum eingeschränkt wird, verschiebt sich der Punkt des Phasenübergangs von der polymerreichen zur kolloidreichen Phase. Es wird gezeigt, dass diese Verschiebung direkt von den Benetzungseigenschaften des Systems abhängt, was die Beobachtung von zwei verschiedenen Morphologien bei Phasenkoexistenz ermöglicht – Schalenstrukturen und Strukturen des Janustyps. Im Rahmen der Untersuchung von heterogener Keimbildung von Kristallen innerhalb einer Flüssigkeit wird eine neue Simulationsmethode zur Berechnung von Freien Energien der Grenzfläche zwischen Kristall- bzw. Flüssigkeitsphase undWand präsentiert. Die Resultate für ein System von harten Kugeln und ein System einer Kolloid- Polymer-Mischung werden anschließend zur Bestimmung von Kontaktwinkeln von Kristallkeimen an Wänden verwendet. Die Dynamik der Phasenseparation eines quasi-zweidimensionalen Systems, welche sich nach einem Quench des Systems aus dem homogenen Zustand in den entmischten Zustand ausbildet, wird mit Hilfe von einer mesoskaligen Simulationsmethode (“Multi Particle Collision Dynamics”) untersucht, die sich für eine detaillierte Untersuchung des Einflusses der hydrodynamischen Wechselwirkung eignet. Die Exponenten universeller Potenzgesetze, die das Wachstum der mittleren Domänengröße beschreiben, welche für rein zwei- bzw. dreidimensionale Systeme bekannt sind, können für bestimmte Parameterbereiche nachgewiesen werden. Die unterschiedliche Dynamik senkrecht bzw. parallel zu den Wänden sowie der Einfluss der Randbedingungen für das Lösungsmittel werden untersucht. Es wird gezeigt, dass die daraus resultierende Abschirmung der hydrodynamischen Wechselwirkungsreichweite starke Auswirkungen auf das Wachstum der mittleren Domänengröße hat.

The Contribution of the Activation Entropy to the Gas-Phase Stability of Modified Nucleic Acid Duplexes

Tricyclo-DNA (tcDNA) is a sugar-modified analogue of DNA currently tested for the treatment of Duchenne muscular dystrophy in an antisense approach. Tandem mass spectrometry plays a key role in modern medical diagnostics and has become a widespread technique for the structure elucidation and quantification of antisense oligonucleotides. Herein, mechanistic aspects of the fragmentation of tcDNA are discussed, which lay the basis for reliable sequencing and quantification of the antisense oligonucleotide. Excellent selectivity of tcDNA for complementary RNA is demonstrated in direct competition experiments. Moreover, the kinetic stability and fragmentation pattern of matched and mismatched tcDNA heteroduplexes were investigated and compared with non-modified DNA and RNA duplexes. Although the separation of the constituting strands is the entropy-favored fragmentation pathway of all nucleic acid duplexes, it was found to be only a minor pathway of tcDNA duplexes. The modified hybrid duplexes preferentially undergo neutral base loss and backbone cleavage. This difference is due to the low activation entropy for the strand dissociation of modified duplexes that arises from the conformational constraint of the tc-sugar-moiety. The low activation entropy results in a relatively high free activation enthalpy for the dissociation comparable to the free activation enthalpy of the alternative reaction pathway, the release of a nucleobase. The gas-phase behavior of tcDNA duplexes illustrates the impact of the activation entropy on the fragmentation kinetics and suggests that tandem mass spectrometric experiments are not suited to determine the relative stability of different types of nucleic acid duplexes.

Power system sensitivity analysis for probabilistic small signal stability assessment in a deregulated environment

Deregulations and market practices in power industry have brought great challenges to the system planning area. In particular, they introduce a variety of uncertainties to system planning. New techniques are required to cope with such uncertainties. As a promising approach, probabilistic methods are attracting more and more attentions by system planners. In small signal stability analysis, generation control parameters play an important role in determining the stability margin. The objective of this paper is to investigate power system state matrix sensitivity characteristics with respect to system parameter uncertainties with analytical and numerical approaches and to identify those parameters have great impact on system eigenvalues, therefore, the system stability properties. Those identified parameter variations need to be investigated with priority. The results can be used to help Regional Transmission Organizations (RTOs) and Independent System Operators (ISOs) perform planning studies under the open access environment.

An Extension of Gompertzian Growth Dynamics Weibull and Frechet Models

In this work a new probabilistic and dynamical approach to an extension of the Gompertz law is proposed. A generalized family of probability density functions, designated by Beta* (p, q), which is proportional to the right hand side of the Tsoularis-Wallace model, is studied. In particular, for p = 2, the investigation is extended to the extreme value models of Weibull and Frechet type. These models, described by differential equations, are proportional to the hyper-Gompertz growth model. It is proved that the Beta* (2, q) densities are a power of betas mixture, and that its dynamics are determined by a non-linear coupling of probabilities. The dynamical analysis is performed using techniques of symbolic dynamics and the system complexity is measured using topological entropy. Generally, the natural history of a malignant tumour is reflected through bifurcation diagrams, in which are identified regions of regression, stability, bifurcation, chaos and terminus.

Scaling law in Saddle-node bifurcations for one-dimensional maps: A complex variable approach

The study of transient dynamical phenomena near bifurcation thresholds has attracted the interest of many researchers due to the relevance of bifurcations in different physical or biological systems. In the context of saddle-node bifurcations, where two or more fixed points collide annihilating each other, it is known that the dynamics can suffer the so-called delayed transition. This phenomenon emerges when the system spends a lot of time before reaching the remaining stable equilibrium, found after the bifurcation, because of the presence of a saddle-remnant in phase space. Some works have analytically tackled this phenomenon, especially in time-continuous dynamical systems, showing that the time delay, tau, scales according to an inverse square-root power law, tau similar to (mu-mu (c) )(-1/2), as the bifurcation parameter mu, is driven further away from its critical value, mu (c) . In this work, we first characterize analytically this scaling law using complex variable techniques for a family of one-dimensional maps, called the normal form for the saddle-node bifurcation. We then apply our general analytic results to a single-species ecological model with harvesting given by a unimodal map, characterizing the delayed transition and the scaling law arising due to the constant of harvesting. For both analyzed systems, we show that the numerical results are in perfect agreement with the analytical solutions we are providing. The procedure presented in this work can be used to characterize the scaling laws of one-dimensional discrete dynamical systems with saddle-node bifurcations.

Correlations and Quantum Dynamics of 1D Fermionic Models: New Results for the Kitaev Chain with Long-Range Pairing

In the first part of the thesis, we propose an exactly-solvable one-dimensional model for fermions with long-range p-wave pairing decaying with distance as a power law. We studied the phase diagram by analyzing the critical lines, the decay of correlation functions and the scaling of the von Neumann entropy with the system size. We found two gapped regimes, where correlation functions decay (i) exponentially at short range and algebraically at long range, (ii) purely algebraically. In the latter the entanglement entropy is found to diverge logarithmically. Most interestingly, along the critical lines, long-range pairing breaks also the conformal symmetry. This can be detected via the dynamics of entanglement following a quench. In the second part of the thesis we studied the evolution in time of the entanglement entropy for the Ising model in a transverse field varying linearly in time with different velocities. We found different regimes: an adiabatic one (small velocities) when the system evolves according the instantaneous ground state; a sudden quench (large velocities) when the system is essentially frozen to its initial state; and an intermediate one, where the entropy starts growing linearly but then displays oscillations (also as a function of the velocity). Finally, we discussed the Kibble-Zurek mechanism for the transition between the paramagnetic and the ordered phase.

Evolution of stress deficit and changing rates of seismicity in cellular automaton models of earthquake faults

We investigate the internal dynamics of two cellular automaton models with heterogeneous strength fields and differing nearest neighbour laws. One model is a crack-like automaton, transferring ail stress from a rupture zone to the surroundings. The other automaton is a partial stress drop automaton, transferring only a fraction of the stress within a rupture zone to the surroundings. To study evolution of stress, the mean spectral density. f(k(r)) of a stress deficit held is: examined prior to, and immediately following ruptures in both models. Both models display a power-law relationship between f(k(r)) and spatial wavenumber (k(r)) of the form f(k(r)) similar tok(r)(-beta). In the crack model, the evolution of stress deficit is consistent with cyclic approach to, and retreat from a critical state in which large events occur. The approach to criticality is driven by tectonic loading. Short-range stress transfer in the model does not affect the approach to criticality of broad regions in the model. The evolution of stress deficit in the partial stress drop model is consistent with small fluctuations about a mean state of high stress, behaviour indicative of a self-organised critical system. Despite statistics similar to natural earthquakes these simplified models lack a physical basis. physically motivated models of earthquakes also display dynamical complexity similar to that of a critical point system. Studies of dynamical complexity in physical models of earthquakes may lead to advancement towards a physical theory for earthquakes.

Simulation model for driving dynamics, energy use and power supply

Dissertação para obtenção do grau de Mestre em Engenharia Electrotécnica Ramo de Energia

Phonon spectra and temperature variation of thermodynamic properties of fcc metals via Finnis-Sinclair type many body potentials: Sutton-Chen and improved Sutton-Chen models

Volume(density)-independent pair-potentials cannot describe metallic cohesion adequately as the presence of the free electron gas renders the total energy strongly dependent on the electron density. The embedded atom method (EAM) addresses this issue by replacing part of the total energy with an explicitly density-dependent term called the embedding function. Finnis and Sinclair proposed a model where the embedding function is taken to be proportional to the square root of the electron density. Models of this type are known as Finnis-Sinclair many body potentials. In this work we study a particular parametrization of the Finnis-Sinclair type potential, called the "Sutton-Chen" model, and a later version, called the "Quantum Sutton-Chen" model, to study the phonon spectra and the temperature variation thermodynamic properties of fcc metals. Both models give poor results for thermal expansion, which can be traced to rapid softening of transverse phonon frequencies with increasing lattice parameter. We identify the power law decay of the electron density with distance assumed by the model as the main cause of this behaviour and show that an exponentially decaying form of charge density improves the results significantly. Results for Sutton-Chen and our improved version of Sutton-Chen models are compared for four fcc metals: Cu, Ag, Au and Pt. The calculated properties are the phonon spectra, thermal expansion coefficient, isobaric heat capacity, adiabatic and isothermal bulk moduli, atomic root-mean-square displacement and Gr\"{u}neisen parameter. For the sake of comparison we have also considered two other models where the distance-dependence of the charge density is an exponential multiplied by polynomials. None of these models exhibits the instability against thermal expansion (premature melting) as shown by the Sutton-Chen model. We also present results obtained via pure pair potential models, in order to identify advantages and disadvantages of methods used to obtain the parameters of these potentials.

Scaling investigation for the dynamics of charged particles in an electric field accelerator

Some dynamical properties of an ensemble of trajectories of individual (non-interacting) classical particles of mass m and charge q interacting with a time-dependent electric field and suffering the action of a constant magnetic field are studied. Depending on both the amplitude of oscillation of the electric field and the intensity of the magnetic field, the phase space of the model can either exhibit: (i) regular behavior or (ii) a mixed structure, with periodic islands of regular motion, chaotic seas characterized by positive Lyapunov exponents, and invariant Kolmogorov-Arnold-Moser curves preventing the particle to reach unbounded energy. We define an escape window in the chaotic sea and study the transport properties for chaotic orbits along the phase space by the use of scaling formalism. Our results show that the escape distribution and the survival probability obey homogeneous functions characterized by critical exponents and present universal behavior under appropriate scaling transformations. We show the survival probability decays exponentially for small iterations changing to a slower power law decay for large time, therefore, characterizing clearly the effects of stickiness of the islands and invariant tori. For the range of parameters used, our results show that the crossover from fast to slow decay obeys a power law and the behavior of survival orbits is scaling invariant. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4772997]

Underlying dynamics of typical fluctuations of an emerging market price index: the Heston model from minutes to months

We investigate the Heston model with stochastic volatility and exponential tails as a model for the typical price fluctuations of the Brazilian São Paulo Stock Exchange Index (IBOVESPA). Raw prices are first corrected for inflation and a period spanning 15 years characterized by memoryless returns is chosen for the analysis. Model parameters are estimated by observing volatility scaling and correlation properties. We show that the Heston model with at least two time scales for the volatility mean reverting dynamics satisfactorily describes price fluctuations ranging from time scales larger than 20min to 160 days. At time scales shorter than 20 min we observe autocorrelated returns and power law tails incompatible with the Heston model. Despite major regulatory changes, hyperinflation and currency crises experienced by the Brazilian market in the period studied, the general success of the description provided may be regarded as an evidence for a general underlying dynamics of price fluctuations at intermediate mesoeconomic time scales well approximated by the Heston model. We also notice that the connection between the Heston model and Ehrenfest urn models could be exploited for bringing new insights into the microeconomic market mechanics. (c) 2005 Elsevier B.V. All rights reserved.

Rheological properties and fluid dynamics of coffee extract

The rheological behavior of coffee extract with different water contents (49 to 90%) was studied at a wide range of temperatures (274 to 365 K) using a concentric cylinder rheometer. The flow curves followed different models depending on the concentration and temperature level. Newtonian behavior was observed at high values of water content and temperature, changing to power law as these values were decreased. The Newtonian viscosity as well as the consistency and behavior index could be well correlated by functions simultaneously dependent on temperature and water content. The rheological parameters, together with experimental values of pressure loss in tube flow, were used to calculate friction factors. These showed to be in good agreement with those resulting from classical theoretical and empirical equations, thus confirming the reliability of the rheological measurements.

Thermoeconomic model considering the environment impacts on thermoelectric power plants: Natural gas versus diesel

In this paper a comparative analysis of the environmental impact caused by the use of natural gas and diesel in thermoelectric power plants utilizing combined cycle is performed. The objective is to apply a thermoeconomical analysis in order to compare the two proposed fuels. In this analysis, a new methodology that incorporates the economical engineering concept to the ecological efficiency once Cardu and Baica [1, 2], which evaluates, in general terms, the environmental impacts caused by CO2, SO2, NOx and Particulate Matter (PM), adopting as reference the air quality standards in vigour is employed. The thermoeconomic model herein proposed utilizes functional diagrams that allow the minimization the Exergetic Manufacturing Cost, which represents the cost of production of electricity incorporating the environmental impact effects to study the performance of the thermoelectric power plant [3,4], It follows that it is possible to determine the environmental impact caused by thermoelectric power plants and, under the ecological standpoint, the use of natural gas as a fuel is the best option compared to the use of the diesel, presenting ecological efficiency values of 0.944 and 0.914 respectively. From the Exergoeconomic point of view of, it was found out that the EMC (Exergetic Manufacturing Cost) is better when natural gas is used as fuel compared to the diesel fuel. Copyright © 2006 by ASME.

Thermodynamics of a bouncer model: A simplified one-dimensional gas

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Charge dynamics in half-filled Hubbard chains with finite on-site interaction

We study the charge dynamic structure factor of the one-dimensional Hubbard model with finite on-site repulsion U at half-filling. Numerical results from the time-dependent density matrix renormalization group are analyzed by comparison with the exact spectrum of the model. The evolution of the line shape as a function of U is explained in terms of a relative transfer of spectral weight between the two-holon continuum that dominates in the limit U -> infinity and a subset of the two-holon-two-spinon continuum that reconstructs the electron-hole continuum in the limit U -> 0. Power-law singularities along boundary lines of the spectrum are described by effective impurity models that are explicitly invariant under spin and eta-spin SU(2) rotations. The Mott-Hubbard metal-insulator transition is reflected in a discontinuous change of the exponents of edge singularities at U = 0. The sharp feature observed in the spectrum for momenta near the zone boundary is attributed to a van Hove singularity that persists as a consequence of integrability.