Coupling Molecular Dynamics and Lattice Boltzmann to Simulate Brownian Motion with Hydrodynamic Interactions

Size: px
Start display at page:

Download "Coupling Molecular Dynamics and Lattice Boltzmann to Simulate Brownian Motion with Hydrodynamic Interactions"

Transcription

1 Couplng Molecular Dynamcs and Lattce Boltzmann to Smulate Brownan Moton wth Hydrodynamc Interactons Burkhard Dünweg Max Planck Insttute for Polymer Research Ackermannweg 10, Manz, Germany and Department of Chemcal Engneerng, Monash Unversty, Melbourne, VIC 3800, Australa E-mal: In soft matter systems where Brownan consttuents are mmersed n a solvent, both thermal fluctuatons and hydrodynamc nteractons are mportant. The artcle outlnes a general scheme to smulate such systems by couplng Molecular Dynamcs for the Brownan partcles to a lattce Boltzmann algorthm for the solvent. By the example of a polymer chan mmersed n solvent, t s explctly demonstrated that ths approach yelds (essentally) the same results as Brownan Dynamcs. 1 Introducton Remark: The present contrbuton ntends to just gve a very bref overvew over the subject matter. It s an updated verson of a smlar artcle 1 that the author has wrtten on occason of the 2009 NIC wnter school. For more detaled nformaton, the reader s referred to a longer revew artcle, Ref. 2. Many soft matter systems are comprsed of Brownan partcles mmersed n a solvent. Prototypcal examples are collodal dspersons and polymer solutons, where the latter, n contrast to the former, are characterzed by non trval nternal degrees of freedom (here: the many possble conformatons of the macromolecule). Fundamental for these systems s the separaton of length and tme scales between large and slow Brownan partcles, and small and fast solvent partcles. Mesoscopc smulatons focus on the range of length and tme scales whch are, on the one hand, too small to allow a descrpton just n terms of contnuum mechancs of the overall system, but, on the other hand, large enough to allow the replacement of the solvent by a hydrodynamc contnuum. Ths latter approxmaton s much less severe than one would assume at frst glance; detaled Molecular Dynamcs smulatons have shown that hydrodynamcs works as soon as the length scale exceeds a few partcle dameters, and the tme scale a few collson tmes. To smulate such systems consstently, one has to take nto account that the length and tme scales are so small that thermal fluctuatons cannot be neglected. The Boltzmann number Bo (a term nvented by us) s a useful parameter for quantfyng how mportant fluctuatons are. Gven a certan spatal resoluton b (for example, the lattce spacng of a grd whch s used to smulate the flud dynamcs), we may ask ourselves how many solvent partclesn p correspond to the scaleb. On average, ths s gven byn p = ρb 3 /m p, whereρs the mass densty andm p the mass of a solvent partcle (and we assume a three 1

2 dmensonal system). The relatve mportance of fluctuatons s then gven by ( ) 1/2 Bo = Np 1/2 mp = ρb 3. (1) It should be noted that for an deal gas, where the occupaton statstcs s Possonan,Bo s just the relatve statstcal naccuracy of the random varablen p. In soft matter systems,b s usually small enough such that Bo s no longer neglgble. Furthermore, hydrodynamc nteractons must be modeled. In essence, ths term refers to dynamc correlatons between the Brownan partcles, medated by fast momentum transport through the solvent. The separaton of tme scales can be quantfed n terms of the so called Schmdt number Sc = η kn D, (2) where η kn = η/ρ s the knematc vscosty (rato of dynamc shear vscosty η and mass densty ρ) of the flud, measurng how quckly momentum propagates dffusvely through the solvent, andd s the dffuson constant of the partcles. Typcally, n a dense fludsc for the solvent partcles, whle for large Brownan partcles Sc s even much larger. Fnally, we may also often assume that the solvent dynamcs s n the creepng flow regme,. e. that the Reynolds number Re = ul η kn, (3) where u denotes the velocty of the flow and l ts typcal sze, s small. Ths s certanly true as long as the system s not drven strongly out of thermal equlbrum. These consderatons lead to the natural (but, n our opnon, not always correct) concluson that the method of choce to smulate such systems s Brownan Dynamcs (BD) 3. Here the Brownan partcles are dsplaced under the nfluence of partcle partcle forces, hydrodynamc drag forces (calculated from the partcle postons), and stochastc forces representng the thermal nose. However, the techncal problems to do ths effcently for a large number N of Brownan partcles are substantal. The calculaton of the drag forces nvolves the evaluaton of the hydrodynamc Green s functon, whch depends on the boundary condtons, and has an ntrnscally long range nature (such that all partcles nteract wth each other). Furthermore, these drag terms also determne the correlatons n the stochastc dsplacements, such that the generaton of the stochastc terms nvolves the calculaton of the matrx square root of a 3N 3N matrx. Recently, there has been substantal progress n the development of fast algorthms 4 ; however, currently there are only few groups who master these advanced and complcated technques. Apart from ths, the applcablty s somewhat lmted, snce the Green s functon must be re calculated for each new boundary condton, and ts valdty s questonable f the system s put under strong nonequlbrum condtons lke, e. g., a turbulent flow t should be noted that the Green s functon s calculated for low Re hydrodynamcs. Therefore, many soft matter researchers have rather chosen the alternatve approach, whch s to smulate the system ncludng the solvent degrees of freedom, wth explct momentum transport. The advantage of ths s a smple algorthm, whch scales lnearly wth the number of Brownan partcles, and s easly parallelzable, due to ts localty. The dsadvantage, however, s that one needs to smulate many more degrees of freedom than 2

3 those n whch one s genunely nterested and to do ths on the short nertal tme scales n whch one s not nterested ether. It s clear that such an approach nvolves essentally Molecular Dynamcs (MD) for the Brownan partcles. Many ways are possble how to smulate the solvent degrees of freedom, and how to couple them to the MD part. It s just the unversalty of hydrodynamcs that allows us to nvent many models whch all wll produce the correct physcs. The requrements are rather weak the solvent model has to just be compatble wth Naver Stokes hydrodynamcs on the macroscopc scale. Partcle methods nclude Dsspatve Partcle Dynamcs (DPD) and Mult Partcle Collson Dynamcs (MPCD) 5, whle lattce methods nvolve the drect soluton of the Naver Stokes equaton on a lattce, or lattce Boltzmann (LB). The latter s a method wth whch we have made qute good experence, both n terms of effcency and versatlty. The effcency comes from the nherent ease of memory management for a lattce model, combned wth ease of parallelzaton, whch comes from the hgh degree of localty: Essentally an LB algorthm just shfts populatons on a lattce, combned wth collsons, whch however only happen locally on a sngle lattce ste. The couplng to the Brownan partcles (smulated va MD) can ether be done va boundary condtons, or va an nterpolaton functon that ntroduces a dsspatve couplng between partcles and flud. In ths artcle, we wll focus on the latter method. 2 Couplng Scheme As long as we vew LB as just a solver for the Naver Stokes equaton, we may wrte down the equatons of moton for the coupled system as follows: d dt r = 1 p, m (4) d dt p = F c + F d + F f, (5) t ρ+ α j α = 0, (6) t j α + β π E αβ = β η αβγδ γ u δ +f h α + β σ f αβ. (7) Here, r, p and m are the postons, momenta, and masses of the Brownan partcles, respectvely. The forces F actng on the partcles are conservatve (c,. e. comng from the nterpartcle potental), dsspatve (d), and fluctuatng (f). The equatons of moton for the flud have been wrtten n tensor notaton, where Greek ndexes denote Cartesan components, and the Ensten summaton conventon s used. The frst equaton descrbes mass conservaton; the mass flux ρ u, where u s the flow velocty, s dentcal to the momentum densty j. The last equaton descrbes the tme evoluton of the flud momentum densty. In the absence of partcles, the flud momentum s conserved. Ths part s descrbed va the stress tensor, whch n turn s decomposed nto the conservatve Euler stress π E αβ, the dsspatve stress η αβγδ γ u δ, and the fluctuatng stress σ f αβ. The nfluence of the partcles s descrbed va an external force densty f h. The couplng to a partcles ntroduced va an nterpolaton procedure where frst the flow veloctes from the surroundng stes are averaged over to yeld the flow velocty rght 3

4 at the poston of. In the contnuum lmt, ths s wrtten as u u( r ) = d 3 r ( r, r ) u( r), (8) where ( r, r ) s a weght functon wth compact support, satsfyng d 3 r ( r, r ) = 1. (9) Secondly, each partcle s assgned a phenomenologcal frcton coeffcent Γ, and ths allows us to calculate the frcton force on partcle : ( ) F d p = Γ u. (10) m A Langevn nose term F f s added to the partcle equaton of moton, n order to compensate the dsspatve losses that come from F d. F f satsfes the standard fluctuaton dsspaton relaton F f α = 0, (11) F f α (t)ff jβ (t ) = 2k B TΓ δ j δ αβ δ(t t ), (12) where T s s the absolute temperature and k B the Boltzmann constant. Whle the conservatve forces F c conserve the total momentum of the partcle system, as a result of Newton s thrd law, the dsspatve and fluctuatng terms ( F d and F f ) do not. The assocated momentum transfer must therefore have come from the flud. The overall momentum must be conserved, however. Ths means that the force term enterng the Naver Stokes equaton must just balance these forces. One easly sees that the choce f h ( r) = ( F d + ) F f ( r, r ) (13) satsfes ths crteron. It should be noted that we use the same weght functon to nterpolate the forces back onto the flud; ths s necessary to satsfy the fluctuaton dsspaton theorem for the overall system,. e. to smulate a well defned constant temperature ensemble. The detaled proof of the thermodynamc consstency of the procedure can be found n Ref. 2. We stll need to specfy the remanng terms n the Naver Stokes equaton. The vscosty tensor η αβγδ descrbes an sotropc Newtonan flud: η αβγδ = η (δ αγ δ βδ +δ αδ δ βγ 23 ) δ αβδ γδ +η b δ αβ δ γδ, (14) wth shear and bulk vscostes η and η b. Ths tensor also appears n the covarance matrx of the fluctuatng (Langevn) stressσ f αβ : σ f αβ = 0, (15) σ f αβ ( r,t)σf γδ ( r,t ) = 2k B Tη αβγδ δ( r r )δ(t t ). (16) 4

5 Fnally, the Euler stress π E αβ = pδ αβ +ρu α u β (17) descrbes the equaton of state of the flud (p s the thermodynamc pressure), and convectve momentum transport. 3 Low Mach Number Physcs At ths pont an mportant smplfcaton can be made. The equaton of state only matters for flow veloctes u that are comparable wth the speed of sound c s,. e. for whch the Mach number Ma = u c s (18) s large. In the low Mach number regme, the flow may be consdered as effectvely ncompressble (although no ncompressblty constrant s mposed n the algorthm). The Mach number should not be confused wth the Reynolds number Re, whch rather measures whether nertal effects are mportant. Now t turns out that essentally all soft matter applcatons lve n the low Ma regme. Furthermore, largema s anyway naccessble to the LB algorthm, snce t provdes only a fnte set of lattce veloctes and these essentally determne the value of c s. In other words, the LB algorthm smply cannot realstcally represent flows whose velocty s not small compared to c s. For ths reason, the detals of the equaton of state do not matter, and therefore one chooses the system that s by far the easest the deal gas. Here the equaton of state for a system at temperaturet may be wrtten as k B T = m p c 2 s. (19) In the D3Q19 model (the most popular standard LB model n three dmensons, usng nneteen lattce veloctes, see below) t turns out that the speed of sound s gven by b 2 c 2 s = 1 3h2, (20) where b s the lattce spacng and h the tme step. Therefore the Boltzmann number can also be wrtten as ( ) 1/2 ( mp 3kB Th 2 ) 1/2 Bo = ρb 3 = ρb 5. (21) 4 Lattce Boltzmann 1: Statstcal Mechancs The lattce Boltzmann algorthm starts from a regular grd wth stes r and lattce spacng b, plus a tme step h. We then ntroduce a small set of veloctes c such that c h connects two nearby lattce stes on the grd. In the D3Q19 model, the lattce s smple cubc, and the nneteen veloctes correspond to the sx nearest and twelve next nearest neghbors, plus a zero velocty. On each lattce ste r at tmet, there are nneteen populatonsn ( r,t). 5

6 Each populaton s nterpreted as the mass densty correspondng to velocty c. The total mass and momentum densty are therefore gven by ρ( r,t) = j( r,t) = n ( r,t), (22) n ( r,t) c, (23) such that the flow velocty s obtaned va u = j/ρ. The number of lattce Boltzmann partcles whch correspond ton s gven by ν = n b 3 m p n µ, (24) wherem p s the mass of a lattce Boltzmann partcle, andµthe correspondng mass densty. It should be noted that µ s a measure of the thermal fluctuatons n the system, snce, accordng to Eq. 21, one has Bo 2 = µ/ρ. If we now assume a velocty bn to be n thermal contact wth a large reservor of partcles, the probablty densty for ν s Possonan. Furthermore, f we assume that the velocty bns are statstcally ndependent, but take nto account that mass and momentum densty are fxed (these varables are conserved quanttes durng an LB collson step and should therefore be handled lke conserved quanttes n a mcrocanoncal ensemble), we fnd ( ) ( ν ν P ({ν }) e ν δ µ ) ( ν ρ δ µ ) ν c j. (25) ν! for the probablty densty of the varables ν. Ths must be vewed as the statstcs whch descrbes the local (sngle ste) equlbrum under the condton of fxed values of the hydrodynamc varables ρ and j. The parameter ν s the mean occupaton mposed by the reservor, and we assume that t s gven by ν = a c ρ µ, (26) where a c > 0 s a weght factor correspondng to the neghbor shell wth speed c. From normalzaton and cubc symmetry we know that the low order velocty moments of the weghts must have the form a c = 1, (27) a c c α = 0, (28) a c c α c β = σ 2 δ αβ, (29) a c c α c β c γ = 0, (30) a c c α c β c γ c δ = κ 4 δ αβγδ +σ 4 (δ αβ δ γδ +δ αγ δ βδ +δ αδ δ βγ ), (31) 6

7 where σ 2, σ 4, κ 4 are yet undetermned constants, whle δ αβγδ s unty f all four ndexes are the same and zero otherwse. Employng Strlng s formula for the factoral, t s straghtforward to fnd the set of populatons n eq whch maxmzes P under the constrants of gven ρ and j. Up to second order nu(low Mach number!) the soluton s gven by ( ) n eq = ρa c 1+ u c + ( u c ) 2 σ 2 2σ2 2 u2. (32) 2σ 2 The low order moments of the equlbrum populatons are then gven by n eq = ρ, (33) n eq c α = j α, (34) n eq c αc β = ρc 2 sδ αβ +ρu α u β. (35) The frst two equatons are just the mposed constrants, whle the last one (meanng that the second moment s just the hydrodynamc Euler stress) follows from mposng two addtonal condtons, whch s to choose the weghts a c such that they satsfy κ 4 = 0 and σ 4 = σ 2 2(= c 4 s). From the Chapman Enskog analyss of the LB dynamcs (see below) t follows that the asymptotc behavor n the lmt of large length and tme scales s compatble wth the Naver Stokes equaton only f Eq. 35 holds, and ths n turn s only possble f the abovementoned sotropy condtons are satsfed. Together wth the normalzaton condton, we thus obtan a set of three equatons for the a c. Therefore at least three neghbor shells are needed to satsfy these condtons, and ths s the reason for choosng a nneteen velocty model. For D3Q19, one thus obtans a c = 1/3 for the zero velocty, 1/18 for the nearest neghbors, and 1/36 for the next nearest neghbors. Furthermore, one fnds c 2 s = σ 2 = (1/3)b 2 /h 2. For the fluctuatons around the most probable populatons n eq, n neq = n n eq, (36) we employ a saddle pont approxmaton and approxmate u by zero. Ths yelds ( P ({n neq }) exp ) ( ) ( ) (n neq ) 2 δ n neq 2µρa c δ c n neq. (37) We now ntroduce normalzed fluctuatons va ˆn neq = nneq µρa c (38) and transform to normalzed modes (symmetry adapted lnear combnatons of the n, see Ref. 2) ˆm neq k va an orthonormal transformaton ê k : ˆm neq k = ê kˆn neq, (39) 7

8 k = 0,...,18, and obtan P ({m k }) exp 1 2 k 4 m 2 k. (40) It should be noted that the modes number zero to three have been excluded; they are just the conserved mass and momentum denstes. 5 Lattce Boltzmann 2: Stochastc Collsons A collson step conssts of re-arrangng the set of n on a gven lattce ste such that both mass and momentum are conserved. Snce the algorthm should smulate thermal fluctuatons, ths should be done n a way that s () stochastc and () consstent wth the developed statstcal mechancal model. Ths s straghtforwardly mposed by requrng that the collson s nothng but a Monte Carlo procedure, where a Monte Carlo step transforms the pre collsonal set of populatons,n, to the post collsonal one,n. Consstency wth statstcal mechancs can be acheved by requrng that the Monte Carlo update satsfes the condton of detaled balance. Most easly ths s done n terms of the normalzed modes ˆm k, whch we update accordng to the rule (k 4) ˆm k = γ k ˆm k + 1 γk 2r k. (41) Here the γ k are relaxaton parameters wth 1 < γ k < 1, and the r k are statstcally ndependent Gaussan random numbers wth zero mean and unt varance. Mass and momentum are automatcally conserved snce the correspondng modes are not updated. Comparson wth Eq. 40 shows that the procedure ndeed does satsfy detaled balance. The parameters γ k can n prncple be chosen at wll; however, they should be compatble wth symmetry. For example, mode number four corresponds to the bulk stress, wth a relaxaton parameter γ b, whle modes number fve to nne correspond to the fve shear stresses, whch form a symmetry multplett. Therefore one must choose γ 5 =... = γ 9 = γ s. For the remanng knetc modes one often usesγ k = 0 for smplcty, but ths s not necessary. 6 Lattce Boltzmann 3: Chapman Enskog Expanson The actual LB algorthm now conssts of alternatng collson and streamng steps, as summarzed n the LB equaton (LBE): n ( r + c h,t+h) = n ( r,t) = n ( r,t)+ {n ( r,t)}. (42) The populatons are frst re arranged on the lattce ste; ths s descrbed by the so called collson operator. The resultng post collsonal populatonsn are then propagated to the neghborng stes, as expressed by the left hand sde of the equaton. After that, the next collson step s done, etc.. The collson step may nclude momentum transfer as a result of external forces (for detals, see Ref. 2); apart from that, t s just gven by the update procedure outlned n the prevous secton. 8

9 A convenent way to fnd the dynamc behavor of the algorthm on large length and tme scales s a mult tme scale analyss. One ntroduces a coarse graned ruler by transformng from the orgnal coordnates r to new coordnates r 1 va r 1 = ǫ r, (43) where ǫ s a dmensonless parameter wth 0 < ǫ 1. The ratonale behnd ths s the fact that any reasonable value for the scale r 1 wll automatcally force r to be large. In other words: By consderng the lmtǫ 0 we automatcally focus our attenton on large length scales. The same s done for the tme; however, here we ntroduce two scales va and t 1 = ǫt (44) t 2 = ǫ 2 t. (45) The reason for ths s that one needs to consder both wave lke phenomena, whch happen on thet 1 tme scale (. e. the real tme s moderately large), and dffusve processes (where the real tme s very large). We now wrte the LB varables as a functon of r 1,t 1,t 2 nstead of r,t. Snce changng ǫ at fxed r 1 changes r and thus n, we must take nto account that the LB varables depend on ǫ: The same s true for the collson operator: n = n (0) +ǫn (1) +ǫ 2 n (2) +O(ǫ 3 ). (46) = (0) +ǫ (1) +ǫ 2 (2) +O(ǫ 3 ). (47) In terms of the new varables, the LBE s wrtten as n ( r 1 +ǫ c h,t 1 +ǫh,t 2 +ǫ 2 h) n ( r 1,t 1,t 2 ) =. (48) Now, one systematcally Taylor expands the equaton up to order ǫ 2. Sortng by order yelds a herarchy of LBEs of whch one takes the zeroth, frst, and second velocty moment. Systematc analyss of ths set of moment equatons (for detals, see Ref. 2) shows that the LB procedure, as t has been developed n the prevous sectons, ndeed yelds the fluctuatng Naver Stokes equatons n the asymptotc ǫ 0 lmt however only for low Mach numbers; n the hgh Mach number regme, where terms of order u 3 /c 3 s can no longer be neglected, the dynamcs defntely devates from Naver Stokes. In partcular, ths analyss shows that the zeroth order populatons must be dentfed wth n eq, and that t s necessary that ths encodes the Euler stress va sutably chosen weghts a c. Furthermore, one fnds explct expressons for the vscostes: η = hρc2 s 2 η b = hρc2 s 3 1+γ s 1 γ s, (49) 1+γ b 1 γ b. (50) 9

10 7 A Polymer Chan n Solvent In Ref. 6 we explctly amed at a comparson between BD and coupled LB MD for the same system. We chose a well studed standard benchmark system, a sngle bead sprng polymer chan ofn monomers n good solvent n thermal equlbrum. The BD algorthm s realzed va r α (t+h) = r α (t)+(k B T) 1 D jαβ F jβ h+ 2hB jαβ W jβ, = 1,2,...,N. (51) Here r s the coordnate of the th partcle, h s the BD tme step, D j s the dffuson tensor couplng partclesandj, and F j denotes the determnstc force on partclej (here sprng force and excluded volume force). We assume summaton conventon wth respect to both Cartesan and partcle ndexes. The tensor B j s the matrx square root of D j, D jαβ = B kαγ B jkβγ, (52) whle W s a dscretzed Wener process, W α = 0 and W α W jβ = δ j δ αβ. For the dffuson tensor we used the Rotne Prager tensor. The computatonally most demandng part s the calculaton of the matrx square root. The exact numercal soluton of ths problem va Cholesky decomposton has a computatonal complexty O(N 3 ). We therefore rather used Fxman s trck 7, 8 to speed up the calculatons. Ths s based on the observaton that the square root functon, f vewed as a functon actng on real numbers, needs to be evaluated only wthn a fnte nterval, spannng from the smallest to the largest egenvalue. Snce ths nterval does not contan the sngularty at zero, a truncated (Chebyshev) polynomal expanson approxmates the functon qute well. The same expanson can then also be used to evaluate the matrx square root. The number of terms needed s emprcally found to scale as O(N 0.25 ). Furthermore, for each term one needs to do a matrx tmes vector operaton, whch scales as O(N 2 ), such that the algorthm n total has a computatonal complexty O(N 2.25 ). We dd not employ an FFT based superfast BD algorthm 4 ; ths would have been qute complcated, and also requred to assume a smulaton box of sze L 3 wth perodc bondary condtons, such that an extrapolaton L would have been necessary. Such a fnte box sze, combned wth an extrapolaton, s however precsely what s needed for LB MD. We therefore ran these smulatons for at least three dfferent values of L n order to allow for meanngful extrapolatons (and used the total tme for these three systems to estmate our CPU effort). The typcal box szes that are needed are gven by the requrement that the polymer chan should ft ncely nto the box, wthout much back foldng. Snce n a good solvent the polymer radus R scales as R N ν, where ν 0.59 s the Flory exponent, we fnd L 3 N 3ν. Furthermore, the computatonal cost s completely domnated by the operatons requred to run the solvent, and hence the computatonal complexty s O(N 3ν ) = O(N 1.8 ). We see that ths s slghtly better than BD; however, the prefactor s much smaller for BD. In practce, we fnd that BD s roughly two orders of magntude faster than LB MD, for the typcal chan lengths used n smulatons, see Fg. 1. The stuaton s expected to be qute dfferent when one studes a semdlute soluton, where the monomer concentraton s stll qute low (such that the LB MD CPU effort s stll domnated by the solvent), but the chans are so long that they strongly overlap. For 10

11 Fgure 1. Comparson of the CPU tme needed by the LB MD and BD systems for the equvalent of 1000 LB MD tme steps for varous chan lengthsn. From Ref. 6. example, Ref. 9 studed 50 chans of length N = 1000, beng well n the semdlute regme. Whle the addtonal chans for the LB MD system pose essentally no computatonal burden at all (rather on the contrary: Flory screenng makes the chans shrnk, such that one can afford to run the smulaton n a somewhat smaller box), the BD effort (for our algorthm) s expected to ncrease by a factor of ,. e. more than three orders of magntude or even more, snce one needs a more complcated scheme to evaluate the hydrodynamc nteractons for a perodc system. In other words: For such a system, BD can at best be compettve f the superfast 4 verson s mplemented and to our knowledge, ths has not yet been tested. In order to allow a meanngful comparson, both systems have to be run for the same system and the same parameters. Ths mples, frstly, dentcal nteracton potentals between the beads, and the same temperature. From ths one concludes (and numercally verfes) that the statc propertes lke gyraton radus, statc structure factor, etc., must all be dentcal. For the dynamcs, t s mportant that both smulatons are run wth the same value for the shear vscosty η, whch s easy to acheve, plus wth the same value for the monomerc frcton coeffcent. At ths pont, one has to take nto account that the frcton coeffcent ζ that appears n the BD algorthm (on the dagonal of the dffuson tensor) s a long tme frcton coeffcent, whch descrbes the asymptotc statonary velocty v of a partcle that s dragged through the flud wth a force F, F = ζ v, whle the frcton coeffcent Γ that appears n the LB MD algorthm va the couplng prescrpton F = Γ( v u) (see Eq. 10) s a correspondng short tme coeffcent that does not yet take the backflow effects nto account. Indeed, for an experment n whch a partcle s dragged through the 11

12 Fgure 2. The dmensonless long tme dffuson constant for the center of mass at varous box lengths L. From Ref. 6 LB flud, t s clear that the flow velocty u wll be nonzero, and typcally slghtly smaller than v. Hence, F = ζ v = Γ( v u),. e. ζ s smaller thanγ. Snce hydrodynamcs allows us to estmate u up to a numercal prefactorg va a Stokes lke formula, F = gηa u, where a s the range of the nterpolaton scheme, one fnds (see also Ref. 2) ζ 1 = Γ 1 +(gηa) 1. (53) For nearest neghbor lnear nterpolaton, one fnds g 25 f a s dentfed wth the LB lattce spacng. One hence needs to choose the Γ value n the LB MD smulatons n such a way that t reproduces the BD ζ value. The dffuson constant of the LB MD chan depends on the box sze, as a result of the hydrodynamc nteracton wth the perodc mages. Snce the latter decays lke r 1, one concludes an L 1 fnte sze effect, whch s ncely borne out by the data of Fg. 2. From these data one sees also that for an accurate descrpton of the dynamcs t s necessary to not only thermalze the stress modes n the LB algorthm (only these matter n the strct hydrodynamc lmt), but also the knetc modes, as suggested by the more mcroscopc theory outlned above. Takng the fnte sze effect and the proper thermalzaton nto account, the remanng devaton between BD and LB MD s only a few percent. The nternal Rouse modes of the chan are defned as (p = 1,2,...,N 1) X p = 1 N N [ pπ r n cos N n=1 ( n 1 2 )]. (54) Fgure 3 shows the decay of the normalzed mode autocorrelaton functon up to p = 5. Obvously the agreement wth BD s qute good,. e. the fnte sze effect s qute weak. The reason s the followng: The dffuson constant corresponds to the frcton of the chan 12

13 Fgure 3. Normalzed autocorrelaton functon of the frst 5 Rouse modes X p for LB MD smulatons at fxed L = 25 and BD smulatons at L. From Ref. 6. Fgure 4. The autocorrelaton functon for the frst Rouse mode X 1 at a fnte tme value of t = 700 for LB MD smulatons at varous box lengths L and BD smulatons at L. From Ref. 6. as a whole,. e. to an experment where the chan s beng dragged through the flud wth a constant force. Ths gves rse to a flow feld that decays lker 1, and thus anl 1 fnte sze effect. Ths total force may also be vewed as the monopole moment of a dstrbuton of forces actng on the polymer. The Rouse modes however study the nternal moton of 13

14 the chan,. e. n the center of mass system. Therefore, the monopole contrbuton of the forces has been subtracted, and only hghr order multpole moments reman. The dpole contrbuton vanshes for symmetry reasons,. e. the frst hgher order multpole s the quadrupole (ths may be vaguely understood by recallng that the mass dstrbuton has a monopole and a quadrupole moment, but not a dpole moment). The quadrupolar flow feld decays lke r 3, and hence one expects an L 3 fnte sze effect. For a more detaled dervaton, see Ref. 10. Ths fnte sze effect s ndeed observed, see Fg. 4, demonstratng that on the one hand the system s theoretcally qute well understood, and that on the other hand such smulatons are nowadays so accurate that even rather subtle effects can be analyzed unambguously. References 1. B. Dünweg, Computer smulatons of systems wth hydrodynamc nteractons: The coupled Molecular Dynamcs - lattce Boltzmann approach, n: Multscale Smulaton Methods n Molecular Scences, J. Grotendorst, N. Attg, S. Blügel, and D. Marx, (Eds.). Forschungszentrum Jülch, Jülch, B. Dünweg and A. J. C. Ladd, Lattce Boltzmann smulatons of soft matter systems, Advances n Polymer Scence, 221, 89, G. Nägele, Brownan dynamcs smulatons, n: Computatonal Condensed Matter Physcs, S. Blügel, G. Gompper, E. Koch, H. Müller-Krumbhaar, R. Spatschek, and R. G. Wnkler, (Eds.). Forschungszentrum Jülch, Jülch, A. J. Bancho and J. F. Brady, Journal of Chemcal Physcs, 118, 10323, M. Rpoll, Mesoscale hydrodynamcs smulatons, n: Computatonal Condensed Matter Physcs, S. Blügel, G. Gompper, E. Koch, H. Müller-Krumbhaar, R. Spatschek, and R. G. Wnkler, (Eds.). Forschungszentrum Jülch, Jülch, Tr T. Pham, Ulf D. Schller, J. Rav Prakash, and B. Dünweg, Journal of Chemcal Physcs, 131, , M. Fxman, Macromolecules, 19, 1204, R. M. Jendrejack, M. D. Graham, and J. J. De Pablo, Journal of Chemcal Physcs, 113, 2894, P. Ahlrchs, R. Everaers, and B. Dünweg, Physcal Revew E, 64, , P. Ahlrchs and B. Dünweg, Journal of Chemcal Physcs, 111, 8225,

Introduction to the lattice Boltzmann method

Introduction to the lattice Boltzmann method Introducton to LB Introducton to the lattce Boltzmann method Burkhard Dünweg Max Planck Insttute for Polymer Research Ackermannweg 10, D-55128 Manz, Germany duenweg@mpp-manz.mpg.de Introducton Naver-Stokes

More information

Progress in the Understanding of the Fluctuating Lattice Boltzmann Equation

Progress in the Understanding of the Fluctuating Lattice Boltzmann Equation Progress n the Understandng of the Fluctuatng Lattce Boltzmann Equaton Burkhard Dünweg a, Ulf D. Schller a, Anthony J. C. Ladd b a Max Planck Insttute for Polymer Research, Ackermannweg 10, D-55128 Manz,

More information

(Online First)A Lattice Boltzmann Scheme for Diffusion Equation in Spherical Coordinate

(Online First)A Lattice Boltzmann Scheme for Diffusion Equation in Spherical Coordinate Internatonal Journal of Mathematcs and Systems Scence (018) Volume 1 do:10.494/jmss.v1.815 (Onlne Frst)A Lattce Boltzmann Scheme for Dffuson Equaton n Sphercal Coordnate Debabrata Datta 1 *, T K Pal 1

More information

Lecture 14: Forces and Stresses

Lecture 14: Forces and Stresses The Nuts and Bolts of Frst-Prncples Smulaton Lecture 14: Forces and Stresses Durham, 6th-13th December 2001 CASTEP Developers Group wth support from the ESF ψ k Network Overvew of Lecture Why bother? Theoretcal

More information

Numerical Heat and Mass Transfer

Numerical Heat and Mass Transfer Master degree n Mechancal Engneerng Numercal Heat and Mass Transfer 06-Fnte-Dfference Method (One-dmensonal, steady state heat conducton) Fausto Arpno f.arpno@uncas.t Introducton Why we use models and

More information

LATTICE BOLTZMANN SIMULATIONS OF SOFT

LATTICE BOLTZMANN SIMULATIONS OF SOFT LATTICE BOLTZMANN SIMULATIONS OF SOFT MATTER SYSTEMS Burkhard Dünweg 1 and Anthony J. C. Ladd 2 1 Max Planck Insttute for Polymer Research Ackermannweg 10, 55128 Manz, Germany duenweg@mpp-manz.mpg.de 2

More information

Physics 5153 Classical Mechanics. D Alembert s Principle and The Lagrangian-1

Physics 5153 Classical Mechanics. D Alembert s Principle and The Lagrangian-1 P. Guterrez Physcs 5153 Classcal Mechancs D Alembert s Prncple and The Lagrangan 1 Introducton The prncple of vrtual work provdes a method of solvng problems of statc equlbrum wthout havng to consder the

More information

Thermodynamics and statistical mechanics in materials modelling II

Thermodynamics and statistical mechanics in materials modelling II Course MP3 Lecture 8/11/006 (JAE) Course MP3 Lecture 8/11/006 Thermodynamcs and statstcal mechancs n materals modellng II A bref résumé of the physcal concepts used n materals modellng Dr James Ellott.1

More information

One-sided finite-difference approximations suitable for use with Richardson extrapolation

One-sided finite-difference approximations suitable for use with Richardson extrapolation Journal of Computatonal Physcs 219 (2006) 13 20 Short note One-sded fnte-dfference approxmatons sutable for use wth Rchardson extrapolaton Kumar Rahul, S.N. Bhattacharyya * Department of Mechancal Engneerng,

More information

Lecture 7: Boltzmann distribution & Thermodynamics of mixing

Lecture 7: Boltzmann distribution & Thermodynamics of mixing Prof. Tbbtt Lecture 7 etworks & Gels Lecture 7: Boltzmann dstrbuton & Thermodynamcs of mxng 1 Suggested readng Prof. Mark W. Tbbtt ETH Zürch 13 März 018 Molecular Drvng Forces Dll and Bromberg: Chapters

More information

CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE

CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE Analytcal soluton s usually not possble when exctaton vares arbtrarly wth tme or f the system s nonlnear. Such problems can be solved by numercal tmesteppng

More information

Tensor Smooth Length for SPH Modelling of High Speed Impact

Tensor Smooth Length for SPH Modelling of High Speed Impact Tensor Smooth Length for SPH Modellng of Hgh Speed Impact Roman Cherepanov and Alexander Gerasmov Insttute of Appled mathematcs and mechancs, Tomsk State Unversty 634050, Lenna av. 36, Tomsk, Russa RCherepanov82@gmal.com,Ger@npmm.tsu.ru

More information

ELASTIC WAVE PROPAGATION IN A CONTINUOUS MEDIUM

ELASTIC WAVE PROPAGATION IN A CONTINUOUS MEDIUM ELASTIC WAVE PROPAGATION IN A CONTINUOUS MEDIUM An elastc wave s a deformaton of the body that travels throughout the body n all drectons. We can examne the deformaton over a perod of tme by fxng our look

More information

Entropy generation in a chemical reaction

Entropy generation in a chemical reaction Entropy generaton n a chemcal reacton E Mranda Área de Cencas Exactas COICET CCT Mendoza 5500 Mendoza, rgentna and Departamento de Físca Unversdad aconal de San Lus 5700 San Lus, rgentna bstract: Entropy

More information

A particle in a state of uniform motion remain in that state of motion unless acted upon by external force.

A particle in a state of uniform motion remain in that state of motion unless acted upon by external force. The fundamental prncples of classcal mechancs were lad down by Galleo and Newton n the 16th and 17th centures. In 1686, Newton wrote the Prncpa where he gave us three laws of moton, one law of gravty,

More information

Inductance Calculation for Conductors of Arbitrary Shape

Inductance Calculation for Conductors of Arbitrary Shape CRYO/02/028 Aprl 5, 2002 Inductance Calculaton for Conductors of Arbtrary Shape L. Bottura Dstrbuton: Internal Summary In ths note we descrbe a method for the numercal calculaton of nductances among conductors

More information

Lecture 4. Macrostates and Microstates (Ch. 2 )

Lecture 4. Macrostates and Microstates (Ch. 2 ) Lecture 4. Macrostates and Mcrostates (Ch. ) The past three lectures: we have learned about thermal energy, how t s stored at the mcroscopc level, and how t can be transferred from one system to another.

More information

Supplementary Notes for Chapter 9 Mixture Thermodynamics

Supplementary Notes for Chapter 9 Mixture Thermodynamics Supplementary Notes for Chapter 9 Mxture Thermodynamcs Key ponts Nne major topcs of Chapter 9 are revewed below: 1. Notaton and operatonal equatons for mxtures 2. PVTN EOSs for mxtures 3. General effects

More information

Econ107 Applied Econometrics Topic 3: Classical Model (Studenmund, Chapter 4)

Econ107 Applied Econometrics Topic 3: Classical Model (Studenmund, Chapter 4) I. Classcal Assumptons Econ7 Appled Econometrcs Topc 3: Classcal Model (Studenmund, Chapter 4) We have defned OLS and studed some algebrac propertes of OLS. In ths topc we wll study statstcal propertes

More information

Density matrix. c α (t)φ α (q)

Density matrix. c α (t)φ α (q) Densty matrx Note: ths s supplementary materal. I strongly recommend that you read t for your own nterest. I beleve t wll help wth understandng the quantum ensembles, but t s not necessary to know t n

More information

8.592J: Solutions for Assignment 7 Spring 2005

8.592J: Solutions for Assignment 7 Spring 2005 8.59J: Solutons for Assgnment 7 Sprng 5 Problem 1 (a) A flament of length l can be created by addton of a monomer to one of length l 1 (at rate a) or removal of a monomer from a flament of length l + 1

More information

Implicit Integration Henyey Method

Implicit Integration Henyey Method Implct Integraton Henyey Method In realstc stellar evoluton codes nstead of a drect ntegraton usng for example the Runge-Kutta method one employs an teratve mplct technque. Ths s because the structure

More information

Module 1 : The equation of continuity. Lecture 1: Equation of Continuity

Module 1 : The equation of continuity. Lecture 1: Equation of Continuity 1 Module 1 : The equaton of contnuty Lecture 1: Equaton of Contnuty 2 Advanced Heat and Mass Transfer: Modules 1. THE EQUATION OF CONTINUITY : Lectures 1-6 () () () (v) (v) Overall Mass Balance Momentum

More information

University of Washington Department of Chemistry Chemistry 453 Winter Quarter 2015

University of Washington Department of Chemistry Chemistry 453 Winter Quarter 2015 Lecture 2. 1/07/15-1/09/15 Unversty of Washngton Department of Chemstry Chemstry 453 Wnter Quarter 2015 We are not talkng about truth. We are talkng about somethng that seems lke truth. The truth we want

More information

Prof. Dr. I. Nasser Phys 630, T Aug-15 One_dimensional_Ising_Model

Prof. Dr. I. Nasser Phys 630, T Aug-15 One_dimensional_Ising_Model EXACT OE-DIMESIOAL ISIG MODEL The one-dmensonal Isng model conssts of a chan of spns, each spn nteractng only wth ts two nearest neghbors. The smple Isng problem n one dmenson can be solved drectly n several

More information

Electrical double layer: revisit based on boundary conditions

Electrical double layer: revisit based on boundary conditions Electrcal double layer: revst based on boundary condtons Jong U. Km Department of Electrcal and Computer Engneerng, Texas A&M Unversty College Staton, TX 77843-318, USA Abstract The electrcal double layer

More information

High resolution entropy stable scheme for shallow water equations

High resolution entropy stable scheme for shallow water equations Internatonal Symposum on Computers & Informatcs (ISCI 05) Hgh resoluton entropy stable scheme for shallow water equatons Xaohan Cheng,a, Yufeng Ne,b, Department of Appled Mathematcs, Northwestern Polytechncal

More information

Open Systems: Chemical Potential and Partial Molar Quantities Chemical Potential

Open Systems: Chemical Potential and Partial Molar Quantities Chemical Potential Open Systems: Chemcal Potental and Partal Molar Quanttes Chemcal Potental For closed systems, we have derved the followng relatonshps: du = TdS pdv dh = TdS + Vdp da = SdT pdv dg = VdP SdT For open systems,

More information

Mathematical Preparations

Mathematical Preparations 1 Introducton Mathematcal Preparatons The theory of relatvty was developed to explan experments whch studed the propagaton of electromagnetc radaton n movng coordnate systems. Wthn expermental error the

More information

The Feynman path integral

The Feynman path integral The Feynman path ntegral Aprl 3, 205 Hesenberg and Schrödnger pctures The Schrödnger wave functon places the tme dependence of a physcal system n the state, ψ, t, where the state s a vector n Hlbert space

More information

PHYS 705: Classical Mechanics. Calculus of Variations II

PHYS 705: Classical Mechanics. Calculus of Variations II 1 PHYS 705: Classcal Mechancs Calculus of Varatons II 2 Calculus of Varatons: Generalzaton (no constrant yet) Suppose now that F depends on several dependent varables : We need to fnd such that has a statonary

More information

Linear Approximation with Regularization and Moving Least Squares

Linear Approximation with Regularization and Moving Least Squares Lnear Approxmaton wth Regularzaton and Movng Least Squares Igor Grešovn May 007 Revson 4.6 (Revson : March 004). 5 4 3 0.5 3 3.5 4 Contents: Lnear Fttng...4. Weghted Least Squares n Functon Approxmaton...

More information

Lecture 17 : Stochastic Processes II

Lecture 17 : Stochastic Processes II : Stochastc Processes II 1 Contnuous-tme stochastc process So far we have studed dscrete-tme stochastc processes. We studed the concept of Makov chans and martngales, tme seres analyss, and regresson analyss

More information

Brownian-Dynamics Simulation of Colloidal Suspensions with Kob-Andersen Type Lennard-Jones Potentials 1

Brownian-Dynamics Simulation of Colloidal Suspensions with Kob-Andersen Type Lennard-Jones Potentials 1 Brownan-Dynamcs Smulaton of Collodal Suspensons wth Kob-Andersen Type Lennard-Jones Potentals 1 Yuto KIMURA 2 and Mcho TOKUYAMA 3 Summary Extensve Brownan-dynamcs smulatons of bnary collodal suspenton

More information

Uncertainty and auto-correlation in. Measurement

Uncertainty and auto-correlation in. Measurement Uncertanty and auto-correlaton n arxv:1707.03276v2 [physcs.data-an] 30 Dec 2017 Measurement Markus Schebl Federal Offce of Metrology and Surveyng (BEV), 1160 Venna, Austra E-mal: markus.schebl@bev.gv.at

More information

Chapter 5. Solution of System of Linear Equations. Module No. 6. Solution of Inconsistent and Ill Conditioned Systems

Chapter 5. Solution of System of Linear Equations. Module No. 6. Solution of Inconsistent and Ill Conditioned Systems Numercal Analyss by Dr. Anta Pal Assstant Professor Department of Mathematcs Natonal Insttute of Technology Durgapur Durgapur-713209 emal: anta.bue@gmal.com 1 . Chapter 5 Soluton of System of Lnear Equatons

More information

Thermodynamics General

Thermodynamics General Thermodynamcs General Lecture 1 Lecture 1 s devoted to establshng buldng blocks for dscussng thermodynamcs. In addton, the equaton of state wll be establshed. I. Buldng blocks for thermodynamcs A. Dmensons,

More information

Temperature. Chapter Heat Engine

Temperature. Chapter Heat Engine Chapter 3 Temperature In prevous chapters of these notes we ntroduced the Prncple of Maxmum ntropy as a technque for estmatng probablty dstrbutons consstent wth constrants. In Chapter 9 we dscussed the

More information

LOW BIAS INTEGRATED PATH ESTIMATORS. James M. Calvin

LOW BIAS INTEGRATED PATH ESTIMATORS. James M. Calvin Proceedngs of the 007 Wnter Smulaton Conference S G Henderson, B Bller, M-H Hseh, J Shortle, J D Tew, and R R Barton, eds LOW BIAS INTEGRATED PATH ESTIMATORS James M Calvn Department of Computer Scence

More information

χ x B E (c) Figure 2.1.1: (a) a material particle in a body, (b) a place in space, (c) a configuration of the body

χ x B E (c) Figure 2.1.1: (a) a material particle in a body, (b) a place in space, (c) a configuration of the body Secton.. Moton.. The Materal Body and Moton hyscal materals n the real world are modeled usng an abstract mathematcal entty called a body. Ths body conssts of an nfnte number of materal partcles. Shown

More information

EPR Paradox and the Physical Meaning of an Experiment in Quantum Mechanics. Vesselin C. Noninski

EPR Paradox and the Physical Meaning of an Experiment in Quantum Mechanics. Vesselin C. Noninski EPR Paradox and the Physcal Meanng of an Experment n Quantum Mechancs Vesseln C Nonnsk vesselnnonnsk@verzonnet Abstract It s shown that there s one purely determnstc outcome when measurement s made on

More information

Monte Carlo method II

Monte Carlo method II Course MP3 Lecture 5 14/11/2006 Monte Carlo method II How to put some real physcs nto the Monte Carlo method Dr James Ellott 5.1 Monte Carlo method revsted In lecture 4, we ntroduced the Monte Carlo (MC)

More information

Physics 5153 Classical Mechanics. Principle of Virtual Work-1

Physics 5153 Classical Mechanics. Principle of Virtual Work-1 P. Guterrez 1 Introducton Physcs 5153 Classcal Mechancs Prncple of Vrtual Work The frst varatonal prncple we encounter n mechancs s the prncple of vrtual work. It establshes the equlbrum condton of a mechancal

More information

Global Sensitivity. Tuesday 20 th February, 2018

Global Sensitivity. Tuesday 20 th February, 2018 Global Senstvty Tuesday 2 th February, 28 ) Local Senstvty Most senstvty analyses [] are based on local estmates of senstvty, typcally by expandng the response n a Taylor seres about some specfc values

More information

ANSWERS. Problem 1. and the moment generating function (mgf) by. defined for any real t. Use this to show that E( U) var( U)

ANSWERS. Problem 1. and the moment generating function (mgf) by. defined for any real t. Use this to show that E( U) var( U) Econ 413 Exam 13 H ANSWERS Settet er nndelt 9 deloppgaver, A,B,C, som alle anbefales å telle lkt for å gøre det ltt lettere å stå. Svar er gtt . Unfortunately, there s a prntng error n the hnt of

More information

STATISTICAL MECHANICAL ENSEMBLES 1 MICROSCOPIC AND MACROSCOPIC VARIABLES PHASE SPACE ENSEMBLES. CHE 524 A. Panagiotopoulos 1

STATISTICAL MECHANICAL ENSEMBLES 1 MICROSCOPIC AND MACROSCOPIC VARIABLES PHASE SPACE ENSEMBLES. CHE 524 A. Panagiotopoulos 1 CHE 54 A. Panagotopoulos STATSTCAL MECHACAL ESEMBLES MCROSCOPC AD MACROSCOPC ARABLES The central queston n Statstcal Mechancs can be phrased as follows: f partcles (atoms, molecules, electrons, nucle,

More information

MMA and GCMMA two methods for nonlinear optimization

MMA and GCMMA two methods for nonlinear optimization MMA and GCMMA two methods for nonlnear optmzaton Krster Svanberg Optmzaton and Systems Theory, KTH, Stockholm, Sweden. krlle@math.kth.se Ths note descrbes the algorthms used n the author s 2007 mplementatons

More information

Some Comments on Accelerating Convergence of Iterative Sequences Using Direct Inversion of the Iterative Subspace (DIIS)

Some Comments on Accelerating Convergence of Iterative Sequences Using Direct Inversion of the Iterative Subspace (DIIS) Some Comments on Acceleratng Convergence of Iteratve Sequences Usng Drect Inverson of the Iteratve Subspace (DIIS) C. Davd Sherrll School of Chemstry and Bochemstry Georga Insttute of Technology May 1998

More information

Buckingham s pi-theorem

Buckingham s pi-theorem TMA495 Mathematcal modellng 2004 Buckngham s p-theorem Harald Hanche-Olsen hanche@math.ntnu.no Theory Ths note s about physcal quanttes R,...,R n. We lke to measure them n a consstent system of unts, such

More information

Physics 181. Particle Systems

Physics 181. Particle Systems Physcs 181 Partcle Systems Overvew In these notes we dscuss the varables approprate to the descrpton of systems of partcles, ther defntons, ther relatons, and ther conservatons laws. We consder a system

More information

A Robust Method for Calculating the Correlation Coefficient

A Robust Method for Calculating the Correlation Coefficient A Robust Method for Calculatng the Correlaton Coeffcent E.B. Nven and C. V. Deutsch Relatonshps between prmary and secondary data are frequently quantfed usng the correlaton coeffcent; however, the tradtonal

More information

Workshop: Approximating energies and wave functions Quantum aspects of physical chemistry

Workshop: Approximating energies and wave functions Quantum aspects of physical chemistry Workshop: Approxmatng energes and wave functons Quantum aspects of physcal chemstry http://quantum.bu.edu/pltl/6/6.pdf Last updated Thursday, November 7, 25 7:9:5-5: Copyrght 25 Dan Dll (dan@bu.edu) Department

More information

Appendix B: Resampling Algorithms

Appendix B: Resampling Algorithms 407 Appendx B: Resamplng Algorthms A common problem of all partcle flters s the degeneracy of weghts, whch conssts of the unbounded ncrease of the varance of the mportance weghts ω [ ] of the partcles

More information

Supporting Information

Supporting Information Supportng Informaton The neural network f n Eq. 1 s gven by: f x l = ReLU W atom x l + b atom, 2 where ReLU s the element-wse rectfed lnear unt, 21.e., ReLUx = max0, x, W atom R d d s the weght matrx to

More information

Difference Equations

Difference Equations Dfference Equatons c Jan Vrbk 1 Bascs Suppose a sequence of numbers, say a 0,a 1,a,a 3,... s defned by a certan general relatonshp between, say, three consecutve values of the sequence, e.g. a + +3a +1

More information

Lecture 12: Discrete Laplacian

Lecture 12: Discrete Laplacian Lecture 12: Dscrete Laplacan Scrbe: Tanye Lu Our goal s to come up wth a dscrete verson of Laplacan operator for trangulated surfaces, so that we can use t n practce to solve related problems We are mostly

More information

Chapter 13: Multiple Regression

Chapter 13: Multiple Regression Chapter 13: Multple Regresson 13.1 Developng the multple-regresson Model The general model can be descrbed as: It smplfes for two ndependent varables: The sample ft parameter b 0, b 1, and b are used to

More information

3.1 Expectation of Functions of Several Random Variables. )' be a k-dimensional discrete or continuous random vector, with joint PMF p (, E X E X1 E X

3.1 Expectation of Functions of Several Random Variables. )' be a k-dimensional discrete or continuous random vector, with joint PMF p (, E X E X1 E X Statstcs 1: Probablty Theory II 37 3 EPECTATION OF SEVERAL RANDOM VARIABLES As n Probablty Theory I, the nterest n most stuatons les not on the actual dstrbuton of a random vector, but rather on a number

More information

V.C The Niemeijer van Leeuwen Cumulant Approximation

V.C The Niemeijer van Leeuwen Cumulant Approximation V.C The Nemejer van Leeuwen Cumulant Approxmaton Unfortunately, the decmaton procedure cannot be performed exactly n hgher dmensons. For example, the square lattce can be dvded nto two sublattces. For

More information

Finite Element Modelling of truss/cable structures

Finite Element Modelling of truss/cable structures Pet Schreurs Endhoven Unversty of echnology Department of Mechancal Engneerng Materals echnology November 3, 214 Fnte Element Modellng of truss/cable structures 1 Fnte Element Analyss of prestressed structures

More information

Parametric fractional imputation for missing data analysis. Jae Kwang Kim Survey Working Group Seminar March 29, 2010

Parametric fractional imputation for missing data analysis. Jae Kwang Kim Survey Working Group Seminar March 29, 2010 Parametrc fractonal mputaton for mssng data analyss Jae Kwang Km Survey Workng Group Semnar March 29, 2010 1 Outlne Introducton Proposed method Fractonal mputaton Approxmaton Varance estmaton Multple mputaton

More information

Polymer Chains. Ju Li. GEM4 Summer School 2006 Cell and Molecular Mechanics in BioMedicine August 7 18, 2006, MIT, Cambridge, MA, USA

Polymer Chains. Ju Li. GEM4 Summer School 2006 Cell and Molecular Mechanics in BioMedicine August 7 18, 2006, MIT, Cambridge, MA, USA Polymer Chans Ju L GEM4 Summer School 006 Cell and Molecular Mechancs n BoMedcne August 7 18, 006, MIT, Cambrdge, MA, USA Outlne Freely Jonted Chan Worm-Lke Chan Persstence Length Freely Jonted Chan (FJC)

More information

SIMULATION OF SOUND WAVE PROPAGATION IN TURBULENT FLOWS USING A LATTICE-BOLTZMANN SCHEME. Abstract

SIMULATION OF SOUND WAVE PROPAGATION IN TURBULENT FLOWS USING A LATTICE-BOLTZMANN SCHEME. Abstract SIMULATION OF SOUND WAVE PROPAGATION IN TURBULENT FLOWS USING A LATTICE-BOLTZMANN SCHEME PACS REFERENCE: 43.20.Mv Andreas Wlde Fraunhofer Insttut für Integrerte Schaltungen, Außenstelle EAS Zeunerstr.

More information

PHYS 705: Classical Mechanics. Newtonian Mechanics

PHYS 705: Classical Mechanics. Newtonian Mechanics 1 PHYS 705: Classcal Mechancs Newtonan Mechancs Quck Revew of Newtonan Mechancs Basc Descrpton: -An dealzed pont partcle or a system of pont partcles n an nertal reference frame [Rgd bodes (ch. 5 later)]

More information

THE EFFECT OF TORSIONAL RIGIDITY BETWEEN ELEMENTS ON FREE VIBRATIONS OF A TELESCOPIC HYDRAULIC CYLINDER SUBJECTED TO EULER S LOAD

THE EFFECT OF TORSIONAL RIGIDITY BETWEEN ELEMENTS ON FREE VIBRATIONS OF A TELESCOPIC HYDRAULIC CYLINDER SUBJECTED TO EULER S LOAD Journal of Appled Mathematcs and Computatonal Mechancs 7, 6(3), 7- www.amcm.pcz.pl p-issn 99-9965 DOI:.75/jamcm.7.3. e-issn 353-588 THE EFFECT OF TORSIONAL RIGIDITY BETWEEN ELEMENTS ON FREE VIBRATIONS

More information

Supplemental document

Supplemental document Electronc Supplementary Materal (ESI) for Physcal Chemstry Chemcal Physcs. Ths journal s the Owner Socetes 01 Supplemental document Behnam Nkoobakht School of Chemstry, The Unversty of Sydney, Sydney,

More information

Turbulent Flow. Turbulent Flow

Turbulent Flow. Turbulent Flow http://www.youtube.com/watch?v=xoll2kedog&feature=related http://br.youtube.com/watch?v=7kkftgx2any http://br.youtube.com/watch?v=vqhxihpvcvu 1. Caothc fluctuatons wth a wde range of frequences and

More information

NUMERICAL DIFFERENTIATION

NUMERICAL DIFFERENTIATION NUMERICAL DIFFERENTIATION 1 Introducton Dfferentaton s a method to compute the rate at whch a dependent output y changes wth respect to the change n the ndependent nput x. Ths rate of change s called the

More information

Physics 53. Rotational Motion 3. Sir, I have found you an argument, but I am not obliged to find you an understanding.

Physics 53. Rotational Motion 3. Sir, I have found you an argument, but I am not obliged to find you an understanding. Physcs 53 Rotatonal Moton 3 Sr, I have found you an argument, but I am not oblged to fnd you an understandng. Samuel Johnson Angular momentum Wth respect to rotatonal moton of a body, moment of nerta plays

More information

LECTURE 9 CANONICAL CORRELATION ANALYSIS

LECTURE 9 CANONICAL CORRELATION ANALYSIS LECURE 9 CANONICAL CORRELAION ANALYSIS Introducton he concept of canoncal correlaton arses when we want to quantfy the assocatons between two sets of varables. For example, suppose that the frst set of

More information

MOLECULAR DYNAMICS ,..., What is it? 2 = i i

MOLECULAR DYNAMICS ,..., What is it? 2 = i i MOLECULAR DYNAMICS What s t? d d x t 2 m 2 = F ( x 1,..., x N ) =1,,N r ( x1 ( t),..., x ( t)) = v = ( x& 1 ( t ),..., x& ( t )) N N What are some uses of molecular smulatons and modelng? Conformatonal

More information

Simulated Power of the Discrete Cramér-von Mises Goodness-of-Fit Tests

Simulated Power of the Discrete Cramér-von Mises Goodness-of-Fit Tests Smulated of the Cramér-von Mses Goodness-of-Ft Tests Steele, M., Chaselng, J. and 3 Hurst, C. School of Mathematcal and Physcal Scences, James Cook Unversty, Australan School of Envronmental Studes, Grffth

More information

Non-interacting Spin-1/2 Particles in Non-commuting External Magnetic Fields

Non-interacting Spin-1/2 Particles in Non-commuting External Magnetic Fields EJTP 6, No. 0 009) 43 56 Electronc Journal of Theoretcal Physcs Non-nteractng Spn-1/ Partcles n Non-commutng External Magnetc Felds Kunle Adegoke Physcs Department, Obafem Awolowo Unversty, Ile-Ife, Ngera

More information

Time-Varying Systems and Computations Lecture 6

Time-Varying Systems and Computations Lecture 6 Tme-Varyng Systems and Computatons Lecture 6 Klaus Depold 14. Januar 2014 The Kalman Flter The Kalman estmaton flter attempts to estmate the actual state of an unknown dscrete dynamcal system, gven nosy

More information

Lectures - Week 4 Matrix norms, Conditioning, Vector Spaces, Linear Independence, Spanning sets and Basis, Null space and Range of a Matrix

Lectures - Week 4 Matrix norms, Conditioning, Vector Spaces, Linear Independence, Spanning sets and Basis, Null space and Range of a Matrix Lectures - Week 4 Matrx norms, Condtonng, Vector Spaces, Lnear Independence, Spannng sets and Bass, Null space and Range of a Matrx Matrx Norms Now we turn to assocatng a number to each matrx. We could

More information

PHYS 215C: Quantum Mechanics (Spring 2017) Problem Set 3 Solutions

PHYS 215C: Quantum Mechanics (Spring 2017) Problem Set 3 Solutions PHYS 5C: Quantum Mechancs Sprng 07 Problem Set 3 Solutons Prof. Matthew Fsher Solutons prepared by: Chatanya Murthy and James Sully June 4, 07 Please let me know f you encounter any typos n the solutons.

More information

n α j x j = 0 j=1 has a nontrivial solution. Here A is the n k matrix whose jth column is the vector for all t j=0

n α j x j = 0 j=1 has a nontrivial solution. Here A is the n k matrix whose jth column is the vector for all t j=0 MODULE 2 Topcs: Lnear ndependence, bass and dmenson We have seen that f n a set of vectors one vector s a lnear combnaton of the remanng vectors n the set then the span of the set s unchanged f that vector

More information

Composite Hypotheses testing

Composite Hypotheses testing Composte ypotheses testng In many hypothess testng problems there are many possble dstrbutons that can occur under each of the hypotheses. The output of the source s a set of parameters (ponts n a parameter

More information

1 Derivation of Rate Equations from Single-Cell Conductance (Hodgkin-Huxley-like) Equations

1 Derivation of Rate Equations from Single-Cell Conductance (Hodgkin-Huxley-like) Equations Physcs 171/271 -Davd Klenfeld - Fall 2005 (revsed Wnter 2011) 1 Dervaton of Rate Equatons from Sngle-Cell Conductance (Hodgkn-Huxley-lke) Equatons We consder a network of many neurons, each of whch obeys

More information

CSci 6974 and ECSE 6966 Math. Tech. for Vision, Graphics and Robotics Lecture 21, April 17, 2006 Estimating A Plane Homography

CSci 6974 and ECSE 6966 Math. Tech. for Vision, Graphics and Robotics Lecture 21, April 17, 2006 Estimating A Plane Homography CSc 6974 and ECSE 6966 Math. Tech. for Vson, Graphcs and Robotcs Lecture 21, Aprl 17, 2006 Estmatng A Plane Homography Overvew We contnue wth a dscusson of the major ssues, usng estmaton of plane projectve

More information

Lecture 10 Support Vector Machines II

Lecture 10 Support Vector Machines II Lecture 10 Support Vector Machnes II 22 February 2016 Taylor B. Arnold Yale Statstcs STAT 365/665 1/28 Notes: Problem 3 s posted and due ths upcomng Frday There was an early bug n the fake-test data; fxed

More information

Errors for Linear Systems

Errors for Linear Systems Errors for Lnear Systems When we solve a lnear system Ax b we often do not know A and b exactly, but have only approxmatons  and ˆb avalable. Then the best thng we can do s to solve ˆx ˆb exactly whch

More information

CHAPTER 6. LAGRANGE S EQUATIONS (Analytical Mechanics)

CHAPTER 6. LAGRANGE S EQUATIONS (Analytical Mechanics) CHAPTER 6 LAGRANGE S EQUATIONS (Analytcal Mechancs) 1 Ex. 1: Consder a partcle movng on a fxed horzontal surface. r P Let, be the poston and F be the total force on the partcle. The FBD s: -mgk F 1 x O

More information

Chapter 8. Potential Energy and Conservation of Energy

Chapter 8. Potential Energy and Conservation of Energy Chapter 8 Potental Energy and Conservaton of Energy In ths chapter we wll ntroduce the followng concepts: Potental Energy Conservatve and non-conservatve forces Mechancal Energy Conservaton of Mechancal

More information

Lecture Notes on Linear Regression

Lecture Notes on Linear Regression Lecture Notes on Lnear Regresson Feng L fl@sdueducn Shandong Unversty, Chna Lnear Regresson Problem In regresson problem, we am at predct a contnuous target value gven an nput feature vector We assume

More information

Canonical transformations

Canonical transformations Canoncal transformatons November 23, 2014 Recall that we have defned a symplectc transformaton to be any lnear transformaton M A B leavng the symplectc form nvarant, Ω AB M A CM B DΩ CD Coordnate transformatons,

More information

Additional Codes using Finite Difference Method. 1 HJB Equation for Consumption-Saving Problem Without Uncertainty

Additional Codes using Finite Difference Method. 1 HJB Equation for Consumption-Saving Problem Without Uncertainty Addtonal Codes usng Fnte Dfference Method Benamn Moll 1 HJB Equaton for Consumpton-Savng Problem Wthout Uncertanty Before consderng the case wth stochastc ncome n http://www.prnceton.edu/~moll/ HACTproect/HACT_Numercal_Appendx.pdf,

More information

Inner Product. Euclidean Space. Orthonormal Basis. Orthogonal

Inner Product. Euclidean Space. Orthonormal Basis. Orthogonal Inner Product Defnton 1 () A Eucldean space s a fnte-dmensonal vector space over the reals R, wth an nner product,. Defnton 2 (Inner Product) An nner product, on a real vector space X s a symmetrc, blnear,

More information

On the symmetric character of the thermal conductivity tensor

On the symmetric character of the thermal conductivity tensor On the symmetrc character of the thermal conductvty tensor Al R. Hadjesfandar Department of Mechancal and Aerospace Engneerng Unversty at Buffalo, State Unversty of New York Buffalo, NY 146 USA ah@buffalo.edu

More information

Lecture Note 3. Eshelby s Inclusion II

Lecture Note 3. Eshelby s Inclusion II ME340B Elastcty of Mcroscopc Structures Stanford Unversty Wnter 004 Lecture Note 3. Eshelby s Incluson II Chrs Wenberger and We Ca c All rghts reserved January 6, 004 Contents 1 Incluson energy n an nfnte

More information

Application of B-Spline to Numerical Solution of a System of Singularly Perturbed Problems

Application of B-Spline to Numerical Solution of a System of Singularly Perturbed Problems Mathematca Aeterna, Vol. 1, 011, no. 06, 405 415 Applcaton of B-Splne to Numercal Soluton of a System of Sngularly Perturbed Problems Yogesh Gupta Department of Mathematcs Unted College of Engneerng &

More information

Least squares cubic splines without B-splines S.K. Lucas

Least squares cubic splines without B-splines S.K. Lucas Least squares cubc splnes wthout B-splnes S.K. Lucas School of Mathematcs and Statstcs, Unversty of South Australa, Mawson Lakes SA 595 e-mal: stephen.lucas@unsa.edu.au Submtted to the Gazette of the Australan

More information

Week3, Chapter 4. Position and Displacement. Motion in Two Dimensions. Instantaneous Velocity. Average Velocity

Week3, Chapter 4. Position and Displacement. Motion in Two Dimensions. Instantaneous Velocity. Average Velocity Week3, Chapter 4 Moton n Two Dmensons Lecture Quz A partcle confned to moton along the x axs moves wth constant acceleraton from x =.0 m to x = 8.0 m durng a 1-s tme nterval. The velocty of the partcle

More information

Chapter 11: Simple Linear Regression and Correlation

Chapter 11: Simple Linear Regression and Correlation Chapter 11: Smple Lnear Regresson and Correlaton 11-1 Emprcal Models 11-2 Smple Lnear Regresson 11-3 Propertes of the Least Squares Estmators 11-4 Hypothess Test n Smple Lnear Regresson 11-4.1 Use of t-tests

More information

Uncertainty as the Overlap of Alternate Conditional Distributions

Uncertainty as the Overlap of Alternate Conditional Distributions Uncertanty as the Overlap of Alternate Condtonal Dstrbutons Olena Babak and Clayton V. Deutsch Centre for Computatonal Geostatstcs Department of Cvl & Envronmental Engneerng Unversty of Alberta An mportant

More information

Notes on Frequency Estimation in Data Streams

Notes on Frequency Estimation in Data Streams Notes on Frequency Estmaton n Data Streams In (one of) the data streamng model(s), the data s a sequence of arrvals a 1, a 2,..., a m of the form a j = (, v) where s the dentty of the tem and belongs to

More information

Problem Set 9 Solutions

Problem Set 9 Solutions Desgn and Analyss of Algorthms May 4, 2015 Massachusetts Insttute of Technology 6.046J/18.410J Profs. Erk Demane, Srn Devadas, and Nancy Lynch Problem Set 9 Solutons Problem Set 9 Solutons Ths problem

More information

N-Body Simulation. Typical uncertainty: π = 4 Acircle/Asquare! 4 ncircle/n. πest π = O(n

N-Body Simulation. Typical uncertainty: π = 4 Acircle/Asquare! 4 ncircle/n. πest π = O(n N-Body Smulaton Solvng the CBE wth a 6-D grd takes too many cells. Instead, we use a Monte-Carlo method. Example: Monte-Carlo calculaton of π. Scatter n ponts n square; count number ncrcle fallng wthn

More information

Numerical Simulation of Lid-Driven Cavity Flow Using the Lattice Boltzmann Method

Numerical Simulation of Lid-Driven Cavity Flow Using the Lattice Boltzmann Method Proceedngs of the 3th WSEAS Internatonal Conference on APPLIED MATHEMATICS (MATH'8) Numercal Smulaton of Ld-Drven Cavty Flow Usng the Lattce Boltzmann Method M.A. MUSSA, S. ABDULLAH *, C.S. NOR AZWADI

More information

First Law: A body at rest remains at rest, a body in motion continues to move at constant velocity, unless acted upon by an external force.

First Law: A body at rest remains at rest, a body in motion continues to move at constant velocity, unless acted upon by an external force. Secton 1. Dynamcs (Newton s Laws of Moton) Two approaches: 1) Gven all the forces actng on a body, predct the subsequent (changes n) moton. 2) Gven the (changes n) moton of a body, nfer what forces act

More information