Stochastic models describing how interacting individuals give rise to collective behaviour have become a widely used tool across disciplines—ranging from biology to physics to social sciences. Continuum population-level models based on partial differential equations for the population density can be a very useful tool (when, for large systems, particle-based models become computationally intractable), but the challenge is to predict the correct macroscopic description of the key attributes at the particle level (such as interactions between individuals and evolution rules). In this thesis we consider the simple class of models consisting of diffusive particles with short-range interactions. It is relevant to many applications, such as colloidal systems and granular gases, and also for more complex systems such as diffusion through ion channels, biological cell populations and animal swarms. To derive the macroscopic model of such systems, previous studies have used ad hoc closure approximations, often generating errors. Instead, we provide a new systematic method based on matched asymptotic expansions to establish the link between the individual- and the population-level models. We begin by deriving the population-level model of a system of identical Brownian hard spheres. The result is a nonlinear diffusion equation for the one-particle density function with excluded-volume effects enhancing the overall collective diffusion rate. We then expand this core problem in several directions. First, for a system with two types of particles (two species) we obtain a nonlinear cross-diffusion model. This model captures both alternative notions of diffusion, the collective diffusion and the self-diffusion, and can be used to study diffusion through obstacles. Second, we study the diffusion of finite-size particles through confined domains such as a narrow channel or a Hele–Shaw cell. In this case the macroscopic model depends on a confinement parameter and interpolates between severe confinement (e.g., a single- file diffusion in the narrow channel case) and an unconfined situation. Finally, the analysis for diffusive soft spheres, particles with soft-core repulsive potentials, yields an interaction-dependent non-linear term in the diffusion equation.

This thesis considers two areas of research in non-equilibrium soft matter at the mesoscale. In the first part we introduce active colloids in the context of active matter and focus on the particular case of phoretic colloids. The general theory of phoresis is presented along with an expression for the phoretic velocity of a colloid and its rotational diffusion in two and three dimensions. We introduce a model for thermally active colloids that absorb light and emit heat and propel through thermophoresis. Using this model we develop the equations of motion for their collective dynamics and consider excluded volume through a lattice gas formalism. Solutions to the thermoattractive collective dynamics are studied in one dimension analytically and numerically. A few numerical results are presented for the collective dynamics in two dimensions. We simulate an unconfined system of thermally active colloids under directed illumination with simple projection based geometric optics. This system self-organises into a comet-like swarm and exhibits a wide range of non- equilibrium phenomena. In the second part we review the background of polymer translocation, including key experiments, theoretical progress and simulation studies. We present, discuss and use a common model to investigate the potential of patterned nanopores for stochastic sensing and identification of polynucleotides and other heteropolymers. Three pore patterns are characterised in terms of the response of a homopolymer with varying attractive affinity. This is extended to simple periodic block co-polymer heterostructures and a model device is proposed and demonstrated with two stochastic sensing algorithms. We find that mul- tiple sequential measurements of the translocation time is sufficient for identification with high accuracy. Motivated by fluctuating biological channels and the prospect of frequency based selectivity we investigate the response of a homopolymer through a pore that has a time dependent geometry. We show that a time dependent mobility can capture many features of the frequency response.

<p class="MsoNormal" style="margin: 0cm 0cm 0pt;"><span style="mso-ansi-language: EN-US;" lang="EN-US"><span style="font-size: small;"><span style="font-family: Times New Roman;">This thesis consists of two different parts, related to two different fields in mathematical physics: wave propagation and kinetic theory of gases. Various mathematical and computational problems for equations from these areas are treated.</span></span></span></p><p class="MsoNormal" style="margin: 0cm 0cm 0pt;"><span style="mso-ansi-language: EN-US;" lang="EN-US"><span style="font-size: small; font-family: Times New Roman;"> </span></span></p><p class="MsoNormal" style="margin: 0cm 0cm 0pt;"><span style="mso-ansi-language: EN-US;" lang="EN-US"><span style="font-size: small;"><span style="font-family: Times New Roman;">The first part is devoted to high order finite difference methods for the Helmholtz equation and the wave equation. Compact schemes with high order accuracy are obtained from an investigation of the function derivatives in the truncation error. With the help of the equation itself, it is possible to transfer high order derivatives to lower order or to transfer time derivatives to space derivatives. For the Helmholtz equation, a compact scheme based on this principle is compared to standard schemes and to deferred correction schemes, and the characteristics of the errors for the different methods are demonstrated and discussed. For the wave equation, a finite difference scheme with fourth order accuracy in both space and time is constructed and applied to a problem in discontinuous media.</span></span></span></p><p class="MsoNormal" style="margin: 0cm 0cm 0pt;"><span style="mso-ansi-language: EN-US;" lang="EN-US"><span style="font-size: small; font-family: Times New Roman;"> </span></span></p><p class="MsoNormal" style="margin: 0cm 0cm 0pt;"><span style="mso-ansi-language: EN-US;" lang="EN-US"><span style="font-size: small;"><span style="font-family: Times New Roman;">The second part addresses some problems related to kinetic equations. A direct simulation Monte-Carlo method is constructed for the Landau-Fokker-Planck equation, and numerical tests are performed to verify the accuracy of the algorithm. A formal derivation of the method from the Boltzmann equation with grazing collisions is performed. The linear and linearized Boltzmann collision operators for the hard sphere molecular model are studied using exact reduction of integral equations to ordinary differential equations. It is demonstrated how the eigenvalues of the operators are found from these equations, and numerical values are computed. A proof of existence of non-zero discrete eigenvalues is given. The ordinary diffential equations are also used for investigation of the Chapman-Enskog distribution function with respect to its asymptotic behavior.</span></span></span></p><p class="MsoNormal" style="margin: 0cm 0cm 0pt;"><span style="mso-ansi-language: EN-US;" lang="EN-US"><span style="font-size: small; font-family: Times New Roman;"> </span></span></p>

This thesis concerns modelling of Coulomb collisions in toroidal plasma with Monte Carlo operators, which is important for many applications such as heating, current drive and collisional transport in fusion plasmas. Collisions relax the distribution functions towards local isotropic ones and transfer power to the background species when they are perturbed e.g. by wave-particle interactions or injected beams. The evolution of the distribution function in phase space, due to the Coulomb scattering on background ions and electrons and the interaction with RF waves, can be obtained by solving a Fokker-Planck equation.The coupling between spatial and velocity coordinates in toroidal plasmas correlates the spatial diffusion with the pitch angle scattering by Coulomb collisions. In many applications the diffusion coefficients go to zero at the boundaries or in a part of the domain, which makes the SDE singular. To solve such SDEs or equivalent diffusion equations with Monte Carlo methods, we have proposed a new method, the hybrid method, as well as an adaptive method, which selects locally the faster method from the drift and diffusion coefficients. The proposed methods significantly reduce the computational efforts and improves the convergence. The radial diffusion changes rapidly when crossing the trapped-passing boundary creating a boundary layer. To solve this problem two methods are proposed. The first one is to use a non-standard drift term in the Monte Carlo equation. The second is to symmetrize the flux across the trapped passing boundary. Because of the coupling between the spatial and velocity coordinates drift terms associated with radial gradients in density, temperature and fraction of the trapped particles appear. In addition an extra drift term has been included to relax the density profile to a prescribed one. A simplified RF-operator in combination with the collision operator has been used to study the relaxation of a heated distribution function. Due to RF-heating the density of thermal ions is reduced by the formation of a high-energy tail in the distribution function. The Coulomb collisions tries to restore the density profile and thus generates an inward diffusion of thermal ions that results in a peaking of the total density profile of resonant ions. / <p>QC 20130415</p>

This thesis consists of two different parts, related to two different fields in mathematical physics: wave propagation and kinetic theory of gases. Various mathematical and computational problems for equations from these areas are treated.   The first part is devoted to high order finite difference methods for the Helmholtz equation and the wave equation. Compact schemes with high order accuracy are obtained from an investigation of the function derivatives in the truncation error. With the help of the equation itself, it is possible to transfer high order derivatives to lower order or to transfer time derivatives to space derivatives. For the Helmholtz equation, a compact scheme based on this principle is compared to standard schemes and to deferred correction schemes, and the characteristics of the errors for the different methods are demonstrated and discussed. For the wave equation, a finite difference scheme with fourth order accuracy in both space and time is constructed and applied to a problem in discontinuous media.   The second part addresses some problems related to kinetic equations. A direct simulation Monte-Carlo method is constructed for the Landau-Fokker-Planck equation, and numerical tests are performed to verify the accuracy of the algorithm. A formal derivation of the method from the Boltzmann equation with grazing collisions is performed. The linear and linearized Boltzmann collision operators for the hard sphere molecular model are studied using exact reduction of integral equations to ordinary differential equations. It is demonstrated how the eigenvalues of the operators are found from these equations, and numerical values are computed. A proof of existence of non-zero discrete eigenvalues is given. The ordinary diffential equations are also used for investigation of the Chapman-Enskog distribution function with respect to its asymptotic behavior.

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

No description available.

A time-delayed response of individual living organisms to information exchanged within flocks or swarms leads to the emergence of complex collective behaviors. A recent experimental setup by (Khadka et al 2018 Nat. Commun. 9 3864), employing synthetic microswimmers, allows to emulate and study such behavior in a controlled way, in the lab. Motivated by these experiments, we study a system of N Brownian particles interacting via a retarded harmonic interaction. For N 3 , we characterize its collective behavior analytically, by solving the pertinent stochastic delay-differential equations, and for N>3 by Brownian dynamics simulations. The particles form molecule-like non-equilibrium structures which become unstable with increasing number of particles, delay time, and interaction strength. We evaluate the entropy and information fluxes maintaining these structures and, to quantitatively characterize their stability, develop an approximate time-dependent transition-state theory to characterize transitions between different isomers of the molecules. For completeness, we include a comprehensive discussion of the analytical solution procedure for systems of linear stochastic delay differential equations in finite dimension, and new results for covariance and time-correlation matrices