A variational method in out-of-equilibrium physical systems.
ABSTRACT: We propose a new variational principle for out-of-equilibrium dynamic systems that are fundamentally based on the method of Lagrange multipliers applied to the total entropy of an ensemble of particles. However, we use the fundamental equation of thermodynamics on differential forms, considering U and S as 0-forms. We obtain a set of two first order differential equations that reveal the same formal symplectic structure shared by classical mechanics, fluid mechanics and thermodynamics. From this approach, a topological torsion current emerges of the form , where Aj and ωk denote the components of the vector potential (gravitational and/or electromagnetic) and where ω denotes the angular velocity of the accelerated frame. We derive a special form of the Umov-Poynting theorem for rotating gravito-electromagnetic systems. The variational method is then applied to clarify the working mechanism of particular devices.
Project description:Classical mechanics, as commonly taught in engineering and science, are confined to the conventional Newtonian theory. But classical mechanics has not really changed in substance since Newton formulation, describing simultaneous rotation and translation of objects with somewhat complicate drawbacks, risking interpretation of forces in non-inertial frames. In this work we introduce a new variational principle for out-of-equilibrium, rotating systems, obtaining a set of two first order differential equations that introduces a thermodynamic-mechanistic time into Newton's dynamical equation, and revealing the same formal symplectic structure shared by classical mechanics, fluid mechanics and thermodynamics. The results is a more consistent formulation of dynamics and electrodynamics, explaining natural phenomena as the outcome from a balance between energy and entropy, embedding translational with rotational motion into a single equation, showing centrifugal and Coriolis force as derivatives from the transport of angular momentum, and offering a natural method to handle variational problems, as shown with the brachistochrone problem. In consequence, a new force term appears, the topological torsion current, important for spacecraft dynamics. We describe a set of solved problems showing the potential of a competing technique, with significant interest to electrodynamics as well. We expect this new approach to have impact in a large class of scientific and technological problems.
Project description:Recently a new blind equalization method was proposed for the 16QAM constellation input inspired by the maximum entropy density approximation technique with improved equalization performance compared to the maximum entropy approach, Godard's algorithm, and others. In addition, an approximated expression for the minimum mean square error (MSE) was obtained. The idea was to find those Lagrange multipliers that bring the approximated MSE to minimum. Since the derivation of the obtained MSE with respect to the Lagrange multipliers leads to a nonlinear equation for the Lagrange multipliers, the part in the MSE expression that caused the nonlinearity in the equation for the Lagrange multipliers was ignored. Thus, the obtained Lagrange multipliers were not those Lagrange multipliers that bring the approximated MSE to minimum. In this paper, we derive a new set of Lagrange multipliers based on the nonlinear expression for the Lagrange multipliers obtained from minimizing the approximated MSE with respect to the Lagrange multipliers. Simulation results indicate that for the high signal to noise ratio (SNR) case, a faster convergence rate is obtained for a channel causing a high initial intersymbol interference (ISI) while the same equalization performance is obtained for an easy channel (initial ISI low).
Project description:Optimization is a major part of human effort. While being mathematical, optimization is also built into physics. For example, physics has the Principle of Least Action; the Principle of Minimum Power Dissipation, also called Minimum Entropy Generation; and the Variational Principle. Physics also has Physical Annealing, which, of course, preceded computational Simulated Annealing. Physics has the Adiabatic Principle, which, in its quantum form, is called Quantum Annealing. Thus, physical machines can solve the mathematical problem of optimization, including constraints. Binary constraints can be built into the physical optimization. In that case, the machines are digital in the same sense that a flip-flop is digital. A wide variety of machines have had recent success at optimizing the Ising magnetic energy. We demonstrate in this paper that almost all those machines perform optimization according to the Principle of Minimum Power Dissipation as put forth by Onsager. Further, we show that this optimization is in fact equivalent to Lagrange multiplier optimization for constrained problems. We find that the physical gain coefficients that drive those systems actually play the role of the corresponding Lagrange multipliers.
Project description:This work presents a few variational multiscale models for charge transport in complex physical, chemical and biological systems and engineering devices, such as fuel cells, solar cells, battery cells, nanofluidics, transistors and ion channels. An essential ingredient of the present models, introduced in an earlier paper (Bulletin of Mathematical Biology, 72, 1562-1622, 2010), is the use of differential geometry theory of surfaces as a natural means to geometrically separate the macroscopic domain from the microscopic domain, meanwhile, dynamically couple discrete and continuum descriptions. Our main strategy is to construct the total energy functional of a charge transport system to encompass the polar and nonpolar free energies of solvation, and chemical potential related energy. By using the Euler-Lagrange variation, coupled Laplace-Beltrami and Poisson-Nernst-Planck (LB-PNP) equations are derived. The solution of the LB-PNP equations leads to the minimization of the total free energy, and explicit profiles of electrostatic potential and densities of charge species. To further reduce the computational complexity, the Boltzmann distribution obtained from the Poisson-Boltzmann (PB) equation is utilized to represent the densities of certain charge species so as to avoid the computationally expensive solution of some Nernst-Planck (NP) equations. Consequently, the coupled Laplace-Beltrami and Poisson-Boltzmann-Nernst-Planck (LB-PBNP) equations are proposed for charge transport in heterogeneous systems. A major emphasis of the present formulation is the consistency between equilibrium LB-PB theory and non-equilibrium LB-PNP theory at equilibrium. Another major emphasis is the capability of the reduced LB-PBNP model to fully recover the prediction of the LB-PNP model at non-equilibrium settings. To account for the fluid impact on the charge transport, we derive coupled Laplace-Beltrami, Poisson-Nernst-Planck and Navier-Stokes equations from the variational principle for chemo-electro-fluid systems. A number of computational algorithms is developed to implement the proposed new variational multiscale models in an efficient manner. A set of ten protein molecules and a realistic ion channel, Gramicidin A, are employed to confirm the consistency and verify the capability. Extensive numerical experiment is designed to validate the proposed variational multiscale models. A good quantitative agreement between our model prediction and the experimental measurement of current-voltage curves is observed for the Gramicidin A channel transport. This paper also provides a brief review of the field.
Project description:This paper proposes a new variational model for joint multiplicative denoising and deblurring. It combines a total generalized variation filter (which has been proved to be able to reduce the blocky-effects by being aware of high-order smoothness) and shearlet transform (that effectively preserves anisotropic image features such as sharp edges, curves and so on). The new model takes the advantage of both regularizers since it is able to minimize the staircase effects while preserving sharp edges, textures and other fine image details. The existence and uniqueness of a solution to the proposed variational model is also discussed. The resulting energy functional is then solved by using alternating direction method of multipliers. Numerical experiments showing that the proposed model achieves satisfactory restoration results, both visually and quantitatively in handling the blur (motion, Gaussian, disk, and Moffat) and multiplicative noise (Gaussian, Gamma, or Rayleigh) reduction. A comparison with other recent methods in this field is provided as well. The proposed model can also be applied for restoring both single and multi-channel images contaminated with multiplicative noise, and permit cross-channel blurs when the underlying image has more than one channel. Numerical tests on color images are conducted to demonstrate the effectiveness of the proposed model.
Project description:The purpose of this paper is to employ an alternative approach to reconstruct the standard variational iteration algorithm II proposed by He, including Lagrange multiplier, and to give a simpler formulation of Adomian decomposition and modified Adomian decomposition method in terms of newly proposed variational iteration method-II (VIM). Through careful investigation of the earlier variational iteration algorithm and Adomian decomposition method, we find unnecessary calculations for Lagrange multiplier and also repeated calculations involved in each iteration, respectively. Several examples are given to verify the reliability and efficiency of the method.
Project description:In this paper, we develop a geometrically flexible technique for computational fluid-structure interaction (FSI). The motivating application is the simulation of tri-leaflet bioprosthetic heart valve function over the complete cardiac cycle. Due to the complex motion of the heart valve leaflets, the fluid domain undergoes large deformations, including changes of topology. The proposed method directly analyzes a spline-based surface representation of the structure by immersing it into a non-boundary-fitted discretization of the surrounding fluid domain. This places our method within an emerging class of computational techniques that aim to capture geometry on non-boundary-fitted analysis meshes. We introduce the term "immersogeometric analysis" to identify this paradigm. The framework starts with an augmented Lagrangian formulation for FSI that enforces kinematic constraints with a combination of Lagrange multipliers and penalty forces. For immersed volumetric objects, we formally eliminate the multiplier field by substituting a fluid-structure interface traction, arriving at Nitsche's method for enforcing Dirichlet boundary conditions on object surfaces. For immersed thin shell structures modeled geometrically as surfaces, the tractions from opposite sides cancel due to the continuity of the background fluid solution space, leaving a penalty method. Application to a bioprosthetic heart valve, where there is a large pressure jump across the leaflets, reveals shortcomings of the penalty approach. To counteract steep pressure gradients through the structure without the conditioning problems that accompany strong penalty forces, we resurrect the Lagrange multiplier field. Further, since the fluid discretization is not tailored to the structure geometry, there is a significant error in the approximation of pressure discontinuities across the shell. This error becomes especially troublesome in residual-based stabilized methods for incompressible flow, leading to problematic compressibility at practical levels of refinement. We modify existing stabilized methods to improve performance. To evaluate the accuracy of the proposed methods, we test them on benchmark problems and compare the results with those of established boundary-fitted techniques. Finally, we simulate the coupling of the bioprosthetic heart valve and the surrounding blood flow under physiological conditions, demonstrating the effectiveness of the proposed techniques in practical computations.
Project description:Based on Kleinert's variational perturbation (KP) theory [Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets, 3rd ed. (World Scientific, Singapore, 2004)], we present an analytic path-integral approach for computing the effective centroid potential. The approach enables the KP theory to be applied to any realistic systems beyond the first-order perturbation (i.e., the original Feynman-Kleinert [Phys. Rev. A 34, 5080 (1986)] variational method). Accurate values are obtained for several systems in which exact quantum results are known. Furthermore, the computed kinetic isotope effects for a series of proton transfer reactions, in which the potential energy surfaces are evaluated by density-functional theory, are in good accordance with experiments. We hope that our method could be used by non-path-integral experts or experimentalists as a "black box" for any given system.
Project description:Statistical thermodynamics has a universal appeal that extends beyond molecular systems, and yet, as its tools are being transplanted to fields outside physics, the fundamental question, what is thermodynamics, has remained unanswered. We answer this question here. Generalized statistical thermodynamics is a variational calculus of probability distributions. It is independent of physical hypotheses but provides the means to incorporate our knowledge, assumptions and physical models about a stochastic processes that gives rise to the probability in question. We derive the familiar calculus of thermodynamics via a probabilistic argument that makes no reference to physics. At the heart of the theory is a space of distributions and a special functional that assigns probabilities to this space. The maximization of this functional generates the mathematical network of thermodynamic relationship. We obtain statistical mechanics as a special case and make contact with Information Theory and Bayesian inference.
Project description:In this paper, we describe an automated integration-free path-integral (AIF-PI) method, based on Kleinert's variational perturbation (KP) theory, to treat internuclear quantum-statistical effects in molecular systems. We have developed an analytical method to obtain the centroid potential as a function of the variational parameter in the KP theory, which avoids numerical difficulties in path-integral Monte Carlo or molecular dynamics simulations, especially at the limit of zero-temperature. Consequently, the variational calculations using the KP theory can be efficiently carried out beyond the first order, i.e., the Giachetti-Tognetti-Feynman-Kleinert variational approach, for realistic chemical applications. By making use of the approximation of independent instantaneous normal modes (INM), the AIF-PI method can readily be applied to many-body systems. Previously, we have shown that in the INM approximation, the AIF-PI method is accurate for computing the quantum partition function of a water molecule (3 degrees of freedom) and the quantum correction factor for the collinear H(3) reaction rate (2 degrees of freedom). In this work, the accuracy and properties of the KP theory are further investigated by using the first three order perturbations on an asymmetric double-well potential, the bond vibrations of H(2), HF, and HCl represented by the Morse potential, and a proton-transfer barrier modeled by the Eckart potential. The zero-point energy, quantum partition function, and tunneling factor for these systems have been determined and are found to be in excellent agreement with the exact quantum results. Using our new analytical results at the zero-temperature limit, we show that the minimum value of the computed centroid potential in the KP theory is in excellent agreement with the ground state energy (zero-point energy) and the position of the centroid potential minimum is the expectation value of particle position in wave mechanics. The fast convergent property of the KP theory is further examined in comparison with results from the traditional Rayleigh-Ritz variational approach and Rayleigh-Schrödinger perturbation theory in wave mechanics. The present method can be used for thermodynamic and quantum dynamic calculations, including to systematically determine the exact value of zero-point energy and to study kinetic isotope effects for chemical reactions in solution and in enzymes.