Guido Germano

Monte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation

We present a numerical method for the Monte Carlo simulation of uncoupled continuous-time random walks with a Lévy alpha -stable distribution of jumps in space and a Mittag-Leffler distribution of waiting times, and apply it to the stochastic solution of the Cauchy problem for a partial differential equation with fractional derivatives both in space and in time. The one-parameter Mittag-Leffler function is the natural survival probability leading to time-fractional diffusion equations. Transformation methods for Mittag-Leffler random variables were found later than the well-known transformation method by Chambers, Mallows, and Stuck for Lévy alpha -stable random variables and so far have not received as much attention; nor have they been used together with the latter in spite of their mathematical relationship due to the geometric stability of the Mittag-Leffler distribution. Combining the two methods, we obtain an accurate approximation of space- and time-fractional diffusion processes almost as easy and fast to compute as for standard diffusion processes.

Computer simulation of topological defects around a colloidal particle or droplet dispersed in a nematic host.

We use molecular dynamics to study the ordering of a nematic liquid crystal around a spherical particle or droplet. Homeotropic boundary conditions and strong anchoring create a hedgehog (radial point defect) director configuration on the particle surface and in its vicinity; this topological defect is canceled by nearby defect structures in the surrounding liquid crystal, so as to give a uniform director field at large distances. We observe three defect structures for different particle sizes: a quadrupolar one with a ring defect surrounding the particle in the equatorial plane; a dipolar one with a satellite defect at the north or south pole; and a transitional, nonequatorial, ring defect. These observations are broadly consistent with the predictions of the simplest elastic theory. By studying density and order-parameter maps, we are able to examine behavior near the particle surface, and in the disclination core region, where the elastic theory is inapplicable. Despite the relatively small scale of the inhomogeneities in our systems, the simple theory gives reasonably accurate predictions of the variation of defect position with particle size.

Influence of saving propensity on the power-law tail of the wealth distribution

Some general features of statistical multi-agent economic models are reviewed, with particular attention to the dependence of the equilibrium wealth distribution on the agents’ saving propensities. It is shown that in a finite system of agents with a continuous saving propensity distribution a power-law tail with Pareto exponent α=1 can appear also when agents do not have saving propensities distributed over the whole interval between zero and one. Rather, a power-law can be observed in a finite interval of wealth, whose lower and upper ends are shown to be determined by the lower and upper cutoffs, respectively, of the saving propensity distribution. It is pointed out that a cutoff of the power-law tail can arise also through a different mechanism, when the number of agents is small enough. Numerical simulations have been carried out by implementing a procedure for assigning saving propensities homogeneously, which results in a smoother wealth distributions and correspondingly wider power-law intervals than other procedures based on random algorithms.

Stochastic calculus for uncoupled continuous-time random walks

The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications not only in physics but also in insurance, finance, and economics. A definition is given for a class of stochastic integrals driven by a CTRW, which includes the Itō and Stratonovich cases. An uncoupled CTRW with zero-mean jumps is a martingale. It is proved that, as a consequence of the martingale transform theorem, if the CTRW is a martingale, the Itō integral is a martingale too. It is shown how the definition of the stochastic integrals can be used to easily compute them by Monte Carlo simulation. The relations between a CTRW, its quadratic variation, its Stratonovich integral, and its Itō integral are highlighted by numerical calculations when the jumps in space of the CTRW have a symmetric Lévy alpha -stable distribution and its waiting times have a one-parameter Mittag-Leffler distribution. Remarkably, these distributions have fat tails and an unbounded quadratic variation. In the diffusive limit of vanishing scale parameters, the probability density of this kind of CTRW satisfies the space-time fractional diffusion equation (FDE) or more in general the fractional Fokker-Planck equation, which generalizes the standard diffusion equation, solved by the probability density of the Wiener process, and thus provides a phenomenologic model of anomalous diffusion. We also provide an analytic expression for the quadratic variation of the stochastic process described by the FDE and check it by Monte Carlo.

Molecular Graphics of Convex Body Fluids

Coarse-grained modeling of molecular fluids is often based on nonspherical convex rigid bodies like ellipsoids or spherocylinders representing rodlike or platelike molecules or groups of atoms, with site-site interaction potentials depending both on the distance among the particles and the relative orientation. In this category of potentials, the Gay-Berne family has been studied most extensively. However, conventional molecular graphics programs are not designed to visualize such objects. Usually the basic units are atoms displayed as spheres or as vertices in a graph. Atomic aggregates can be highlighted through an increasing amount of stylized representations, e.g., Richardson ribbon diagrams for the secondary structure of proteins, Connolly molecular surfaces, density maps, etc., but ellipsoids and spherocylinders are generally missing, especially as elementary simulation units. We fill this gap providing and discussing a customized OpenGL-based program for the interactive, rendered representation of large ensembles of convex bodies, useful especially in liquid crystal research. We pay particular attention to the performance issues for typical system sizes in this field. The code is distributed as open source.

Elastic constants from direct correlation functions in nematic liquid crystals: A computer simulation study

Density functional theories such as the Poniewierski–Stecki theory relate the elastic properties of nematic liquid crystals with their local liquid structure, i.e., with the direct correlation function (DCF) of the particles. We propose a way to determine the DCF in the nematic state from simulations without any approximations, taking into account the dependence of pair correlations on the orientation of the director explicitly. Using this scheme, we evaluate the Frank elastic constants K11, K22, and K33 in a system of soft ellipsoids. The values are in good agreement with those obtained directly from an analysis of order fluctuations. Our method thus establishes a reliable way to calculate elastic constants from pair distributions in computer simulations.

Expressions for forces and torques in molecular simulations using rigid bodies

Expressions for intermolecular forces and torques, derived from pair potentials between rigid non-spherical units, are presented. The aim is to give compact and clear expressions, which are easily generalized, and which minimize the risk of error in writing molecular dynamics simulation programs. It is anticipated that these expressions will be useful in the simulation of liquid crystalline systems, and in coarse-grained modelling of macromolecules.

Kinetic theory models for the distribution of wealth: power law from overlap of exponentials

Various multi-agent models of wealth distributions defined by microscopic laws regulating the trades, with or without a saving criterion, are reviewed. We discuss and clarify the equilibrium properties of the model with constant global saving propensity, resulting in Gamma distributions, and their equivalence to the Maxwell-Boltzmann kinetic energy distribution for a system of molecules in an effective number of dimensions

Relaxation in statistical many-agent economy models

D_\lambda

Efficiency of linked cell algorithms

, related to the saving propensity