Langevin dynamics modeling of the water diffusion tensor in partially aligned collagen networks

In this work, a Langevin dynamics model of the diffusion of water in articular cartilage was developed. Numerical simulations of the translational dynamics of water molecules and their interaction with collagen fibers were used to study the quantitative relationship between the organization of the collagen fiber network and the diffusion tensor of water in model cartilage. Langevin dynamics was used to simulate water diffusion in both ordered and partially disordered cartilage models. In addition, an analytical approach was developed to estimate the diffusion tensor for a network comprising a given distribution of fiber orientations. The key findings are that (1) an approximately linear relationship was observed between collagen volume fraction and the fractional anisotropy of the diffusion tensor in fiber networks of a given degree of alignment, (2) for any given fiber volume fraction, fractional anisotropy follows a fiber alignment dependency similar to the square of the second Legendre polynomial of cos(θ), with the minimum anisotropy occurring at approximately the magic angle (θMA), and (3) a decrease in the principal eigenvalue and an increase in the transverse eigenvalues is observed as the fiber orientation angle θ progresses from 0◦ to 90◦. The corresponding diffusion ellipsoids are prolate for θ < θMA, spherical for θ ≈ θMA, and oblate for θ > θMA. Expansion of the model to include discrimination between the combined effects of alignment disorder and collagen fiber volume fraction on the diffusion tensor is discussed.

Classical Langevin dynamics of a charged particle moving on a sphere and diamagnetism: A surprise

It is generally known that the orbital diamagnetism of a classical system of charged particles in thermal equilibrium is identically zero —the Bohr-van Leeuwen theorem. Physically, this null result derives from the exact cancellation of the orbital diamagnetic moment associated with the complete cyclotron orbits of the charged particles by the paramagnetic moment subtended by the incomplete orbits skipping the boundary in the opposite sense. Motivated by this crucial but subtle role of the boundary, we have simulated here the case of a finite but unbounded system, namely that of a charged particle moving on the surface of a sphere in the presence of an externally applied uniform magnetic field. Following a real space-time approach based on the classical Langevin equation, we have computed the orbital magnetic moment that now indeed turns out to be non-zero and has the diamagnetic sign. To the best of our knowledge, this is the first report of the possibility of finite classical diamagnetism in principle, and it is due to the avoided cancellation.

Albert Einstein, Paul Langevin, Princesse de Noeille, and Paul Painleve; Paris Portraits Groups

Digital Image

Brownian motion of spins; generalized spin Langevin equation

We derive the Langevin equations for a spin interacting with a heat bath, starting from a fully dynamical treatment. The obtained equations are non-Markovian with multiplicative fluctuations and concommitant dissipative terms obeying the fluctuation-dissipation theorem. In the Markovian limit our equations reduce to the phenomenological equations proposed by Kubo and Hashitsume. The perturbative treatment on our equations lead to Landau-Lifshitz equations and to other known results in the literature.

Fluctuation-dissipation relation for nonlinear Langevin equations

It is shown that the fluctuation-dissipation theorem is satisfied by the solutions of a general set of nonlinear Langevin equations with a quadratic free-energy functional (constant susceptibility) and field-dependent kinetic coefficients, provided the kinetic coefficients satisfy the Onsager reciprocal relations for the irreversible terms and the antisymmetry relations for the reversible terms. The analysis employs a perturbation expansion of the nonlinear terms, and a functional integral calculation of the correlation and response functions, and it is shown that the fluctuation-dissipation relation is satisfied at each order in the expansion.

Internal noise-driven generalized Langevin equation from a nonlocal continuum model

Starting with a micropolar formulation, known to account for nonlocal microstructural effects at the continuum level, a generalized Langevin equation (GLE) for a particle, describing the predominant motion of a localized region through a single displacement degree of freedom, is derived. The GLE features a memory-dependent multiplicative or internal noise, which appears upon recognizing that the microrotation variables possess randomness owing to an uncertainty principle. Unlike its classical version, the present GLE qualitatively reproduces the experimentally measured fluctuations in the steady-state mean square displacement of scattering centers in a polyvinyl alcohol slab. The origin of the fluctuations is traced to nonlocal spatial interactions within the continuum, a phenomenon that is ubiquitous across a broad class of response regimes in solids and fluids. This renders the proposed GLE a potentially useful model in such cases.

Forecasting high-frequency futures returns using online langevin dynamics

Forecasting the returns of assets at high frequency is the key challenge for high-frequency algorithmic trading strategies. In this paper, we propose a jump-diffusion model for asset price movements that models price and its trend and allows a momentum strategy to be developed. Conditional on jump times, we derive closed-form transition densities for this model. We show how this allows us to extract a trend from high-frequency finance data by using a Rao-Blackwellized variable rate particle filter to filter incoming price data. Our results show that even in the presence of transaction costs our algorithm can achieve a Sharpe ratio above 1 when applied across a portfolio of 75 futures contracts at high frequency. © 2011 IEEE.

量子噪音与量子Langevin方程

介绍了量子噪音和量子Langevin方程 ,并与经典噪音和经典Langevin方程进行了比较 .量子噪音来源于两种途径 ,第一种与经典噪音相似 ,第二种则起源于Heisengberg测不准原理 .同时 ,也简略给出了量子Langevin方程的推导

同位旋相关的Boltzmann-Langevin方程及新核素~(19)Na产生截面的研究

介绍了一种同位旋相关的输运方程 ,研究了在入射能量为 2 8.7和 6 0 .0MeV/u时　 12 C +12 C的反应 ,对模型进行检验 ,发现计算结果较好地符合实验结果 ,说明了方程的可靠性 .利用该模型研究了在入射能量为 2 8.7MeV/u下反应系统17— 2 0 ,2 2 Ne+12 C中核素19Na的产生截面 ,发现缺中子核引起的反应 ,具有更大19Na的产生截面 ,为新核素的探测找到了理论依据 .

Analytical solution of a multidimensional Langevin equation at high friction limits and probability passing over a two-dimensional saddle

The analytical solution of a multidimensional Langevin equation at the overdamping limit is obtained and the probability of particles passing over a two-dimensional saddle point is discussed. These results may break a path for studying further the fusion in superheavy elements synthesis.

An isothermal-isobaric Langevin thermostat for simulating nanoparticles under pressure: Application to Au clusters

We present a method for simulating clusters or, molecules subjected to an external pressure, which is exerted by a pressure-transmitting medium. It is based on the canoninical Langevin thermostat, but extended in such a way that the Brownian forces are allowed to operate only from the region exterior to the cluster. We show that the frictional force of the Langevin thermostat is linked to the pressure of the reservoir in a unique way, and that this property manifests itself when the particle it acts upon is not pointlike but has finite dimensions. By choosing appropriately the strength of the random forces and the friction coefficient, both temperature and pressure can be controlled independently. We illustrate the capabilities of this new method by calculating the compressibility of small gold clusters under pressure.

Berry phase in open quantum systems: a quantum Langevin equation approach

The evolution of a two level system with a slowly varying Hamiltonian, modeled as a spin 1/2 in a slowly varying magnetic field, and interacting with a quantum environment, modeled as a bath of harmonic oscillators is analyzed using a quantum Langevin approach. This allows to easily obtain the dissipation time and the correction to the Berry phase in the case of an adiabatic cyclic evolution.