Shear flow effects on phase separation of entangled polymer blends

We introduce an entanglement model mixing rule for stress relaxation in a polymer blend to a modified Cahn-Hilliard equation of motion for concentration fluctuations in the presence of shear flow. Such an approach predicts both shear-induced mixing and demixing, depending on the relative relaxation times and plateau moduli of the two components

Periodic One-Dimensional Hopping Model with one Mobile Directional Impurity

Analytic solution is given in the steady state limit for the system of Master equations describing a random walk on one-dimensional periodic lattices with arbitrary hopping rates containing one mobile, directional impurity (defect bond). Due to the defect, translational invariance is broken, even if all other rates are identical. The structure of Master equations lead naturally to the introduction of a new entity, associated with the walker-impurity pair which we call the quasi-walker. The velocities and diffusion constants for both the random walker and impurity are given, being simply related to that of the quasi-particle through physically meaningful equations. Applications in driven diffusive systems are shown, and connections with the Duke-Rubinstein reptation models for gel electrophoresis are discussed.Comment: 31 LaTex pages, 5 Postscript figures included, to appear in Journal of Statistical Physic

Boundary conditions associated with the Painlev\'e III' and V evaluations of some random matrix averages

In a previous work a random matrix average for the Laguerre unitary ensemble, generalising the generating function for the probability that an interval $(0,s)$ at the hard edge contains $k$ eigenvalues, was evaluated in terms of a Painlev\'e V transcendent in $\sigma$-form. However the boundary conditions for the corresponding differential equation were not specified for the full parameter space. Here this task is accomplished in general, and the obtained functional form is compared against the most general small $s$ behaviour of the Painlev\'e V equation in $\sigma$-form known from the work of Jimbo. An analogous study is carried out for the the hard edge scaling limit of the random matrix average, which we have previously evaluated in terms of a Painlev\'e \IIId transcendent in $\sigma$-form. An application of the latter result is given to the rapid evaluation of a Hankel determinant appearing in a recent work of Conrey, Rubinstein and Snaith relating to the derivative of the Riemann zeta function

Effects of differential mobility on biased diffusion of two species

Using simulations and a simple mean-field theory, we investigate jamming transitions in a two-species lattice gas under non-equilibrium steady-state conditions. The two types of particles diffuse with different mobilities on a square lattice, subject to an excluded volume constraint and biased in opposite directions. Varying filling fraction, differential mobility, and drive, we map out the phase diagram, identifying first order and continuous transitions between a free-flowing disordered and a spatially inhomogeneous jammed phase. Ordered structures are observed to drift, with a characteristic velocity, in the direction of the more mobile species.Comment: 15 pages, 4 figure

Area-preserving dynamics of a long slender finger by curvature: a test case for the globally conserved phase ordering

A long and slender finger can serve as a simple ``test bed'' for different phase ordering models. In this work, the globally-conserved, interface-controlled dynamics of a long finger is investigated, analytically and numerically, in two dimensions. An important limit is considered when the finger dynamics are reducible to the area-preserving motion by curvature. A free boundary problem for the finger shape is formulated. An asymptotic perturbation theory is developed that uses the finger aspect ratio as a small parameter. The leading-order approximation is a modification of ``the Mullins finger" (a well-known analytic solution) which width is allowed to slowly vary with time. This time dependence is described, in the leading order, by an exponential law with the characteristic time proportional to the (constant) finger area. The subleading terms of the asymptotic theory are also calculated. Finally, the finger dynamics is investigated numerically, employing the Ginzburg-Landau equation with a global conservation law. The theory is in a very good agreement with the numerical solution.Comment: 8 pages, 4 figures, Latex; corrected typo

Multiple timescales in a model for DNA denaturation dynamics

The denaturation dynamics of a long double-stranded DNA is studied by means of a model of the Poland-Scheraga type. We note that the linking of the two strands is a locally conserved quantity, hence we introduce local updates that respect this symmetry. Linking dissipation via untwist is allowed only at the two ends of the double strand. The result is a slow denaturation characterized by two time scales that depend on the chain length $L$. In a regime up to a first characteristic time $\tau_1\sim L^{2.15}$ the chain embodies an increasing number of small bubbles. Then, in a second regime, bubbles coalesce and form entropic barriers that effectively trap residual double-stranded segments within the chain, slowing down the relaxation to fully molten configurations, which takes place at $\tau_2\sim L^3$. This scenario is different from the picture in which the helical constraints are neglected.Comment: 9 pages, 5 figure

Acceptance conditions in automated negotiation

In every negotiation with a deadline, one of the negotiating parties has to accept an offer to avoid a break off. A break off is usually an undesirable outcome for both parties, therefore it is important that a negotiator employs a proficient mechanism to decide under which conditions to accept. When designing such conditions one is faced with the acceptance dilemma: accepting the current offer may be suboptimal, as better offers may still be presented. On the other hand, accepting too late may prevent an agreement from being reached, resulting in a break off with no gain for either party. Motivated by the challenges of bilateral negotiations between automated agents and by the results and insights of the automated negotiating agents competition (ANAC), we classify and compare state-of-the-art generic acceptance conditions. We focus on decoupled acceptance conditions, i.e. conditions that do not depend on the bidding strategy that is used. We performed extensive experiments to compare the performance of acceptance conditions in combination with a broad range of bidding strategies and negotiation domains. Furthermore we propose new acceptance conditions and we demonstrate that they outperform the other conditions that we study. In particular, it is shown that they outperform the standard acceptance condition of comparing the current offer with the offer the agent is ready to send out. We also provide insight in to why some conditions work better than others and investigate correlations between the properties of the negotiation environment and the efficacy of acceptance condition

On occurrence of spectral edges for periodic operators inside the Brillouin zone

The article discusses the following frequently arising question on the spectral structure of periodic operators of mathematical physics (e.g., Schroedinger, Maxwell, waveguide operators, etc.). Is it true that one can obtain the correct spectrum by using the values of the quasimomentum running over the boundary of the (reduced) Brillouin zone only, rather than the whole zone? Or, do the edges of the spectrum occur necessarily at the set of ``corner'' high symmetry points? This is known to be true in 1D, while no apparent reasons exist for this to be happening in higher dimensions. In many practical cases, though, this appears to be correct, which sometimes leads to the claims that this is always true. There seems to be no definite answer in the literature, and one encounters different opinions about this problem in the community. In this paper, starting with simple discrete graph operators, we construct a variety of convincing multiply-periodic examples showing that the spectral edges might occur deeply inside the Brillouin zone. On the other hand, it is also shown that in a ``generic'' case, the situation of spectral edges appearing at high symmetry points is stable under small perturbations. This explains to some degree why in many (maybe even most) practical cases the statement still holds.Comment: 25 pages, 10 EPS figures. Typos corrected and a reference added in the new versio

Adiabaticity Conditions for Volatility Smile in Black-Scholes Pricing Model

Our derivation of the distribution function for future returns is based on the risk neutral approach which gives a functional dependence for the European call (put) option price, C(K), given the strike price, K, and the distribution function of the returns. We derive this distribution function using for C(K) a Black-Scholes (BS) expression with volatility in the form of a volatility smile. We show that this approach based on a volatility smile leads to relative minima for the distribution function ("bad" probabilities) never observed in real data and, in the worst cases, negative probabilities. We show that these undesirable effects can be eliminated by requiring "adiabatic" conditions on the volatility smile

Self-diffusion in binary blends of cyclic and linear polymers

A lattice model is used to estimate the self-diffusivity of entangled cyclic and linear polymers in blends of varying compositions. To interpret simulation results, we suggest a minimal model based on the physical idea that constraints imposed on a cyclic polymer by infiltrating linear chains have to be released, before it can diffuse beyond a radius of gyration. Both, the simulation, and recently reported experimental data on entangled DNA solutions support the simple model over a wide range of blend compositions, concentrations, and molecular weights.Comment: 10 pages, 2 figure