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“Pricing Dynamic Investment Fund Protection,” Hans U. Gerber and Gérard Pafumi, April 2000

North American Actuarial Journal 2001年第1期5卷 153-157页

作者： Huang, Ya-Chun Shiu, Elias S.W. Program in Applied Mathematical and Computational Sciences University of Iowa Iowa City IA 52242-1419 United States Department of Statistics and Actuarial Science University of Iowa Iowa City IA 52242-1409 362 Schaeffer Hall United States Actuarial Science Department of Applied Mathematics Hong Kong Polytechnic University Hung Hom Hong Kong

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Hard convex lens-shaped particles: Characterization of dense disordered packings

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Physical Review E 2019年第6期100卷 062902-062902页

作者： Giorgio Cinacchi Salvatore Torquato Departamento de Física Teórica de la Materia Condensada Instituto de Física de la Materia Condensada (IFIMAC) Instituto de Ciencias de Materiales “Nicolás Cabrera” Universidad Autónoma de Madrid Ciudad Universitaria de Cantoblanco E-28049 Madrid Spain Department of Chemistry and Department of Physics Institute for the Science and Technology of Materials Program for Applied and Computational Mathematics Princeton University Princeton New Jersey 08544 USA

Among the family of hard convex lens-shaped particles (lenses), the one with aspect ratio equal to 2/3 is “optimal” in the sense that the maximally random jammed (MRJ) packings of such lenses achieve the highest packing fraction ϕMRJ≃0.73 [G. Cinacchi and S. Torquato, Soft Matter 14, 8205 (2018)]. This value is only a few percent lower than ϕDKP=0.76210⋯, the packing fraction of the corresponding densest-known crystalline (degenerate) packings [G. Cinacchi and S. Torquato, J. Chem. Phys. 143, 224506 (2015)]. By exploiting the appreciably reduced propensity that a system of such optimal lenses has to positionally and orientationally order, disordered packings of them are progressively generated by a Monte Carlo method–based procedure from the dilute equilibrium isotropic fluid phase to the dense nonequilibrium MRJ state. This allows us to closely monitor how the (micro)structure of these packings changes in the process of formation of the MRJ state. The gradual changes undergone by the many structural descriptors calculated here can coherently and consistently be traced back to the gradual increase in contacts between the hard particles until the isostatic mean value of ten contact neighbors per lens is reached at the effectively hyperuniform MRJ state. Compared to the MRJ state of hard spheres, the MRJ state of such optimal lenses is denser (less porous), more disordered, and rattler-free. This set of characteristics makes them good glass formers. It is possible that this conclusion may also hold for other hard convex uniaxial particles with a correspondingly similar aspect ratio, be they oblate or prolate, and that, by using suitable biaxial variants of them, that set of characteristics might further improve.

关键词： Granular packing Jamming Colloids Disordered systems Granular materials Lyotropic liquid crystals Monte Carlo methods

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Inverse design of disordered stealthy hyperuniform spin chains

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Physical Review B 2016年第6期93卷 064201-064201页

作者： Eli Chertkov Robert A. DiStasio, Jr. Ge Zhang Roberto Car Salvatore Torquato Department of Physics Princeton University Princeton New Jersey 08544 USA Department of Chemistry Princeton University Princeton New Jersey 08544 USA Department of Chemistry and Chemical Biology Cornell University Ithaca New York 14853 USA Princeton Institute for the Science and Technology of Materials Princeton University Princeton New Jersey 08544 USA Program in Applied and Computational Mathematics Princeton University Princeton New Jersey 08544 USA

Positioned between crystalline solids and liquids, disordered many-particle systems which are stealthy and hyperuniform represent new states of matter that are endowed with novel physical and thermodynamic properties. Such stealthy and hyperuniform states are unique in that they are transparent to radiation for a range of wave numbers around the origin. In this work, we employ recently developed inverse statistical-mechanical methods, which seek to obtain the optimal set of interactions that will spontaneously produce a targeted structure or configuration as a unique ground state, to investigate the spin-spin interaction potentials required to stabilize disordered stealthy hyperuniform one-dimensional (1D) Ising-type spin chains. By performing an exhaustive search over the spin configurations that can be enumerated on periodic 1D integer lattices containing N=2,3,...,36 sites, we were able to identify and structurally characterize all stealthy hyperuniform spin chains in this range of system sizes. Within this pool of stealthy hyperuniform spin configurations, we then utilized such inverse optimization techniques to demonstrate that stealthy hyperuniform spin chains can be realized as either unique or degenerate disordered ground states of radial long-ranged (relative to the spin-chain length) spin-spin interactions. Such exotic ground states appear to be distinctly different from spin glasses in both their inherent structural properties and the nature of the spin-spin interactions required to stabilize them. As such, the implications and significance of the existence of these disordered stealthy hyperuniform ground-state spin systems warrants further study, including whether their bulk physical properties and excited states, like their many-particle system counterparts, are singularly remarkable, and can be experimentally realized.

关键词： Optimization problems Ising model Spin chains

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clotFoam: An Open-Source Framework to Simulate Blood Clot Formation Under Arterial Flow

arXiv

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arXiv 2023年

作者： Montgomery, David Municchi, Federico Leiderman, Karin Department of Applied Mathematics and Statistics Colorado School of Mines 1500 Illinois St GoldenCO80401 United States Department of Mechanical Engineering Colorado School of Mines 1500 Illinois St GoldenCO80401 United States Department of Mathematics University of North Carolina at Chapel Hill 216 Lenoir Dr Chapel HillNC27599 United States Computational Medicine Program University of North Carolina at Chapel Hill 216 Lenoir Dr Chapel HillNC27599 United States

Blood clotting involves the coupled processes of platelet aggregation and coagulation. Simulating clotting under flow in complex geometries is challenging due to multiple temporal and spatial scales and high computational cost. clotFoam is an open-source software developed in OpenFOAM that employs a continuum model of platelet advection, diffusion, and aggregation in a dynamic fluid environment and a simplified coagulation model with proteins that advect, diffuse, and react within the fluid and with wall-bound species through reactive boundary conditions. Our framework provides the foundation on which one can build more complex models and perform reliable simulations in almost any computational domain. © 2023, CC BY.

关键词： Coagulation

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Microstructural degeneracy associated with a two-point correlation function and its information content

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Physical Review E 2012年第5期85卷 051140-051140页

作者： C. J. Gommes Y. Jiao S. Torquato Department of Chemical Engineering University of Liège Liège 4000 Belgium Department of Chemistry Princeton University Princeton New Jersey 08544 USA Department of Physics Princeton University Princeton New Jersey 08544 USA Program in Applied and Computational Mathematics Princeton University Princeton New Jersey 08544 USA Princeton Center for Theoretical Science Princeton University Princeton New Jersey 08544 USA Princeton Institute for the Science and Technology of Materials Princeton University Princeton New Jersey 08544 USA

A two-point correlation function provides a crucial yet an incomplete characterization of a microstructure because distinctly different microstructures may have the same correlation function. In an earlier Letter [Gommes, Jiao, and Torquato, Phys. Rev. Lett. 108, 080601 (2012)], we addressed the microstructural degeneracy question: What is the number of microstructures compatible with a specified correlation function? We computed this degeneracy, i.e., configurational entropy, in the framework of reconstruction methods, which enabled us to map the problem to the determination of ground-state degeneracies. Here, we provide a more comprehensive presentation of the methodology and analyses, as well as additional results. Since the configuration space of a reconstruction problem is a hypercube on which a Hamming distance is defined, we can calculate analytically the energy profile of any reconstruction problem, corresponding to the average energy of all microstructures at a given Hamming distance from a ground state. The steepness of the energy profile is a measure of the roughness of the energy landscape associated with the reconstruction problem, which can be used as a proxy for the ground-state degeneracy. The relationship between this roughness metric and the ground-state degeneracy is calibrated using a Monte Carlo algorithm for determining the ground-state degeneracy of a variety of microstructures, including realizations of hard disks and Poisson point processes at various densities as well as those with known degeneracies (e.g., single disks of various sizes and a particular crystalline microstructure). We show that our results can be expressed in terms of the information content of the two-point correlation functions. From this perspective, the a priori condition for a reconstruction to be accurate is that the information content, expressed in bits, should be comparable to the number of pixels in the unknown microstructure. We provide a formula to calculate the

关键词： MICROSTRUCTURE CORRELATION (Statistics) INFORMATION theory ENTROPY (Information theory) GROUND state (Quantum mechanics) MONTE Carlo method POISSON processes

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Spectral Top-Down Recovery of Latent Tree Models

arXiv

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arXiv 2021年

作者： Aizenbud, Yariv Jaffe, Ariel Wang, Meng Hu, Amber Amsel, Noah Nadler, Boaz Chang, Joseph T. Kluger, Yuval Program in Applied Mathematics Yale University New HavenCT06511 United States Department of Computer Science Weizmann Institute of Science Rehovot76100 Israel Department of Statistics Yale University New HavenCT06520 United States Interdepartmental Program in Computational Biology and Bioinformatics Yale University New HavenCT06511 United States Department of Pathology Yale University New HavenCT06511 United States

Modeling the distribution of high dimensional data by a latent tree graphical model is a prevalent approach in multiple scientific domains. A common task is to infer the underlying tree structure, given only observations of its terminal nodes. Many algorithms for tree recovery are computationally intensive, which limits their applicability to trees of moderate size. For large trees, a common approach, termed divide-and-conquer, is to recover the tree structure in two steps. First, recover the structure separately of multiple, possibly random subsets of the terminal nodes. Second, merge the resulting subtrees to form a full tree. Here, we develop Spectral Top-Down Recovery (STDR), a deterministic divide-and-conquer approach to infer large latent tree models. Unlike previous methods, STDR partitions the terminal nodes in a non random way, based on the Fiedler vector of a suitable Laplacian matrix related to the observed nodes. We prove that under certain conditions, this partitioning is consistent with the tree structure. This, in turn, leads to a significantly simpler merging procedure of the small subtrees. We prove that STDR is statistically consistent and bound the number of samples required to accurately recover the tree with high probability. Using simulated data from several common tree models in phylogenetics, we demonstrate that STDR has a significant advantage in terms of runtime, with improved or similar accuracy. Copyright © 2021, The Authors. All rights reserved.

关键词： Recovery

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Exact constructions of a family of dense periodic packings of tetrahedra

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Physical Review E 2010年第4期81卷 041310-041310页

作者： S. Torquato Y. Jiao Department of Chemistry Princeton University Princeton New Jersey 08544 USA Department of Physics Princeton University Princeton New Jersey 08544 USA Princeton Center for Theoretical Science Princeton University Princeton New Jersey 08544 USA Program in Applied and Computational Mathematics Princeton University Princeton New Jersey 08544 USA School of Natural Sciences Institute for Advanced Study Princeton New Jersey 08540 USA Department of Mechanical and Aerospace Engineering Princeton University Princeton New Jersey 08544 USA

The determination of the densest packings of regular tetrahedra (one of the five Platonic solids) is attracting great attention as evidenced by the rapid pace at which packing records are being broken and the fascinating packing structures that have emerged. Here we provide the most general analytical formulation to date to construct dense periodic packings of tetrahedra with four particles per fundamental cell. This analysis results in six-parameter family of dense tetrahedron packings that includes as special cases recently discovered “dimer” packings of tetrahedra, including the densest known packings with density ϕ=40004671=0.856347…. This study strongly suggests that the latter set of packings are the densest among all packings with a four-particle basis. Whether they are the densest packings of tetrahedra among all packings is an open question, but we offer remarks about this issue. Moreover, we describe a procedure that provides estimates of upper bounds on the maximal density of tetrahedron packings, which could aid in assessing the packing efficiency of candidate dense packings.

关键词： constructions family tetrahedra tetrahedrons family Dense Platonic solid

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Generating large disordered stealthy hyperuniform systems with ultrahigh accuracy to determine their physical properties

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Physical Review Research 2023年第3期5卷 033190-033190页

作者： Peter K. Morse Jaeuk Kim Paul J. Steinhardt Salvatore Torquato Department of Chemistry Princeton University Princeton New Jersey 08544 USA Department of Physics Princeton University Princeton New Jersey 08544 USA Princeton Institute of Materials Princeton University Princeton New Jersey 08544 USA Princeton Center for Theoretical Science Princeton University Princeton New Jersey 08544 USA Program in Applied and Computational Mathematics Princeton University Princeton New Jersey 08544 USA

Hyperuniform many-particle systems are characterized by a structure factor S(k) that is precisely zero as |k|→0; and stealthy hyperuniform systems have S(k)=0 for the finite range 0<|k|≤K, called the “exclusion region.” Through a process of collective-coordinate optimization, energy-minimizing disordered stealthy hyperuniform systems of moderate size have been made to high accuracy, and their novel physical properties have shown great promise. However, minimizing S(k) in the exclusion region is computationally intensive as the system size becomes large. In this paper, we present an improved methodology to generate such states using double-double precision calculations on graphical processing units (GPUs) that reduces the deviations from zero within the exclusion region by a factor of approximately 1030 for system sizes more than an order of magnitude larger. We further show that this ultrahigh accuracy is required to draw conclusions about their corresponding characteristics, such as the nature of the associated energy landscape and the presence or absence of Anderson localization, which might be masked, even when deviations are relatively small.

关键词： Exotic phases of matter

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Domain morphology and mechanics of the H/T′ transition metal dichalcogenide monolayers

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Physical Review Materials 2018年第11期2卷 114002-114002页

作者： Joel Berry Songsong Zhou Jian Han David J. Srolovitz Mikko P. Haataja Department of Materials Science and Engineering University of Pennsylvania Philadelphia Pennsylvania 19104 USA Department of Mechanical and Aerospace Engineering Princeton University Princeton New Jersey 08544 USA Department of Mechanical Engineering and Applied Mechanics University of Pennsylvania Philadelphia Pennsylvania 19104 USA Department of Materials Science and Engineering City University of Hong Kong Hong Kong SAR People's Republic of China Princeton Institute for the Science and Technology of Materials (PRISM) Princeton University Princeton New Jersey 08544 USA Program in Applied and Computational Mathematics (PACM) Princeton University Princeton New Jersey 08544 USA

The properties of two-dimensional (2D) transition metal dichalcogenide (TMD) monolayers can be dynamically controlled via strain-induced displacive structural transformations between semiconducting (H) and metallic or semimetallic (T′) crystal structures. The shapes, symmetries, and kinetics of crystalline domains generated during these transformations and the mechanical response of transforming monolayers are of fundamental and applied interest in, e.g., phase change memory devices and the study of topologically protected edge states in quantum spin Hall insulating T′ crystals. We quantitatively characterize T′ domain morphologies during H→T′ transformations in both flat and bendable TMD monolayers using a combination of first principles and continuum calculations. Wulff constructions for MoTe2 and MoS2 show that T′ domains within much larger T′ domains are either rhombi of fixed proportions (if nonmisfitting) or rectangles whose aspect ratio AR increases with domain size L0 (if misfitting). Isolated T′ domains within much larger H domains undergo a morphological crossover from compact to elongated shapes at L0≈100–200 nm if the sheet is constrained to be flat or L0≳2μm if the sheet is free to bend. This crossover is driven by a competition between anisotropic interfacial energy and elastic misfit energy, and its position can be tuned via the monolayer-substrate interaction strength. It is shown that the aspect ratio AR obeys a scaling law AR∼L02/3. Stress-strain response characterized as a function of strain orientation reveals extreme anisotropy in the effective elastic modulus through H/T′ coexistence. Ferroelastic multidomain T′−WTe2 monolayers are found to exhibit two to three regimes of reversible mechanical response, and localized buckling in freely suspended T′ monolayers is shown to qualitatively alter T′ domain symmetries.

关键词： Bending Domain walls Mechanical deformation Microstructure Structural phase transition 2-dimensional systems Transition metal dichalcogenides Density functional theory Phase-field modeling

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Manifestations of metastable criticality in the long-range structure of model water glasses

arXiv

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arXiv 2021年

作者： Gartner, Thomas E. Torquato, Salvatore Car, Roberto Debenedetti, Pablo G. Department of Chemistry Princeton University PrincetonNJ United States Department of Physics Princeton University PrincetonNJ United States Program in Applied and Computational Mathematics Princeton University PrincetonNJ United States Princeton Institute for the Science and Technology of Materials Princeton University PrincetonNJ United States Department of Chemical and Biological Engineering Princeton University PrincetonNJ United States

Much attention has been devoted to water’s metastable phase behavior, including polyamorphism (multiple amorphous solid phases), and the hypothesized liquid-liquid transition and associated critical point. However, the possible relationship between these phenomena remains incompletely understood. Using molecular dynamics simulations of the realistic TIP4P/2005 model, we found a striking signature of the liquid-liquid critical point in the structure of water glasses, manifested as a pronounced increase in long-range density fluctuations at pressures proximate to the critical pressure. By contrast, these signatures were absent in glasses of two model systems that lack a critical point. We also characterized the departure from equilibrium upon vitrification via the non-equilibrium index;water-like systems exhibited a strong pressure dependence in this metric, whereas simple liquids did not. These results reflect a surprising relationship between the metastable equilibrium phenomenon of liquid-liquid criticality and the non-equilibrium structure of glassy water, with implications for our understanding of water phase behavior and glass physics. Our calculations suggest a possible experimental route to probing the existence of the liquid-liquid transition in water and other fluids. © 2021, CC BY.

关键词： Criticality (nuclear fission)

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