Numerical study of the shape and integral parameters of a dendrite

We present a numerical study of sidebranching of a solidifying dendrite by means of a phase--field model. Special attention is paid to the regions far from the tip of the dendrite, where linear theories are no longer valid. Two regions have been distinguished outside the linear region: a first one in which sidebranching is in a competition process and a second one further down where branches behave as independent of each other. The shape of the dendrite and integral parameters characterizing the whole dendrite (contour length and area of the dendrite) have been computed and related to the characteristic tip radius for both surface tension and kinetic dominated dendrites. Conclusions about the different behaviors observed and comparison with available experiments and theoretical predictions are presented.Comment: 10 pages, 7 figures, Accepted for publication in Phys. Rev.

Sidebranching induced by external noise in solutal dendritic growth

We have studied sidebranching induced by fluctuations in dendritic growth. The amplitude of sidebranching induced by internal (equilibrium) concentration fluctuations in the case of solidification with solutal diffusion is computed. This amplitude turns out to be significantly smaller than values reported in previous experiments.The effects of other possible sources of fluctuations (of an external origin)are examined by introducing non-conserved noise in a phase-field model. This reproduces the characteristics of sidebranching found in experiments. Results also show that sidebranching induced by external noise is qualitatively similar to that of internal noise, and it is only distinguished by its amplitude.Comment: 13 pages, 5 figure

Sharp-Interface Limit of a Fluctuating Phase-Field Model

We present a derivation of the sharp-interface limit of a generic fluctuating phase-field model for solidification. As a main result, we obtain a sharp-interface projection which presents noise terms in both the diffusion equation and in the moving boundary conditions. The presented procedure does not rely on the fluctuation-dissipation theorem, and can therefore be applied to account for both internal and external fluctuations in either variational or non-variational phase-field formulations. In particular, it can be used to introduce thermodynamical fluctuations in non-variational formulations of the phase-field model, which permit to reach better computational efficiency and provide more flexibility for describing some features of specific physical situations. This opens the possibility of performing quantitative phase-field simulations in crystal growth while accounting for the proper fluctuations of the system.Comment: 21 pages, 1 figure, submitted to Phys. Rev.

Determinants of default in P2P lending

This paper studies P2P lending and the factors explaining loan default. This is an important issue because in P2P lending individual investors bear the credit risk, instead of financial institutions, which are experts in dealing with this risk. P2P lenders suffer a severe problem of information asymmetry, because they are at a disadvantage facing the borrower. For this reason, P2P lending sites provide potential lenders with information about borrowers and their loan purpose. They also assign a grade to each loan. The empirical study is based on loans'' data collected from Lending Club (N = 24, 449) from 2008 to 2014 that are first analyzed by using univariate means tests and survival analysis. Factors explaining default are loan purpose, annual income, current housing situation, credit history and indebtedness. Secondly, a logistic regression model is developed to predict defaults. The grade assigned by the P2P lending site is the most predictive factor of default, but the accuracy of the model is improved by adding other information, especially the borrower''s debt level

Phase-field model for Hele-Shaw flows with arbitrary viscosity contrast. II. Numerical study

We implement a phase-field simulation of the dynamics of two fluids with arbitrary viscosity contrast in a rectangular Hele-Shaw cell. We demonstrate the use of this technique in different situations including the linear regime, the stationary Saffman-Taylor fingers and the multifinger competition dynamics, for different viscosity contrasts. The method is quantitatively tested against analytical predictions and other numerical results. A detailed analysis of convergence to the sharp interface limit is performed for the linear dispersion results. We show that the method may be a useful alternative to more traditional methods.Comment: 13 pages in revtex, 5 PostScript figures. changes: 1 reference added, figs. 4 and 5 rearrange

Phase-field model for Hele-Shaw flows with arbitrary viscosity contrast. I. Theoretical approach

We present a phase-field model for the dynamics of the interface between two inmiscible fluids with arbitrary viscosity contrast in a rectangular Hele-Shaw cell. With asymptotic matching techniques we check the model to yield the right Hele-Shaw equations in the sharp-interface limit and compute the corrections to these equations to first order in the interface thickness. We also compute the effect of such corrections on the linear dispersion relation of the planar interface. We discuss in detail the conditions on the interface thickness to control the accuracy and convergence of the phase-field model to the limiting Hele-Shaw dynamics. In particular, the convergence appears to be slower for high viscosity contrasts.Comment: 17 pages in revtex. changes: 1 reference adde

Viscous fingering in liquid crystals: Anisotropy and morphological transitions

We show that a minimal model for viscous fingering with a nematic liquid crystal in which anisotropy is considered to enter through two different viscosities in two perpendicular directions can be mapped to a two-fold anisotropy in the surface tension. We numerically integrate the dynamics of the resulting problem with the phase-field approach to find and characterize a transition between tip-splitting and side-branching as a function of both anisotropy and dimensionless surface tension. This anisotropy dependence could explain the experimentally observed (reentrant) transition as temperature and applied pressure are varied. Our observations are also consistent with previous experimental evidence in viscous fingering within an etched cell and simulations of solidification.Comment: 12 pages, 3 figures. Submitted to PR

Kinematic reduction of reaction-diffusion fronts with multiplicative noise: Derivation of stochastic sharp-interface equations

We study the dynamics of generic reaction-diffusion fronts, including pulses and chemical waves, in the presence of multiplicative noise. We discuss the connection between the reaction-diffusion Langevin-like field equations and the kinematic (eikonal) description in terms of a stochastic moving-boundary or sharp-interface approximation. We find that the effective noise is additive and we relate its strength to the noise parameters in the original field equations, to first order in noise strength, but including a partial resummation to all orders which captures the singular dependence on the microscopic cutoff associated to the spatial correlation of the noise. This dependence is essential for a quantitative and qualitative understanding of fluctuating fronts, affecting both scaling properties and nonuniversal quantities. Our results predict phenomena such as the shift of the transition point between the pushed and pulled regimes of front propagation, in terms of the noise parameters, and the corresponding transition to a non-KPZ universality class. We assess the quantitative validity of the results in several examples including equilibrium fluctuations, kinetic roughening, and the noise-induced pushed-pulled transition, which is predicted and observed for the first time. The analytical predictions are successfully tested against rigorous results and show excellent agreement with numerical simulations of reaction-diffusion field equations with multiplicative noise.Comment: 17 pages, 6 figure

Non-isothermal model for the direct isotropic/smectic-A liquid crystalline transition

An extension to a high-order model for the direct isotropic/smectic-A liquid crystalline phase transition was derived to take into account thermal effects including anisotropic thermal diffusion and latent heat of phase-ordering. Multi-scale multi-transport simulations of the non-isothermal model were compared to isothermal simulation, showing that the presented model extension corrects the standard Landau-de Gennes prediction from constant growth to diffusion-limited growth, under shallow quench/undercooling conditions. Non-isothermal simulations, where meta-stable nematic pre-ordering precedes smectic-A growth, were also conducted and novel non-monotonic phase-transformation kinetics observed.Comment: First revision: 20 pages, 7 figure