Made available in DSpace on 2015-05-14T12:14:12Z (GMT). No. of bitstreams: 1 arquivototal.pdf: 3660633 bytes, checksum: 7309d28729d29dd071bc87f7c5609ebc (MD5) Previous issue date: 2013-11-20 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / The non-linear science is a central topic covering several investigation areas, such as biology, chemistry, mathematics and physics. In the first part of this thesis, we studied the non-linearity in the scope of classical field theory. The discussions are based on static solutions in (1, 1) space-time dimensions, and they are focused on kinks and lumps defects. In the related procedures, we show several techniques which allowed us to determine new models with their respective analytical solutions. The main mathematical tool to obtain these results is the so called deformation method, which was also an essential piece in the construction of a new extension method. This method presents the determination of new two scalar fields models from the coupling between two one scalar field systems. The method was analyzed carefully, as well as the linear stability, the zero modes, the total energy and the superpotentials, related with the new families of potentials. Furthermore, in the second part we presented the basics concepts about the Brownian Motion, where we analised the features of the solution of the Langevin Equation, and we also introduced a path integral approach to this problem in a quantum field theory way. / A ciência não-linear é tema central de diversas linhas de investigação, cobrindo áreas como a biologia, a física, a matemática e a química. Nossa primeira vertente de trabalho nesta tese, consiste no estudo de não-linearidades via abordagem de teoria clássica de campos. As discussões estão baseadas em soluções estáticas em (1, 1) dimensões, com destaque para o chamados defeitos tipo kink e lump. Nos procedimentos relatados, discorremos a respeito de diversas técnicas para a determinação de novos modelos com suas respectivas soluções analíticas. Um ferramental fundamental para a obtenção desses resultados é o chamado método de deformação, o qual também foi parte essencial para a criação de um método de extensão de modelos, onde visamos a construção de modelos de dois campos reais a partir do acoplamento entre dois modelos de um campo. Tal método também foi exposto em detalhes, bem como as análises sobre estabilidade linear, cálculo de modos zeros, determinação da energia total e dos superpotenciais, relativos às novas famílias de potenciais. Já a segunda linha de pesquisa, refere-se aos conceitos básicos do movimento browniano, onde analisamos as propriedades da solução da equação de Langevin, e na introdução de uma abordagem via integrais de trajetória para descrevê-lo nos moldes de teoria de quântica de campos.

Centro Latino-Americano de Física / Os processos estocásticos com ruído branco multiplicativo são objeto de atenção constante em uma grande área da pesquisa científica. A variedade de prescrições possíveis para definir matematicamente estes processos oferece um obstáculo ao desenvolvimento de ferramentas gerais para seu tratamento. Na presente tese, estudamos propriedades de equilíbrio de processos markovianos com ruído branco multiplicativo. Para conseguirmos isto, definimos uma transformação de reversão temporal de tais processos levando em conta que a distribuição estacionária de probabilidade depende da prescrição. Deduzimos um formalismo funcional visando obter o funcional gerador das funções de correlação e resposta de um processo estocástico multiplicativo representado por uma equação de Langevin. Ao representar o processo estocástico neste formalismo (de Grassmann) funcional eludimos a necessidade de fixar uma prescrição particular. Neste contexto, analisamos as propriedades de equilíbrio e estudamos as simetrias ocultas do processo. Mostramos que, usando uma definição apropriada da distribuição de equilíbrio e considerando a transformação de reversão temporal adequada, as propriedades usuais de equilíbrio são satisfeitas para qualquer prescrição. Finalmente, apresentamos uma dedução detalhada da formulação supersimétrica covariante de um processo markoviano com ruído branco multiplicativo e estudamos algumas das relações impostas pelas funções de correlação através das identidades de Ward-Takahashi. / Multiplicativewhite-noise stochastic processes continuously attract the attention of a wide area of scientific research. The variety of prescriptions available to define it difficults the development of general tools for its characterization. In this thesis, we study equilibrium properties of Markovian multiplicative white-noise processes. For this, we define the time reversal transformation for this kind of processes, taking into account that the asymptotic stationary probability distribution depends on the prescription. We deduce a functional formalism to derive a generating functional for correlation and response functions of a multiplicative stochastic process represented by a Langevin equation. Representing the stochastic process in this functional (Grassmann) formalism, we avoid the necessity of fixing a particular prescription. In this framework, we analyze equilibrium properties and study hidden symmetries of the process. We show that, using a careful definition of equilibrium distribution and taking into account the appropriate time reversal transformation, usual equilibrium properties are satisfied for any prescription. Finally, we present a detailed deduction of a covariant supersymmetric formulation of a multiplicativeMarkovian white-noise process and study some of the constraints it imposes on correlation functions using Ward-Takahashi identities.

No description available.

Transportphänomene treten in biologischen und künstlichen Systemen auf allen Längenskalen auf. In dieser Arbeit untersuchen wir sie für verschiedene Systeme aus einer mesoskopischen Perspektive, in der Fluktuationen physikalischer Größen um ihre Mittelwerte eine wichtige Rolle spielen. Im ersten Teil untersuchen wir die persistente Bewegung aktiver Brownscher Teilchen mit zusätzlichem Drehmoment, wie sie z.B. für Spermien oder Janus Teilchen auftritt. Wird ihre Bewegung auf einen Tunnel variierender Breite beschränkt, so setzt im thermischen Nichtgleichgewicht Transport ein; ungerichtete Fluktuationen des rauschhaften Antriebs werden gleichgerichtet. Hierdurch wird ein neuer Ratschentyp realisiert. Im zweiten Teil untersuchen wir den intrazellulären Cargotransport in den Axonen von Nervenzellen mithilfe molekularer Motoren. Sie werden als asymmetrischer Ausschlussprozess simuliert. Zusätzlich können die Cargos zwischen benachbarten Motoren ausgetauscht werden. Dadurch lassen sich charakteristische Eigenschaften des langsamen axonalen Transports mit einer einzigen Motorspezies reproduzieren. Bewerkstelligt wird dies durch die transiente Anbindung der Cargos an rückwärtslaufende Motorstaus. Im dritten Teil diskutieren wir resistive switching, die nicht volatile Widerstandsänderung eines Dielektrikums durch elektrische Impulse. Es wird für Anwendungen im Computerspeicher ausgenutzt, dem resistive RAM. Wir schlagen ein auf Sauerstoffvakanzen basierendes stochastisches Gitterhüpfmodell vor. Wir definieren binäre logische Zustände mit Hilfe der zugrunde liegenden Vakanzenverteilung und definieren Schreibe- und Leseoperationen durch Spannungsimpulse für ein solches Speicherelement. Überlegungen über die Unterscheidbarkeit dieser Operationen unter Fluktuationen zusammen mit der Deutlichkeit der unterschiedlichen Widerstandszustände selbst ermöglichen es uns, eine optimale Vakanzenzahl vorherzusagen. / Transport phenomena occur in biological and artificial systems at all length scales. In this thesis, we investigate them for various systems from a mesoscopic perspective, in which fluctuations around their average properties play an important role. In the first part, we investigate the persistent diffusive motion of active Brownian particles with an additional torque. It can appear in many real life systems, for example in sperm cells or Janus particles. If their motion is confined to a tunnel of varying width, transport arises out of thermal equilibrium; unbiased fluctuations of the noisy drive are rectified. This way, we have realized a novel kind of ratchet. In the second part, we study intracellular cargo transport in the axons of nerve cells by molecular motors. They are modeled by an asymmetric exclusion process. In a new approach, we add a cargo exchange interaction between the motors. This way, the characteristics of slow axonal transport can be accounted for with a single motor species. It is explained by the transient attachment of cargos to reverse walking motors jams. In the third part, we discuss resistive switching, the non-volatile change of resistance in a dielectric due to electric pulses. It is exploited for applications in computer memory, the resistive random access memory (ReRAM). We propose a stochastic lattice hopping model based on the on oxygen vacancies. We define binary logical states by means of the underlying vacancy distributions, and establish a framework of writing and reading such a memory element with voltage pulses. Considerations about the discriminability of these operations under fluctuations together with the markedness of the resistive switching effect itself enable us to predict an optimal vacancy number.

Die Assoziation kleiner Moleküle (Liganden) in hydrophobe Bindungstaschen spielt eine fundamentale Rolle in der Biomolekularerkennung und den Selbstassemblierungsprozessen der physikalischen Chemie wässriger Lösungen. Während der Einfluss des Wassers auf die freie Energie der Bindung (die Bindungsaffinität) im thermischen Gleichgewicht in den letzten Jahren auf immer stärkere Aufmerksamkeit stößt, ist die Rolle des Wassers in der Kinetik und der Bestimmung der Bindungsraten noch weitestgehend unverstanden. Welche nanoskaligen Effekte des Wassers beeinflussen die Dynamik des Liganden in der Nähe der Bindungstasche, und wie lassen sie sich durch die chemischen Eigenschaften der Tasche steuern? Neuste Forschungen haben mithilfe von molekularen Computersimulationen eines einfachen Modells gezeigt, dass Hydrationsfluktuationen in der hydrophoben Bindungstasche an die Dynamik des Liganden koppeln und damit seine Bindungsrate beeinflussen. Da die Wasserfluktuationen wiederum durch die Geometrie und Hydrophobizität der Bindungstasche beeinflusst werden, entsteht die Möglichkeit, kontrollierte Fluktuation zu kreieren, um die Bindungsraten des Liganden zu steuern. In dieser Arbeit wird diese Perspektive mithilfe eines theoretischen Multiskalenansatzes für prototypische Schlüssel-Schloss-Systeme aufgegriffen. Wir untersuchen den Einfluss der physikochemischen Eigenschaften der Bindungstasche auf die Diffusivität und die Bindungsraten des Liganden, und wie die Orientierung eines anisotropen Liganden an die Hydrationsfluktuationen der Tasche koppelt. Damit stellen wir fest, dass kleine Änderungen der Taschentiefe eine extreme Beschleunigung der Bindungsraten bewirken kann und, dass gleichzeitig die Bindung in konkave Taschen vorteilhaft für die Reorientierungsdynamik des Liganden ist. Die Resultate dieses Projekts sollen somit helfen, maßgeschneiderte Lösungen für funktionale „Host-Guest“-Systeme sowie pharmazeutische Moleküle in biomedizinischen Anwendungen zu entwickeln. / The association of small molecules (ligands) to hydrophobic binding pockets plays an integral role in biochemical molecular recognition and function, as well as in various self-assembly processes in the physical chemistry of aqueous solutions. While the investigation of water contributions to the binding free energy (affinity) in equilibrium has attracted a great deal of attention in the last decade, little is known about the role of water in determining the rates of binding and kinetic mechanisms. For instance, what are the nanoscale water effects on ligand diffusion close to the hydrophobic docking site, and how can they be steered by the chemical composition of the pocket? Recent studies used molecular simulations of a simple prototypical pocket-ligand model to show that hydration fluctuations within the binding pocket can couple to the ligand dynamics and influence its binding rates. Since the hydration fluctuations, in turn, can be modified by the pocket’s geometry and hydrophobicity, the possibility exists to create well-controlled solvent fluctuations to steer the ligand’s binding rates. In this work, we pick up this appealing notion employing a theoretical multi-scale approach of a generic key-lock system in aqueous solution. We explore the influence of the physicochemical properties of the pocket on local ligand diffusivities and binding rates and demonstrate how the orientation of a (non-spherical) ligand couples to a pocket’s hydration fluctuations. We find that minor modulation in pocket depth can drastically speed up the binding rate and that, concurrently, binding to molded binding sites is advantageous for the rotational dynamics of the ligand. The results and discussion of this work shall, therefore, imply generic design principles for tailored solutions of functional host-guest systems as well as optimized drugs in biomedical applications.

In spite of remarkable progress in molecular biology, our understanding of the dynamics and functions of intra- and inter-cellular biological networks has been hampered by their complexity. Kinetics modelling, an important type of mathematical modelling, provides a rigorous and reliable way to reveal the complexity of biological networks. In this thesis, two genetic regulatory networks have been investigated via kinetic models. In the first part of the study, a model is developed to represent the transcriptional regulatory network essential for the circadian rhythms in Drosophila. The model incorporates the transcriptional feedback loops revealed so far in the network of the circadian clock (PER/TIM and VRI/PDP1 loops). Conventional Hill functions are not used to describe the regulation of genes, instead the explicit reactions of binding and unbinding processes of transcription factors to promoters are modelled. The model is described by a set of ordinary differential equations and the parameters are estimated from the in vitro experimental data of the clocks' components. The simulation results show that the model reproduces sustained circadian oscillations in mRNA and protein concentrations that are in agreement with experimental observations. It also simulates the entrainment by light-dark cycles, the disappearance of the rhythmicity in constant light and the shape of phase response curves resembling that of experimental results. The model is robust over a wide range of parameter variations. In addition, the simulated E-box mutation, perS and perL mutants are similar to that observed in the experiments. The deficiency between the simulated mRNA levels and experimental observations in per01, tim01 and clkJrk mutants suggests some differences in the model from reality. Finally, a possible function of VRI/PDP1 loops is proposed to increase the robustness of the clock. In the second part of the study, the sources of intrinsic noise and the influence of extrinsic noise are investigated on an intracellular viral infection system. The contribution of the intrinsic noise from each reaction is measured by means of a special form of stochastic differential equation, the chemical Langevin equation. The intrinsic noise of the system is the linear sum of the noise in each of the reactions. The intrinsic noise arises mainly from the degradation of mRNA and the transcription processes. Then, the effects of extrinsic noise are studied by means of a general form of stochastic differential equation. It is found that the noise of the viral components grows logarithmically with increasing noise intensities. The system is most susceptible to noise in the virus assembly process. A high level of noise in this process can even inhibit the replication of the viruses. In summary, the success of this thesis demonstrates the usefulness of models for interpreting experimental data, developing hypotheses, as well as for understanding the design principles of genetic regulatory networks.

Ce travail présente et valide une théorie nonlocale nouvelle et généralisée, de la propagation acoustique dans les milieux poreux à structure rigide, saturés par un fluide viscothermique. Cette théorie linéaire permet de dépasser les limites de la théorie classique basée sur la théorie de l'homogénéisation. Elle prend en compte non seulement les phénomènes de dispersion temporelle, mais aussi ceux de dispersion spatiale. Dans le cadre de la nouvelle approche, une nouvelle procédure d'homogénéisation est proposée, qui permet de trouver les propriétés acoustiques à l'échelle macroscopique, en résolvant deux problèmes d'action-réponse indépendants, posés à l'échelle microscopique de Navier-Stokes-Fourier. Contrairement à la méthode classique d'homogénéisation, aucune contrainte de séparation d'échelle n'est introduite. En l'absence de structure solide, la procédure redonne l'équation de dispersion de Kirchhoff-Langevin, qui décrit la propagation des ondes longitudinales dans les fluides viscothermiques. La nouvelle théorie et procédure d'homogénéisation nonlocale sont validées dans trois cas, portant sur des microgéométries significativement différentes. Dans le cas simple d'un tube circulaire rempli par un fluide viscothermique, on montre que les nombres d'ondes et les impédances prédits par la théorie nonlocale, coïncident avec ceux de la solution exacte de Kirchhoff, connue depuis longtemps. Au contraire, les résultats issus de la théorie locale (celle de Zwikker et Kosten, découlant de la théorie classique d'homogénéisation) ne donnent que le mode le plus attenué, et encore, seulement avec le petit désaccord existant entre la solution simplifiée de Zwikker et Kosten et celle exacte de Kirchhoff. Dans le cas où le milieu poreux est constitué d'un réseau carré de cylindres rigides parallèles, plongés dans le fluide, la propagation étant regardée dans une direction transverse, la vitesse de phase du mode le plus atténué peut être calculée en fonction de la fréquence en suivant les approches locale et nonlocale, résolues au moyen de simulations numériques par la méthode des Eléments Finis. Elle peut être calculée d'autre part par une méthode complètement différente et quasi-exacte, de diffusion multiple prenant en compte les effets viscothermiques. Ce dernier résultat quasi-exact montre un accord remarquable avec celui obtenu par la théorie nonlocale, sans restriction de longueur d'onde. Avec celui de la théorie locale, l'accord ne se produit que tant que la longueur d'onde reste assez grande.

Ziel dieser Arbeit ist die Untersuchung des Einflusses der stochastischen Interpretation der Langevin Gleichung mit zustandsabhängigen Diffusionskoeffizienten auf den Propagator des zugehörigen stochastischen Prozesses bzw. dessen Mittelwerte. Dies dient dem besseren Verständnis und der Interpretation von Messdaten von Diffusion in inhomogenen Systemen und geht einher mit der Frage der Form der Diffusionsgleichung in solchen Systemen. Zur Vereinfachung der Fragestellung werden in dieser Arbeit nur Systeme untersucht die vollständig durch einen ortsabhängigen Diffusionskoeffizienten und Angabe der stochastischen Interpretation beschrieben werden können. Dazu wird zunächst für mehrere experimentell relevante eindimensionale Systeme der jeweilige allgemeine Propagator bestimmt, der für jede denkbare stochastische Interpretation gültig ist. Der analytisch bestimmte Propagator wird dann für zwei exemplarisch ausgewählte stochastische Interpretationen, hier für die Itô und Klimontovich-Hänggi Interpretation, gegenübergestellt und die Unterschiede identifiziert. Für Mittelwert und Varianz der Prozesse werden die drei wesentlichen stochastischen Interpretationen verglichen, also Itô, Stratonovich und Klimontovich-Hänggi Interpretation. Diese systematische Untersuchung von inhomogenen Diffusionsprozessen kann zukünftig helfen diese Art von, in genau einer stochastischen Interpretation, driftfreien Systemen einfacher zu identifizieren. Ein weiterer wesentlicher Teil der Arbeit erweitert die Frage auf mehrdimensionale inhomogene anisotrope Systeme. Dies wird z.B. bei der Untersuchung von Diffusion in Flüssigkristallen mit inhomogenem Direktorfeld relevant. Obwohl hier, im Gegensatz zu eindimensionalen Systemen, der Propagator nicht allgemein berechnet werden kann, wird dennoch der Einfluss der Inhomogenität auf Messgrößen, wie die mittlere quadratische Verschiebung oder die Verteilung der Diffusivitäten, bestimmt. Anhand eines Beispiels wird auch der Einfluss der stochastischen Interpretation auf diese Messgrößen demonstriert. / The aim of this thesis is to investigate the influence of the stochastic interpretation of the Langevin equation with state-dependent diffusion coefficient on the propagator of the related stochastic process, or its averages, respectively. This helps to obtain a deeper understanding and to interpret measurement data of diffusion in inhomogeneous systems and is accompanied with the question of the proper form of the diffusion equation in such systems. To simplify the question, in this thesis only systems are considered which can be fully described by a spatially dependent diffusion coefficient and a given stochastic interpretation. Therefore, for several experimentally relevant one-dimensional systems, the respective general propagator is determined, which is valid for any possible stochastic interpretation. Then, the propagator for two exemplary stochastic interpretations, here the Itô and Klimontovich-Hänggi interpretation, are compared and the differences are identified. For mean and variance of the processes three major interpretations are compared, namely the Itô, the Stratonovich and the Klimontovich-Hänggi interpretation. This systematic research on inhomogeneous diffusion process may help in future to identify these kind of, in exactly one stochastic interpretation, drift-free systems more easily. Another important part of this thesis extends this question to multidimensional inhomogeneous anisotropic systems. This is of high relevance, for instance, for the research of diffusion in liquid crystalline systems with an inhomogeneous director field. Although, in contrast to one-dimensional systems, the propagator may not be calculated generally, the influence of the inhomogeneity on measurement data like the mean squared displacement or the distribution of diffusivities is determined. Based on one example, also the influence of the stochastic interpretation on these quantities is demonstrated.

The topic of this thesis is a diffusion process on a potential landscape which is given by a smooth Hamiltonian function in the regime of small noise. The work provides a new proof of the Eyring-Kramers formula for the Poincaré inequality of the associated generator of the diffusion. The Poincaré inequality characterizes the spectral gap of the generator and establishes the exponential rate of convergence towards equilibrium in the L²-distance. This result was first obtained by Bovier et. al. in 2004 relying on potential theory. The presented approach in the thesis generalizes to obtain also asymptotic sharp estimates of the constant in the logarithmic Sobolev inequality. The optimal constant in the logarithmic Sobolev inequality characterizes the convergence rate to equilibrium with respect to the relative entropy, which is a stronger distance as the L²-distance and slightly weaker than the L¹-distance. The optimal constant has here no direct spectral representation. The proof makes use of the scale separation present in the dynamics. The Eyring-Kramers formula follows as a simple corollary from the two main results of the work: The first one shows that the associated Gibbs measure restricted to a basin of attraction has a good Poincaré and logarithmic Sobolev constants providing the fast convergence of the diffusion to metastable states. The second main ingredient is a mean-difference estimate. Here a weighted transportation distance is used. It contains the main contribution to the Poincaré and logarithmic Sobolev constant, resulting from exponential long waiting times of jumps between metastable states of the diffusion.

Ziel dieser Arbeit ist die Untersuchung des Einflusses der stochastischen Interpretation der Langevin Gleichung mit zustandsabhängigen Diffusionskoeffizienten auf den Propagator des zugehörigen stochastischen Prozesses bzw. dessen Mittelwerte. Dies dient dem besseren Verständnis und der Interpretation von Messdaten von Diffusion in inhomogenen Systemen und geht einher mit der Frage der Form der Diffusionsgleichung in solchen Systemen. Zur Vereinfachung der Fragestellung werden in dieser Arbeit nur Systeme untersucht die vollständig durch einen ortsabhängigen Diffusionskoeffizienten und Angabe der stochastischen Interpretation beschrieben werden können. Dazu wird zunächst für mehrere experimentell relevante eindimensionale Systeme der jeweilige allgemeine Propagator bestimmt, der für jede denkbare stochastische Interpretation gültig ist. Der analytisch bestimmte Propagator wird dann für zwei exemplarisch ausgewählte stochastische Interpretationen, hier für die Itô und Klimontovich-Hänggi Interpretation, gegenübergestellt und die Unterschiede identifiziert. Für Mittelwert und Varianz der Prozesse werden die drei wesentlichen stochastischen Interpretationen verglichen, also Itô, Stratonovich und Klimontovich-Hänggi Interpretation. Diese systematische Untersuchung von inhomogenen Diffusionsprozessen kann zukünftig helfen diese Art von, in genau einer stochastischen Interpretation, driftfreien Systemen einfacher zu identifizieren. Ein weiterer wesentlicher Teil der Arbeit erweitert die Frage auf mehrdimensionale inhomogene anisotrope Systeme. Dies wird z.B. bei der Untersuchung von Diffusion in Flüssigkristallen mit inhomogenem Direktorfeld relevant. Obwohl hier, im Gegensatz zu eindimensionalen Systemen, der Propagator nicht allgemein berechnet werden kann, wird dennoch der Einfluss der Inhomogenität auf Messgrößen, wie die mittlere quadratische Verschiebung oder die Verteilung der Diffusivitäten, bestimmt. Anhand eines Beispiels wird auch der Einfluss der stochastischen Interpretation auf diese Messgrößen demonstriert. / The aim of this thesis is to investigate the influence of the stochastic interpretation of the Langevin equation with state-dependent diffusion coefficient on the propagator of the related stochastic process, or its averages, respectively. This helps to obtain a deeper understanding and to interpret measurement data of diffusion in inhomogeneous systems and is accompanied with the question of the proper form of the diffusion equation in such systems. To simplify the question, in this thesis only systems are considered which can be fully described by a spatially dependent diffusion coefficient and a given stochastic interpretation. Therefore, for several experimentally relevant one-dimensional systems, the respective general propagator is determined, which is valid for any possible stochastic interpretation. Then, the propagator for two exemplary stochastic interpretations, here the Itô and Klimontovich-Hänggi interpretation, are compared and the differences are identified. For mean and variance of the processes three major interpretations are compared, namely the Itô, the Stratonovich and the Klimontovich-Hänggi interpretation. This systematic research on inhomogeneous diffusion process may help in future to identify these kind of, in exactly one stochastic interpretation, drift-free systems more easily. Another important part of this thesis extends this question to multidimensional inhomogeneous anisotropic systems. This is of high relevance, for instance, for the research of diffusion in liquid crystalline systems with an inhomogeneous director field. Although, in contrast to one-dimensional systems, the propagator may not be calculated generally, the influence of the inhomogeneity on measurement data like the mean squared displacement or the distribution of diffusivities is determined. Based on one example, also the influence of the stochastic interpretation on these quantities is demonstrated.