Solid-liquid transition in polydisperse Lennard-Jones systems

We study melting of a face-centered crystalline solid consisting of polydisperse Lennard-Jones spheres with Gaussian polydispersity in size. The phase diagram reproduces the existence of a nearly temperature invariant terminal polydispersity (delta(t) similar or equal to 0.11), with no signature of reentrant melting. The absence of reentrant melting can be attributed to the influence of the attractive part of the potential upon melting. We find that at terminal polydispersity the fractional density change approaches zero, which seems to arise from vanishingly small compressibility of the disordered phase. At constant temperature and volume fraction the system undergoes a sharp transition from crystalline solid to the disordered amorphous or fluid state with increasing polydispersity. This has been quantified by second- and third-order rotational invariant bond orientational order, as well as by the average inherent structure energy. The translational order parameter also indicates a similar sharp structural change at delta similar or equal to 0.09 in case of T* = 1.0, phi = 0.58. The free energy calculation further supports the sharp nature of the transition. The third-order rotationally invariant bond order shows that with increasing polydispersity, the local cluster favors a more icosahedral arrangement and the system loses its local crystalline symmetry. Interestingly, the value of structure factor S(k) of the amorphous phase at delta similar or equal to 0.10 (just beyond the solid-liquid transition density at T* = 1) becomes 2.75, which is below the value of 2.85 required for freezing given by the empirical Hansen-Verlet rule of crystallization, well known in the theory of freezing.

Spectral density of first order Piecewise linear systems excited by white noise

The Fokker-Planck (FP) equation is used to develop a general method for finding the spectral density for a class of randomly excited first order systems. This class consists of systems satisfying stochastic differential equations of form ẋ + f(x) = m/Ʃ/j = 1 h_j(x)n_j(t) where f and the h_j are piecewise linear functions (not necessarily continuous), and the n_j are stationary Gaussian white noise. For such systems, it is shown how the Laplace-transformed FP equation can be solved for the transformed transition probability density. By manipulation of the FP equation and its adjoint, a formula is derived for the transformed autocorrelation function in terms of the transformed transition density. From this, the spectral density is readily obtained. The method generalizes that of Caughey and Dienes, J. Appl. Phys., 32.11.

This method is applied to 4 subclasses: (1) m = 1, h₁ = const. (forcing function excitation); (2) m = 1, h₁ = f (parametric excitation); (3) m = 2, h₁ = const., h₂ = f, n₁ and n₂ correlated; (4) the same, uncorrelated. Many special cases, especially in subclass (1), are worked through to obtain explicit formulas for the spectral density, most of which have not been obtained before. Some results are graphed.

Dealing with parametrically excited first order systems leads to two complications. There is some controversy concerning the form of the FP equation involved (see Gray and Caughey, J. Math. Phys., 44.3); and the conditions which apply at irregular points, where the second order coefficient of the FP equation vanishes, are not obvious but require use of the mathematical theory of diffusion processes developed by Feller and others. These points are discussed in the first chapter, relevant results from various sources being summarized and applied. Also discussed is the steady-state density (the limit of the transition density as t → ∞).

Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations

We propose a new approach for modeling nonlinear multivariate interest rate processes based on time-varying copulas and reducible stochastic differential equations (SDEs). In the modeling of the marginal processes, we consider a class of nonlinear SDEs that are reducible to Ornstein--Uhlenbeck (OU) process or Cox, Ingersoll, and Ross (1985) (CIR) process. The reducibility is achieved via a nonlinear transformation function. The main advantage of this approach is that these SDEs can account for nonlinear features, observed in short-term interest rate series, while at the same time leading to exact discretization and closed-form likelihood functions. Although a rich set of specifications may be entertained, our exposition focuses on a couple of nonlinear constant elasticity volatility (CEV) processes, denoted as OU-CEV and CIR-CEV, respectively. These two processes encompass a number of existing models that have closed-form likelihood functions. The transition density, the conditional distribution function, and the steady-state density function are derived in closed form as well as the conditional and unconditional moments for both processes. In order to obtain a more flexible functional form over time, we allow the transformation function to be time varying. Results from our study of U.S. and UK short-term interest rates suggest that the new models outperform existing parametric models with closed-form likelihood functions. We also find the time-varying effects in the transformation functions statistically significant. To examine the joint behavior of interest rate series, we propose flexible nonlinear multivariate models by joining univariate nonlinear processes via appropriate copulas. We study the conditional dependence structure of the two rates using Patton (2006a) time-varying symmetrized Joe--Clayton copula. We find evidence of asymmetric dependence between the two rates, and that the level of dependence is positively related to the level of the two rates. (JEL: C13, C32, G12) Copyright The Author 2010. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oxfordjournals.org, Oxford University Press.

The equivalent-weights particle filter in a high-dimensional system

In general, particle filters need large numbers of model runs in order to avoid filter degeneracy in high-dimensional systems. The recently proposed, fully nonlinear equivalent-weights particle filter overcomes this requirement by replacing the standard model transition density with two different proposal transition densities. The first proposal density is used to relax all particles towards the high-probability regions of state space as defined by the observations. The crucial second proposal density is then used to ensure that the majority of particles have equivalent weights at observation time. Here, the performance of the scheme in a high, 65 500 dimensional, simplified ocean model is explored. The success of the equivalent-weights particle filter in matching the true model state is shown using the mean of just 32 particles in twin experiments. It is of particular significance that this remains true even as the number and spatial variability of the observations are changed. The results from rank histograms are less easy to interpret and can be influenced considerably by the parameter values used. This article also explores the sensitivity of the performance of the scheme to the chosen parameter values and the effect of using different model error parameters in the truth compared with the ensemble model runs.

Electronic spectroscopy of biomolecules in solution: fluorescein dianion in water

A combined and sequential Monte Carlo-quantum mechanics methodology is used to describe the electronic absorption spectrum of the fluorescein dianion in water. Different sets of 100 statistically relevant configurations composed of the solute and several solvent molecules are sampled from the Monte Carlo simulation for a posteriori quantum mechanical calculations of the spectra. In the largest case the configurations are composed of fluorescein and 90 explicit water molecules embedded in the electrostatic field of all remaining water molecules within a distance of 11.3 angstrom. These configurations include 305 atoms and 842 valence electrons, justifying the use of a semi-empirical approach. The electronic spectrum is then calculated using the INDO/CIS method. The solvatochromic shift of fluorescein in water, compared with in isolation, is calculated using the discrete and explicit solvent models. The use of electrostatically embedded explicit water molecules, in INDO/CIS calculations, gives a good description of the spectral shift of the fluorescein dianion in aqueous environment. The results are verified to converge both statistically and with respect to the number of explicit solvent molecules used.

Estimadores do tipo núcleo para a densidade de transição de uma cadeia de markov com espaço de estados geral

In this work, we studied the strong consistency for a class of estimates for a transition density of a Markov chain with general state space E ⊂ Rd. The strong ergodicity of the estimates for the density transition is obtained from the strong consistency of the kernel estimates for both the marginal density p(:) of the chain and the joint density q(., .). In this work the Markov chain is supposed to be homogeneous, uniformly ergodic and possessing a stationary density p(.,.)

Excitonic couplings and electronic coherence in bridged naphthalene dimers

The electronic excitations of naphthalene and a family of bridged naphthalene dimers are calculated and analyzed by using the Collective Electronic Oscillator method combined with the oblique Lanczos algorithm. All experimentally observed trends in absorption profiles and radiative lifetimes are reproduced. Each electronic excitation is linked to the corresponding real-space transition density matrix, which represents the motions of electrons and holes created in the molecule by photon absorption. Two-dimensional plots of these matrices help visualize the degree of exciton localization and explain the dependence of the electronic interaction between chromophores on their separation.

Boundary Harnack Principle for Stable-Like Processes

Thesis (Ph.D.)--University of Washington, 2016-06

Monte Carlo Algorithm for Solving Integral Equations with Polynomial Non-Linearity. Parallel Implementation

An iterative Monte Carlo algorithm for evaluating linear functionals of the solution of integral equations with polynomial non-linearity is proposed and studied. The method uses a simulation of branching stochastic processes. It is proved that the mathematical expectation of the introduced random variable is equal to a linear functional of the solution. The algorithm uses the so-called almost optimal density function. Numerical examples are considered. Parallel implementation of the algorithm is also realized using the package ATHAPASCAN as an environment for parallel realization.The computational results demonstrate high parallel efficiency of the presented algorithm and give a good solution when almost optimal density function is used as a transition density.

Monte Carlo Study of Particle Transport Problem in Air Pollution

2002 Mathematics Subject Classification: 65C05.

Glass Transition in the Density Functional Theory of Freezing

A mean-field description of the glass transition in the hard-sphere system is obtained by numerically locating "glassy" minima of a model free-energy functional. These minima, characterized by inhomogeneous but aperiodic density distributions, appear as the average density is increased above the value at which equilibrium crystallization takes place. Investigations of the density distribution and local bond-orientational order at these minima yield results similar to those obtained from simulations.

Gap-Dependent Quasiparticle Dynamics and Coherent Acoustic Phonons in CaFe2As2 across Spin Density Wave Phase Transition

We report ultrafast quasiparticle (QP) dynamics and coherent acoustic phonons in undoped CaFe2As2 iron pnictide single crystals exhibiting spin-density wave (SDW) and concurrent structural phase transition at temperature T-SDW similar to 165K using femtosecond time-resolved pump-probe spectroscopy. The contributions in transient differential reflectivity arising from exponentially decaying QP relaxation and oscillatory coherent acoustic phonon mode show large variations in the vicinity of T-SDW. From the temperature-dependence of the QP recombination dynamics in the SDW phase, we evaluate a BCS-like temperature dependent charge gap with its zero-temperature value of similar to(1.6 perpendicular to 0.2)k(B)T(SDW), whereas, much above T-SDW, an electron-phonon coupling constant of similar to 0.13 has been estimated from the linear temperature-dependence of the QP relaxation time. The long-wavelength coherent acoustic phonons with typical time-period of similar to 100 ps have been analyzed in the light of propagating strain pulse model providing important results for the optical constants, sounds velocity and the elastic modulus of the crystal in the whole temperature range of 3 to 300 K.

Absolute/Convective Instability Transition in a Backward Facing Step Combustor: Fundamental Mechanism and Influence of Density Gradient

Hydrodynamic instabilities of the flow field in lean premixed gas turbine combustors can generate velocity perturbations that wrinkle and distort the flame sheet over length scales that are smaller than the flame length. The resultant heat release oscillations can then potentially result in combustion instability. Thus, it is essential to understand the hydrodynamic instability characteristics of the combustor flow field in order to understand its overall influence on combustion instability characteristics. To this end, this paper elucidates the role of fluctuating vorticity production from a linear hydrodynamic stability analysis as the key mechanism promoting absolute/convective instability transitions in shear layers occurring in the flow behind a backward facing step. These results are obtained within the framework of an inviscid, incompressible, local temporal and spatio-temporal stability analysis. Vorticity fluctuations in this limit result from interaction between two competing mechanisms-(1) production from interaction between velocity perturbations and the base flow vorticity gradient and (2) baroclinic torque in the presence of base flow density gradients. This interaction has a significant effect on hydrodynamic instability characteristics when the base flow density and velocity gradients are colocated. Regions in the space of parameters characterizing the base flow velocity profile, i.e., shear layer thickness and ratio of forward to reverse flow velocity, corresponding to convective and absolute instability are identified. The implications of the present results on understanding prior experimental studies of combustion instability in backward facing step combustors and hydrodynamic instability in other flows such as heated jets and bluff body stabilized flames is discussed.

ABSOLUTE/CONVECTIVE INSTABILITY TRANSITION IN A BACKWARD FACING STEP COMBUSTOR: FUNDAMENTAL MECHANISM AND INFLUENCE OF DENSITY GRADIENT

Hydrodynamic instabilities of the flow field in lean premixed gas turbine combustors can generate velocity perturbations that wrinkle and distort the flame sheet over length scales that are smaller than the flame length. The resultant heat release oscillations can then potentially result in combustion instability. Thus, it is essential to understand the hydrodynamic instability characteristics of the combustor flow field in order to understand its overall influence on combustion instability characteristics. To this end, this paper elucidates the role of fluctuating vorticity production from a linear hydrodynamic stability analysis as the key mechanism promoting absolute/convective instability transitions in shear layers occurring in the flow behind a backward facing step. These results are obtained within the framework of an inviscid, incompressible, local temporal and spatio-temporal stability analysis. Vorticity fluctuations in this limit result from interaction between two competing mechanisms - (1) production from interaction between velocity perturbations and the base flow vorticity gradient and (2) baroclinic torque in the presence of base flow density gradients. This interaction has a significant effect on hydrodynamic instability characteristics when the base flow density and velocity gradients are co-located. Regions in the space of parameters characterizing the base flow velocity profile, i.e. shear layer thickness and ratio of forward to reverse flow velocity, corresponding to convective and absolute instability are identified. The implications of the present results on prior observations of flow instability in other flows such as heated jets and bluff-body stabilized flames is discussed.

Evolution and propagation of density waves on galactic disk .2. An approximation of the thin transition layer

In this part of the present work, a simplified model—the thin transition layer theory is proposed. The comparison of this model with the G-L sheet model is made.