Towards deterministic equations for Levy walks: the fractional material derivative

Levy walks are random processes with an underlying spatiotemporal coupling. This coupling penalizes long jumps, and therefore Levy walks give a proper stochastic description for a particle's motion with broad jump length distribution. We derive a generalized dynamical formulation for Levy walks in which the fractional equivalent of the material derivative occurs. Our approach will be useful for the dynamical formulation of Levy walks in an external force field or in phase space for which the description in terms of the continuous time random walk or its corresponding generalized master equation are less well suited

Black-body furnace Patent

Development of black-body source calibration furnac

Optimal target search on a fast folding polymer chain with volume exchange

We study the search process of a target on a rapidly folding polymer (`DNA') by an ensemble of particles (`proteins'), whose search combines 1D diffusion along the chain, Levy type diffusion mediated by chain looping, and volume exchange. A rich behavior of the search process is obtained with respect to the physical parameters, in particular, for the optimal search.Comment: 4 pages, 3 figures, REVTe

High-response on-line gas analysis system for hydrogen-reaction combustion products

The results of testing an on-line quadrupole gas analyzer system are reported. Gas samples were drawn from the exhaust of a hydrogen-oxygen-nitrogen rocket which simulated the flow composition and dynamics at the combustor exit of a supersonic combustion ramjet engine. System response time of less than 50 milliseconds was demonstrated, with analytical accuracy estimated to be + or - 5 percent. For more complex chemical systems with interfering atom patterns, analysis would be more difficult. A cooled-gas pyrometer probe was evaluated as a total temperature indicator and as the primary mass flow measuring element for the total sample flow rate

Stable Equilibrium Based on L\'evy Statistics: Stochastic Collision Models Approach

We investigate equilibrium properties of two very different stochastic collision models: (i) the Rayleigh particle and (ii) the driven Maxwell gas. For both models the equilibrium velocity distribution is a L\'evy distribution, the Maxwell distribution being a special case. We show how these models are related to fractional kinetic equations. Our work demonstrates that a stable power-law equilibrium, which is independent of details of the underlying models, is a natural generalization of Maxwell's velocity distribution.Comment: PRE Rapid Communication (in press

Scaled Brownian motion: a paradoxical process with a time dependent diffusivity for the description of anomalous diffusion

Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with $\mathscr{K}(t)\simeq t^{\alpha-1}$ for $0<\alpha<2$. SBM may provide a seemingly adequate description in the case of unbounded diffusion, for which its probability density function coincides with that of fractional Brownian motion. Here we show that free SBM is weakly non-ergodic but does not exhibit a significant amplitude scatter of the time averaged mean squared displacement. More severely, we demonstrate that under confinement, the dynamics encoded by SBM is fundamentally different from both fractional Brownian motion and continuous time random walks. SBM is highly non-stationary and cannot provide a physical description for particles in a thermalised stationary system. Our findings have direct impact on the modelling of single particle tracking experiments, in particular, under confinement inside cellular compartments or when optical tweezers tracking methods are used.Comment: 7 pages, 5 figure

Fine structure of distributions and central limit theorem in diffusive billiards

We investigate deterministic diffusion in periodic billiard models, in terms of the convergence of rescaled distributions to the limiting normal distribution required by the central limit theorem; this is stronger than the usual requirement that the mean square displacement grow asymptotically linearly in time. The main model studied is a chaotic Lorentz gas where the central limit theorem has been rigorously proved. We study one-dimensional position and displacement densities describing the time evolution of statistical ensembles in a channel geometry, using a more refined method than histograms. We find a pronounced oscillatory fine structure, and show that this has its origin in the geometry of the billiard domain. This fine structure prevents the rescaled densities from converging pointwise to gaussian densities; however, demodulating them by the fine structure gives new densities which seem to converge uniformly. We give an analytical estimate of the rate of convergence of the original distributions to the limiting normal distribution, based on the analysis of the fine structure, which agrees well with simulation results. We show that using a Maxwellian (gaussian) distribution of velocities in place of unit speed velocities does not affect the growth of the mean square displacement, but changes the limiting shape of the distributions to a non-gaussian one. Using the same methods, we give numerical evidence that a non-chaotic polygonal channel model also obeys the central limit theorem, but with a slower convergence rate.Comment: 16 pages, 19 figures. Accepted for publication in Physical Review E. Some higher quality figures at http://www.maths.warwick.ac.uk/~dsander

Helix untwisting and bubble formation in circular DNA

The base pair fluctuations and helix untwisting are examined for a circular molecule. A realistic mesoscopic model including twisting degrees of freedom and bending of the molecular axis is proposed. The computational method, based on path integral techniques, simulates a distribution of topoisomers with various twist numbers and finds the energetically most favorable molecular conformation as a function of temperature. The method can predict helical repeat, openings loci and bubble sizes for specific sequences in a broad temperature range. Some results are presented for a short DNA circle recently identified in mammalian cells.Comment: The Journal of Chemical Physics, vol. 138 (2013), in pres

Aging Scaled Brownian Motion

Scaled Brownian motion (SBM) is widely used to model anomalous diffusion of passive tracers in complex and biological systems. It is a highly non-stationary process governed by the Langevin equation for Brownian motion, however, with a power-law time dependence of the noise strength. Here we study the aging properties of SBM for both unconfined and confined motion. Specifically, we derive the ensemble and time averaged mean squared displacements and analyze their behavior in the regimes of weak, intermediate, and strong aging. A very rich behavior is revealed for confined aging SBM depending on different aging times and whether the process is sub- or superdiffusive. We demonstrate that the information on the aging factorizes with respect to the lag time and exhibits a functional form, that is identical to the aging behavior of scale free continuous time random walk processes. While SBM exhibits a disparity between ensemble and time averaged observables and is thus weakly non-ergodic, strong aging is shown to effect a convergence of the ensemble and time averaged mean squared displacement. Finally, we derive the density of first passage times in the semi-infinite domain that features a crossover defined by the aging time.Comment: 10 pages, 8 figures, REVTe