Length scales in glass-forming liquids and related systems: a review

The central problem in the study of glass-forming liquids and other glassy systems is the understanding of the complex structural relaxation and rapid growth of relaxation times seen on approaching the glass transition. A central conceptual question is whether one can identify one or more growing length scale(s) associated with this behavior. Given the diversity of molecular glass-formers and a vast body of experimental, computational and theoretical work addressing glassy behavior, a number of ideas and observations pertaining to growing length scales have been presented over the past few decades, but there is as yet no consensus view on this question. In this review, we will summarize the salient results and the state of our understanding of length scales associated with dynamical slow down. After a review of slow dynamics and the glass transition, pertinent theories of the glass transition will be summarized and a survey of ideas relating to length scales in glassy systems will be presented. A number of studies have focused on the emergence of preferred packing arrangements and discussed their role in glassy dynamics. More recently, a central object of attention has been the study of spatially correlated, heterogeneous dynamics and the associated length scale, studied in computer simulations and theoretical analysis such as inhomogeneous mode coupling theory. A number of static length scales have been proposed and studied recently, such as the mosaic length scale discussed in the random first-order transition theory and the related point-to-set correlation length. We will discuss these, elaborating on key results, along with a critical appraisal of the state of the art. Finally we will discuss length scales in driven soft matter, granular fluids and amorphous solids, and give a brief description of length scales in aging systems. Possible relations of these length scales with those in glass-forming liquids will be discussed.

Lack of Critical Slowing Down Suggests that Financial Meltdowns Are Not Critical Transitions, yet Rising Variability Could Signal Systemic Risk

Complex systems inspired analysis suggests a hypothesis that financial meltdowns are abrupt critical transitions that occur when the system reaches a tipping point. Theoretical and empirical studies on climatic and ecological dynamical systems have shown that approach to tipping points is preceded by a generic phenomenon called critical slowing down, i.e. an increasingly slow response of the system to perturbations. Therefore, it has been suggested that critical slowing down may be used as an early warning signal of imminent critical transitions. Whether financial markets exhibit critical slowing down prior to meltdowns remains unclear. Here, our analysis reveals that three major US (Dow Jones Index, S&P 500 and NASDAQ) and two European markets (DAX and FTSE) did not exhibit critical slowing down prior to major financial crashes over the last century. However, all markets showed strong trends of rising variability, quantified by time series variance and spectral function at low frequencies, prior to crashes. These results suggest that financial crashes are not critical transitions that occur in the vicinity of a tipping point. Using a simple model, we argue that financial crashes are likely to be stochastic transitions which can occur even when the system is far away from the tipping point. Specifically, we show that a gradually increasing strength of stochastic perturbations may have caused to abrupt transitions in the financial markets. Broadly, our results highlight the importance of stochastically driven abrupt transitions in real world scenarios. Our study offers rising variability as a precursor of financial meltdowns albeit with a limitation that they may signal false alarms.

The time finite element as a robust general scheme for solving nonlinear dynamic equations including chaotic systems

Schemes that can be proven to be unconditionally stable in the linear context can yield unstable solutions when used to solve nonlinear dynamical problems. Hence, the formulation of numerical strategies for nonlinear dynamical problems can be particularly challenging. In this work, we show that time finite element methods because of their inherent energy momentum conserving property (in the case of linear and nonlinear elastodynamics), provide a robust time-stepping method for nonlinear dynamic equations (including chaotic systems). We also show that most of the existing schemes that are known to be robust for parabolic or hyperbolic problems can be derived within the time finite element framework; thus, the time finite element provides a unification of time-stepping schemes used in diverse disciplines. We demonstrate the robust performance of the time finite element method on several challenging examples from the literature where the solution behavior is known to be chaotic. (C) 2015 Elsevier Inc. All rights reserved.

The time finite element as a robust general scheme for solving nonlinear dynamic equations including chaotic systems

Schemes that can be proven to be unconditionally stable in the linear context can yield unstable solutions when used to solve nonlinear dynamical problems. Hence, the formulation of numerical strategies for nonlinear dynamical problems can be particularly challenging. In this work, we show that time finite element methods because of their inherent energy momentum conserving property (in the case of linear and nonlinear elastodynamics), provide a robust time-stepping method for nonlinear dynamic equations (including chaotic systems). We also show that most of the existing schemes that are known to be robust for parabolic or hyperbolic problems can be derived within the time finite element framework; thus, the time finite element provides a unification of time-stepping schemes used in diverse disciplines. We demonstrate the robust performance of the time finite element method on several challenging examples from the literature where the solution behavior is known to be chaotic. (C) 2015 Elsevier Inc. All rights reserved.

Localized Excitations and the Morphology of Cooperatively Rearranging Regions in a Colloidal Glass-Forming Liquid

We develop a scheme based on a real space microscopic analysis of particle dynamics to ascertain the relevance of dynamical facilitation as a mechanism of structural relaxation in glass-forming liquids. By analyzing the spatial organization of localized excitations within clusters of mobile particles in a colloidal glass former and examining their partitioning into shell-like and corelike regions, we establish the existence of a crossover from a facilitation-dominated regime at low area fractions to a collective activated hopping-dominated one close to the glass transition. This crossover occurs in the vicinity of the area fraction at which the peak of the mobility transfer function exhibits a maximum and the morphology of cooperatively rearranging regions changes from stringlike to a compact form. Collectively, our findings suggest that dynamical facilitation is dominated by collective hopping close to the glass transition, thereby constituting a crucial step towards identifying the correct theoretical scenario for glass formation.

Complex patterns arise through spontaneous symmetry breaking in dense homogeneous networks of neural oscillators

There has been much interest in understanding collective dynamics in networks of brain regions due to their role in behavior and cognitive function. Here we show that a simple, homogeneous system of densely connected oscillators, representing the aggregate activity of local brain regions, can exhibit a rich variety of dynamical patterns emerging via spontaneous breaking of permutation or translational symmetries. Upon removing just a few connections, we observe a striking departure from the mean-field limit in terms of the collective dynamics, which implies that the sparsity of these networks may have very important consequences. Our results suggest that the origins of some of the complicated activity patterns seen in the brain may be understood even with simple connection topologies.

Global Response Sensitivity Analysis of Randomly Excited Dynamic Structures

The response of structural dynamical systems excited by multiple random excitations is considered. Two new procedures for evaluating global response sensitivity measures with respect to the excitation components are proposed. The first procedure is valid for stationary response of linear systems under stationary random excitations and is based on the notion of Hellinger's metric of distance between two power spectral density functions. The second procedure is more generally valid and is based on the l2 norm based distance measure between two probability density functions. Specific cases which admit exact solutions are presented, and solution procedures based on Monte Carlo simulations for more general class of problems are outlined. Illustrations include studies on a parametrically excited linear system and a nonlinear random vibration problem involving moving oscillator-beam system that considers excitations attributable to random support motions and guide-way unevenness. (C) 2015 American Society of Civil Engineers.

Structure and Dynamics of Octamethylcyclotetrasiloxane Confined between Mica Surfaces

Using a molecular model for octamethylcydotetrasiloxane (OMCTS), molecular dynamics simulations are carried out to probe the phase state of OMCTS confined between two mica surfaces in equilibrium With a reservoir. Molecular dynamics simulations are carried out for elevations ranging from 5 to 35 K above the melting point for the OMCTS model used in this study. The Helmholtz free energy is, computed for a specific confinement using the :two-phase thermodynamic (2PT) method. Analysis of the in-plane pair correlation functions did not reveal signatures of freezing even under an extreme confinement of two layers. OMCTS is found to orient with a wide distribution of orientations with respect to the mica surface, with a distinct preference for the surface parallel configuration in the contact layers. The self-intermediate scattering function is found to decay with increasing relaxation times as the surface separation is decreased, and the two-step relaxation in the scattering function, a signature of glassy dynamics, distinctly evolves as the temperature is lowered. However, even at 5 K above the melting point, we did not observe a freezing transition and the self-intermediate scattering functions relax within 200 ps for the seven-layered confined system. The self diffusivity and relaxation times obtained from the Kohlrausch-Williams-Watts stretched exponential fits to the late alpha-relaxation exhibit power law scalings with the packing fraction as predicted by mode coupling theory. A distinct discontinuity in the Helmholtz free energy, potential energy, and a sharp change in the local bond order parameter, Q(4), was observed at 230 K for a five-layered system upon cooling, indicative of a first-order transition. A freezing point depression of about 30 K was observed for this five-layered confined system, and at the lower temperatures, contact layers were found to be disordered with long-range order present only in the inner layers. These dynamical signatures indicate that confined OMCTS undergoes a slowdown akin to a fluid approaching a glass transition upon increasing confinement, and freezing under confinement would require substantial subcooling below the bulk melting point of OMCTS.

Numerical Analysis of a Dual Polarization Mode-Locked Laser with a Quarter Wave Plate

Dynamical behaviors and frequency characteristics of an active mode-locked laser with a quarter wave plate (QWP) are numerically studied by using a set pf vectorial laser equation. Like a polarization self-modulated laser, a frequency shift of half the cavity mode spacing exists between the eigen-modes in the two neutral axes of QWP. Within the active medium, the symmetric gain and cavity structure maintain the pulse's circular polarization with left-hand and right-hand in turn for each round trip. Once the left-hand or right-hand circularly polarized pulse passes through QWP, its polarization is linear and the polarized direction is in one of the directions of i45o with respect to the neutral axes of QWP. The output components in the directions of i45" from the mirror close to QWP are all linearly polarized with a period of twice the round-trip time.

Chaotic dynamic analysis of viscoelastic plates

The dynamic buckling of viscoelastic plates with large deflection is investigated in this paper by using chaotic and fractal theory. The material behavior is given in terms of the Boltzmann superposition principle. in order to obtain accurate computation results, the nonlinear integro-differential dynamic equation is changed into an autonomic four-dimensional dynamical system. The numerical time integrations of equations are performed by using the fourth-order Runge-Kutta method. And the Lyapunov exponent spectrum, the fractal dimension of strange attractors and the time evolution of deflection are obtained. The influence of geometry nonlinearity and viscoelastic parameter on the dynamic buckling of viscoelastic plates is discussed.

Damage evolution, localization and failure of solids subjected to impact loading

In order to reveal the underlying mesoscopic mechanism governing the experimentally observed failure in solids subjected to impact loading, this paper presents a model of statistical microdamage evolution to macroscopic failure, in particular to spallation. Based on statistical microdamage mechanics and experimental measurement of nucleation and growth of microcracks in an Al alloy subjected to plate impact loading, the evolution law of damage and the dynamical function of damage are obtained. Then, a lower bound to damage localization can be derived. It is found that the damage evolution beyond the threshold of damage localization is extremely fast. So, damage localization can serve as a precursor to failure. This is supported by experimental observations. On the other hand, the prediction of failure becomes more accurate, when the dynamic function of damage is fitted with longer experimental observations. We also looked at the failure in creep with the same idea. Still, damage localization is a nice precursor to failure in creep rupture.

Modification of Bertrand's theorem and extended Runge-Lenz vector

It is shown that for a particle with suitable angular moments in the screened Coulomb potential or isotropic harmonic potential, there still exist closed orbits rather than ellipse, characterized by the conserved aphelion and perihelion vectors, i.e. extended Runge-Lenz vector, which implies a higher dynamical symmetry than the geometrical symmetry O-3. The closeness of a planar orbit implies the radial and angular motional frequencies are commensurable.

Saltation in wind blown sand

The Boltzmann equation of the sand particle velocity distribution function in wind-blown sand two-phase flow is established based on the motion equation of single particle in air. And then, the generalized balance law of particle property in single phase granular flow is extended to gas-particle two-phase flow. The velocity distribution function of particle phase is expanded into an infinite series by means of Grad's method and the Gauss distribution is used to replace Maxwell distribution. In the case of truncation at the third-order terms, a closed third-order moment dynamical equation system is constructed. The theory is further simplified according to the measurement results obtained by stroboscopic photography in wind tunnel tests.

Optimal bounded control of first-passage failure of quasi-integrable Hamiltonian systems with wide-band random excitation

The optimal bounded control of quasi-integrable Hamiltonian systems with wide-band random excitation for minimizing their first-passage failure is investigated. First, a stochastic averaging method for multi-degrees-of-freedom (MDOF) strongly nonlinear quasi-integrable Hamiltonian systems with wide-band stationary random excitations using generalized harmonic functions is proposed. Then, the dynamical programming equations and their associated boundary and final time conditions for the control problems of maximizinig reliability and maximizing mean first-passage time are formulated based on the averaged It$\ddot{\rm o}$ equations by applying the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraints. The relationship between the dynamical programming equations and the backward Kolmogorov equation for the conditional reliability function and the Pontryagin equation for the conditional mean first-passage time of optimally controlled system is discussed. Finally, the conditional reliability function, the conditional probability density and mean of first-passage time of an optimally controlled system are obtained by solving the backward Kolmogorov equation and Pontryagin equation. The application of the proposed procedure and effectiveness of control strategy are illustrated with an example.

Conjugate Model for Heat and Mass Transfer of Porous Wall in the High Temperature Gas Flow

Heat and mass transfer of a porous permeable wall in a high temperature gas dynamical flow is considered. Numerical simulation is conducted on the ground of the conjugate mathematical model which includes filtration and heat transfer equations in a porous body and boundary layer equations on its surface. Such an approach enables one to take into account complex interaction between heat and mass transfer in the gasdynamical flow and in the structure subjected to this flow. The main attention is given to the impact of the intraporous heat transfer intensity on the transpiration cooling efficiency.