arXiv subjects

Miranda Holmes-Cerfon

Publications and source records attributed to Miranda Holmes-Cerfon.

32 records · Page 2Linked to original sources

arXiv2019

Sticky Brownian Motion and its Numerical Solution

Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance. This article spotlights the unusual behavior of sticky Brownian motions from the perspective of applied mathematics, and provides tools to efficiently simulate them. We show that a sticky Brownian motion arises naturally for a particle diffusing on $\mathbb{R}_+$ with a strong, short-ranged potential energy near the origin. This is a limit that accurately models mesoscale particles, those with diameters $\approx 100$nm-$10μ$m, which form the building blocks for many common materials. We introduce a simple and intuitive sticky random walk to simulate sticky Brownian motion, that also gives insight into its unusual properties. In parameter regimes of practical interest, we show this sticky random walk is two to five orders of magnitude faster than alternative methods to simulate a sticky Brownian motion. We outline possible steps to extend this method towards simulating multi-dimensional sticky diffusions.

math.NA↗

arXiv2019

Calculating the symmetry number of flexible sphere clusters

We present a theoretical and computational framework to compute the symmetry number of a flexible sphere cluster in $\mathbb{R}^3$, using a definition of symmetry that arises naturally when calculating the equilibrium probability of a cluster of spheres in the sticky-sphere limit. We define the sticky symmetry group of the cluster as the set of permutations and inversions of the spheres which preserve adjacency and can be realized by continuous deformations of the cluster that do not change the set of contacts or cause particles to overlap. The symmetry number is the size of the sticky symmetry group. We introduce a numerical algorithm to compute the sticky symmetry group and symmetry number, and show it works well on several test cases. Furthermore we show that once the sticky symmetry group has been calculated for indistinguishable spheres, the symmetry group for partially distinguishable spheres (those with non-identical interactions) can be efficiently obtained without repeating the laborious parts of the computations. We use our algorithm to calculate the partition functions of every possible connected cluster of 6 identical sticky spheres, generating data that may be used to design interactions between spheres so they self-assemble into a desired structure.

math-ph↗

arXiv2018

Geometric frustration induces the transition between rotation and counterrotation in swirled granular media

Granular material in a swirled container exhibits a curious transition as the number of particles is increased: at low densities the particle cluster rotates in the same direction as the swirling motion of the container, while at high densities it rotates in the opposite direction. We investigate this phenomenon experimentally and numerically using a co-rotating reference frame in which the system reaches a statistical steady-state. In this steady-state the particles form a cluster whose translational degrees of freedom are stationary, while the individual particles constantly circulate around the cluster's center of mass, similar to a ball rolling along the wall within a rotating drum. We show that the transition to counterrotation is friction-dependent. At high particle densities, frictional effects result in geometric frustration which prevents particles from cooperatively rolling and spinning. Consequently, the particle cluster rolls like a rigid body with no-slip conditions on the container wall, which necessarily counterrotates around its own axis. Numerical simulations verify that both wall-disc friction and disc-disc friction are critical for inducing counterrotation.

cond-mat.soft↗

arXiv2018

Modeling the relative dynamics of DNA-coated colloids

We construct a theoretical model for the dynamics of a microscale colloidal particle, modeled as an interval, moving horizontally on a DNA-coated surface, modelled as a line coated with springs that can stick to the interval. Averaging over the fast DNA dynamics leads to an evolution equation for the particle in isolation, which contains both friction and diffusion. The DNA-induced friction coefficient depends on the physical properties of the DNA, and substituting parameter values typical of a 1$μ$m colloid coated densely with weakly interacting DNA gives a coefficient about 100 times larger than the corresponding coefficient of hydrodynamic friction. We use a mean-field extension of the model to higher dimensions to estimate the friction tensor for a disc rotating and translating horizontally along a line. When the DNA strands are very stiff and short, the friction coefficient for the disc rolling approaches zero while the friction for the disc sliding remains large. Together, these results could have significant implications for the dynamics of DNA-coated colloids or other ligand-receptor systems, implying that DNA-induced friction between colloids can be stronger than hydrodynamic friction and should be incorporated into simulations, and that it depends nontrivially on the type of relative motion, possibly causing the particles to assemble into out-of-equilibrium metastable states governed by the pathways with the least friction.

cond-mat.soft↗

arXiv2018

Colloidomers: freely-jointed polymers made of droplets

An important goal of self-assembly is to achieve a preprogrammed structure with high fidelity. Here, we control the valence of DNA-functionalized emulsions to make linear and branched model polymers, or `colloidomers'. The distribution of cluster sizes is consistent with a polymerization process in which the droplets achieve their prescribed valence. Conformational dynamics reveals that the chains are freely-jointed, such that the end-to-end length scales with the number of bonds $N$ as $N^ν$, where $ν\approx3/4$, in agreement with the Flory theory in 2D. The chain diffusion coefficient $D$ approximately scales as $D\propto N^{-ν}$, as predicted by the Zimm model. Unlike molecular polymers, colloidomers can be repeatedly assembled and disassembled under temperature cycling, allowing for reconfigurable, responsive matter.

cond-mat.soft↗

arXiv2017

Monte Carlo on manifolds: sampling densities and integrating functions

We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such manifolds. The sampler uses a specific orthogonal projection to the surface that requires only information about the tangent space to the manifold, obtainable from first derivatives of the constraint functions, hence avoiding the need for curvature information or second derivatives. Second, we use the sampler to develop a multi-stage algorithm to compute integrals over such manifolds. We provide single-run error estimates that avoid the need for multiple independent runs. Computational experiments on various test problems show that the algorithms and error estimates work in practice. The method is applied to compute the entropies of different sticky hard sphere systems. These predict the temperature or interaction energy at which loops of hard sticky spheres become preferable to chains.

math.NA↗

arXiv2017

Random sequential adsorption of discs on constant-curvature surfaces: plane, sphere, hyperboloid, and projective plane

We present an algorithm to simulate random sequential adsorption (random "parking") of discs on constant-curvature surfaces: the plane, sphere, hyperboloid, and projective plane, all embedded in three-dimensional space. We simulate complete parkings by explicitly calculating the boundary of the available area in which discs can park and concentrating new points in this area. This makes our algorithm efficient and also provides a diagnostic to determine when each parking is complete, so there is no need to extrapolate data from incomplete parkings to study questions of physical interest. We use our algorithm to study the number distribution and density of discs parked in each space, where for the plane and hyperboloid we consider two different periodic tilings each. We make several notable observations: (i) On the sphere, there is a critical disc radius such the number of discs parked is always exactly four: the random parking is actually deterministic. We prove this statement rigorously, and also show that random parking on the surface of a $d$-dimensional sphere would have deterministic behaviour at the same critical radius. (ii) The average number of parked discs does not always monotonically increase as the disc radius decreases: on the plane (square with periodic boundary conditions), there is an interval of decreasing radius over which the average *decreases*. We give a heuristic explanation for this counterintuitive finding. (iii) As the disc radius shrinks to zero, the density (average fraction of area covered by parked discs) appears to converge to the same constant for all spaces, though it is always slightly larger for a sphere and slightly smaller for a hyperboloid. Therefore, for parkings on a general curved surface we would expect higher local densities in regions of positive curvature and lower local densities in regions of negative curvature.

cond-mat.stat-mech↗

arXiv2017

Sticky-sphere clusters

Nano- and microscale particles, such as colloids, commonly interact over ranges much shorter than their diameters, so it is natural to treat them as "sticky," interacting only when they touch exactly. The lowest-energy states, free energies, and dynamics of a collection of $n$ particles can be calculated in the sticky limit of a deep, narrow interaction potential. This article surveys the theory of the sticky limit, explains the correspondence between theory and experiments on colloidal clusters, and outlines areas where the sticky limit may bring new insight.

cond-mat.soft↗

arXiv2016

Stochastic discs that roll

We study a model of rolling particles subject to stochastic fluctuations, which may be relevant in systems of nano- or micro-scale particles where rolling is an approximation for strong static friction. We consider the simplest possible non-trivial system: a linear polymer of three of discs constrained to remain in contact, and immersed in an equilibrium heat bath so the internal angle of the polymer changes due to stochastic fluctuations. We compare two cases: one where the discs can slide relative to each other, and the other where they are constrained to roll, like gears. Starting from the Langevin equations with arbitrary linear velocity constraints, we use formal homogenization theory to derive the overdamped equations that describe the process in configuration space only. The resulting dynamics have the formal structure of a Brownian motion on a Riemannian or sub-Riemannian manifold, depending on if the velocity constraints are holonomic or non-holonomic. We use this to compute the trimer's equilibrium distribution both with, and without, the rolling constraints. Surprisingly, the two distributions are different. We suggest two possible interpretations of this result: either (i) dry friction (or other dissipative, nonequilibrium forces) changes basic thermodynamic quantities like the free energy of a system, a statement that could be tested experimentally, or (ii) as a lesson in modeling rolling or friction more generally as a velocity constraint when stochastic fluctuations are present. In the latter case, we speculate there could be a "roughness" entropy whose inclusion as an effective force could compensate the constraint and preserve classical Boltzmann statistics. Regardless of the interpretation, our calculation shows the word "rolling" must be used with care when stochastic fluctuations are present.

math-ph↗

arXiv2016

Designing steep, sharp patterns on uniformly ion-bombarded surfaces

We propose and experimentally test a method to fabricate patterns of steep, sharp features on surfaces, by exploiting the nonlinear dynamics of uniformly ion bombarded surfaces. We show via theory, simulation, and experiment, that the steepest parts of the surface evolve as one-dimensional curves which move in the normal direction at constant velocity. The curves are a special solution to the nonlinear equations that arises spontaneously whenever the initial patterning on the surface contains slopes larger than a critical value; mathematically they are traveling waves (shocks) that have the special property of being undercompressive. We derive the evolution equation for the curves by considering long-wavelength perturbations to the one-dimensional traveling wave, using the unusual boundary conditions required for an undercompressive shock, and we show this equation accurately describes the evolution of shapes on surfaces, both in simulations and in experiments. Because evolving a collection of one-dimensional curves is fast, this equation gives a computationally efficient and intuitive method for solving the inverse problem of finding the initial surface so the evolution leads to a desired target pattern. We illustrate this method by solving for the initial surface that will produce a lattice of diamonds connected by steep, sharp ridges, and experimentally demonstrating the evolution of the initial surface into the target pattern.

cond-mat.mtrl-sci↗

arXiv2016

Free energy of singular sticky-sphere clusters

Networks of particles connected by springs model many condensed-matter systems, from colloids interacting with a short-range potential, to complex fluids near jamming, to self-assembled lattices, to origami-inspired materials. Under small thermal fluctuations the vibrational entropy of a ground state is given by the harmonic approximation if it has no zero-frequency vibrational modes, yet such singular modes are at the epicenter of many interesting behaviors in the systems above. We consider a system of $N$ spherical particles, and directly account for the singularities that arise in the sticky limit where the pairwise interaction is strong and short ranged. Although the contribution to the partition function from singular clusters diverges in the limit, its asymptotic value can be calculated and depends on only two parameters, characterizing the depth and range of the potential. The result holds for systems that are second-order rigid, a geometric characterization that describes all known ground-state (rigid) sticky clusters. To illustrate our theory we address the question of emergence: how does crystalline order arise in large systems when it is strongly disfavored in small ones? We calculate the partition functions of all known rigid clusters up to $N\leq 19$, and show the cluster landscape is dominated by hyperstatic clusters (those with more than $3N-6$ contacts) -- singular and isostatic clusters are far less frequent, despite their extra vibrational and configurational entropies. Since the most hyperstatic clusters are close to fragments of a close-packed lattice, this underlies the emergence of order in sticky-sphere systems, even those as small as $N=10$.

cond-mat.stat-mech↗

arXiv2012

A geometrical approach to computing free energy landscapes from short-ranged potentials

Particles interacting with short-ranged potentials have attracted increasing interest, partly for their ability to model mesoscale systems such as colloids interacting via DNA or depletion. We consider the free energy landscape of such systems as the range of the potential goes to zero. In this limit, the landscape is entirely defined by geometrical manifolds, plus a single control parameter. These manifolds are fundamental objects that do not depend on the details of the interaction potential, and provide the starting point from which any quantity characterizing the system -- equilibrium or non-equilibrium -- can be computed for arbitrary potentials. To consider dynamical quantities we compute the asymptotic limit of the Fokker-Planck equation, and show that it becomes restricted to the low-dimensional manifolds connected by "sticky" boundary conditions. To illustrate our theory, we compute the low-dimensional manifolds for n<=8 identical particles, providing a complete description of the lowest-energy parts of the landscape including floppy modes with up to 2 internal degrees of freedom. The results can be directly tested on colloidal clusters. This limit is a novel approach for understanding energy landscapes, and our hope is that it can also provide insight into finite-range potentials.

math-ph↗

arXiv2012

Development of Knife-Edge Ridges on Ion-Bombarded Surfaces

We demonstrate in both laboratory and numerical experiments that ion bombardment of a modestly sloped surface can create knife-edge like ridges with extremely high slopes. Small pre-fabricated pits expand under ion bombardment, and the collision of two such pits creates knife-edge ridges. Both laboratory and numerical experiments show that the pit propagation speed and the precise shape of the knife edge ridges are universal, independent of initial conditions, as has been predicted theoretically. These observations suggest a novel method of fabrication in which a surface is pre-patterned so that it dynamically evolves to a desired target pattern made of knife-edge ridges.

cond-mat.mtrl-sci↗

arXiv2011

Low Rossby limiting dynamics for stably stratified flow with Finite Froude number

In this paper we explore the fast rotation, nonhydrostatic limit of the rotating and stratified Boussinesq equations. We derive new reduced equations for the slow dynamics that describe Taylor-Proudman flows. One new aspect of the dynamics is a decoupling of the horizontal kinetic energy, described by 2D Navier-Stokes, from new dynamics that describe the coupling of vertical kinetic energy and buoyancy. We support the theory with high resolution numerical simulations of the full Boussinesq equations that, in this limit, reveal the spontaneous formation of Taylor-Proudman columns and their dynamics.

nlin.CD↗