The description of surface-diffusion controlled dynamics via the phase-field method is less trivial than it appears at first sight. A seemingly straightforward approach from the literature is shown to fail to produce the correct asymptotics, albeit in a subtle manner. Two models are constructed that approximate known sharp-interface equations without adding undesired constraints. Numerical simulations of the standard and a more sophisticated model from the literature as well as of our two models are performed to assess the relative merits of each approach. The results suggest superior performance of the models in at least some situations.

The recently introduced lattice Boltzmann model for thermal flow simulation on a standard lattice [Prasianakis and Karlin, Phys. Rev. E 76, 016702 (2007)] is studied numerically in the case where compressibility effects are essential. It is demonstrated that the speed of sound and shock propagation are described correctly in a wide temperature range, and that it is possible to take into account additional physics such as heat sources and sinks. A remarkable simplicity of the model makes it viable for engineering applications in subsonic flows with large temperature and density variations.

A technique is presented to scrutinize a piece of remnants of invariants [R. B. Shirts and W. P. Reinhardt, J. Chem. Phys. 77, 15 (1982)] buried in chaos in many degrees of freedom (DOF) dynamical systems in terms of canonical perturbation theory based on Lie transforms. The transformed canonical variables are often evaluated by the truncation of the coordinate transformation at a finite order in the original Hamiltonian system. However, the truncation of canonical variables gives rise to a loss of the symplectic property of the system. This results in apparent abrupt fluctuation of the action integrals, which yields a misinterpretation. We demonstrate, in a three-DOF Hamiltonian system of HCN isomerization reaction, that our technique can detect remnants of invariants buried in the potential well even at energies higher than the potential barrier, although the conventional truncation scheme fails to do so. This technique makes it possible to shed light on the physical insight into how the reactive mode exchanges its energy with the other modes and through which resonance the energy exchange takes place in reacting systems.

We analyze the Kuramoto model of phase oscillators with natural frequencies distributed according to a unimodal asymmetric function $g\left(\omega \right)$. It is obtained that besides a second-, also a first-order phase transition can appear if the distribution of natural frequencies possesses a sufficiently large flat section. It is derived analytically that for the first-order transitions the characteristic exponents describing the order parameter and synchronizing frequency near the critical point are equal to those for the order parameter in the corresponding symmetric case. Stability analysis of the incoherent phase shows that the synchronizing frequency at the onset of synchronization equals the perturbation rotation velocity at the border of stability. The analytic and numerical results are in agreement with numerical simulations.

We study the properties of random walks on complex trees. We observe that the absence of loops is reflected in physical observables showing large differences with respect to their looped counterparts. First, both the vertex discovery rate and the mean topological displacement from the origin present a considerable slowing down in the tree case. Second, the mean first passage time (MFPT) displays a logarithmic degree dependence, in contrast to the inverse degree shape exhibited in looped networks. This deviation can be ascribed to the dominance of source-target topological distance in trees. To show this, we study the distance dependence of a symmetrized MFPT and derive its logarithmic profile, obtaining good agreement with simulation results. These unique properties shed light on the recently reported anomalies observed in diffusive dynamical systems on trees.

Various aspects of the statistics of work performed by an external classical force on a quantum mechanical system are elucidated for a driven harmonic oscillator. In this special case two parameters are introduced that are sufficient to completely characterize the force protocol. Explicit results for the characteristic function of work and the corresponding probability distribution are provided and discussed for three different types of initial states of the oscillator: microcanonical, canonical, and coherent states. Depending on the choice of the initial state the probability distributions of the performed work may greatly differ. This result in particular also holds true for identical force protocols. General fluctuation and work theorems holding for microcanonical and canonical initial states are confirmed.

We present a unified and simple method for deriving work theorems for classical and quantum Hamiltonian systems, both under equilibrium conditions and in a steady state. Throughout the paper, we adopt the partitioning of the total Hamiltonian into the system part, the bath part, and their coupling. We rederive many equalities which are available in the literature and obtain a number of new equalities for nonequilibrium classical and quantum systems. Our results can be useful for determining partition functions and (generalized) free energies through simulations or measurements performed on nonequilibrium systems.

The interaction between fine grains and the surrounding interstitial gas in a granular bed can lead to qualitatively new phenomena not captured in a simple, single-fluid model of granular flows. This is demonstrated by the granular jet formed by the impact of a solid sphere into a bed of loose, fine sand. Unlike jets formed by impact in fluids, this jet is actually composed of two separate components, an initial thin jet formed by the collapse of the cavity left by the impacting object stacked on top of a second, thicker jet which depends strongly on the ambient gas pressure. This complex structure is the result of an interplay between ambient gas, bed particles, and impacting sphere. Here we present the results of systematic experiments that combine measurements of the jet above the surface varying the release height, sphere diameter, container size, and bed material with x-ray radiography below the surface to connect the changing response of the bed to the changing structure of the jet. We find that the interstitial gas trapped by the low permeability of a fine-grained bed plays two distinct roles in the formation of the jet. First, gas trapped and compressed between grains prevents compaction, causing the bed to flow like an incompressible fluid and allowing the impacting object to sink deep into the bed. Second, the jet is initiated by the gravity driven collapse of the cavity left by the impacting object. If the cavity is large enough, gas trapped and compressed by the collapsing cavity can amplify the jet by directly pushing bed material upwards and creating the thick jet. As a consequence of these two factors, when the ambient gas pressure is decreased, there is a crossover from a nearly incompressible, fluidlike response of the bed to a highly compressible, dissipative response. Compaction of the bed at reduced pressure reduces the final depth of the impacting object, resulting in a smaller cavity and in the demise of the thick jet.

The aim of this paper is to discuss some basic notions regarding generic glass-forming systems composed of particles interacting via soft potentials. Excluding explicitly hard-core interaction, we discuss the so-called glass transition in which a supercooled amorphous state is formed, accompanied by a spectacular slowing down of relaxation to equilibrium, when the temperature is changed over a relatively small interval. Using the classical example of a 50-50 binary liquid of $N$ particles with different interaction length scales, we show the following. (i) The system remains ergodic at all temperatures. (ii) The number of topologically distinct configurations can be computed, is temperature independent, and is exponential in $N$. (iii) Any two configurations in phase space can be connected using elementary moves whose number is polynomially bounded in $N$, showing that the graph of configurations has the small world property. (iv) The entropy of the system can be estimated at any temperature (or energy), and there is no Kauzmann crisis at any positive temperature. (v) The mechanism for the super-Arrhenius temperature dependence of the relaxation time is explained, connecting it to an entropic squeeze at the glass transition. (vi) There is no Vogel-Fulcher crisis at any finite temperature $T>0$.

We propose and study a local map capable of describing the full variety of dynamical states, ranging from regular to chaotic, obtained when a nematic liquid crystal is subjected to a steady shear flow. The map is formulated in terms of a quaternion parametrization of rotations of the local frame described by the axes of the nematic director, subdirector, and the joint normal to these, with two additional scalars describing the strength of ordering. Our model yields kayaking, wagging, tumbling, aligned, and coexistence states, accommodated in a phase diagram which closely resembles phase diagrams obtained using representations of the dynamics which are based on ordinary differential equations. We also study the behavior of the map under periodic perturbations of the shear rate. Such a map can serve as a building block for the construction of lattice models of the complex spatiotemporal states predicted for sheared nematics.

In this paper we present a kinetic model for the thermal unfolding of a native protein. Due to a sufficiently large temperature increase or decrease, the rate with which a cluster of native residues within a protein emits residues becomes larger than the rate of absorption of residues from the unfolded part of the protein in the whole range of cluster sizes up to the size of the whole protein. This leads to the unfolding of the protein in a barrierless way, i.e., as spinodal decomposition. Using the formalism of the first passage time analysis [previously applied also to the problem of protein folding via nucleation by the authors, J. Phys. Chem. B 111, 886 (2007); J. Chem. Phys. 126, 175103 (2007)], one can determine the temperature dependence of the rates of emission and absorption of residues by the cluster. Knowing these rates as functions of temperature and cluster size, one can find the threshold temperatures of cold and hot barrierless denaturation as well as the unfolding times at temperatures lower and higher, respectively, than those threshold values. For a numerical illustration, the method is applied to the thermal unfolding of a model protein consisting of 2500 residues.

The relationship is established between quantum phase transitions and complex geometric phases for open quantum systems governed by a non-Hermitian effective Hamiltonian with accidental crossing of the eigenvalues. In particular, the geometric phase associated with the ground state of the one-dimensional dissipative Ising model in a transverse magnetic field is evaluated, and it is demonstrated that the related quantum phase transition is of the first order.

The tortuosity of a capillary-condensed film of inviscid fluid adsorbed onto fractal substrates as a function of the filling fraction of the fluid has been calculated numerically. This acts as a way of probing the multiscale structure of the objects. It is found that the variation of tortuosity $\alpha$ with filling fraction $\varphi$ is found to follow a power law of the form $\alpha \sim {\varphi }^{-ϵ}$ for both deterministic and stochastic fractals. These numerically calculated exponents are compared to exponents obtained from a phenomenological scaling and good agreement is found, particularly for the stochastic fractals.

We propose an efficient scheme for parametric fitting expressed in terms of the Legendre polynomials. For continuous systems, our scheme is exact and the derived explicit expression is very helpful for further analytical studies. For discrete systems, our scheme is almost as accurate as the method of singular value decomposition. Through a few numerical examples, we show that our algorithm costs much less CPU time and memory space than the method of singular value decomposition. Thus, our algorithm is very suitable for a large amount of data fitting. In addition, the proposed scheme can also be used to extract the global structure of fluctuating systems. We then derive the exact relation between the correlation function and the detrended variance function of fluctuating systems in arbitrary dimensions and give a general scaling analysis.

We extend a simple two-phase model for a steady fully developed flow of particles and water over an erodible inclined bed to situations in which the water and particles do not have the same depth. The rheology of the particles is based on recent numerical simulations and physical experiments, the rheology of the fluid is based on an eddy viscosity, and the interaction between the particles and the fluid is through drag and buoyancy. Simple approximations permit analytical expressions for the flow velocities and the depth of flow to be obtained that satisfactorily reproduce those measured in experiments.

In this work, the kinetics of coupled aggregation and sedimentation processes arising in magnetic fluids has been studied. Aggregation was induced applying a constant uniaxial magnetic field. The time evolution of the cluster-size distribution and the weight-average chain length was monitored using optical microscopy and digital image analysis. The experimental results are compared with the corresponding solutions of Smoluchowski’s equation. For this purpose, a recently proposed aggregation kernel was employed. When sedimentation effects are taken into account, the fits improve especially at long aggregation times.

The Poisson-Nernst-Planck equations describe the dynamics of charge transport in an electric field. Although they are relevant in many applications, a general solution is not known and several aspects are not well understood. In many situations nonlinear effects arise for which no analytical description is available. In this work, we investigate charge transport in a planar device on application of a voltage step. We derive analytical expressions for the dynamical behavior in four extreme cases. In the “geometry limited” regime, applicable at high voltages and low charge contents, we neglect diffusion and the electric field induced by the charges. This leads to a uniform movement of all charges until the bulk is completely depleted. In the “space charge limited” regime, for high voltages and high charge contents, diffusion is still neglected but the electric field is almost completely screened over transient space charge layers. Eventually, however, the bulk becomes depleted of charges and the field becomes homogeneous again. This regime is solved under the assumption of a homogeneous current density, and is characterized by a typical $t^{-3/4}$ behavior. In the “diffusion limited” regime, valid for low voltages and low charge contents, diffusion is the dominant transport mechanism and prevents the charges from separating. This results in only very small deviations from a homogeneous charge distribution throughout the device. In the “double layer limited” regime, for low voltages and high charge contents, the combination of dominant diffusion and screening of the electric field results in large variations occurring only in thin double layers near the electrodes. Numerical simulations confirm the validity of the derived analytical expressions for each of the four regimes, and allow us to investigate the parameter values for which they are applicable. We present transient current measurements on a nonpolar liquid with surfactant and compare them with the external current predicted by the theoretical description. The agreement of the analytical expressions with the experiments allows us to obtain values for a number of properties of the charges in the liquid, which are consistent with results in other works. The confirmation by simulations and measurements of the derived theoretical expressions gives confidence about their usefulness to understand various aspects of the Poisson-Nernst-Planck equations and the effects they represent in the dynamics of charge transport.

We consider the effect of shape polarity in the excluded-volume interaction between $\mathsf{V}$-shaped polar particles in orientationally ordered phases. We show that the polar component of the steric interaction between these polar particles, large enough in two space dimensions, can also become important in three space dimensions. Unexpectedly, polar steric interactions, up to now neglected, favor an “antiparallel” pair binding, which may be the building block of orientationally ordered phases for polar particles. An antiferromorphic smectic ordering, which is also antiferroelectric, could further be attained at high enough density by the same mechanism.

We report several limitations and failure modes of the recently expanded Layzer model for hydrodynamic instabilities. The failures occur for large initial amplitudes, for stable accelerations, and for spikes in two-fluid systems.

We propose and study a hierarchical algorithm to generate graphs having a predetermined distribution of cliques, the fully connected subgraphs. The construction mechanism may be either random or incorporate preferential attachment. We evaluate the statistical properties of the graphs generated, such as the degree distribution and network diameters, and compare them to some real-world graphs.