In the near-weightless environment of orbiting spacecraft capillary forces dominate interfacial flow phenomena over unearthly large length scales. In current experiments aboard the International Space Station, partially open channels are being investigated to determine critical flow rate-limiting conditions above which the free surface collapses ingesting bubbles. Without the natural passive phase separating qualities of buoyancy, such ingested bubbles can in turn wreak havoc on the fluid transport systems of spacecraft. The flow channels under investigation represent geometric families of conduits with applications to liquid propellant acquisition, thermal fluids circulation, and water processing for life support. Present and near future experiments focus on transient phenomena and conduit asymmetries allowing capillary forces to replace the role of gravity to perform passive phase separations. Terrestrial applications are noted where enhanced transport via direct liquid-gas contact is desired.

The coalescence of liquid drops has conventionally been thought to have just two regimes when the drops are brought together slowly in vacuum or air: a viscous regime corresponding to the Stokes-flow limit and a later inertially dominated regime. Recent work [Proc. Natl. Acad. Sci. 109, 6857 (2012)] found that the Stokes-flow limit cannot be reached in the early moments of coalescence, because the inertia of the drops cannot be neglected then. Instead, the drops are described by an “inertially limited viscous” regime, where surface tension, inertia, and viscous forces all balance. The dynamics continue in this regime until either viscosity or inertia dominate on their own. I use an ultrafast electrical method and high-speed imaging to provide a detailed description of coalescence near the moment of contact for drops that approach at low speed and coalesce as undeformed spheres. These measurements support a description of coalescence having three regimes. Signatures both before and after contact identify a threshold approach speed for deformation of the drops by the ambient gas.

The expansion of Yukawa balls is studied by means of molecular dynamics simulations of collisionless and collisional situations. High computation speed was achieved by using the parallel computing power of graphics processing units. When the radius of the Yukawa ball is large compared to the shielding length, the expansion process starts with the blow-off of the outermost layer. A rarefactive wave subsequently propagates radially inward at the speed of longitudinal phonons. This mechanism is fundamentally different from Coulomb explosions, which employ a self-similar expansion of the entire system. In the collisionless limit, the outer layers carry away most of the available energy. The simulations are compared with analytical estimates. In the collisional case, the expansion process can be described by a nonlinear diffusion equation that is a special case of the porous medium equation.

We present Leap, a simulation model for Raman amplification in plasma, combining an envelope treatment of the laser fields with an electrostatic particle-in-cell solver. The code is fully two dimensional, with the model readily extendible to three dimensions, and includes dispersive and refractive effects. Simulations carried out for Raman amplification in a plasma channel show that guiding of both the pump and the probe contribute to the evolution of the probe, resulting in a shorter, more intense pulse.

A recent paper [P. J. Martínez and R. Chacón, Phys. Rev. E 87, 062114 (2013)] presents numerical simulations on a system exhibiting directed ratchet transport of a driven overdamped Brownian particle subjected to a spatially periodic, symmetric potential. The authors claim that their simulations prove the existence of a universal waveform of the external force that optimally enhances directed transport, hence confirming the validity of a previous conjecture put forth by one of them in the limit of vanishing noise intensity. With minor corrections due to noise, the conjecture holds even in the presence of noise, according to the authors. On the basis of their results the authors claim that all previous theories, which predict a different optimal force waveform, are incorrect. In this Comment we provide sufficient numerical evidence showing that there is no such universal force waveform and that the evidence obtained by the authors otherwise is due to their particular choice of parameters. Our simulations also suggest that previous theories correctly predict the shape of the optimal waveform within their validity regime, namely, when the forcing is weak. On the contrary, the aforementioned conjecture does not hold.

The Comment by Quintero et al. [preceding Comment, Phys. Rev. E 88, 066101 (2013)] does not dispute the central result of our paper [Martínez and Chacón, Phys. Rev. E 87, 062114 (2013)], which is a theory explaining the interplay between thermal noise and symmetry breaking in the ratchet transport of a Brownian particle moving on a periodic substrate subjected to a temporal biharmonic excitation $\gamma \left[\eta \sin \right(\omega t)+\alpha (1-\eta \left)\sin \right(2\omega t+\phi \left)\right]$. In the Comment, the authors claim, on the sole basis of their numerical simulations for the particular case $\alpha =2$, that “there is no such universal force waveform and that the evidence obtained by the authors otherwise is due to their particular choice of parameters.” Here we demonstrate by means of theoretical arguments and additional numerical simulations that all the conclusions of our original article are preserved.

One major goal in condensed matter is identifying the physical mechanisms that lead to arrested states of matter, especially gels and glasses. The complex nature and microscopic details of each particular system are relevant. However, from both scientific and technological viewpoints, a general, consistent and unified definition is of paramount importance. Through Monte Carlo computer simulations of states identified in experiments, we demonstrate that dynamical arrest in adhesive hard-sphere dispersions is the result of rigidity percolation with coordination number $\langle n_b\rangle$ equal to $2.4$. This corresponds to an established mechanism leading to mechanical transitions in network-forming materials [Phys. Rev. Lett. 54, 2107 (1985)]. Our findings connect the concept of critical gel formation in colloidal suspensions with short-range attractive interactions to the universal concept of rigidity percolation. Furthermore, the bond, angular, and local distributions along the gelation line are explicitly studied in order to determine the topology of the structure at the critical gel state.

A phase-field model of a crack front propagating in a three-dimensional brittle material is used to study the fractographic patterns induced by the branching instability. The numerical results of this model give rise to crack surfaces that are similar to those obtained in various experimental situations. Depending on applied loading configurations and initial conditions, we show that the branching instability is either restricted to a portion of the crack front or revealed through quasi-two-dimensional branches. For the former, the crack front leaves on the main broken surface either aligned or disordered parabolic marks. For the latter, fractography reveals the so called échelon cracks showing that branching instability can also induce crack front fragmentation.

A synergetic control technique for stabilizing a priori unknown saddle steady states of dynamical systems is described. The method involves an unstable filter technique combined with a derivative feedback. The cut-off frequency of the filter is not limited by the damping of the system, and therefore can be set relatively high. This essentially increases the rate of convergence to the steady state. The synergetic technique is robust to the influence of unknown external forces, which change the coordinates of the steady state in the phase space.

The persistence of a Brownian particle in a shear flow is investigated. The persistence probability $P\left(t\right)$, which is the probability that the particle does not return to its initial position up to time $t$, is known to obey a power law $P\left(t\right)\propto t^{-\theta }$. Since the displacement of a particle along the flow direction due to convection is much larger than that due to Brownian motion, we define an alternative displacement in which the convection effect is removed. We derive theoretically the two-time correlation function and the persistence exponent θ of this displacement. The exponent has different values at short and long times. The theoretical results are compared with experiment and a good agreement is found.

We use numerical Monte Carlo simulation to study the kinetics of the deposition of oriented superdisks, bounded by the Lame curves of the form ${\left|x\right|}^{2p}+{\left|y\right|}^{2p}=1$ on a regular planar substrate. Recently, it was shown that the maximum packing density as well as jamming density ${\rho }_J$ exhibit a discontinuous derivative at $p=0.5$ when the shape changes from convex to concave form. By careful examination of the late-stage approach to the jamming limit, we find that the leading term in the temporal development is also nonanalytic at $p=0.5$ and offer heuristic excluded-area arguments for this behavior.

We analyze metastable states in the East model, using a recently proposed patch repetition analysis based on time-averaged density profiles. The results reveal a hierarchy of states of varying lifetimes, consistent with previous studies in which the metastable states were identified and used to explain the glassy dynamics of the model. We establish a mapping between these states and configurations of systems of hard rods, which allows us to analyze both typical and atypical metastable states. We discuss connections between the complexity of metastable states and large-deviation functions of dynamical quantities, both in the context of the East model and more generally in glassy systems.

The construction of a discrete stochastic system of interacting particles that evolves through a fully synchronous evolution rule while satisfying detailed balance is a highly demanding task. As a consequence, the presence of nontrivial interaction fields can make synchronicity and thermodynamic equilibrium look as two conflicting counterparts. We show that, with the proper prescriptions, the process of migration of particles in a lattice of mutually exclusive nodes can be simulated with a fully synchronous algorithm, which we call parallel Kawasaki dynamics (PKD), that incorporates site exclusion, local interactions, and detailed balance without the need of system partitioning schemes. We show that the underlying pseudo-Hamiltonian (which is derived from the PKD dynamics instead of being assumed a priori as usual in a sequential Monte Carlo scheme) is temperature dependent and causes the resulting equilibrium properties to differ substantially from the conventional hopping model when the system is near critical conditions.

A freely cooling granular gas in a gravitational field undergoes a collapse to a multicontact state in a finite time. Previous theoretical [D. Volfson et al., Phys. Rev. E 73, 061305 (2006)] and experimental work [R. Son et al., Phys. Rev. E 78, 041302 (2008)] have obtained contradictory results about the rate of energy loss before the gravitational collapse. Here we use a molecular dynamics simulation in an attempt to recreate the experimental and theoretical results to resolve the discrepancy. We are able to nearly match the experimental results, and find that to reproduce the power law predicted in the theory we need a nearly elastic system with a constant coefficient of restitution greater than 0.993. For the more realistic velocity-dependent coefficient of restitution, there does not appear to be a power-law decay and the transition from granular gas to granular solid is smooth, making it difficult to define a time of collapse.

The phase diagram of the two-dimensional particles interacting through a smooth version of Stell-Hemmer interaction was studied using Monte Carlo computer simulations. By evaluating the pressure-volume isotherms, we observed liquid-liquid, liquid-gas phase transitions and three stable crystal phases. The model shows the liquid-liquid critical point in stable liquid phase and is confirmed by observing properties of other thermodynamic functions such as heat capacity and isothermal compressibility, for example. The liquid-gas and the liquid-liquid critical points were estimated within the thermodynamic limit.

We investigate site percolation in a hierarchical scale-free network known as the Dorogovtsev-Goltsev-Mendes network. We use the generating function method to show that the percolation threshold is 1, i.e., the system is not in the percolating phase when the occupation probability is less than 1. The present result is contrasted to bond percolation in the same network of which the percolation threshold is zero. We also show that the percolation threshold of intentional attacks is 1. Our results suggest that this hierarchical scale-free network is very fragile against both random failure and intentional attacks. Such a structural defect is common in many hierarchical network models.

We present and discuss a stochastic model of financial assets dynamics based on the idea of an inverse renormalization group strategy. With this strategy we construct the multivariate distributions of elementary returns based on the scaling with time of the probability density of their aggregates. In its simplest version the model is the product of an endogenous autoregressive component and a random rescaling factor designed to embody also exogenous influences. Mathematical properties like increments’ stationarity and ergodicity can be proven. Thanks to the relatively low number of parameters, model calibration can be conveniently based on a method of moments, as exemplified in the case of historical data of the S&P500 index. The calibrated model accounts very well for many stylized facts, like volatility clustering, power-law decay of the volatility autocorrelation function, and multiscaling with time of the aggregated return distribution. In agreement with empirical evidence in finance, the dynamics is not invariant under time reversal, and, with suitable generalizations, skewness of the return distribution and leverage effects can be included. The analytical tractability of the model opens interesting perspectives for applications, for instance, in terms of obtaining closed formulas for derivative pricing. Further important features are the possibility of making contact, in certain limits, with autoregressive models widely used in finance and the possibility of partially resolving the long- and short-memory components of the volatility, with consistent results when applied to historical series.

We consider time reversal of electromagnetic waves in a closed, wave-chaotic system containing a discrete, passive, harmonic-generating nonlinearity. An experimental system is constructed as a time-reversal mirror, in which excitations generated by the nonlinearity are gathered, time-reversed, transmitted, and directed exclusively to the location of the nonlinearity. Here we show that such nonlinear objects can be purely passive (as opposed to the active nonlinearities used in previous work), and we develop a higher data rate exclusive communication system based on nonlinear time reversal. A model of the experimental system is developed, using a star-graph network of transmission lines, with one of the lines terminated by a model diode. The model simulates time reversal of linear and nonlinear signals, demonstrates features seen in the experimental system, and supports our interpretation of the experimental results.

In the multicomponent lattice Boltzmann equation simulation method (MCLB), applied to the continuum regime of fluid flow, the finite width of the fluid-fluid interface introduces unphysical scales. We present a practical, robust, computationally efficient, and easy to implement solution to this problem which needs only low order interpolation to be stable and accurate and is applicable to any MCLB variant which uses a continuous phase field to distinguish between immiscible fluids with arrested coalescence. Our method extends the ideas of Kim and Pitsch, [Phys. Fluids 19, 108101 (2007)] and uses no external force distribution whatsoever to generate continuum interfacial physics, i.e., the Laplace law and no traction conditions on interfacial stresses. As such, it is amenable to the simplest form of Chapman-Enskog analysis used for lattice Boltzmann models. We assess our method and proceed to compare key results obtained with it against other equivalent data, obtained using the established continuum regime MCLB technique based upon the work of Lishchuk, Care, and Halliday, [Phys. Rev. E 67, 036701 (2003)] and Halliday, Hollis, and Care, [Phys. Rev. E 76, 026708 (2007)], quantifying performance in terms of the minimum feasible capillary available to simulation using that technique.

To reduce the rapidly growing computational cost of the dual-fermion lattice calculation with increasing system size, we introduce two embedding schemes. One is the real fermion embedding, and the other is the dual-fermion embedding. Our numerical tests show that the real fermion and dual-fermion embedding approaches converge to essentially the same result. The application on the Anderson disorder and Hubbard models shows that these embedding algorithms converge more quickly with system size as compared to the conventional dual-fermion method, for the calculation of both single- and two-particle quantities.