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.

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.

Langevin dynamics of the deconfinement transition for pure gauge theory

We investigate the effects of dissipation in the deconfinement transition for pure SU(2) and SU(3) gauge theories. Using an effective theory for the order parameter, we study its Langevin evolution numerically. Noise effects are included for the case of SU(2). We find that both dissipation and noise have dramatic effects on the spinodal decomposition of the order parameter and delay considerably its thermalization. For SU(3) the effects of dissipation are even larger than for SU(2).

Langevin dynamics of the pure SU(2) deconfining transition

We investigate the dissipative real-time evolution of the order parameter for the deconfining transition in the pure SU(2) gauge theory. The approach to equilibrium after a quench to temperatures well above the critical one is described by a Langevin equation. To fix completely the Markovian Langevin dynamics we choose the dissipation coefficient, that is a function of the temperature, guided by preliminary Monte Carlo simulations for various temperatures. Assuming a relationship between Monte Carlo time and real time, we estimate the delay in thermalization brought about by dissipation and noise. © 2007 The American Physical Society.

Langevin dynamics, large deviations and instantons for the quasi-geostrophic model and two-dimensional Euler equations

We investigate a class of simple models for Langevin dynamics of turbulent flows, including the one-layer quasi-geostrophic equation and the two-dimensional Euler equations. Starting from a path integral representation of the transition probability, we compute the most probable fluctuation paths from one attractor to any state within its basin of attraction. We prove that such fluctuation paths are the time reversed trajectories of the relaxation paths for a corresponding dual dynamics, which are also within the framework of quasi-geostrophic Langevin dynamics. Cases with or without detailed balance are studied. We discuss a specific example for which the stationary measure displays either a second order (continuous) or a first order (discontinuous) phase transition and a tricritical point. In situations where a first order phase transition is observed, the dynamics are bistable. Then, the transition paths between two coexisting attractors are instantons (fluctuation paths from an attractor to a saddle), which are related to the relaxation paths of the corresponding dual dynamics. For this example, we show how one can analytically determine the instantons and compute the transition probabilities for rare transitions between two attractors.

Applications of the generalized Langevin equation: Towards a realistic description of the baths

The generalized Langevin equation (GLE) method, as developed previously [L. Stella et al., Phys. Rev. B 89, 134303 (2014)], is used to calculate the dissipative dynamics of systems described at the atomic level. The GLE scheme goes beyond the commonly used bilinear coupling between the central system and the bath, and permits us to have a realistic description of both the dissipative central system and its surrounding bath. We show how to obtain the vibrational properties of a realistic bath and how to convey such properties into an extended Langevin dynamics by the use of the mapping of the bath vibrational properties onto a set of auxiliary variables. Our calculations for a model of a Lennard-Jones solid show that our GLE scheme provides a stable dynamics, with the dissipative/relaxation processes properly described. The total kinetic energy of the central system always thermalizes toward the expected bath temperature, with appropriate fluctuation around the mean value. More importantly, we obtain a velocity distribution for the individual atoms in the central system which follows the expected canonical distribution at the corresponding temperature. This confirms that both our GLE scheme and our mapping procedure onto an extended Langevin dynamics provide the correct thermostat. We also examined the velocity autocorrelation functions and compare our results with more conventional Langevin dynamics.

Nonequilibrium processes from generalized Langevin equations: Realistic nanoscale systems connected to two thermal baths

We extend the generalized Langevin equation (GLE) method [L. Stella, C. D. Lorenz, and L. Kantorovich, Phys. Rev. B 89, 134303 (2014)] to model a central classical region connected to two realistic thermal baths at two different temperatures. In such nonequilibrium conditions a heat flow is established, via the central system, in between the two baths. The GLE-2B (GLE two baths) scheme permits us to have a realistic description of both the dissipative central system and its surrounding baths. Following the original GLE approach, the extended Langevin dynamics scheme is modified to take into account two sets of auxiliary degrees of freedom corresponding to the mapping of the vibrational properties of each bath. These auxiliary variables are then used to solve the non-Markovian dissipative dynamics of the central region. The resulting algorithm is used to study a model of a short Al nanowire connected to two baths. The results of the simulations using the GLE-2B approach are compared to the results of other simulations that were carried out using standard thermostatting approaches (based on Markovian Langevin and Nosé-Hoover thermostats). We concentrate on the steady-state regime and study the establishment of a local temperature profile within the system. The conditions for obtaining a flat profile or a temperature gradient are examined in detail, in agreement with earlier studies. The results show that the GLE-2B approach is able to treat, within a single scheme, two widely different thermal transport regimes, i.e., ballistic systems, with no temperature gradient, and diffusive systems with a temperature gradient.

Langevin simulation of scalar fields: Additive and multiplicative noises and lattice renormalization

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Surface effects on vortex dynamics in thin type-II superconducting stripes with random pinning

We analyze the dynamics of a driven vortex lattice moving in a thin Superconducting stripe. The two dimensional stripe is assumed to be finite in the longitudinal direction, where we take into account the Surface effects, and infinite in the transversal direction. The numerical simulations are performed using the Langevin dynamics, including the vortex-vortex interaction, interaction of vortices with the surface current, vortex images, transport current and randomly distributed pinning centers. We show results for the differential resistivity and the vortex trajectories as a function of the external force. (C) 2004 Elsevier B.V. All rights reserved.

Model for the Dynamics of the Cytoskeleton.

Particle tracking of microbeads attached to the cytoskeleton (CSK) reveals an intermittent dynamic. The mean squared displacement (MSD) is subdiffusive for small Δt and superdiffusive for large Δt, which are associated with periods of traps and periods of jumps respectively. The analysis of the displacements has shown a non-Gaussian behavior, what is indicative of an active motion, classifying the cells as a far from equilibrium material. Using Langevin dynamics, we reconstruct the dynamic of the CSK. The model is based on the bundles of actin filaments that link themself with the bead RGD coating, trapping it in an harmonic potential. We consider a one- dimensional motion of a particle, neglecting inertial effects (over-damped Langevin dynamics). The resultant force is decomposed in friction force, elastic force and random force, which is used as white noise representing the effect due to molecular agitation. These description until now shows a static situation where the bead performed a random walk in an elastic potential. In order to modeling the active remodeling of the CSK, we vary the equilibrium position of the potential. Inserting a motion in the well center, we change the equilibrium position linearly with time with constant velocity. The result found exhibits a MSD versus time ’tau’ with three regimes. The first regime is when ‘tau’ < ‘tau IND 0’, where ‘tau IND 0’ is the relaxation time, representing the thermal motion. At this regime the particle can diffuse freely. The second regime is a plateau, ‘tau IND 0’ < ‘tau’ < ‘tau IND 1’, representing the particle caged in the potential. Here, ‘tau IND 1’ is a characteristic time that limit the confinement period. And the third regime, ‘tau’ > ‘tau IND 1’, is when the particles are in the superdiffusive behavior. This is where most of the experiments are performed, under 20 frames per second (FPS), thus there is no experimental evidence that support the first regime. We are currently performing experiments with high frequency, up to 100 FPS, attempting to visualize this diffusive behavior. Beside the first regime, our simple model can reproduce MSD curves similar to what has been found experimentally, which can be helpful to understanding CSK structure and properties.

Finite temperature dynamics of vortices in the two dimensional anisotropic Heisenberg model

We study the effects of finite temperature on the dynamics of non-planar vortices in the classical, two-dimensional anisotropic Heisenberg model with XY- or easy-plane symmetry. To this end, we analyze a generalized Landau-Lifshitz equation including additive white noise and Gilbert damping. Using a collective variable theory with no adjustable parameters we derive an equation of motion for the vortices with stochastic forces which are shown to represent white noise with an effective diffusion constant linearly dependent on temperature. We solve these stochastic equations of motion by means of a Green's function formalism and obtain the mean vortex trajectory and its variance. We find a non-standard time dependence for the variance of the components perpendicular to the driving force. We compare the analytical results with Langevin dynamics simulations and find a good agreement up to temperatures of the order of 25% of the Kosterlitz-Thouless transition temperature. Finally, we discuss the reasons why our approach is not appropriate for higher temperatures as well as the discreteness effects observed in the numerical simulations.

Computer modeling of diffusion in biological tissues

Molecular-level computer simulations of restricted water diffusion can be used to develop models for relating diffusion tensor imaging measurements of anisotropic tissue to microstructural tissue characteristics. The diffusion tensors resulting from these simulations can then be analyzed in terms of their relationship to the structural anisotropy of the model used. As the translational motion of water molecules is essentially random, their dynamics can be effectively simulated using computers. In addition to modeling water dynamics and water-tissue interactions, the simulation software of the present study was developed to automatically generate collagen fiber networks from user-defined parameters. This flexibility provides the opportunity for further investigations of the relationship between the diffusion tensor of water and morphologically different models representing different anisotropic tissues.

Hysteresis in model spin systems

The authors study the hysteretic response of model spin systems to periodic time-varying fields H(t) as a function of the amplitude H0 and the frequency Omega . At fixed H0, they find conventional, squarish hysteresis loops at low Omega , and rounded, roughly elliptical loops at high Omega , in agreement with experiment. For the O(N to infinity ), d=3, ( Phi 2)2 model with Langevin dynamics, they find a novel scaling behaviour for the area A of the hysteresis loop, of the form (valid for low fields) A approximately=H0066 Omega 0.33.