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Showing papers in "Physical Review E in 2015"


Journal ArticleDOI
TL;DR: A first-principles theory is reported, free of fit parameters, for active spherical colloids, which shows explicitly how an effective many-body interaction potential is generated by activity and how this can rationalize MIPS.
Abstract: Active colloids exhibit persistent motion, which can lead to motility-induced phase separation (MIPS). However, there currently exists no microscopic theory to account for this phenomenon. We report a first-principles theory, free of fit parameters, for active spherical colloids, which shows explicitly how an effective many-body interaction potential is generated by activity and how this can rationalize MIPS. For a passively repulsive system the theory predicts phase separation and pair correlations in quantitative agreement with simulation. For an attractive system the theory shows that phase separation becomes suppressed by moderate activity, consistent with recent experiments and simulations, and suggests a mechanism for reentrant cluster formation at high activity.

285 citations


Journal ArticleDOI
TL;DR: Via the Nth Darboux transformation, a chain of nonsingular localized-wave solutions is derived for a nonlocal nonlinear Schrödinger equation with the self-induced parity-time (PT) -symmetric potential and it is found that the N fourth iterated solution in general exhibits a variety of elastic interactions among 2N solitons on a continuous-wave background.
Abstract: Via the $N\mathrm{th}$ Darboux transformation, a chain of nonsingular localized-wave solutions is derived for a nonlocal nonlinear Schr\"odinger equation with the self-induced parity-time $(\mathcal{P}\mathcal{T})$ -symmetric potential. It is found that the $N\mathrm{th}$ iterated solution in general exhibits a variety of elastic interactions among $2N$ solitons on a continuous-wave background and each interacting soliton could be the dark or antidark type. The interactions with an arbitrary odd number of solitons can also be obtained under different degenerate conditions. With $N=1$ and 2, the two-soliton and four-soliton interactions and their various degenerate cases are discussed in the asymptotic analysis. Numerical simulations are performed to support the analytical results, and the stability analysis indicates that the $\mathcal{P}\mathcal{T}$-symmetry breaking can also destroy the stability of the soliton interactions.

258 citations


Journal ArticleDOI
TL;DR: A modified event generator is proposed that precisely models the entire spectrum of incoherent particle emission without any low-energy cutoff, and which imposes close to the weakest possible demands on the numerical time step.
Abstract: We review common extensions of particle-in-cell (PIC) schemes which account for strong field phenomena in laser-plasma interactions. After describing the physical processes of interest and their numerical implementation, we provide solutions for several associated methodological and algorithmic problems. We propose a modified event generator that precisely models the entire spectrum of incoherent particle emission without any low-energy cutoff, and which imposes close to the weakest possible demands on the numerical time step. Based on this, we also develop an adaptive event generator that subdivides the time step for locally resolving QED events, allowing for efficient simulation of cascades. Further, we present a unified technical interface for including the processes of interest in different PIC implementations. Two PIC codes which support this interface, PICADOR and ELMIS, are also briefly reviewed.

251 citations


Journal ArticleDOI
TL;DR: This work introduces various measures to characterize correlations in the activity of the nodes and in their degree at the different layers and between activities and degrees and shows that real-world networks exhibit indeed nontrivial multiplex correlations.
Abstract: The interactions among the elementary components of many complex systems can be qualitatively different. Such systems are therefore naturally described in terms of multiplex or multilayer networks, i.e., networks where each layer stands for a different type of interaction between the same set of nodes. There is today a growing interest in understanding when and why a description in terms of a multiplex network is necessary and more informative than a single-layer projection. Here we contribute to this debate by presenting a comprehensive study of correlations in multiplex networks. Correlations in node properties, especially degree-degree correlations, have been thoroughly studied in single-layer networks. Here we extend this idea to investigate and characterize correlations between the different layers of a multiplex network. Such correlations are intrinsically multiplex, and we first study them empirically by constructing and analyzing several multiplex networks from the real world. In particular, we introduce various measures to characterize correlations in the activity of the nodes and in their degree at the different layers and between activities and degrees. We show that real-world networks exhibit indeed nontrivial multiplex correlations. For instance, we find cases where two layers of the same multiplex network are positively correlated in terms of node degrees, while other two layers are negatively correlated. We then focus on constructing synthetic multiplex networks, proposing a series of models to reproduce the correlations observed empirically and/or to assess their relevance.

238 citations


Journal ArticleDOI
TL;DR: This work uses the new swim pressure perspective to develop a simple theory for predicting phase separation in active matter and provides a generalization of thermodynamic concepts like the free energy and temperature for nonequilibrium active systems.
Abstract: Self-propulsion allows living systems to display self-organization and unusual phase behavior. Unlike passive systems in thermal equilibrium, active matter systems are not constrained by conventional thermodynamic laws. A question arises, however, as to what extent, if any, can concepts from classical thermodynamics be applied to nonequilibrium systems like active matter. Here we use the new swim pressure perspective to develop a simple theory for predicting phase separation in active matter. Using purely mechanical arguments we generate a phase diagram with a spinodal and critical point, and define a nonequilibrium chemical potential to interpret the “binodal.” We provide a generalization of thermodynamic concepts like the free energy and temperature for nonequilibrium active systems. Our theory agrees with existing simulation data both qualitatively and quantitatively and may provide a framework for understanding and predicting the behavior of nonequilibrium active systems.

223 citations


Journal ArticleDOI
TL;DR: Comparisons with the results of direct simulation Monte Carlo (DSMC) and other benchmark data demonstrate that the DUGKS is a reliable and efficient method for multiscale flow problems.
Abstract: This paper is a continuation of our work on the development of multiscale numerical scheme from low-speed isothermal flow to compressible flows at high Mach numbers. In our earlier work [Z. L. Guo et al., Phys. Rev. E 88, 033305 (2013)], a discrete unified gas kinetic scheme (DUGKS) was developed for low-speed flows in which the Mach number is small so that the flow is nearly incompressible. In the current work, we extend the scheme to compressible flows with the inclusion of thermal effect and shock discontinuity based on the gas kinetic Shakhov model. This method is an explicit finite-volume scheme with the coupling of particle transport and collision in the flux evaluation at a cell interface. As a result, the time step of the method is not limited by the particle collision time. With the variation of the ratio between the time step and particle collision time, the scheme is an asymptotic preserving (AP) method, where both the Chapman-Enskog expansion for the Navier-Stokes solution in the continuum regime and the free transport mechanism in the rarefied limit can be precisely recovered with a second-order accuracy in both space and time. The DUGKS is an idealized multiscale method for all Knudsen number flow simulations. A number of numerical tests, including the shock structure problem, the Sod tube problem in a whole range of degree of rarefaction, and the two-dimensional Riemann problem in both continuum and rarefied regimes, are performed to validate the scheme. Comparisons with the results of direct simulation Monte Carlo (DSMC) and other benchmark data demonstrate that the DUGKS is a reliable and efficient method for multiscale flow problems.

203 citations


Journal ArticleDOI
TL;DR: The method is found to be efficient, scaling easily to networks with a million or more nodes, and it is demonstrated that the method is immune to the detectability transition observed in the related community detection problem, which prevents the detection of community structure when that structure is too weak.
Abstract: Many networks can be usefully decomposed into a dense core plus an outlying, loosely connected periphery. Here we propose an algorithm for performing such a decomposition on empirical network data using methods of statistical inference. Our method fits a generative model of core-periphery structure to observed data using a combination of an expectation-maximization algorithm for calculating the parameters of the model and a belief propagation algorithm for calculating the decomposition itself. We find the method to be efficient, scaling easily to networks with a million or more nodes, and we test it on a range of networks, including real-world examples as well as computer-generated benchmarks, for which it successfully identifies known core-periphery structure with low error rate. We also demonstrate that the method is immune to the detectability transition observed in the related community detection problem, which prevents the detection of community structure when that structure is too weak. There is no such transition for core-periphery structure, which is detectable, albeit with some statistical error, no matter how weak it is.

194 citations


Journal ArticleDOI
TL;DR: It is shown that in the presence of different punishing cooperators the highest level of public cooperation is always attainable through a selection mechanism and that natural strategy selection cannot only promote, but sometimes also hinders competition among prosocial strategies.
Abstract: Inspired by the fact that people have diverse propensities to punish wrongdoers, we study a spatial public goods game with defectors and different types of punishing cooperators. During the game, cooperators punish defectors with class-specific probabilities and subsequently share the associated costs of sanctioning. We show that in the presence of different punishing cooperators the highest level of public cooperation is always attainable through a selection mechanism. Interestingly, the selection does not necessarily favor the evolution of punishers who would be able to prevail on their own against the defectors, nor does it always hinder the evolution of punishers who would be unable to prevail on their own. Instead, the evolutionary success of punishing strategies depends sensitively on their invasion velocities, which in turn reveals fascinating examples of both competition and cooperation among them. Furthermore, we show that under favorable conditions, when punishment is not strictly necessary for the maintenance of public cooperation, the less aggressive, mild form of sanctioning is the sole victor of the selection process. Our work reveals that natural strategy selection cannot only promote, but sometimes also hinders competition among prosocial strategies.

190 citations


Journal ArticleDOI
TL;DR: It is shown that modifications of coupling topologies cause qualitative changes of chimera states: additional random links induce a shift of the stability regions in the system parameter plane, and gaps in the connectivity matrix result in a change of the multiplicity of incoherent regions of the chimera state.
Abstract: Chimera states are complex spatio-temporal patterns that consist of coexisting domains of spatially coherent and incoherent dynamics. This counterintuitive phenomenon was first observed in systems of identical oscillators with symmetric coupling topology. Can one overcome these limitations? To address this question, we discuss the robustness of chimera states in networks of FitzHugh-Nagumo oscillators. Considering networks of inhomogeneous elements with regular coupling topology, and networks of identical elements with irregular coupling topologies, we demonstrate that chimera states are robust with respect to these perturbations and analyze their properties as the inhomogeneities increase. We find that modifications of coupling topologies cause qualitative changes of chimera states: additional random links induce a shift of the stability regions in the system parameter plane, gaps in the connectivity matrix result in a change of the multiplicity of incoherent regions of the chimera state, and hierarchical geometry in the connectivity matrix induces nested coherent and incoherent regions.

188 citations


Journal ArticleDOI
TL;DR: This work uses detrended partial cross-correlation analysis (DPXA) to uncover the intrinsic power-law cross correlations between two simultaneously recorded time series in the presence of nonstationarity after removing the effects of other time series acting as common forces.
Abstract: When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using detrended cross-correlation analysis (DCCA) without considering these common factors will bias the results. We use detrended partial cross-correlation analysis (DPXA) to uncover the intrinsic power-law cross correlations between two simultaneously recorded time series in the presence of nonstationarity after removing the effects of other time series acting as common forces. The DPXA method is a generalization of the detrended cross-correlation analysis that takes into account partial correlation analysis. We demonstrate the method by using bivariate fractional Brownian motions contaminated with a fractional Brownian motion. We find that the DPXA is able to recover the analytical cross Hurst indices, and thus the multiscale DPXA coefficients are a viable alternative to the conventional cross-correlation coefficient. We demonstrate the advantage of the DPXA coefficients over the DCCA coefficients by analyzing contaminated bivariate fractional Brownian motions. We calculate the DPXA coefficients and use them to extract the intrinsic cross correlation between crude oil and gold futures by taking into consideration the impact of the U.S. dollar index. We develop the multifractal DPXA (MF-DPXA) method in order to generalize the DPXA method and investigate multifractal time series. We analyze multifractal binomial measures masked with strong white noises and find that the MF-DPXA method quantifies the hidden multifractal nature while the multifractal DCCA method fails.

182 citations


Journal ArticleDOI
TL;DR: This paper adopts a complementary perspective that communities are associated with bottlenecks of locally biased dynamical processes that begin at seed sets of nodes, and employs several different community-identification procedures to investigate community quality as a function of community size.
Abstract: It is common in the study of networks to investigate intermediate-sized (or ``meso-scale'') features to try to gain an understanding of network structure and function. For example, numerous algorithms have been developed to try to identify ``communities,'' which are typically construed as sets of nodes with denser connections internally than with the remainder of a network. In this paper, we adopt a complementary perspective that communities are associated with bottlenecks of locally biased dynamical processes that begin at seed sets of nodes, and we employ several different community-identification procedures (using diffusion-based and geodesic-based dynamics) to investigate community quality as a function of community size. Using several empirical and synthetic networks, we identify several distinct scenarios for ``size-resolved community structure'' that can arise in real (and realistic) networks: (1) the best small groups of nodes can be better than the best large groups (for a given formulation of the idea of a good community); (2) the best small groups can have a quality that is comparable to the best medium-sized and large groups; and (3) the best small groups of nodes can be worse than the best large groups. As we discuss in detail, which of these three cases holds for a given network can make an enormous difference when investigating and making claims about network community structure, and it is important to take this into account to obtain reliable downstream conclusions. Depending on which scenario holds, one may or may not be able to successfully identify ``good'' communities in a given network (and good communities might not even exist for a given community quality measure), the manner in which different small communities fit together to form meso-scale network structures can be very different, and processes such as viral propagation and information diffusion can exhibit very different dynamics. In addition, our results suggest that, for many large realistic networks, the output of locally biased methods that focus on communities that are centered around a given seed node (or set of seed nodes) might have better conceptual grounding and greater practical utility than the output of global community-detection methods. They also illustrate structural properties that are important to consider in the development of better benchmark networks to test methods for community detection.

Journal ArticleDOI
TL;DR: It is shown that there are different classes of nonequilibrium steady states depending on the nature of the potential, and the existence of the steady state for the unstable landscape is constrained.
Abstract: The steady state of a Brownian particle diffusing in an arbitrary potential under the stochastic resetting mechanism has been studied. We show that there are different classes of nonequilibrium steady states depending on the nature of the potential. In the stable potential landscape, the system attains a well-defined steady state; however, the existence of the steady state for the unstable landscape is constrained. We have also investigated the transient properties of the propagator towards the steady state under the stochastic resetting mechanism. Finally, we have done numerical simulations to verify our analytical results.

Journal ArticleDOI
TL;DR: The theory predicts how the contact angle of the pinned bubble depends on ζ and the surface nanobubble's footprint lateral extension L, and predicts an upper lateral extension threshold for stable surface Nanobubbles to exist.
Abstract: Surface nanobubbles are experimentally known to survive for days at hydrophobic surfaces immersed in gas-oversaturated water This is different from bulk nanobubbles, which are pressed out by the Laplace pressure against any gas oversaturation and dissolve in submilliseconds, as derived by Epstein and Plesset [J Chem Phys 18, 1505 (1950)] Pinning of the contact line has been speculated to be the reason for the stability of the surface nanobubbles Building on an exact result by Popov [Phys Rev E 71, 036313 (2005)] on coffee stain evaporation, here we confirm this speculation by an exact calculation for single surface nanobubbles It is based only on (i) the diffusion equation, (ii) Laplace pressure, and (iii) Henry's equation, ie, fluid dynamical equations which are all known to be valid down to the nanometer scale The crucial parameter is the gas oversaturation ζ of the liquid At the stable equilibrium, the gas overpressures due to this oversaturation and the Laplace pressure balance The theory predicts how the contact angle of the pinned bubble depends on ζ and the surface nanobubble's footprint lateral extension L It also predicts an upper lateral extension threshold for stable surface nanobubbles to exist

Journal ArticleDOI
TL;DR: It is demonstrated that Granger causality may be calculated simply and efficiently from the parameters of a state-space (SS) model, since SS models are equivalent to autoregressive moving average models, and is not degraded by the presence of a MA component.
Abstract: Granger causality has long been a prominent method for inferring causal interactions between stochastic variables for a broad range of complex physical systems. However, it has been recognized that a moving average (MA) component in the data presents a serious confound to Granger causal analysis, as routinely performed via autoregressive (AR) modeling. We solve this problem by demonstrating that Granger causality may be calculated simply and efficiently from the parameters of a state-space (SS) model. Since SS models are equivalent to autoregressive moving average models, Granger causality estimated in this fashion is not degraded by the presence of a MA component. This is of particular significance when the data has been filtered, downsampled, observed with noise, or is a subprocess of a higher dimensional process, since all of these operations—commonplace in application domains as diverse as climate science, econometrics, and the neurosciences—induce a MA component. We show how Granger causality, conditional and unconditional, in both time and frequency domains, may be calculated directly from SS model parameters via solution of a discrete algebraic Riccati equation. Numerical simulations demonstrate that Granger causality estimators thus derived have greater statistical power and smaller bias than AR estimators. We also discuss how the SS approach facilitates relaxation of the assumptions of linearity, stationarity, and homoscedasticity underlying current AR methods, thus opening up potentially significant new areas of research in Granger causal analysis.

Journal ArticleDOI
TL;DR: A robust and principled method by constructing generative models of modular network structure, incorporating layered, attributed and time-varying properties, as well as a nonparametric Bayesian methodology to infer the parameters from data and select the most appropriate model according to statistical evidence is proposed.
Abstract: Many network systems are composed of interdependent but distinct types of interactions, which cannot be fully understood in isolation. These different types of interactions are often represented as layers, attributes on the edges, or as a time dependence of the network structure. Although they are crucial for a more comprehensive scientific understanding, these representations offer substantial challenges. Namely, it is an open problem how to precisely characterize the large or mesoscale structure of network systems in relation to these additional aspects. Furthermore, the direct incorporation of these features invariably increases the effective dimension of the network description, and hence aggravates the problem of overfitting, i.e., the use of overly complex characterizations that mistake purely random fluctuations for actual structure. In this work, we propose a robust and principled method to tackle these problems, by constructing generative models of modular network structure, incorporating layered, attributed and time-varying properties, as well as a nonparametric Bayesian methodology to infer the parameters from data and select the most appropriate model according to statistical evidence. We show that the method is capable of revealing hidden structure in layered, edge-valued, and time-varying networks, and that the most appropriate level of granularity with respect to the additional dimensions can be reliably identified. We illustrate our approach on a variety of empirical systems, including a social network of physicians, the voting correlations of deputies in the Brazilian national congress, the global airport network, and a proximity network of high-school students.

Journal ArticleDOI
TL;DR: This work shows that Gaussian systems frequently exhibit net synergy, i.e., the information carried jointly by both sources is greater than the sum of information carried by each source individually, and provides independent formulas for synergy and redundancy applicable to continuous time-series data.
Abstract: To fully characterize the information that two source variables carry about a third target variable, one must decompose the total information into redundant, unique, and synergistic components, i.e., obtain a partial information decomposition (PID). However, Shannon's theory of information does not provide formulas to fully determine these quantities. Several recent studies have begun addressing this. Some possible definitions for PID quantities have been proposed and some analyses have been carried out on systems composed of discrete variables. Here we present an in-depth analysis of PIDs on Gaussian systems, both static and dynamical. We show that, for a broad class of Gaussian systems, previously proposed PID formulas imply that (i) redundancy reduces to the minimum information provided by either source variable and hence is independent of correlation between sources, and (ii) synergy is the extra information contributed by the weaker source when the stronger source is known and can either increase or decrease with correlation between sources. We find that Gaussian systems frequently exhibit net synergy, i.e., the information carried jointly by both sources is greater than the sum of information carried by each source individually. Drawing from several explicit examples, we discuss the implications of these findings for measures of information transfer and information-based measures of complexity, both generally and within a neuroscience setting. Importantly, by providing independent formulas for synergy and redundancy applicable to continuous time-series data, we provide an approach to characterizing and quantifying information sharing amongst complex system variables.

Journal ArticleDOI
TL;DR: It is shown that autocatalytic droplets can be nucleated reliably and their emulsions stabilized by the help of chemically active cores, which catalyze the production of droplet material.
Abstract: Emulsions consisting of droplets immersed in a fluid are typically unstable since they coarsen over time. One important coarsening process is Ostwald ripening, which is driven by the surface tension of the droplets. Stability of emulsions is relevant not only in complex fluids but also in biological cells, which contain liquidlike compartments, e.g., germ granules, Cajal bodies, and centrosomes. Such cellular systems are driven away from equilibrium, e.g., by chemical reactions, and thus can be called active emulsions. In this paper, we study such active emulsions by developing a coarse-grained description of the droplet dynamics, which we analyze for two different chemical reaction schemes. We first consider the simple case of first-order reactions, which leads to stable, monodisperse emulsions in which Ostwald ripening is suppressed within a range of chemical reaction rates. We then consider autocatalytic droplets, which catalyze the production of their own droplet material. Spontaneous nucleation of autocatalytic droplets is strongly suppressed and their emulsions are typically unstable. We show that autocatalytic droplets can be nucleated reliably and their emulsions stabilized by the help of chemically active cores, which catalyze the production of droplet material. In summary, different reaction schemes and catalytic cores can be used to stabilize emulsions and to control their properties.

Journal ArticleDOI
TL;DR: This work introduces a novel type of locally driven systems made of two types of particles subject to a chaotic drive with approximately white noise spectrum, but different intensity; in other words, particles of different types are in contact with thermostats at different temperatures.
Abstract: We introduce a novel type of locally driven systems made of two types of particles (or a polymer with two types of monomers) subject to a chaotic drive with approximately white noise spectrum, but different intensity; in other words, particles of different types are in contact with thermostats at different temperatures. We present complete systematic statistical mechanics treatment starting from first principles. Although we consider only corrections to the dilute limit due to pairwise collisions between particles, meaning we study a nonequilibrium analog of the second virial approximation, we find that the system exhibits a surprisingly rich behavior. In particular, pair correlation function of particles has an unusual quasi-Boltzmann structure governed by an effective temperature distinct from that of any of the two thermostats. We also show that at sufficiently strong drive the uniformly mixed system becomes unstable with respect to steady states consisting of phases enriched with different types of particles. In the second virial approximation, we define nonequilibrium "chemical potentials" whose gradients govern diffusion fluxes and a nonequilibrium "osmotic pressure," which governs the mechanical stability of the interface.

Journal ArticleDOI
TL;DR: It is shown that as time progresses an inner core region around the resetting point reaches the steady state, while the region outside the core is still transient, and the boundaries of the core region grow with time as power laws at late times with new exponents.
Abstract: A stochastic process, when subject to resetting to its initial condition at a constant rate, generically reaches a nonequilibrium steady state. We study analytically how the steady state is approached in time and find an unusual relaxation mechanism in these systems. We show that as time progresses an inner core region around the resetting point reaches the steady state, while the region outside the core is still transient. The boundaries of the core region grow with time as power laws at late times with new exponents. Alternatively, at a fixed spatial point, the system undergoes a dynamical transition from the transient to the steady state at a characteristic space-dependent timescale ${t}^{*}(x)$. We calculate analytically in several examples the large deviation function associated with this spatiotemporal fluctuation and show that, generically, it has a second-order discontinuity at a pair of critical points characterizing the edges of the inner core. These singularities act as separatrices between typical and atypical trajectories. Our results are verified in the numerical simulations of several models, such as simple diffusion and fluctuating one-dimensional interfaces.

Journal ArticleDOI
TL;DR: This work shows that, for generic nonintegrable systems, the distribution of off-diagonal matrix elements is a Gaussian centered at zero, and describes the proximity to integrability through the deviation of this distribution from a Gaussians shape.
Abstract: In the time evolution of isolated quantum systems out of equilibrium, local observables generally relax to a long-time asymptotic value, governed by the expectation values (diagonal matrix elements) of the corresponding operator in the eigenstates of the system. The temporal fluctuations around this value, response to further perturbations, and the relaxation toward this asymptotic value are all determined by the off-diagonal matrix elements. Motivated by this nonequilibrium role, we present generic statistical properties of off-diagonal matrix elements of local observables in two families of interacting many-body systems with local interactions. Since integrability (or lack thereof) is an important ingredient in the relaxation process, we analyze models that can be continuously tuned to integrability. We show that, for generic nonintegrable systems, the distribution of off-diagonal matrix elements is a Gaussian centered at zero. As one approaches integrability, the peak around zero becomes sharper, so the distribution is approximately a combination of two Gaussians. We characterize the proximity to integrability through the deviation of this distribution from a Gaussian shape. We also determine the scaling dependence on system size of the average magnitude of off-diagonal matrix elements.

Journal ArticleDOI
Carlo R. Laing1
TL;DR: This work presents three networks with only local coupling (diffusive, to nearest neighbors) which are numerically found to support chimera states in spatially extended networks of oscillators.
Abstract: Chimera states in spatially extended networks of oscillators have some oscillators synchronized while the remainder are asynchronous. These states have primarily been studied in networks with nonlocal coupling, and more recently in networks with global coupling. Here, we present three networks with only local coupling (diffusive, to nearest neighbors) which are numerically found to support chimera states. One of the networks is analyzed using a self-consistency argument in the continuum limit, and this is used to find the boundaries of existence of a chimera state in parameter space.

Journal ArticleDOI
TL;DR: The governing equation for this problem is derived and it is shown that it is exactly solvable in cases of particular interest and can be utilized when optimizing stochastic search processes and randomized computer algorithms.
Abstract: We study the effect of restart, and retry, on the mean completion time of a generic process. The need to do so arises in various branches of the sciences and we show that it can naturally be addressed by taking advantage of the classical reaction scheme of Michaelis and Menten. Stopping a process in its midst-only to start it all over again-may prolong, leave unchanged, or even shorten the time taken for its completion. Here we are interested in the optimal restart problem, i.e., in finding a restart rate which brings the mean completion time of a process to a minimum. We derive the governing equation for this problem and show that it is exactly solvable in cases of particular interest. We then continue to discover regimes at which solutions to the problem take on universal, details independent forms which further give rise to optimal scaling laws. The formalism we develop, and the results obtained, can be utilized when optimizing stochastic search processes and randomized computer algorithms. An immediate connection with kinetic proofreading is also noted and discussed.

Journal ArticleDOI
TL;DR: A conservative lattice Boltzmann method to track the interface between two different fluids that recovers the conservative phase-field equation and conserves mass locally and globally is proposed.
Abstract: Based on the phase-field theory, we propose a conservative lattice Boltzmann method to track the interface between two different fluids. The presented model recovers the conservative phase-field equation and conserves mass locally and globally. Two entirely different approaches are used to calculate the gradient of the phase field, which is needed in computation of the normal to the interface. One approach uses finite-difference stencils similar to many existing lattice Boltzmann models for tracking the two-phase interface, while the other one invokes central moments to calculate the gradient of the phase field without any finite differences involved. The former approach suffers from the nonlocality of the collision operator while the latter is entirely local making it highly suitable for massive parallel implementation. Several benchmark problems are carried out to assess the accuracy and stability of the proposed model.

Journal ArticleDOI
TL;DR: An experimental study of a flock passing through a narrow door is presented, borrowing concepts from granular physics and statistical mechanics, and the effect of increasing the door size and the performance of an obstacle placed in front of it is evaluated.
Abstract: We present an experimental study of a flock passing through a narrow door. Video monitoring of daily routines in a farm has enabled us to collect a sizable amount of data. By measuring the time lapse between the passage of consecutive animals, some features of the flow regime can be assessed. A quantitative definition of clogging is demonstrated based on the passage time statistics. These display broad tails, which can be fitted by power laws with a relatively large exponent. On the other hand, the distribution of burst sizes robustly evidences exponential behavior. Finally, borrowing concepts from granular physics and statistical mechanics, we evaluate the effect of increasing the door size and the performance of an obstacle placed in front of it. The success of these techniques opens new possibilities regarding their eventual extension to the management of human crowds.

Journal ArticleDOI
TL;DR: A formula for the mean first arrival time (MFAT) to a predefined target position reached by a meandering particle is derived and the efficiency of the proposed searching strategy is analyzed by investigating criteria for an optimal MFAT.
Abstract: We consider the diffusive motion of a particle performing a random walk with L\'evy distributed jump lengths and subject to a resetting mechanism, bringing the walker to an initial position at uniformly distributed times. In the limit of an infinite number of steps and for long times, the process converges to superdiffusive motion with replenishment. We derive a formula for the mean first arrival time (MFAT) to a predefined target position reached by a meandering particle and we analyze the efficiency of the proposed searching strategy by investigating criteria for an optimal (a shortest possible) MFAT.

Journal ArticleDOI
TL;DR: In this paper, the scaling of the spectral gap with the system length is studied and a generic bound that the gap cannot be larger than ∼1/L is established for systems with only boundary dissipation.
Abstract: We study relaxation times, also called mixing times, of quantum many-body systems described by a Lindblad master equation. We in particular study the scaling of the spectral gap with the system length, the so-called dynamical exponent, identifying a number of transitions in the scaling. For systems with bulk dissipation we generically observe different scaling for small and for strong dissipation strength, with a critical transition strength going to zero in the thermodynamic limit. We also study a related phase transition in the largest decay mode. For systems with only boundary dissipation we show a generic bound that the gap cannot be larger than ∼1/L. In integrable systems with boundary dissipation one typically observes scaling of ∼1/L(3), while in chaotic ones one can have faster relaxation with the gap scaling as ∼1/L and thus saturating the generic bound. We also observe transition from exponential to algebraic gap in systems with localized modes.

Journal ArticleDOI
TL;DR: Helbing et al. as mentioned in this paper experimentally show that the FIS effect occurs in three different systems of discrete particles flowing through a constriction: humans evacuating a room, a herd of sheep entering a barn, and grains flowing out a 2D hopper over a vibrated incline.
Abstract: The "faster-is-slower" (FIS) effect was first predicted by computer simulations of the egress of pedestrians through a narrow exit [D. Helbing, I. J. Farkas, and T. Vicsek, Nature (London) 407, 487 (2000)]. FIS refers to the finding that, under certain conditions, an excess of the individuals' vigor in the attempt to exit causes a decrease in the flow rate. In general, this effect is identified by the appearance of a minimum when plotting the total evacuation time of a crowd as a function of the pedestrian desired velocity. Here, we experimentally show that the FIS effect indeed occurs in three different systems of discrete particles flowing through a constriction: (a) humans evacuating a room, (b) a herd of sheep entering a barn, and (c) grains flowing out a 2D hopper over a vibrated incline. This finding suggests that FIS is a universal phenomenon for active matter passing through a narrowing.

Journal ArticleDOI
TL;DR: It is shown that the definition of heat has to be modified to account for the thermodynamic cost of maintaining non-Gibbsian equilibrium states and the present study shows that this is not permitted by the laws of thermodynamics-independent of the model.
Abstract: The Carnot statement of the second law of thermodynamics poses an upper limit on the efficiency of all heat engines. Recently, it has been studied whether generic quantum features such as coherence and quantum entanglement could allow for quantum devices with efficiencies larger than the Carnot efficiency. The present study shows that this is not permitted by the laws of thermodynamics-independent of the model. We will show that rather the definition of heat has to be modified to account for the thermodynamic cost of maintaining non-Gibbsian equilibrium states. Our theoretical findings are illustrated for two experimentally relevant examples.

Journal ArticleDOI
TL;DR: A collision model for particle-particle and particle-wall interactions in interface-resolved simulations of particle-laden flows and is physically realistic, provided that the prescribed collision time is much smaller than the characteristic time scale of particle motion.
Abstract: We present a collision model for particle-particle and particle-wall interactions in interface-resolved simulations of particle-laden flows. Three types of interparticle interactions are taken into account: (1) long- and (2) short-range hydrodynamic interactions, and (3) solid-solid contact. Long-range interactions are incorporated through an efficient and second-order-accurate immersed boundary method (IBM). Short-range interactions are also partly reproduced by the IBM. However, since the IBM uses a fixed grid, a lubrication model is needed for an interparticle gap width smaller than the grid spacing. The lubrication model is based on asymptotic expansions of analytical solutions for canonical lubrication interactions between spheres in the Stokes regime. Roughness effects are incorporated by making the lubrication correction independent of the gap width for gap widths smaller than ∼1% of the particle radius. This correction is applied until the particles reach solid-solid contact. To model solid-solid contact we use a variant of a linear soft-sphere collision model capable of stretching the collision time. This choice is computationally attractive because it allows us to reduce the number of time steps required for integrating the collision force accurately and is physically realistic, provided that the prescribed collision time is much smaller than the characteristic time scale of particle motion. We verified the numerical implementation of our collision model and validated it against several benchmark cases for immersed head-on particle-wall and particle-particle collisions, and oblique particle-wall collisions. The results show good agreement with experimental data.

Journal ArticleDOI
Daniel A. Cogswell1
TL;DR: A thin-interface phase-field model of electrochemical interfaces is developed based on Marcus kinetics for concentrated solutions, and used to simulate dendrite growth during electrodeposition of metals.
Abstract: A thin-interface phase-field model of electrochemical interfaces is developed based on Marcus kinetics for concentrated solutions, and used to simulate dendrite growth during electrodeposition of metals. The model is derived in the grand electrochemical potential to permit the interface to be widened to reach experimental length and time scales, and electroneutrality is formulated to eliminate the Debye length. Quantitative agreement is achieved with zinc Faradaic reaction kinetics, fractal growth dimension, tip velocity, and radius of curvature. Reducing the exchange current density is found to suppress the growth of dendrites, and screening electrolytes by their exchange currents is suggested as a strategy for controlling dendrite growth in batteries.