Nonequilibrium noise in electrophoresis: The microion wind

A colloid supported against gravitational settling by means of an imposed electric field behaves, on average, as if it is at equilibrium in a confining potential T. M. Squires, J. Fluid Mech. 443, 403 (2001)]. We show, however, that the effective Langevin equation for the colloid contains a nonequilibrium noise source, proportional to the field, arising from the thermal motion of dissolved ions. The position fluctuations of the colloid show strong, experimentally testable signatures of nonequilibrium behavior, including a highly anisotropic, frequency-dependent ``effective temperature'' obtained from the fluctuation-dissipation ratio.

Globally coupled stochastic two-state oscillators: Fluctuations due to finite numbers

Infinite arrays of coupled two-state stochastic oscillators exhibit well-defined steady states. We study the fluctuations that occur when the number N of oscillators in the array is finite. We choose a particular form of global coupling that in the infinite array leads to a pitchfork bifurcation from a monostable to a bistable steady state, the latter with two equally probable stationary states. The control parameter for this bifurcation is the coupling strength. In finite arrays these states become metastable: The fluctuations lead to distributions around the most probable states, with one maximum in the monostable regime and two maxima in the bistable regime. In the latter regime, the fluctuations lead to transitions between the two peak regions of the distribution. Also, we find that the fluctuations break the symmetry in the bimodal regime, that is, one metastable state becomes more probable than the other, increasingly so with increasing array size. To arrive at these results, we start from microscopic dynamical evolution equations from which we derive a Langevin equation that exhibits an interesting multiplicative noise structure. We also present a master equation description of the dynamics. Both of these equations lead to the same Fokker-Planck equation, the master equation via a 1/N expansion and the Langevin equation via standard methods of Ito calculus for multiplicative noise. From the Fokker-Planck equation we obtain an effective potential that reflects the transition from the monomodal to the bimodal distribution as a function of a control parameter. We present a variety of numerical and analytic results that illustrate the strong effects of the fluctuations. We also show that the limits N -> infinity and t -> infinity(t is the time) do not commute. In fact, the two orders of implementation lead to drastically different results.

Diffusing-wave spectroscopy in an inhomogeneous object: Local viscoelastic spectra from ultrasound-assisted measurement of correlation decay arising from the ultrasound focal volume

We demonstrate diffusing-wave spectroscopy (DWS) in a localized region of a viscoelastically inhomogeneous object by measurement of the intensity autocorrelation g(2)(tau)] that captures only the decay introduced by the temperature-induced Brownian motion in the region. The region is roughly specified by the focal volume of an ultrasound transducer which introduces region specific mechanical vibration owing to insonification. Essential characteristics of the localized non-Markovian dynamics are contained in the decay of the modulation depth M(tau)], introduced by the ultrasound forcing in the focal volume selected, on g(2)(tau). The modulation depth M(tau(i)) at any delay time tau(i) can be measured by short-time Fourier transform of g(2)(tau) and measurement of the magnitude of the spectrum at the ultrasound drive frequency. By following the established theoretical framework of DWS, we are able to connect the decay in M(tau) to the mean-squared displacement (MSD) of scattering centers and the MSD to G*(omega), the complex viscoelastic spectrum. A two-region composite polyvinyl alcohol phantom with different viscoelastic properties is selected for demonstrating local DWS-based recovery of G*(omega) corresponding to these regions from the measured region specific M(tau(i))vs tau(i). The ultrasound-assisted measurement of MSD is verified by simulating, using a generalized Langevin equation (GLE), the dynamics of the particles in the region selected as well as by the usual DWS experiment without the ultrasound. It is shown that whereas the MSD obtained by solving the GLE without the ultrasound forcing agreed with its experimental counterpart covering small and large values of tau, the match was good only in the initial transients in regard to experimental measurements with ultrasound.

Anisotropic isometric fluctuation relations in experiment and theory on a self-propelled rod

The isometric fluctuation relation (IFR) P. I. Hurtado et al., Proc. Natl. Acad. Sci. USA 108, 7704 (2011)] relates the relative probability of current fluctuations of fixed magnitude in different spatial directions. We test its validity in an experiment on a tapered rod, rendered motile by vertical vibration and immersed in a sea of spherical beads. We analyze the statistics of the velocity vector of the rod and show that they depart significantly from the IFR of Hurtado et al. Aided by a Langevin-equation model we show that our measurements are largely described by an anisotropic generalization of the IFR R. Villavicencio et al., Europhys. Lett. 105, 30009 (2014)], with no fitting parameters, but with a discrepancy in the prefactor whose origin may lie in the detailed statistics of the microscopic noise. The experimentally determined large-deviation function of the velocity vector has a kink on a curve in the plane.

Nonequilibrium statistical mechanics of two-dimensional turbulence

The vorticity dynamics of two-dimensional turbulence are investigated analytically, applying the method of Qian (1983). The vorticity equation and its Fourier transform are presented; a set of modal parameters and a modal dynamic equation are derived; and the corresponding Liouville equation for the probability distribution in phase space is solved using a Langevin/Fokker-Planck approach to obtain integral equations for the enstrophy and for the dynamic damping coefficient eta. The equilibrium spectrum for inviscid flow is found to be a stationary solution of the enstrophy equation, and the inertial-range spectrum is determined by introducing a localization factor in the two integral equations and evaluating the localized versions numerically.

Variational approach to the closure problem of turbulence theory

A new method is proposed to solve the closure problem of turbulence theory and to drive the Kolmogorov law in an Eulerian framework. Instead of using complex Fourier components of velocity field as modal parameters, a complete set of independent real parameters and dynamic equations are worked out to describe the dynamic states of a turbulence. Classical statistical mechanics is used to study the statistical behavior of the turbulence. An approximate stationary solution of the Liouville equation is obtained by a perturbation method based on a Langevin-Fokker-Planck (LFP) model. The dynamic damping coefficient eta of the LFP model is treated as an optimum control parameter to minimize the error of the perturbation solution; this leads to a convergent integral equation for eta to replace the divergent response equation of Kraichnan's direct-interaction (DI) approximation, thereby solving the closure problem without appealing to a Lagrangian formulation. The Kolmogorov constant Ko is evaluated numerically, obtaining Ko = 1.2, which is compatible with the experimental data given by Gibson and Schwartz, (1963).

Subgrid scale fluid velocity timescales seen by inertial particles in large-eddy simulation of particle-laden turbulence

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.

Formulação supersimétrica de processos estocásticos com ruído multiplicativo

Os processos estocásticos com ruído branco multiplicativo são objeto de atenção constante em uma grande área da pesquisa científica. A variedade de prescrições possíveis para definir matematicamente estes processos oferece um obstáculo ao desenvolvimento de ferramentas gerais para seu tratamento. Na presente tese, estudamos propriedades de equilíbrio de processos markovianos com ruído branco multiplicativo. Para conseguirmos isto, definimos uma transformação de reversão temporal de tais processos levando em conta que a distribuição estacionária de probabilidade depende da prescrição. Deduzimos um formalismo funcional visando obter o funcional gerador das funções de correlação e resposta de um processo estocástico multiplicativo representado por uma equação de Langevin. Ao representar o processo estocástico neste formalismo (de Grassmann) funcional eludimos a necessidade de fixar uma prescrição particular. Neste contexto, analisamos as propriedades de equilíbrio e estudamos as simetrias ocultas do processo. Mostramos que, usando uma definição apropriada da distribuição de equilíbrio e considerando a transformação de reversão temporal adequada, as propriedades usuais de equilíbrio são satisfeitas para qualquer prescrição. Finalmente, apresentamos uma dedução detalhada da formulação supersimétrica covariante de um processo markoviano com ruído branco multiplicativo e estudamos algumas das relações impostas pelas funções de correlação através das identidades de Ward-Takahashi.

Processos estocásticos em teoria de campos e aplicação ao universo inflacionário

É conhecido que derivações microscópicas obtidas através de métodos de teoria quântica de campos (TQC) podem conduzir a complicadas equações de movimento (EdM) que possuem um termo dissipativo com memória e um termo de ruído colorido. Um caso particularmente interessante é o modelo que escreve a interação entre um sistema e um banho térmico a temperatura T. Motivado por isso, usamos uma prescrição que nos permite reescrever EdMs não-markovianas semelhantes as obtidas em TQC em termos de um sistema de equações locais, para então confrontarmos a solução desse sistema com a solução aproximada usada correntemente na literatura, a chamada aproximação markoviana. A pergunta chave a qual se pretende responder aqui é: dado um conjunto de parâmetros que descrevem o modelo, a aproximação markoviana é suficientemente boa para descrever a dinâmica do sistema se comparada a dinâmica obtida atravéS da EdM não-markoviana? Além disso, consideramos uma versão linear da ELG de forma que pudéssemos determinar o nível de confiança da nossa metodologia numérica, procedimento este realizado comparando-se a solução analítica com a solução numérica. Como exemplo de aplicação prática do tema discutido aqui, comparamos a evolução não-markoviana do inflaton com a evolução markoviana do mesmo num modelo de universo primordial denominado inflação não-isentrópica (warm inflation).

Simulação numérica da cavitação em turbomáquinas usando uma formulação Euler-Lagrange.

Turbomáquinas são máquinas operacionais que transferem energia mecânica entre um rotor e um fluido. Estas máquinas têm muitas aplicações industriais. Um dos componentes de uma turbomáquina responsável pela transferência da energia, ou receber a rotação do eixo e transformar em energia de fluido em caso de bomba ou transferir a energia do fluido para o eixo em caso de uma turbina, é o impelidor ou rotor. O fenómeno da cavitação envolve escoamento bifásico: o líquido a ser bombeado e as bolhas de vapor que são formadas durante o processo de bombeamento. O processo de formação dessas bolhas é complexo, mas ocorre principalmente devido a presença de regiões de pressões muito baixas. O colapso dessas bolhas pode muitas vezes levar a deterioração do material, dependendo da intensidade ou da velocidade de colapso das bolhas. O principal objetivo deste trabalho foi estudar o comportamento hidrodinâmico do escoamento nos canais do impelidor de uma turbomáquina do tipo radial usando recursos de fluidodinâmica computacional (CFD). Uma abordagem Euler-Lagrange acoplada com o modelo da equação de Langevin foi empregada para estimar a trajetória das bolhas. Resultados das simulações mostram as particularidades de um escoamento líquido-bolha de vapor passando em um canal de geometria curva, fornecendo assim informações que podem nos ajudar na prevenção da cavitação nessas máquinas.

丰质子核反应中轻带电粒子发射的同位旋效应

采用同位旋相关的Boltzmann-Langevin方程计算了核素12—15N和17—20Ne反应中轻带电粒子发射的同位旋效应。12—15N与28Si靶的反应结果显示轻带电粒子的产生截面有明显的同位旋效应,12N的轻带电粒子产生截面突然增大,与实验得出的结论相同,由此检验了所采用的计算方法的可行性。同时还计算了17—20Ne与9Be靶的反应,发现17Ne的轻带电粒子产生截面也是突然增大,并且其质子分布有较大的弥散,据此认为17Ne可能具有晕结构。

轻丰中子核反应中子集团产生截面的理论研究

采用Boltzmann-Langevin方程研究了能量为35MeV／u的14Be,8He,6He,11Li,17B,11Be,19C与 12C靶的反应,计算了产生中子集团的截面,发现14Be与12C靶反应产生4n的截面与实验值符合得很好．通过这几个入射核与12C靶形成中子集团截面的对比,发现核的晕中子越多产生中子集团的截面越大,晕中子数相同时,质量数越大产生中子集团的截面越大．中子集团可能主要来自晕核子．

~(40)Ca+~(58)Fe,~(58)Ni反应中的径向膨胀流研究

利用同位旋相关的Boltzmann Langevin方程研究了40 Ca + 5 8Fe和40 Ca +5 8Ni两个反应系统在 53 ,1 0 0 ,1 50和 2 0 0MeV/u入射能量下对心碰撞的径向膨胀流 .发现对于丰中子系统40 Ca + 5 8Fe的径向膨胀流系统性地小于稳定系统40 Ca+ 5 8Ni的径向膨胀流 .在假定轰击能量与反应体系的压缩密度呈抛物线关系时 ,能够解释入射能量和径向膨胀流之间呈现的直线关系 .提取了出现径向膨胀流的轰击能量阈值 ,发现对丰中子系统40 Ca + 5 8Fe得到的能量阈值小于稳定系统40 Ca+ 5 8Ni所得到的能量阈值