Exact correlation functions in particle-reaction models with immobile particles

Exact results on particle densities as well as correlators in two models of immobile particles, containing either a single species or else two distinct species, are derived. The models evolve following a descent dynamics through pair annihilation where each particle interacts once at most throughout its entire history. The resulting large number of stationary states leads to a non-vanishing configurational entropy. Our results are established for arbitrary initial conditions and are derived via a generating function method. The single-species model is the dual of the 1D zero-temperature kinetic Ising model with Kimball-Deker-Haake dynamics. In this way, both in finite and semi-infinite chains and also the Bethe lattice can be analysed. The relationship with the random sequential adsorption of dimers and weakly tapped granular materials is discussed.

Shared information in stationary states at criticality

We consider bipartitions of one-dimensional extended systems whose probability distribution functions describe stationary states of stochastic models. We define estimators of the information shared between the two subsystems. If the correlation length is finite, the estimators stay finite for large system sizes. If the correlation length diverges, so do the estimators. The definition of the estimators is inspired by information theory. We look at several models and compare the behaviors of the estimators in the finite-size scaling limit. Analytical and numerical methods as well as Monte Carlo simulations are used. We show how the finite-size scaling functions change for various phase transitions, including the case where one has conformal invariance.

A conformal invariant growth model

We present a one-parameter extension of the raise and peel one-dimensional growth model. The model is defined in the configuration space of Dyck (RSOS) paths. Tiles from a rarefied gas hit the interface and change its shape. The adsorption rates are local but the desorption rates are non-local; they depend not only on the cluster hit by the tile but also on the total number of peaks (local maxima) belonging to all the clusters of the configuration. The domain of the parameter is determined by the condition that the rates are non-negative. In the finite-size scaling limit, the model is conformal invariant in the whole open domain. The parameter appears in the sound velocity only. At the boundary of the domain, the stationary state is an adsorbing state and conformal invariance is lost. The model allows us to check the universality of non-local observables in the raise and peel model. An example is given.

Nonlocal growth processes and conformal invariance

Up to now the raise-and-peel model was the single known example of a one-dimensional stochastic process where one can observe conformal invariance. The model has one parameter. Depending on its value one has a gapped phase, a critical point where one has conformal invariance, and a gapless phase with changing values of the dynamical critical exponent z. In this model, adsorption is local but desorption is not. The raise-and-strip model presented here, in which desorption is also nonlocal, has the same phase diagram. The critical exponents are different as are some physical properties of the model. Our study suggests the possible existence of a whole class of stochastic models in which one can observe conformal invariance.

Nonlocal asymmetric exclusion process on a ring and conformal invariance

We present a one-dimensional nonlocal hopping model with exclusion on a ring. The model is related to the Raise and Peel growth model. A nonnegative parameter u controls the ratio of the local backwards and nonlocal forwards hopping rates. The phase diagram, and consequently the values of the current, depend on u and the density of particles. In the special case of half-lling and u = 1 the system is conformal invariant and an exact value of the current for any size L of the system is conjectured and checked for large lattice sizes in Monte Carlo simulations. For u > 1 the current has a non-analytic dependence on the density when the latter approaches the half-lling value.

A review of particle transport theory in a binary stochastic medium

A finalidade deste trabalho ´e apresentar uma revis˜ao da teoria do transporte de part´ıculas em meios compostos por uma mistura aleat´oria bin´aria. Para atingir este objetivo n´os apresentamos brevemente alguns conceitos b´asicos de teoria do transporte, e ent˜ao discutimos em detalhes a deriva¸c˜ao de duas abordagens desenvolvidas para a solu¸c˜ao de tais problemas: os modelos de mistura atˆomica e de Levermore-Pomraning. Providenciamos ainda, com o uso da formula¸c˜ao LTSN, compara ¸c˜oes num´ericas destes modelos com resultados de benchmark gerados atrav´es de um processo de Monte Carlo.

Investigations on the melting and bending modulus of polymer grafted bilayers using dissipative particle dynamics

Understanding the influence of polymer grafted bilayers on the physicomechanical properties of lipid membranes is important while developing liposomal based drug delivery systems. The melting characteristics and bending moduli of polymer grafted bilayers are investigated using dissipative particle dynamics simulations as a function of the amount of grafted polymer and lipid tail length. Simulations are carried out using a modified Andersen barostat, whereby the membrane is maintained in a tensionless state. For lipids made up of four to six tail beads, the transition from the low temperature L-beta phase to the L-alpha phase is lowered only above a grafting fraction of G(f)=0.12 for polymers made up of 20 beads. Below G(f)=0.12 small changes are observed only for the HT4 bilayer. The bending modulus of the bilayers is obtained as a function of G(f) from a Fourier analysis of the height fluctuations. Using the theory developed by Marsh Biochim. Biophys. Acta 1615, 33 (2003)] for polymer grafted membranes, the contributions to the bending modulus due to changes arising from the grafted polymer and bilayer thinning are partitioned. The contributions to the changes in kappa from bilayer thinning were found to lie within 11% for the lipids with four to six tail beads, increasing to 15% for the lipids containing nine tail beads. The changes in the area stretch modulus were also assessed and were found to have a small influence on the overall contribution from membrane thinning. The increase in the area per head group of the lipids was found to be consistent with the scalings predicted by self-consistent mean field results. (C) 2010 American Institute of Physics.

Particle dynamics in the channel flow of a turbulent particle-gas suspension at high Stokes number. Part 2. Comparison of fluctuating force simulations and experiments

The particle and fluid velocity fluctuations in a turbulent gas-particle suspension are studied experimentally using two-dimensional particle image velocimetry with the objective of comparing the experiments with the predictions of fluctuating force simulations. Since the fluctuating force simulations employ force distributions which do not incorporate the modification of fluid turbulence due to the particles, it is of importance to quantify the turbulence modification in the experiments. For experiments carried out at a low volume fraction of 9.15 x 10(-5) (mass loading is 0.19), where the viscous relaxation time is small compared with the time between collisions, it is found that the gas-phase turbulence is not significantly modified by the presence of particles. Owing to this, quantitative agreement is obtained between the results of experiments and fluctuating force simulations for the mean velocity and the root mean square of the fluctuating velocity, provided that the polydispersity in the particle size is incorporated in the simulations. This is because the polydispersity results in a variation in the terminal velocity of the particles which could induce collisions and generate fluctuations; this mechanism is absent if all of the particles are of equal size. It is found that there is some variation in the particle mean velocity very close to the wall depending on the wall-collision model used in the simulations, and agreement with experiments is obtained only when the tangential wall-particle coefficient of restitution is 0.7. The mean particle velocity is in quantitative agreement for locations more than 10 wall units from the wall of the channel. However, there are systematic differences between the simulations and theory for the particle concentrations, possibly due to inadequate control over the particle feeding at the entrance. The particle velocity distributions are compared both at the centre of the channel and near the wall, and the shape of the distribution function near the wall obtained in experiments is accurately predicted by the simulations. At the centre, there is some discrepancy between simulations and experiment for the distribution of the fluctuating velocity in the flow direction, where the simulations predict a bi-modal distribution whereas only a single maximum is observed in the experiments, although both distributions are skewed towards negative fluctuating velocities. At a much higher particle mass loading of 1.7, where the time between collisions is smaller than the viscous relaxation time, there is a significant increase in the turbulent velocity fluctuations by similar to 1-2 orders of magnitude. Therefore, it becomes necessary to incorporate the modified fluid-phase intensity in the fluctuating force simulation; with this modification, the mean and mean-square fluctuating velocities are within 20-30% of the experimental values.

Stochastic particle acceleration in the lobes of giant radio galaxies

We investigate the acceleration of particles by Alfven waves via the second-order Fermi process in the lobes of giant radio galaxies. Such sites are candidates for the accelerators of ultra-high-energy cosmic rays (UHECR). We focus on the nearby Fanaroff-Riley type I radio galaxy Centaurus A. This is motivated by the coincidence of its position with the arrival direction of several of the highest energy Auger events. The conditions necessary for consistency with the acceleration time-scales predicted by quasi-linear theory are reviewed. Test particle calculations are performed in fields which guarantee electric fields with no component parallel to the local magnetic field. The results of quasi-linear theory are, to an order of magnitude, found to be accurate at low turbulence levels for non-relativistic Alfven waves and at both low and high turbulence levels in the mildly relativistic case. We conclude that for pure stochastic acceleration via Alfven waves to be plausible as the generator of UHECR in Cen A, the baryon number density would need to be several orders of magnitude below currently held upper limits.

Branching Stochastic Processes: History, Theory, Applications

Косто В. Митов - Разклоняващите се стохастични процеси са модели на популационната динамика на обекти, които имат случайно време на живот и произвеждат потомци в съответствие с дадени вероятностни закони. Типични примери са ядрените реакции, клетъчната пролиферация, биологичното размножаване, някои химични реакции, икономически и финансови явления. В този обзор сме се опитали да представим съвсем накратко някои от най-важните моменти и факти от историята, теорията и приложенията на разклоняващите се процеси.

Separability in relativistic Hamiltonian particle dynamics

The problem of separability in recent models of classical relativistic interacting particles is examined. This physical requirement is shown to be more subtle than naive separability of all the constraints defining the system: it is adequate to be able to canonically transform the time-fixing constraints from an unseparated to a separated form when clusters emerge. Viewing separability in this way, and within a specific framework, we are led to a new no-interaction theorem which states the incompatibility of nontrivial interaction with relativistic invariance, separability, and invariant world lines for more than two particles.

Particle dynamics in a turbulent particle–gas suspension at high Stokes number. Part 2. The fluctuating-force model

A fluctuating-force model is developed for representing the effect of the turbulent fluid velocity fluctuations on the particle phase in a turbulent gas–solid suspension in the limit of high Stokes number, where the particle relaxation time is large compared with the correlation time for the fluid velocity fluctuations. In the model, a fluctuating force is incorporated in the equation of motion for the particles, and the force distribution is assumed to be an anisotropic Gaussian white noise. It is shown that this is equivalent to incorporating a diffusion term in the Boltzmann equation for the particle velocity distribution functions. The variance of the force distribution, or equivalently the diffusion coefficient in the Boltzmann equation, is related to the time correlation functions for the fluid velocity fluctuations. The fluctuating-force model is applied to the specific case of a Couette flow of a turbulent particle–gas suspension, for which both the fluid and particle velocity distributions were evaluated using direct numerical simulations by Goswami & Kumaran (2010). It is found that the fluctuating-force simulation is able to quantitatively predict the concentration, mean velocity profiles and the mean square velocities, both at relatively low volume fractions, where the viscous relaxation time is small compared with the time between collisions, and at higher volume fractions, where the time between collisions is small compared with the viscous relaxation time. The simulations are also able to predict the velocity distributions in the centre of the Couette, even in cases in which the velocity distribution is very different from a Gaussian distribution.

Particle dynamics in a turbulent particle–gas suspension at high Stokes number. Part 1. Velocity and acceleration distributions

The effect of fluid velocity fluctuations on the dynamics of the particles in a turbulent gas–solid suspension is analysed in the low-Reynolds-number and high Stokes number limits, where the particle relaxation time is long compared with the correlation time for the fluid velocity fluctuations, and the drag force on the particles due to the fluid can be expressed by the modified Stokes law. The direct numerical simulation procedure is used for solving the Navier–Stokes equations for the fluid, the particles are modelled as hard spheres which undergo elastic collisions and a one-way coupling algorithm is used where the force exerted by the fluid on the particles is incorporated, but not the reverse force exerted by the particles on the fluid. The particle mean and root-mean-square (RMS) fluctuating velocities, as well as the probability distribution function for the particle velocity fluctuations and the distribution of acceleration of the particles in the central region of the Couette (where the velocity profile is linear and the RMS velocities are nearly constant), are examined. It is found that the distribution of particle velocities is very different from a Gaussian, especially in the spanwise and wall-normal directions. However, the distribution of the acceleration fluctuation on the particles is found to be close to a Gaussian, though the distribution is highly anisotropic and there is a correlation between the fluctuations in the flow and gradient directions. The non-Gaussian nature of the particle velocity fluctuations is found to be due to inter-particle collisions induced by the large particle velocity fluctuations in the flow direction. It is also found that the acceleration distribution on the particles is in very good agreement with the distribution that is calculated from the velocity fluctuations in the fluid, using the Stokes drag law, indicating that there is very little correlation between the fluid velocity fluctuations and the particle velocity fluctuations in the presence of one-way coupling. All of these results indicate that the effect of the turbulent fluid velocity fluctuations can be accurately represented by an anisotropic Gaussian white noise.

Particle dynamics in the channel flow of a turbulent particle-gas suspension at high Stokes number. Part 1. DNS and fluctuating force model

The fluctuating force model is developed and applied to the turbulent flow of a gas-particle suspension in a channel in the limit of high Stokes number, where the particle relaxation time is large compared to the fluid correlation time, and low particle Reynolds number where the Stokes drag law can be used to describe the interaction between the particles and fluid. In contrast to the Couette flow, the fluid velocity variances in the different directions in the channel are highly non-homogeneous, and they exhibit significant variation across the channel. First, we analyse the fluctuating particle velocity and acceleration distributions at different locations across the channel. The distributions are found to be non-Gaussian near the centre of the channel, and they exhibit significant skewness and flatness. However, acceleration distributions are closer to Gaussian at locations away from the channel centre, especially in regions where the variances of the fluid velocity fluctuations are at a maximum. The time correlations for the fluid velocity fluctuations and particle acceleration fluctuations are evaluated, and it is found that the time correlation of the particle acceleration fluctuations is close to the time correlations of the fluid velocity in a `moving Eulerian' reference, moving with the mean fluid velocity. The variances of the fluctuating force distributions in the Langevin simulations are determined from the time correlations of the fluid velocity fluctuations and the results are compared with direct numerical simulations. Quantitative agreement between the two simulations are obtained provided the particle viscous relaxation time is at least five times larger than the fluid integral time.