Modeling and correction of image drift in dynamic shadowgraphy experiments

The study of phoretic transport phenomena under non-stationary conditions presents several challenges, mostly related to the stability of the experimental apparatus. This is particularly true when investigating with optical means the subtle temperature and concentration fluctuations that arise during diffusion processes, superimposed to the macroscopic state of the system. Under these conditions, the tenuous signal from fluctuations is easily altered by the presence of artifacts. Here, we address an experimental issue frequently reported in the investigation by means of dynamic shadowgraphy of the non-equilibrium fluctuations arising in liquid mixtures under non-stationary conditions, such as those arising after the imposition or removal of a thermal stress, where experiments show systematically the presence of a spurious contribution in the reconstructed structure function of the fluctuations, which depends quadratically from the time delay. We clarify the mechanisms responsible for this artifact, showing that it is caused by the imperfect alignment of the sample cell with respect to gravity, which couples the temporal evolution of the concentration profile within the sample with the optical signal collected by the shadowgraph diagnostics. We propose a data analysis protocol that enables disentangling the spurious contributions and the genuine dynamics of the fluctuations, which can be thus reliably reconstructed.

Dynamics of non-equilibrium concentration fluctuations during free-diffusion in highly stratified solutions of glycerol and water

We investigate the non-equilibrium fluctuations occurring during free diffusion between two solutions of glycerol and water with various concentration differences. The non-linearity of the system, determined by the strong stratification of the sample, requires introducing an interpretation model able to characterize the dependence of the correlation properties of the non-equilibrium fluctuations on the local thermophysical variables of the system. The proposed model allows us to characterize the dynamics of non-equilibrium fluctuations in the presence of a wide range of relaxation times determined by the strong stratification of the sample, at variance with the cumulant methods commonly used in dynamic light scattering experiments, which work well in the presence of a moderate dispersion of relaxation times.

Stabilized convection in a ternary mixture with two Soret coefficients of opposite sign

We performed ground-based experiments on the sample polystyrene-toluene-cyclohexane in order to complement the experimental activities in microgravity conditions related to the ESA projects DCMIX4 and Giant Fluctuations. After applying a stabilizing thermal gradient by heating from above a layer of the fluid mixture, we studied over many hours the density variations in the bidimensional horizontal field by means of a Shadowgraph optical setup. The resulting images evidence the appearance of convective instability after a diffusive time associated with the binary molecular solvent consisting of toluene and cyclohexane, confirming the negative sign of the Soret coefficient of this mixture. After a larger diffusive time related to mass diffusion of the polystyrene in the binary solvent, convection was suppressed by the increasing stabilizing density gradient originated by the Soret-induced concentration gradient of the polymer. This is compatible with a positive sign of the Soret coefficient of the polymer in the binary solvent.

Mass diffusion and Soret coefficient measurements of triethylene glycol/water binary mixtures by dynamic shadowgraphy

The investigation of the transport properties of binary fluid mixtures remains a topic of interest in relation to the more challenging studies of ternary mixtures. In fact, the study of the phase boundary limits of the Gibbs composition triangle can be the initial step for a more complete analysis of ternary mixtures. In this paper, we apply the dynamic shadowgraphy optical technique to study non-equilibrium fluctuations induced by the presence of a gradient of temperature and/or concentration in the triethylene glycol (TEG)/water system. These thermodiffusion and free-diffusion experiments aim at measuring the transport properties of samples of the studied system at different experimental conditions. We scan both the average temperature and the TEG concentration, which allows us investigating both positive and negative thermodiffusive behaviours. The obtained values of mass diffusion coefficient are consistent with data available in the literature in the range of temperature investigated in this study. The mass diffusion coefficient of the sample prepared at 0.7 w/w TEG concentration are characterised by shadowgraphy following the two proposed methods, exhibiting consistent results. An increase of the mass diffusion coefficient as a function of the average temperature is highlighted. On the other hand, the thermodiffusion coefficient appears to be independent of the average temperature of the sample at 0.3 w/w TEG concentration.

The modern structurator: increased performance for calculating the structure function

The autocorrelation function is a statistical tool that is often combined with dynamic light scattering (DLS) techniques to investigate the dynamical behavior of the scattered light fluctuations in order to measure, for example, the diffusive behavior of transparent particles dispersed in a fluid. An alternative approach to the autocorrelation function for the analysis of DLS data has been proposed decades ago and consists of calculating the autocorrelation function starting from difference of the signal at different times by using the so-called structure function. The structure function approach has been proven to be more robust than the autocorrelation function method in terms of noise and drift rejection. Therefore, the structure function analysis has gained visibility, in particular in combination with imaging techniques such as dynamic shadowgraphy and differential dynamic microscopy. Here, we show how the calculation of the structure function over thousands of images, typical of such techniques, can be accelerated, with the aim of achieving real-time analysis. The acceleration is realized by taking advantage of the Wiener-Khinchin theorem, i.e., by calculating the difference of images through Fourier transform in time. The new algorithm was tested both on CPU and GPU hardware, showing that the acceleration is particularly large in the case of CPU.

Diffusion and convection in nature

We present the Topical Issue 'Diffusion and Convection in Nature'.

The Soret coefficients of the ternary system water/ethanol/triethylene glycol and its corresponding binary mixtures

Thermodiffusion in ternary mixtures is considered prototypic for the Soret effect of truly multicomponent systems. We discuss ground-based measurements of the Soret coefficient along the binary borders of the Gibbs triangle of the highly polar and hydrogen bonding ternary DCMIX3-system water/ethanol/triethylene glycol. All three Soret coefficients decay with increasing concentration, irrespective of the choice of the independent component, and show a characteristic sign change as a function of temperature and/or composition. With the exception of triethylene glycol/ethanol at high temperatures, the minority component always migrates toward the cold side. All three binaries exhibit temperature-independent fixed points of the Soret coefficient. The decay of the Soret coefficient with concentration can be related to negative excess volumes of mixing. The sign changes of the Soret coefficients of the binaries allow to draw far-reaching conclusions about the signs of the Soret coefficients of the corresponding ternary mixtures. In particular, we show that at least one ternary composition must exist, where all three Soret coefficients vanish simultaneously and no steady-state separation is observable.

Spreading of infections on random graphs: A percolation-type model for COVID-19

We introduce an epidemic spreading model on a network using concepts from percolation theory. The model is motivated by discussing the standard SIR model, with extensions to describe effects of lockdowns within a population. The underlying ideas and behaviour of the lattice model, implemented using the same lockdown scheme as for the SIR scheme, are discussed in detail and illustrated with extensive simulations. A comparison between both models is presented for the case of COVID-19 data from the USA. Both fits to the empirical data are very good, but some differences emerge between the two approaches which indicate the usefulness of having an alternative approach to the widespread SIR model.

Coupled non-equilibrium fluctuations in a polymeric ternary mixture

We investigate by dynamic shadowgraphy the non-equilibrium fluctuations at the steady state of a thermodiffusion experiment in a polymeric ternary mixture of polystyrene-toluene-n-hexane. The structure function of the refractive index reveals the existence of quite different decay times, thus requiring the analysis of a wide range of correlation times. This is related to the simultaneous presence of three distinct decay modes corresponding to (from fastest to slowest) the relaxation of temperature fluctuations, of the concentration fluctuations of the mixed solvent, and of the concentration fluctuations of the polymer in the binary solvent. An investigation of the decay times at the corresponding diffusive regimes provides a measurement of the thermal diffusivity and the two eigenvalues of the mass diffusion matrix of the ternary mixture. Similar experiments were performed in the past but here, to suppress the confinement effect and obtain a more direct comparison with the theory, a thicker sample is studied. Moreover, also a faster camera is used allowing the experimental observation of faster modes, like the propagative ones. The experimental values of the decay times are eventually compared with those predicted by different available theories. Finally, we present a more complete theoretical model to describe the non-equilibrium fluctuations in the bulk of a ternary mixture at the steady state of a thermodiffusion experiment.

Cylindrical flowing-junction cell for the investigation of fluctuations and pattern-formation in miscible fluids

We describe a flowing-junction cell with cylindrical symmetry suitable to investigate fluctuations and pattern formation at the diffusing interface between two miscible phases of a liquid mixture. The continuous outflow of the remixed fluid through a thin slit located at the midheight of the sample allows the preparation of an initially sharp interface. The system can be used in both gravity-stable and unstable conditions. In the stable case, the denser liquid is on the bottom of the cell and mass diffusion is the only active process for remixing the two liquids. Once the flow is stopped, one can investigate nonequilibrium fluctuations during free-diffusion in a binary mixture or double diffusive instabilities in multicomponent mixtures. Two horizontal transparent windows allow vertical mapping of the fluid flow by using shadowgraphy. In the unstable condition, with the denser fluid on top, stopping the radial flow at the interface gives rise to a Rayleigh-Taylor instability, which drives the denser liquid toward the bottom of the cell. The fact that the cell can maintain the system in the unstable condition shows that it is suitable to perform experiments under microgravity conditions. With respect to other free-diffusion cells, the proposed configuration has the advantage that the interface is extremely stable and flat, and that the experiments can be repeated by just flowing the cell with fresh liquids.

Preliminary analysis of Diffusion Coefficient Measurements in ternary mIXtures 4 (DCMIX4) experiment on board the International Space Station

In the frame of the Diffusion Coefficient Measurements in ternary mIXtures 4 (DCMIX4) project the thermodiffusion experiments were conducted on the International Space Station (ISS) in the Selectable Optical Diagnostics Instrument (SODI) which is on orbit since 2009. We describe the results of the preliminary analysis of images downloaded during the execution of DCMIX4 in order to check the quality of the running experiments and, if needed, adjust the experiment parameters for the following runs. The quick analysis of raw data showed that they are meaningful and will allow to obtain the transport coefficients of examined ternary and binary mixtures.

European Space Agency experiments on thermodiffusion of fluid mixtures in space

This paper describes the European Space Agency (ESA) experiments devoted to study thermodiffusion of fluid mixtures in microgravity environment, where sedimentation and convection do not affect the mass flow induced by the Soret effect. First, the experiments performed on binary mixtures in the IVIDIL and GRADFLEX experiments are described. Then, further experiments on ternary mixtures and complex fluids performed in DCMIX and planned to be performed in the context of the NEUF-DIX project are presented. Finally, multi-component mixtures studied in the SCCO project are detailed.

Asymmetric time-cross-correlation of nonequilibrium concentration fluctuations in a ternary liquid mixture

Equilibrium phenomena are characterized by time symmetry. Thermodynamic fluctuations are also time-symmetric at equilibrium. Conversely, diffusion of a solute in a liquid in the presence of a gradient is a nonequilibrium phenomenon, which gives rise to long-range fluctuations with amplitude much larger than the equilibrium one for small enough wave number. In the case of diffusion in binary mixtures such fluctuations are time-symmetric, notwithstanding the fact that they are generated by a nonequilibrium condition. In this paper, we investigate diffusion of two solutes in a ternary liquid mixture by means of fluctuating hydrodynamics theory. We show that the time-cross-correlation function of the concentrations is not time-symmetric, hence showing that time symmetry is violated for such nonequilibrium fluctuations. We discuss the feasibility of experiments aimed at the detection of the asymmetry of the cross-correlation function of nonequilibrium concentration fluctuations in ternary mixtures, as envisaged in the Giant Fluctuations (NEUF-DIX) microgravity project of the European Space Agency.

Kinetics of growth of non-equilibrium fluctuations during thermodiffusion in a polymer solution

A thermal diffusion process occurring in a binary liquid mixture is accompanied by long ranged non-equilibrium concentration fluctuations. The amplitude of these fluctuations at large length scales can be orders of magnitude larger than that of equilibrium ones. So far non-equilibrium fluctuations have been mainly investigated under stationary or quasi-stationary conditions, a situation that allows to achieve a detailed statistical characterization of their static and dynamic properties. In this work we investigate the kinetics of growth of non-equilibrium concentration fluctuations during a transient thermodiffusion process, starting from a configuration where the concentration of the sample is uniform. The use of a large molecular weight polymer solution allows to attain a slow dynamics of growth of the macroscopic concentration profile. We focus on the development of fluctuations at small wave vectors, where their amplitude is strongly limited by the presence of gravity. We show that the growth rate of non-equilibrium fluctuations follows a power law [Formula: see text] as a function of time, without any typical time scale and independently of the wave vector. We formulate a phenomenological model that allows to relate the rate of growth of non-equilibrium fluctuations to the growth of the macroscopic concentration profile in the absence of arbitrary parameters.

Propagating modes in a binary liquid mixture under thermal stress

Nonequilibrium temperature and concentration fluctuations inside a binary liquid mixture under the action of a temperature gradient relax back to equilibrium either due to conduction and diffusion at large wave numbers, or due to the quenching determined by gravity at small wave numbers. We investigate the dynamics of nonequilibrium fluctuations in a binary liquid mixture of polystyrene and toluene heated from above under stationary conditions in a thermodiffusion experiment. We show that the strong gravitational stabilization at small wave numbers determines the appearance of propagating modes of nonequilibrium fluctuations as detected through the structure function of shadowgraph images. The propagating modes are the combined effect of temperature and velocity nonequilibrium fluctuations induced by the buoyancy force. The experimental results are in good agreement with a fluctuating hydrodynamics theroretical model including the coupling of fluctuations of velocity, temperature and concentration.

Thermodiffusion in multicomponent n-alkane mixtures

Compositional grading within a mixture has a strong impact on the evaluation of the pre-exploitation distribution of hydrocarbons in underground layers and sediments. Thermodiffusion, which leads to a partial diffusive separation of species in a mixture due to the geothermal gradient, is thought to play an important role in determining the distribution of species in a reservoir. However, despite recent progress, thermodiffusion is still difficult to measure and model in multicomponent mixtures. In this work, we report on experimental investigations of the thermodiffusion of multicomponent n-alkane mixtures at pressure above 30 MPa. The experiments have been conducted in space onboard the Shi Jian 10 spacecraft so as to isolate the studied phenomena from convection. For the two exploitable cells, containing a ternary liquid mixture and a condensate gas, measurements have shown that the lightest and heaviest species had a tendency to migrate, relatively to the rest of the species, to the hot and cold region, respectively. These trends have been confirmed by molecular dynamics simulations. The measured condensate gas data have been used to quantify the influence of thermodiffusion on the initial fluid distribution of an idealised one dimension reservoir. The results obtained indicate that thermodiffusion tends to noticeably counteract the influence of gravitational segregation on the vertical distribution of species, which could result in an unstable fluid column. This confirms that, in oil and gas reservoirs, the availability of thermodiffusion data for multicomponent mixtures is crucial for a correct evaluation of the initial state fluid distribution.

Dynamic analysis of the light scattered by the non-equilibrium fluctuations of a ternary mixture of polystyrene-toluene-n-hexane

Dynamic analysis of the light scattered by non-equilibrium fluctuations in a thermodiffusion experiment has been performed on a sample of polystyrene-toluene-n -hexane, at 0.9-49.55-49.55% mass fraction. Time decays of the non-equilibrium fluctuations have been obtained revealing the accurate detectability of three modes. The slowest mode has been attributed to the mass diffusion of the polymer into the binary solvent; the intermediate one to mass diffusion of the two molecular components of the solvent; finally, the fastest one has been attributed to the thermal diffusivity of the overall mixture. The two eigenvalues of the mass diffusion matrix have been evaluated with accuracy in the order of 1%. Neglecting cross-diffusion effects we obtain a simplified expression for the relative amplitude of the two mass diffusion modes, allowing a parameterized determination of polystyrene and toluene Soret coefficients in the ternary mixture. We suggest that a two wavelength shadowgraph experiment is needed for a complete determination of all the coefficients.

Soret coefficient of the n-dodecane-n-hexane binary mixture under high pressure

In the present work, the Soret coefficient has been determined at high pressure for a binary hydrocarbon mixture by combining the thermogravitational column and the dynamic near-field imaging techniques. The analyzed mixture is an iso-massic n -dodecane-n -hexane mixture at 298.15K. The molecular diffusion coefficient has been measured up to 20MPa by means of the dynamic analysis of the light scattered by non-equilibrium concentration fluctuations. With a cylindrical thermogravitational column the thermodiffusion coefficient was determined from 0.1MPa to 10MPa. Density, as well as, mass expansion and thermal expansion have been measured with a high pressure densimeter. Dynamic viscosity at up to 20MPa has been determined with a high pressure viscometer. This work shows the decreasing tendency of both the molecular diffusion and the thermodiffusion coefficient with increasing pressure.

Non-equilibrium concentration fluctuations in superparamagnetic nanocolloids

We investigate non-equilibrium concentration fluctuations during the free diffusion of a colloidal suspension against pure water. We investigate Fe₂O₃ superparamagnetic nanocolloids with sizes between 1 and 10 nm by means of a shadowgraph apparatus to determine the mixture mass diffusion coefficient and kinematic viscosity. The experiments were performed in three distinct conditions: Experiment 1 is without any magnetic field; Experiment 2 with a vertical magnetic field; Experiment 3 after turning off the magnetic field. We found no correlation between the kinematic viscosity coefficient and the external magnetic field. Conversely, we found that the mass diffusion coefficient decreases in the presence of the external magnetic field and slowly rebounds after the magnetic field was turned off.

Gravity effects on Soret-induced non-equilibrium fluctuations in ternary mixtures

We discuss the gravity effects on the dynamics of composition fluctuations in a ternary mixture around the non-equilibrium quiescent state induced by thermodiffusion when subjected to a stationary temperature gradient. We found that the autocorrelation matrix of concentration fluctuations can be expressed as the sum of two exponentially decaying concentration modes. Without accounting for confinement, we obtained exact analytical expressions for the two decay rates which, as a consequence of gravity, display a wave-number-dependent mixing. The stability of the quiescent solution is also examined, as a function of the two solutal Rayleigh numbers used to express the decay rates. After having discussed the dynamics of the two concentration modes, we calculate the corresponding amplitudes. Consequences for optical experiments are discussed.

Non-local fluctuation phenomena in liquids

Fluids in non-equilibrium steady states exhibit long-range fluctuations which extend over the entire system. They can be described by non-equilibrium thermodynamics and fluctuating hydrodynamics that assume local equilibrium for the thermophysical properties as a function of space and time. The experimental evidence for the consistency between this assumption of local equilibrium in the equations and the non-local fluctuation phenomena observed is reviewed.

Confinement effect on the dynamics of non-equilibrium concentration fluctuations far from the onset of convection

In a recent letter (C. Giraudet et al., EPL 111, 60013 (2015)) we reported preliminary data showing evidence of a slowing-down of non-equilibrium fluctuations of the concentration in thermodiffusion experiments on a binary mixture of miscible fluids. The reason for this slowing-down was attributed to the effect of confinement. Such tentative explanation is here experimentally corroborated by new measurements and theoretically substantiated by studying analytically and numerically the relevant fluctuating hydrodynamics equations. In the new experiments presented here, the magnitude of the temperature gradient is changed, confirming that the system is controlled solely by the solutal Rayleigh number, and that the slowing-down is dominated by a combined effect of the driving force of buoyancy, the dissipating force of diffusion and the confinement provided by the vertical extension of the sample cell. Moreover, a compact phenomenological interpolating formula is proposed for easy analysis of experimental results.

Microgravity in a thin film: How confinement kills gravity

Fluctuations in the presence of concentration gradients are long-ranged and decay diffusively for small spatial scales. At larger scales fluctuations are influenced by gravity and confinement. The confinement in the direction of the concentration gradient couples to gravity generating a slowing down that ends up in a diffusion-like behavior of fluctuations of size comparable to the vertical extension of the sample. The resulting enhanced diffusion coefficient depends on the solutal Rayleigh number of the system. For small (in modulus) values of the solutal Rayleigh number the apparent diffusion coefficient tends towards the normal one and a simple diffusive behavior is obtained. This is quite similar to what happens in microgravity conditions when the solutal Rayleigh number is drastically reduced because of the reduction of g by about 6 orders of magnitude. Experiments are shown for positive and negative solutal Rayleigh numbers smaller (in modulus) than 1000. The effect of the confinement on the statics is also investigated. Comparison with microgravity data obtained through the GRADFLEX project is performed.

The NEUF-DIX space project - Non-EquilibriUm Fluctuations during DIffusion in compleX liquids

Diffusion and thermal diffusion processes in a liquid mixture are accompanied by long-range non-equilibrium fluctuations, whose amplitude is orders of magnitude larger than that of equilibrium fluctuations. The mean-square amplitude of the non-equilibrium fluctuations presents a scale-free power law behavior q^-4 as a function of the wave vector q, but the divergence of the amplitude of the fluctuations at small wave vectors is prevented by the presence of gravity. In microgravity conditions the non-equilibrium fluctuations are fully developed and span all the available length scales up to the macroscopic size of the systems in the direction parallel to the applied gradient. Available theoretical models are based on linearized hydrodynamics and provide an adequate description of the statics and dynamics of the fluctuations in the presence of small temperature/concentration gradients and under stationary or quasi-stationary conditions. We describe a project aimed at the investigation of Non-EquilibriUm Fluctuations during DIffusion in compleX liquids (NEUF-DIX). The focus of the project is on the investigation in micro-gravity conditions of the non-equilibrium fluctuations in complex liquids, trying to tackle several challenging problems that emerged during the latest years, such as the theoretical predictions of Casimir-like forces induced by non-equilibrium fluctuations; the understanding of the non-equilibrium fluctuations in multi-component mixtures including a polymer, both in relation to the transport coefficients and to their behavior close to a glass transition; the understanding of the non-equilibrium fluctuations in concentrated colloidal suspensions, a problem closely related with the detection of Casimir forces; and the investigation of the development of fluctuations during transient diffusion. We envision to parallel these experiments with state-of-the-art multi-scale simulations.

Manual actions cover symbolic distances at different speed

A privileged way of representing numbers in the human mind is along an oriented mental number line. Activation of this representation has been proposed to account for the impact of numbers on motor tasks, such as on grasping, pointing, and eye movements. Here we evaluated the impact of numbers on motor control, by exploiting the evidence that the speed reached by the manual connection of two points is correlated with their physical distance. We reasoned that, if irrelevant numbers induce a mis-perception of the distance between two points, this should be reflected in the movement speed. Results showed a speed difference in the manual connection of two numerically close numbers (i.e., connected slower) and two numerically distant numbers (i.e., connected faster), placed at equal physical distance. This representational length effect indicates not only that symbolic distance modulates speed movement as physical distance does, but suggests that the impact of numbers on action planning does not only involve action initiation but it extends to the definition of kinematic parameters. More generally, the reported findings show that the representation of numbers along a mental space affects our behaviour in the physical space.

Correlations and scaling properties of nonequilibrium fluctuations in liquid mixtures

Diffusion in liquids is accompanied by nonequilibrium concentration fluctuations spanning all the length scales comprised between the microscopic scale a and the macroscopic size of the system, L. Up to now, theoretical and experimental investigations of nonequilibrium fluctuations have focused mostly on determining their mean-square amplitude as a function of the wave vector. In this work, we investigate the local properties of nonequilibrium fluctuations arising during a stationary diffusion process occurring in a binary liquid mixture in the presence of a uniform concentration gradient, ∇c_{0}. We characterize the fluctuations by evaluating statistical features of the system, including the mean-square amplitude of fluctuations and the corrugation of the isoconcentration surfaces; we show that they depend on a single mesoscopic length scale l=sqrt[aL] representing the geometric average between the microscopic and macroscopic length scales. We find that the amplitude of the fluctuations is very small in practical cases and vanishes when the macroscopic length scale increases. The isoconcentration surfaces, or fronts of diffusion, have a self-affine structure with corrugation exponent H=1/2. Ideally, the local fractal dimension of the fronts of diffusion would be D_{l}=d-H, where d is the dimensionality of the space, while the global fractal dimension would be D_{g}=d-1. The transition between the local and global regimes occurs at a crossover length scale of the order of the microscopic length scale a. Therefore, notwithstanding the fact that the fronts of diffusion are corrugated, they appear flat at all the length scales probed by experiments, and they do not exhibit a fractal structure.

Concentration dependent refractive index of CO2/CH4 mixture in gaseous and supercritical phase

Carbon dioxide (CO2)/methane (CH4) binary mixtures are investigated at pressure values up to 20 MPa at 303 K in order to investigate the pressure dependence of the optical concentration contrast factor, ∂n/∂c(P,T), through gaseous and supercritical phase. Refractive index is measured by means of a Michelson interferometer. Refractivities of the mixtures are found in good agreement with Lorentz-Lorenz predictions after density calculations by means of the AGA8-DC92 equation of state. Experimental polarizabilities of pure fluids are compared to quantum calculations of monomers and dimers for each pressure; it results that the quantity of dimers is small in the investigated thermodynamic conditions. Finally, by extending our experimental database with numerical simulations, we evidence that ∂n/∂cP,T presents a critical enhancement similar to heat capacity.

Static versus dynamic analysis of the influence of gravity on concentration non-equilibrium fluctuations

In a binary fluid mixture subject to gravity and a stabilizing concentration gradient, concentration non-equilibrium fluctuations are long-ranged. While the gradient leads to an enhancement of the respective equilibrium fluctuations, the effect of gravity is a damping of fluctuations larger than a "characteristic" size. This damping is visible both in the fluctuation power spectrum probed by static and the temporal correlation function probed by dynamic light scattering. One aspect of the "characteristic" size can be appreciated by the dynamic analysis; in fact at the corresponding "characteristic" wave vector q* one can observe a maximum of the fluctuation time constant indicating the more persistent fluctuation of the system. Also in the static analysis a "characteristic" size can be extracted from the crossover wave vector. According to common theoretical concepts, the result should be the same in both cases. In the present work we provide evidence for a systematic difference in the experimentally observed "characteristic" size as obtained by static and dynamic measurements. Our observation thus points out the need for a more refined theory of non-equilibrium concentration fluctuations.

High-pressure mass transport properties measured by dynamic near-field scattering of non-equilibrium fluctuations

High-pressure mass diffusion and Soret coefficients of the equimassic 1,2,3,4-tetrahydronaphthalene and n-dodecane binary mixture are obtained from dynamic light scattering analysis of concentration non-equilibrium fluctuations at the steady state of Soret-driven separation. A high-pressure shadowgraph set-up has been developed to investigate thermodiffusion in free medium from atmospheric pressure up to 20 MPa. Results at atmospheric pressure show excellent agreement with benchmark values. High-pressure results for the mass diffusion coefficient confirm theoretical predictions by Leffler-Cullinan relation. Further calculation of the thermodiffusion coefficient allows also comparison with previous experimental results with, again, very good agreement.

Inclined layer convection in a colloidal suspension with negative Soret coefficient at large solutal Rayleigh numbers

Convection in an inclined layer of fluid is affected by the presence of a component of the acceleration of gravity perpendicular to the density gradient that drives the convective motion. In this work we investigate the solutal convection of a colloidal suspension characterized by a negative Soret coefficient. Convection is induced by heating the suspension from above, and at large solutal Rayleigh numbers (of the order of 10(7)-10(8)) convective spoke patterns form. We show that in the presence of a marginal inclination of the cell as small as 19 mrad the isotropy of the spoke pattern is broken and the convective patterns tend to align in the direction of the inclination. At intermediate inclinations of the order of 33 mrad ordered square patterns are obtained, while at inclination of the order of 67 mrad the strong shear flow determined by the inclination gives rise to ascending and descending sheets of fluid aligned parallel to the direction of inclination.

Non-equilibrium fluctuations induced by the Soret effect in a ternary mixture

We present, based on fluctuating hydrodynamics, the theory of concentration fluctuations in a ternary mixture subjected to a stationary temperature gradient, so that composition gradients are present due to thermal diffusion (Soret effect). We neglect gravity and confinement (boundary conditions) but consider a completely generic diffusion matrix, including cross-diffusion effects. We find, as in the case of binary mixtures, an important non-equilibrium enhancement of the concentration fluctuations, which is proportional to the square of the gradient and inversely proportional to the fourth power of the fluctuations wave number, q(-4). The results of this paper are expected to be asymptotically correct for fluctuations of large q, while for shorter q gravity and confinement effects need to be incorporated. Comparison with previous work in the topic is included.

Effect of a marginal inclination on pattern formation in a binary liquid mixture under thermal stress

Convective motions in a fluid layer are affected by its orientation with respect to the gravitational field. We investigate the long-term stability of a thermally stressed layer of a binary liquid mixture and show that pattern formation is strongly affected by marginal inclinations as small as a few milliradians. At small Rayleigh numbers, the mass transfer is dominated by the induced large scale shear flow, while at larger Rayleigh numbers, it is dominated by solutal convection. At the transition, the balance between the solutal and shear flows gives rise to drifting columnar flows moving in opposite directions along parallel lanes in a superhighway configuration.

A light scattering study of non equilibrium fluctuations in liquid mixtures to measure the Soret and mass diffusion coefficient

We use dynamic near field scattering to measure the dynamics of concentration non equilibrium fluctuations at the steady-state of Soret separation. The analysis reveals that above a threshold wave vector q(c), the dynamics is governed by diffusion while at smaller wave vectors, gravity dominates. From the measurements, we extract both the mass diffusion and the Soret coefficients. Comparing our results with literature data, we find good agreement confirming that the proposed experimental technique can be considered a sound approach for the study of thermodiffusion processes.

Note: Quasi-real-time analysis of dynamic near field scattering data using a graphics processing unit

We present an implementation of the analysis of dynamic near field scattering (NFS) data using a graphics processing unit. We introduce an optimized data management scheme thereby limiting the number of operations required. Overall, we reduce the processing time from hours to minutes, for typical experimental conditions. Previously the limiting step in such experiments, the processing time is now comparable to the data acquisition time. Our approach is applicable to various dynamic NFS methods, including shadowgraph, Schlieren and differential dynamic microscopy.

Photon correlation spectroscopy with incoherent light

Photon correlation spectroscopy (PCS) is based on measuring the temporal correlation of the light intensity scattered by the investigated sample. A typical setup requires a temporally coherent light source. Here, we show that a short-coherence light source can be used as well, provided that its coherence properties are suitably modified. This results in a "skewed-coherence" light beam allowing that restores the coherence requirements. This approach overcomes the usual need for beam filtering, which would reduce the total brightness of the beam.

Note: Temperature derivative of the refractive index of binary mixtures measured by using a new thermodiffusion cell

A thermodiffusion cell is developed for performing Soret experiments on binary mixtures at high pressure and in the presence of a porous medium. The cell is validated by performing experiments at atmospheric pressure. The experiments are performed by applying different temperature gradients to binary mixtures in order to determine their thermal contrast factor. These measurements provide a first demonstration of the good reproducibility of this kind of measurements upon calibration.

Quantitative Fourier analysis of schlieren masks: the transition from shadowgraph to schlieren

In a schlieren setup, a lens system forms an image of the refractive index fluctuations of a transparent sample onto a matrix detector while an intensity mask is positioned in the Fourier plane of a collecting lens to perform the required spatial filtering. In the absence of the mask, the resulting technique is that of a shadowgraph. The two methods provide different information about the refractive index of transparent fluids and can be used both for visualization purposes and scattering measurements. Here, we describe the effect of the intensity mask on the technique transfer function, i.e., its ability to detect different spatial frequencies and show how the special cases of shadowgraph, schlieren, and the transition between the two can be derived. We also present experimental data that agree well with our predictions.

Characterization of anisotropic nano-particles by using depolarized dynamic light scattering in the near field

Light scattering techniques are widely used in many fields of condensed and soft matter physics. Usually these methods are based on the study of the scattered light in the far field. Recently, a new family of near field detection schemes has been developed, mainly for the study of small angle light scattering. These techniques are based on the detection of the light intensity near to the sample, where light scattered at different directions overlaps but can be distinguished by Fourier transform analysis. Here we report for the first time data obtained with a dynamic near field scattering instrument, measuring both polarized and depolarized scattered light. Advantages of this procedure over the traditional far field detection include the immunity to stray light problems and the possibility to obtain a large number of statistical samples for many different wave vectors in a single instantaneous measurement. By using the proposed technique we have measured the translational and rotational diffusion coefficients of rod-like colloidal particles. The obtained data are in very good agreement with the data acquired with a traditional light scattering apparatus.

Nano-particle characterization by using Exposure Time Dependent Spectrum and scattering in the near field methods: how to get fast dynamics with low-speed CCD camera

Light scattering detection in the near field, a rapidly expanding family of scattering techniques, has recently proved to be an appropriate procedure for performing dynamic measurements. Here we report an algorithm, first suggested by Oh et al. (Phys. Rev. E 69, 21106 (2004)), based on the evaluation of the exposure time dependent spectrum (ETDS), which makes it possible to measure the fast dynamics of a colloidal suspension with the aid of a simple near field scattering apparatus and a CCD camera. The algorithm consists in acquiring static spectra in the near field at different exposure times, so that the measured decay times are limited only by the exposure time of the camera and not by its frame rate. The experimental set-up is based on a modified microscope, where the light scattered in the near field is collected by a commercial objective, but (unlike in standard microscopes) the light source is a He-Ne laser which increases the instrument sensitivity. The apparatus and the algorithm have been validated by considering model systems of standard spherical nano-particle.

Observation of the ion-mirror effect during microscopy of insulating materials

Utilizing the ion beam of a focused ion beam (FIB)/scanning electron microscope (SEM) microscope to investigate non-conductive samples, we observe a mirror image very much similar to the one that is commonly obtained with the electron beam and the same samples. To our knowledge this is the first observation of what can be called 'Ion-Mirror Effect'. This effect is produced by a positive charging of the sample obtained by rastering with high-energy ions (30 kV) and a subsequent imaging with low energy ones (5 kV). The proposed explanation is that first a positive charge is trapped within the sample and eventually the lower energy ions are deflected back by the latter, and hit the surface of the microscope chamber very similar to what happens in the 'Electron-Mirror Effect'. The mirror image is produced after detection of the electrons produced by the interaction between ions and the chamber materials.

Nondiffusive decay of gradient-driven fluctuations in a free-diffusion process

We report the results of an experimental study of the static and dynamic properties of long wavelength concentration fluctuations in a mixture of glycerol and water undergoing free diffusion. The shadowgraph method was used to measure both the mean-squared amplitude and the temporal correlation function of the fluctuations for wave vectors so small as to be inaccessible to dynamic light scattering. For a fluid with a stabilizing vertical concentration gradient, the fluctuations are predicted to have a decay rate that increases with decreasing wave vector q , for wave vectors below a cutoff wave vector qC, determined by gravity and the fluid properties. This behavior is caused by buoyant forces acting on the fluctuations. We find that for wave vectors above approximately qC, the decay rate does vary in the normal diffusive manner as Dq2, where D is the mass diffusion coefficient. Furthermore, for q approximately less than qC we find that longer wavelength fluctuations decay more rapidly than do shorter wavelength fluctuations, i.e., the behavior is nondiffusive, as predicted.

Effect of Gravity on the Dynamics of Nonequilibrium Fluctuations in a Free-Diffusion Experiment

Diffusion is commonly believed to be a homogeneous process at the mesoscopic scale, being driven only by the random walk of fluid molecules. On the contrary, very large amplitude, long wavelength fluctuations always accompany diffusive processes. In the presence of gravity, fluctuations in a fluid containing a stabilizing gradient are affected by two different processes: diffusion, which relaxes them, and the buoyancy force, which quenches them. These phenomena affect both the overall amplitude of fluctuations and their time dependence. For the case of free diffusion, the time-correlation function of the concentration fluctuations is predicted to exhibit an exponential decay with correlation time depending on the wave vector q. For large wave vector fluctuations, diffusion dominates, and the correlation time is predicted to be 1 / (Dq2). For small wave vector fluctuations, gravitational forces have time to play a significant role, and the correlation time is predicted to be proportional to q2. The effects of gravity and diffusion are comparable for a critical wave vector q(c) determined by fluid properties and gravity. We have utilized a quantitative dynamic shadowgraph technique to obtain the temporal correlation function of a mixture of LUDOX(R) TMA and water undergoing free diffusion. This technique allows one to simultaneously measure correlation functions achieving good statistics for a number of different wave vectors in a single measurement. Wave vectors as small as 70 cm(-1) have been investigated, which is very difficult to achieve with ordinary dynamic light-scattering techniques. We present results on the transition from the diffusive decay of fluctuations to the regime in which gravity is dominant.

Use of dynamic schlieren interferometry to study fluctuations during free diffusion

We used a form of schlieren interferometry to measure the mean-squared amplitude and temporal autocorrelation function of concentration fluctuations driven by the presence of a gradient during the free diffusion of a urea solution into water. By taking and processing sequences of images separated in time by less than the shortest correlation time of interest, we were able to simultaneously measure dynamics at a number of different wave vectors. The technique is conceptually similar to the shadowgraph method, which has been used to make similar measurements, but the schlieren method has the advantage that the transfer function is wave-vector independent rather than oscillatory.

Modeling cross correlations within a many-assets market

A simple model for simulating cross correlations of a many-assets market is discussed. Correlations between assets are initially considered within the context of the well-known one-factor model, in which a driving term common to all stocks is present. The results are compared to those of real market data corresponding to a set of 445 stocks taken from the Standard and Poors 500 index. The model is further extended by introducing a stochastic volatility within each time series using an autoregressive scheme. This artificial market reproduces the empirically observed fat tails in the distribution function of logarithmic price variations and, more important, leads to additional cross correlations between the time series, in better agreement with the real market behavior.