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Linear response theory relates the response of a system to a weak external force with its dynamics in equilibrium, subjected to fluctuations. Here, this framework is applied to financial markets; in particular we study the dynamics of a set of stocks from the NASDAQ during the last 20 years. Because unambiguous identification of external forces is not possible, critical events are identified in the series of stock prices as sudden changes, and the stock dynamics following an event is taken as the response to the external force. Linear response theory is applied with the log-return as the conjugate variable of the force, providing predictions for the average response of the price and return, which agree with observations, but fails to describe the volatility because this is expected to be beyond linear response. The identification of the conjugate variable allows us to define the perturbation energy for a system of stocks, and observe its relaxation after an event.

Current quantum computers have a limited number of resources and are heavily affected by internal and external noise. Therefore, small, noise-tolerant circuits are of great interest. With regard to circuit size, it is especially important to reduce the number of required qubits. Concerning to fault-tolerance, circuits entirely built with Clifford+T gates allow the use of error correction codes. However, the T-gate has an excessive cost, so circuits with a high number of T-gates should be avoided. This work focuses on optimising in such terms an operation that is widely used in larger circuits and algorithms: the calculation of the absolute-value of two's complement encoded integers. The proposed circuit reduces by more than half the number of required T gates with respect to the best circuit currently available in the literature. Moreover, our proposal is the circuit that requires the fewest qubits for such an operation.

The performance of different thermal energy storing systems to provide over-night air-conditioning for a limited space in an institutional building in south Spain are compared with conventional air-conditioning (both for refrigeration and heating). In summer, the storage tanks are charged with a solar-assisted absorption chiller during day-time, and used to cover the over-night demand, whereas in winter a heat exchanger is used during the day to charge the tanks. Thermal energy has been stored in two chilled water tanks (with total capacity of 5000 L) or in two tanks (total volume 4000 L) containing two phase change materials (PCM): a PCM with melting point of 10 ° C for refrigeration, and a PCM with melting temperature of 46 ° C for heating. Our results show that the storing in PCM is more convenient, providing air-conditioning service for approximately 4 h 30 min in refrigeration, with a significant reduction of the electricity consumption with respect to the conventional system. The chilled water tanks can cover the demand for 4 h (scaled down to 3 h 12 min if the capacity is 4000 L), with even lower electric consumption. In winter, on the other hand, the tanks can cover fully the demand of overnight heating. Our results prove the viability of thermal storing, in particular using PCM, to extend the application solar cooling and heating to night-time, which is economically feasible, in a fully operational building.

Modern computational platforms are characterized by the heterogeneity of their processing elements. Additionally, there are many algorithms which can be structured as a set of procedures or tasks with different computational cost. Balancing the computational load among the available processing elements is one of the main keys for the optimal exploitation of such heterogeneous platforms. When the processing time of any procedure executed on any of the available processing elements is known, this workload-balancing problem can be modeled as the well-known scheduling on unrelated parallel machines problem. Solving this type of problems is a big challenge due to the high heterogeneity on both, the tasks and the machines. In this paper, the balancing problem has been formally defined as a global optimization problem which minimizes the makespan (parallel runtime) and a heuristic based on a Genetic Algorithm, called Genetic Scheduler (GenS), has been developed to solve it. In order to analyze the behavior of GenS for several heterogeneous clusters, an example taken from the field of statistical mechanics has been considered as a case study: an active microrheology model. Given this type of problem and a heterogeneous cluster, we seek to minimize the total runtime to extend and analyze in depth the case of study. In such context, a task consists of the simulation of a tracer particle pulled into a cubic box with smaller bath particles. The computational load depends on the total number of the bath particles. Moreover, GenS has been compared to other dynamic and static scheduling approaches. The experimental results of such a comparison show that GenS outperforms the rest of the tested alternatives achieving a better distribution of the computational workload on a heterogeneous cluster. So, the scheduling strategy developed in this paper is of potential interest for any application which requires the execution of many tasks of different duration (a priori known) on a heterogeneous cluster.

Particle tracking in soft materials allows one to characterise the material’s local viscoelastic response, a technique referred to as microrheology (MR). In particular, MR can be especially powerful to ponder the impact of structural ordering on the tracer’s transport mechanism and thus disclose intriguing elements that cannot be observed in isotropic fluids. In this work, we perform Dynamic Monte Carlo simulations of isotropic and liquid-crystalline phases of rod-like particles and employ MR to characterise their linear viscoelastic response. By incorporating tracers of different diameters, we can assess the combined effect of size and ordering across the relevant time and length scales of the systems’ relaxation. While the dynamics of small tracers is dramatically determined by the background ordering, sufficiently large tracers have a reduced perception of the medium nanostructure and this difference directly influences the observed MR. Our results agree very well with the picture of a microviscosity increasing with the relevant system length scales, but also suggest the crucial relevance of long-ranged order as a key element governing the system’s viscoelastic response., The Royal Society (IES\R1\191066); Leverhulme Trust (RPG-2018-415); Spanish Ministerio de Ciencia, Innovación y Universidades (PGC2018-101555-B- I00); UAL/CECEU/FEDER (UAL18-FQM- B038-A); Consejería de Transformación Económica, Industria, Conocimiento y Universidades de la Junta de Andalucía/FEDER (P20-00816)

Hypothesis: The dynamics of colloidal suspension confined within porous materials strongly differs from that in the bulk. In particular, within porous materials, the presence of boundaries with complex shapes entangles the longitudinal and transverse degrees of freedom inducing a coupling between the transport of the suspension and the density inhomogeneities induced by the walls. Method: Colloidal suspension confined within model porous media are characterized by means of active microrheology where a net force is applied on a single colloid (tracer particle) whose transport properties are then studied. The trajectories provided by active microrheology are exploited to determine the local transport coefficients. In order to asses the role of the colloid-colloid interactions we compare the case of a tracer embedded in a colloidal suspension to the case of a tracer suspended in an ideal bath. Finding: Our results show that the friction coefficient increases and the passage time distribution widens upon increasing the corrugation of the channel. These features are obtained for a tracer suspended in a (thermalized) colloidal bath as well as for the case of an ideal thermal bath. These results highlight the relevance of the confinement on the transport and show a mild dependence on the colloidal/thermal bath. Finally, we rationalize our numerical results with a semi-analytical model. Interestingly, the predictions of the model are quantitatively reliable for mild external forces, hence providing a reliable tool for predicting the transport across porous materials. (c) 2021 Elsevier Inc. All rights reserved.

Understanding the rheology of colloidal suspensions is crucial in the formulation of a wide selection of industry-relevant products. To characterise the viscoelastic behaviour of these soft materials, one can analyse the microscopic dynamics of colloidal tracers diffusing through the host fluid and generating local deformations and stresses. This technique, referred to as microrheology, links the bulk rheology of fluids to the microscopic dynamics at the particle scale. If tracers are subjected to external forces, rather than freely diffusing, it is called active microrheology. Motivated by the impact of microrheology in providing information on local structure in complex systems such as colloidal glasses, active matter or biological systems, we have extended the dynamic Monte Carlo (DMC) technique to investigate active microrheology in colloids. The original DMC framework, able to accurately describe the Brownian dynamics of colloids at equilibrium, is here reconsidered and expanded to describe the effects of an external force pulling a tracer embedded in isotropic colloidal suspensions at different densities. To this end, we studied the dynamics of a spherical tracer dragged by a constant external force through a bath of spherical and rod-like particles of comparable size. We could extract valuable details on its effective friction coefficient, being constant at small and large values of the external force, but otherwise displaying a nonlinear behaviour that indicates the occurrence of a force-thinning regime. Our DMC simulation results are in excellent quantitative agreement with past Langevin dynamics simulations and theoretical works for the bath of spherical colloids. The bath of rod-like particles is studied in the isotropic phase, and displays an example where DMC is more convenient than Brownian or Langevin dynamics, in this case in dealing with particle rotation., To be published in the Journal of Colloid and Interface Science

Storage of thermal energy in packed beds of encapsulated phase change materials (PCM) is becoming nowadays a common strategy, but its modeling requires deep knowledge of the physical processes of h...

To meet the demands of a more resource-efficient future, innovative solutions are needed to generate sustainable energy conversion technologies and processes. Renewable energies offer a potent and viable solution to counter the effects of this problem since they are inexhaustible, pollution-free and affordable energy resources. This work compares different food chamber's cooling and power systems (FCP). The main purpose is to find a more favorable, design for South Spain from energy management and environmental perspective. The further comparison versus the conventional FCP system is made between the two possible technologies. Hence we investigate here the solar-assisted FCP system working with thermal energy in latent “phase change materials” (PCM) or sensible heat storage. We will provide new, advanced eco-design solutions using PCMs to store cold in industrial food chambers - those characterized by intense cooling demand. The energy performance of both compared systems has been assessed considering as a benchmark the energy infrastructure operating today in the Solar Energy Research Center (CIESOL). The results of the comparison demonstrated that only the solar-assisted PCM-based FCP system presents flexibility potential to handle its generation and demand according to local climate conditions, grid requirements and final refrigeration load.

Active microrheology has emerged in recent years as a new technique to probe microscopically the mechanical properties of materials , particularly, viscoelastic ones. In this technique, a colloidal tracer is pulled through the material, and its dynamics is monitored. The interpretation of results usually relies on the Stokes–Einstein approximation, which is valid for a continuous medium in equilibrium. In this work, we have studied with simulations a suspension of quasi-hard colloidal spheres, where a large tracer is pulled by a constant force. The Navier–Stokes equation for a continuous bath predicts important finite size effects, decaying as the inverse box size, which require simulations of different systems to extract the microviscosity of a bulk system. A strategy to optimize the scheduling of the simulation tasks on a multi GPU–CPU cluster based on the adaptation of a genetic algorithm is presented here, and used to study the effect of different conditions on the friction experienced by the tracer (adding the tracer volume to the total system volume, fixing the center of mass of the system, varying the fluid friction coefficient and tracer size). It is observed that the theoretical prediction is not followed, but deviations are observed for large systems in all cases. These are attributed to the finite size of the bath particles, and the intrinsic dynamics of colloidal systems, as shown by the analysis of the velocity profile in the bath.

The volatility and log-price collective movements among stocks of a given market are studied in this work using co-movement functions inspired by similar functions in the physics of many-body systems, where the collective motions are a signal of structural rearrangement. This methodology is aimed to identify the cause of coherent changes in volatility or price. The function is calculated using the product of the variations in volatility (or price) of a pair of stocks, averaged over all pair particles. In addition to the global volatility co-movement, its distribution according to the volatility of the stocks is also studied. We find that stocks with similar volatility tend to have a greater co-movement than stocks with dissimilar volatility, with a general decrease in co-movement with increasing volatility. On the other hand, when the average volatility (or log-price) is subtracted from the stock volatility (or log-price), the co-movement decreases notably and becomes almost zero. This result, interpreted within the background of many body physics, allows us to identify the index motion as the main source for the co-movement. Finally, we confirm that during crisis periods, the volatility and log-price co-movement are much higher than in calmer periods.

An important element of a solar installation is the storage tank. When properly selected and operated, it can bring numerous benefits. The presented research relates to a project that is implemented at the Solar Energy Research Center of the University of Almeria in Spain. In order to improve the operation of the solar cooling and heating system of the Center, it was upgraded with two newly designed storage tanks filled with phase change materials (PCM). As a result of design works, commercial material S10 was selected for the accumulation of cold, and S46 for the accumulation of heat, in an amount of 85% and 15%, respectively. The article presents in detail the process of selecting the PCM material, designing the installation, experimental research, and exergy analysis. Individual tasks were carried out by research groups cooperating under the PCMSOL EUROPEAN PROJECT. Results of tests conducted on the constructed installation indicate that daily energy saving when using a solar chiller with PCM tanks amounts to 40% during the cooling season.

Soft solids like colloidal glasses exhibit a yield stress, above which the system starts to flow. The microscopic analogon in microrheology is the untrapping or depinning of a tracer particle subject to an external force exceeding a threshold value in a glassy host. We characterize this delocalization transition based on a bifurcation analysis of the corresponding mode-coupling theory equations. A schematic model that allows analytical progress is presented first, and the full physical model is studied numerically next. This analysis yields a continuous dynamic transition with a critical power-law decay of the probe correlation functions with exponent $\ensuremath{-}1/2$. To compare with simulations with a limited duration, a finite-time analysis is performed, which yields reasonable results for not-too-small wave vectors. The theoretically predicted findings are verified by Langevin dynamics simulations. For small wave vectors we find anomalous behavior for the probe position correlation function, which can be traced back to a wave-vector divergence of the critical amplitude. In addition, we propose and test three methods to extract the critical force from experimental data, which provide the same value of the critical force when applied to the finite-time theory or simulations.

One of the main contributions of the Capital Assets Pricing Model (CAPM) to portfolio theory was to explain the correlation between assets through its relationship with the market index. According to this approach, the market index is expected to explain the co-movement between two different stocks to a great extent. In this paper, we try to verify this hypothesis using a sample of 3.000 stocks of the USA market (attending to liquidity, capitalization, and free float criteria) by using some functions inspired by cooperative dynamics in physical particle systems. We will show that all of the co-movement among the stocks is completely explained by the market, even without considering the market beta of the stocks.

Different attempts to describe financial markets, and stock prices in particular, with the tools of statistical mechanics can be found in the literature, although a general framework has not been achieved yet. In this paper we use the physics of many-particle systems and the typical concepts of soft matter to study two sets of US and European stocks, comprising the biggest and most stable companies in terms of stock price and trading. Upon correcting for the center-of-mass motion, the structure and dynamics of the systems are studied (in the European set, the structure is studied for the UK subset only). The pair distribution of the stocks, corrected to account for the nonuniform distribution of prices, is close to 1, indicating that there is no direct interaction between stocks, similar to an ideal gas of particles. The dynamics is studied with the mean-squared price displacement (MSPD); the price correlation function, equivalent to the intermediate scattering function; the price fluctuation distribution; and two parameters for collective motions. The MSPD grows linearly and the velocity autocorrelation function is zero, as for isolated Brownian particles. However, the intermediate scattering function follows a stretched exponential decay, the fluctuation distributions deviate from the Gaussian shape, and strong collective motions are identified. These results indicate that the dynamics is much more complex than an ideal gas of Brownian particles, and similar, to some extent, to that of undercooled systems. Finally, two physical systems are discussed to aid in the understanding of these results: a low density colloidal gel, and a dense system of ideal, infinitely thin stars. The former reproduces the dynamical properties of stocks, linear mean-squared displacement (MSD), non-Gaussian fluctuation distribution, and collective motions, but also has strong structural correlations, whereas the latter undergoes a glass transition with the structure of an ideal gas, but the MSD has the typical two-step growth of undercooled systems.

The analysis of the dynamics of tracer particles in a complex bath can provide valuable information about the microscopic behavior of the bath. In this work, we study the dynamics of a forced tracer in a colloidal bath by means of Langevin dynamics simulations and a theory model within continuum mechanics. In the simulations, the bath is comprised of quasihard spheres with a volume fraction of $50%$ immersed in a featureless quiescent solvent, and the tracer is pulled with a constant small force (within the linear regime). The theoretical analysis is based on the Navier-Stokes equation, where a term proportional to the velocity arises from coarse-graining the friction of the colloidal particles with the solvent. As a result, the final equation is similar to the Brinkman model, although the interpretation is different. A length scale appears in the model, ${k}_{0}^{\ensuremath{-}1}$, where the transverse momentum transport crosses over to friction with the solvent. The effective friction coefficient experienced by the tracer grows with the tracer size faster than the prediction from Stokes's law. Additionally, the velocity profiles in the bath decay faster than in a Newtonian fluid. The comparison between simulations and theory points to a boundary condition of effective partial slip at the tracer surface. We also study the fluctuations in the tracer position, showing that it reaches diffusion at long times, with a subdiffusive regime at intermediate times. The diffusion coefficient, obtained from the long-time slope of the mean-squared displacement, fulfills the Stokes-Einstein relation with the friction coefficient calculated from the steady tracer velocity, confirming the validity of the linear response formalism.

Complex fluids are characterized with both solid and fluid properties by their elasticity and viscosity, or rheological behaviour. The flow of complex fluids is a focus of interest in a very wide range of applications in biophysics and soft matter, such as problems involving live cells, processing of plastic, glass, paints, foods, oil recovery and so on. Recently, microrheology has been developed as an accurate technique to obtain rheological properties in soft matter from the microscopic motion of colloidal tracers used as probes, either freely diffusing in the host medium (passive), or subjected to external forces (active). A drawback for the models that simulate these techniques is their high computational cost. Therefore, the use of high performance computing is mandatory to develop the microrheology models. In this work, a microrheology model based on simulations of a tracer in a bath of Brownian quasi-hard spheres is proposed and parallelized. The analysis of the results of the evaluation using different sizes of the problem shows that GPU programming is very appropriate to accelerate these kinds of models.

In a microrheological set-up a single probe particle immersed in a complex fluid is exposed to a strong external force driving the system out of equilibrium. Here, we elaborate analytically the time-dependent response of a probe particle in a dilute suspension of Brownian particles to a large step-force, exact in first order of the density of the bath particles. The time-dependent drift velocity approaches its stationary state value exponentially fast for arbitrarily small driving in striking contrast to the power-law prediction of linear response encoded in the long-time tails of the velocity autocorrelation function. We show that the stationary-state behavior depends nonanalytically on the driving force and connect this behavior to the persistent correlations in the equilibrium state. We argue that this relation holds generically. Furthermore, we elaborate that the fluctuations in the direction of the force display transient superdiffusive behavior., Comment: 21 pages, 6 figures

We study by computer simulations the interaction between two similarly charged colloidal particles confined between parallel planes, in salt free conditions. Both the colloids and ions are simulated explicitly, in a fine-mesh lattice, and the electrostatic interaction is calculated using Ewald summation in two dimensions. The internal energy is measured by setting the colloidal particles at a given position and equilibrating the ions, whereas the free energy is obtained introducing a bias (attractive) potential between the colloids. Our results show that upon confining the system, the internal energy decreases, resulting in an attractive contribution to the interaction potential for large charges and strong confinement. However, the loss of entropy of the ions is the dominant mechanism in the interaction, irrespective of the confinement of the system. The interaction potential is therefore repulsive in all cases, and is well described by the DLVO functional form, but effective values have to be used for the interaction strength and Debye length.

The equilibrium structure and dynamics of magnetorheological (MR) fluids are studied in this work by simulations, where particles are modeled as dipoles with a quasihard spherical core. Upon increasing the interaction strength, controlled experimentally by the magnetic field, elongated clusters grow and, for intense fields, thick columns form, aligned with the field. The dynamics of the system is monitored by the mean-squared displacement and density correlation functions, which show an increasing slowing down with the attraction strength. The correlation function shows a two-step decay, with a separation between microscopic and long time dynamics, a typical hallmark of undercooled fluids. We have therefore analyzed the dynamics of this MR fluid using the typical concepts for undercooled fluids. Thus, the second decay of the density correlation function is fitted with a stretched exponential, and the wave-vector dependence of the fitting parameters studied. Both the amplitude and the time scale oscillate in phase with the structure factor. Our results support the idea that the magnetorheological effect is in fact the manifestation of a colloidal system approaching an attractive glass transition (or gel transition).

This work studies the symmetry between colloidal dynamics and the dynamics of the Euro--US Dollar currency exchange market (EURUSD). We consider the EURUSD price in the time range between 2001 and 2015, where we find significant qualitative symmetry between fluctuation distributions from this market and the ones belonging to colloidal particles in supercooled or arrested states. In particular, we find that models used for arrested physical systems are suitable for describing the EURUSD fluctuation distributions. Whereas the corresponding mean squared price displacement (MSPD) to the EURUSD is diffusive for all years, when focusing in selected time frames within a day, we find a two-step MSPD when the New York Stock Exchange market closes, comparable to the dynamics in supercooled systems. This is corroborated by looking at the price correlation functions and non-Gaussian parameters, and can be described by the theoretical model. We discuss the origin and implications of this analogy., 6 pages, 4 figures

In this work we extend a well-known model from arrested physical systems, and employ it in order to efficiently depict different currency pairs of foreign exchange market price fluctuation distributions. We consider the exchange rate price in the time range between 2010 and 2016 at yearly time intervals and resolved at one minute frequency. We then fit the experimental datasets with this model, and find significant qualitative symmetry between price fluctuation distributions from the currency market, and the ones belonging to colloidal particles position in arrested states. The main contribution of this paper is a well-known physical model that does not necessarily assume the independent and identically distributed (i.i.d.) restrictive condition.

We study the dynamics of a probe particle driven by a constant force through a colloidal glass of hard spheres. This nonequilibrium and anisotropic problem is investigated using a new implementation of the mode-coupling approximation with multiple relaxation channels and Langevin dynamics simulations. A force threshold is found, below which the probe remains localized, while above it the probe acquires a finite velocity. We focus on the localized regime, comparing theory and simulations concerning the dynamics in the length scale of the cage and the properties of the transition to the delocalized regime, such as the critical power-law decay of the probe correlation function. Probe van Hove functions predicted by the theory show exponential tails reminiscent of an intermittent dynamics of the probe. This scenario is microscopically supported by simulations.

The coalescence of liquid drops induces a higher level of complexity compared to the classical studies about the aggregation of solid spheres. Yet, it is commonly believed that most findings on solid dispersions are directly applicable to liquid mixtures. Here, the state of the art in the evaluation of the flocculation rate of these two systems is reviewed. Special emphasis is made on the differences between suspensions and emulsions. In the case of suspensions, the stability ratio is commonly evaluated from the initial slope of the absorbance as a function of time under diffusive and reactive conditions. Puertas and de las Nieves (1997) developed a theoretical approach that allows the determination of the flocculation rate from the variation of the turbidity of a sample as a function of time. Here, suitable modifications of the experimental procedure and the referred theoretical approach are implemented in order to calculate the values of the stability ratio and the flocculation rate corresponding to a dodecane-in-water nanoemulsion stabilized with sodium dodecyl sulfate. Four analytical expressions of the turbidity are tested, basically differing in the optical cross section of the aggregates formed. The first two models consider the processes of: a) aggregation (as described by Smoluchowski) and b) the instantaneous coalescence upon flocculation. The other two models account for the simultaneous occurrence of flocculation and coalescence. The latter reproduce the temporal variation of the turbidity in all cases studied (380 ≤ [NaCl] ≤ 600 mM), providing a method of appraisal of the flocculation rate in nanoemulsions.

We analyze the dynamics of a tracer particle embedded in a bath of hard spheres confined in a channel of varying section. By means of Brownian dynamics simulations, we apply a constant force on the tracer particle and discuss the dependence of its mobility on the relative magnitude of the external force with respect to the entropic force induced by the confinement. A simple theoretical one-dimensional model is also derived, where the contribution from particle-particle and particle-wall interactions is taken from simulations with no external force. Our results show that the mobility of the tracer is strongly affected by the confinement. The tracer velocity in the force direction has a maximum close to the neck of the channel, in agreement with the theory for small forces. Upon increasing the external force, the tracer is effectively confined to the central part of the channel and the velocity modulation decreases, which cannot be reproduced by the theory. This deviation marks the regime of validity of linear response. Surprisingly, when the channel section is not constant, the effective friction coefficient is reduced as compared to the case of a plane channel. The transversal velocity, which cannot be studied with our model, follows qualitatively the derivative of the channel section, in agreement with previous theoretical calculations for the tracer diffusivity in equilibrium. Published by AIP Publishing.

The phase behavior of equimolar mixtures of oppositely charged colloidal systems with similar absolute charges is studied experimentally as a function of the salt concentration in the system and the colloid volume fraction. As the salt concentration increases, fluids of irreversible clusters, gels, liquid-gas coexistence, and finally, homogeneous fluids, are observed. Previous simulations of similar mixtures of Derjaguin-Landau-Verwey-Overbeek (DLVO) particles indeed showed the transition from homogeneous fluids to liquid-gas separation, but also predicted a reentrant fluid phase at low salt concentrations, which is not found in the experiments. Possibly, the fluid of clusters could be caused by a nonergodicity transition responsible for the gel phase in the reentrant fluid phase. Liquid-gas separation takes a delay time after the sample is prepared, whereas gels collapse from the beginning. The density of the liquid in coexistence with a vapor phase depends linearly on the overall colloid density of the system. The vapor, on the other hand, is comprised of equilibrium clusters, as expected from the simulations.

On the basis of Monte Carlo simulations, we have investigated the microscopic configurations of a binary mixture of spherical colloidal particles oppositely charged. At low temperatures and low densities, the model presents a high coupling between particles of opposite charge which produces independent clusters in the sample. We have studied cluster distributions varying the salt concentration in the solution. We find common features between our model and that formed by linear polyelectrolyte and oppositely charged macroions. Also, cluster distribution attains to reproduce the critical temperature behavior previously studied in this model, i.e., we can interpret the thermodynamic behaviour of the model considering microscopic aspects.

We report a numerical study of the shear viscosity and the frequency dependent elastic moduli close to dynamical arrest for a model of short range at tractive colloids, both for the repulsive and the attractive glass transition. Calculating the stress autocorrelation functions, we find that density fluctuations of wavevectors close to the first peak in the structure factor control the viscosity rise on approaching the repulsive glass, while fluctuations of larger wavevectors control the viscosity close to the attractive glass. On approaching the glass transition, the viscosity diverges with a power law with the same exponent as the density autocorrelation time.

The structure of colloidal clusters formed by long-range attractive interactions under diluted conditions is studied by means of Monte Carlo simulations. For a not-too-long attraction range, clusters show self-similar internal structure with lower density than that typical for diffusive aggregation. For long-range interactions, low kappa, nonfractal clusters are formed (dense at short scales but open at long ones). The dependence on the volume fraction shows that more-compact clusters are grown the higher the colloidal density for diffusive aggregation and attraction-driven aggregation in the fractal regime. The whole trend is explained in terms of the interpenetration among aggregates. In attraction-driven aggregations, the interpenetration of clusters competes with aggregation in the tips of the clusters, causing low-density clusters.

The equilibrium phase diagram of a colloidal system composed of 1:1 mixture of positive and negative particles with equal charge is studied by means of Monte Carlo simulations. The system is the colloidal analog of the restricted primitive model (RPM) for ionic fluids. A liquid-gas transition is found in the low-temperature-low-density region, similar to the liquid-gas transition in the RPM. The fluid-crystal transition is also studied, and the liquid phase is shown to be stable in a narrow range of temperatures. In the liquid, the pair distribution function shows alternating layers of particles with opposite sign of charge surrounding every particle. In the vapor phase, clusters of particles are observed, again in agreement with the RPM. However, a decreasing distribution of clusters is obtained, instead of the discrimination between charged and neutral clusters found in the RPM.

Heterocoagulation of cationic and carboxylated polystyrene latexes is studied for a wide range of salt concentrations by static light scattering. The weak character of the surface groups providing the charges allows variation of the relative charge of the systems. Two situations are studied: both latexes with similar surface charges and with very different ones. In both cases at low ionic concentration pure heteroaggregation takes place, whereas diffusive aggregation is observed at high κ , above the critical coagulation concentration (C.C.C.) of both latexes. The overall rate of aggregation describes a minimum at intermediate salt concentrations when both latexes bear similar charges. The heterocoagulation rate constant decreases continuously to reach the diffusive value at high salt. An interesting behavior is observed when the latexes have very different charge. The heterocoagulation kinetic constant becomes diffusive above the C.C.C. of the less charged latex.

Aggregation in a colloidal system composed of positive and negative particles is studied by simulations and theoretically. The system is comprised of a 50/50 mixture of particles with the same size and opposite charge. Brownian dynamics simulations are performed, varying the range of interaction to study the effect of interactions on the aggregation behavior. Homoaggregation results are recovered for very short range interactions, while important differences are observed when the interactions control the aggregation. It is found that cluster discrimination occurs at late stages of aggregation; neutral clusters are observed to disappear faster than charged ones. Also, the total number of clusters decay according to a power law, the exponent being a function of the interaction range. A theoretical model is developed to account for these effects. By introducing a two-fold homogeneous kernel, it is possible to reproduce most of the features of charge heteroaggregation.

We present in this work simulations using the finite difference approximation in 2D for the melting of an encapsulated phase-change material suitable for heat storage applications; in particular, we study CaCl2·6H2O in a cylindrical encapsulation of internal radius 8 mm. We choose this particular salt hydrate due to its availability and economic feasibility in high thermal mass building walls or storage. Considering only heat conduction, a thermostat is placed far from the capsule, providing heat for the melting of the phase-change material (PCM), which is initially frozen in a water bath. The difference in density between the solid and liquid phases is taken into account by considering a void in the solid PCM. A simple theoretical model is also presented, based on solving the heat equation in the steady state. The kinetics of melting is monitored by the total solid fraction and temperatures in the inner and outer surfaces of the capsule. The effect of different parameters is presented (thermostat temperature, capsule thickness, capsule conductivity and natural convection in the bath), showing the potential application of the method to select materials or geometries of the capsule.

Microrheology was proposed almost twenty years ago as a technique to obtain rheological properties in soft matter from the microscopic motion of colloidal tracers used as probes, either freely diffusing in the host medium, or subjected to external forces. The former case is known as passive microrheology, and is based on generalizations of the Stokes?Einstein relation between the friction experienced by the probe and the host-fluid viscosity. The latter is termed active microrheology, and extends the measurement of the friction coefficient to the nonlinear-response regime of strongly driven probes. In this review article, we discuss theoretical models available in the literature for both passive and active microrheology, focusing on the case of single-probe motion in model colloidal host media. A brief overview of the theory of passive microrheology is given, starting from the work of Mason and Weitz. Further developments include refined models of the host suspension beyond that of a Newtonian-fluid continuum, and the investigation of probe-size effects. Active microrheology is described starting from microscopic equations of motion for the whole system including both the host-fluid particles and the tracer; the many-body Smoluchowski equation for the case of colloidal suspensions. At low fluid densities, this can be simplified to a two-particle equation that allows the calculation of the friction coefficient with the input of the density distribution around the tracer, as shown by Brady and coworkers. The results need to be upscaled to agree with simulations at moderate density, in both the case of pulling the tracer with a constant force or dragging it at a constant velocity. The full many-particle equation has been tackled by Fuchs and coworkers, using a mode-coupling approximation and the scheme of integration through transients, valid at high densities. A localization transition is predicted for a probe embedded in a glass-forming host suspension. The nonlinear probe-friction coefficient is calculated from the tracer's position correlation function. Computer simulations show qualitative agreement with the theory, but also some unexpected features, such as superdiffusive motion of the probe related to the breaking of nearest-neighbor cages. We conclude with some perspectives and future directions of theoretical models of microrheology.

Brownian dynamics simulations of a system composed of positive and negative particles have been used to study the initial kinetics of heteroaggregation. The results are compared with experiments where clear deviations from the approximation developed by Hogg, Healy and Fuerstenau were found. The aim of this paper is to reproduce such deviations by computer simulation using different interaction potentials. Reasonable agreement between experiment and simulation partially validates those interaction potentials, although total accordance was never reached.

Colloidal aggregation induced by attractive interactions is tackled experimentally and by Brownian dynamics simulations using a mixture of positive and negative particles. The structure of the aggregates and the aggregation kinetics are used to characterize the aggregation behavior. The clusters show uniform internal structures, with a fractal dimension lower than that of clusters formed in diffusion, indicating a more branched architecture. The aggregation kinetics also differs from the diffusive one, slowing down as time proceeds. Both results are totally confirmed by simulation. The transition from the attractive driven to the diffusion controlled regimes is studied varying the range of interaction. Continuous transitions are observed both for the aggregation kinetics and cluster structure.

In this work we present experimental results on aggregation of mesoscopic systems bearing opposite surface charges. The heteroaggregation is driven by electrostatic attraction. We have studied the effect of the relative particle concentration and of the surface potentials of both systems. The fastest reactions were observed when the discharged system was in excess, which cannot be explained by the kinetic theory usually employed.En este trabajo se presentan resultados experimentales de agregación en sistemas mesoscópicos con cargas opuestas. La heteroagregación está controlada por la atracción electrostática. Se ha estudiado el efecto de la proporción relativa de partículas de uno u otro signo y de los potenciales superficiales de ambos sistemas. Las velocidades de agregación más rápidas se han obtenido cuando el sistema más descargado se encuentra en exceso, lo que no puede ser explicado por la teoría cinética habitualmente empleada.

Results from Brownian Dynamics simulation of aggregation in mesoscopic systems are presented. The evolution of clusters is studied using a constant kernel kinetics, which produces a value for the constant kernel comparable to the theoretical one. Finally, the pair correlation function is employed to study the cluster fractal structure.

The heterocoagulation kinetics of two latexes bearing surface charges of opposite sign was studied. The doublet formation kinetic constant was used to determine the evolution of the kinetics. It has been adsorbed a non-ionic surfactant onto the anionic latex in order to increase its stability. Aggregation experiments were performed for both latexes bared. Also, measurements were carried out with the anionic latex partially covered. Comparison between these two results showed small differences in the kinetic constant. The study of the heteroaggregation kinetic constant versus ionic concentration showed a trend opposite to that of the homocoagulation case. The experimental results were compared with simulations. The model used for simulations takes into account the interaction forces between particles to perform the random paths for clusters. Comparison showed good agreement. The inclusion of attractive forces was found to be essential for describing processes faster than diffusion limited aggregations.

We have developed a simple theory within the Rayleigh–Gans–Debye (RGD) approximation to follow the homocoagulation process by a turbidity measurement. We have considered all the contributions in the aggregate from particle–particle pairs, with none, one and two particles between them and a von Smoluchowski process. It has been possible to obtain a theoretical description of the experimental absorbance vs. time curves for the first minute in most general cases. Due to the dependence on the RGD approximation, the smaller the particle is, the better agreement between experimental data and theoretical calculations is obtained. We have used this model to develop a technique to calculate kinetic constants from experimental turbidity measurements from homocoagulation of polystyrene latexes. Great agreement has been found between kinetic constants obtained by this method and others by fitting the initial slope. In this new method we can adjust up to 60 s of experimental data (for the particle concentrations we have used), to be compared with 4 or 5 s that can be used in adjusting the initial slope in the classical turbidimetric technique.

Using the Rayleigh - Gans - Debye (RGD) approximation and a von Smoluchowski kinetics, a simple theory has been developed which provides a complete fitting of the absorbance versus time curve in a homocoagulation process. Contributions from pairs of particles with zero, one, and two particles between them have been taken into account for aggregates of any size. A description of the curve in the first 20 seconds is obtained for all cases, and in general it is possible to reproduce the curve correctly for the first minute. Finally, we present a technique based on this theory for adjusting the kinetic constant in a homocoagulation process.

We report the specific heat $c_N$ around the melting transition(s) of micrometer-sized superparamagnetic particles confined in two dimensions, calculated from fluctuations of positions and internal energy, and corresponding Monte Carlo simulations. Since colloidal systems provide single particle resolution, they offer the unique possibility to compare the experimental temperatures of peak position of $c_N(T)$ and symmetry breaking, respectively. While order parameter correlation functions confirm the Kosterlitz-Thouless-Halperin-Nelson-Young melting scenario where translational and orientational order symmetries are broken at different temperatures with an intermediate so called hexatic phase, we observe a single peak of the specific heat within the hexatic phase, with excellent agreement between experiment and simulation. Thus, the peak is not associated with broken symmetries but can be explained with the total defect density, which correlates with the maximum increase of isolated dislocations. The absence of a latent heat strongly supports the continuous character of both transitions.

The work supplied by an external parabolic potential that traps one tracer in a colloidal system is studied in this work by computer simulations. The density of the bath is changed from zero up to values close to the glass transition, and the velocity varies over several decades from the linear behaviour in the low Peclet limit to the high Peclet limit. The work distributions are analyzed using the model for the isolated Brownian particle, where the friction coeffi cient and temperature of the medium have been fitted to reproduce the position distribution of the tracer in the trap. The overall agreement is good but not perfect. The region of negative works is studied in more detail using the predictions of the fluctuation theorem, finding good qualitative agreement with the model of the isolated Brownian particle. The present results indicate that the fluctuation theorem is of application in cases where the tracer dynamics is complex, as predicted by theoretical works.