Non-negative mixtures

This is the author's accepted pre-print of the article, first published as M. D. Plumbley, A. Cichocki and R. Bro. Non-negative mixtures. In P. Comon and C. Jutten (Ed), Handbook of Blind Source Separation: Independent Component Analysis and Applications. Chapter 13, pp. 515-547. Academic Press, Feb 2010. ISBN 978-0-12-374726-6 DOI: 10.1016/B978-0-12-374726-6.00018-7file: Proof:p\PlumbleyCichockiBro10-non-negative.pdf:PDF owner: markp timestamp: 2011.04.26file: Proof:p\PlumbleyCichockiBro10-non-negative.pdf:PDF owner: markp timestamp: 2011.04.2

Surfactant-induced migration of a spherical drop in Stokes flow

In Stokes flows, symmetry considerations dictate that a neutrally-buoyant spherical particle will not migrate laterally with respect to the local flow direction. We show that a loss of symmetry due to flow-induced surfactant redistribution leads to cross-stream drift of a spherical drop in Poiseuille flow. We derive analytical expressions for the migration velocity in the limit of small non-uniformities in the surfactant distribution, corresponding to weak-flow conditions or a high-viscosity drop. The analysis predicts that the direction of migration is always towards the flow centerline.Comment: Significant extension with additional text, figures, equations, et

An analysis of the far-field response to external forcing of a suspension in Stokes flow in a parallel-wall channel

The leading-order far-field scattered flow produced by a particle in a parallel-wall channel under creeping flow conditions has a form of the parabolic velocity field driven by a 2D dipolar pressure distribution. We show that in a system of hydrodynamically interacting particles, the pressure dipoles contribute to the macroscopic suspension flow in a similar way as the induced electric dipoles contribute to the electrostatic displacement field. Using this result we derive macroscopic equations governing suspension transport under the action of a lateral force, a lateral torque or a macroscopic pressure gradient in the channel. The matrix of linear transport coefficients in the constitutive relations linking the external forcing to the particle and fluid fluxes satisfies the Onsager reciprocal relation. The transport coefficients are evaluated for square and hexagonal periodic arrays of fixed and freely suspended particles, and a simple approximation in a Clausius-Mossotti form is proposed for the channel permeability coefficient. We also find explicit expressions for evaluating the periodic Green's functions for Stokes flow between two parallel walls.Comment: 23 pages, 12 figure

Self-diffusion coefficients of charged particles: Prediction of Nonlinear volume fraction dependence

We report on calculations of the translational and rotational short-time self-diffusion coefficients $D^t_s$ and $D^r_s$ for suspensions of charge-stabilized colloidal spheres. These diffusion coefficients are affected by electrostatic forces and many-body hydrodynamic interactions (HI). Our computations account for both two-body and three-body HI. For strongly charged particles, we predict interesting nonlinear scaling relations $D^t_s\propto 1-a_t\phi^{4/3}$ and $D^r_s\propto 1-a_r\phi^2$ depending on volume fraction $\phi$, with essentially charge-independent parameters $a_t$ and $a_r$. These scaling relations are strikingly different from the corresponding results for hard spheres. Our numerical results can be explained using a model of effective hard spheres. Moreover, we perceptibly improve the known result for $D^t_s$ of hard sphere suspensions.Comment: 8 pages, LaTeX, 3 Postscript figures included using eps

The short-time self-diffusion coefficient of a sphere in a suspension of rigid rods

The short--time self diffusion coefficient of a sphere in a suspension of rigid rods is calculated in first order in the rod volume fraction. For low rod concentrations the correction to the Einstein diffusion constant of the sphere is a linear function of the rod volume fraction with the slope proportional to the equilibrium averaged mobility diminution trace of the sphere interacting with a single freely translating and rotating rod. The two--body hydrodynamic interactions are calculated using the so--called bead model in which the rod is replaced by a stiff linear chain of touching spheres. The interactions between spheres are calculated numerically using the multipole method. Also an analytical expression for the diffusion coefficient as a function of the rod aspect ratio is derived in the limit of very long rods. We show that in this limit the correction to the Einstein diffusion constant does not depend on the size of the tracer sphere. The higher order corrections depending on the applied model are computed numerically. An approximate expression is provided, valid for a wide range of aspect ratios.Comment: 11 pages, 6 figure

Least Dependent Component Analysis Based on Mutual Information

We propose to use precise estimators of mutual information (MI) to find least dependent components in a linearly mixed signal. On the one hand this seems to lead to better blind source separation than with any other presently available algorithm. On the other hand it has the advantage, compared to other implementations of `independent' component analysis (ICA) some of which are based on crude approximations for MI, that the numerical values of the MI can be used for: (i) estimating residual dependencies between the output components; (ii) estimating the reliability of the output, by comparing the pairwise MIs with those of re-mixed components; (iii) clustering the output according to the residual interdependencies. For the MI estimator we use a recently proposed k-nearest neighbor based algorithm. For time sequences we combine this with delay embedding, in order to take into account non-trivial time correlations. After several tests with artificial data, we apply the resulting MILCA (Mutual Information based Least dependent Component Analysis) algorithm to a real-world dataset, the ECG of a pregnant woman. The software implementation of the MILCA algorithm is freely available at http://www.fz-juelich.de/nic/cs/softwareComment: 18 pages, 20 figures, Phys. Rev. E (in press

Square root singularity in the viscosity of neutral colloidal suspensions at large frequencies

The asymptotic frequency $\omega$, dependence of the dynamic viscosity of neutral hard sphere colloidal suspensions is shown to be of the form $\eta_0 A(\phi) (\omega \tau_P)^{-1/2}$, where $A(\phi)$ has been determined as a function of the volume fraction $\phi$, for all concentrations in the fluid range, $\eta_0$ is the solvent viscosity and $\tau_P$ the P\'{e}clet time. For a soft potential it is shown that, to leading order steepness, the asymptotic behavior is the same as that for the hard sphere potential and a condition for the cross-over behavior to $1/\omega \tau_P$ is given. Our result for the hard sphere potential generalizes a result of Cichocki and Felderhof obtained at low concentrations and agrees well with the experiments of van der Werff et al, if the usual Stokes-Einstein diffusion coefficient $D_0$ in the Smoluchowski operator is consistently replaced by the short-time self diffusion coefficient $D_s(\phi)$ for non-dilute colloidal suspensions.Comment: 18 pages LaTeX, 1 postscript figur

The intensity correlation function in evanescent wave scattering

As a first step toward the interpretation of dynamic light scattering with evanescent illumination from suspensions of interacting spheres, in order to probe their near wall dynamics, we develop a theory for the initial slope of the intensity autocorrelation function. An expression for the first cumulant is derived that is valid for arbitrary concentrations, which generalizes a well-known expression for the short-time, wave-vector dependent collective diffusion coefficient in bulk to the case where a wall is present. Explicit expressions and numerical results for the various contributions to the initial slope are obtained within a leading order virial expansion. The dependence of the initial slope on the components of the wave vector parallel and perpendicular to the wall, as well as the dependence on the evanescent-light penetration depth are discussed. For the hydrodynamic interactions between colloids and between the wall, which are essential for a correct description of the near-interface dynamics, we include both far-field and lubrication contributions. Lubrication contributions are essential to capture the dynamics as probed in experiments with small penetration depths. Simulations have been performed to verify the theory and to estimate the extent of the concentration range where the virial expansion is valid. The computer algorithm developed for this purpose will also be of future importance for the interpretation of experiments and to develop an understanding of near-interface dynamics, at high colloid concentrations

Pushmepullyou: An efficient micro-swimmer

The swimming of a pair of spherical bladders that change their volumes and mutual distance is efficient at low Reynolds numbers and is superior to other models of artificial swimmers. The change of shape resembles the wriggling motion known as {\it metaboly} of certain protozoa.Comment: Minor rephrasing and changes in style; short explanations adde