SILVA, Petrúcio Barrozo da. Transporte de partículas em sistemas mesoscópicos. 2009. 140 f. Tese (Doutorado em Física) - Programa de Pós-Graduação em Física, Departamento de Física, Centro de Ciências, Universidade Federal do Ceará, Fortaleza, 2009. / Submitted by Edvander Pires (edvanderpires@gmail.com) on 2015-06-18T19:09:21Z No. of bitstreams: 1 2009_tese_pbsilva.pdf: 5386527 bytes, checksum: 013c727ad138df44286d71defdc66882 (MD5) / Approved for entry into archive by Edvander Pires(edvanderpires@gmail.com) on 2015-06-18T19:18:56Z (GMT) No. of bitstreams: 1 2009_tese_pbsilva.pdf: 5386527 bytes, checksum: 013c727ad138df44286d71defdc66882 (MD5) / Made available in DSpace on 2015-06-18T19:18:56Z (GMT). No. of bitstreams: 1 2009_tese_pbsilva.pdf: 5386527 bytes, checksum: 013c727ad138df44286d71defdc66882 (MD5) Previous issue date: 2009 / In this work we investigate the transport properties of particles in mesoscopic systems. In the first part, we use the model originally proposed by Zapperi et al. (Phys. Rev. Lett. 86, 3622 (2001)) to describe the steady-state transport of overdamped particles in the presence of an obstacle and confined to a channel with width of the order of the characteristic size of the system. With this model, we obtain a non-linear first-order differential equation, whose solution in 1D is capable to describe the behavior of the particle density along a 2D channel for different particle systems (e.g., superconducting vortices, colloids and pedestrians, all simulated with molecular dynamics) and obstacle types (e.g, one energy barrier, a channel constriction and a network of pinning centers). We observe that such a model can be used to represent the flow of any system of overdamped particles, as long as the interactions between them can reach a distance greater than only the first neighbors. In the second part of this work, we investigate the flow of interacting particles (not necessarily overdamped) confined to a channel of asymmetrical walls. Here the main objective is to describe through molecular dynamics techniques both the flow of pedestrians as well as the transport of superconducting vortices through irregular channels. In both cases, we observe that the asymmetry of the confining walls can induce a preferential direction to the flow. In the case of pedestrians, our results indicate that, when two groups of people move in opposite directions in a ratcheted type of corridor, this induced order is also responsible for flow maximization. This order can be destroyed, however, when we change the total number of particles in the system, their target speed, the amplitude of the external added noise or the degree of the asymmetry of the channel. We also observe that the order-disorder transitions in this system are usually followed by metastability and hysteresis cycles. In the case of superconducting vortices, multiple depinning transitions are observed when there is a small comensurability field between the number of ratchets in the channel and the number of particles (vortices) in the system. / Neste trabalho, estudamos as propriedades do transporte de partículas em sistemas mesoscópicos. Na primeira parte, usamos o modelo proposto anteriormente por Zapperi et al. (Phys. Rev. Lett. 86, 3622 (2001)) para descrever o transporte de partículas superamortecidas e interagentes no estado estacionário, na presença de um obstáculo para o fluxo, e confinadas em um canal com largura da ordem do comprimento característico do sistema. Com este modelo, obtivemos uma equação diferencial de primeira ordem não-linear, cuja solução em 1D é capaz de descrever a densidade ao longo de um canal 2D para diferentes sistemas de partículas (e.g., vórtices em supercondutores, colóides e pedestres, todos simulados por dinâmica molecular) e diferentes tipos de obstáculos (e.g., uma barreira de energia, um canal com uma constrição e uma rede de pinos no centro do canal). Observamos que este modelo pode ser usado para descrever o escoamento de qualquer sistema de partículas superamortecido, desde que as interações entre elas possam alcançar distâncias maiores que os primeiros vizinhos. Na segunda parte deste trabalho, estudamos o escoamento de partículas interagentes (não necessariamente superamortecidas) confinadas por paredes assimétricas. Aqui o objetivo é descrever a dinâmica de pedestres e a dinâmica de vórtices em supercondutores. Em ambos os sistemas, as paredes assimétricas são responsáveis pela introdução de um sentido preferencial para o fluxo. No caso da dinâmica de pedestres, estudamos as propriedades do sistema quando os pedestres andam em sentidos opostos. Verificamos que este confinamento induz uma ordem responsável pela maximização do escoamento. Esta ordem pode ser destruída quando variamos a densidade, a velocidade, a razão entre a largura do canal e a sua rugosidade, o ruído externo e a assimetria do canal. Verificamos também que as transições de ordem-desordem neste sistema são acompanhadas de metaestabilidades e ciclos de histerese. No caso de vórtices em supercondutores, verificamos que, para pequenos campos de comensurabilidade entre o número de "catracas" e o número de vórtices, o sistema apresenta múltiplas transições de depinamento.

Orientador: Prof. Dr. Maximiliano Ujevic Tonino / Tese (doutorado) - Universidade Federal do ABC, Programa de Pós-Graduação em Física, 2015. / Neste trabalho, estudamos uma série de estruturas bidimensionais como discos finos e varios tipos de anéis finos, que possam representar objetos astrofísicos, usando a func¸ão de distribuição de partículas. Como primeiro passo, resolvemos a equação de Fokker-Planck estacionária, ajustando os parâmetros de modo que a função de distribuição satisfação, simultaneamente, a equação de Fokker-Planck e a equação de Poisson para um determinado potencial gravitacional conhecido dos modelos. A seguir fazemos uma análise da evolução temporal da função de distribuição de partículas, de alguns destes sistemas, após as estruturas sofrerem uma perturbação em seu campo gravitacional. As soluções e evoluções da equação de Fokker-Planck são encontradas usando diretamente m'etodos numéricos, primeiramente fazemos uma discretização da equação de Fokker-Planck usando o método das diferenc¸as finitas, e resolvendo o sistema de equações lineares resultante através de métodos que possam reduzir o tempo de processamento computacional e que resultem em soluções robustas quanto a convergência do sistema de equaçõess lineares, como o método GMRES (método do resíduo mínimo generalizado) e LCD (método das direções conjugadas a esquerda), que tornam viávell o estudo das evoluções temporais de estruturas bidimensionais que estamos interessados. / In this work we study, using the particle distribution function, several thin structures like thin disks and thin rings that may represent astropysical objects. As a first step, we solve the stationary Fokker-Planck equation adjusting the parameters of the system so that the particles distribution function satisfies simultaneously the Fokker-Planck and Poisson equations for a determined gravitational potential model. Then, we make an analysis of the temporal evolution of the particle distribution function for some of these systems under a perturbation on the gravitational field. The solutions and evolutions of the Fokker-Planck equation are found using direct numerical methods, first we use a finite difference scheme discretization method for a Fokker-Planck equation, and then we solve the resulting linear system through robust numerical methods that reduce the computational processing time, as the GMRES method (generalized minimum residual method) and the LCD method (left conjugated direction method).

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Desenvolvemos uma análise quântica de uma cavidade pendular, utilizando a representação P positiva, mostrando que o estado quântico do movimento de um espelho,um objeto macroscópico, tem efeitos notáveis na dinâmica deste sistema. Este foi proposto anteriormente como um candidato para medidas quanticamente limitadas de pequenos deslocamentos do espelho devido à pressão de radiação, para a produção de estados com emaranhamento entre espelho e o campo e também para estados de superposição do espelho. Contudo, quando tratamos o espelho oscilante como um oscilador quântico encontramos que este sistema sempre oscila, não possui estados estacionários e exibe incertezas na posição e no momento que são tipicamente maiores que os valores médios. Isto significa que a análise linearizada das flutuações realizadas predominantemente para prever estes estados quânticos são de uso limitado. Achamos que a acuracidade alcançável na realização das medidas é muito pior do que o limite quântico padrão, devido ao ruído térmico, que para parâmteros experimentais típicos é enorme mesmo em 2mK. / We perform a quantum mechanical analysis of a pendular cavity, using the positive-P representation, showing that the quantum state of the moving mirror, a microscopic object, has noticeable eects on the dynamics. This system was previously been proposed as a candidate for the quantum-limited measurement of small displacements os the mirror due to radiation pressure, for the production of states with entanglement between the mirror and the field, and even for superposition states of the mirror. However, when we treat the oscillating mirror quantum mechanically, we find that it always oscillates, has no stationary steady-state, and exhibits uncertainties in position and momentum wich are typically large than the mean values. This means that previous linearised fluctuation analyses wich have been used to predict these highly quantum states are of limited use. We find that achievable accuracy in measurement is far worse than the standard quantum limit due to thermal noise, which, for typical experimental parameters, is overwhelming even at 2mK.

Orientadores: Maximiliano Ujevic Tonino, Javier Fernando Ramos Caro, Carola Dobrigkeit Chinellato / Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Física Gleb Wataghin / Made available in DSpace on 2018-08-20T00:26:31Z (GMT). No. of bitstreams: 1 AlarconLLacctarimay_CesarJuan_D.pdf: 2806949 bytes, checksum: 588125c56d514dbfd77030a564888461 (MD5) Previous issue date: 2012 / Resumo: Nesta tese pretendemos modelar a distribuição de matéria em um Anel estelar fino imerso no campo gravitacional de um e dois Satélites Shepherds (Satélites Pastores) usando a equação de Fokker-Planck. Em particular, estudamos a evolução de um anel fino ao redor de um monopolo central. Os coeficientes de difusão são aqui calculados e escritos em termos de um ¿potencial¿ semelhante aos usuais potencias de Rosenbluth. Neste caso, consideramos que as partículas campo obedecem uma distribuição Gaussiana. Resolvemos a equação de Fokker-Planck 1-dimensional para a função de distribuição das partículas teste que conformam o anel usando o método das diferenças finitas (versão Euler implícita). Demonstramos que o anel é uma configuração estável para uma evolução de longo tempo, tanto na ausência como na presença de shepherds. Estudamos também a variação da densidade de massa do anel para diferentes configurações. Em todos os casos é observada uma variação máxima e negativa da densidade perto da localização do shepherd devido a efeitos dinâmicos / Abstract: In this thesis we intend to model the distribution of matter in a thin stellar ring immersed in the gravitational field of one and two shepherd satellites using the Fokker-Planck equation. In particular, we study the evolution of a thin ring around a central monopole. The diffusion coefficients are calculated and written in terms of a ¿potential¿ similar to the usual Rosenbluth potentials. In this case, we consider that the particles follow a Gaussian distribution. We solve the 1-dimensional Fokker-Planck equation for the ring particles distribution function using the finite difference method (implicit Euler version). We show that the ring is a stable configuration for long time evolutions in the absence or in the presence of shepherds. We also studied the change in the mass density of the ring for different configurations. In all of the cases, it is observed a maximum negative variation of the density near the location of the shepherd due to dynamical effects / Doutorado / Física / Doutor em Ciências

Numerical simulations of large complex systems such as biomolecules often suffer from the full description of the system having too many dimensions for direct numerical calculations and Monte Carlo methods having trouble overcoming energy barriers. It is therefore desirable to formulate a description in lower dimension which captures the system’s macroscopic behaviour. Recently, Lindahl et al [1] proposed a metric, g(λ), on the extended space Λ based on the dynamics of the system to optimize Monte Carlo sampling within extended ensemble formalism. In this thesis, we formulate a low-dimensional effective coarse-grained dynamic on Λ as a diffusion process and ask if it is possible to use this metric to calculate thelocal effective diffusion matrix as D(λ) = g−1(λ). By testing various scenarios we conclude that computing D(λ) in this manner indeed gives a correct effective dynamic in most cases, where the scale of coarse-graining can be tuned. However, an incorrect dynamic is received for example when the scale of coarse-graining is comparable to the size of oscillations in the energy landscape. / Numeriska simuleringar av stora komplexa system såsom biomolekyler lider ofta av att den fulla beskrivningen av systemet har för många dimensioner för direkta numeriska beräkningar samt att Monte Carlo-metoder har svårt att komma över energibarriärer. Det är därför önskvärt att formulera en beskrivning i lägre dimension som fångar systemets makroskopiska beteende. Nyligen föreslog Lindahl et al [1] en metrik g(λ) på det utvidgade rummet Λ baserad på dynamiken av systemet för att optimera Monte Carlo-sampling inom formalismen av utvidgade ensembler. I den här uppsatsen formulerar vi en lågdimensionell effektiv grov dynamik på Λ som en diffusionsprocess och frågar om det är möjligt att använda den här metriken för att beräkna den lokala effektiva diffusionsmatrisen som D(λ) = g(λ)−1. Genom testning av flera scenarier drar vi slutsatsen att beräkna D(λ) på det här sättet ger en korrekt effektiv dynamik i de flesta fall, där skalan på förgrovningen kan ställas in. Däremot fås en inkorrekt dynamik till exempel när skalan på förgrovningen ärjämförbar med storleken på oscillationer i energilandskapet.

L'objectif de notre thèse de <p>doctorat est d’étudier et de décrire les propriétés chimiques et mé- <p>caniques du moteur moléculaire F1 -ATPase. Le moteur F1 -ATPase <p>est un moteur rotatif, d’aspect sphérique et d’environ 10 nanomètre <p>de rayon, qui utilise l’énergie de l’hydrolyse de l’ATP comme car- <p>burant moléculaire. <p>Des questions fondamentales se posent sur le fonctionnement de <p>ce moteurs et sur la quantité de travail qu’il peut fournir. Il s’agit <p>de questions qui concernent principalement la thermodynamique <p>des processus irréversibles. De plus, comme ce moteur est de <p>taille nanométrique, il est fortement influencé par les fluctuations <p>moléculaires, ce qui nécessite une approche stochastique. <p>C’est en créant deux modéles stochastiques complémentaires de <p>ce moteur que nous avons contribué à répondre à ces questions <p>fondamentales. <p>Le premier modèle discuté au chapitre 5 de la thèse, est un mod- <p>èle continu dans le temps et l’espace, décrit par des équations de <p>Fokker-Planck, est construit sur des résultats expérimentaux. <p>Ce modèle tient compte d’une description explicite des fluctua- <p>tions affectant le degré de liberté mécanique et décrit les tran- <p>sitions entre les différents états chimiques discrets du moteur, <p>par un processus de sauts aléatoires entre premiers voisins. Nous <p>avons obtenus des résultats précis concernant la chimie d’hydrolyse <p>et de synthèse de l’ATP, et pour les dépendences du moteur en les <p>différentes variables mécaniques, à savoir, la friction et le couple <p>de force extérieur, ainsi que la dépendence en la température. <p>Les résultats que nous avons obtenus avec ce modèle sont en ex- <p>cellent accord avec les observations expérimentales. <p>Le second modèle est discret dans l’espace et continu dans le <p>temps et est décrit dans le chapitre 6. L’analyse des résultats <p>obtenus par simulations numériques montre que le modèle est <p>en accord avec les observations expérimentales et il permet en <p>outre de dériver des grandeurs thermodynamiques analytique- <p>ment, décrites au chapitre 4, ce que le modèle continu ne permet <p>pas. <p>La comparaison des deux modèles révele la nature du fonction- <p>nement du moteur, ainsi que son régime de fonctionnement loin <p>de l’équilibre. Le second modèle a éte soumis récemment pour <p>publication. / Doctorat en Sciences / info:eu-repo/semantics/nonPublished

Submitted by Fabio Sobreira Campos da Costa (fabio.sobreira@ufpe.br) on 2016-06-14T13:27:03Z No. of bitstreams: 2 license_rdf: 1232 bytes, checksum: 66e71c371cc565284e70f40736c94386 (MD5) Hugo_Andrade_Doutorado.pdf: 3065927 bytes, checksum: 2eeb9c1ecb93e60c146992117b01cbb6 (MD5) / Made available in DSpace on 2016-06-14T13:27:03Z (GMT). No. of bitstreams: 2 license_rdf: 1232 bytes, checksum: 66e71c371cc565284e70f40736c94386 (MD5) Hugo_Andrade_Doutorado.pdf: 3065927 bytes, checksum: 2eeb9c1ecb93e60c146992117b01cbb6 (MD5) Previous issue date: 2013-02-07 / CNPq / Nesta Dissertac¸ ˜ao estudamos a dinˆamica energ´etica das buscas aleat ´orias aplicadas ao problema de foraging, em que animais buscam por comida ou parceiros em ambientes escassos. Discutiremos, inicialmente, um modelo estat´ıstico de caminhadas aleat ´orias utilizando as distribuic¸ ˜oes de L´evy para os tamanhos dos passos de busca, as quais tˆem sido reportadas na literatura como estrat´egias de eficiˆencia ´otima para o problema. Em seguida vamos incluir no modelo ganhos e perdas de energia na caminhada aleat ´ oria de busca, e abordaremos a dinˆamica energ´etica do processo de busca unidimensional com extremos absorventes. Vamos discutir a transic¸ ˜ao de fase que o buscador experimenta de um estado ativo (“vivo”), t´ıpico de ambientes com abundˆancia de recursos, para um estado est´atico absorvente (“morto”), onde a busca ´e encerrada pela falta de energia oriunda do encontro de recursos. Obteremos os expoentes cr´ıticos relativos a essa transic¸ ˜ao atrav´es de abordagens te ´ oricas, tais como o m´etodo de primeira passagem para o estado de energia nula, e num´ericas, baseadas na hip´otese de escala. Mostraremos a independˆencia destes expoentes com a forma funcional da func¸ ˜ao gasto de energia. Por fim, faremos uma breve revis˜ao da literatura sobre a equac¸ ˜ao de Fokker-Planck canˆonica e tamb´em sobre as suas vers˜oes utilizando derivadas fracion´arias, numa prepararac¸ ˜ao para uma futura abordagem, durante o programa de Doutorado, do problema da busca aleat´oria envolvendo difus˜oes anˆomalas (por exemplo, superdifus˜ao) via equac¸ ˜oes diferenciais. / In this work we study the energy dynamics of random searches applied to the foraging problem, in which animals search for food or mates in scarce environments. Firstly, we discuss a statistical model of random search walks using the L´evy distribution of step lengths, which has been reported in the literature as an optimal solution to the problem. In the sequence we include in the model energy gains and losses during the search walk, and discuss the energy dynamics of the search process in a one dimensional space with absorbing boundaries. We discuss the phase transition that the searcher experiences from an active (“alive”) state, typical of environments abundant in resources, to a static absorbed (“dead”) one, in which the search is terminated due to the lack of energy obtained from the encounters.We obtain the critical exponents for this transition through both theoretical (such as the first-passage method to the state of zero energy) and numerical approaches, based on the scale hypothesis.We show the independence of the exponents with the functional form of the energy cost. Finally, we provide a brief review of the literature on the canonical Fokker-Planck equation and also on its version using fractional derivatives, in a preparation for a future approach of the random search problem involving anomalous diffusion (e.g., superdiffusion) through differential equations during the Ph.D. program.

En physique des plasmas, le transport des électrons peut être décrit d'un point de vue cinétique ou d'un point de vue hydrodynamique.En théorie cinétique, une équation de Fokker-Planck couplée aux équations de Maxwell est utilisée habituellement pour décrire l'évolution des électrons dans un plasma collisionnel. Plus précisément la solution de l'équation cinétique est une fonction de distribution non négative f spécifiant la densité des particules en fonction de la vitesse des particules, le temps et la position dans l'espace. Afin d'approcher la solution de ce problème cinétique, de nombreuses méthodes de calcul ont été développées. Ici, une méthode déterministe est proposée dans une géométrie plane. Cette méthode est basée sur différents schémas numériques d'ordre élevé . Chaque schéma déterministe utilisé présente de nombreuses propriétés fondamentales telles que la conservation du flux de particules, la préservation de la positivité de la fonction de distribution et la conservation de l'énergie. Cependant, le coût de calcul cinétique pour cette méthode précise est trop élevé pour être utilisé dans la pratique, en particulier dans un espace multidimensionnel.Afin de réduire ce temps de calcul, le plasma peut être décrit par un modèle hydrodynamique. Toutefois, pour les nouvelles cibles à haute énergie, les effets cinétiques sont trop importants pour les négliger et remplacer le calcul cinétique par des modèles habituels d'Euler macroscopiques. C'est pourquoi une approche alternative est proposée en considérant une description intermédiaire entre le modèle fluide et le modèle cinétique. Pour décrire le transport des électrons, le nouveau modèle réduit cinétique M1 est basé sur une approche aux moments pour le système Maxwell-Fokker-Planck. Ce modèle aux moments utilise des intégrations de la fonction de distribution des électrons sur la direction de propagation et ne retient que l'énergie des particules comme variable cinétique. La variable de vitesse est écrite en coordonnées sphériques et le modèle est défini en considérant le système de moments par rapport à la variable angulaire. La fermeture du système de moments est obtenue sous l'hypothèse que la fonction de distribution est une fonction d'entropie minimale. Ce modèle satisfait les propriétés fondamentales telles que la conservation de la positivité de la fonction de distribution, les lois de conservation pour les opérateurs de collision et la dissipation d'entropie. En outre une discrétisation entropique avec la variable de vitesse est proposée sur le modèle semi-discret. De plus, le modèle M1 peut être généralisé au modèle MN en considérant N moments donnés. Le modèle aux N-moments obtenu préserve également les propriétés fondamentales telles que les lois de conservation et la dissipation de l'entropie. Le schéma semi-discret associé préserve les propriétés de conservation et de décroissance de l'entropie. / In plasma physics, the transport of electrons can be described from a kinetic point of view or from an hydrodynamical point of view.Classically in kinetic theory, a Fokker-Planck equation coupled with Maxwell equations is used to describe the evolution of electrons in a collisional plasma. More precisely the solution of the kinetic equations is a non-negative distribution function f specifying the density of particles as a function of velocity of particles, the time and the position in space. In order to approximate the solution of such problems, many computational methods have been developed. Here, a deterministic method is proposed in a planar geometry. This method is based on different high order numerical schemes. Each deterministic scheme used presents many fundamental properties such as conservation of flux particles, preservation of positivity of the distribution function and conservation of energy. However the kinetic computation of this accurate method is too expensive to be used in practical computation especially in multi-dimensional space.To reduce the computational time, the plasma can be described by an hydrodynamic model. However for the new high energy target drivers, the kinetic effects are too important to neglect them and replace kinetic calculus by usual macroscopic Euler models.That is why an alternative approach is proposed by considering an intermediate description between the fluid and the kinetic level. To describe the transport of electrons, the new reduced kinetic model M1 proposed is based on a moment approach for Maxwell-Fokker-Planck equations. This moment model uses integration of the electron distribution function on the propagating direction and retains only the energy of particles as kinetic variable. The velocity variable is written in spherical coordinates and the model is written by considering the system of moments with respect to the angular variable. The closure of the moments system is obtained under the assumption that the distribution function is a minimum entropy function. This model is proved to satisfy fundamental properties such as the non-negativity of the distribution function, conservation laws for collision operators and entropy dissipation. Moreover an entropic discretization in the velocity variable is proposed on the semi-discrete model. Moreover the M1 model can be generalized to the MN model by considering N given moments. The N-moments model obtained also preserves fundamental properties such as conservation laws and entropy dissipation. The associated semi-discrete scheme is shown to preserve the conservation properties and entropy decay.

En physique statistique computationnelle, de bonnes techniques d'échantillonnage sont nécessaires pour obtenir des propriétés macroscopiques à travers des moyennes sur les états microscopiques. La principale difficulté est que ces états microscopiques sont généralement regroupés autour de configurations typiques, et un échantillonnage complet de l'espace configurationnel est donc typiquement très complexe à réaliser. Des techniques ont été proposées pour échantillonner efficacement les états microscopiques dans l'ensemble canonique. Un exemple important de quantités d'intérêt dans un tel cas est l'énergie libre. Le calcul d'énergie libre est très important dans les calculs de dynamique moléculaire, afin d'obtenir une description réduite d'un système physique complexe de grande dimension. La première partie de cette thèse est consacrée à une extension de la méthode adaptative de force biaisante classique (ABF), qui est utilisée pour calculer l'énergie libre associée à la mesure de Boltzmann-Gibbs et une coordonnée de réaction. Le problème de cette méthode est que le gradient approché de l'énergie libre, dit force moyenne, n'est pas un gradient en général. La contribution à ce domaine, présentée dans le chapitre 2, est de projeter la force moyenne estimée sur un gradient en utilisant la décomposition de Helmholtz. Dans la pratique, la nouvelle force gradient est obtenue à partir de la solution d'un problème de Poisson. En utilisant des techniques d'entropie, on étudie le comportement à la limite de l'équation de Fokker-Planck non linéaire associée au processus stochastique. On montre la convergence exponentielle vers l'équilibre de l'énergie libre estimée, avec un taux précis de convergence en fonction des constantes de l'inégalité de Sobolev logarithmiques des mesures canoniques conditionnelles à la coordonnée de réaction. L'intérêt de la méthode d'ABF projetée par rapport à l'approche originale ABF est que la variance de la nouvelle force moyenne est plus petite. On observe que cela implique une convergence plus rapide vers l'équilibre. En outre, la méthode permet d'avoir accès à une estimation de l'énergie libre en tout temps. La deuxième partie (voir le chapitre 3) est consacrée à étudier l'existence locale et globale, l'unicité et la régularité des solutions d'une équation non linéaire de Fokker-Planck associée à la méthode adaptative de force biaisante. Il s'agit d'un problème parabolique semilinéaire avec une non-linéarité non locale. L'équation de Fokker-Planck décrit l'évolution de la densité d'un processus stochastique associé à la méthode adaptative de force biaisante. Le terme non linéaire est non local et est utilisé lors de la simulation afin d'éliminer les caractéristiques métastables de la dynamique. Il est lié à une espérance conditionnelle qui définit la force biaisante. La preuve est basée sur des techniques de semi-groupe pour l'existence locale en temps, ainsi que sur une estimée a priori utilisant une sursolution pour montrer l'existence globale / In computational statistical physics, good sampling techniques are required to obtain macroscopic properties through averages over microscopic states. The main difficulty is that these microscopic states are typically clustered around typical configurations, and a complete sampling of the configurational space is thus in general very complex to achieve. Techniques have been proposed to efficiently sample the microscopic states in the canonical ensemble. An important example of quantities of interest in such a case is the free energy. Free energy computation techniques are very important in molecular dynamics computations, in order to obtain a coarse-grained description of a high-dimensional complex physical system. The first part of this thesis is dedicated to explore an extension of the classical adaptive biasing force (ABF) technique, which is used to compute the free energy associated to the Boltzmann-Gibbs measure and a reaction coordinate function. The problem of this method is that the approximated gradient of the free energy, called biasing force, is not a gradient. The contribution to this field, presented in Chapter 2, is to project the estimated biasing force on a gradient using the Helmholtz decomposition. In practice, the new gradient force is obtained by solving Poisson problem. Using entropy techniques, we study the longtime behavior of the nonlinear Fokker-Planck equation associated with the ABF process. We prove exponential convergence to equilibrium of the estimated free energy, with a precise rate of convergence in terms of the Logarithmic Sobolev inequality constants of the canonical measure conditioned to fixed values of the reaction coordinate. The interest of this projected ABF method compared to the original ABF approach is that the variance of the new biasing force is smaller, which yields quicker convergence to equilibrium. The second part, presented in Chapter 3, is dedicated to study local and global existence, uniqueness and regularity of the mild, Lp and classical solution of a nonlinear Fokker-Planck equation, arising in an adaptive biasing force method for molecular dynamics calculations. The partial differential equation is a semilinear parabolic initial boundary value problem with a nonlocal nonlinearity and periodic boundary conditions on the torus of dimension n, as presented in Chapter 3. The Fokker-Planck equation rules the evolution of the density of a given stochastic process that is a solution to Adaptive biasing force method. The nonlinear term is non local and is used during the simulation in order to remove the metastable features of the dynamics

[pt] A dinâmica da distribuição da riqueza para o modelo conhecido em inglês como Yard-Sale Model (Modelo da Venda de Quintal) pode ser descrita através de uma equação de Fokker-Planck para a função densidade de probabilidade P(w, t) da riqueza w em um instante t. Neste trabalho foi investigado o efeito de um arrasto redistributivo não linear nessa dinâmica. Considera-se (I) uma taxação do tipo linear por partes, onde apenas aqueles com riqueza acima de um determinado valor são taxados, e, (II) uma taxação na forma de lei de potência, que inclui os tipos progressivo e regressivo. Em todos os casos, o total arrecadado é distribuído igualmente. Analisou-se como essas regras podem modificar a distribuição da riqueza numa população e, principalmente, o nível de desigualdade medido pelo índice de Gini. / [en] The dynamics of wealth distribution for the so-called Yard-Sale Model can be described by a Fokker-Planck equation for the probability density function P(w, t) of wealth w at time t. In this work, the effect of nonlinear redistributive drifts was investigated. It was considered (I) a piecewise linear tax, where only those with wealth above a certain threshold are taxed, and, (II) a power-law tax that includes the progressive and regressive types. In all cases, the collected amount of wealth is redistributed equally. We analyze how these rules modify the distribution of wealth across the population and, mainly, the inequality level measured through the Gini index.