Brownian dynamics simulation for modeling ion permeation across bionanotubes.
Krishnamurthy, Vikram; Chung, Shin-Ho
2005-03-01
The principles underlying Brownian dynamics (BD), its statistical consistency, and algorithms for practical implementation are outlined here. The ability to compute current flow across ion channels confers a distinct advantage to BD simulations compared to other simulation techniques. Thus, two obvious applications of BD ion channels are in calculation of the current-voltage and current-concentration curves, which can be directly compared to the physiological measurements to assess the reliability of the model and predictive power of the method. We illustrate how BD simulations are used to unravel the permeation dynamics in two biological ion channels-the KcsA K+ channel and CIC Cl- channel. PMID:15816176
From Molecular Dynamics to Brownian Dynamics
Erban, Radek
2014-01-01
Three coarse-grained molecular dynamics (MD) models are investigated with the aim of developing and analyzing multiscale methods which use MD simulations in parts of the computational domain and (less detailed) Brownian dynamics (BD) simulations in the remainder of the domain. The first MD model is formulated in one spatial dimension. It is based on elastic collisions of heavy molecules (e.g. proteins) with light point particles (e.g. water molecules). Two three-dimensional MD models are then investigated. The obtained results are applied to a simplified model of protein binding to receptors on the cellular membrane. It is shown that modern BD simulators of intracellular processes can be used in the bulk and accurately coupled with a (more detailed) MD model of protein binding which is used close to the membrane.
Soto-Aquino, D; Rosso, D; Rinaldi, C
2011-11-01
Ferrofluids are colloidal suspensions of magnetic nanoparticles that exhibit normal liquid behavior in the absence of magnetic fields but respond to imposed magnetic fields by changing their viscosity without loss of fluidity. The response of ferrofluids to constant shear and magnetic fields has received a lot of attention, but the response of ferrofluids to oscillatory shear remains largely unexplored. In the present work we used rotational Brownian dynamics to study the dynamic properties of ferrofluids with thermally blocked nanoparticles under oscillatory shear and constant magnetic fields. Comparisons between simulations and modeling using the ferrohydrodynamics equations were also made. Simulation results show that, for small rotational Péclet number, the in-phase and out-of-phase components of the complex viscosity depend on the magnitude of the magnetic field and frequency of the shear, following a Maxwell-like model with field-dependent viscosity and characteristic time equal to the field-dependent transverse magnetic relaxation time of the nanoparticles. Comparison between simulations and the numerical solution of the ferrohydrodynamic equations shows that the oscillatory rotational magnetoviscosity for an oscillating shear field obtained using the kinetic magnetization relaxation equation quantitatively agrees with simulations for a wide range of Péclet number and Langevin parameter but has quantitative deviations from the simulations at high values of the Langevin parameter. These predictions indicate an apparent elastic character to the rheology of these suspensions, even though we are considering the infinitely dilute limit in which there are negligible particle-particle interactions and, as such, chains do not form. Additionally, an asymptotic analytical solution of the ferrohydrodynamics equations, valid for Peferrofluids under conditions of small shear rates. At higher shear rates the Cox-Merz rule ceases to apply. PMID:22181497
Rotational Brownian Dynamics simulations of clathrin cage formation
The self-assembly of nearly rigid proteins into ordered aggregates is well suited for modeling by the patchy particle approach. Patchy particles are traditionally simulated using Monte Carlo methods, to study the phase diagram, while Brownian Dynamics simulations would reveal insights into the assembly dynamics. However, Brownian Dynamics of rotating anisotropic particles gives rise to a number of complications not encountered in translational Brownian Dynamics. We thoroughly test the Rotational Brownian Dynamics scheme proposed by Naess and Elsgaeter [Macromol. Theory Simul. 13, 419 (2004); Naess and Elsgaeter Macromol. Theory Simul. 14, 300 (2005)], confirming its validity. We then apply the algorithm to simulate a patchy particle model of clathrin, a three-legged protein involved in vesicle production from lipid membranes during endocytosis. Using this algorithm we recover time scales for cage assembly comparable to those from experiments. We also briefly discuss the undulatory dynamics of the polyhedral cage
Chavanis, Pierre-Henri; Sire, Clément
2006-06-01
We propose a general kinetic and hydrodynamic description of self-gravitating Brownian particles in d dimensions. We go beyond the usual approximations by considering inertial effects and finite-N effects while previous works use a mean-field approximation valid in a proper thermodynamic limit (N --> +infinity) and consider an overdamped regime (xi --> +infinity). We recover known models in some particular cases of our general description. We derive the expression of the virial theorem for self-gravitating Brownian particles and study the linear dynamical stability of isolated clusters of particles and uniform systems by using techniques introduced in astrophysics. We investigate the influence of the equation of state, of the dimension of space, and of the friction coefficient on the dynamical stability of the system. We obtain the exact expression of the critical temperature Tc for a multicomponents self-gravitating Brownian gas in d = 2. We also consider the limit of weak frictions, xi --> 0, and derive the orbit-averaged Kramers equation. PMID:16906911
Dynamics and Efficiency of Brownian Rotors
Bauer, Wolfgang R
2008-01-01
Brownian rotors play an important role in biological systems and in future nano-technological applications. However the mechanisms determining their dynamics, efficiency and performance remain to be characterized. Here the F0 portion of the F-ATP synthase is considered as a paradigm of a Brownian rotor. In a generic analytical model we analyze the stochastic rotation of F0-like motors as a function of the driving free energy difference and of the free energy profile the rotor is subjected to. The latter is composed of the rotor interaction with its surroundings, of the free energy of chemical transitions, and of the workload. The dynamics and mechanical efficiency of the rotor depends on the magnitude of its stochastic motion driven by the free energy energy difference and its rectification on the reaction-diffusion path. We analyze which free energy profiles provide maximum flow and how their arrangement on the underlying reaction-diffusion path affects rectification and -- by this -- the efficiency.
Brownian shape dynamics in fission
Randrup Jørgen; Möller Peter
2013-01-01
It was recently shown that remarkably accurate fission-fragment mass distributions are obtained by treating the nuclear shape evolution as a Brownian walk on previously calculated five-dimensional potentialenergy surfaces; the current status of this novel method is described here.
Brownian shape dynamics in fission
Randrup Jørgen
2013-12-01
Full Text Available It was recently shown that remarkably accurate fission-fragment mass distributions are obtained by treating the nuclear shape evolution as a Brownian walk on previously calculated five-dimensional potentialenergy surfaces; the current status of this novel method is described here.
Dynamical objectivity in quantum Brownian motion
Tuziemski, J.; Korbicz, J. K.
2015-11-01
Classical objectivity as a property of quantum states —a view proposed to explain the observer-independent character of our world from quantum theory, is an important step in bridging the quantum-classical gap. It was recently derived in terms of spectrum broadcast structures for small objects embedded in noisy photon-like environments. However, two fundamental problems have arisen: a description of objective motion and applicability to other types of environments. Here we derive an example of objective states of motion in quantum mechanics by showing the formation of dynamical spectrum broadcast structures in the celebrated, realistic model of decoherence —Quantum Brownian Motion. We do it for realistic, thermal environments and show their noise-robustness. This opens a potentially new method of studying the quantum-to-classical transition.
Brownian Dynamics of charged particles in a constant magnetic field
Hou, L J; Piel, A; Shukla, P K
2009-01-01
Numerical algorithms are proposed for simulating the Brownian dynamics of charged particles in an external magnetic field, taking into account the Brownian motion of charged particles, damping effect and the effect of magnetic field self-consistently. Performance of these algorithms is tested in terms of their accuracy and long-time stability by using a three-dimensional Brownian oscillator model with constant magnetic field. Step-by-step recipes for implementing these algorithms are given in detail. It is expected that these algorithms can be directly used to study particle dynamics in various dispersed systems in the presence of a magnetic field, including polymer solutions, colloidal suspensions and, particularly complex (dusty) plasmas. The proposed algorithms can also be used as thermostat in the usual molecular dynamics simulation in the presence of magnetic field.
Combinatorial fractal Brownian motion model
朱炬波; 梁甸农
2000-01-01
To solve the problem of how to determine the non-scaled interval when processing radar clutter using fractal Brownian motion (FBM) model, a concept of combinatorial FBM model is presented. Since the earth (or sea) surface varies diversely with space, a radar clutter contains several fractal structures, which coexist on all scales. Taking the combination of two FBMs into account, via theoretical derivation we establish a combinatorial FBM model and present a method to estimate its fractal parameters. The correctness of the model and the method is proved by simulation experiments and computation of practial data. Furthermore, we obtain the relationship between fractal parameters when processing combinatorial model with a single FBM model. Meanwhile, by theoretical analysis it is concluded that when combinatorial model is observed on different scales, one of the fractal structures is more obvious.
Brownian motion on random dynamical landscapes
Suñé Simon, Marc; Sancho, José María; Lindenberg, Katja
2016-03-01
We present a study of overdamped Brownian particles moving on a random landscape of dynamic and deformable obstacles (spatio-temporal disorder). The obstacles move randomly, assemble, and dissociate following their own dynamics. This landscape may account for a soft matter or liquid environment in which large obstacles, such as macromolecules and organelles in the cytoplasm of a living cell, or colloids or polymers in a liquid, move slowly leading to crowding effects. This representation also constitutes a novel approach to the macroscopic dynamics exhibited by active matter media. We present numerical results on the transport and diffusion properties of Brownian particles under this disorder biased by a constant external force. The landscape dynamics are characterized by a Gaussian spatio-temporal correlation, with fixed time and spatial scales, and controlled obstacle concentrations.
Brownian dynamics simulations with hard-body interactions: Spherical particles
Behringer, Hans; 10.1063/1.4761827
2012-01-01
A novel approach to account for hard-body interactions in (overdamped) Brownian dynamics simulations is proposed for systems with non-vanishing force fields. The scheme exploits the analytically known transition probability for a Brownian particle on a one-dimensional half-line. The motion of a Brownian particle is decomposed into a component that is affected by hard-body interactions and into components that are unaffected. The hard-body interactions are incorporated by replacing the affected component of motion by the evolution on a half-line. It is discussed under which circumstances this approach is justified. In particular, the algorithm is developed and formulated for systems with space-fixed obstacles and for systems comprising spherical particles. The validity and justification of the algorithm is investigated numerically by looking at exemplary model systems of soft matter, namely at colloids in flow fields and at protein interactions. Furthermore, a thorough discussion of properties of other heurist...
Stochastic description of quantum Brownian dynamics
Yan, Yun-An; Shao, Jiushu
2016-08-01
Classical Brownian motion has well been investigated since the pioneering work of Einstein, which inspired mathematicians to lay the theoretical foundation of stochastic processes. A stochastic formulation for quantum dynamics of dissipative systems described by the system-plus-bath model has been developed and found many applications in chemical dynamics, spectroscopy, quantum transport, and other fields. This article provides a tutorial review of the stochastic formulation for quantum dissipative dynamics. The key idea is to decouple the interaction between the system and the bath by virtue of the Hubbard-Stratonovich transformation or Itô calculus so that the system and the bath are not directly entangled during evolution, rather they are correlated due to the complex white noises introduced. The influence of the bath on the system is thereby defined by an induced stochastic field, which leads to the stochastic Liouville equation for the system. The exact reduced density matrix can be calculated as the stochastic average in the presence of bath-induced fields. In general, the plain implementation of the stochastic formulation is only useful for short-time dynamics, but not efficient for long-time dynamics as the statistical errors go very fast. For linear and other specific systems, the stochastic Liouville equation is a good starting point to derive the master equation. For general systems with decomposable bath-induced processes, the hierarchical approach in the form of a set of deterministic equations of motion is derived based on the stochastic formulation and provides an effective means for simulating the dissipative dynamics. A combination of the stochastic simulation and the hierarchical approach is suggested to solve the zero-temperature dynamics of the spin-boson model. This scheme correctly describes the coherent-incoherent transition (Toulouse limit) at moderate dissipation and predicts a rate dynamics in the overdamped regime. Challenging problems
Pricing European option under the time-changed mixed Brownian-fractional Brownian model
Guo, Zhidong; Yuan, Hongjun
2014-07-01
This paper deals with the problem of discrete time option pricing by a mixed Brownian-fractional subdiffusive Black-Scholes model. Under the assumption that the price of the underlying stock follows a time-changed mixed Brownian-fractional Brownian motion, we derive a pricing formula for the European call option in a discrete time setting.
Chavanis, Pierre-Henri; Sire, Clément
2006-06-01
We derive the virial theorem appropriate to the generalized Smoluchowski-Poisson (GSP) system describing self-gravitating Brownian particles in an overdamped limit. We extend previous works by considering the case of an unbounded domain and an arbitrary equation of state. We use the virial theorem to study the diffusion (evaporation) of an isothermal Brownian gas above the critical temperature Tc in dimension d = 2 and show how the effective diffusion coefficient and the Einstein relation are modified by self-gravity. We also study the collapse at T = Tc and show that the central density increases logarithmically with time instead of exponentially in a bounded domain. Finally, for d > 2, we show that the evaporation of the system is essentially a pure diffusion slightly slowed down by self-gravity. We also study the linear dynamical stability of stationary solutions of the GSP system representing isolated clusters of particles and investigate the influence of the equation of state and of the dimension of space on the dynamical stability of the system. PMID:16906910
Quantum Brownian motion model for the stock market
Meng, Xiangyi; Zhang, Jian-Wei; Guo, Hong
2016-06-01
It is believed by the majority today that the efficient market hypothesis is imperfect because of market irrationality. Using the physical concepts and mathematical structures of quantum mechanics, we construct an econophysical framework for the stock market, based on which we analogously map massive numbers of single stocks into a reservoir consisting of many quantum harmonic oscillators and their stock index into a typical quantum open system-a quantum Brownian particle. In particular, the irrationality of stock transactions is quantitatively considered as the Planck constant within Heisenberg's uncertainty relationship of quantum mechanics in an analogous manner. We analyze real stock data of Shanghai Stock Exchange of China and investigate fat-tail phenomena and non-Markovian behaviors of the stock index with the assistance of the quantum Brownian motion model, thereby interpreting and studying the limitations of the classical Brownian motion model for the efficient market hypothesis from a new perspective of quantum open system dynamics.
Analysis of Brownian Dynamics Simulations of Reversible Bimolecular Reactions
Lipková, Jana
2011-01-01
A class of Brownian dynamics algorithms for stochastic reaction-diffusion models which include reversible bimolecular reactions is presented and analyzed. The method is a generalization of the λ-bcȳ model for irreversible bimolecular reactions which was introduced in [R. Erban and S. J. Chapman, Phys. Biol., 6(2009), 046001]. The formulae relating the experimentally measurable quantities (reaction rate constants and diffusion constants) with the algorithm parameters are derived. The probability of geminate recombination is also investigated. © 2011 Society for Industrial and Applied Mathematics.
The key to obtaining the model-free description of the dynamics of a macromolecule is the optimisation of the model-free and Brownian rotational diffusion parameters using the collected R1, R2 and steady-state NOE relaxation data. The problem of optimising the chi-squared value is often assumed to be trivial, however, the long chain of dependencies required for its calculation complicates the model-free chi-squared space. Convolutions are induced by the Lorentzian form of the spectral density functions, the linear recombinations of certain spectral density values to obtain the relaxation rates, the calculation of the NOE using the ratio of two of these rates, and finally the quadratic form of the chi-squared equation itself. Two major topological features of the model-free space complicate optimisation. The first is a long, shallow valley which commences at infinite correlation times and gradually approaches the minimum. The most severe convolution occurs for motions on two timescales in which the minimum is often located at the end of a long, deep, curved tunnel or multidimensional valley through the space. A large number of optimisation algorithms will be investigated and their performance compared to determine which techniques are suitable for use in model-free analysis. Local optimisation algorithms will be shown to be sufficient for minimisation not only within the model-free space but also for the minimisation of the Brownian rotational diffusion tensor. In addition the performance of the programs Modelfree and Dasha are investigated. A number of model-free optimisation failures were identified: the inability to slide along the limits, the singular matrix failure of the Levenberg-Marquardt minimisation algorithm, the low precision of both programs, and a bug in Modelfree. Significantly, the singular matrix failure of the Levenberg-Marquardt algorithm occurs when internal correlation times are undefined and is greatly amplified in model-free analysis by both
Finding the dynamics of an entire macromolecule is a complex problem as the model-free parameter values are intricately linked to the Brownian rotational diffusion of the molecule, mathematically through the autocorrelation function of the motion and statistically through model selection. The solution to this problem was formulated using set theory as an element of the universal set U-the union of all model-free spaces (d'Auvergne EJ and Gooley PR (2007) Mol BioSyst 3(7), 483-494). The current procedure commonly used to find the universal solution is to initially estimate the diffusion tensor parameters, to optimise the model-free parameters of numerous models, and then to choose the best model via model selection. The global model is then optimised and the procedure repeated until convergence. In this paper a new methodology is presented which takes a different approach to this diffusion seeded model-free paradigm. Rather than starting with the diffusion tensor this iterative protocol begins by optimising the model-free parameters in the absence of any global model parameters, selecting between all the model-free models, and finally optimising the diffusion tensor. The new model-free optimisation protocol will be validated using synthetic data from Schurr JM et al. (1994) J Magn Reson B 105(3), 211-224 and the relaxation data of the bacteriorhodopsin (1-36)BR fragment from Orekhov VY (1999) J Biomol NMR 14(4), 345-356. To demonstrate the importance of this new procedure the NMR relaxation data of the Olfactory Marker Protein (OMP) of Gitti R et al. (2005) Biochem 44(28), 9673-9679 is reanalysed. The result is that the dynamics for certain secondary structural elements is very different from those originally reported
Fast simulation of Brownian dynamics in a crowded environment
Smith, Stephen; Grima, Ramon
2016-01-01
Brownian dynamics simulations are an increasingly popular tool for understanding spatially-distributed biochemical reaction systems. Recent improvements in our understanding of the cellular environment show that volume exclusion effects are fundamental to reaction networks inside cells. These systems are frequently studied by incorporating inert hard spheres (crowders) into three-dimensional Brownian dynamics simulations, however these methods are extremely slow owing to the sheer number of p...
Dynamical 3-Space: Anisotropic Brownian Motion Experiment
Cahill R. T.
2015-01-01
In 2014 Jiapei Dai reported evidence of anisotropic Brownian motion of a toluidine blue colloid solution in water. In 2015 Felix Scholkmann analysed the Dai data and detected a sidereal time dependence, indicative of a process driving the preferred Brownian mo- tion diffusion direction to a star-based preferred direction. Here we further analyse the Dai data and extract the RA and Dec of that preferred direction, and relate the data to previous determinations from NASA Spacecr...
Modeling an efficient Brownian heat engine
Asfaw, Mesfin
2008-09-01
We discuss the effect of subdividing the ratchet potential on the performance of a tiny Brownian heat engine that is modeled as a Brownian particle hopping in a viscous medium in a sawtooth potential (with or without load) assisted by alternately placed hot and cold heat baths along its path. We show that the velocity, the efficiency and the coefficient of performance of the refrigerator maximize when the sawtooth potential is subdivided into series of smaller connected barrier series. When the engine operates quasistatically, we analytically show that the efficiency of the engine can not approach the Carnot efficiency and, the coefficient of performance of the refrigerator is always less than the Carnot refrigerator due to the irreversible heat flow via the kinetic energy.
A Brownian model for recurrent earthquakes
Matthews, M.V.; Ellsworth, W.L.; Reasenberg, P.A.
2002-01-01
We construct a probability model for rupture times on a recurrent earthquake source. Adding Brownian perturbations to steady tectonic loading produces a stochastic load-state process. Rupture is assumed to occur when this process reaches a critical-failure threshold. An earthquake relaxes the load state to a characteristic ground level and begins a new failure cycle. The load-state process is a Brownian relaxation oscillator. Intervals between events have a Brownian passage-time distribution that may serve as a temporal model for time-dependent, long-term seismic forecasting. This distribution has the following noteworthy properties: (1) the probability of immediate rerupture is zero; (2) the hazard rate increases steadily from zero at t = 0 to a finite maximum near the mean recurrence time and then decreases asymptotically to a quasi-stationary level, in which the conditional probability of an event becomes time independent; and (3) the quasi-stationary failure rate is greater than, equal to, or less than the mean failure rate because the coefficient of variation is less than, equal to, or greater than 1/???2 ??? 0.707. In addition, the model provides expressions for the hazard rate and probability of rupture on faults for which only a bound can be placed on the time of the last rupture. The Brownian relaxation oscillator provides a connection between observable event times and a formal state variable that reflects the macromechanics of stress and strain accumulation. Analysis of this process reveals that the quasi-stationary distance to failure has a gamma distribution, and residual life has a related exponential distribution. It also enables calculation of "interaction" effects due to external perturbations to the state, such as stress-transfer effects from earthquakes outside the target source. The influence of interaction effects on recurrence times is transient and strongly dependent on when in the loading cycle step pertubations occur. Transient effects may
Brownian Dynamics of Colloidal Particles in Lyotropic Chromonic Liquid Crystals
Martinez, Angel; Collings, Peter J.; Yodh, Arjun G.
We employ video microscopy to study the Brownian dynamics of colloidal particles in the nematic phase of lyotropic chromonic liquid crystals (LCLCs). These LCLCs (in this case, DSCG) are water soluble, and their nematic phases are characterized by an unusually large elastic anisotropy. Our preliminary measurements of particle mean-square displacement for polystyrene colloidal particles (~5 micron-diameter) show diffusive and sub-diffusive behaviors moving parallel and perpendicular to the nematic director, respectively. In order to understand these motions, we are developing models that incorporate the relaxation of elastic distortions of the surrounding nematic field. Further experiments to confirm these preliminary results and to determine the origin of these deviations compared to simple diffusion theory are ongoing; our results will also be compared to previous diffusion experiments in nematic liquid crystals. We gratefully acknowledge financial support through NSF DMR12-05463, MRSEC DMR11-20901, and NASA NNX08AO0G.
Diffusion of Particle in Hyaluronan Solution, a Brownian Dynamics Simulation
Takasu, Masako; Tomita, Jungo
2004-04-01
Diffusion of a particle in hyaluronan solution is investigated using Brownian dynamics simulation. The slowing down of diffusion is observed, in accordance with the experimental results. The temperature dependence of the diffusion is calculated, and a turnover is obtained when the temperature is increased.
Properties of Brownian Image Models in Scale-Space
Pedersen, Kim Steenstrup
2003-01-01
law that apparently governs natural images. Furthermore, the distribution of Brownian images mapped into jet space is Gaussian and an analytical expression can be derived for the covariance matrix of Brownian images in jet space. This matrix is also a good approximation of the covariance matrix...... Brownian images) will be discussed in relation to linear scale-space theory, and it will be shown empirically that the second order statistics of natural images mapped into jet space may, within some scale interval, be modeled by the Brownian image model. This is consistent with the 1/f 2 power spectrum...... of natural images in jet space. The consequence of these results is that the Brownian image model can be used as a least committed model of the covariance structure of the distribution of natural images....
Molecular dynamics test of the Brownian description of Na(+) motion in water
Wilson, M. A.; Pohorille, A.; Pratt, L. R.
1985-01-01
The present paper provides the results of molecular dynamics calculations on a Na(+) ion in aqueous solution. Attention is given to the sodium-oxygen and sodium-hydrogen radial distribution functions, the velocity autocorrelation function for the Na(+) ion, the autocorrelation function of the force on the stationary ion, and the accuracy of Brownian motion assumptions which are basic to hydrodynamic models of ion dyanmics in solution. It is pointed out that the presented calculations provide accurate data for testing theories of ion dynamics in solution. The conducted tests show that it is feasible to calculate Brownian friction constants for ions in aqueous solutions. It is found that for Na(+) under the considered conditions the Brownian mobility is in error by only 60 percent.
From Brownian Dynamics to Markov Chain: An Ion Channel Example
Chen, Wan
2014-02-27
A discrete rate theory for multi-ion channels is presented, in which the continuous dynamics of ion diffusion is reduced to transitions between Markovian discrete states. In an open channel, the ion permeation process involves three types of events: an ion entering the channel, an ion escaping from the channel, or an ion hopping between different energy minima in the channel. The continuous dynamics leads to a hierarchy of Fokker-Planck equations, indexed by channel occupancy. From these the mean escape times and splitting probabilities (denoting from which side an ion has escaped) can be calculated. By equating these with the corresponding expressions from the Markov model, one can determine the Markovian transition rates. The theory is illustrated with a two-ion one-well channel. The stationary probability of states is compared with that from both Brownian dynamics simulation and the hierarchical Fokker-Planck equations. The conductivity of the channel is also studied, and the optimal geometry maximizing ion flux is computed. © 2014 Society for Industrial and Applied Mathematics.
Brownian dynamics simulations of ellipsoidal magnetizable particle suspensions
Torres-Díaz, I.; Rinaldi, C.
2014-06-01
The rotational motion of soft magnetic tri-axial ellipsoidal particles suspended in a Newtonian fluid has been studied using rotational Brownian dynamics simulations by solving numerically the stochastic angular momentum equation in an orientational space described by the quaternion parameters. The model is applicable to particles where the effect of shape anisotropy is dominant. The algorithm quantifies the magnetization of a monodisperse suspension of tri-axial ellipsoids in dilute limit conditions under applied constant and time-varying magnetic fields. The variation of the relative permeability with the applied magnetic field of the particle's bulk material was included in the simulations. The results show that the equilibrium magnetization of a suspension of magnetizable tri-axial ellipsoids saturates at high magnetic field amplitudes. Additionally, the dynamic susceptibility at low magnetic field intensity presents a peak in the out-of-phase component, which is significantly smaller than the in-phase component and depends on the Langevin parameter. The dynamic magnetization of the particle suspension is in phase with the magnetic field at low and high frequencies far from the peak of the out-of-phase component.
Fast simulation of Brownian dynamics in a crowded environment
Smith, Stephen
2016-01-01
Brownian dynamics simulations are an increasingly popular tool for understanding spatially-distributed biochemical reaction systems. Recent improvements in our understanding of the cellular environment show that volume exclusion effects are fundamental to reaction networks inside cells. These systems are frequently studied by incorporating inert hard spheres (crowders) into three-dimensional Brownian dynamics simulations, however these methods are extremely slow owing to the sheer number of possible collisions between particles. Here we propose a rigorous "crowder-free" method to dramatically increase simulation speed for crowded biochemical reaction systems by eliminating the need to explicitly simulate the crowders. We consider both the case where the reactive particles are point particles, and where they themselves occupy a volume. We use simulations of simple chemical reaction networks to confirm that our simplification is just as accurate as the original algorithm, and that it corresponds to a large spee...
Magnetoviscosity in dilute ferrofluids from rotational brownian dynamics simulations.
Soto-Aquino, D; Rinaldi, C
2010-10-01
Ferrofluids are suspensions of magnetic nanoparticles which respond to imposed magnetic fields by changing their viscosity without losing their fluidity. Prior work on modeling the behavior of ferrofluids has focused on using phenomenological suspension-scale continuum equations. A disadvantage of this approach is the controversy surrounding the equation describing the rate of change of the ferrofluid magnetization, the so-called magnetization relaxation equation. In this contribution the viscosity of dilute suspensions of spherical magnetic nanoparticles suspended in a Newtonian fluid and under applied shear and constant magnetic fields is studied through rotational brownian dynamics simulations. Simulation results are compared with the predictions of suspension-scale models based on three magnetization relaxation equations. Excellent agreement is observed between simulation results and the predictions of an equation due to Martsenyuk, Raikher, and Shliomis. Good qualitative agreement is observed with predictions of other equations, although these models fail to accurately predict the magnitude and shear rate dependence of the magnetic-field-dependent effective viscosity. Finally, simulation results over a wide range of conditions are collapsed into master curves using a Mason number defined based on the balance of hydrodynamic and magnetic torques. PMID:21230393
On drift parameter estimation in models with fractional Brownian motion
Kozachenko, Yuriy; Mishura, Yuliya
2011-01-01
We consider a stochastic differential equation involving standard and fractional Brownian motion with unknown drift parameter to be estimated. We investigate the standard maximum likelihood estimate of the drift parameter, two non-standard estimates and three estimates for the sequential estimation. Model strong consistency and some other properties are proved. The linear model and Ornstein-Uhlenbeck model are studied in detail. As an auxiliary result, an asymptotic behavior of the fractional derivative of the fractional Brownian motion is established.
Convergence rates of posterior distributions for Brownian semimartingale models
F.H. van der Meulen; A.W. van der Vaart; J.H. van Zanten
2006-01-01
Key words and Phrases: Bayesian estimation, Continuous semimartingale, Dirichlet process, Hellinger distance, Infinite dimensional model, Rate of convergence, Wavelets. We consider the asymptotic behavior of posterior distributions based on continuous observations from a Brownian semimartingale mode
Multiscale Reaction-Diffusion Algorithms: PDE-Assisted Brownian Dynamics
Franz, Benjamin
2013-06-19
Two algorithms that combine Brownian dynami cs (BD) simulations with mean-field partial differential equations (PDEs) are presented. This PDE-assisted Brownian dynamics (PBD) methodology provides exact particle tracking data in parts of the domain, whilst making use of a mean-field reaction-diffusion PDE description elsewhere. The first PBD algorithm couples BD simulations with PDEs by randomly creating new particles close to the interface, which partitions the domain, and by reincorporating particles into the continuum PDE-description when they cross the interface. The second PBD algorithm introduces an overlap region, where both descriptions exist in parallel. It is shown that the overlap region is required to accurately compute variances using PBD simulations. Advantages of both PBD approaches are discussed and illustrative numerical examples are presented. © 2013 Society for Industrial and Applied Mathematics.
Van den Broeck, C; Kawai, R
2006-06-01
Onsager symmetry implies that a Brownian motor, driven by a temperature gradient, will also perform a refrigerator function upon loading. We analytically calculate the corresponding heat flow for an exactly solvable microscopic model and compare it with molecular dynamics simulations. PMID:16803223
Modeling collective emotions: a stochastic approach based on Brownian agents
We develop a agent-based framework to model the emergence of collective emotions, which is applied to online communities. Agents individual emotions are described by their valence and arousal. Using the concept of Brownian agents, these variables change according to a stochastic dynamics, which also considers the feedback from online communication. Agents generate emotional information, which is stored and distributed in a field modeling the online medium. This field affects the emotional states of agents in a non-linear manner. We derive conditions for the emergence of collective emotions, observable in a bimodal valence distribution. Dependent on a saturated or a super linear feedback between the information field and the agent's arousal, we further identify scenarios where collective emotions only appear once or in a repeated manner. The analytical results are illustrated by agent-based computer simulations. Our framework provides testable hypotheses about the emergence of collective emotions, which can be verified by data from online communities. (author)
Brownian dynamics in a confined geometry. Experiments and numerical simulations
Garnier, Nicolas; Ostrowsky, N.
1991-01-01
The Brownian dynamics of a colloidal suspension is measured in the immediate vicinity of a rigid surface by the Evanescent Quasielastic Light Scattering Technique. A net decrease of the measured diffusion coefficient is observed, due to the hydrodynamic slowing down of the particles very close to the wall. This effect is all the more important when the particles are allowed to get closer to the wall, i.e. when the range of the static wall/particle repulsive interaction decreases. It thus prov...
Differential dynamic microscopy to characterize Brownian motion and bacteria motility
Germain, David; Leocmach, Mathieu; Gibaud, Thomas
2016-03-01
We have developed a lab module for undergraduate students, which involves the process of quantifying the dynamics of a suspension of microscopic particles using Differential Dynamic Microscopy (DDM). DDM is a relatively new technique that constitutes an alternative method to more classical techniques such as dynamic light scattering (DLS) or video particle tracking (VPT). The technique consists of imaging a particle dispersion with a standard light microscope and a camera and analyzing the images using a digital Fourier transform to obtain the intermediate scattering function, an autocorrelation function that characterizes the dynamics of the dispersion. We first illustrate DDM in the textbook case of colloids under Brownian motion, where we measure the diffusion coefficient. Then we show that DDM is a pertinent tool to characterize biological systems such as motile bacteria.
Coupling all-atom molecular dynamics simulations of ions in water with Brownian dynamics
Erban, Radek
2015-01-01
Molecular dynamics (MD) simulations of ions (K$^+$, Na$^+$, Ca$^{2+}$ and Cl$^-$) in aqueous solutions are investigated. Water is described using the SPC/E model. A stochastic coarse-grained description for ion behaviour is presented and parameterized using MD simulations. It is given as a system of coupled stochastic and ordinary differential equations, describing the ion position, velocity and acceleration. The stochastic coarse-grained model provides an intermediate description between all-atom MD simulations and Brownian dynamics (BD) models. It is used to develop a multiscale method which uses all-atom MD simulations in parts of the computational domain and (less detailed) BD simulations in the remainder of the domain.
Simultaneous orthokinetic and perikinetic coagulations (SOPCs) are studied for small and large Peclet numbers (Pe) using Brownian dynamics simulation. The results demonstrate that the contributions of the Brownian motion and the shear flow to the overall coagulation rate are basically not additive. At the early stages of coagulation with small Peclet numbers, the ratio of overall coagulation rate to the rate of pure perikinetic coagulation is proportional to Pe1/2, while with high Peclet numbers, the ratio of overall coagulation rate to the rate of pure orthokinetic coagulation is proportional to Pe−1/2. Moreover, our results show that the aggregation rate generally changes with time for the SOPC, which is different from that for pure perikinetic and pure orthokinetic coagulations. By comparing the SOPC with pure perikinetic and pure orthokinetic coagulations, we show that the redistribution of particles due to Brownian motion can play a very important role in the SOPC. In addition, the effects of redistribution in the directions perpendicular and parallel to the shear flow direction are different. This perspective explains the behavior of coagulation due to the joint effects of the Brownian motion (perikinetic) and the fluid motion (orthokinetic). (electromagnetism, optics, acoustics, heat transfer, classical mechanics, and fluid dynamics)
Jung, Jiyun; Lee, Jumin; Kim, Jun Soo
2015-03-01
We present a simulation study on the mechanisms of a phase separation in dilute fluids of Lennard-Jones (LJ) particles as a model of self-interacting molecules. Molecular dynamics (MD) and Brownian dynamics (BD) simulations of the LJ fluids are employed to model the condensation of a liquid droplet in the vapor phase and the mesoscopic aggregation in the solution phase, respectively. With emphasis on the cluster growth at late times well beyond the nucleation stage, we find that the growth mechanisms can be qualitatively different: cluster diffusion and coalescence in the MD simulations and Ostwald ripening in the BD simulations. We also show that the rates of the cluster growth have distinct scaling behaviors during cluster growth. This work suggests that in the solution phase the random Brownian nature of the solute dynamics may lead to the Ostwald ripening that is qualitatively different from the cluster coalescence in the vapor phase.
Active microrheology of Brownian suspensions via Accelerated Stokesian Dynamics simulations
Chu, Henry; Su, Yu; Gu, Kevin; Hoh, Nicholas; Zia, Roseanna
2015-11-01
The non-equilibrium rheological response of colloidal suspensions is studied via active microrheology utilizing Accelerated Stokesian Dynamics simulations. In our recent work, we derived the theory for micro-diffusivity and suspension stress in dilute suspensions of hydrodynamically interacting colloids. This work revealed that force-induced diffusion is anisotropic, with qualitative differences between diffusion along the line of the external force and that transverse to it, and connected these effects to the role of hydrodynamic, interparticle, and Brownian forces. This work also revealed that these forces play a similar qualitative role in the anisotropy of the stress and in the evolution of the non-equilibrium osmotic pressure. Here, we show that theoretical predictions hold for suspensions ranging from dilute to near maximum packing, and for a range of flow strengths from near-equilibrium to the pure-hydrodynamic limit.
Momentum conserving Brownian dynamics propagator for complex soft matter fluids.
Padding, J T; Briels, W J
2014-12-28
We present a Galilean invariant, momentum conserving first order Brownian dynamics scheme for coarse-grained simulations of highly frictional soft matter systems. Friction forces are taken to be with respect to moving background material. The motion of the background material is described by locally averaged velocities in the neighborhood of the dissolved coarse coordinates. The velocity variables are updated by a momentum conserving scheme. The properties of the stochastic updates are derived through the Chapman-Kolmogorov and Fokker-Planck equations for the evolution of the probability distribution of coarse-grained position and velocity variables, by requiring the equilibrium distribution to be a stationary solution. We test our new scheme on concentrated star polymer solutions and find that the transverse current and velocity time auto-correlation functions behave as expected from hydrodynamics. In particular, the velocity auto-correlation functions display a long time tail in complete agreement with hydrodynamics. PMID:25554134
An exact solution to Brownian dynamics of a reversible bimolecular reaction in one dimension
Smith, Stephen; Grima, Ramon
2016-01-01
Brownian dynamics is a popular fine-grained method for simulating systems of interacting particles, such as chemical reactions. Though the method is simple to simulate, it is generally assumed that the dynamics is impossible to solve exactly and analytically, aside from some trivial systems. We here give the first exact analytical solution to a non-trivial Brownian dynamics system: the reaction $A+B\\xrightleftharpoons[]{}C$ in equilibrium in one-dimensional periodic space. The solution is a f...
Studying protein assembly with reversible Brownian dynamics of patchy particles
Assembly of protein complexes like virus shells, the centriole, the nuclear pore complex, or the actin cytoskeleton is strongly determined by their spatial structure. Moreover, it is becoming increasingly clear that the reversible nature of protein assembly is also an essential element for their biological function. Here we introduce a computational approach for the Brownian dynamics of patchy particles with anisotropic assemblies and fully reversible reactions. Different particles stochastically associate and dissociate with microscopic reaction rates depending on their relative spatial positions. The translational and rotational diffusive properties of all protein complexes are evaluated on-the-fly. Because we focus on reversible assembly, we introduce a scheme which ensures detailed balance for patchy particles. We then show how the macroscopic rates follow from the microscopic ones. As an instructive example, we study the assembly of a pentameric ring structure, for which we find excellent agreement between simulation results and a macroscopic kinetic description without any adjustable parameters. This demonstrates that our approach correctly accounts for both the diffusive and reactive processes involved in protein assembly
Generalized Langevin Theory Of The Brownian Motion And The Dynamics Of Polymers In Solution
The review deals with a generalization of the Rouse and Zimm bead-spring models of the dynamics of flexible polymers in dilute solutions. As distinct from these popular theories, the memory in the polymer motion is taken into account. The memory naturally arises as a consequence of the fluid and bead inertia within the linearized Navier-Stokes hydrodynamics. We begin with a generalization of the classical theory of the Brownian motion, which forms the basis of any theory of the polymer dynamics. The random force driving the Brownian particles is not the white one as in the Langevin theory, but “colored”, i.e., statistically correlated in time, and the friction force on the particles depends on the history of their motion. An efficient method of solving the resulting generalized Langevin equations is presented and applied to the solution of the equations of motion of polymer beads. The memory effects lead to several peculiarities in the time correlation functions used to describe the dynamics of polymer chains. So, the mean square displacement of the polymer coils contains algebraic long-time tails and at short times it is ballistic. It is shown how these features reveal in the experimentally observable quantities, such as the dynamic structure factors of the scattering or the viscosity of polymer solutions. A phenomenological theory is also presented that describes the dependence of these quantities on the polymer concentration in solution. (author)
Dynamics of non-Brownian fiber suspensions under periodic shear.
Franceschini, Alexandre; Filippidi, Emmanouela; Guazzelli, Elisabeth; Pine, David J
2014-09-21
We report experiments studying the dynamics of dense non-Brownian fiber suspensions subjected to periodic oscillatory shear. We find that periodic shear initially causes fibers to collide and to undergo irreversible diffusion. As time progresses, the fibers tend to orient in the vorticity direction while the number of collisions decreases. Ultimately, the system goes to one of two steady states: an absorbing steady state, where collisions cease and the fibers undergo reversible trajectories; an active state, where fibers continue to collide causing them to diffuse and undergo irreversible trajectories. Collisions between fibers can be characterized by an effective volume fraction Φ with a critical volume fraction Φc that separates absorbing from active (diffusing) steady states. The effective volume fraction Φ depends on the mean fiber orientation and thus decreases in time as fibers progressively orient under periodic shear. In the limit that the temporal evolution of Φ is slow compared to the activity relaxation time τ, all the data for all strain amplitudes and all concentrations can be scaled onto a single master curve with a functional dependence well-described by t(-β/ν)R(e(-t)R), where tR is the rescaled time. As Φ → Φc, τ diverges. Therefore, for experiments in which Φ(t) starts above Φc but goes to a steady state below Φc, departures from scaling are observed for Φ very near Φc. The critical exponents are measured to be β = 0.84 ± 0.04 and ν = 1.1 ± 0.1, which is consistent with the Manna universality class for directed percolation. PMID:25068577
An elementary singularity-free Rotational Brownian Dynamics algorithm for anisotropic particles
Ilie, Ioana M.; Briels, Wim J. [Computational Biophysics, Faculty of Science and Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); MESA+ Institute for Nanotechnology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); Otter, Wouter K. den, E-mail: w.k.denotter@utwente.nl [Computational Biophysics, Faculty of Science and Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); MESA+ Institute for Nanotechnology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); Multi Scale Mechanics, Faculty of Engineering Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands)
2015-03-21
Brownian Dynamics is the designated technique to simulate the collective dynamics of colloidal particles suspended in a solution, e.g., the self-assembly of patchy particles. Simulating the rotational dynamics of anisotropic particles by a first-order Langevin equation, however, gives rise to a number of complications, ranging from singularities when using a set of three rotational coordinates to subtle metric and drift corrections. Here, we derive and numerically validate a quaternion-based Rotational Brownian Dynamics algorithm that handles these complications in a simple and elegant way. The extension to hydrodynamic interactions is also discussed.
An elementary singularity-free Rotational Brownian Dynamics algorithm for anisotropic particles
Brownian Dynamics is the designated technique to simulate the collective dynamics of colloidal particles suspended in a solution, e.g., the self-assembly of patchy particles. Simulating the rotational dynamics of anisotropic particles by a first-order Langevin equation, however, gives rise to a number of complications, ranging from singularities when using a set of three rotational coordinates to subtle metric and drift corrections. Here, we derive and numerically validate a quaternion-based Rotational Brownian Dynamics algorithm that handles these complications in a simple and elegant way. The extension to hydrodynamic interactions is also discussed
Beyond multifractional Brownian motion: new stochastic models for geophysical modelling
Lévy Véhel, J.
2013-09-01
Multifractional Brownian motion (mBm) has proved to be a useful tool in various areas of geophysical modelling. Although a versatile model, mBm is of course not always an adequate one. We present in this work several other stochastic processes which could potentially be useful in geophysics. The first alternative type is that of self-regulating processes: these are models where the local regularity is a function of the amplitude, in contrast to mBm where it is tuned exogenously. We demonstrate the relevance of such models for digital elevation maps and for temperature records. We also briefly describe two other types of alternative processes, which are the counterparts of mBm and of self-regulating processes when the intensity of local jumps is considered in lieu of local regularity: multistable processes allow one to prescribe the local intensity of jumps in space/time, while this intensity is governed by the amplitude for self-stabilizing processes.
Magnetization direction in the Heisenberg model exhibiting fractional Brownian motion
Zhang, Zhengping; Mouritsen, Ole G.; Zuckermann, Martin J.
1993-01-01
ferromagnetic phase characterizing fractional Brownian motion, whereas a value H congruent-to 0. 5, reflecting ordinary Brownian motion, applies in the paramagnetic phase. A field-induced crossover from fractional to ordinary Brownian motion has been observed in the ferromagnetic phase....
Mériguet, G; Jardat, M; Turq, P
2004-09-22
We present Brownian dynamics simulations of real charge-stabilized ferrofluids, which are stable colloidal dispersions of magnetic nanoparticles, with and without the presence of an external magnetic field. The colloidal suspensions are treated as collections of monodisperse spherical particles, bearing point dipoles at their centers and undergoing translational and rotational Brownian motions. The overall repulsive isotropic interactions between particles, governed by electrostatic repulsions, are taken into account by a one-component effective pair interaction potential. The potential parameters are fitted in order that computed structure factors are close to the experimental ones. Two samples of ferrofluid differing by the particle diameter and consequently by the intensity of the magnetic interaction are considered here. The magnetization and birefringence curves are computed: a deviation from the ideal Langevin behaviors is observed if the dipolar moment of particles is sufficiently large. Structure factors are also computed from simulations with and without an applied magnetic field H: the microstructure of the repulsive ferrofluid becomes anisotropic under H. Even our simple modeling of the suspension allows us to account for the main experimental features: an increase of the peak intensity is observed in the direction perpendicular to the field whereas the peak intensity decreases in the direction parallel to the field. PMID:15367036
Intermittency in an interacting generalization of the geometric Brownian motion model
We propose a minimal interacting generalization of the geometric Brownian motion model, which turns out to be formally equivalent to a model describing the dynamics of networks of analogue neurons. For sufficiently strong interactions, such systems may have many meta-stable states. Transitions between meta-stable states are associated with macroscopic reorganizations of the system, which can be triggered by random external forcing. Such a system will exhibit intermittent dynamics within a large part of its parameter space. We propose market dynamics as a possible application of this model, in which case random external forcing would correspond to the arrival of important information. The emergence of a model of interacting prices of the type considered here can be argued to follow naturally from a general argument based on integrating out all non-price degrees of freedom from the dynamics of a hypothetical complete description of economic dependences
Maldonado-Camargo, L.; Torres-Díaz, I.; Chiu-Lam, A.; Hernández, M.; Rinaldi, C.
2016-08-01
We demonstrate how dynamic magnetic susceptibility measurements (DMS) can be used to estimate the relative contributions of Brownian and Néel relaxation to the dynamic magnetic response of a magnetic fluid, a suspension of magnetic nanoparticles. The method applies to suspensions with particles that respond through Brownian or Néel relaxation and for which the characteristic Brownian and Néel relaxation times are widely separated. First, we illustrate this using magnetic fluids consisting of mixtures of particles that relax solely by the Brownian or Néel mechanisms. Then, it is shown how the same approach can be applied to estimate the relative contributions of Brownian and Néel relaxation in a suspension consisting of particles obtained from a single synthesis and whose size distribution straddles the transition from Néel to Brownian relaxation.
Dubina, Sean Hyun; Wedgewood, Lewis Edward
2016-07-01
Ferrofluids are often favored for their ability to be remotely positioned via external magnetic fields. The behavior of particles in ferromagnetic clusters under uniformly applied magnetic fields has been computationally simulated using the Brownian dynamics, Stokesian dynamics, and Monte Carlo methods. However, few methods have been established that effectively handle the basic principles of magnetic materials, namely, Maxwell's equations. An iterative constraint method was developed to satisfy Maxwell's equations when a uniform magnetic field is imposed on ferrofluids in a heterogeneous Brownian dynamics simulation that examines the impact of ferromagnetic clusters in a mesoscale particle collection. This was accomplished by allowing a particulate system in a simple shear flow to advance by a time step under a uniformly applied magnetic field, then adjusting the ferroparticles via an iterative constraint method applied over sub-volume length scales until Maxwell's equations were satisfied. The resultant ferrofluid model with constraints demonstrates that the magnetoviscosity contribution is not as substantial when compared to homogeneous simulations that assume the material's magnetism is a direct response to the external magnetic field. This was detected across varying intensities of particle-particle interaction, Brownian motion, and shear flow. Ferroparticle aggregation was still extensively present but less so than typically observed.
Optimal dividends in the Brownian motion risk model with interest
Fang, Ying; Wu, Rong
2009-07-01
In this paper, we consider a Brownian motion risk model, and in addition, the surplus earns investment income at a constant force of interest. The objective is to find a dividend policy so as to maximize the expected discounted value of dividend payments. It is well known that optimality is achieved by using a barrier strategy for unrestricted dividend rate. However, ultimate ruin of the company is certain if a barrier strategy is applied. In many circumstances this is not desirable. This consideration leads us to impose a restriction on the dividend stream. We assume that dividends are paid to the shareholders according to admissible strategies whose dividend rate is bounded by a constant. Under this additional constraint, we show that the optimal dividend strategy is formed by a threshold strategy.
Chernov, N.; Dolgopyat, D.
2008-01-01
A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work we study a 2D version of this model, where the molecule is a heavy disk of mass M and the gas is represented by just one point particle of mass m = 1, which interacts with the disk and the walls of the container via elastic collisions. Chaotic behavior of the particles is ensured by convex (scattering) walls of the container. We prove that the position and ...
Chun, Myung-Suk; Kim, Chongyoup; Lee, Duck E.
2009-05-01
In our recent Brownian dynamics (BD) simulation study, the structure and dynamics of anionic polyelectrolyte xanthan in bulk solution as well as confined spaces of slitlike channel were examined by applying a coarse-grained model with nonlinear bead-spring discretization of a whole chain [J. Jeon and M.-S. Chun, J. Chem. Phys. 126, 154904 (2007)]. This model goes beyond other simulations as they did not consider both long-range electrostatic and hydrodynamic interactions between pairs of beads. Simulation parameters are obtained from the viscometric method of rheology data on the native and sonicated xanthan polysaccharides, which have a contour length less than 1μm . The size of the semiflexible polyelectrolyte can be well described by the wormlike chain model once the electrostatic effects are taken into account by the persistence length measured at a long length scale. For experimental verifications, single molecule visualization was performed on fluorescein-labeled xanthan using an inverted fluorescence microscope, and the motion of an individual molecule was quantified. Experimental results on the conformational changes in xanthan chain in the electrolyte solution have a reasonable trend to agree with the prediction by BD simulations. In the translational diffusion induced by the Debye screening effect, the simulation prediction reveals slightly higher values compared to those of our measurements, although it agrees with the literature data. Considering the experimental restrictions, our BD simulations are verified to model the single polyelectrolyte well.
Long, Hai; Chang, Christopher H; King, Paul W; Ghirardi, Maria L; Kim, Kwiseon
2008-10-01
The [FeFe] hydrogenase from the green alga Chlamydomonas reinhardtii can catalyze the reduction of protons to hydrogen gas using electrons supplied from photosystem I and transferred via ferredoxin. To better understand the association of the hydrogenase and the ferredoxin, we have simulated the process over multiple timescales. A Brownian dynamics simulation method gave an initial thorough sampling of the rigid-body translational and rotational phase spaces, and the resulting trajectories were used to compute the occupancy and free-energy landscapes. Several important hydrogenase-ferredoxin encounter complexes were identified from this analysis, which were then individually simulated using atomistic molecular dynamics to provide more details of the hydrogenase and ferredoxin interaction. The ferredoxin appeared to form reasonable complexes with the hydrogenase in multiple orientations, some of which were good candidates for inclusion in a transition state ensemble of configurations for electron transfer. PMID:18621810
Generalized Scaling and the Master Variable for Brownian Magnetic Nanoparticle Dynamics
Reeves, Daniel B.; Yipeng Shi; Weaver, John B.
2016-01-01
Understanding the dynamics of magnetic particles can help to advance several biomedical nanotechnologies. Previously, scaling relationships have been used in magnetic spectroscopy of nanoparticle Brownian motion (MSB) to measure biologically relevant properties (e.g., temperature, viscosity, bound state) surrounding nanoparticles in vivo. Those scaling relationships can be generalized with the introduction of a master variable found from non-dimensionalizing the dynamical Langevin equation. T...
Nonlinear Brownian motion - mean square displacement
W.Ebeling
2004-01-01
Full Text Available The stochastic dynamics of self-propelled Brownian particles is studied by means of the Langevin and the Fokker-Planck approach. We model the driving by a nonlinear friction function which has a negative part at small velocities, leading to active Brownian motion of the particles. The mean square displacement is estimated analytically and compared with numerical simulations.
Brownian agents and active particles collective dynamics in the natural and social sciences
Schweitzer, Frank
2007-01-01
""This book lays out a vision for a coherent framework for understanding complex systems"" (from the foreword by J. Doyne Farmer). By developing the genuine idea of Brownian agents, the author combines concepts from informatics, such as multiagent systems, with approaches of statistical many-particle physics. This way, an efficient method for computer simulations of complex systems is developed which is also accessible to analytical investigations and quantitative predictions. The book demonstrates that Brownian agent models can be successfully applied in many different contexts, ranging from
Cook, Sara Iliafar
T, respectively). In addition to the binding strength of ssDNA nucleotide to surfaces, it is equally as important to understand the dynamics of these interactions. The force response of a simple chain-like polymeric molecule (representative of single stranded DNA) was studied using Brownian dynamics to shed light on these dynamics and the features that may be masked in SMFS experiments. Through simulations at slow peeling rates, our Brownian dynamics model confirmed the predictions of an equilibrium statistical thermodynamic model. Faster removal rates resulted in deviations from equilibrium which were dominated by a combination of Stokes (viscous) drag and a finite desorption rate of the monomeric units. Furthermore, the force probe's thermal fluctuations were shown to be affected by the spring constant of the contact mode AFM cantilever Consequently, this effect provided evidence on the source of disappearance for certain key features such as force spikes, associated with the desorption of individual links and predicted by the statistical thermodynamic model under displacement control, from SMFS experiments. In studying the elastic response of a freely jointed chain stretched in 2D and 3D, we obtained analytical expressions for two modes of stretching: i) when force is applied only to one end of the chain, and ii) when the applied force is distributed uniformly throughout the chain. By comparing, we confirmed that these expressions correctly predict the results obtained from our Brownian dynamics simulations as well as experimental results from the literature.
Brownian Agents and Active Particles: Collective Dynamics in the Natural and Social Sciences
This is a book about the modelling of complex systems and, unlike many books on this subject, concentrates on the discussion of specific systems and gives practical methods for modelling and simulating them. This is not to say that the author does not devote space to the general philosophy and definition of complex systems and agent-based modelling, but the emphasis is definitely on the development of concrete methods for analysing them. This is, in my view, to be welcomed and I thoroughly recommend the book, especially to those with a theoretical physics background who will be very much at home with the language and techniques which are used. The author has developed a formalism for understanding complex systems which is based on the Langevin approach to the study of Brownian motion. This is a mesoscopic description; details of the interactions between the Brownian particle and the molecules of the surrounding fluid are replaced by a randomly fluctuating force. Thus all microscopic detail is replaced by a coarse-grained description which encapsulates the essence of the interactions at the finer level of description. In a similar way, the influences on Brownian agents in a multi-agent system are replaced by stochastic influences which sum up the effects of these interactions on a finer scale. Unlike Brownian particles, Brownian agents are not structureless particles, but instead have some internal states so that, for instance, they may react to changes in the environment or to the presence of other agents. Most of the book is concerned with developing the idea of Brownian agents using the techniques of statistical physics. This development parallels that for Brownian particles in physics, but the author then goes on to apply the technique to problems in biology, economics and the social sciences. This is a clear and well-written book which is a useful addition to the literature on complex systems. It will be interesting to see if the use of Brownian agents becomes
Khan, Siddique J.
We carry out Brownian Dynamics Simulations to study the self-assembly of ligated gold nanoparticles for various ligand chain lengths. First, we develop a phenomenological model for an effective nanoparticle-nanoparticle pair potential by treating the ligands as flexible polymer chains. Besides van der Waals interactions, we incorporate both the free energy of mixing and elastic contributions from compression of the ligands in our effective pair potentials. The separation of the nanoparticles at the potential minimum compares well with experimental results of gold nanoparticle superlattice constants for various ligand lengths. Next, we use the calculated pair potentials as input to Brownian dynamics simulations for studying the formation of nanoparticle assembly in three dimensions. For dodecanethiol ligated nanoparticles in toluene, our model gives a relatively shallower well depth and the clusters formed after a temperature quench are compact in morphology. Simulation results for the kinetics of cluster growth in this case are compared with phase separations in binary mixtures. For decanethiol ligated nanoparticles, the model well depth is found to be deeper, and simulations show hybrid, fractal-like morphology for the clusters. Cluster morphology in this case shows a compact structure at short length scales and a fractal structure at large length scales. Growth kinetics for this deeper potential depth is compared with the diffusion-limited cluster-cluster aggregation (DLCA) model. We also did simulation studies of nanoparticle supercluster (NPSC) nucleation from a temperature quenched system. Induction periods are observed with times that yield a reasonable supercluster interfacial tension via classical nucleation theory (CNT). However, only the largest pre-nucleating clusters are dense and the cluster size can occasionally range greater than the critical size in the pre-nucleation regime until a cluster with low enough energy occurs, then nucleation ensues. Late
Modelling Collective Opinion Formation by Means of Active Brownian Particles
Schweitzer, F; Schweitzer, Frank; Holyst, Janusz
1999-01-01
The concept of active Brownian particles is used to model a collective opinion formation process. It is assumed that individuals in community create a two-component communication field that influences the change of opinions of other persons and/or can induce their migration. The communication field is described by a reaction-diffusion equation, meaning that it has a certain lifetime, which models memory effects, further it can spread out in the community. Within our stochastic approach, the opinion change of the individuals is described by a master equation, while the migration is described by a set of Langevin equations, coupled by the communication field. In the mean-field limit which holds for fast communication, we derive a critical population size, above which the community separates into a majority and a minority with opposite opinions. The existence of external support (e.g. from mass media) can change the ratio between minority and majority, until above a critical external support the supported subpop...
Jakubowski, Jacek
2011-01-01
The aim of this paper is to present the new results concerning some functionals of Brownian motion with drift and present their applications in financial mathematics. We find a probabilistic representation of the Laplace transform of special functional of geometric Brownian motion using the squared Bessel and radial Ornstein-Uhlenbeck processes. Knowing the transition density functions of the above we obtain computable formulas for certain expectations of the concerned functional. As an example we find the moments of processes representing an asset price in the lognormal volatility ans Stein models. We also present links among the geometric Brownian motion, the Markov processes studied by Matsumoto and Yor and the hyperbolic Bessel processes.
Reeves, Daniel B.; Weaver, John B.
2015-06-01
Magnetic nanoparticles are promising tools for a host of therapeutic and diagnostic medical applications. The dynamics of rotating magnetic nanoparticles in applied magnetic fields depend strongly on the type and strength of the field applied. There are two possible rotation mechanisms and the decision for the dominant mechanism is often made by comparing the equilibrium relaxation times. This is a problem when particles are driven with high-amplitude fields because they are not necessarily at equilibrium at all. Instead, it is more appropriate to consider the "characteristic timescales" that arise in various applied fields. Approximate forms for the characteristic time of Brownian particle rotations do exist and we show agreement between several analytical and phenomenological-fit models to simulated data from a stochastic Langevin equation approach. We also compare several approximate models with solutions of the Fokker-Planck equation to determine their range of validity for general fields and relaxation times. The effective field model is an excellent approximation, while the linear response solution is only useful for very low fields and frequencies for realistic Brownian particle rotations.
New models and predictions for Brownian coagulation of non-interacting spheres.
Kelkar, Aniruddha V; Dong, Jiannan; Franses, Elias I; Corti, David S
2013-01-01
The classical steady-state Smoluchowski model for Brownian coagulation is evaluated using Brownian Dynamics Simulations (BDS) as a benchmark. The predictions of this approach compare favorably with the results of BDS only in the dilute limit, that is, for volume fractions of φ≤5×10(-4). From the solution of the more general unsteady-state diffusion equation, a new model for coagulation is developed. The resulting coagulation rate constant is time-dependent and approaches the steady-state limit only at large times. Moreover, in contrast to the Smoluchowski model, this rate constant depends on the particle size, with the transient effects becoming more significant at larger sizes. The predictions of the unsteady-state model agree well with the BDS results up to volume fractions of about φ=0.1, at which the aggregation half-time predicted by the Smoluchowski model is five times that of the BDS. A new procedure to extract the aggregation rate constant from simulation results based on this model is presented. The choice of the rate constant kernel used in the population balance equations for complete aggregation is also evaluated. Extension of the new model to a variable rate constant kernel leads to increased accuracy of the predictions, especially for φ≤5×10(-3). This size-dependence of the rate constant kernel affects particularly the predictions for initially polydisperse sphere systems. In addition, the model is extended to account in a novel way for both short-range viscous two-particle interactions and long-range many-particle Hydrodynamic Interactions (HI). Predictions including HI agree best with the BDS results. The new models presented here offer accurate and computationally less-intensive predictions of the coagulation dynamics while also accounting for hydrodynamic coupling. PMID:23036339
Hybrid finite element and Brownian dynamics method for diffusion-controlled reactions
Bauler, Patricia; Huber, Gary A.; McCammon, J. Andrew
2012-01-01
Diffusion is often the rate determining step in many biological processes. Currently, the two main computational methods for studying diffusion are stochastic methods, such as Brownian dynamics, and continuum methods, such as the finite element method. This paper proposes a new hybrid diffusion method that couples the strengths of each of these two methods. The method is derived for a general multidimensional system, and is presented using a basic test case for 1D linear and radially symmetri...
Brownian Dynamics Simulation of two-dimensional nanosheets under extensional flow
Xu, Yueyi; Green, Micah
2014-11-01
We investigated the morphology change of two-dimensional nanosheets under extensional flow using a coarse-grained model. Nanosheets such as graphene are promising materials for a variety of materials and electronics applications; extensional flow fields are used to cast or process liquid nanosheet dispersions in several processing techniques, including spin coating and compression molding. Process parameters, including bending stiffness and Weissenberg numbers can have a significant impact on the nanosheet morphology and the physical properties of the finished products. We use Brownian Dynamics simulations to study the impact of external flow field on a two-dimensional bead-rod lattice model. Our model was previously demonstrated for steady shear flow. Here we studied the change of morphology of graphene over time and varied the sheet size, bending stiffness and Weissenberg number. Our results showed a flattening behavior that increases with Weissenberg number. Our results also showed significant differences between nanosheets as a function of bending stiffness, with contrasting ``plate'' and ``washrag'' results under extension. The intrinsic viscosity first experiences a drop with Weissenberg number followed by a plateau associated with maximum extension.
Atzberger, P J; Peskin, C S
2009-01-01
The Kinesin family of motor proteins are involved in a variety of cellular processes that transport materials and generate force. With recent advances in experimental techniques, such as optical tweezers which can probe individual molecules, there has been an increasing interest in understanding the mechanisms by which motor proteins convert chemical energy into mechanical work. Here we present a mathematical model for the chemistry and three dimensional mechanics of the Kinesin motor protein...
Differential Dynamic Microscopy to characterize Brownian motion and bacteria motility
Germain, David; Leocmach, Mathieu; Gibaud, Thomas
2015-01-01
We have developed a lab work module where we teach undergraduate students how to quantify the dynamics of a suspension of microscopic particles, measuring and analyzing the motion of those particles at the individual level or as a group. Differential Dynamic Microscopy (DDM) is a relatively recent technique that precisely does that and constitutes an alternative method to more classical techniques such as dynamics light scattering (DLS) or video particle tracking (VPT). DDM consists in imagin...
Cosseddu, Salvatore M; Allen, Michael P; Rodger, P M; Luchinsky, Dmitry G; McClintock, Peter V E
2013-01-01
The statistical and dynamical properties of ions in the selectivity filter of the KcsA ion channel are considered on the basis of molecular dynamics (MD) simulations of the KcsA protein embedded in a lipid membrane surrounded by an ionic solution. A new approach to the derivation of a Brownian dynamics (BD) model of ion permeation through the filter is discussed, based on unbiased MD simulations. It is shown that depending on additional assumptions, ion's dynamics can be described either by under-damped Langevin equation with constant damping and white noise or by Langevin equation with a fractional memory kernel. A comparison of the potential of the mean force derived from unbiased MD simulations with the potential produced by the umbrella sampling method demonstrates significant differences in these potentials. The origin of these differences is an open question that requires further clarifications.
Cosseddu, S. M.; Khovanov, I. A.; Allen, M. P.; Rodger, P. M.; Luchinsky, D. G.; McClintock, P. V. E.
2013-10-01
The statistical and dynamical properties of ions in the selectivity filter of the KcsA ion channel are considered on the basis of molecular dynamics (MD) simulations of the KcsA protein embedded in a lipid membrane surrounded by an ionic solution. A new approach to the derivation of a Brownian dynamics (BD) model of ion permeation through the filter is discussed, based on unbiased MD simulations. It is shown that depending on additional assumptions, ion's dynamics can be described either by under-damped Langevin equation with constant damping and white noise or by Langevin equation with a fractional memory kernel. A comparison of the potential of the mean force derived from unbiased MD simulations with the potential produced by the umbrella sampling method demonstrates significant differences in these potentials. The origin of these differences is an open question that requires further clarifications.
A generalized Brownian motion model for turbulent relative particle dispersion
Shivamoggi, B. K.
2016-08-01
There is speculation that the difficulty in obtaining an extended range with Richardson-Obukhov scaling in both laboratory experiments and numerical simulations is due to the finiteness of the flow Reynolds number Re in these situations. In this paper, a generalized Brownian motion model has been applied to describe the relative particle dispersion problem in more realistic turbulent flows and to shed some light on this issue. The fluctuating pressure forces acting on a fluid particle are taken to be a colored noise and follow a stationary process and are described by the Uhlenbeck-Ornstein model while it appears plausible to take their correlation time to have a power-law dependence on Re, thus introducing a bridge between the Lagrangian quantities and the Eulerian parameters for this problem. This ansatz is in qualitative agreement with the possibility of a connection speculated earlier by Corrsin [26] between the white-noise representation for the fluctuating pressure forces and the large-Re assumption in the Kolmogorov [4] theory for the 3D fully developed turbulence (FDT) as well as a similar argument of Monin and Yaglom [23] and a similar result of Sawford [13] and Borgas and Sawford [24]. It also provides an insight into the result that the Richardson-Obukhov scaling holds only in the infinite-Re limit and disappears otherwise. This ansatz further provides a determination of the Richardson-Obukhov constant g as a function of Re, with an asymptotic constant value in the infinite-Re limit. It is shown to lead to full agreement, in the small-Re limit as well, with the Batchelor-Townsend [27] scaling for the rate of change of the mean square interparticle separation in 3D FDT, hence validating its soundness further.
DNA electrophoresis in tri-block copolymer gels--experiments and Brownian dynamics simulation
Wei, Ling; van Winkle, David H.
2015-03-01
The mobility of double-stranded DNA ladders in Pluronics®P105, P123 and F127, was measured by two-dimensional gel electrophoresis. Pluronics®are triblock copolymers which form gel-like phases of micelles arranged with cubic order at room temperature. A 10 base pair and a 25 base pair DNA ladder were used as samples in gel electrophoresis. The monotonically decreasing mobility with increasing length observed in the agarose separations is not observed in separations in Pluronics®. Rather, a complicated dependence of mobility on DNA length is observed, where mobility vs. length increases for short DNA molecules then decreases for longer molecules. There is also a variation of mobility with length correlated to the micelle diameter. Brownian dynamics simulations of a discrete wormlike chain model were performed to simulate short DNA molecules migrating in free solution and in a face-centered cubic matrix. By incorporating hydrodynamic interactions, the trend of simulated length-dependent mobility qualitatively agrees with experimental measurements.
Brownian Dynamics of a Suspension of Particles with Constrained Voronoi Cell Volumes
Singh, John P.
2015-06-23
© 2015 American Chemical Society. Solvent-free polymer-grafted nanoparticle fluids consist of inorganic core particles fluidized by polymers tethered to their surfaces. The attachment of the suspending fluid to the particle surface creates a strong penalty for local variations in the fluid volume surrounding the particles. As a model of such a suspension we perform Brownian dynamics of an equilibrium system consisting of hard spheres which experience a many-particle potential proportional to the variance of the Voronoi volumes surrounding each particle (E = α(V
Solano, Carlos J F; Pothula, Karunakar R; Prajapati, Jigneshkumar D; De Biase, Pablo M; Noskov, Sergei Yu; Kleinekathöfer, Ulrich
2016-05-10
All-atom molecular dynamics simulations have a long history of applications studying ion and substrate permeation across biological and artificial pores. While offering unprecedented insights into the underpinning transport processes, MD simulations are limited in time-scales and ability to simulate physiological membrane potentials or asymmetric salt solutions and require substantial computational power. While several approaches to circumvent all of these limitations were developed, Brownian dynamics simulations remain an attractive option to the field. The main limitation, however, is an apparent lack of protein flexibility important for the accurate description of permeation events. In the present contribution, we report an extension of the Brownian dynamics scheme which includes conformational dynamics. To achieve this goal, the dynamics of amino-acid residues was incorporated into the many-body potential of mean force and into the Langevin equations of motion. The developed software solution, called BROMOCEA, was applied to ion transport through OmpC as a test case. Compared to fully atomistic simulations, the results show a clear improvement in the ratio of permeating anions and cations. The present tests strongly indicate that pore flexibility can enhance permeation properties which will become even more important in future applications to substrate translocation. PMID:27088446
A Brownian model for recurrent volcanic eruptions: an application to Miyakejima volcano (Japan)
Garcia-Aristizabal, Alexander; Marzocchi, Warner; Fujita, Eisuke
2012-03-01
The definition of probabilistic models as mathematical structures to describe the response of a volcanic system is a plausible approach to characterize the temporal behavior of volcanic eruptions and constitutes a tool for long-term eruption forecasting. This kind of approach is motivated by the fact that volcanoes are complex systems in which a completely deterministic description of the processes preceding eruptions is practically impossible. To describe recurrent eruptive activity, we apply a physically motivated probabilistic model based on the characteristics of the Brownian passage-time (BPT) distribution; the physical process defining this model can be described by the steady rise of a state variable from a ground state to a failure threshold; adding Brownian perturbations to the steady loading produces a stochastic load-state process (a Brownian relaxation oscillator) in which an eruption relaxes the load state to begin a new eruptive cycle. The Brownian relaxation oscillator and Brownian passage-time distribution connect together physical notions of unobservable loading and failure processes of a point process with observable response statistics. The Brownian passage-time model is parameterized by the mean rate of event occurrence, μ, and the aperiodicity about the mean, α. We apply this model to analyze the eruptive history of Miyakejima volcano, Japan, finding a value of 44.2 (±6.5 years) for the μ parameter and 0.51 (±0.01) for the (dimensionless) α parameter. The comparison with other models often used in volcanological literature shows that this physically motivated model may be a good descriptor of volcanic systems that produce eruptions with a characteristic size. BPT is clearly superior to the Exponential distribution, and the fit to the data is comparable to other two-parameters models. Nonetheless, being a physically motivated model, it provides an insight into the macro-mechanical processes driving the system.
Generalized Scaling and the Master Variable for Brownian Magnetic Nanoparticle Dynamics
Reeves, Daniel B.; Shi, Yipeng; Weaver, John B.
2016-01-01
Understanding the dynamics of magnetic particles can help to advance several biomedical nanotechnologies. Previously, scaling relationships have been used in magnetic spectroscopy of nanoparticle Brownian motion (MSB) to measure biologically relevant properties (e.g., temperature, viscosity, bound state) surrounding nanoparticles in vivo. Those scaling relationships can be generalized with the introduction of a master variable found from non-dimensionalizing the dynamical Langevin equation. The variable encapsulates the dynamical variables of the surroundings and additionally includes the particles’ size distribution and moment and the applied field’s amplitude and frequency. From an applied perspective, the master variable allows tuning to an optimal MSB biosensing sensitivity range by manipulating both frequency and field amplitude. Calculation of magnetization harmonics in an oscillating applied field is also possible with an approximate closed-form solution in terms of the master variable and a single free parameter. PMID:26959493
Exact solution of a Brownian inchworm model for self-propulsion
We present the exact solution of a Brownian inchworm model of a self-propelled elastic dimer which has recently been proposed, in Kumar et al 2008 Phys. Rev. E 77 020102(R), as a unifying model for the propulsion mechanisms of DNA helicase, polar rods on a vibrated surface, crawling keratocytes, and Myosin VI
A comparison of lattice-Boltzmann and Brownian dynamics simulations of dilute polymer solutions
Ladd, Tony; Kekre, Rahul; Butler, Jason
2008-11-01
We have compared lattice-Boltzmann and Brownian dynamics simulations of a single flexible polymer, in isolation and in confined geometries. In the case of the isolated chain we find agreement to within 1% in the diffusion coefficient and the Rouse mode relaxation times. We have obtained good agreement for the concentration profiles in a bounded shear flow, but the Brownian dynamics simulations currently use a superposition of the hydrodynamic fields generated by the walls. We expect to know the effects of the inter-wall correction by the time of the meeting. We have gone to some lengths to match the conditions of both simulations as closely as possible. We use identical potential parameters and correct for the differences between the periodic boundaries used in the LB simulations and the unbounded domains used in the BD simulations. We use very long runs, of the order of 10000 times the longest relaxation time, to reduce the statistical uncertainties to less than 0.1%. We find excellent agreement in the relaxation times over a wide range of temperatures and fluid viscosity. The most quantitative agreement is achieved in the weak coupling limit, where the hydrodynamic radius of the monomers is less than one quarter of the lattice spacing.
Matrix-free Brownian dynamics simulation technique for semidilute polymeric solutions
Saadat, Amir; Khomami, Bamin
2015-09-01
Evaluating the concentration dependence of static and dynamic properties of macromolecules in semidilute polymer solutions requires accurate calculation of long-range hydrodynamic interactions (HI) and short range excluded volume (EV) forces. In conventional Brownian dynamics simulations (BDS), computation of HI necessitates construction of a dense diffusion tensor commonly performed via Ewald summation. Krylov subspace techniques allow efficient decomposition of this tensor [computational cost scales as O (N2) , where N is the total number of beads in bead-spring representation of macromolecules in a simulation box] and computation of Brownian displacements in the box. In this paper, a matrix-free approach for calculation of HI is implemented which leads to O (N logN ) scaling of computational expense. The fidelity of the algorithm is demonstrated by evaluating the asymptotic value of center-of-mass diffusivity of polymer molecules at very low concentrations and their radius of gyration scaling as a function of number of beads for dilute and semidilute solutions (with concentrations up to 5 times the overlap concentration). In turn, a favorable comparison between our results and the blob theory is shown.
Quantum Brownian motion in a bath of parametric oscillators a model for system-field interactions
Hu, B L; Andrew Matacz
1993-01-01
The quantum Brownian motion paradigm provides a unified framework where one can see the interconnection of some basic quantum statistical processes like decoherence, dissipation, particle creation, noise and fluctuation. We treat the case where the Brownian particle is coupled linearly to a bath of time dependent quadratic oscillators. While the bath mimics a scalar field, the motion of the Brownian particle modeled by a single oscillator could be used to depict the behavior of a particle detector, a quantum field mode or the scale factor of the universe. An important result of this paper is the derivation of the influence functional encompassing the noise and dissipation kernels in terms of the Bogolubov coefficients. This method enables one to trace the source of statistical processes like decoherence and dissipation to vacuum fluctuations and particle creation, and in turn impart a statistical mechanical interpretation of quantum field processes. With this result we discuss the statistical mechanical origi...
Chen, Shing Bor
2015-12-01
Brownian dynamics simulation has been employed to study the dynamic behavior of particles in three-dimensional ordered porous media subject to a sinusoidal force field. The media comprises interconnected spherical cavities arranged in a simple cubic lattice. The thermal noise assists the particles to undergo cavity hopping, leading to a displacement behavior analogous to stochastic resonance, when the imposed field is strong enough but not aligned with the aperture lines, and the oscillation frequency is not too high. The periodic mean trajectory depends on the strength, frequency, and orientation of the imposed field. At sufficiently large field strength, the periodic particle displacement can become nonsinusoidal due to the strong hindrance and pinning effect of the cavity wall. PMID:26764630
Liu Jian; Wang Hai-Yan; Bao Jing-Dong
2013-01-01
A minimal system-plus-reservoir model yielding a nonergodic Langevin equation is proposed,which originates from the cubic-spectral density of environmental oscillators and momentum-dependent coupling.This model allows ballistic diffusion and classical localization simultaneously,in which the fluctuation-dissipation relation is still satisfied but the Khinchin theorem is broken.The asymptotical equilibrium for a nonergodic system requires the initial thermal equilibrium,however,when the system starts from nonthermal conditions,it does not approach the equilibration even though a nonlinear potential is used to bound the particle,this can be confirmed by the zeroth law of thermodynamics.In the dynamics of Brownian localization,due to the memory damping function inducing a constant term,our results show that the stationary distribution of the system depends on its initial preparation of coordinate rather than momentum.The coupled oscillator chain with a fixed end boundary acts as a heat bath,which has long been used in studies of collinear atom/solid-surface scattering and lattice vibration,we investigate this problem from the viewpoint of nonergodicity.
Modelling Migration and Economic Agglomeration with Active Brownian Particles
Schweitzer, F
1999-01-01
We propose a stochastic dynamic model of migration and economic aggregation in a system of employed (immobile) and unemployed (mobile) agents which respond to local wage gradients. Dependent on the local economic situation, described by a production function which includes cooperative effects, employed agents can become unemployed and vice versa. The spatio-temporal distribution of employed and unemployed agents is investigated both analytically and by means of stochastic computer simulations. We find the establishment of distinct economic centers out of a random initial distribution. The evolution of these centers occurs in two different stages: (i) small economic centers are formed based on the positive feedback of mutual stimulation/cooperation among the agents, (ii) some of the small centers grow at the expense of others, which finally leads to the concentration of the labor force in different extended economic regions. This crossover to large-scale production is accompanied by an increase in the unemploy...
Mereghetti, Paolo; Wade, Rebecca C.
2012-07-26
High macromolecular concentrations are a distinguishing feature of living organisms. Understanding how the high concentration of solutes affects the dynamic properties of biological macromolecules is fundamental for the comprehension of biological processes in living systems. In this paper, we describe the implementation of mean field models of translational and rotational hydrodynamic interactions into an atomically detailed many-protein brownian dynamics simulation method. Concentrated solutions (30-40% volume fraction) of myoglobin, hemoglobin A, and sickle cell hemoglobin S were simulated, and static structure factors, oligomer formation, and translational and rotational self-diffusion coefficients were computed. Good agreement of computed properties with available experimental data was obtained. The results show the importance of both solvent mediated interactions and weak protein-protein interactions for accurately describing the dynamics and the association properties of concentrated protein solutions. Specifically, they show a qualitative difference in the translational and rotational dynamics of the systems studied. Although the translational diffusion coefficient is controlled by macromolecular shape and hydrodynamic interactions, the rotational diffusion coefficient is affected by macromolecular shape, direct intermolecular interactions, and both translational and rotational hydrodynamic interactions.
An understanding of particle transport is necessary to reduce contamination of semiconductor wafers during low-pressure processing. The trajectories of particles in these reactors are determined by external forces (the most important being neutral fluid drag, thermophoresis, electrostatic, viscous ion drag, and gravitational), by Brownian motion (due to neutral and charged gas molecule collisions), and by particle inertia. Gas velocity and temperature fields are also needed for particle transport calculations, but conventional continuum fluid approximations break down at low pressures when the gas mean free path becomes comparable to chamber dimensions. Thus, in this work we use a massively parallel direct simulation Monte Carlo method to calculate low-pressure internal gas flow fields which show temperature jump and velocity slip at the reactor boundaries. Because particle residence times can be short compared to particle response times in these low-pressure systems (for which continuum diffusion theory fails), we solve the Langevin equation using a numerical Lagrangian particle tracking model which includes a fluctuating Brownian force. Because of the need for large numbers of particle trajectories to ensure statistical accuracy, the particle tracking model is also implemented on a massively parallel computer. The particle transport model is validated by comparison to the Ornstein endash Furth theoretical result for the mean square displacement of a cloud of particles. For long times, the particles tend toward a Maxwellian spatial distribution, while at short times, particle spread is controlled by their initial (Maxwellian) velocity distribution. Several simulations using these techniques are presented for particle transport and deposition in a low pressure, parallel-plate reactor geometry. The corresponding particle collection efficiencies on a wafer for different particle sizes, gas temperature gradients, and gas pressures are evaluated
GPU accelerated Monte Carlo simulation of Brownian motors dynamics with CUDA
Spiechowicz, J; Machura, L
2014-01-01
This work presents an updated and extended guide on methods of a proper acceleration of the Monte Carlo integration of stochastic differential equations with the commonly available NVIDIA Graphics Processing Units using the CUDA programming environment. We outline the general aspects of the scientific computing on graphics cards and demonstrate them with two models of a well known phenomenon of the noise induced transport of Brownian motors in periodic structures. As a source of fluctuations in the considered systems we selected the three most commonly occurring noises: the Gaussian white noise, the white Poissonian noise and the dichotomous process also known as a random telegraph signal. The detailed discussion on various aspects of the applied numerical schemes is also presented. The measured speedup can be of the astonishing order of 2000 when compared to a typical CPU. This number significantly expands the range of problems solvable by use of stochastic simulations, allowing even an interactive research ...
Brownian regime of finite-N corrections to particle motion in the XY hamiltonian mean field model
Ribeiro, Bruno V; Elskens, Yves
2016-01-01
We study the dynamics of the N-particle system evolving in the XY hamiltonian mean field (HMF) model for a repulsive potential, when no phase transition occurs. Starting from a homogeneous distribution, particles evolve in a mean field created by the interaction with all others. This interaction does not change the homogeneous state of the system, and particle motion is approximately ballistic with small corrections. For initial particle data approaching a waterbag, it is explicitly proved that corrections to the ballistic velocities are in the form of independent brownian noises over a time scale diverging not slower than $N^{2/5}$ as $N \\to \\infty$, which proves the propagation of molecular chaos. Molecular dynamics simulations of the XY-HMF model confirm our analytical findings.
Brownian regime of finite-N corrections to particle motion in the XY Hamiltonian mean field model
Ribeiro, Bruno V.; Amato, Marco A.; Elskens, Yves
2016-08-01
We study the dynamics of the N-particle system evolving in the XY Hamiltonian mean field (HMF) model for a repulsive potential, when no phase transition occurs. Starting from a homogeneous distribution, particles evolve in a mean field created by the interaction with all others. This interaction does not change the homogeneous state of the system, and particle motion is approximately ballistic with small corrections. For initial particle data approaching a waterbag, it is explicitly proved that corrections to the ballistic velocities are in the form of independent Brownian noises over a time scale diverging not slower than {N}2/5 as N\\to ∞ , which proves the propagation of molecular chaos. Molecular dynamics simulations of the XY-HMF model confirm our analytical findings.
Fractional Brownian motion, the Matern process, and stochastic modeling of turbulent dispersion
Lilly, J M; Early, J J; Olhede, S C
2016-01-01
Stochastic process exhibiting power-law slopes in the frequency domain are frequently well modeled by fractional Brownian motion (fBm). In particular, the spectral slope at high frequencies is associated with the degree of small-scale roughness or fractal dimension. However, a broad class of real-world signals have a high-frequency slope, like fBm, but a plateau in the vicinity of zero frequency. This low-frequency plateau, it is shown, implies that the temporal integral of the process exhibits diffusive behavior, dispersing from its initial location at a constant rate. Such processes are not well modeled by fBm, which has a singularity at zero frequency corresponding to an unbounded rate of dispersion. A more appropriate stochastic model is a much lesser-known random process called the Matern process, which is shown herein to be a damped version of fractional Brownian motion. This article first provides a thorough introduction to fractional Brownian motion, then examines the details of the Matern process and...
Quantum Brownian motion in a bath of parametric oscillators: A model for system-field interactions
The quantum Brownian motion paradigm provides a unified framework where one can see the interconnection of some basic quantum statistical processes such as decoherence, dissipation, particle creation, noise, and fluctuation. The present paper continues the investigation begun in earlier papers on the quantum Brownian motion in a general environment via the influence functional formalism. Here, the Brownian particle is coupled linearly to a bath of the most general time-dependent quadratic oscillators. This bath of parametric oscillators minics a scalar field, while the motion of the Brownian particle modeled by a single oscillator could be used to depict the behavior of a particle detector, a quantum field mode, or the scale factor of the Universe. An important result of this paper is the derivation of the influence functional encompassing the noise and dissipation kernels in terms of the Bogolubov coefficients, thus setting the stage for the influence functional formalism treatment of problems in quantum field theory in curved spacetime. This method enables one to trace the source of statistical processes such as decoherence and dissipation to vacuum fluctuations and particle creation, and in turn impart a statistical mechanical interpretation of quantum field processes. With this result we discuss the statistical mechanical origin of quantum noise and thermal radiance from black holes and from uniformly accelerated observers in Minkowski space as well as from the de Sitter universe discovered by Hawking, Unruh, and Gibbons and Hawking. We also derive the exact evolution operator and master equation for the reduced density matrix of the system interacting with a parametric oscillator bath in an initial squeezed thermal state. These results are useful for decoherence and back reaction studies for systems and processes of interest in semiclassical cosmology and gravity. Our model and results are also expected to be useful for related problems in quantum optics
Chung, Shin-Ho; Corry, Ben
2007-01-01
In the narrow segment of an ion conducting pathway, it is likely that a permeating ion influences the positions of the nearby atoms that carry partial or full electronic charges. Here we introduce a method of incorporating the motion of charged atoms lining the pore into Brownian dynamics simulations of ion conduction. The movements of the carbonyl groups in the selectivity filter of the KcsA channel are calculated explicitly, allowing their bond lengths, bond angles, and dihedral angels to c...
LI Minghai; Liu, Yongsheng; Bansil, Rama
2010-01-01
The kinetics of the transformation from the hexagonal packed cylinder (HEX) phase to the face-centered-cubic (FCC) phase was simulated using Brownian Dynamics for an ABA triblock copolymer in a selective solvent for the A block. The kinetics was obtained by instantaneously changing either the temperature of the system or the well-depth of the Lennard-Jones potential. Detailed analysis showed that the transformation occurred via a rippling mechanism. The simulation results indicated that the o...
Shit, Anindita; Chattopadhyay, Sudip; Chaudhuri, Jyotipratim Ray
2011-06-01
We explore the Brownian dynamics in the quantum regime (by investigating the quantum Langevin and Smoluchowski equations) in terms of an effective time-independent Hamiltonian in the presence of a rapidly oscillating field. We achieve this by systematically expanding the time-dependent system-reservoir Hamiltonian in the inverse of driving frequency with a systematic time-scale separation and invoking a quantum gauge transformation within the framework of Floquet theorem. PMID:21797289
Sánchez, J H; Rinaldi, C
2009-03-15
The magnetic field dependent viscosity (magnetoviscosity) of dilute suspensions of magnetic tri-axial ellipsoidal particles suspended in a Newtonian fluid and under applied shear and magnetic fields was studied numerically. Brownian dynamics simulations were performed to compute the intrinsic magnetoviscosity of the suspension. Results are presented for the response of dilute suspensions of ellipsoidal particles to constant magnetic and shear flow fields. Suspensions of ellipsoidal particles show a significant effect of aspect ratio on the intrinsic magnetoviscosity of the suspension, and this effect is more pronounced as the aspect ratio becomes more extreme. The use of an effective rotational diffusion coefficient D(r,eff) collapses the normalized intrinsic magnetoviscosity of all suspensions to a master curve as a function of Péclet number with the Langevin parameter alpha=(mu(0)muH)/(k(B)T) as parameter, up to a critical value of alpha for which the results for suspensions of spherical particles deviate from those of suspensions of ellipsoids. This discrepancy is attributed to the action of the shear-torque on the ellipsoidal particles, which tends to orient these particles in the direction of maximum deformation of the simple shear flow, and which does not act on spherical particles. PMID:19100560
Markutsya, Sergiy; Fox, Rodney; Vigil, Dennis; Subramaniam, Shankar
2009-11-01
Nanoparticle synthesis in turbulent reactors subjects anoparticle aggregates to a homogeneous, time-varying shear flow. The shear flow results in anisotropic clusters and it is of interest to characterize the structural properties of these clusters and their effects on initiation and acceleration of aggregation, the restructuring of clusters, and their breakage. The anisotropic structure of a sheared cluster is characterized by the ratio of the major to minor axis length of the approximating ellipsoid oriented along the cluster moment of inertia tensor's principal axes. Brownian dynamics simulations show that shear flow dramatically changes the structure of aggregates by initiating the formation of more compact structures at smaller length scales perpendicular to the shear direction, and anisotropic, cigar--like structures along the shear direction. More compact clusters correspond to higher local volumetric potential energy density. Therefore, we classify the compactness and anisotropy of sheared clusters on a map of local volumetric potential energy density versus ratio of the principal values of the cluster's moment of inertia tensor. The effect of shear on breakage of clusters is characterized by the radius of gyration Rg^cr of the largest stable aggregate for a given value of the imposed steady shear rate (P'eclet number).
Long-time diffusivity of DNA chains in nanochannels: A Brownian dynamics study
Jain, Aashish; Dorfman, Kevin
2015-03-01
The simplest approach to calculate the diffusivity of any polymer chain is to use the double sum Kirkwood formula, which is based on preaveraging approximation of diffusion tensor. The error due to the preaveraging approximation has been reported by a number of researchers in the context of free solution by computing both Kirkwood diffusivity D (K) (also known as short-time diffusivity) and long-time diffusivity DL. In nanochannels, the main approach to compute the diffusivity is the Kirkwood formula. However, the error due to the preaveraging approximation is not known in a confined system. We use Brownian dynamics simulation algorithm with excluded volume and hydrodynamic interactions to calculate both short-time and long-time diffusivities of DNA chains in nanochannels, and compare them for a range of channel sizes and DNA chain sizes. Our results indicate that the long-time diffusivity is always smaller than the short-time diffusivity, which is consistent with the result obtained in free solution using linear response theory DL
Elamin, Khalid; Swenson, Jan
2015-03-01
Aqueous solutions of glycerol are investigated by dynamic light scattering (DLS) over the whole concentration range (10-98 wt.% water) and in the temperature range 283-303 K. The measurements reveal one slow relaxation process in the geometry of polarized light scattering. This process is present in the whole concentration range, although it is very weak at the highest and lowest water concentrations and is considerably slower than the structural α relaxation, which is too fast to be observed on the experimental time scale in the measured temperature range. The relaxation time of the observed process exhibits a 1/q2 dependence, proving that it is due to long-range translational diffusion. The Stokes-Einstein relation is used to estimate the hydrodynamic radius of the diffusing particles and from these calculations it is evident that the observed relaxation process is due to the Brownian motion of single or a few glycerol molecules. The fact that it is possible to study the self-diffusion of such small molecules may stimulate a broadening of the research field used to be covered by the DLS technique. PMID:25871109
Statistical Inference for Time-changed Brownian Motion Credit Risk Models
T. R. Hurd; Zhuowei Zhou
2011-01-01
We consider structural credit modeling in the important special case where the log-leverage ratio of the firm is a time-changed Brownian motion (TCBM) with the time-change taken to be an independent increasing process. Following the approach of Black and Cox, one defines the time of default to be the first passage time for the log-leverage ratio to cross the level zero. Rather than adopt the classical notion of first passage, with its associated numerical challenges, we accept an alternative ...
Millen, J; Deesuwan, T; Barker, P; Anders, J
2014-06-01
Einstein realized that the fluctuations of a Brownian particle can be used to ascertain the properties of its environment. A large number of experiments have since exploited the Brownian motion of colloidal particles for studies of dissipative processes, providing insight into soft matter physics and leading to applications from energy harvesting to medical imaging. Here, we use heated optically levitated nanospheres to investigate the non-equilibrium properties of the gas surrounding them. Analysing the sphere's Brownian motion allows us to determine the temperature of the centre-of-mass motion of the sphere, its surface temperature and the heated gas temperature in two spatial dimensions. We observe asymmetric heating of the sphere and gas, with temperatures reaching the melting point of the material. This method offers opportunities for accurate temperature measurements with spatial resolution on the nanoscale, and provides a means for testing non-equilibrium thermodynamics. PMID:24793558
Mezzasalma, Stefano A
2007-03-15
The theoretical basis of a recent theory of Brownian relativity for polymer solutions is deepened and reexamined. After the problem of relative diffusion in polymer solutions is addressed, its two postulates are formulated in all generality. The former builds a statistical equivalence between (uncorrelated) timelike and shapelike reference frames, that is, among dynamical trajectories of liquid molecules and static configurations of polymer chains. The latter defines the "diffusive horizon" as the invariant quantity to work with in the special version of the theory. Particularly, the concept of universality in polymer physics corresponds in Brownian relativity to that of covariance in the Einstein formulation. Here, a "universal" law consists of a privileged observation, performed from the laboratory rest frame and agreeing with any diffusive reference system. From the joint lack of covariance and simultaneity implied by the Brownian Lorentz-Poincaré transforms, a relative uncertainty arises, in a certain analogy with quantum mechanics. It is driven by the difference between local diffusion coefficients in the liquid solution. The same transformation class can be used to infer Fick's second law of diffusion, playing here the role of a gauge invariance preserving covariance of the spacetime increments. An overall, noteworthy conclusion emerging from this view concerns the statistics of (i) static macromolecular configurations and (ii) the motion of liquid molecules, which would be much more related than expected. PMID:17223124
Sanchez, Jorge H. [Department of Chemical Engineering, University of Puerto Rico, Mayaguez campus, P.O. Box 9046, Mayaguez, PR 00681 (Puerto Rico); Facultad de Ingenieria Quimica, Universidad Pontificia Bolivariana, Medellin (Colombia); Rinaldi, Carlos [Department of Chemical Engineering, University of Puerto Rico, Mayaguez campus, P.O. Box 9046, Mayaguez, PR 00681 (Puerto Rico)], E-mail: crinaldi@uprm.edu
2009-10-15
The rotational Brownian motion of magnetized tri-axial ellipsoidal particles (orthotropic particles) suspended in a Newtonian fluid, in the dilute suspension limit, under applied d.c. and a.c. magnetic fields was studied using rotational Brownian dynamics simulations. The algorithm describing the change in the suspension magnetization was obtained from the stochastic angular momentum equation using the fluctuation-dissipation theorem and a quaternion formulation of orientation space. Simulation results are in agreement with the Langevin function for equilibrium magnetization and with single-exponential relaxation from equilibrium at small fields using Perrin's effective relaxation time. Dynamic susceptibilities for ellipsoidal particles of different aspect ratios were obtained from the response to oscillating magnetic fields of different frequencies and described by Debye's model for the complex susceptibility using Perrin's effective relaxation time. Simulations at high equilibrium and probe fields indicate that Perrin's effective relaxation time continues to describe relaxation from equilibrium and response to oscillating fields even beyond the small field limit.
Generalization of Brownian Motion with Autoregressive Increments
Fendick, Kerry
2011-01-01
This paper introduces a generalization of Brownian motion with continuous sample paths and stationary, autoregressive increments. This process, which we call a Brownian ray with drift, is characterized by three parameters quantifying distinct effects of drift, volatility, and autoregressiveness. A Brownian ray with drift, conditioned on its state at the beginning of an interval, is another Brownian ray with drift over the interval, and its expected path over the interval is a ray with a slope that depends on the conditioned state. This paper shows how Brownian rays can be applied in finance for the analysis of queues or inventories and the valuation of options. We model a queue's net input process as a superposition of Brownian rays with drift and derive the transient distribution of the queue length conditional on past queue lengths and on past states of the individual Brownian rays comprising the superposition. The transient distributions of Regulated Brownian Motion and of the Regulated Brownian Bridge are...
Quantal Brownian Motion from RPA dynamics: The master and Fokker-Planck equations
From the purely quantal RPA description of the damped harmonic oscillator and of the corresponding Brownian Motion within the full space (phonon subspace plus reservoir), a master equation (as well as a Fokker-Planck equation) for the reduced density matrix (for the reduced Wigner function, respectively) within the phonon subspace is extracted. The RPA master equation agrees with the master equation derived by the time-dependent perturbative approaches which utilize Tamm-Dancoff Hilbert spaces and invoke the rotating wave approximation. Since the RPA yields a full, as well as a contracted description, it can account for both the kinetic and the unperturbed oscillator momenta. The RPA description of the quantal Brownian Motion contrasts with the descriptions provided by the time perturbative approaches whether they invoke or not the rotating wave approximation. The RPA description also contrasts with the phenomenological phase space quantization. (orig.)
Dynamics of 2D Stochastic non-Newtonian fluids driven by fractional Brownian motion
Li, Jin; Huang, Jianhua
2011-01-01
A 2D Stochastic incompressible non-Newtonian fluids driven by fractional Bronwnian motion with Hurst parameter $H \\in (1/2,1)$ is studied. The Wiener-type stochastic integrals are introduced for infinite-dimensional fractional Brownian motion. Four groups of assumptions, including the requirement of Nuclear operator or Hilbert-Schmidt operator, are discussed. The existence and regularity of stochastic convolution for the corresponding additive linear stochastic equation are obtained under eac...
Gayo Willy
2016-01-01
Full Text Available Philippine Stock Exchange Composite Index (PSEi is the main stock index of the Philippine Stock Exchange (PSE. PSEi is computed using a weighted mean of the top 30 publicly traded companies in the Philippines, called component stocks. It provides a single value by which the performance of the Philippine stock market is measured. Unfortunately, these weights, which may vary for every trading day, are not disclosed by the PSE. In this paper, we propose a model of forecasting the PSEi by estimating the weights based on historical data and forecasting each component stock using Monte Carlo simulation based on a Geometric Brownian Motion (GBM assumption. The model performance is evaluated and its forecast compared is with the results using a direct GBM forecast of PSEi over different forecast periods. Results showed that the forecasts using WGBM will yield smaller error compared to direct GBM forecast of PSEi.
Stochastic shell models driven by a multiplicative fractional Brownian-motion
Bessaih, Hakima; Garrido-Atienza, María J.; Schmalfuss, Björn
2016-04-01
We prove existence and uniqueness of the solution of a stochastic shell-model. The equation is driven by an infinite dimensional fractional Brownian-motion with Hurst-parameter H ∈(1 / 2 , 1) , and contains a non-trivial coefficient in front of the noise which satisfies special regularity conditions. The appearing stochastic integrals are defined in a fractional sense. First, we prove the existence and uniqueness of variational solutions to approximating equations driven by piecewise linear continuous noise, for which we are able to derive important uniform estimates in some functional spaces. Then, thanks to a compactness argument and these estimates, we prove that these variational solutions converge to a limit solution, which turns out to be the unique pathwise mild solution associated to the shell-model with fractional noise as driving process.
Brownian Motion in Minkowski Space
Paul O'Hara
2015-06-01
Full Text Available We construct a model of Brownian motion in Minkowski space. There are two aspects of the problem. The first is to define a sequence of stopping times associated with the Brownian “kicks” or impulses. The second is to define the dynamics of the particle along geodesics in between the Brownian kicks. When these two aspects are taken together, the Central Limit Theorem (CLT leads to temperature dependent four dimensional distributions defined on Minkowski space, for distances and 4-velocities. In particular, our processes are characterized by two independent time variables defined with respect to the laboratory frame: a discrete one corresponding to the stopping times when the impulses take place and a continuous one corresponding to the geodesic motion in-between impulses. The subsequent distributions are solutions of a (covariant pseudo-diffusion equation which involves derivatives with respect to both time variables, rather than solutions of the telegraph equation which has a single time variable. This approach simplifies some of the known problems in this context.
Speck, Thomas [Institut für Physik, Johannes Gutenberg-Universität Mainz, Staudingerweg 7-9, 55128 Mainz (Germany); Menzel, Andreas M.; Bialké, Julian; Löwen, Hartmut [Institut für Theoretische Physik II, Heinrich-Heine-Universität, D-40225 Düsseldorf (Germany)
2015-06-14
Recently, we have derived an effective Cahn-Hilliard equation for the phase separation dynamics of active Brownian particles by performing a weakly non-linear analysis of the effective hydrodynamic equations for density and polarization [Speck et al., Phys. Rev. Lett. 112, 218304 (2014)]. Here, we develop and explore this strategy in more detail and show explicitly how to get to such a large-scale, mean-field description starting from the microscopic dynamics. The effective free energy emerging from this approach has the form of a conventional Ginzburg-Landau function. On the coarsest scale, our results thus agree with the mapping of active phase separation onto that of passive fluids with attractive interactions through a global effective free energy (motility-induced phase transition). Particular attention is paid to the square-gradient term necessary for the phase separation kinetics. We finally discuss results from numerical simulations corroborating the analytical results.
De Biase, Pablo M; Markosyan, Suren; Noskov, Sergei
2015-02-01
The transport of ions and solutes by biological pores is central for cellular processes and has a variety of applications in modern biotechnology. The time scale involved in the polymer transport across a nanopore is beyond the accessibility of conventional MD simulations. Moreover, experimental studies lack sufficient resolution to provide details on the molecular underpinning of the transport mechanisms. BROMOC, the code presented herein, performs Brownian dynamics simulations, both serial and parallel, up to several milliseconds long. BROMOC can be used to model large biological systems. IMC-MACRO software allows for the development of effective potentials for solute-ion interactions based on radial distribution function from all-atom MD. BROMOC Suite also provides a versatile set of tools to do a wide variety of preprocessing and postsimulation analysis. We illustrate a potential application with ion and ssDNA transport in MspA nanopore. PMID:25503688
Popov, Ivan; Vitkin, Alex
2016-01-01
The study of flowing Brownian particles finds numerous biomedical applications, ranging from blood flow analysis to diffusion research. A mathematical model for the correlation function of laser radiation scattered by flowing Brownian particles measured with fiber-based optical coherence tomography (OCT), which accounts for the effects of sample arm optics, is presented. It is shown that the parameters of an OCT optical system of any complexity can be taken into account by using the ABCD ray tracing matrix approach. Specifically, the impact of any optical system can be characterized by the changes in the effective beam radius, which replaces the Gaussian beam radius in the existing mathematical models of scattered radiation. It is shown that the validity of the developed ABCD matrix formalism is governed by the condition that the source coherence length is much smaller than the Rayleigh range in the sample. The predictions of the developed model are compared with previously published theories and with experimental data and agree well with the latter.
Numerically pricing American options under the generalized mixed fractional Brownian motion model
Chen, Wenting; Yan, Bowen; Lian, Guanghua; Zhang, Ying
2016-06-01
In this paper, we introduce a robust numerical method, based on the upwind scheme, for the pricing of American puts under the generalized mixed fractional Brownian motion (GMFBM) model. By using portfolio analysis and applying the Wick-Itô formula, a partial differential equation (PDE) governing the prices of vanilla options under the GMFBM is successfully derived for the first time. Based on this, we formulate the pricing of American puts under the current model as a linear complementarity problem (LCP). Unlike the classical Black-Scholes (B-S) model or the generalized B-S model discussed in Cen and Le (2011), the newly obtained LCP under the GMFBM model is difficult to be solved accurately because of the numerical instability which results from the degeneration of the governing PDE as time approaches zero. To overcome this difficulty, a numerical approach based on the upwind scheme is adopted. It is shown that the coefficient matrix of the current method is an M-matrix, which ensures its stability in the maximum-norm sense. Remarkably, we have managed to provide a sharp theoretic error estimate for the current method, which is further verified numerically. The results of various numerical experiments also suggest that this new approach is quite accurate, and can be easily extended to price other types of financial derivatives with an American-style exercise feature under the GMFBM model.
Feller Processes: The Next Generation in Modeling. Brownian Motion, L\\'evy Processes and Beyond
Böttcher, Björn
2010-01-01
We present a simple construction method for Feller processes and a framework for the generation of sample paths of Feller processes. The construction is based on state space dependent mixing of L\\'evy processes. Brownian Motion is one of the most frequently used continuous time Markov processes in applications. In recent years also L\\'evy processes, of which Brownian Motion is a special case, have become increasingly popular. L\\'evy processes are spatially homogeneous, but empirical data ofte...
Li, Minghai; Bansil, Rama
2010-01-01
The kinetics of the transformation from the hexagonal packed cylinder (HEX) phase to the face-centered-cubic (FCC) phase was simulated using Brownian Dynamics for an ABA triblock copolymer in a selective solvent for the A block. The kinetics was obtained by instantaneously changing either the temperature of the system or the well-depth of the Lennard-Jones potential. Detailed analysis showed that the transformation occurred via a rippling mechanism. The simulation results indicated that the order-order transformation (OOT) was a nucleation and growth process when the temperature of the system instantly jumped from 0.8 to 0.5. The time evolution of the structure factor obtained by Fourier Transformation showed that the peak intensities of the HEX and FCC phases could be fit well by an Avrami equation.
Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case
Dai, Jim
2011-01-01
We consider an inventory system in which inventory level fluctuates as a Brownian motion in the absence of control. The inventory continuously accumulates cost at a rate that is a general convex function of the inventory level, which can be negative when there is a backlog. At any time, the inventory level can be adjusted by a positive or negative amount, which incurs a fixed cost and a proportional cost. The challenge is to find an adjustment policy that balances the holding cost and adjustment cost to minimize the long-run average cost. When both upward and downward fixed costs are positive, our model is an impulse control problem. When both fixed costs are zero, our model is a singular or instantaneous control problem. For the impulse control problem, we prove that a four-parameter control band policy is optimal among all feasible policies. For the singular control problem, we prove that a two-parameter control band policy is optimal. We use a lower-bound approach, widely known as "the verification theorem...
Single-file diffusion behaves as normal diffusion at small time and as subdiffusion at large time. These properties can be described in terms of fractional Brownian motion with variable Hurst exponent or multifractional Brownian motion. We introduce a new stochastic process called Riemann–Liouville step fractional Brownian motion which can be regarded as a special case of multifractional Brownian motion with a step function type of Hurst exponent tailored for single-file diffusion. Such a step fractional Brownian motion can be obtained as a solution of the fractional Langevin equation with zero damping. Various kinds of fractional Langevin equations and their generalizations are then considered in order to decide whether their solutions provide the correct description of the long and short time behaviors of single-file diffusion. The cases where the dissipative memory kernel is a Dirac delta function, a power-law function and a combination of these functions are studied in detail. In addition to the case where the short time behavior of single-file diffusion behaves as normal diffusion, we also consider the possibility of a process that begins as ballistic motion
On the Generalized Brownian Motion and its Applications in Finance
Høg, Esben; Frederiksen, Per; Schiemert, Daniel
This paper deals with dynamic term structure models (DTSMs) and proposes a new way to handle the limitation of the classical affine models. In particular, the paper expands the exibility of the DTSMs by applying generalized Brownian motions with dependent increments as the governing force of the ...
Anomalous diffusion as modeled by a nonstationary extension of Brownian motion
Cushman, John H.; O'Malley, Daniel; Park, Moongyu
2009-03-01
If the mean-square displacement of a stochastic process is proportional to tβ , β≠1 , then it is said to be anomalous. We construct a family of Markovian stochastic processes with independent nonstationary increments and arbitrary but a priori specified mean-square displacement. We label the family as an extended Brownian motion and show that they satisfy a Langevin equation with time-dependent diffusion coefficient. If the time derivative of the variance of the process is homogeneous, then by computing the fractal dimension it can be shown that the complexity of the family is the same as that of the Brownian motion. For two particles initially separated by a distance x , the finite-size Lyapunov exponent (FSLE) measures the average rate of exponential separation to a distance ax . An analytical expression is developed for the FSLEs of the extended Brownian processes and numerical examples presented. The explicit construction of these processes illustrates that contrary to what has been stated in the literature, a power-law mean-square displacement is not necessarily related to a breakdown in the classical central limit theorem (CLT) caused by, for example, correlation (fractional Brownian motion or correlated continuous-time random-walk schemes) or infinite variance (Levy motion). The classical CLT, coupled with nonstationary increments, can and often does give rise to power-law moments such as the mean-square displacement.
Zhu, Jie
There exist dual-listed stocks which are issued by the same company in some stock markets. Although these stocks bare the same firm-specific risk and enjoy identical dividends and voting policies, they are priced differently. Some previous studies show this seeming deviation from the law of one...... price can be solved due to different ex- pected return and market price of risk for investors holding heterogeneous beliefs. This paper provides empirical evidence for that argument by testing the expected return and market price of risk between Chinese A and B shares listed in Shanghai and Shenzhen...... stock markets. Models with dynamic of Geometric Brownian Motion are adopted, multivariate GARCH models are also introduced to capture the feature of time-varying volatility in stock returns. The results suggest that the different pric- ing can be explained by the difference in expected returns between A...
On collisions of Brownian particles
Ichiba, Tomoyuki; Karatzas, Ioannis
2010-01-01
We examine the behavior of $n$ Brownian particles diffusing on the real line with bounded, measurable drift and bounded, piecewise continuous diffusion coefficients that depend on the current configuration of particles. Sufficient conditions are established for the absence and for the presence of triple collisions among the particles. As an application to the Atlas model for equity markets, we study a special construction of such systems of diffusing particles using Brownian motions with refl...
Archimedes’ principle for Brownian liquid
Burdzy, Krzysztof; Chen, Zhen-Qing; Pal, Soumik
2011-01-01
We consider a family of hard core objects moving as independent Brownian motions confined to a vessel by reflection. These are subject to gravitational forces modeled by drifts. The stationary distribution for the process has many interesting implications, including an illustration of the Archimedes' principle. The analysis rests on constructing reflecting Brownian motion with drift in a general open connected domain and studying its stationary distribution. In dimension two we utilize known ...
Archimedes' principle for Brownian liquid
Burdzy, Krzysztof; Pal, Soumik
2009-01-01
We consider a family of hard core objects moving as independent Brownian motions confined to a vessel by reflection. These are subject to gravitational forces modeled by drifts. The stationary distribution for the process has many interesting implications, including an illustration of the Archimedes' principle. The analysis rests on constructing reflecting Brownian motion with drift in a general open connected domain and studying its stationary distribution. In dimension two we utilize known results about sphere packing.
Chavanis, Pierre-Henri; Sire, Clement
2005-01-01
We derive the Virial theorem appropriate to the generalized Smoluchowski-Poisson system describing self-gravitating Brownian particles and bacterial populations (chemotaxis). We extend previous works by considering the case of an unbounded domain and an arbitrary equation of state. We use the Virial theorem to study the diffusion (evaporation) of an isothermal Brownian gas above the critical temperature T_c in dimension d=2 and show how the effective diffusion coefficient and the Einstein rel...
Gomez-Marin, A.; Sancho, J. M.
2004-01-01
In this paper we present a model of a symmetric Brownian motor (SBM) which changes the sign of its velocity when the temperature gradient is inverted. The velocity, external work and efficiency are studied as a function of the temperatures of the baths and other relevant parameters. The motor shows a current reversal when another parameter (a phase shift) is varied. Analytical predictions and results from numerical simulations are performed and agree very well. Generic properties of this type...
Theers, Mario; Westphal, Elmar; Gompper, Gerhard; Winkler, Roland G.
2016-03-01
The friction and diffusion coefficients of rigid spherical colloidal particles dissolved in a fluid are determined from velocity and force autocorrelation functions by mesoscale hydrodynamic simulations. Colloids with both slip and no-slip boundary conditions are considered, which are embedded in fluids modeled by multiparticle collision dynamics with and without angular momentum conservation. For no-slip boundary conditions, hydrodynamics yields the well-known Stokes law, while for slip boundary conditions the lack of angular momentum conservation leads to a reduction of the hydrodynamic friction coefficient compared to the classical result. The colloid diffusion coefficient is determined by integration of the velocity autocorrelation function, where the numerical result at shorter times is combined with the theoretical hydrodynamic expression for longer times. The suitability of this approach is confirmed by simulations of sedimenting colloids. In general, we find only minor deviations from the Stokes-Einstein relation, which even disappear for larger colloids. Importantly, for colloids with slip boundary conditions, our simulation results contradict the frequently assumed additivity of local and hydrodynamic diffusion coefficients.
The application of fractional derivatives in stochastic models driven by fractional Brownian motion
Longjin, Lv; Ren, Fu-Yao; Qiu, Wei-Yuan
2010-11-01
In this paper, in order to establish connection between fractional derivative and fractional Brownian motion (FBM), we first prove the validity of the fractional Taylor formula proposed by Guy Jumarie. Then, by using the properties of this Taylor formula, we derive a fractional Itô formula for H∈[1/2,1), which coincides in form with the one proposed by Duncan for some special cases, whose formula is based on the Wick Product. Lastly, we apply this fractional Itô formula to the option pricing problem when the underlying of the option contract is supposed to be driven by a geometric fractional Brownian motion. The case that the drift, volatility and risk-free interest rate are all dependent on t is also discussed.
Brownian inventory models with convex holding cost, Part 2: Discount-optimal controls
Jim Dai; Dacheng Yao
2013-01-01
We consider an inventory system in which inventory level fluctuates as a Brownian motion in the absence of control. The inventory continuously accumulates cost at a rate that is a general convex function of the inventory level, which can be negative when there is a backlog. At any time, the inventory level can be adjusted by a positive or negative amount, which incurs a fixed positive cost and a proportional cost. The challenge is to find an adjustment policy ...
Babaei, Hasan; Keblinski, Pawel; Khodadadi, J. M.
2013-02-01
It has been recently demonstrated through experiments that the observed high enhancements in thermal conductivity of nanofluids are due to aggregation of nanoparticles rather than the previously stated mechanism of the Brownian motion-induced micro-convection. In this paper, we use equilibrium molecular dynamics simulations to investigate the role of micro-convection on the thermal conductivity of well-dispersed nanofluids. We show that while the individual terms in the heat current autocorrelation function associated with nanoparticle diffusion achieve significant values, these terms essentially cancel each other if correctly defined average enthalpy expressions are subtracted. Otherwise, erroneous thermal conductivity enhancements will be predicted, which are attributed to Brownian motion-induced micro-convection. Consequently, micro-convection does not contribute noticeably to the thermal conductivity and the predicted thermal conductivity enhancements are consistent with the effective medium theory.
Trefan, Gyorgy
1993-01-01
The goal of this thesis is to contribute to the ambitious program of the foundation of developing statistical physics using chaos. We build a deterministic model of Brownian motion and provide a microscopic derivation of the Fokker-Planck equation. Since the Brownian motion of a particle is the result of the competing processes of diffusion and dissipation, we create a model where both diffusion and dissipation originate from the same deterministic mechanism--the deterministic interaction of that particle with its environment. We show that standard diffusion which is the basis of the Fokker-Planck equation rests on the Central Limit Theorem, and, consequently, on the possibility of deriving it from a deterministic process with a quickly decaying correlation function. The sensitive dependence on initial conditions, one of the defining properties of chaos insures this rapid decay. We carefully address the problem of deriving dissipation from the interaction of a particle with a fully deterministic nonlinear bath, that we term the booster. We show that the solution of this problem essentially rests on the linear response of a booster to an external perturbation. This raises a long-standing problem concerned with Kubo's Linear Response Theory and the strong criticism against it by van Kampen. Kubo's theory is based on a perturbation treatment of the Liouville equation, which, in turn, is expected to be totally equivalent to a first-order perturbation treatment of single trajectories. Since the boosters are chaotic, and chaos is essential to generate diffusion, the single trajectories are highly unstable and do not respond linearly to weak external perturbation. We adopt chaotic maps as boosters of a Brownian particle, and therefore address the problem of the response of a chaotic booster to an external perturbation. We notice that a fully chaotic map is characterized by an invariant measure which is a continuous function of the control parameters of the map
Mohammadi, Maziar; Larson, Eric D.; Liu, Jun; Larson, Ronald G.
2015-01-01
Brownian dynamics simulations are performed to study the binding kinetics in the dilute-sphere limit by considering interactions of two spheres under shear flow across the entire range of Peclet numbers, spanning both perikinetic (diffusion-controlled) and orthokinetic (flow-controlled) coagulation regimes. The dilute regime is attained by carrying out two-sphere simulations in periodic boxes of different sizes and aspect ratios and extrapolating toward the infinite box limit. Effects of particle type (Janus and isotropic particles), shear rate, hydrodynamic interactions, and inter-particle potential are explored. We find that rectangular boxes with appropriate aspect ratios overcome a particle "shadow effect" that cannot be overcome with cubic boxes unless huge boxes are used. With rectangular boxes, we obtain converged binding kinetics for the whole Peclet number range, while cubic boxes of increasing size allow converged results only in the absence of flow. We consider the effect of binding both in a secondary minimum controlled by a combination of electrostatic repulsion and depletion attraction, as well as in a primary minimum governed by induced-dipole attraction. Results are computed using both realistic interaction potentials and by replacing the potential with a simple cutoff gap distance at which binding is deemed to occur. Results agree with several existing reports including Smoluchowski predictions in the zero- and infinite-shear-rate limits, and high-Pe perturbation results of Feke and Schowalter [J. Fluid Mech. 133, 17-35 (1983)] at Peclet numbers (Pe) above 100. Finally, we compute binding times for anisotropic Janus particles which have both repulsive and attractive faces, for a wide range of Pe number.
Optimal Policy for Brownian Inventory Models with General Convex Inventory Cost
Da-cheng YAO
2013-01-01
We study an inventory system in which products are ordered from outside to meet demands,and the cumulative demand is governed by a Brownian motion.Excessive demand is backlogged.We suppose that the shortage and holding costs associated with the inventory are given by a general convex function.The product ordering from outside incurs a linear ordering cost and a setup fee.There is a constant leadtime when placing an order.The optimal policy is established so as to minimize the discounted cost including the inventory cost and ordering cost.
Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case
Dai, Jim; Yao, Dacheng
2011-01-01
We consider an inventory system in which inventory level fluctuates as a Brownian motion in the absence of control. The inventory continuously accumulates cost at a rate that is a general convex function of the inventory level, which can be negative when there is a backlog. At any time, the inventory level can be adjusted by a positive or negative amount, which incurs a fixed cost and a proportional cost. The challenge is to find an adjustment policy that balances the holding cost and adjustm...
Optimal Control of Brownian Inventory Models with Convex Inventory Cost: Discounted Cost Case
Dai, Jim; Yao, Dacheng
2011-01-01
We consider an inventory system in which inventory level fluctuates as a Brownian motion in the absence of control. The inventory continuously accumulates cost at a rate that is a general convex function of the inventory level, which can be negative when there is a backlog. At any time, the inventory level can be adjusted by a positive or negative amount, which incurs a fixed positive cost and a proportional cost. The challenge is to find an adjustment policy that balances the inventory cost ...
On Drift Parameter Estimation in Models with Fractional Brownian Motion by Discrete Observations
Yuliya Mishura
2014-06-01
Full Text Available We study a problem of an unknown drift parameter estimation in a stochastic differen- tial equation driven by fractional Brownian motion. We represent the likelihood ratio as a function of the observable process. The form of this representation is in general rather complicated. However, in the simplest case it can be simplified and we can discretize it to establish the a. s. convergence of the discretized version of maximum likelihood estimator to the true value of parameter. We also investigate a non-standard estimator of the drift parameter showing further its strong consistency.
Reactive Boundary Conditions as Limits of Interaction Potentials for Brownian and Langevin Dynamics
Chapman, S Jonathan; Isaacson, Samuel A
2015-01-01
A popular approach to modeling bimolecular reactions between diffusing molecules is through the use of reactive boundary conditions. One common model is the Smoluchowski partial absorption condition, which uses a Robin boundary condition in the separation coordinate between two possible reactants. This boundary condition can be interpreted as an idealization of a reactive interaction potential model, in which a potential barrier must be surmounted before reactions can occur. In this work we show how the reactive boundary condition arises as the limit of an interaction potential encoding a steep barrier within a shrinking region in the particle separation, where molecules react instantly upon reaching the peak of the barrier. The limiting boundary condition is derived by the method of matched asymptotic expansions, and shown to depend critically on the relative rate of increase of the barrier height as the width of the potential is decreased. Limiting boundary conditions for the same interaction potential in b...
Hydrogen Bond in Liquid Water as a Brownian Oscillator
Woutersen, Sander; Bakker, Huib J.
1999-09-01
We present the first experimental observation of a vibrational dynamic Stokes shift. This dynamic Stokes shift is observed in a femtosecond pump-probe study on the OH-stretch vibration of HDO dissolved in D2O. We find that the Stokes shift has a value of approximately 70 cm-1 and occurs with a time constant of approximately 500 femtoseconds. The measurements can be accurately described by modeling the hydrogen bond in liquid water as a Brownian oscillator.
3-d Brownian dynamics simulations of the smallest units of an active biological material
Luettmer-Strathmann, Jutta; Paudyal, Nabina; Adeli Koudehi, Maral
Motor proteins generate stress in a cytoskeletal network by walking on one strand of the network while being attached to another one. A protein walker in contact with two elements of the network may be considered the smallest unit of an active biological material. In vitro experiments, mathematical modeling and computer simulations have provided important insights into active matter on large and on very small length and time scales. However, it is still difficult to model the effects of local environment and interactions at intermediate scales. Recently, we developed a coarse-grained, three-dimensional model for a motor protein transporting cargo by walking on a substrate. In this work, we simulate a tethered motor protein pulling a substrate with elastic response. As the walker progresses, the retarding force due to the substrate tension increases until contact fails. We present simulation results for the effect of motor-protein activity on the tension in the substrate and the effect of the retarding force on the processivity of the molecular motor.
双分数布朗运动下再装期权定价模型%Reload option pricing model in bi-fractional Brownian motion environment
薛红; 吴江增
2015-01-01
Underlying asset process follows the stochastic differential equation driven by bi-fractional Brownian motion.The financial market mathematical model is built by the stochas-tic analysis for bi-fractional Brownian motion.Using the actuarial approach, the pricingfor-mula of reload option in bi-fractional Brownian motion environment is obtained.%在标的资产服从双分数布朗运动驱动的随机微分方程,借助双分数布朗运动随机分析理论,建立双分数布朗运动环境下金融市场数学模型,运用保险精算方法,得到了双分数布朗运动环境下再装期权定价公式.
An exactly solvable model for Brownian motion : III. Motion of a heavy mass in a linear chain
Ullersma, P.
1966-01-01
The theory on Brownian motion, developed in previous papers1) 2) is applied to a linear chain with harmonic coupling between nearest neighbours. All masses are equal except for one which is heavy compared to the others. This heavy particle behaves as a Brownian particle, which is not subject to an e
Ikeda, Tatsushi; Ito, Hironobu; Tanimura, Yoshitaka
2015-06-01
We explore and describe the roles of inter-molecular vibrations employing a Brownian oscillator (BO) model with linear-linear (LL) and square-linear (SL) system-bath interactions, which we use to analyze two-dimensional (2D) THz-Raman spectra obtained by means of molecular dynamics (MD) simulations. In addition to linear infrared absorption (1D IR), we calculated 2D Raman-THz-THz, THz-Raman-THz, and THz-THz-Raman signals for liquid formamide, water, and methanol using an equilibrium non-equilibrium hybrid MD simulation. The calculated 1D IR and 2D THz-Raman signals are compared with results obtained from the LL+SL BO model applied through use of hierarchal Fokker-Planck equations with non-perturbative and non-Markovian noise. We find that all of the qualitative features of the 2D profiles of the signals obtained from the MD simulations are reproduced with the LL+SL BO model, indicating that this model captures the essential features of the inter-molecular motion. We analyze the fitted 2D profiles in terms of anharmonicity, nonlinear polarizability, and dephasing time. The origins of the echo peaks of the librational motion and the elongated peaks parallel to the probe direction are elucidated using optical Liouville paths. PMID:26049441
Ikeda, Tatsushi; Tanimura, Yoshitaka
2015-01-01
We explore and describe the roles of inter-molecular vibrations in terms of a Brownian oscillator (BO) model with linear-linear (LL) and square-linear (SL) system-bath interactions, which we use to analyze two-dimensional (2D) THz-Raman spectra obtained by means of molecular dynamics (MD) simulations. In addition to linear absorption (1D IR), we calculate 2D Raman-THz-THz, THz-Raman-THz, and THz-THz-Raman signals for liquid formamide, water, and methanol using an equilibrium non-equilibrium hybrid MD simulation. The calculated 1D IR and 2D THz-Raman signals are then accounted by the LL+SL BO model with the use of the hierarchal Fokker-Planck equations for a non-perturbative and non-Markovian noise. All of the characteristic 2D profiles of the simulated signals are reproduced using the LL+SL BO model, indicating that the present model captures the essential features of the inter-molecular motion. We analyze the fitted the 2D profiles in terms of anharmonicity, nonlinear polarizability, and dephasing time. The ...
Blending Brownian motion and heat equation
Cristiani, Emiliano
2015-01-01
In this short communication we present an original way to couple the Brownian motion and the heat equation. More in general, we suggest a way for coupling the Langevin equation for a particle, which describes a single realization of its trajectory, with the associated Fokker-Planck equation, which instead describes the evolution of the particle's probability density function. Numerical results show that it is indeed possible to obtain a regularized Brownian motion and a Brownianized heat equation still preserving the global statistical properties of the solutions. The results also suggest that the more macroscale leads the dynamics the more one can reduce the microscopic degrees of freedom.
ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS
HANS-PETER BERMIN
2014-01-01
In this paper, we show how to construct dynamic forward rate models in terms of exogenously specified eigenfunctions (or factor loadings). We also show how to link forward rate models with different number of driving Brownian motions to each other in a way consistent with the implied eigenfunctions. Finally, we discuss how to best parameterize the models in the sense of maximizing the number of free parameters for a given set of eigenfunctions.
Optimal Control of Brownian Inventory Models with Convex Inventory Cost: Discounted Cost Case
Dai, Jim
2011-01-01
We consider an inventory system in which inventory level fluctuates as a Brownian motion in the absence of control. The inventory continuously accumulates cost at a rate that is a general convex function of the inventory level, which can be negative when there is a backlog. At any time, the inventory level can be adjusted by a positive or negative amount, which incurs a fixed positive cost and a proportional cost. The challenge is to find an adjustment policy that balances the inventory cost and adjustment cost to minimize the expected total discounted cost. We provide a tutorial on using a three-step lower-bound approach to solving the optimal control problem under a discounted cost criterion. In addition, we prove that a four-parameter control band policy is optimal among all feasible policies. A key step is the constructive proof of the existence of a unique solution to the free boundary problem. The proof leads naturally to an algorithm to compute the four parameters of the optimal control band policy.
Detection of two-sided alternatives in a Brownian motion model
Hadjiliadis, Olympia
2007-01-01
This work examines the problem of sequential detection of a change in the drift of a Brownian motion in the case of two-sided alternatives. Applications to real life situations in which two-sided changes can occur are discussed. Traditionally, 2-CUSUM stopping rules have been used for this problem due to their asymptotically optimal character as the mean time between false alarms tends to $\\infty$. In particular, attention has focused on 2-CUSUM harmonic mean rules due to the simplicity in calculating their first moments. In this paper, we derive closed-form expressions for the first moment of a general 2-CUSUM stopping rule. We use these expressions to obtain explicit upper and lower bounds for it. Moreover, we derive an expression for the rate of change of this first moment as one of the threshold parameters changes. Based on these expressions we obtain explicit upper and lower bounds to this rate of change. Using these expressions we are able to find the best 2-CUSUM stopping rule with respect to the exten...
Canonical active Brownian motion
Gluck, Alexander; Huffel, Helmuth; Ilijic, Sasa
2008-01-01
Active Brownian motion is the complex motion of active Brownian particles. They are active in the sense that they can transform their internal energy into energy of motion and thus create complex motion patterns. Theories of active Brownian motion so far imposed couplings between the internal energy and the kinetic energy of the system. We investigate how this idea can be naturally taken further to include also couplings to the potential energy, which finally leads to a general theory of cano...
Cubero, David; Renzoni, Ferruccio
2016-01-01
Part I. Historical Overview and Early Developments: 1. Limitations imposed by the second law of thermodynamics; 2. Fundamental models of ratchet devices; 3. General relevance of the concept of ratchet; Part II. Theoretical Foundations: 4. Classical ratchets; 5. Quantum ratchets; 6. Energetics and characterization; Part III. Experimental Realizations of Ratchet Devices: 7. Ratchets for colloidal particles; 8. Cold atom ratchets; 9. Solid state ratchets; 10. Bio-inspired molecular motors; Appendix A. Stochastic processes techniques; Appendix B. Symmetries in a 1D overdamped system; Appendix C. Floquet theory; References; Index.
Lawler, Gregory F.; Werner, Wendelin
2003-01-01
We define a natural conformally invariant measure on unrooted Brownian loops in the plane and study some of its properties. We relate this measure to a measure on loops rooted at a boundary point of a domain and show how this relation gives a way to ``chronologically add Brownian loops'' to simple curves in the plane.
Delorme, Mathieu; Le Doussal, Pierre; Wiese, Kay Jörg
2016-05-01
The Brownian force model is a mean-field model for local velocities during avalanches in elastic interfaces of internal space dimension d, driven in a random medium. It is exactly solvable via a nonlinear differential equation. We study avalanches following a kick, i.e., a step in the driving force. We first recall the calculation of the distributions of the global size (total swept area) and of the local jump size for an arbitrary kick amplitude. We extend this calculation to the joint density of local and global sizes within a single avalanche in the limit of an infinitesimal kick. When the interface is driven by a single point, we find new exponents τ_{0}=5/3 and τ=7/4, depending on whether the force or the displacement is imposed. We show that the extension of a "single avalanche" along one internal direction (i.e., the total length in d=1) is finite, and we calculate its distribution following either a local or a global kick. In all cases, it exhibits a divergence P(ℓ)∼ℓ^{-3} at small ℓ. Most of our results are tested in a numerical simulation in dimension d=1. PMID:27300864
Radiation Reaction on Brownian Motions
Seto, Keita
2016-01-01
Tracking the real trajectory of a quantum particle is one of the interpretation problem and it is expressed by the Brownian (stochastic) motion suggested by E. Nelson. Especially the dynamics of a radiating electron, namely, radiation reaction which requires us to track its trajectory becomes important in the high-intensity physics by PW-class lasers at present. It has been normally treated by the Furry picture in non-linear QED, but it is difficult to draw the real trajectory of a quantum particle. For the improvement of this, I propose the representation of a stochastic particle interacting with fields and show the way to describe radiation reaction on its Brownian motion.
Static/structural characteristics of non-covalent complexes, formed by terminally charged hyperbranched polymers and oppositely charged neutralizing linear polyelectrolytes, are examined by means of Brownian dynamics computer simulations. Excluded-volume, electrostatic and hydrodynamic interactions are taken into account in implicit solvent. Three pairs of complexes consisting of linear chains and hyperbranched molecules each bearing different molecular weight and distinctly diverse topologies are examined under conditions of varying electrostatic interactions. The findings from the present work demonstrate that through an appropriate modification of internal structure and external stimuli, key attributes of such complexes like size, shape and local density distribution, can be tuned at desired levels, rendering them promising candidates for a wide range of pertinent nanoscale applications
Quantum Brownian motion in a Landau level
Cobanera, E.; Kristel, P.; Morais Smith, C.
2016-06-01
Motivated by questions about the open-system dynamics of topological quantum matter, we investigated the quantum Brownian motion of an electron in a homogeneous magnetic field. When the Fermi length lF=ℏ /(vFmeff) becomes much longer than the magnetic length lB=(ℏc /e B ) 1 /2 , then the spatial coordinates X ,Y of the electron cease to commute, [X ,Y ] =i lB2 . As a consequence, localization of the electron becomes limited by Heisenberg uncertainty, and the linear bath-electron coupling becomes unconventional. Moreover, because the kinetic energy of the electron is quenched by the strong magnetic field, the electron has no energy to give to or take from the bath, and so the usual connection between frictional forces and dissipation no longer holds. These two features make quantum Brownian motion topological, in the regime lF≫lB , which is at the verge of current experimental capabilities. We model topological quantum Brownian motion in terms of an unconventional operator Langevin equation derived from first principles, and solve this equation with the aim of characterizing diffusion. While diffusion in the noncommutative plane turns out to be conventional, with the mean displacement squared being proportional to tα and α =1 , there is an exotic regime for the proportionality constant in which it is directly proportional to the friction coefficient and inversely proportional to the square of the magnetic field: in this regime, friction helps diffusion and the magnetic field suppresses all fluctuations. We also show that quantum tunneling can be completely suppressed in the noncommutative plane for suitably designed metastable potential wells, a feature that might be worth exploiting for storage and protection of quantum information.
Communication: Memory effects and active Brownian diffusion
A self-propelled artificial microswimmer is often modeled as a ballistic Brownian particle moving with constant speed aligned along one of its axis, but changing direction due to random collisions with the environment. Similarly to thermal noise, its angular randomization is described as a memoryless stochastic process. Here, we speculate that finite-time correlations in the orientational dynamics can affect the swimmer’s diffusivity. To this purpose, we propose and solve two alternative models. In the first one, we simply assume that the environmental fluctuations governing the swimmer’s propulsion are exponentially correlated in time, whereas in the second one, we account for possible damped fluctuations of the propulsion velocity around the swimmer’s axis. The corresponding swimmer’s diffusion constants are predicted to get, respectively, enhanced or suppressed upon increasing the model memory time. Possible consequences of this effect on the interpretation of the experimental data are discussed
Communication: Memory effects and active Brownian diffusion.
Ghosh, Pulak K; Li, Yunyun; Marchegiani, Giampiero; Marchesoni, Fabio
2015-12-01
A self-propelled artificial microswimmer is often modeled as a ballistic Brownian particle moving with constant speed aligned along one of its axis, but changing direction due to random collisions with the environment. Similarly to thermal noise, its angular randomization is described as a memoryless stochastic process. Here, we speculate that finite-time correlations in the orientational dynamics can affect the swimmer's diffusivity. To this purpose, we propose and solve two alternative models. In the first one, we simply assume that the environmental fluctuations governing the swimmer's propulsion are exponentially correlated in time, whereas in the second one, we account for possible damped fluctuations of the propulsion velocity around the swimmer's axis. The corresponding swimmer's diffusion constants are predicted to get, respectively, enhanced or suppressed upon increasing the model memory time. Possible consequences of this effect on the interpretation of the experimental data are discussed. PMID:26646861
Communication: Memory effects and active Brownian diffusion
Ghosh, Pulak K. [Department of Chemistry, Presidency University, Kolkata 700073 (India); Li, Yunyun, E-mail: yunyunli@tongji.edu.cn [Center for Phononics and Thermal Energy Science, Tongji University, Shanghai 200092 (China); Marchegiani, Giampiero [Dipartimento di Fisica, Università di Camerino, I-62032 Camerino (Italy); Marchesoni, Fabio [Center for Phononics and Thermal Energy Science, Tongji University, Shanghai 200092 (China); Dipartimento di Fisica, Università di Camerino, I-62032 Camerino (Italy)
2015-12-07
A self-propelled artificial microswimmer is often modeled as a ballistic Brownian particle moving with constant speed aligned along one of its axis, but changing direction due to random collisions with the environment. Similarly to thermal noise, its angular randomization is described as a memoryless stochastic process. Here, we speculate that finite-time correlations in the orientational dynamics can affect the swimmer’s diffusivity. To this purpose, we propose and solve two alternative models. In the first one, we simply assume that the environmental fluctuations governing the swimmer’s propulsion are exponentially correlated in time, whereas in the second one, we account for possible damped fluctuations of the propulsion velocity around the swimmer’s axis. The corresponding swimmer’s diffusion constants are predicted to get, respectively, enhanced or suppressed upon increasing the model memory time. Possible consequences of this effect on the interpretation of the experimental data are discussed.
Quantum trajectories for Brownian motion
Strunz, W T; Gisin, Nicolas; Yu, T; Strunz, Walter T.; Diosi, Lajos; Gisin, Nicolas
1999-01-01
We present the stochastic Schroedinger equation for the dynamics of a quantum particle coupled to a high temperature environment and apply it the dynamics of a driven, damped, nonlinear quantum oscillator. Apart from an initial slip on the environmental memory time scale, in the mean, our result recovers the solution of the known non-Lindblad quantum Brownian motion master equation. A remarkable feature of our approach is its localization property: individual quantum trajectories remain localized wave packets for all times, even for the classically chaotic system considered here, the localization being stronger the smaller $\\hbar$.
Minimal model for dynamic bonding in colloidal transient networks
Krinninger, Philip; Fortini, Andrea; Schmidt, Matthias
2016-04-01
We investigate a model for colloidal network formation using Brownian dynamics computer simulations. Hysteretic springs establish transient bonds between particles with repulsive cores. If a bonded pair of particles is separated by a cutoff distance, the spring vanishes and reappears only if the two particles contact each other. We present results for the bond lifetime distribution and investigate the properties of the van Hove dynamical two-body correlation function. The model displays crossover from fluidlike dynamics, via transient network formation, to arrested quasistatic network behavior.
Cooperative Transport of Brownian Particles
Derenyi, Imre; Vicsek, Tamas
1998-01-01
We consider the collective motion of finite-sized, overdamped Brownian particles (e.g., motor proteins) in a periodic potential. Simulations of our model have revealed a number of novel cooperative transport phenomena, including (i) the reversal of direction of the net current as the particle density is increased and (ii) a very strong and complex dependence of the average velocity on both the size and the average distance of the particles.
Brownian ratchets and Parrondo's games
Harmer, Gregory P.; Abbott, Derek; Taylor, Peter G.; Parrondo, Juan M. R.
2001-09-01
Parrondo's games present an apparently paradoxical situation where individually losing games can be combined to win. In this article we analyze the case of two coin tossing games. Game B is played with two biased coins and has state-dependent rules based on the player's current capital. Game B can exhibit detailed balance or even negative drift (i.e., loss), depending on the chosen parameters. Game A is played with a single biased coin that produces a loss or negative drift in capital. However, a winning expectation is achieved by randomly mixing A and B. One possible interpretation pictures game A as a source of "noise" that is rectified by game B to produce overall positive drift—as in a Brownian ratchet. Game B has a state-dependent rule that favors a losing coin, but when this state dependence is broken up by the noise introduced by game A, a winning coin is favored. In this article we find the parameter space in which the paradoxical effect occurs and carry out a winning rate analysis. The significance of Parrondo's games is that they are physically motivated and were originally derived by considering a Brownian ratchet—the combination of the games can be therefore considered as a discrete-time Brownian ratchet. We postulate the use of games of this type as a toy model for a number of physical and biological processes and raise a number of open questions for future research.
Hack’s law in a drainage network model: A Brownian web approach
Roy, Rahul; Saha, Kumarjit; Sarkar, Anish
2016-01-01
Hack [Studies of longitudinal stream profiles in Virginia and Maryland (1957). Report], while studying the drainage system in the Shenandoah valley and the adjacent mountains of Virginia, observed a power law relation $l\\sim a^{0.6}$ between the length $l$ of a stream from its source to a divide and the area $a$ of the basin that collects the precipitation contributing to the stream as tributaries. We study the tributary structure of Howard’s drainage network model of headward growth and bran...
Hack’s law in a drainage network model: A Brownian web approach
Roy, Rahul; Saha, Kumarjit; Sarkar, Anish
2016-01-01
Hack [Studies of longitudinal stream profiles in Virginia and Maryland (1957). Report], while studying the drainage system in the Shenandoah valley and the adjacent mountains of Virginia, observed a power law relation $l\\sim a^{0.6}$ between the length $l$ of a stream from its source to a divide and the area $a$ of the basin that collects the precipitation contributing to the stream as tributaries. We study the tributary structure of Howard's drainage network model of headward growth and bran...
Efficiency at maximum power and efficiency fluctuations in a linear Brownian heat-engine model.
Park, Jong-Min; Chun, Hyun-Myung; Noh, Jae Dong
2016-07-01
We investigate the stochastic thermodynamics of a two-particle Langevin system. Each particle is in contact with a heat bath at different temperatures T_{1} and T_{2} (behavior of η_{MP} to nonendoreversible engines. We also obtain the large deviation function of the probability distribution for the stochastic efficiency in the overdamped limit. The large deviation function takes the minimum value at macroscopic efficiency η=η[over ¯] and increases monotonically until it reaches plateaus when η≤η_{L} and η≥η_{R} with model-dependent parameters η_{R} and η_{L}. PMID:27575096
Magnetic-field dependence of Brownian and Néel relaxation times
Dieckhoff, Jan; Eberbeck, Dietmar; Schilling, Meinhard; Ludwig, Frank
2016-01-01
The investigation of the rotational dynamics of magnetic nanoparticles in magnetic fields is of academic interest but also important for applications such as magnetic particle imaging where the particles are exposed to magnetic fields with amplitudes of up to 25 mT. We have experimentally studied the dependence of Brownian and Néel relaxation times on ac and dc magnetic field amplitude using ac susceptibility measurements in the frequency range between 2 Hz and 9 kHz for field amplitudes up to 9 mT. As samples, single-core iron oxide nanoparticles with core diameters between 20 nm and 30 nm were used either suspended in water-glycerol mixtures or immobilized by freeze-drying. The experimentally determined relaxation times are compared with theoretical models. It was found that the Néel relaxation time decays much faster with increasing field amplitude than the Brownian one. Whereas the dependence of the Brownian relaxation time on the ac and dc field amplitude can be well explained with existing theoretical models, a proper model for the dependence of the Néel relaxation time on ac field amplitude for particles with random distribution of easy axes is still lacking. The extrapolation of the measured relaxation times of the 25 nm core diameter particles to a 25 mT ac field with an empirical model predicts that the Brownian mechanism clearly co-determines the dynamics of magnetic nanoparticles in magnetic particle imaging applications, in agreement with magnetic particle spectroscopy data.
Brownian particles in supramolecular polymer solutions
Gucht, van der J.; Besseling, N.A.M.; Knoben, W.; Bouteiller, L.; Cohen Stuart, M.A.
2003-01-01
The Brownian motion of colloidal particles embedded in solutions of hydrogen-bonded supramolecular polymers has been studied using dynamic light scattering. At short times, the motion of the probe particles is diffusive with a diffusion coefficient equal to that in pure solvent. At intermediate time
Dynamical Properties of Potassium Ion Channels with a Hierarchical Model
ZHAN Yong; AN Hai-Long; YU Hui; ZHANG Su-Hua; HAN Ying-Rong
2006-01-01
@@ It is well known that potassium ion channels have higher permeability than K ions, and the permeable rate of a single K ion channel is about 108 ions per second. We develop a hierarchical model of potassium ion channel permeation involving ab initio quantum calculations and Brownian dynamics simulations, which can consistently explain a range of channel dynamics. The results show that the average velocity of K ions, the mean permeable time of K ions and the permeable rate of single channel are about 0.92nm/ns, 4.35ns and 2.30×108 ions/s,respectively.
Atzberger, P. J.
2007-01-01
In this paper a direct correspondence is made between the effective stochastic dynamics of elastic structures of an Immersed Boundary Method incorporating thermal fluctuations and Stokesian-Browman Dynamics. The correspondence is made in the limit of small Reynolds number, in which the fluid relaxes rapidly on the time scale of the motion of the immersed structures, by performing an averaging procedure directly on the stochastic equations of the Immersed Boundary Method. It is found that the...
Noncommutative Brownian motion
Santos, Willien O; Souza, Andre M C
2016-01-01
We investigate the Brownian motion of a particle in a two-dimensional noncommutative (NC) space. Using the standard NC algebra embodied by the sympletic Weyl-Moyal formalism we find that noncommutativity induces a non-vanishing correlation between both coordinates at different times. The effect itself stands as a signature of spatial noncommutativity and offers further alternatives to experimentally detect the phenomena.
Meurs, P.; Broeck, C. Van Den
2005-01-01
Recently, a thermal Brownian motor was introduced [Van den Broeck, Kawai and Meurs, Phys. Rev. Lett. (2004)], for which an exact microscopic analysis is possible. The purpose of this paper is to review some further properties of this construction, and to discuss in particular specific issues including the relation with macroscopic response and the efficiency at maximum power.
Role of Brownian Motion Hydrodynamics on Nanofluid Thermal Conductivity
W Evans, J Fish, P Keblinski
2005-11-14
We use a simple kinetic theory based analysis of heat flow in fluid suspensions of solid nanoparticles (nanofluids) to demonstrate that the hydrodynamics effects associated with Brownian motion have a minor effect on the thermal conductivity of the nanofluid. Our conjecture is supported by the results of molecular dynamics simulations of heat flow in a model nanofluid with well-dispersed particles. Our findings are consistent with the predictions of the effective medium theory as well as with recent experimental results on well dispersed metal nanoparticle suspensions.
Planar aggregation and the coalescing Brownian flow
Norris, James; Turner, Amanda
2008-01-01
We study a scaling limit associated to a model of planar aggregation. The model is obtained by composing certain independent random conformal maps. The evolution of harmonic measure on the boundary of the cluster is shown to converge to the coalescing Brownian flow.
Greives, Nicholas; Zhou, Huan-Xiang
2012-10-01
A method developed by Northrup et al. [J. Chem. Phys. 80, 1517 (1984)], 10.1063/1.446900 for calculating protein-ligand binding rate constants (ka) from Brownian dynamics (BD) simulations has been widely used for rigid molecules. Application to flexible molecules is limited by the formidable computational cost to treat conformational fluctuations during the long BD simulations necessary for ka calculation. Here, we propose a new method called BDflex for ka calculation that circumvents this problem. The basic idea is to separate the whole space into an outer region and an inner region, and formulate ka as the product of kE and bar η _d, which are obtained by separately solving exterior and interior problems. kE is the diffusion-controlled rate constant for the ligand in the outer region to reach the dividing surface between the outer and inner regions; in this exterior problem conformational fluctuations can be neglected. bar η _d is the probability that the ligand, starting from the dividing surface, will react at the binding site rather than escape to infinity. The crucial step in reducing the determination of bar η _d to a problem confined to the inner region is a radiation boundary condition imposed on the dividing surface; the reactivity on this boundary is proportional to kE. By confining the ligand to the inner region and imposing the radiation boundary condition, we avoid multiple-crossing of the dividing surface before reaction at the binding site and hence dramatically cut down the total simulation time, making the treatment of conformational fluctuations affordable. BDflex is expected to have wide applications in problems where conformational fluctuations of the molecules are crucial for productive ligand binding, such as in cases where transient widening of a bottleneck allows the ligand to access the binding pocket, or the binding site is properly formed only after ligand entrance induces the closure of a lid.
Brownian semi-stationary processes, turbulence and smooth processes
Urbina, José Ulises Márquez
This thesis analysis the use of Brownian semi-stationary (BSS) processes to model the main statistical features present in turbulent time series, and some asymptotic properties of certain classes of smooth processes. Turbulence is a complex phenomena governed by the Navier-Stokes equations. These...... equations do not represent a fully functional model and, consequently, it has been necessary to develop phenomenological models capturing main aspects of turbulent dynamics. The BSS processes were proposed as an option to model turbulent time series. In this thesis we proved, through a simulation....... We also studied the distributional properties of the increments of BSS processes with the intent to better understand why the BSS processes seem to accurately reproduce the temporal turbulent dynamics. BSS processes in general are not semimartingales. However, there are conditions which make a BSS...
Brownian Motion, "Diverse and Undulating"
Duplantier, Bertrand
2016-01-01
We describe in detail the history of Brownian motion, as well as the contributions of Einstein, Sutherland, Smoluchowski, Bachelier, Perrin and Langevin to its theory. The always topical importance in physics of the theory of Brownian motion is illustrated by recent biophysical experiments, where it serves, for instance, for the measurement of the pulling force on a single DNA molecule. In a second part, we stress the mathematical importance of the theory of Brownian motion, illustrated by two chosen examples. The by-now classic representation of the Newtonian potential by Brownian motion is explained in an elementary way. We conclude with the description of recent progress seen in the geometry of the planar Brownian curve. At its heart lie the concepts of conformal invariance and multifractality, associated with the potential theory of the Brownian curve itself.
QUANTUM STOCHASTIC PROCESSES: BOSON AND FERMION BROWNIAN MOTION
A.E.Kobryn
2003-01-01
Full Text Available Dynamics of quantum systems which are stochastically perturbed by linear coupling to the reservoir can be studied in terms of quantum stochastic differential equations (for example, quantum stochastic Liouville equation and quantum Langevin equation. In order to work it out one needs to define the quantum Brownian motion. As far as only its boson version has been known until recently, in the present paper we present the definition which makes it possible to consider the fermion Brownian motion as well.
Dynamic Latent Classification Model
Zhong, Shengtong; Martínez, Ana M.; Nielsen, Thomas Dyhre;
possible. Motivated by this problem setting, we propose a generative model for dynamic classification in continuous domains. At each time point the model can be seen as combining a naive Bayes model with a mixture of factor analyzers (FA). The latent variables of the FA are used to capture the dynamics in...
Müller, Kei W.; Meier, Christoph; Wall, Wolfgang A.
2015-12-01
Networks of crosslinked biopolymer filaments such as the cytoskeleton are the subject of intense research. Oftentimes, mechanics on the scale of single monomers (∼ 5 nm) govern the mechanics of the entire network (∼ 10 μm). Until now, one either resolved the small scales and lost the big (network) picture or focused on mechanics above the single-filament scale and neglected the molecular architecture. Therefore, the study of network mechanics influenced by the entire spectrum of relevant length scales has been infeasible so far. We propose a method that reconciles both small and large length scales without the otherwise inevitable loss in either numerical efficiency or geometrical (molecular) detail. Both explicitly modeled species, filaments and their crosslinkers, are discretized with geometrically exact beam finite elements of Simo-Reissner type. Through specific coupling conditions between the elements of the two species, mechanical joints can be established anywhere along a beam's centerline, enabling arbitrary densities of chemical binding sites. These binding sites can be oriented to model the monomeric architecture of polymers. First, we carefully discuss the method and then demonstrate its capabilities by means of a series of numerical examples.
Naoki Kozuki; Nobuko Fuchikami
2002-01-01
We present a model of financial markets originally proposed for a turbulent flow, as a dynamic basis of its intermittent behavior. Time evolution of the price change is assumed to be described by Brownian motion in a power-law potential, where the `temperature' fluctuates slowly. The model generally yields a fat-tailed distribution of the price change. Specifically a Tsallis distribution is obtained if the inverse temperature is $\\chi^{2}$-distributed, which qualitatively agrees with intraday...
Holographic Brownian Motion at Finite Density
Banerjee, Pinaki
2015-01-01
We study holographic Brownian motion of a heavy charged particle at zero and small (but finite) temperature in presence of finite density. We are primarily interested in the dynamics at (near) zero temperature which is holographically described by motion of a fundamental string in an (near-) extremal RN black hole. We compute analytically the functional form of retarded Green's function and also compare that numerically at leading order in small frequency.
Brownian particles in supramolecular polymer solutions
Gucht, van der, J.; Besseling, N.A.M.; Knoben, W.; Bouteiller, L; Cohen Stuart, M. A.
2003-01-01
The Brownian motion of colloidal particles embedded in solutions of hydrogen-bonded supramolecular polymers has been studied using dynamic light scattering. At short times, the motion of the probe particles is diffusive with a diffusion coefficient equal to that in pure solvent. At intermediate time scales the particles are slowed down as a result of trapping in elastic cages formed by the polymer chains, while at longer times the motion is diffusive again, but with a much smaller diffusion c...
The open quantum Brownian motions
Using quantum parallelism on random walks as the original seed, we introduce new quantum stochastic processes, the open quantum Brownian motions. They describe the behaviors of quantum walkers—with internal degrees of freedom which serve as random gyroscopes—interacting with a series of probes which serve as quantum coins. These processes may also be viewed as the scaling limit of open quantum random walks and we develop this approach along three different lines: the quantum trajectory, the quantum dynamical map and the quantum stochastic differential equation. We also present a study of the simplest case, with a two level system as an internal gyroscope, illustrating the interplay between the ballistic and diffusive behaviors at work in these processes. Notation Hz: orbital (walker) Hilbert space, CZ in the discrete, L2(R) in the continuum Hc: internal spin (or gyroscope) Hilbert space Hsys=Hz⊗Hc: system Hilbert space Hp: probe (or quantum coin) Hilbert space, Hp=C2 ρttot: density matrix for the total system (walker + internal spin + quantum coins) ρ-bar t: reduced density matrix on Hsys: ρ-bar t=∫dxdy ρ-bar t(x,y)⊗|x〉z〈y| ρ-hat t: system density matrix in a quantum trajectory: ρ-hat t=∫dxdy ρ-hat t(x,y)⊗|x〉z〈y|. If diagonal and localized in position: ρ-hat t=ρt⊗|Xt〉z〈Xt| ρt: internal density matrix in a simple quantum trajectory Xt: walker position in a simple quantum trajectory Bt: normalized Brownian motion ξt, ξt†: quantum noises (paper)
Sorensen, C.M.
1976-01-01
An effort to expand light-scattering autocorrelation techniques to Brownian diffusional and critical fluid systems in which multiple scattering effects are important, and to understand the observed similarity of the Rayleigh linewidth of light scattered from these two seemingly different systems is discussed. A formalism was developed to find the light field multiply scattered from a suspension of Brownian diffusing particles. For the field doubly scattered from a system of noninteracting Brownian particles, the intensity and correlation time were much less dependent on the scattering angle than for the singly scattered component. The polarized and depolarized correlation times of light scattered from Brownian particle systems were measured. The double-scattering formalism was extended to light scattered from critical fluid systems. In the region k xi greater than 5 the doubly and singly scattered correlation times were nearly equal. The dynamic droplet model of critical phenomena was developed which gives the proper, experimentally verified, forms for the intensity and linewidth of light scattered from a critical fluid. To test the dynamic droplet model and the mode theories Rayleigh linewidth predictions, light-scattering measurements were performed on the critical fluid system methanol and cyclohexane. The data agreed with both the dynamic droplet and decoupled mode theory predictions. The depolarized scattered spectra from a critical fluid were measured, and qualitative agreement with the double-scattering theory was found. 57 figures, 5 tables.
Dynamical holographic QCD model
Li Danning; Huang Mei
2014-01-01
We develop a dynamical holographic QCD model, which resembles the renormalization group from ultraviolet (UV) to infrared (IR). The dynamical holographic model is constructed in the graviton-dilaton-scalar framework with the dilaton background field $\\Phi$ and scalar field $X$ responsible for the gluodynamics and chiral dynamics, respectively. We summarize our results on hadron spectra, QCD phase transition and transport properties including the jet quenching parameter and the shear/bulk visc...
Satoshi Ota
2016-09-01
Full Text Available The dependence of magnetic relaxation on particle parameters, such as the size and anisotropy, has been conventionally discussed. In addition, the influences of external conditions, such as the intensity and frequency of the applied field, the surrounding viscosity, and the temperature on the magnetic relaxation have been researched. According to one of the basic theories regarding magnetic relaxation, the faster type of relaxation dominates the process. However, in this study, we reveal that Brownian and Néel relaxations coexist and that Brownian relaxation can occur after Néel relaxation despite having a longer relaxation time. To understand the mechanisms of Brownian rotation, alternating current (AC hysteresis loops were measured in magnetic fluids of different viscosities. These loops conveyed the amplitude and phase delay of the magnetization. In addition, the intrinsic loss power (ILP was calculated using the area of the AC hysteresis loops. The ILP also showed the magnetization response regarding the magnetic relaxation over a wide frequency range. To develop biomedical applications of magnetic nanoparticles, such as hyperthermia and magnetic particle imaging, it is necessary to understand the mechanisms of magnetic relaxation.
Ghanem, Bernard
2011-01-01
This paper proposes the problem of modeling video sequences of dynamic swarms (DS). We define DS as a large layout of stochastically repetitive spatial configurations of dynamic objects (swarm elements) whose motions exhibit local spatiotemporal interdependency and stationarity, i.e., the motions are similar in any small spatiotemporal neighborhood. Examples of DS abound in nature, e.g., herds of animals and flocks of birds. To capture the local spatiotemporal properties of the DS, we present a probabilistic model that learns both the spatial layout of swarm elements and their joint dynamics that are modeled as linear transformations. To this end, a spatiotemporal neighborhood is associated with each swarm element, in which local stationarity is enforced both spatially and temporally. We assume that the prior on the swarm dynamics is distributed according to an MRF in both space and time. Embedding this model in a MAP framework, we iterate between learning the spatial layout of the swarm and its dynamics. We ...
Plyukhin, A.V., E-mail: aplyukhin@anselm.edu [Department of Mathematics, Saint Anselm College, Manchester, NH 03102 (United States)
2013-06-03
A model of an autonomous isothermal Brownian motor with an internal propulsion mechanism is considered. The motor is a Brownian particle which is semi-transparent for molecules of surrounding ideal gas. Molecular passage through the particle is controlled by a potential similar to that in the transition rate theory, i.e. characterized by two stationary states with a finite energy difference separated by a potential barrier. The internal potential drop maintains the diode-like asymmetry of molecular fluxes through the particle, which results in the particle's stationary drift.
Breitung, Jörg; Eickmeier, Sandra
2005-01-01
Factor models can cope with many variables without running into scarce degrees of freedom problems often faced in a regression-based analysis. In this article we review recent work on dynamic factor models that have become popular in macroeconomic policy analysis and forecasting. By means of an empirical application we demonstrate that these models turn out to be useful in investigating macroeconomic problems.
Andreasen, Martin Møller; Meldrum, Andrew
This paper studies whether dynamic term structure models for US nominal bond yields should enforce the zero lower bound by a quadratic policy rate or a shadow rate specification. We address the question by estimating quadratic term structure models (QTSMs) and shadow rate models with at most four...
Mapping migratory flyways in Asia using dynamic Brownian bridge movement models
Palm, Eric C.; Newman, Scott H.; Diann J Prosser; Xiao, Xiangming; Ze, Luo; Batbayar, Nyambayar; Balachandran, Sivananinthaperumal; Takekawa, John Y
2015-01-01
Background Identifying movement routes and stopover sites is necessary for developing effective management and conservation strategies for migratory animals. In the case of migratory birds, a collection of migration routes, known as a flyway, is often hundreds to thousands of kilometers long and can extend across political boundaries. Flyways encompass the entire geographic range between the breeding and non-breeding areas of a population, species, or a group of species, and they provide spat...
Intrinsic and extrinsic measurement for Brownian motion
Based upon the Smoluchowski equation on curved manifolds, three physical observables are considered for Brownian displacement, namely geodesic displacement s, Euclidean displacement δR, and projected displacement δR⊥. The Weingarten–Gauss equations are used to calculate the mean-square Euclidean displacements in the short-time regime. Our findings show that from an extrinsic point of view the geometry of the space affects the Brownian motion in such a way that the particle’s diffusion is decelerated, contrasting with the intrinsic point of view where dynamics is controlled by the sign of the Gaussian curvature (Castro-Villarreal, 2010 J. Stat. Mech. P08006). Furthermore, it is possible to give exact formulas for 〈δR〉 and 〈δR2〉 on spheres and minimal surfaces, which are valid for all values of time. In the latter case, surprisingly, Brownian motion corresponds to the usual diffusion in flat geometries, albeit minimal surfaces have non-zero Gaussian curvature. Finally, the two-dimensional case is emphasized due to its close relation to surface self-diffusion in fluid membranes. (paper)
Interacting Brownian Swarms: Some Analytical Results
Guillaume Sartoretti
2016-01-01
Full Text Available We consider the dynamics of swarms of scalar Brownian agents subject to local imitation mechanisms implemented using mutual rank-based interactions. For appropriate values of the underlying control parameters, the swarm propagates tightly and the distances separating successive agents are iid exponential random variables. Implicitly, the implementation of rank-based mutual interactions, requires that agents have infinite interaction ranges. Using the probabilistic size of the swarm’s support, we analytically estimate the critical interaction range below that flocked swarms cannot survive. In the second part of the paper, we consider the interactions between two flocked swarms of Brownian agents with finite interaction ranges. Both swarms travel with different barycentric velocities, and agents from both swarms indifferently interact with each other. For appropriate initial configurations, both swarms eventually collide (i.e., all agents interact. Depending on the values of the control parameters, one of the following patterns emerges after collision: (i Both swarms remain essentially flocked, or (ii the swarms become ultimately quasi-free and recover their nominal barycentric speeds. We derive a set of analytical flocking conditions based on the generalized rank-based Brownian motion. An extensive set of numerical simulations corroborates our analytical findings.
Directed transport of Brownian particles in a changing temperature field
Grillo, A [DMFCI, Facolta di Ingegneria, Universita di Catania. Viale Andrea Doria 6, 95125 Catania (Italy); Jinha, A [HPL-Faculty of Kinesiology, University of Calgary, 2500 University Drive NW, Calgary, Alberta, T2N 1N4 (Canada); Federico, S [HPL-Faculty of Kinesiology, University of Calgary, 2500 University Drive NW, Calgary, Alberta, T2N 1N4 (Canada); Ait-Haddou, R [HPL-Faculty of Kinesiology, University of Calgary, 2500 University Drive NW, Calgary, Alberta, T2N 1N4 (Canada); Herzog, W [HPL-Faculty of Kinesiology, University of Calgary, 2500 University Drive NW, Calgary, Alberta, T2N 1N4 (Canada); Giaquinta, G [DMFCI, Facolta di Ingegneria, Universita di Catania. Viale Andrea Doria 6, 95125 Catania (Italy)
2008-01-11
We study the interaction of Brownian particles with a changing temperature field in the presence of a one-dimensional periodic adiabatic potential. We show the existence of directed transport through the determination of the overall current of Brownian particles crossing the boundary of the system. With respect to the case of Brownian particles in a thermal bath, we determine a current which exhibits a contribution explicitly related to the presence of a thermal gradient. Beyond the self-consistent calculation of the temperature and probability density distribution of Brownian particles, we evaluate the energy consumption for directed transport to take place. Our description is based on Streater's model, and solutions are obtained by perturbing the system from its initial thermodynamic equilibrium state.
Directed transport of Brownian particles in a changing temperature field
We study the interaction of Brownian particles with a changing temperature field in the presence of a one-dimensional periodic adiabatic potential. We show the existence of directed transport through the determination of the overall current of Brownian particles crossing the boundary of the system. With respect to the case of Brownian particles in a thermal bath, we determine a current which exhibits a contribution explicitly related to the presence of a thermal gradient. Beyond the self-consistent calculation of the temperature and probability density distribution of Brownian particles, we evaluate the energy consumption for directed transport to take place. Our description is based on Streater's model, and solutions are obtained by perturbing the system from its initial thermodynamic equilibrium state
Brownian Motion Theory and Experiment
Basu, K; Basu, Kasturi; Baishya, Kopinjol
2003-01-01
Brownian motion is the perpetual irregular motion exhibited by small particles immersed in a fluid. Such random motion of the particles is produced by statistical fluctuations in the collisions they suffer with the molecules of the surrounding fluid. Brownian motion of particles in a fluid (like milk particles in water) can be observed under a microscope. Here we describe a simple experimental set-up to observe Brownian motion and a method of determining the diffusion coefficient of the Brownian particles, based on a theory due to Smoluchowski. While looking through the microscope we focus attention on a fixed small volume, and record the number of particles that are trapped in that volume, at regular intervals of time. This gives us a time-series data, which is enough to determine the diffusion coefficient of the particles to a good degree of accuracy.
A stochastic phase-field model determined from molecular dynamics
von Schwerin, Erik
2010-03-17
The dynamics of dendritic growth of a crystal in an undercooled melt is determined by macroscopic diffusion-convection of heat and by capillary forces acting on the nanometer scale of the solid-liquid interface width. Its modelling is useful for instance in processing techniques based on casting. The phase-field method is widely used to study evolution of such microstructural phase transformations on a continuum level; it couples the energy equation to a phenomenological Allen-Cahn/Ginzburg-Landau equation modelling the dynamics of an order parameter determining the solid and liquid phases, including also stochastic fluctuations to obtain the qualitatively correct result of dendritic side branching. This work presents a method to determine stochastic phase-field models from atomistic formulations by coarse-graining molecular dynamics. It has three steps: (1) a precise quantitative atomistic definition of the phase-field variable, based on the local potential energy; (2) derivation of its coarse-grained dynamics model, from microscopic Smoluchowski molecular dynamics (that is Brownian or over damped Langevin dynamics); and (3) numerical computation of the coarse-grained model functions. The coarse-grained model approximates Gibbs ensemble averages of the atomistic phase-field, by choosing coarse-grained drift and diffusion functions that minimize the approximation error of observables in this ensemble average. © EDP Sciences, SMAI, 2010.
Dynamic modelling of windmills
Akhmatov, Vladislav; Knudsen, Hans
1999-01-01
An empirical dynamic model of windmills is set up based on analysis of measured Fourier spectra of the active electric power from a wind farm. The model is based on the assumption that eigenswings of the mechanical construction of the windmills excited by the phenomenon of vortex tower interaction...
Object-Oriented Programming has been used extensively to model the LBL Advanced Light Source 1.5 GeV electron storage ring. This paper is on the present status of the class library construction with emphasis on a dynamic modeling
Models for Dynamic Applications
Sales-Cruz, Mauricio; Morales Rodriguez, Ricardo; Heitzig, Martina;
2011-01-01
This chapter covers aspects of the dynamic modelling and simulation of several complex operations that include a controlled blending tank, a direct methanol fuel cell that incorporates a multiscale model, a fluidised bed reactor, a standard chemical reactor and finally a polymerisation reactor. T...
Speckle Patterns and 2-Dimensional Brownian Motion
We present the results of a Monte Carlo simulation of Brownian Motion on a 2-dimensional lattice with nearest-neighbor interactions described by a linear model. These nearest-neighbor interactions lead to a spatial variance structure on the lattice. The resulting Brownian pattern fluctuates in value from point to point in a manner characteristic of a stationary stochastic process. The value at a lattice point is interpreted as an intensity level. The difference in values in neighboring cells produces a fluctuating intensity pattern on the lattice. Changing the size of the mesh changes the relative size of the speckles. Increasing the mesh size tends to average out the intensity in the direction of the mean of the stationary process. (Author)
Salinelli, Ernesto
2014-01-01
This book provides an introduction to the analysis of discrete dynamical systems. The content is presented by an unitary approach that blends the perspective of mathematical modeling together with the ones of several discipline as Mathematical Analysis, Linear Algebra, Numerical Analysis, Systems Theory and Probability. After a preliminary discussion of several models, the main tools for the study of linear and non-linear scalar dynamical systems are presented, paying particular attention to the stability analysis. Linear difference equations are studied in detail and an elementary introduction of Z and Discrete Fourier Transform is presented. A whole chapter is devoted to the study of bifurcations and chaotic dynamics. One-step vector-valued dynamical systems are the subject of three chapters, where the reader can find the applications to positive systems, Markov chains, networks and search engines. The book is addressed mainly to students in Mathematics, Engineering, Physics, Chemistry, Biology and Economic...
Ghanem, Bernard
2013-01-01
This paper proposes the problem of modeling video sequences of dynamic swarms (DSs). We define a DS as a large layout of stochastically repetitive spatial configurations of dynamic objects (swarm elements) whose motions exhibit local spatiotemporal interdependency and stationarity, i.e., the motions are similar in any small spatiotemporal neighborhood. Examples of DS abound in nature, e.g., herds of animals and flocks of birds. To capture the local spatiotemporal properties of the DS, we present a probabilistic model that learns both the spatial layout of swarm elements (based on low-level image segmentation) and their joint dynamics that are modeled as linear transformations. To this end, a spatiotemporal neighborhood is associated with each swarm element, in which local stationarity is enforced both spatially and temporally. We assume that the prior on the swarm dynamics is distributed according to an MRF in both space and time. Embedding this model in a MAP framework, we iterate between learning the spatial layout of the swarm and its dynamics. We learn the swarm transformations using ICM, which iterates between estimating these transformations and updating their distribution in the spatiotemporal neighborhoods. We demonstrate the validity of our method by conducting experiments on real and synthetic video sequences. Real sequences of birds, geese, robot swarms, and pedestrians evaluate the applicability of our model to real world data. © 2012 Elsevier Inc. All rights reserved.
Coulomb Friction Driving Brownian Motors
We review a family of models recently introduced to describe Brownian motors under the influence of Coulomb friction, or more general non-linear friction laws. It is known that, if the heat bath is modeled as the usual Langevin equation (linear viscosity plus white noise), additional non-linear friction forces are not sufficient to break detailed balance, i.e. cannot produce a motor effect. We discuss two possibile mechanisms to elude this problem. A first possibility, exploited in several models inspired to recent experiments, is to replace the heat bath's white noise by a “collisional noise”, that is the effect of random collisions with an external equilibrium gas of particles. A second possibility is enlarging the phase space, e.g. by adding an external potential which couples velocity to position, as in a Klein—Kramers equation. In both cases, non-linear friction becomes sufficient to achieve a non-equilibrium steady state and, in the presence of an even small spatial asymmetry, a motor effect is produced. (general)
Anomalous Brownian refrigerator
Rana, Shubhashis; Pal, P. S.; Saha, Arnab; Jayannavar, A. M.
2016-02-01
We present a detailed study of a Brownian particle driven by Carnot-type refrigerating protocol operating between two thermal baths. Both the underdamped as well as the overdamped limits are investigated. The particle is in a harmonic potential with time-periodic strength that drives the system cyclically between the baths. Each cycle consists of two isothermal steps at different temperatures and two adiabatic steps connecting them. Besides working as a stochastic refrigerator, it is shown analytically that in the quasistatic regime the system can also act as stochastic heater, depending on the bath temperatures. Interestingly, in non-quasistatic regime, our system can even work as a stochastic heat engine for certain range of cycle time and bath temperatures. We show that the operation of this engine is not reliable. The fluctuations of stochastic efficiency/coefficient of performance (COP) dominate their mean values. Their distributions show power law tails, however the exponents are not universal. Our study reveals that microscopic machines are not the microscopic equivalent of the macroscopic machines that we come across in our daily life. We find that there is no one to one correspondence between the performance of our system under engine protocol and its reverse.
Martínez, I. A.; Roldán, É.; Dinis, L.; Petrov, D.; Parrondo, J. M. R.; Rica, R. A.
2016-01-01
The Carnot cycle imposes a fundamental upper limit to the efficiency of a macroscopic motor operating between two thermal baths. However, this bound needs to be reinterpreted at microscopic scales, where molecular bio-motors and some artificial micro-engines operate. As described by stochastic thermodynamics, energy transfers in microscopic systems are random and thermal fluctuations induce transient decreases of entropy, allowing for possible violations of the Carnot limit. Here we report an experimental realization of a Carnot engine with a single optically trapped Brownian particle as the working substance. We present an exhaustive study of the energetics of the engine and analyse the fluctuations of the finite-time efficiency, showing that the Carnot bound can be surpassed for a small number of non-equilibrium cycles. As its macroscopic counterpart, the energetics of our Carnot device exhibits basic properties that one would expect to observe in any microscopic energy transducer operating with baths at different temperatures. Our results characterize the sources of irreversibility in the engine and the statistical properties of the efficiency--an insight that could inspire new strategies in the design of efficient nano-motors.
Effect of interfaces on the nearby Brownian motion
Huang, Kai
2016-01-01
Near-boundary Brownian motion is a classic hydrodynamic problem of great importance in a variety of fields, from biophysics to micro-/nanofluidics. However, due to challenges in experimental measurements of near-boundary dynamics, the effect of interfaces on Brownian motion has remained elusive. Here, we report a computational study of this effect using microsecond-long large-scale molecular dynamics simulations and our newly developed Green-Kubo relation for friction at the liquid-solid interface. Our computer experiment unambiguously reveals that the t^(-3/2) long-time decay of the velocity autocorrelation function of a Brownian particle in bulk liquid is replaced by a t^(-5/2) decay near a boundary. We discover a general breakdown of traditional no-slip boundary condition at short time scales and we show that this breakdown has a profound impact on the near-boundary Brownian motion. Our results demonstrate the potential of Brownian-particle based micro-/nano-sonar to probe the local wettability of liquid-s...
Harmonic functions on Walsh's Brownian motion
Jehring, Kristin Elizabeth
2009-01-01
In this dissertation we examine a variation of two- dimensional Brownian motion introduced in 1978 by Walsh. Walsh's Brownian motion can be described as a Brownian motion on the spokes of a (rimless) bicycle wheel. We will construct such a process by randomly assigning an angle to the excursions of a reflecting Brownian motion from 0. With this construction we see that Walsh's Brownian motion in R² behaves like one-dimensional Brownian motion away from the origin, but at the origin behaves di...
Coarse-grained (CG) models of molecular systems, with fewer mechanical degrees of freedom than an all-atom model, are used extensively in chemical physics. It is generally accepted that a coarse-grained model that accurately describes equilibrium structural properties (as a result of having a well constructed CG potential energy function) does not necessarily exhibit appropriate dynamical behavior when simulated using conservative Hamiltonian dynamics for the CG degrees of freedom on the CG potential energy surface. Attempts to develop accurate CG dynamic models usually focus on replacing Hamiltonian motion by stochastic but Markovian dynamics on that surface, such as Langevin or Brownian dynamics. However, depending on the nature of the system and the extent of the coarse-graining, a Markovian dynamics for the CG degrees of freedom may not be appropriate. In this paper, we consider the problem of constructing dynamic CG models within the context of the Multi-Scale Coarse-graining (MS-CG) method of Voth and coworkers. We propose a method of converting a MS-CG model into a dynamic CG model by adding degrees of freedom to it in the form of a small number of fictitious particles that interact with the CG degrees of freedom in simple ways and that are subject to Langevin forces. The dynamic models are members of a class of nonlinear systems interacting with special heat baths that were studied by Zwanzig [J. Stat. Phys. 9, 215 (1973)]. The properties of the fictitious particles can be inferred from analysis of the dynamics of all-atom simulations of the system of interest. This is analogous to the fact that the MS-CG method generates the CG potential from analysis of equilibrium structures observed in all-atom simulation data. The dynamic models generate a non-Markovian dynamics for the CG degrees of freedom, but they can be easily simulated using standard molecular dynamics programs. We present tests of this method on a series of simple examples that demonstrate that
Davtyan, Aram; Dama, James F.; Voth, Gregory A. [Department of Chemistry, The James Franck Institute, Institute for Biophysical Dynamics, and Computation Institute, The University of Chicago, Chicago, Illinois 60637 (United States); Andersen, Hans C., E-mail: hca@stanford.edu [Department of Chemistry, Stanford University, Stanford, California 94305 (United States)
2015-04-21
Coarse-grained (CG) models of molecular systems, with fewer mechanical degrees of freedom than an all-atom model, are used extensively in chemical physics. It is generally accepted that a coarse-grained model that accurately describes equilibrium structural properties (as a result of having a well constructed CG potential energy function) does not necessarily exhibit appropriate dynamical behavior when simulated using conservative Hamiltonian dynamics for the CG degrees of freedom on the CG potential energy surface. Attempts to develop accurate CG dynamic models usually focus on replacing Hamiltonian motion by stochastic but Markovian dynamics on that surface, such as Langevin or Brownian dynamics. However, depending on the nature of the system and the extent of the coarse-graining, a Markovian dynamics for the CG degrees of freedom may not be appropriate. In this paper, we consider the problem of constructing dynamic CG models within the context of the Multi-Scale Coarse-graining (MS-CG) method of Voth and coworkers. We propose a method of converting a MS-CG model into a dynamic CG model by adding degrees of freedom to it in the form of a small number of fictitious particles that interact with the CG degrees of freedom in simple ways and that are subject to Langevin forces. The dynamic models are members of a class of nonlinear systems interacting with special heat baths that were studied by Zwanzig [J. Stat. Phys. 9, 215 (1973)]. The properties of the fictitious particles can be inferred from analysis of the dynamics of all-atom simulations of the system of interest. This is analogous to the fact that the MS-CG method generates the CG potential from analysis of equilibrium structures observed in all-atom simulation data. The dynamic models generate a non-Markovian dynamics for the CG degrees of freedom, but they can be easily simulated using standard molecular dynamics programs. We present tests of this method on a series of simple examples that demonstrate that
Randrup, Jorgen; Moller, Peter
2011-01-01
Although nuclear fission can be understood qualitatively as an evolution of the nuclear shape, a quantitative description has proven to be very elusive. In particular, until now, there exists no model with demonstrated predictive power for the fission fragment mass yields. Exploiting the expected strongly damped character of nuclear dynamics, we treat the nuclear shape evolution in analogy with Brownian motion and perform random walks on five-dimensional fission potential-energy surfaces whic...
Dissipative particle dynamics model for colloid transport in porous media
Pan, W.; Tartakovsky, A. M.
2013-08-01
We present that the transport of colloidal particles in porous media can be effectively modeled with a new formulation of dissipative particle dynamics, which augments standard DPD with non-central dissipative shear forces between particles while preserving angular momentum. Our previous studies have demonstrated that the new formulation is able to capture accurately the drag forces as well as the drag torques on colloidal particles that result from the hydrodynamic retardation effect. In the present work, we use the new formulation to study the contact efficiency in colloid filtration in saturated porous media. Note that the present model include all transport mechanisms simultaneously, including gravitational sedimentation, interception and Brownian diffusion. Our results of contact efficiency show a good agreement with the predictions of the correlation equation proposed by Tufenkji and EliMelech, which also incorporate all transport mechanisms simultaneously without the additivity assumption.
Entropic forces in Brownian motion
Roos, Nico
2013-01-01
The interest in the concept of entropic forces has risen considerably since E. Verlinde proposed to interpret the force in Newton s second law and Gravity as entropic forces. Brownian motion, the motion of a small particle (pollen) driven by random impulses from the surrounding molecules, may be the first example of a stochastic process in which such forces are expected to emerge. In this note it is shown that at least two types of entropic motion can be identified in the case of 3D Brownian motion (or random walk). This yields simple derivations of known results of Brownian motion, Hook s law and, applying an external (nonradial) force, Curie s law and the Langevin-Debye equation.
Entropic forces in Brownian motion
Roos, Nico
2014-12-01
Interest in the concept of entropic forces has risen considerably since Verlinde proposed in 2011 to interpret the force in Newton's second law and gravity as entropic forces. Brownian motion—the motion of a small particle (pollen) driven by random impulses from the surrounding molecules—may be the first example of a stochastic process in which such forces are expected to emerge. In this article, it is shown that at least two types of entropic force can be identified in three-dimensional Brownian motion. This analysis yields simple derivations of known results of Brownian motion, Hooke's law, and—applying an external (non-radial) force—Curie's law and the Langevin-Debye equation.
Dynamic Triggering Stress Modeling
Gonzalez-Huizar, H.; Velasco, A. A.
2008-12-01
It has been well established that static (permanent) stress changes can trigger nearby earthquakes, within a few fault lengths from the causative event, whereas triggering by dynamic (transient) stresses carried by seismic waves both nearby and at remote distances has not been as well documented nor understood. An analysis of the change in the local stress caused by the passing of surfaces waves is important for the understanding of this phenomenon. In this study, we modeled the change in the stress that the passing of Rayleigh and Loves waves causes on a fault plane of arbitrary orientation, and applied a Coulomb failure criteria to calculate the potential of these stress changes to trigger reverse, normal or strike-slip failure. We preliminarily test these model results with data from dynamically triggering earthquakes in the Australian Bowen Basin. In the Bowen region, the modeling predicts a maximum triggering potential for Rayleigh waves arriving perpendicularly to the strike of the reverse faults present in the region. The modeled potentials agree with our observations, and give us an understanding of the dynamic stress orientation needed to trigger different type of earthquakes.
Dynamic wake meandering modeling
Larsen, Gunner C.; Aagaard Madsen, H.; Bingoel, F. (and others)
2007-06-15
We present a consistent, physically based theory for the wake meandering phenomenon, which we consider of crucial importance for the overall description of wind turbine loadings in wind farms. In its present version the model is confined to single wake situations. The model philosophy does, however, have the potential to include also mutual wake interaction phenomenons. The basic conjecture behind the dynamic wake meandering model is that wake transportation in the atmospheric boundary layer is driven by the large scale lateral- and vertical turbulence components. Based on this conjecture a stochastic model of the downstream wake meandering is formulated. In addition to the kinematic formulation of the dynamics of the 'meandering frame of reference', models characterizing the mean wake deficit as well as the added wake turbulence, described in the meandering frame of reference, are an integrated part the model complex. For design applications, the computational efficiency of wake deficit prediction is a key issue. Two computationally low cost models are developed for this purpose. The character of the added wake turbulence, generated by the up-stream turbine in the form of shed and trailed vorticity, has been approached by analytical as well as by numerical studies. The dynamic wake meandering philosophy has been verified by comparing model predictions with extensive full-scale measurements. These comparisons have demonstrated good agreement, both qualitatively and quantitatively, concerning both flow characteristics and turbine load characteristics. Contrary to previous attempts to model wake loading, the dynamic wake meandering approach opens for a unifying description in the sense that turbine power and load aspects can be treated simultaneously. This capability is a direct and attractive consequence of the model being based on the underlying physical process, and it potentially opens for optimization of wind farm topology, of wind farm operation as
Feynman Rules For Brownian Motion
Hatamian, S T
2003-01-01
We present a perturbation theory extending a prescription due to Feynman for computing the probability density function in Brownian-motion. The method used, can be applied to a wide variety of otherwise difficult circumstances in Brownian-motion. The exact moments and kurtosis, if not the distribution itself, for many important cases can be summed for arbitrary times. As expected, the behavior at early time regime, for the sample processes considered, deviate significantly from the usual diffusion theory; a fact with important consequences in various applications such as financial physics. A new class of functions dubbed "Damped-exponential-integrals" are also identified.
Brownian movement and molecular reality
Perrin, Jean
2005-01-01
How do we know that molecules really exist? An important clue came from Brownian movement, a concept developed in 1827 by botanist Robert Brown, who noticed that tiny objects like pollen grains shook and moved erratically when viewed under a microscope. Nearly 80 years later, in 1905, Albert Einstein explained this ""Brownian motion"" as the result of bombardment by molecules. Einstein offered a quantitative explanation by mathematically estimating the average distance covered by the particles over time as a result of molecular bombardment. Four years later, Jean Baptiste Perrin wrote Brownia
Dynamic pension funding models
Khalil, D.
2006-01-01
Achieving an adequate income in the old age to maintain the standard level of living after retirement has been a challenge to pension schemes for a long time. In fact, approaching this goal has led to a global pension crisis considering all the economic and demographic changes and the conflicting interests of employers and employees over time. This research aims to deriving different deterministic and stochastic dynamic pension funding models for defined benefit schemes within the mathematica...
Some Brownian functionals and their laws
Donati-Martin, C.; Yor, M.
1997-01-01
We develop some topics about Brownian motion with a particular emphasis on the study of principal values of Brownian local times. We show some links between principal values and Doob’s $h$-transforms of Brownian motion, for nonpositive harmonic functions $h$. We also give a survey and complement some martingale approaches to Ray–Knight theorems for local times.
Modelling linguistic taxonomic dynamics
Wichmann, Soren; Stauffer, Dietrich; Lima, F. Welington S.; Schulze, Christian
2006-01-01
This paper presents the results of the application of a bit-string model of languages (Schulze and Stauffer 2005) to problems of taxonomic patterns. The questions addressed include the following: (1) Which parameters are minimally ne eded for the development of a taxonomic dynamics leading to the type of distribution of language family sizes currently attested (as measured in the i number of languages per family), which appears to be a power-law? (2) How may such a model be coupled with one o...
Asset pricing puzzles explained by incomplete Brownian equilibria
Christensen, Peter Ove; Larsen, Kasper
We examine a class of Brownian based models which produce tractable incomplete equilibria. The models are based on finitely many investors with heterogeneous exponential utilities over intermediate consumption who receive partially unspanned income. The investors can trade continuously on a finit...... markets. Consequently, our model can simultaneously help explaining the risk-free rate and equity premium puzzles....
The valuation of currency options by fractional Brownian motion.
Shokrollahi, Foad; Kılıçman, Adem
2016-01-01
This research aims to investigate a model for pricing of currency options in which value governed by the fractional Brownian motion model (FBM). The fractional partial differential equation and some Greeks are also obtained. In addition, some properties of our pricing formula and simulation studies are presented, which demonstrate that the FBM model is easy to use. PMID:27504243
Dynamic wake meandering modeling
Larsen, Gunner Chr.; Madsen Aagaard, Helge; Bingöl, Ferhat;
We present a consistent, physically based theory for the wake meandering phenomenon, which we consider of crucial importance for the overall description of wind turbine loadings in wind farms. In its present version the model is confined to single wake situations. The model philosophy does, however......, have the potential to include also mutual wake interaction phenomenons. The basic conjecture behind the dynamic wake meandering model is that wake transportation in the atmospheric boundary layer is driven by the large scale lateral- and vertical turbulence components. Based on this conjecture a...... attractive consequence of the model being based on the underlying physical process, and it potentially opens for optimization of wind farm topology, of wind farm operation as well as of control strategies for the individual turbine. Implementation of the methodology with aeroelastic codes is straight forward...
Structural dynamic modifications via models
T K Kundra
2000-06-01
Structural dynamic modification techniques attempt to reduce dynamic design time and can be implemented beginning with spatial models of structures, dynamic test data or updated models. The models assumed in this discussion are mathematical models, namely mass, stiffness, and damping matrices of the equations of motion of a structure. These models are identified/extracted from dynamic test data viz. frequency response functions (FRFs). Alternatively these models could have been obtained by adjusting or updating the finite element model of the structure in the light of the test data. The methods of structural modification for getting desired dynamic characteristics by using modifiers namely mass, beams and tuned absorbers are discussed.
Perturbative theory for Brownian vortexes.
Moyses, Henrique W; Bauer, Ross O; Grosberg, Alexander Y; Grier, David G
2015-06-01
Brownian vortexes are stochastic machines that use static nonconservative force fields to bias random thermal fluctuations into steadily circulating currents. The archetype for this class of systems is a colloidal sphere in an optical tweezer. Trapped near the focus of a strongly converging beam of light, the particle is displaced by random thermal kicks into the nonconservative part of the optical force field arising from radiation pressure, which then biases its diffusion. Assuming the particle remains localized within the trap, its time-averaged trajectory traces out a toroidal vortex. Unlike trivial Brownian vortexes, such as the biased Brownian pendulum, which circulate preferentially in the direction of the bias, the general Brownian vortex can change direction and even topology in response to temperature changes. Here we introduce a theory based on a perturbative expansion of the Fokker-Planck equation for weak nonconservative driving. The first-order solution takes the form of a modified Boltzmann relation and accounts for the rich phenomenology observed in experiments on micrometer-scale colloidal spheres in optical tweezers. PMID:26172698
Parlar, Mahmut
2004-01-01
Brownian motion is an important stochastic process used in modelling the random evolution of stock prices. In their 1973 seminal paper--which led to the awarding of the 1997 Nobel prize in Economic Sciences--Fischer Black and Myron Scholes assumed that the random stock price process is described (i.e., generated) by Brownian motion. Despite its…
Stochastic calculus for fractional Brownian motion and related processes
Mishura, Yuliya S
2008-01-01
The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. Among these are results about Levy characterization of fractional Brownian motion, maximal moment inequalities for Wiener integrals including the values 0
Energy and efficiency optimization of a Brownian heat engine
Bekele, Mulugeta; Yalew, Yeneneh
2007-03-01
A simple Brownian heat engine is modeled as a Brownian particle moving in an external sawtooth potential (with or without) load assisted by the thermal kick it gets from alternately placed hot and cold heat reservoirs along its path. We get closed form expression for its current in terms of the parameters characterizing the model. After analyzing the way it consumes energy to do useful work, we also get closed form expressions for its efficiency as well as for its coefficient of performance when the engine performs as a refrigerator. Recently suggested optimization criteria enables us to exhaustively explore and compare the different operating conditions of the engine.
Brownian motion, random walks on trees, and harmonic measure on polynomial Julia sets
Emerson, Nathaniel D.
2006-01-01
We consider the harmonic measure on a disconnected polynomial Julia set in terms of Brownian motion. We show that the harmonic measure of any connected component of such a Julia set is zero. Associated to the polynomial is a combinatorial model, the tree with dynamics. We define a measure on the tree, which is a combinatorial version on harmonic measure. We show that this measure is isomorphic to the harmonic measure on the Julia set. The measure induces a random walk on the tree, which is is...
Modeling of Network Dynamics: From Dynamic Nodes to Dynamic Structure
Kulhavý, Rudolf
Albany, NY : The System Dynamics Society, 2008, s. 1-29. ISBN 978-1-935056-01-0. [International Conference of the System Dynamics Society /26./. Athens (GR), 20.07.2008-24.07.2008] R&D Projects: GA AV ČR IAA700750701 Institutional research plan: CEZ:AV0Z10750506 Keywords : system dynamics * Markov random fields * Bayesian inference Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2008/AS/kulhavy-modeling%20of%20network%20dynamics%20from%20dynamic%20nodes%20to%20dynamic%20structure.pdf
Quantum harmonic Brownian motion in a general environment: A modified phase-space approach
Yeh, L. [Univ. of California, Berkeley, CA (United States). Dept. of Physics]|[Lawrence Berkeley Lab., CA (United States)
1993-06-23
After extensive investigations over three decades, the linear-coupling model and its equivalents have become the standard microscopic models for quantum harmonic Brownian motion, in which a harmonically bound Brownian particle is coupled to a quantum dissipative heat bath of general type modeled by infinitely many harmonic oscillators. The dynamics of these models have been studied by many authors using the quantum Langevin equation, the path-integral approach, quasi-probability distribution functions (e.g., the Wigner function), etc. However, the quantum Langevin equation is only applicable to some special problems, while other approaches all involve complicated calculations due to the inevitable reduction (i.e., contraction) operation for ignoring/eliminating the degrees of freedom of the heat bath. In this dissertation, the author proposes an improved methodology via a modified phase-space approach which employs the characteristic function (the symplectic Fourier transform of the Wigner function) as the representative of the density operator. This representative is claimed to be the most natural one for performing the reduction, not only because of its simplicity but also because of its manifestation of geometric meaning. Accordingly, it is particularly convenient for studying the time evolution of the Brownian particle with an arbitrary initial state. The power of this characteristic function is illuminated through a detailed study of several physically interesting problems, including the environment-induced damping of quantum interference, the exact quantum Fokker-Planck equations, and the relaxation of non-factorizable initial states. All derivations and calculations axe shown to be much simplified in comparison with other approaches. In addition to dynamical problems, a novel derivation of the fluctuation-dissipation theorem which is valid for all quantum linear systems is presented.
Quantum harmonic Brownian motion in a general environment: A modified phase-space approach
After extensive investigations over three decades, the linear-coupling model and its equivalents have become the standard microscopic models for quantum harmonic Brownian motion, in which a harmonically bound Brownian particle is coupled to a quantum dissipative heat bath of general type modeled by infinitely many harmonic oscillators. The dynamics of these models have been studied by many authors using the quantum Langevin equation, the path-integral approach, quasi-probability distribution functions (e.g., the Wigner function), etc. However, the quantum Langevin equation is only applicable to some special problems, while other approaches all involve complicated calculations due to the inevitable reduction (i.e., contraction) operation for ignoring/eliminating the degrees of freedom of the heat bath. In this dissertation, the author proposes an improved methodology via a modified phase-space approach which employs the characteristic function (the symplectic Fourier transform of the Wigner function) as the representative of the density operator. This representative is claimed to be the most natural one for performing the reduction, not only because of its simplicity but also because of its manifestation of geometric meaning. Accordingly, it is particularly convenient for studying the time evolution of the Brownian particle with an arbitrary initial state. The power of this characteristic function is illuminated through a detailed study of several physically interesting problems, including the environment-induced damping of quantum interference, the exact quantum Fokker-Planck equations, and the relaxation of non-factorizable initial states. All derivations and calculations axe shown to be much simplified in comparison with other approaches. In addition to dynamical problems, a novel derivation of the fluctuation-dissipation theorem which is valid for all quantum linear systems is presented
秦天奇; 王飞; 杨博; 罗懋康
2015-01-01
Based on the theory of fractional integration, direct transport behaviors of coupled Brownian motors with feedback control in viscoelastic media are investigated. The mathematical model of fractional overdamped coupled Brownian motors is established by adopting the power function as damping kernel function of general Langevin equation due to the power-law memory characteristics of cytosol in biological cells. Numerical solution is observed by fractional difference method and the influence of model parameters on cooperative direct transport of the coupled Brownian motors is discussed in detail by numerical simulation. The research shows that the memory of the fractional dynamical system can affect the direct transport phenomenon of the coupled Brownian motors through changing the on-off switching frequency of the ratchet potential with feedback control. To be more specific, in a proper range of the fractional order, the memory of the dynamical system can increase the on-off switching frequency of the ratchet potential, which can lead to the velocity increase of the direct transport. Furthermore, in the case of small fractional order, since the coupled Brownian motors move under the competition between the damping force with memory and the potential force with feedback control, the resultant force exerted on the coupled particles is always positive when the ratchet potential with feedback control is on although the fractional damping force is large, which leads to the result that the coupled Brownian motors move in the positive direction in the mass. On the contrary, in the case of large fractional order, the on-off switching frequency of potential with feedback control becomes small, as a result of which the main influential factor of the direct transport becomes the potential depth. Therefore the coupled Brownian motors are more likely to stay in the potential wells for a long time because the probability that describes the possibility that the coupled Brownian
Campagnoli, Patrizia; Petris, Giovanni
2009-01-01
State space models have gained tremendous popularity in as disparate fields as engineering, economics, genetics and ecology. Introducing general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis. It illustrates the fundamental steps needed to use dynamic linear models in practice, using R package.
Brownian Warps for Non-Rigid Registration
Nielsen, Mads; Johansen, Peter; Jackson, Andrew D.;
2008-01-01
A Brownian motion model in the group of diffeomorphisms has been introduced as inducing a least committed prior on warps. This prior is source-destination symmetric, fulfills a natural semi-group property for warps, and with probability 1 creates invertible warps. Using this as a least committed ...... images, and show that the obtained warps are also in practice source-destination symmetric and in an example on X-ray spine registration provides extrapolations from landmark point superior to those of spline solutions. Udgivelsesdato: July......A Brownian motion model in the group of diffeomorphisms has been introduced as inducing a least committed prior on warps. This prior is source-destination symmetric, fulfills a natural semi-group property for warps, and with probability 1 creates invertible warps. Using this as a least committed...... prior, we formulate a Partial Differential Equation for obtaining the maximally likely warp given matching constraints derived from the images. We solve for the free boundary conditions, and the bias toward smaller areas in the finite domain setting. Furthermore, we demonstrate the technique on 2D...
Efficiency of Brownian heat engines.
Derényi, I; Astumian, R D
1999-06-01
We study the efficiency of one-dimensional thermally driven Brownian ratchets or heat engines. We identify and compare the three basic setups characterized by the type of the connection between the Brownian particle and the two heat reservoirs: (i) simultaneous, (ii) alternating in time, and (iii) position dependent. We make a clear distinction between the heat flow via the kinetic and the potential energy of the particle, and show that the former is always irreversible and it is only the third setup where the latter is reversible when the engine works quasistatically. We also show that in the third setup the heat flow via the kinetic energy can be reduced arbitrarily, proving that even for microscopic heat engines there is no fundamental limit of the efficiency lower than that of a Carnot cycle. PMID:11969723
Brownian motion and stochastic calculus
Karatzas, Ioannis
1998-01-01
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...
Role of Brownian motion on the thermal conductivity enhancement of nanofluids
Gupta, Amit; Kumar, Ranganathan
2007-11-01
This study involves Brownian dynamics simulations of a real nanofluid system in which the interparticle potential is determined based on Debye length and surface interaction of the fluid and the solid. This paper shows that Brownian motion can increase the thermal conductivity of the nanofluid by 6% primarily due to "random walk" motion and not only through diffusion. This increase is limited by the maximum concentration for each particle size and is below that predicted by the effective medium theory. Beyond the maximum limit, particle aggregates begin to form. Brownian motion contribution stays as a constant beyond a certain particle diameter.
Hänggi, Peter; Marchesoni, Fabio
2005-01-01
In the year 1905 Albert Einstein published four papers that raised him to a giant in the history of science of all times. These works encompass the photon hypothesis (for which he obtained the Nobel prize in 1921), his first two papers on (special) relativity theory and, of course, his first paper on Brownian motion, entitled "\\"Uber die von der molekularkinetischen Theorie der W\\"arme geforderte Bewegung von in ruhenden Fl\\"ussigkeiten suspendierten Teilchen'' (submitted on May 11, 1905). Th...
Kingman's coalescent and Brownian motion
Berestycki, J.; Berestycki, N
2009-01-01
We describe a simple construction of Kingman's coalescent in terms of a Brownian excursion. This construction is closely related to, and sheds some new light on, earlier work by Aldous and Warren. Our approach also yields some new results: for instance, we obtain the full multifractal spectrum of Kingman's coalescent. This complements earlier work on Beta-coalescents by the authors and Schweinsberg. Surprisingly, the thick part of the spectrum is not obtained by taking the limit as $\\alpha \\t...
Rotational Brownian Motion on Sphere Surface and Rotational Relaxation
Ekrem Aydner
2006-01-01
The spatial components of the autocorrelation function of noninteracting dipoles are analytically obtained in terms of rotational Brownian motion on the surface of a unit sphere using multi-level jumping formalism based on Debye's rotational relaxation model, and the rotational relaxation functions are evaluated.
Extreme fluctuations of active Brownian motion
Pietzonka, Patrick; Kleinbeck, Kevin; Seifert, Udo
2016-05-01
In active Brownian motion, an internal propulsion mechanism interacts with translational and rotational thermal noise and other internal fluctuations to produce directed motion. We derive the distribution of its extreme fluctuations and identify its universal properties using large deviation theory. The limits of slow and fast internal dynamics give rise to a kink-like and parabolic behavior of the corresponding rate functions, respectively. For dipolar Janus particles in two- and three-dimensions interacting with a field, we predict a novel symmetry akin to, but different from, the one related to entropy production. Measurements of these extreme fluctuations could thus be used to infer properties of the underlying, often hidden, network of states.
Híjar, Humberto
2015-02-01
We study the Brownian motion of a particle bound by a harmonic potential and immersed in a fluid with a uniform shear flow. We describe this problem first in terms of a linear Fokker-Planck equation which is solved to obtain the probability distribution function for finding the particle in a volume element of its associated phase space. We find the explicit form of this distribution in the stationary limit and use this result to show that both the equipartition law and the equation of state of the trapped particle are modified from their equilibrium form by terms increasing as the square of the imposed shear rate. Subsequently, we propose an alternative description of this problem in terms of a generalized Langevin equation that takes into account the effects of hydrodynamic correlations and sound propagation on the dynamics of the trapped particle. We show that these effects produce significant changes, manifested as long-time tails and resonant peaks, in the equilibrium and nonequilibrium correlation functions for the velocity of the Brownian particle. We implement numerical simulations based on molecular dynamics and multiparticle collision dynamics, and observe a very good quantitative agreement between the predictions of the model and the numerical results, thus suggesting that this kind of numerical simulations could be used as complement of current experimental techniques. PMID:25768490
Operator Fractional Brownian Motion and Martingale Differences
Hongshuai Dai
2014-01-01
Full Text Available It is well known that martingale difference sequences are very useful in applications and theory. On the other hand, the operator fractional Brownian motion as an extension of the well-known fractional Brownian motion also plays an important role in both applications and theory. In this paper, we study the relation between them. We construct an approximation sequence of operator fractional Brownian motion based on a martingale difference sequence.
100 years of Einstein's theory of Brownian motion: from pollen grains to protein trains
Chowdhury, Debashish
2005-01-01
Experimental verification of the theoretical predictions made by Albert Einstein in his paper, published in 1905, on the molecular mechanisms of Brownian motion established the existence of atoms. In the last 100 years discoveries of many facets of the ubiquitous Brownian motion has revolutionized our fundamental understanding of the role of {\\it thermal fluctuations} in the exotic structures and complex dynamics exhibited by soft matter like, for example, colloids, gels, etc. The domain of B...
G- Brownian motion and Its Applications
EBRAHIMBEYGI, Atena; DASTRANJ, Elham
2015-01-01
Abstract. The concept of G-Brownian motion and G-Ito integral has been introduced by Peng. Also Ito isometry lemma is proved for Ito integral and Brownian motion. In this paper we first investigate the Ito isometry lemma for G-Brownian motion and G-Ito Integral. Then after studying of MG2,0-class functions [4], we introduce Stratonovich integral for G-Brownian motion,say G- Stratonovich integral. Then we present a special construction for G- Stratonovich integral.
Borregaard, Michael K.; Matthews, Thomas J.; Whittaker, Robert James
2016-01-01
towards this goal. Here, we present an analysis of causality within the GDM and investigate its potential for the further development of island biogeographical theory. Further, we extend the GDM to include subduction-based island arcs and continental fragment islands. Location: A conceptual analysis and a...... dynamics of distinct island types are predicted to lead to markedly different evolutionary dynamics. This sets the stage for a more predictive theory incorporating the processes governing temporal dynamics of species diversity on islands....