Effect of concentration dependence of the diffusion coefficient on homogenization kinetics in multiphase binary alloy systems

Diffusion calculations were performed to establish the conditions under which concentration dependence of the diffusion coefficient was important in single, two, and three phase binary alloy systems. Finite-difference solutions were obtained for each type of system using diffusion coefficient variations typical of those observed in real alloy systems. Solutions were also obtained using average diffusion coefficients determined by taking a logarithmic average of each diffusion coefficient variation considered. The constant diffusion coefficient solutions were used as reference in assessing diffusion coefficient variation effects. Calculations were performed for planar, cylindrical, and spherical geometries in order to compare the effect of diffusion coefficient variations with the effect of interface geometries. In most of the cases considered, the diffusion coefficient of the major-alloy phase was the key parameter that controlled the kinetics of interdiffusion

Homogenization results for a linear dynamics in random Glauber type environment

We consider an energy conserving linear dynamics that we perturb by a Glauber dynamics with random site dependent intensity. We prove hydrodynamic limits for this non-reversible system in random media. The diffusion coefficient turns out to depend on the random field only by its statistics. The diffusion coefficient defined through the Green-Kubo formula is also studied and its convergence to some homogenized diffusion coefficient is proved

Dependence of chaotic diffusion on the size and position of holes

A particle driven by deterministic chaos and moving in a spatially extended environment can exhibit normal diffusion, with its mean square displacement growing proportional to the time. Here we consider the dependence of the diffusion coefficient on the size and the position of areas of phase space linking spatial regions (`holes') in a class of simple one-dimensional, periodically lifted maps. The parameter dependent diffusion coefficient can be obtained analytically via a Taylor-Green-Kubo formula in terms of a functional recursion relation. We find that the diffusion coefficient varies non-monotonically with the size of a hole and its position, which implies that a diffusion coefficient can increase by making the hole smaller. We derive analytic formulas for small holes in terms of periodic orbits covered by the holes. The asymptotic regimes that we observe show deviations from the standard stochastic random walk approximation. The escape rate of the corresponding open system is also calculated. The resulting parameter dependencies are compared with the ones for the diffusion coefficient and explained in terms of periodic orbits.Comment: 12 pages, 5 figure

Nonparametric Bayesian estimation of a H\"older continuous diffusion coefficient

We consider a nonparametric Bayesian approach to estimate the diffusion coefficient of a stochastic differential equation given discrete time observations over a fixed time interval. As a prior on the diffusion coefficient, we employ a histogram-type prior with piecewise constant realisations on bins forming a partition of the time interval. Specifically, these constants are realizations of independent inverse Gamma distributed randoma variables. We justify our approach by deriving the rate at which the corresponding posterior distribution asymptotically concentrates around the data-generating diffusion coefficient. This posterior contraction rate turns out to be optimal for estimation of a H\"older-continuous diffusion coefficient with smoothness parameter $0<\lambda\leq 1.$ Our approach is straightforward to implement, as the posterior distributions turn out to be inverse Gamma again, and leads to good practical results in a wide range of simulation examples. Finally, we apply our method on exchange rate data sets

Rotational and translational self-diffusion in concentrated suspensions of permeable particles

In our recent work on concentrated suspensions of uniformly porous colloidal spheres with excluded volume interactions, a variety of short-time dynamic properties were calculated, except for the rotational self-diffusion coefficient. This missing quantity is included in the present paper. Using a precise hydrodynamic force multipole simulation method, the rotational self-diffusion coefficient is evaluated for concentrated suspensions of permeable particles. Results are presented for particle volume fractions up to 45%, and for a wide range of permeability values. From the simulation results and earlier results for the first-order virial coefficient, we find that the rotational self-diffusion coefficient of permeable spheres can be scaled to the corresponding coefficient of impermeable particles of the same size. We also show that a similar scaling applies to the translational self-diffusion coefficient considered earlier. From the scaling relations, accurate analytic approximations for the rotational and translational self-diffusion coefficients in concentrated systems are obtained, useful to the experimental analysis of permeable-particle diffusion. The simulation results for rotational diffusion of permeable particles are used to show that a generalized Stokes-Einstein-Debye relation between rotational self-diffusion coefficient and high-frequency viscosity is not satisfied.Comment: 4 figure

Heavy Quark Momentum Diffusion Coefficient from Lattice QCD

The momentum diffusion coefficient for heavy quarks is studied in a deconfined gluon plasma in the static approximation by investigating a correlation function of the color electric field using Monte Carlo techniques. The diffusion coefficient is extracted from the long distance behavior of such a correlator. For temperatures Tc < T <~ 2 Tc, our nonperturbative estimate of the diffusion coefficient is found to be very different from the leading order perturbation theory, and is in the right ballpark to explain the heavy quark flow seen by PHENIX at RHIC.Comment: Minor changes, version to appear in Physical Review

Fractal diffusion coefficient from dynamical zeta functions

Dynamical zeta functions provide a powerful method to analyze low dimensional dynamical systems when the underlying symbolic dynamics is under control. On the other hand even simple one dimensional maps can show an intricate structure of the grammar rules that may lead to a non smooth dependence of global observable on parameters changes. A paradigmatic example is the fractal diffusion coefficient arising in a simple piecewise linear one dimensional map of the real line. Using the Baladi-Ruelle generalization of the Milnor-Thurnston kneading determinant we provide the exact dynamical zeta function for such a map and compute the diffusion coefficient from its smallest zero.Comment: 8 pages, 2 figure