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At least 19 records

Survival probabilities in the Sisyphus random walk model with absorbing traps

We analyze the dynamics of the Sisyphus random walk model, a discrete Markov chain in which the walkers may randomly return to their initial position x{sub 0}. In particular, we present a remarkably compact derivation of the time-dependent survival probability function S(t;x{sub 0}) which characterizes the random walkers in the presence of an absorbing trap at the origin. The survival probabilities are expressed in a compact mathematical form in terms of the x{sub 0}-generalized Fibonacci-like numbers G{sub t}{sup (x{sub 0})}. Interestingly, it is proved that, as opposed to the standard random walk model in which the survival probabilities depend linearly on the initial distance x{sub 0} of the walkers from the trap and decay asymptotically as an inverse power of the time, in the Sisyphus random walk model the asymptotic survival probabilities decay exponentially in time and are characterized by a non-trivial (non-linear) dependence on the initial gap x{sub 0} from the absorbing trap. We use the analytically derived results in order to analyze the underlying dynamics of the ‘survival-game’, a highly risky investment strategy in which non-absorbed agents receive a reward P(t) which gradually increases in time.

97 MATHEMATICS AND COMPUTING↗

SU-F-BRD-09: A Random Walk Model Algorithm for Proton Dose Calculation

Purpose: To develop a random walk model algorithm for calculating proton dose with balanced computation burden and accuracy. Methods: Random walk (RW) model is sometimes referred to as a density Monte Carlo (MC) simulation. In MC proton dose calculation, the use of Gaussian angular distribution of protons due to multiple Coulomb scatter (MCS) is convenient, but in RW the use of Gaussian angular distribution requires an extremely large computation and memory. Thus, our RW model adopts spatial distribution from the angular one to accelerate the computation and to decrease the memory usage. From the physics and comparison with the MC simulations, we have determined and analytically expressed those critical variables affecting the dose accuracy in our RW model. Results: Besides those variables such as MCS, stopping power, energy spectrum after energy absorption etc., which have been extensively discussed in literature, the following variables were found to be critical in our RW model: (1) inverse squared law that can significantly reduce the computation burden and memory, (2) non-Gaussian spatial distribution after MCS, and (3) the mean direction of scatters at each voxel. In comparison to MC results, taken as reference, for a water phantom irradiated by mono-energetic proton beams from 75 MeV to 221.28 MeV, the gamma test pass rate was 100% for the 2%/2mm/10% criterion. For a highly heterogeneous phantom consisting of water embedded by a 10 cm cortical bone and a 10 cm lung in the Bragg peak region of the proton beam, the gamma test pass rate was greater than 98% for the 3%/3mm/10% criterion. Conclusion: We have determined key variables in our RW model for proton dose calculation. Compared with commercial pencil beam algorithms, our RW model much improves the dose accuracy in heterogeneous regions, and is about 10 times faster than MC simulations.

60 APPLIED LIFE SCIENCES↗

A Random Walk Model for Biomass Particle Mixing in Bubbling Fluidized Beds

We propose a physically motivated random walk model to describe the spatial and temporal mixing of a single biomass particle in a bubbling fluidized bed. The model parameters are estimated from measurements of a magnetically tagged simulated biomass particle in a laboratory fluidized bed. We demonstrate that Monte Carlo simulations using the model match key statistical features of the observed behavior reasonably well. These results suggest that a model of this type can simulate the effects of biomass particle mixing in biomass conversion reactors. We suggest possible improvements to the random walk model and propose how it might be used in conjunction with computational fluid dynamics simulations.

09 BIOMASS FUELS↗

The melting phenomenon in random-walk model of DNA

The melting phenomenon in a double-stranded homopolypeptide is considered. The relative distance between the corresponding monomers of two polymer chains is modeled by the two-dimensional random walk on the square lattice. Returns of the random walk to the origin describe the formation of hydrogen bonds between complementary units. To take into account the two competing interactions of monomers inside the chains, we obtain a completely denatured state at finite temperature T{sub c}.

60 APPLIED LIFE SCIENCES↗

Discrete-Time Pricing and Optimal Exercise of American Perpetual Warrants in the Geometric Random Walk Model

An American option (or, warrant) is the right, but not the obligation, to purchase or sell an underlying equity at any time up to a predetermined expiration date for a predetermined amount. A perpetual American option differs from a plain American option in that it does not expire. In this study, we solve the optimal stopping problem of a perpetual American option (both call and put) in discrete time using linear programming duality. Under the assumption that the underlying stock price follows a discrete time and discrete state Markov process, namely a geometric random walk, we formulate the pricing problem as an infinite dimensional linear programming (LP) problem using the excessive-majorant property of the value function. This formulation allows us to solve complementary slackness conditions in closed-form, revealing an optimal stopping strategy which highlights the set of stock-prices where the option should be exercised. The analysis for the call option reveals that such a critical value exists only in some cases, depending on a combination of state-transition probabilities and the economic discount factor (i.e., the prevailing interest rate) whereas it ceases to be an issue for the put.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Magnetic field line random walk in models and simulations of reduced magnetohydrodynamic turbulence

The random walk of magnetic field lines is examined numerically and analytically in the context of reduced magnetohydrodynamic (RMHD) turbulence, which provides a useful description of plasmas dominated by a strong mean field, such as in the solar corona. A recently developed non-perturbative theory of magnetic field line diffusion is compared with the diffusion coefficients obtained by accurate numerical tracing of magnetic field lines for both synthetic models and direct numerical simulations of RMHD. Statistical analysis of an ensemble of trajectories confirms the applicability of the theory, which very closely matches the numerical field line diffusion coefficient as a function of distance z along the mean magnetic field for a wide range of the Kubo number R. This theory employs Corrsin's independence hypothesis, sometimes thought to be valid only at low R. However, the results demonstrate that it works well up to R = 10, both for a synthetic RMHD model and an RMHD simulation. The numerical results from the RMHD simulation are compared with and without phase randomization, demonstrating a clear effect of coherent structures on the field line random walk for a very low Kubo number.

79 ASTRONOMY AND ASTROPHYSICS↗

The transport of suspended sediment in the wake of a marine hydrokinetic turbine: Simulations via a validated Discrete Random Walk (DRW) model

The interaction of sediment with Marine Hydrokinetic (MHK) Turbines is studied via turbulent flow simulation coupled with a model for particle dynamics. The Discrete Random Walk (DRW) model is commonly used for simulations of particle dispersion in environmental flows. A method to improve the accuracy of the DRW model in conjunction with RANS simulations of the flow around MHK turbines is presented. A key issues for the use of the DRW model in marine applications is identified, finding the right characteristic eddy lifetime scale, and a simple methodology based on G.I. Taylor's classical dispersion theory is develop to calibrate this physical model parameter. The model is validated against experiments in the literature and the physics of suspended sediment transport in the wake of an MHK turbine is studied with this improved method. The qualitative changes observed in the particle trajectories agree well with theoretical and empirical observations and the quantitive trends allow for comparison of multiple particle cases under different flow conditions, confirming that this implementation of CFD can become a powerful tool to select the most challenging cases, among the thousands of potential studies on the environmental effects of MHK energy, for further study with experiments and pilot projects.

54 ENVIRONMENTAL SCIENCES↗

Boundary conditions for the subdiffusion equation

The boundary conditions for the subdiffusion equations are formulated using the continuous-time random walk model, as well as several versions of the random walk model on an irregular lattice. It is shown that the boundary conditions for the same equation in different models have different forms, and this difference considerably affects the solutions of this equation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Spontaneous Magnetic Superdomain Wall Fluctuations in an Artificial Antiferromagnet.

Collective dynamics often play an important role in determining the stability of ground states for both naturally occurring materials and metamaterials. We studied the temperature dependent dynamics of antiferromagnetically ordered superdomains in a square artificial spin lattice using soft x-ray photon correlation spectroscopy. We observed an exponential slowing down of superdomain wall motion below the antiferromagnetic onset temperature, similar to the behavior of typical bulk antiferromagnets. Using a continuous time random walk model we show that these superdomain walls undergo low-temperature ballistic and high-temperature diffusive motions.

Chen, X. M.↗

Exits in order: How crowding affects particle lifetimes

Diffusive processes are often represented using stochastic random walk frameworks. The amount of time taken for an individual in a random walk to intersect with an absorbing boundary is a fundamental property that is often referred to as the particle lifetime, or the first passage time. The mean lifetime of particles in a random walk model of diffusion is related to the amount of time required for the diffusive process to reach a steady state. Mathematical analysis describing the mean lifetime of particles in a standard model of diffusion without crowding is well known. However, the lifetime of agents in a random walk with crowding has received much less attention. Since many applications of diffusion in biology and biophysics include crowding effects, here we study a discrete model of diffusion that incorporates crowding. Using simulations, we show that crowding has a dramatic effect on agent lifetimes, and we derive an approximate expression for the mean agent lifetime that includes crowding effects. Our expression matches simulation results very well, and highlights the importance of crowding effects that are sometimes overlooked.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

A simple stochastic quadrant model for the transport and deposition of particles in turbulent boundary layers

We present a simple stochastic quadrant model for calculating the transport and deposition of heavy particles in a fully developed turbulent boundary layer based on the statistics of wall-normal fluid velocity fluctuations obtained from a fully developed channel flow. Individual particles are tracked through the boundary layer via their interactions with a succession of random eddies found in each of the quadrants of the fluid Reynolds shear stress domain in a homogeneous Markov chain process. In this way, we are able to account directly for the influence of ejection and sweeping events as others have done but without resorting to the use of adjustable parameters. Deposition rate predictions for a wide range of heavy particles predicted by the model compare well with benchmark experimental measurements. In addition, deposition rates are compared with those obtained from continuous random walk models and Langevin equation based ejection and sweep models which noticeably give significantly lower deposition rates. Various statistics related to the particle near wall behavior are also presented. Finally, we consider the model limitations in using the model to calculate deposition in more complex flows where the near wall turbulence may be significantly different.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Fluorescence Imaging of Single-Molecule Retention Trajectories in Reversed-Phase Chromatographic Particles

Due to its high specific surface area and chemical stability, porous silica is used as a support structure in numerous applications, including heterogeneous catalysis, biomolecule immobilization, sensors, and liquid chromatography. Reversed-phase liquid chromatography (RPLC), which uses porous silica support particles, has become an indispensable separations tool in quality control, pharmaceutics, and environmental analysis requiring identification of compounds in mixtures. For complex samples, the need for higher resolution separations requires an understanding of the time scale of processes responsible for analyte retention in the stationary phase. In the present work, single-molecule fluorescence imaging is used to observe transport of individual molecules within RPLC porous silica particles. This technique allows direct measurement of intraparticle molecular residence times, intraparticle diffusion rates, and the spatial distribution of molecules within the particle. On the basis of the localization uncertainty and characteristic measured diffusion rates, statistical criteria were developed to resolve the frame-to-frame behavior of molecules into moving and stuck events. The measured diffusion coefficient of moving molecules was used in a Monte Carlo simulation of a random-walk model within the cylindrical geometry of the particle diameter and microscope depth-of-field. Furthermore, the simulated molecular transport is in good agreement with the experimental data, indicating transport of moving molecules in the porous particle is described by a random-walk. Histograms of stuck-molecule event times, locations, and their contributions to intraparticle residence times were also characterized.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Staircases of passive and active scalar concentration in cellular flow

This paper develops a unified model for staircase formation in both passive and active scalar systems, building upon prior numerical studies by offering new heuristic and physical insights. While prior studies primarily reported numerical results, they did not explore the underlying unifying physics that governs both types of scalar transport; this work addresses that gap by identifying shared mechanisms across both cases. Results of studies of passive and active scalar staircase formation in cellular flows are presented. Staircase formation in cellular flows occurs due to the interplay of fast mixing within cells and slow transport across the inter-cell boundary. The cell boundary emerges as a de facto transport barrier. Special attention is focused on the effects of cellular fluctuations and noise upon staircase structure. A forced, fluctuating vortex array model is used to drive the underlying flow structure. Cellular Peclet number and staircase profile curvature are identified as figures-of-merit to quantify the resiliency of layering. These are related to simple, multi-scatterer scalar random walk models. Results for Peclet number and curvature scaling with flow excitation are presented. We also study staircases of magnetic potential evolving in two-dimensional magnetohydrodynamics as examples of layering of active scalar concentration. Formation of magnetic potential staircases is indeed observed. Flux expulsion inhibits the intercellular transport of magnetic potential and strengthens staircase barriers. Magnetic staircases can be supported against resistive decay by magnetic potential noise forcing. Implications for staircase formation in magnetic confinement experiments are discussed.

Control theory↗

A Study of the Effects of Different Urban Wind Models on Dispersion Patterns Using Joint Urban 2003 Data

The Quick Urban & Industrial Complex (QUIC) Dispersion Modeling System has been developed to rapidly compute the transport and dispersion of toxic agent releases in the vicinity of buildings. It is composed of a wind solver, an 'urbanized' Lagrangian random-walk model, and a graphical user interface. QUIC has two different wind models: (a) The QUIC-URB wind solver, an empirically-based diagnostic wind model and (b) The QUIC-CFD (RANS) solver, based on the 3D Reynolds-Averaged Navier-Stokes (RANS) equations. In this paper, we discuss the effect of different wind models on dispersion patterns in dense built-up areas. The model-computed wind from the two urban wind models- QUIC-URB and QUIC-CFD are used to drive the dispersion model. The concentration fields are then compared to measurements from the Oklahoma City Joint Urban 2003 field experiment. QUIC produces high-resolution 3-D mean wind and concentration fields around buildings, in addition to deposition on the ground and building surfaces. It has options for different release types, including point, moving point, line, area, and volumetric sources, as well as dense gas, explosive buoyant rise, multi-particle size, bioslurry, and two-phase releases. Other features include indoor infiltration, a pressure solver, outer grid simulations, vegetative canopies, and population exposure calculations. It has been used for biological agent sensor siting in cities, vulnerability assessments for heavier-than-air chemical releases at industrial facilities, and clean-up assessments for radiological dispersal device (RDD) releases in cities (e.g., see Linger et al., 2005; Brown, 2006a, b). QUIC has also been used for dust transport studies (Bowker et al., 2007a) and for the impact of highway sound barriers on the transport and dispersion of vehicle emissions (Bowker et al., 2007b).

54 ENVIRONMENTAL SCIENCES↗

A Method for Obtaining Liquid–Solid Adsorption Rates from Molecular Dynamics Simulations: Applied to Methanol on Pt(111) in H 2 O

Adsorption is an important step in heterogeneous catalysis as it predetermines how many reactant molecules can participate in a surface reaction per unit time. While the rate of adsorption processes is well studied in gas–solid adsorption in both theory and experiment, such rates are still not well studied for liquid–solid adsorption. This is partly because the ever-changing configurations of liquid-phase solvent molecules impede the ability to study a molecule approaching a surface from a liquid phase by either experiment or theory. In this work, we develop a method using molecular dynamics (MD) simulations to study the rate of adsorption in liquid–solid adsorption processes. Specifically, we use MD to model the diffusion of a methanol molecule in aqueous solvent and its adsorption to a Pt(111) surface. We find that by approximating the solute motion as following the same displacement rates as a random walk model, the adsorbed and non-adsorbed states of the methanol molecule near the Pt(111) surface can be discerned and quantified. In particular, this methodology enables extracting a sticking coefficient and a macroscopically relatable adsorption rate. This method can be applied to arbitrary types of reactants and surfaces, as well as different liquid environments, thus providing a general tool for predicting quantitative adsorption rates of liquid–solid adsorption systems.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗