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71 records · Page 4

The uncertainty principle and quantum chaos

The conception of quantum chaos is described in some detail. The most striking feature of this novel phenomenon is that all the properties of classical dynamical chaos persist here but, typically, on the finite and different time scales only. The ultimate origin of such a universal quantum stability is in the fundamental uncertainty principle which makes discrete the phase space and, hence, the spectrum of bounded quantum motion. Reformulation of the ergodic theory, as a part of the general theory of dynamical systems, is briefly discussed.

Chirikov, Boris V.↗

Broken symmetry in ideal magnetohydrodynamic turbulence

A numerical study of the long-time evolution of a number of cases of inviscid, isotropic, incompressible, three-dimensional fluid, and magneto-fluid turbulence has been completed. The results confirm that ideal magnetohydrodynamic turbulence is non-ergodic if there is no external magnetic field present. This is due essentially to a canonical symmetry being broken in an arbitrary dynamical representation. The broken symmetry manifests itself as a coherent structure, i.e., a non-zero time-averaged part of the turbulent magnetic field. The coherent structure is observed, in one case, to contain about eighteen percent of the total energy.

Shebalin, John V.↗

Observations on the Proper Orthogonal Decomposition

The Proper Orthogonal Decomposition (P.O.D.), also known as the Karhunen-Loeve expansion, is a procedure for decomposing a stochastic field in an L(2) optimal sense. It is used in diverse disciplines from image processing to turbulence. Recently the P.O.D. is receiving much attention as a tool for studying dynamics of systems in infinite dimensional space. This paper reviews the mathematical fundamentals of this theory. Also included are results on the span of the eigenfunction basis, a geometric corollary due to Chebyshev's inequality and a relation between the P.O.D. symmetry and ergodicity.

Berkooz, Gal↗

Dynamics of Granular Materials

Granular materials exhibit a rich variety of dynamical behavior, much of which is poorly understood. Fractal-like stress chains, convection, a variety of wave dynamics, including waves which resemble capillary waves, l/f noise, and fractional Brownian motion provide examples. Work beginning at Duke will focus on gravity driven convection, mixing and gravitational collapse. Although granular materials consist of collections of interacting particles, there are important differences between the dynamics of a collections of grains and the dynamics of a collections of molecules. In particular, the ergodic hypothesis is generally invalid for granular materials, so that ordinary statistical physics does not apply. In the absence of a steady energy input, granular materials undergo a rapid collapse which is strongly influenced by the presence of gravity. Fluctuations on laboratory scales in such quantities as the stress can be very large-as much as an order of magnitude greater than the mean.

Behringer, Robert P.↗

Dynamic Light Scattering From Colloidal Gels

We present a brief, preliminary account of the interpretation of dynamic light scattering from fractal colloidal gels. For small scattering angles, and for high initial colloid particle volume fractions, the correlation functions exhibit arrested decay, reflecting the non-ergodic nature of these systems and allowing us to directly determine the elastic modulus of the gels. For smaller initial volume fractions, the correlation functions decay completely. In all cases, the initial decay is not exponential, but is instead described by a stretched exponential. We summarize the principles of a model that accounts for these data and discuss the scaling behavior of the measured parameters.

Krall, A. H.↗

Dynamical Signatures of Living Systems

One of the main challenges in modeling living systems is to distinguish a random walk of physical origin (for instance, Brownian motions) from those of biological origin and that will constitute the starting point of the proposed approach. As conjectured, the biological random walk must be nonlinear. Indeed, any stochastic Markov process can be described by linear Fokker-Planck equation (or its discretized version), only that type of process has been observed in the inanimate world. However, all such processes always converge to a stable (ergodic or periodic) state, i.e., to the states of a lower complexity and high entropy. At the same time, the evolution of living systems directed toward a higher level of complexity if complexity is associated with a number of structural variations. The simplest way to mimic such a tendency is to incorporate a nonlinearity into the random walk; then the probability evolution will attain the features of diffusion equation: the formation and dissipation of shock waves initiated by small shallow wave disturbances. As a result, the evolution never "dies:" it produces new different configurations which are accompanied by an increase or decrease of entropy (the decrease takes place during formation of shock waves, the increase-during their dissipation). In other words, the evolution can be directed "against the second law of thermodynamics" by forming patterns outside of equilibrium in the probability space. Due to that, a specie is not locked up in a certain pattern of behavior: it still can perform a variety of motions, and only the statistics of these motions is constrained by this pattern. It should be emphasized that such a "twist" is based upon the concept of reflection, i.e., the existence of the self-image (adopted from psychology). The model consists of a generator of stochastic processes which represents the motor dynamics in the form of nonlinear random walks, and a simulator of the nonlinear version of the diffusion equation which represents the mental dynamics. It has been demonstrated that coupled mental-motor dynamics can simulate emerging self-organization, prey-predator games, collaboration and competition, "collective brain," etc.

Zak, M.↗

Glass/Jamming Transition in Colloidal Aggregation

We have studied colloidal aggregation in a model colloid plus polymer system with short-range attractive interactions. By varying the colloid concentration and the strength of the attraction, we explored regions where the equilibrium phase is expected to consist of colloidal crystallites in coexistance with colloidal gas (i.e. monomers). This occurs for moderate values of the potential depth, U approximately equal to 2-5 kT. Crystallization was not always observed. Rather, over an extended sub-region two new metastable phases appear, one fluid-like and one solid-like. These were examined in detail with light scattering and microscopy techniques. Both phases consist of a near uniform distribution of small irregular shaped clusters of colloidal particles. The dynamical and structural characteristics of the ergodic-nonergodic transition between the two phases share much in common with the colloidal hard sphere glass transition.

Segre, Philip N.↗

Calculating Free Energies Using Scaled-Force Molecular Dynamics Algorithm

One common objective of molecular simulations in chemistry and biology is to calculate the free energy difference between different states of the system of interest. Examples of problems that have such an objective are calculations of receptor-ligand or protein-drug interactions, associations of molecules in response to hydrophobic, and electrostatic interactions or partition of molecules between immiscible liquids. Another common objective is to describe evolution of the system towards a low energy (possibly the global minimum energy), 'native' state. Perhaps the best example of such a problem is folding of proteins or short RNA molecules. Both types of problems share the same difficulty. Often, different states of the system are separated by high energy barriers, which implies that transitions between these states are rare events. This, in turn, can greatly impede exploration of phase space. In some instances this can lead to 'quasi non-ergodicity', whereby a part of phase space is inaccessible on timescales of the simulation. A host of strategies has been developed to improve efficiency of sampling the phase space. For example, some Monte Carlo techniques involve large steps which move the system between low-energy regions in phase space without the need for sampling the configurations corresponding to energy barriers (J-walking). Most strategies, however, rely on modifying probabilities of sampling low and high-energy regions in phase space such that transitions between states of interest are encouraged. Perhaps the simplest implementation of this strategy is to increase the temperature of the system. This approach was successfully used to identify denaturation pathways in several proteins, but it is clearly not applicable to protein folding. It is also not a successful method for determining free energy differences. Finally, the approach is likely to fail for systems with co-existing phases, such as water-membrane systems, because it may lead to spontaneous mixing. A similar difficulty may be encountered in any method relying on global modifications of phase space.

Darve, Eric↗

Better, Cheaper, Faster Molecular Dynamics

Recent, revolutionary progress in genomics and structural, molecular and cellular biology has created new opportunities for molecular-level computer simulations of biological systems by providing vast amounts of data that require interpretation. These opportunities are further enhanced by the increasing availability of massively parallel computers. For many problems, the method of choice is classical molecular dynamics (iterative solving of Newton's equations of motion). It focuses on two main objectives. One is to calculate the relative stability of different states of the system. A typical problem that has' such an objective is computer-aided drug design. Another common objective is to describe evolution of the system towards a low energy (possibly the global minimum energy), "native" state. Perhaps the best example of such a problem is protein folding. Both types of problems share the same difficulty. Often, different states of the system are separated by high energy barriers, which implies that transitions between these states are rare events. This, in turn, can greatly impede exploration of phase space. In some instances this can lead to "quasi non-ergodicity", whereby a part of phase space is inaccessible on time scales of the simulation. To overcome this difficulty and to extend molecular dynamics to "biological" time scales (millisecond or longer) new physical formulations and new algorithmic developments are required. To be efficient they should account for natural limitations of multi-processor computer architecture. I will present work along these lines done in my group. In particular, I will focus on a new approach to calculating the free energies (stability) of different states and to overcoming "the curse of rare events". I will also discuss algorithmic improvements to multiple time step methods and to the treatment of slowly decaying, log-ranged, electrostatic effects.

Pohorille, Andrew↗

Exploring the Connection Between Sampling Problems in Bayesian Inference and Statistical Mechanics

The Bayesian and statistical mechanical communities often share the same objective in their work - estimating and integrating probability distribution functions (pdfs) describing stochastic systems, models or processes. Frequently, these pdfs are complex functions of random variables exhibiting multiple, well separated local minima. Conventional strategies for sampling such pdfs are inefficient, sometimes leading to an apparent non-ergodic behavior. Several recently developed techniques for handling this problem have been successfully applied in statistical mechanics. In the multicanonical and Wang-Landau Monte Carlo (MC) methods, the correct pdfs are recovered from uniform sampling of the parameter space by iteratively establishing proper weighting factors connecting these distributions. Trivial generalizations allow for sampling from any chosen pdf. The closely related transition matrix method relies on estimating transition probabilities between different states. All these methods proved to generate estimates of pdfs with high statistical accuracy. In another MC technique, parallel tempering, several random walks, each corresponding to a different value of a parameter (e.g. "temperature"), are generated and occasionally exchanged using the Metropolis criterion. This method can be considered as a statistically correct version of simulated annealing. An alternative approach is to represent the set of independent variables as a Hamiltonian system. Considerab!e progress has been made in understanding how to ensure that the system obeys the equipartition theorem or, equivalently, that coupling between the variables is correctly described. Then a host of techniques developed for dynamical systems can be used. Among them, probably the most powerful is the Adaptive Biasing Force method, in which thermodynamic integration and biased sampling are combined to yield very efficient estimates of pdfs. The third class of methods deals with transitions between states described by rate constants. These problems are isomorphic with chemical kinetics problems. Recently, several efficient techniques for this purpose have been developed based on the approach originally proposed by Gillespie. Although the utility of the techniques mentioned above for Bayesian problems has not been determined, further research along these lines is warranted

Pohorille, Andrew↗

Broken Symmetry and Coherent Structure in MHD Turbulence

Absolute equilibrium ensemble theory for ideal homogeneous magnetohydrodynamic (MHD) turbulence is fairly well developed. Theory and Simulation indicate that ideal MHD turbulence non-ergodic and contains coherent structure. The question of applicability real (i.e., dissipative) MHD turbulence is examined. Results from several very long time numerical simulations on a 64(exp 3) grid are presented. It is seen that coherent structure begins to form before decay dominates over nonlinearity. The connection with inverse spectral cascades and selective decay will also be discussed.

Shebalin, John V.↗

Coherent Eigenmodes in Homogeneous MHD Turbulence

The statistical mechanics of Fourier models of ideal, homogeneous, incompressible magnetohydrodynamic (MHD) turbulence is discussed, along with their relevance for dissipative magnetofluids. Although statistical theory predicts that Fourier coefficients of fluid velocity and magnetic field are zero-mean random variables, numerical simulations clearly show that certain coefficients have a non-zero mean value that can be very large compared to the associated standard deviation, i.e., we have coherent structure. We use eigenanalysis of the modal covariance matrices in the probability density function to explain this phenomena in terms of `broken ergodicity', which is defined to occur when dynamical behavior does not match ensemble predictions on very long time-scales. We provide examples from 2-D and 3-D magnetohydrodynamic simulations of homogeneous turbulence, and show new results from long-time simulations of MHD turbulence with and without a mean magnetic field

Shebalin, John V.↗

The Statistical Mechanics of Ideal MHD Turbulence

Turbulence is a universal, nonlinear phenomenon found in all energetic fluid and plasma motion. In particular. understanding magneto hydrodynamic (MHD) turbulence and incorporating its effects in the computation and prediction of the flow of ionized gases in space, for example, are great challenges that must be met if such computations and predictions are to be meaningful. Although a general solution to the "problem of turbulence" does not exist in closed form, numerical integrations allow us to explore the phase space of solutions for both ideal and dissipative flows. For homogeneous, incompressible turbulence, Fourier methods are appropriate, and phase space is defined by the Fourier coefficients of the physical fields. In the case of ideal MHD flows, a fairly robust statistical mechanics has been developed, in which the symmetry and ergodic properties of phase space is understood. A discussion of these properties will illuminate our principal discovery: Coherent structure and randomness co-exist in ideal MHD turbulence. For dissipative flows, as opposed to ideal flows, progress beyond the dimensional analysis of Kolmogorov has been difficult. Here, some possible future directions that draw on the ideal results will also be discussed. Our conclusion will be that while ideal turbulence is now well understood, real turbulence still presents great challenges.

Shebalin, John V.↗

Statistical Theory of the Ideal MHD Geodynamo

A statistical theory of geodynamo action is developed, using a mathematical model of the geodynamo as a rotating outer core containing an ideal (i.e., no dissipation), incompressible, turbulent, convecting magnetofluid. On the concentric inner and outer spherical bounding surfaces the normal components of the velocity, magnetic field, vorticity and electric current are zero, as is the temperature fluctuation. This allows the use of a set of Galerkin expansion functions that are common to both velocity and magnetic field, as well as vorticity, current and the temperature fluctuation. The resulting dynamical system, based on the Boussinesq form of the magnetohydrodynamic (MHD) equations, represents MHD turbulence in a spherical domain. These basic equations (minus the temperature equation) and boundary conditions have been used previously in numerical simulations of forced, decaying MHD turbulence inside a sphere [1,2]. Here, the ideal case is studied through statistical analysis and leads to a prediction that an ideal coherent structure will be found in the form of a large-scale quasistationary magnetic field that results from broken ergodicity, an effect that has been previously studied both analytically and numerically for homogeneous MHD turbulence [3,4]. The axial dipole component becomes prominent when there is a relatively large magnetic helicity (proportional to the global correlation of magnetic vector potential and magnetic field) and a stationary, nonzero cross helicity (proportional to the global correlation of velocity and magnetic field). The expected angle of the dipole moment vector with respect to the rotation axis is found to decrease to a minimum as the average cross helicity increases for a fixed value of magnetic helicity and then to increase again when average cross helicity approaches its maximum possible value. Only a relatively small value of cross helicity is needed to produce a dipole moment vector that is aligned at approx.10deg with the rotation axis.

Shebalin, J. V.↗

Dipole Alignment in Rotating MHD Turbulence

We present numerical results from long-term CPU and GPU simulations of rotating, homogeneous, magnetohydrodynamic (MHD) turbulence, and discuss their connection to the spherically bounded case. We compare our numerical results with a statistical theory of geodynamo action that has evolved from the absolute equilibrium ensemble theory of ideal MHD turbulence, which is based on the ideal MHD invariants are energy, cross helicity and magnetic helicity. However, for rotating MHD turbulence, the cross helicity is no longer an exact invariant, although rms cross helicity becomes quasistationary during an ideal MHD simulation. This and the anisotropy imposed by rotation suggests an ansatz in which an effective, nonzero value of cross helicity is assigned to axisymmetric modes and zero cross helicity to non-axisymmetric modes. This hybrid statistics predicts a large-scale quasistationary magnetic field due to broken ergodicity , as well as dipole vector alignment with the rotation axis, both of which are observed numerically. We find that only a relatively small value of effective cross helicity leads to the prediction of a dipole moment vector that is closely aligned (less than 10 degrees) with the rotation axis. We also discuss the effect of initial conditions, dissipation and grid size on the numerical simulations and statistical theory.

Shebalin, John V.↗

Magnetohydrodynamic Turbulence and the Geodynamo

The ARES Directorate at JSC has researched the physical processes that create planetary magnetic fields through dynamo action since 2007. The "dynamo problem" has existed since 1600, when William Gilbert, physician to Queen Elizabeth I, recognized that the Earth was a giant magnet. In 1919, Joseph Larmor proposed that solar (and by implication, planetary) magnetism was due to magnetohydrodynamics (MHD), but full acceptance did not occur until Glatzmaier and Roberts solved the MHD equations numerically and simulated a geomagnetic reversal in 1995. JSC research produced a unique theoretical model in 2012 that provided a novel explanation of these physical observations and computational results as an essential manifestation of broken ergodicity in MHD turbulence. Research is ongoing, and future work is aimed at understanding quantitative details of magnetic dipole alignment in the Earth as well as in Mercury, Jupiter and its moon Ganymede, Saturn, Uranus, Neptune, and the Sun and other stars.

Shebalin, John V.↗