Thermal fluctuations and boundary conditions in the lattice Boltzmann method

The lattice Boltzmann method is a popular approach for simulating hydrodynamic interactions in soft matter and complex fluids. The solvent is represented on a discrete lattice whose nodes are populated by particle distributions that propagate on the discrete links between the nodes and undergo local collisions. On large length and time scales, the microdynamics leads to a hydrodynamic flow field that satisfies the Navier-Stokes equation. In this thesis, several extensions to the lattice Boltzmann method are developed. In complex fluids, for example suspensions, Brownian motion of the solutes is of paramount importance. However, it can not be simulated with the original lattice Boltzmann method because the dynamics is completely deterministic. It is possible, though, to introduce thermal fluctuations in order to reproduce the equations of fluctuating hydrodynamics. In this work, a generalized lattice gas model is used to systematically derive the fluctuating lattice Boltzmann equation from statistical mechanics principles. The stochastic part of the dynamics is interpreted as a Monte Carlo process, which is then required to satisfy the condition of detailed balance. This leads to an expression for the thermal fluctuations which implies that it is essential to thermalize all degrees of freedom of the system, including the kinetic modes. The new formalism guarantees that the fluctuating lattice Boltzmann equation is simultaneously consistent with both fluctuating hydrodynamics and statistical mechanics. This establishes a foundation for future extensions, such as the treatment of multi-phase and thermal flows. An important range of applications for the lattice Boltzmann method is formed by microfluidics. Fostered by the "lab-on-a-chip" paradigm, there is an increasing need for computer simulations which are able to complement the achievements of theory and experiment. Microfluidic systems are characterized by a large surface-to-volume ratio and, therefore, boundary conditions are of special relevance. On the microscale, the standard no-slip boundary condition used in hydrodynamics has to be replaced by a slip boundary condition. In this work, a boundary condition for lattice Boltzmann is constructed that allows the slip length to be tuned by a single model parameter. Furthermore, a conceptually new approach for constructing boundary conditions is explored, where the reduced symmetry at the boundary is explicitly incorporated into the lattice model. The lattice Boltzmann method is systematically extended to the reduced symmetry model. In the case of a Poiseuille flow in a plane channel, it is shown that a special choice of the collision operator is required to reproduce the correct flow profile. This systematic approach sheds light on the consequences of the reduced symmetry at the boundary and leads to a deeper understanding of boundary conditions in the lattice Boltzmann method. This can help to develop improved boundary conditions that lead to more accurate simulation results.

Canonical group quantization and boundary conditions

In the present thesis, we study quantization of classical systems with non-trivial phase spaces using the group-theoretical quantization technique proposed by Isham. Our main goal is a better understanding of global and topological aspects of quantum theory. In practice, the group-theoretical approach enables direct quantization of systems subject to constraints and boundary conditions in a natural and physically transparent manner -- cases for which the canonical quantization method of Dirac fails. First, we provide a clarification of the quantization formalism. In contrast to prior treatments, we introduce a sharp distinction between the two group structures that are involved and explain their physical meaning. The benefit is a consistent and conceptually much clearer construction of the Canonical Group. In particular, we shed light upon the 'pathological' case for which the Canonical Group must be defined via a central Lie algebra extension and emphasise the role of the central extension in general. In addition, we study direct quantization of a particle restricted to a half-line with 'hard wall' boundary condition. Despite the apparent simplicity of this example, we show that a naive quantization attempt based on the cotangent bundle over the half-line as classical phase space leads to an incomplete quantum theory; the reflection which is a characteristic aspect of the 'hard wall' is not reproduced. Instead, we propose a different phase space that realises the necessary boundary condition as a topological feature and demonstrate that quantization yields a suitable quantum theory for the half-line model. The insights gained in the present special case improve our understanding of the relation between classical and quantum theory and illustrate how contact interactions may be incorporated.

The impact of different glacial boundary conditions on atmospheric dynamics and precipitation in the North Atlantic region

Using a highly resolved atmospheric general circulation model, the impact of different glacial boundary conditions on precipitation and atmospheric dynamics in the North Atlantic region is investigated. Six 30-yr time slice experiments of the Last Glacial Maximum at 21 thousand years before the present (ka BP) and of a less pronounced glacial state – the Middle Weichselian (65 ka BP) – are compared to analyse the sensitivity to changes in the ice sheet distribution, in the radiative forcing and in the prescribed time-varying sea surface temperature and sea ice, which are taken from a lower-resolved, but fully coupled atmosphere-ocean general circulation model. The strongest differences are found for simulations with different heights of the Laurentide ice sheet. A high surface elevation of the Laurentide ice sheet leads to a southward displacement of the jet stream and the storm track in the North Atlantic region. These changes in the atmospheric dynamics generate a band of increased precipitation in the mid-latitudes across the Atlantic to southern Europe in winter, while the precipitation pattern in summer is only marginally affected. The impact of the radiative forcing differences between the two glacial periods and of the prescribed time-varying sea surface temperatures and sea ice are of second order importance compared to the one of the Laurentide ice sheet. They affect the atmospheric dynamics and precipitation in a similar but less pronounced manner compared with the topographic changes.

Influence of Mechanical and Thermal Boundary Conditions on Stabilizing/Destabilizing Mechanisms in Evaporating Liquid Films

Liquid films, evaporating or non-evaporating, are ubiquitous in nature and technology. The dynamics of evaporating liquid films is a study applicable in several industries such as water recovery, heat exchangers, crystal growth, drug design etc. The theory describing the dynamics of liquid films crosses several fields such as engineering, mathematics, material science, biophysics and volcanology to name a few. Interfacial instabilities typically manifest by the undulation of an interface from a presumed flat state or by the onset of a secondary flow state from a primary quiescent state or both. To study the instabilities affecting liquid films, an evaporating/non-evaporating Newtonian liquid film is subject to a perturbation. Numerical analysis is conducted on configurations of such liquid films being heated on solid surfaces in order to examine the various stabilizing and destabilizing mechanisms that can cause the formation of different convective structures. These convective structures have implications towards heat transfer that occurs via this process. Certain aspects of this research topic have not received attention, as will be obvious from the literature review. Static, horizontal liquid films on solid surfaces are examined for their resistance to long wave type instabilities via linear stability analysis, method of normal modes and finite difference methods. The spatiotemporal evolution equation, available in literature, describing the time evolution of a liquid film heated on a solid surface, is utilized to analyze various stabilizing/destabilizing mechanisms affecting evaporating and non-evaporating liquid films. The impact of these mechanisms on the film stability and structure for both buoyant and non-buoyant films will be examined by the variation of mechanical and thermal boundary conditions. Films evaporating in zero gravity are studied using the evolution equation. It is found that films that are stable to long wave type instabilities in terrestrial gravity are prone to destabilization via long wave instabilities in zero gravity.

Mixing-cell boundary conditions and apparent mass balance errors for advective-dispersive solute transport

In many field or laboratory situations, well-mixed reservoirs like, for instance, injection or detection wells and gas distribution or sampling chambers define boundaries of transport domains. Exchange of solutes or gases across such boundaries can occur through advective or diffusive processes. First we analyzed situations, where the inlet region consists of a well-mixed reservoir, in a systematic way by interpreting them in terms of injection type. Second, we discussed the mass balance errors that seem to appear in case of resident injections. Mixing cells (MC) can be coupled mathematically in different ways to a domain where advective-dispersive transport occurs: by assuming a continuous solute flux at the interface (flux injection, MC-FI), or by assuming a continuous resident concentration (resident injection). In the latter case, the flux leaving the mixing cell can be defined in two ways: either as the value when the interface is approached from the mixing-cell side (MC-RT -), or as the value when it is approached from the column side (MC-RT +). Solutions of these injection types with constant or-in one case-distance-dependent transport parameters were compared to each other as well as to a solution of a two-layer system, where the first layer was characterized by a large dispersion coefficient. These solutions differ mainly at small Peclet numbers. For most real situations, the model for resident injection MC-RI + is considered to be relevant. This type of injection was modeled with a constant or with an exponentially varying dispersion coefficient within the porous medium. A constant dispersion coefficient will be appropriate for gases because of the Eulerian nature of the usually dominating gaseous diffusion coefficient, whereas the asymptotically growing dispersion coefficient will be more appropriate for solutes due to the Lagrangian nature of mechanical dispersion, which evolves only with the fluid flow. Assuming a continuous resident concentration at the interface between a mixing cell and a column, as in case of the MC-RI + model, entails a flux discontinuity. This flux discontinuity arises inherently from the definition of a mixing cell: the mixing process is included in the balance equation, but does not appear in the description of the flux through the mixing cell. There, only convection appears because of the homogeneous concentration within the mixing cell. Thus, the solute flux through a mixing cell in close contact with a transport domain is generally underestimated. This leads to (apparent) mass balance errors, which are often reported for similar situations and erroneously used to judge the validity of such models. Finally, the mixing cell model MC-RI + defines a universal basis regarding the type of solute injection at a boundary. Depending on the mixing cell parameters, it represents, in its limits, flux as well as resident injections. (C) 1998 Elsevier Science B.V. All rights reserved.

Spectra of graphene nanoribbons with armchair and zigzag boundary conditions

We study the spectral properties of the two-dimensional Dirac operator on bounded domains together with the appropriate boundary conditions which provide a (continuous) model for graphene nanoribbons. These are of two types, namely, the so-called armchair and zigzag boundary conditions, depending on the line along which the material was cut. In the former case, we show that the spectrum behaves in what might be called a classical way; while in the latter, we prove the existence of a sequence of finite multiplicity eigenvalues converging to zero and which correspond to edge states.

On the similarity of Sturm-Liouville operators with non-Hermitian boundary conditions to self-adjoint and normal operators

We consider one-dimensional Schrödinger-type operators in a bounded interval with non-self-adjoint Robin-type boundary conditions. It is well known that such operators are generically conjugate to normal operators via a similarity transformation. Motivated by recent interests in quasi-Hermitian Hamiltonians in quantum mechanics, we study properties of the transformations and similar operators in detail. In the case of parity and time reversal boundary conditions, we establish closed integral-type formulae for the similarity transformations, derive a non-local self-adjoint operator similar to the Schrödinger operator and also find the associated “charge conjugation” operator, which plays the role of fundamental symmetry in a Krein-space reformulation of the problem.

Comparison of Mixed and Kinematic Uniform Boundary Conditions in Homogenized Elasticity of Femoral Trabecular Bone Using Microfinite Element Analyses

Mechanical properties of human trabecular bone play an important role in age-related bone fragility and implant stability. Micro-finite element (microFE) analysis allows computing the apparent elastic properties of trabecular bone biopsies, but the results depend on the type of applied boundary conditions (BCs). In this study, 167 femoral trabecular cubic biopsies with a side length of 5.3 mm were analyzed using microFE analysis to compare their stiffness systematically with kinematic uniform boundary conditions (KUBCs) and periodicity-compatible mixed uniform boundary conditions (PMUBCs). The obtained elastic constants were then used in the volume fraction and fabric-based orthotropic Zysset-Curnier model to identify their respective model parameters. As expected, PMUBCs lead to more compliant apparent elastic properties than KUBCs, especially in shear. The differences in stiffness decreased with bone volume fraction and mean intercept length. Unlike KUBCs, PMUBCs were sensitive to heterogeneity of the biopsies. The Zysset-Curnier model predicted apparent elastic constants successfully in both cases with adjusted coefficients of determination of 0.986 for KUBCs and 0.975 for PMUBCs. The role of these boundary conditions in finite element analyses of whole bones and bone-implant systems will need to be investigated in future work.

Finite volume effects in chiral perturbation theory with twisted boundary conditions

We study the effects of a finite cubic volume with twisted boundary conditions on pseudoscalar mesons. We apply Chiral Perturbation Theory in the p-regime and introduce the twist by means of a constant vector field. The corrections of masses, decay constants, pseudoscalar coupling constants and form factors are calculated at next-to-leading order. We detail the derivations and compare with results available in the literature. In some case there is disagreement due to a different treatment of new extra terms generated from the breaking of the cubic invariance. We advocate to treat such terms as renormalization terms of the twisting angles and reabsorb them in the on-shell conditions. We confirm that the corrections of masses, decay constants, pseudoscalar coupling constants are related by means of chiral Ward identities. Furthermore, we show that the matrix elements of the scalar (resp. vector) form factor satisfies the Feynman–Hellman Theorem (resp. the Ward–Takahashi identity). To show the Ward–Takahashi identity we construct an effective field theory for charged pions which is invariant under electromagnetic gauge transformations and which reproduces the results obtained with Chiral Perturbation Theory at a vanishing momentum transfer. This generalizes considerations previously published for periodic boundary conditions to twisted boundary conditions. Another method to estimate the corrections in finite volume are asymptotic formulae. Asymptotic formulae were introduced by Lüscher and relate the corrections of a given physical quantity to an integral of a specific amplitude, evaluated in infinite volume. Here, we revise the original derivation of Lüscher and generalize it to finite volume with twisted boundary conditions. In some cases, the derivation involves complications due to extra terms generated from the breaking of the cubic invariance. We isolate such terms and treat them as renormalization terms just as done before. In that way, we derive asymptotic formulae for masses, decay constants, pseudoscalar coupling constants and scalar form factors. At the same time, we derive also asymptotic formulae for renormalization terms. We apply all these formulae in combination with Chiral Perturbation Theory and estimate the corrections beyond next-to-leading order. We show that asymptotic formulae for masses, decay constants, pseudoscalar coupling constants are related by means of chiral Ward identities. A similar relation connects in an independent way asymptotic formulae for renormalization terms. We check these relations for charged pions through a direct calculation. To conclude, a numerical analysis quantifies the importance of finite volume corrections at next-to-leading order and beyond. We perform a generic Analysis and illustrate two possible applications to real simulations.

Modeling the sensitivity of precipitation oxygen isotopes to the Last Glacial Maximum boundary conditions: A study using Community Atmosphere Model (CAM3.0)

To understand the validity of d18O proxy records as indicators of past temperature change, a series of experiments was conducted using an atmospheric general circulation model fitted with water isotope tracers (Community Atmosphere Model version 3.0, IsoCAM). A pre-industrial simulation was performed as the control experiment, as well as a simulation with all the boundary conditions set to Last Glacial Maximum (LGM) values. Results from the pre-industrial and LGM simulations were compared to experiments in which the influence of individual boundary conditions (greenhouse gases, ice sheet albedo and topography, sea surface temperature (SST), and orbital parameters) were changed each at a time to assess their individual impact. The experiments were designed in order to analyze the spatial variations of the oxygen isotopic composition of precipitation (d18Oprecip) in response to individual climate factors. The change in topography (due to the change in land ice cover) played a significant role in reducing the surface temperature and d18Oprecip over North America. Exposed shelf areas and the ice sheet albedo reduced the Northern Hemisphere surface temperature and d18Oprecip further. A global mean cooling of 4.1 °C was simulated with combined LGM boundary conditions compared to the control simulation, which was in agreement with previous experiments using the fully coupled Community Climate System Model (CCSM3). Large reductions in d18Oprecip over the LGM ice sheets were strongly linked to the temperature decrease over them. The SST and ice sheet topography changes were responsible for most of the changes in the climate and hence the d18Oprecip distribution among the simulations.