Sample records for brownian dynamics simulation
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Brownian dynamic simulations and experiments of MR fluids
International Nuclear Information System (INIS)
Segovia-Gutiérrez, J P; Vicente, J de; Hidalgo, R; Puertas, A M
2013-01-01
The use of computational techniques in magnetorheology is not new. I general, these approaches assume dipolar magnetic interactions, hard sphere repulsions, and no-slip conditions. In this contribution we focus on the dynamics of the equilibrium state in the presence of uniaxial DC fields. To achieve this goal we make use of Brownian Dynamic Simulations. We highlight the importance of the Brownian forces versus magnetic dipolar interaction in the range of low magnetic field strengths. We monitor the formation of columnar structures and their dynamics, in competition with the Brownian motion, until a hexatic crystal phase appears at high field strengths for monodisperse systems. The shear viscosity is computed from the Einstein relation and eventually compared with experimental data at very low-shear rates. A reasonably good agreement between both data sets is observed.
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Hydrodynamically Coupled Brownian Dynamics simulations for flow on non-Newtonian fluids
Ahuja, Vishal Raju
2018-01-01
This thesis deals with model development for particle-based flow simulations of non-Newtonian fluids such as polymer solutions. A novel computational technique called Hydrodynamically Coupled Brownian Dynamics (HCBD) is presented in this thesis. This technique essentially couples the Brownian motion
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Brownian dynamics with hydrodynamic interactions
International Nuclear Information System (INIS)
Ermak, D.L.; McCammon, J.A.
1978-01-01
A method for simulating the Brownian dynamics of N particles with the inclusion of hydrodynamic interactions is described. The particles may also be subject to the usual interparticle or external forces (e.g., electrostatic) which have been included in previous methods for simulating Brownian dynamics of particles in the absence of hydrodynamic interactions. The present method is derived from the Langevin equations for the N particle assembly, and the results are shown to be consistent with the corresponding Fokker--Planck results. Sample calculations on small systems illustrate the importance of including hydrodynamic interactions in Brownian dynamics simulations. The method should be useful for simulation studies of diffusion limited reactions, polymer dynamics, protein folding, particle coagulation, and other phenomena in solution
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Large shear deformation of particle gels studied by Brownian Dynamics simulations
Rzepiela, A.A.; Opheusden, van J.H.J.; Vliet, van T.
2004-01-01
Brownian Dynamics (BD) simulations have been performed to study structure and rheology of particle gels under large shear deformation. The model incorporates soft spherical particles, and reversible flexible bond formation. Two different methods of shear deformation are discussed, namely affine and
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Miao, Linling; Young, Charles D.; Sing, Charles E.
2017-07-01
Brownian Dynamics (BD) simulations are a standard tool for understanding the dynamics of polymers in and out of equilibrium. Quantitative comparison can be made to rheological measurements of dilute polymer solutions, as well as direct visual observations of fluorescently labeled DNA. The primary computational challenge with BD is the expensive calculation of hydrodynamic interactions (HI), which are necessary to capture physically realistic dynamics. The full HI calculation, performed via a Cholesky decomposition every time step, scales with the length of the polymer as O(N3). This limits the calculation to a few hundred simulated particles. A number of approximations in the literature can lower this scaling to O(N2 - N2.25), and explicit solvent methods scale as O(N); however both incur a significant constant per-time step computational cost. Despite this progress, there remains a need for new or alternative methods of calculating hydrodynamic interactions; large polymer chains or semidilute polymer solutions remain computationally expensive. In this paper, we introduce an alternative method for calculating approximate hydrodynamic interactions. Our method relies on an iterative scheme to establish self-consistency between a hydrodynamic matrix that is averaged over simulation and the hydrodynamic matrix used to run the simulation. Comparison to standard BD simulation and polymer theory results demonstrates that this method quantitatively captures both equilibrium and steady-state dynamics after only a few iterations. The use of an averaged hydrodynamic matrix allows the computationally expensive Brownian noise calculation to be performed infrequently, so that it is no longer the bottleneck of the simulation calculations. We also investigate limitations of this conformational averaging approach in ring polymers.
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Patti, Alessandro; Cuetos, Alejandro
2012-07-01
We report on the diffusion of purely repulsive and freely rotating colloidal rods in the isotropic, nematic, and smectic liquid crystal phases to probe the agreement between Brownian and Monte Carlo dynamics under the most general conditions. By properly rescaling the Monte Carlo time step, being related to any elementary move via the corresponding self-diffusion coefficient, with the acceptance rate of simultaneous trial displacements and rotations, we demonstrate the existence of a unique Monte Carlo time scale that allows for a direct comparison between Monte Carlo and Brownian dynamics simulations. To estimate the validity of our theoretical approach, we compare the mean square displacement of rods, their orientational autocorrelation function, and the self-intermediate scattering function, as obtained from Brownian dynamics and Monte Carlo simulations. The agreement between the results of these two approaches, even under the condition of heterogeneous dynamics generally observed in liquid crystalline phases, is excellent.
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Fiore, Andrew M.; Swan, James W.
2018-01-01
Brownian Dynamics simulations are an important tool for modeling the dynamics of soft matter. However, accurate and rapid computations of the hydrodynamic interactions between suspended, microscopic components in a soft material are a significant computational challenge. Here, we present a new method for Brownian dynamics simulations of suspended colloidal scale particles such as colloids, polymers, surfactants, and proteins subject to a particular and important class of hydrodynamic constraints. The total computational cost of the algorithm is practically linear with the number of particles modeled and can be further optimized when the characteristic mass fractal dimension of the suspended particles is known. Specifically, we consider the so-called "stresslet" constraint for which suspended particles resist local deformation. This acts to produce a symmetric force dipole in the fluid and imparts rigidity to the particles. The presented method is an extension of the recently reported positively split formulation for Ewald summation of the Rotne-Prager-Yamakawa mobility tensor to higher order terms in the hydrodynamic scattering series accounting for force dipoles [A. M. Fiore et al., J. Chem. Phys. 146(12), 124116 (2017)]. The hydrodynamic mobility tensor, which is proportional to the covariance of particle Brownian displacements, is constructed as an Ewald sum in a novel way which guarantees that the real-space and wave-space contributions to the sum are independently symmetric and positive-definite for all possible particle configurations. This property of the Ewald sum is leveraged to rapidly sample the Brownian displacements from a superposition of statistically independent processes with the wave-space and real-space contributions as respective covariances. The cost of computing the Brownian displacements in this way is comparable to the cost of computing the deterministic displacements. The addition of a stresslet constraint to the over-damped particle
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Self-induced temperature gradients in Brownian dynamics
Devine, Jack; Jack, M. W.
2017-12-01
Brownian systems often surmount energy barriers by absorbing and emitting heat to and from their local environment. Usually, the temperature gradients created by this heat exchange are assumed to dissipate instantaneously. Here we relax this assumption to consider the case where Brownian dynamics on a time-independent potential can lead to self-induced temperature gradients. In the same way that externally imposed temperature gradients can cause directed motion, these self-induced gradients affect the dynamics of the Brownian system. The result is a coupling between the local environment and the Brownian subsystem. We explore the resulting dynamics and thermodynamics of these coupled systems and develop a robust method for numerical simulation. In particular, by focusing on one-dimensional situations, we show that self-induced temperature gradients reduce barrier-crossing rates. We also consider a heat engine and a heat pump based on temperature gradients induced by a Brownian system in a nonequilibrium potential.
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Biased Brownian dynamics for rate constant calculation.
Zou, G; Skeel, R D; Subramaniam, S
2000-01-01
An enhanced sampling method-biased Brownian dynamics-is developed for the calculation of diffusion-limited biomolecular association reaction rates with high energy or entropy barriers. Biased Brownian dynamics introduces a biasing force in addition to the electrostatic force between the reactants, and it associates a probability weight with each trajectory. A simulation loses weight when movement is along the biasing force and gains weight when movement is against the biasing force. The sampl...
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Cuetos, Alejandro; Patti, Alessandro
2015-08-01
We propose a simple but powerful theoretical framework to quantitatively compare Brownian dynamics (BD) and dynamic Monte Carlo (DMC) simulations of multicomponent colloidal suspensions. By extending our previous study focusing on monodisperse systems of rodlike colloids, here we generalize the formalism described there to multicomponent colloidal mixtures and validate it by investigating the dynamics in isotropic and liquid crystalline phases containing spherical and rodlike particles. In order to investigate the dynamics of multicomponent colloidal systems by DMC simulations, it is key to determine the elementary time step of each species and establish a unique timescale. This is crucial to consistently study the dynamics of colloidal particles with different geometry. By analyzing the mean-square displacement, the orientation autocorrelation functions, and the self part of the van Hove correlation functions, we show that DMC simulation is a very convenient and reliable technique to describe the stochastic dynamics of any multicomponent colloidal system. Our theoretical formalism can be easily extended to any colloidal system containing size and/or shape polydisperse particles.
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International Nuclear Information System (INIS)
Phillips, Carolyn L.; Anderson, Joshua A.; Glotzer, Sharon C.
2011-01-01
Highlights: → Molecular Dynamics codes implemented on GPUs have achieved two-order of magnitude computational accelerations. → Brownian Dynamics and Dissipative Particle Dynamics simulations require a large number of random numbers per time step. → We introduce a method for generating small batches of pseudorandom numbers distributed over many threads of calculations. → With this method, Dissipative Particle Dynamics is implemented on a GPU device without requiring thread-to-thread communication. - Abstract: Brownian Dynamics (BD), also known as Langevin Dynamics, and Dissipative Particle Dynamics (DPD) are implicit solvent methods commonly used in models of soft matter and biomolecular systems. The interaction of the numerous solvent particles with larger particles is coarse-grained as a Langevin thermostat is applied to individual particles or to particle pairs. The Langevin thermostat requires a pseudo-random number generator (PRNG) to generate the stochastic force applied to each particle or pair of neighboring particles during each time step in the integration of Newton's equations of motion. In a Single-Instruction-Multiple-Thread (SIMT) GPU parallel computing environment, small batches of random numbers must be generated over thousands of threads and millions of kernel calls. In this communication we introduce a one-PRNG-per-kernel-call-per-thread scheme, in which a micro-stream of pseudorandom numbers is generated in each thread and kernel call. These high quality, statistically robust micro-streams require no global memory for state storage, are more computationally efficient than other PRNG schemes in memory-bound kernels, and uniquely enable the DPD simulation method without requiring communication between threads.
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Self-assembly of actin monomers into long filaments: Brownian Dynamics simulations
DEFF Research Database (Denmark)
Shillcock, Julian C.
2009-01-01
Brownian dynamics simulations are used to study the dynamical process of self-assembly of actin monomers into long filaments containing up to 1000 actin protomers. In order to overcome the large separation of time scales between the diffusive motion of the freemonomers and the relatively slow....../detachment events. When a single filament is allowed to grow in a bath of constant concentration of free ADP-actin monomers, its growth rate increases linearly with the free monomer concentration in quantitative agreement with in vitro experiments. Theresults also show that the waiting time is governed by...
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Brownian dynamics simulations of insulin microspheres formation
Li, Wei; Chakrabarti, Amit; Gunton, James
2010-03-01
Recent experiments have indicated a novel, aqueous process of microsphere insulin fabrication based on controlled phase separation of protein from water-soluble polymers. We investigate the insulin microsphere crystal formation from insulin-PEG-water systems via 3D Brownian Dynamics simulations. We use the two component Asakura-Oosawa model to simulate the kinetics of this colloid polymer mixture. We first perform a deep quench below the liquid-crystal boundary that leads to fractal formation. We next heat the system to obtain a break-up of the fractal clusters and subsequently cool the system to obtain a spherical aggregation of droplets with a relatively narrow size distribution. We analyze the structure factor S(q) to identify the cluster dimension. S(q) crosses over from a power law q dependence of 1.8 (in agreement with DLCA) to 4 as q increases, which shows the evolution from fractal to spherical clusters. By studying the bond-order parameters, we find the phase transition from liquid-like droplets to crystals which exhibit local HCP and FCC order. This work is supported by grants from the NSF and Mathers Foundation.
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International Nuclear Information System (INIS)
Lee, Song Hi
2010-01-01
We presented a molecular dynamics (MD) simulation study of friction behavior between two very massive Brownian particles (BPs) oriented along the z axis with BP centers at -R 12 /2 and R 12 /2 in a Lennard-Jones solvent as a function of the inter-particle separation, R 12 . In order to fix the BPs in space an MD simulation method with the mass of the BP as 10 90 g/mol was employed in which the total momentum of the system was conserved. The cross friction coefficients of x- and y-components are nearly insensitive to R 12 but that of z-component varies with R 12 in good accord with the simple hydrodynamic approximation. On the other hand, the self-friction coefficients are estimated as a very small difference from the single particle friction coefficients, ξ 0 , at all inter-particle separations which agrees with the simple hydrodynamic approximation. Consequently ξ (-) xx is nearly independent of R 12 and equal to its asymptotic value of twice the single particle friction coefficient, and the other relative friction, ξ (-) zz , is in good agreement with the simple hydrodynamic approximation. Molecular theory of Brownian motion of a single heavy particle in a fluid had received a considerable attention in earlier years. After molecular dynamics (MD) simulation technique was utilized, this subject has been widely studied by a variety of MD simulation methods. The common issues here were about the long time behavior of the force and velocity autocorrelation functions, the system size dependent friction coefficient of a massive Brownian particle, and test of the Stokes-Einstein law
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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.
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Duan, Zhao-Wen; Li, Wei; Xie, Ping; Dou, Shuo-Xing; Wang, Peng-Ye
2010-04-01
Using Brownian dynamics simulation, we studied the effect of histone modifications on conformations of an array of nucleosomes in a segment of chromatin. The simulation demonstrated that the segment of chromatin shows the dynamic behaviour that its conformation can switch between a state with nearly all of the histones being wrapped by DNA and a state with nearly all of the histones being unwrapped by DNA, thus involving the “cross-talking" interactions among the histones. Each state can stay for a sufficiently long time. These conformational states are essential for gene expression or gene silence. The simulation also shows that these conformational states can be inherited by the daughter DNAs during DNA replication, giving a theoretical explanation of the epigenetic phenomenon.
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International Nuclear Information System (INIS)
Zhao-Wen, Duan; Wei, Li; Ping, Xie; Shuo-Xing, Dou; Peng-Ye, Wang
2010-01-01
Using Brownian dynamics simulation, we studied the effect of histone modifications on conformations of an array of nucleosomes in a segment of chromatin. The simulation demonstrated that the segment of chromatin shows the dynamic behaviour that its conformation can switch between a state with nearly all of the histones being wrapped by DNA and a state with nearly all of the histones being unwrapped by DNA, thus involving the “cross-talking” interactions among the histones. Each state can stay for a sufficiently long time. These conformational states are essential for gene expression or gene silence. The simulation also shows that these conformational states can be inherited by the daughter DNAs during DNA replication, giving a theoretical explanation of the epigenetic phenomenon. (cross-disciplinary physics and related areas of science and technology)
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From Brownian Dynamics to Markov Chain: An Ion Channel Example
Chen, Wan; Erban, Radek; Chapman, S. Jonathan
2014-01-01
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
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Brownian dynamics of aggregation kinetics of hard spheres with flexibele bounds
Rzepiela, A.A.; Opheusden, van J.; Vliet, van T.
2001-01-01
Brownian dynamics (BD) simulations have been performed on the aggregation dynamics of colloidal particles within the context of a ball-and-string model. Particles are treated as hard spheres that can bind irreversibly through a string attached to their surface. The model is set up to mimic some
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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.
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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.
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International Nuclear Information System (INIS)
Rigos, A.A.; Wilemski, G.
1992-01-01
The shear thinning behavior of a sterically stabilized nonaqueous colloidal suspension was investigated using nonequilibrium Brownian dynamics simulations of systems with 108 and 256 particles. At a volume fraction of 0.4, the suspension is thixotropic: it has a reversible shear thinning transition from a disordered state to an ordered, lamellar state with triangularly packed strings of particles. The time scale for the transition is set by the free particle diffusion constant. For the smaller system, the transition occurs gradually with increasing shear rate. For the larger system, the transition is sharp and discontinuous shear thinning is found. 34 refs., 9 figs., 1 tab
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Phillips, Carolyn L.; Anderson, Joshua A.; Glotzer, Sharon C.
2011-08-01
Brownian Dynamics (BD), also known as Langevin Dynamics, and Dissipative Particle Dynamics (DPD) are implicit solvent methods commonly used in models of soft matter and biomolecular systems. The interaction of the numerous solvent particles with larger particles is coarse-grained as a Langevin thermostat is applied to individual particles or to particle pairs. The Langevin thermostat requires a pseudo-random number generator (PRNG) to generate the stochastic force applied to each particle or pair of neighboring particles during each time step in the integration of Newton's equations of motion. In a Single-Instruction-Multiple-Thread (SIMT) GPU parallel computing environment, small batches of random numbers must be generated over thousands of threads and millions of kernel calls. In this communication we introduce a one-PRNG-per-kernel-call-per-thread scheme, in which a micro-stream of pseudorandom numbers is generated in each thread and kernel call. These high quality, statistically robust micro-streams require no global memory for state storage, are more computationally efficient than other PRNG schemes in memory-bound kernels, and uniquely enable the DPD simulation method without requiring communication between threads.
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International Nuclear Information System (INIS)
Bocquet, L.; Hansen, J.P.; Piasecki, J.
1997-01-01
In this work, we show that in any finite system, the binary friction tenser for two Brownian particles cannot be directly estimated from an evaluation of the microscopic Green Kubo formula, involving the time integral of force-force autocorrelation functions. This pitfall is associated with a subtle inversion of the thermodynamic and long-time limits and leads to spurious results for the estimates of the friction matrix based on molecular dynamics simulations. Starting from a careful analysis of the coupled Langevin equations for two interacting Brownian particles, we derive a method to circumvent these effects and extract the binary friction tenser from the correlation function matrix of the instantaneous forces exerted by the bath particles on the fixed Brownian particles, and from the relaxation of the total momentum of the bath in a finite system. The general methodology is applied to the case of two hard or soft Brownian spheres in a bath of light particles. Numerical estimates of the relevant correlation functions and of the resulting self and mutual components of the matrix of friction tensors are obtained by molecular dynamics simulations for various spacings between the Brownian particles
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Large Scale Brownian Dynamics of Confined Suspensions of Rigid Particles
Donev, Aleksandar; Sprinkle, Brennan; Balboa, Florencio; Patankar, Neelesh
2017-11-01
We introduce new numerical methods for simulating the dynamics of passive and active Brownian colloidal suspensions of particles of arbitrary shape sedimented near a bottom wall. The methods also apply for periodic (bulk) suspensions. Our methods scale linearly in the number of particles, and enable previously unprecedented simulations of tens to hundreds of thousands of particles. We demonstrate the accuracy and efficiency of our methods on a suspension of boomerang-shaped colloids. We also model recent experiments on active dynamics of uniform suspensions of spherical microrollers. This work was supported in part by the National Science Foundation under award DMS-1418706, and by the U.S. Department of Energy under award DE-SC0008271.
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Palanisamy, Duraivelan; den Otter, Wouter K.
2018-05-01
We present an efficient general method to simulate in the Stokesian limit the coupled translational and rotational dynamics of arbitrarily shaped colloids subject to external potential forces and torques, linear flow fields, and Brownian motion. The colloid's surface is represented by a collection of spherical primary particles. The hydrodynamic interactions between these particles, here approximated at the Rotne-Prager-Yamakawa level, are evaluated only once to generate the body's (11 × 11) grand mobility matrix. The constancy of this matrix in the body frame, combined with the convenient properties of quaternions in rotational Brownian Dynamics, enables an efficient simulation of the body's motion. Simulations in quiescent fluids yield correct translational and rotational diffusion behaviour and sample Boltzmann's equilibrium distribution. Simulations of ellipsoids and spherical caps under shear, in the absence of thermal fluctuations, yield periodic orbits in excellent agreement with the theories by Jeffery and Dorrepaal. The time-varying stress tensors provide the Einstein coefficient and viscosity of dilute suspensions of these bodies.
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Energy Technology Data Exchange (ETDEWEB)
Dubina, Sean Hyun, E-mail: sdubin2@uic.edu; Wedgewood, Lewis Edward, E-mail: wedge@uic.edu [Department of Chemical Engineering, University of Illinois at Chicago, 810 S. Clinton St. (MC 110), Chicago, Illinois 60607-4408 (United States)
2016-07-15
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.
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International Nuclear Information System (INIS)
Dubina, Sean Hyun; Wedgewood, Lewis Edward
2016-01-01
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.
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Butler, Jason E.; Shaqfeh, Eric S. G.
2005-01-01
Using methods adapted from the simulation of suspension dynamics, we have developed a Brownian dynamics algorithm with multibody hydrodynamic interactions for simulating the dynamics of polymer molecules. The polymer molecule is modeled as a chain composed of a series of inextensible, rigid rods with constraints at each joint to ensure continuity of the chain. The linear and rotational velocities of each segment of the polymer chain are described by the slender-body theory of Batchelor [J. Fluid Mech. 44, 419 (1970)]. To include hydrodynamic interactions between the segments of the chain, the line distribution of forces on each segment is approximated by making a Legendre polynomial expansion of the disturbance velocity on the segment, where the first two terms of the expansion are retained in the calculation. Thus, the resulting linear force distribution is specified by a center of mass force, couple, and stresslet on each segment. This method for calculating the hydrodynamic interactions has been successfully used to simulate the dynamics of noncolloidal suspensions of rigid fibers [O. G. Harlen, R. R. Sundararajakumar, and D. L. Koch, J. Fluid Mech. 388, 355 (1999); J. E. Butler and E. S. G. Shaqfeh, J. Fluid Mech. 468, 204 (2002)]. The longest relaxation time and center of mass diffusivity are among the quantities calculated with the simulation technique. Comparisons are made for different levels of approximation of the hydrodynamic interactions, including multibody interactions, two-body interactions, and the "freely draining" case with no interactions. For the short polymer chains studied in this paper, the results indicate a difference in the apparent scaling of diffusivity with polymer length for the multibody versus two-body level of approximation for the hydrodynamic interactions.
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Hsieh, Chih-Chen; Jain, Semant; Larson, Ronald G
2006-01-28
A very stiff finitely extensible nonlinear elastic (FENE)-Fraenkel spring is proposed to replace the rigid rod in the bead-rod model. This allows the adoption of a fast predictor-corrector method so that large time steps can be taken in Brownian dynamics (BD) simulations without over- or understretching the stiff springs. In contrast to the simple bead-rod model, BD simulations with beads and FENE-Fraenkel (FF) springs yield a random-walk configuration at equilibrium. We compare the simulation results of the free-draining bead-FF-spring model with those for the bead-rod model in relaxation, start-up of uniaxial extensional, and simple shear flows, and find that both methods generate nearly identical results. The computational cost per time step for a free-draining BD simulation with the proposed bead-FF-spring model is about twice as high as the traditional bead-rod model with the midpoint algorithm of Liu [J. Chem. Phys. 90, 5826 (1989)]. Nevertheless, computations with the bead-FF-spring model are as efficient as those with the bead-rod model in extensional flow because the former allows larger time steps. Moreover, the Brownian contribution to the stress for the bead-FF-spring model is isotropic and therefore simplifies the calculation of the polymer stresses. In addition, hydrodynamic interaction can more easily be incorporated into the bead-FF-spring model than into the bead-rod model since the metric force arising from the non-Cartesian coordinates used in bead-rod simulations is absent from bead-spring simulations. Finally, with our newly developed bead-FF-spring model, existing computer codes for the bead-spring models can trivially be converted to ones for effective bead-rod simulations merely by replacing the usual FENE or Cohen spring law with a FENE-Fraenkel law, and this convertibility provides a very convenient way to perform multiscale BD simulations.
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Hoda, Nazish; Kumar, Satish
2007-12-01
The adsorption of single polyelectrolyte molecules in shear flow is studied using Brownian dynamics simulations with hydrodynamic interaction (HI). Simulations are performed with bead-rod and bead-spring chains, and electrostatic interactions are incorporated through a screened Coulombic potential with excluded volume accounted for by the repulsive part of a Lennard-Jones potential. A correction to the Rotne-Prager-Yamakawa tensor is derived that accounts for the presence of a planar wall. The simulations show that migration away from an uncharged wall, which is due to bead-wall HI, is enhanced by increases in the strength of flow and intrachain electrostatic repulsion, consistent with kinetic theory predictions. When the wall and polyelectrolyte are oppositely charged, chain behavior depends on the strength of electrostatic screening. For strong screening, chains get depleted from a region close to the wall and the thickness of this depletion layer scales as N1/3Wi2/3 at high Wi, where N is the chain length and Wi is the Weissenberg number. At intermediate screening, bead-wall electrostatic attraction competes with bead-wall HI, and it is found that there is a critical Weissenberg number for desorption which scales as N-1/2κ-3(lB∣σq∣)3/2, where κ is the inverse screening length, lB is the Bjerrum length, σ is the surface charge density, and q is the bead charge. When the screening is weak, adsorbed chains are observed to align in the vorticity direction at low shear rates due to the effects of repulsive intramolecular interactions. At higher shear rates, the chains align in the flow direction. The simulation method and results of this work are expected to be useful for a number of applications in biophysics and materials science in which polyelectrolyte adsorption plays a key role.
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Cosseddu, Salvatore M.; Khovanov, Igor A.; 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 u...
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Directory of Open Access Journals (Sweden)
Chen Song
Full Text Available The macroscopic Nernst-Planck (NP theory has often been used for predicting ion channel currents in recent years, but the validity of this theory at the microscopic scale has not been tested. In this study we systematically tested the ability of the NP theory to accurately predict channel currents by combining and comparing the results with those of Brownian dynamics (BD simulations. To thoroughly test the theory in a range of situations, calculations were made in a series of simplified cylindrical channels with radii ranging from 3 to 15 Å, in a more complex 'catenary' channel, and in a realistic model of the mechanosensitive channel MscS. The extensive tests indicate that the NP equation is applicable in narrow ion channels provided that accurate concentrations and potentials can be input as the currents obtained from the combination of BD and NP match well with those obtained directly from BD simulations, although some discrepancies are seen when the ion concentrations are not radially uniform. This finding opens a door to utilising the results of microscopic simulations in continuum theory, something that is likely to be useful in the investigation of a range of biophysical and nano-scale applications and should stimulate further studies in this direction.
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Song, Chen; Corry, Ben
2011-01-01
The macroscopic Nernst-Planck (NP) theory has often been used for predicting ion channel currents in recent years, but the validity of this theory at the microscopic scale has not been tested. In this study we systematically tested the ability of the NP theory to accurately predict channel currents by combining and comparing the results with those of Brownian dynamics (BD) simulations. To thoroughly test the theory in a range of situations, calculations were made in a series of simplified cylindrical channels with radii ranging from 3 to 15 Å, in a more complex 'catenary' channel, and in a realistic model of the mechanosensitive channel MscS. The extensive tests indicate that the NP equation is applicable in narrow ion channels provided that accurate concentrations and potentials can be input as the currents obtained from the combination of BD and NP match well with those obtained directly from BD simulations, although some discrepancies are seen when the ion concentrations are not radially uniform. This finding opens a door to utilising the results of microscopic simulations in continuum theory, something that is likely to be useful in the investigation of a range of biophysical and nano-scale applications and should stimulate further studies in this direction.
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Vijaykumar, Adithya; Ouldridge, Thomas E.; ten Wolde, Pieter Rein; Bolhuis, Peter G.
2017-03-01
The modeling of complex reaction-diffusion processes in, for instance, cellular biochemical networks or self-assembling soft matter can be tremendously sped up by employing a multiscale algorithm which combines the mesoscopic Green's Function Reaction Dynamics (GFRD) method with explicit stochastic Brownian, Langevin, or deterministic molecular dynamics to treat reactants at the microscopic scale [A. Vijaykumar, P. G. Bolhuis, and P. R. ten Wolde, J. Chem. Phys. 143, 214102 (2015)]. Here we extend this multiscale MD-GFRD approach to include the orientational dynamics that is crucial to describe the anisotropic interactions often prevalent in biomolecular systems. We present the novel algorithm focusing on Brownian dynamics only, although the methodology is generic. We illustrate the novel algorithm using a simple patchy particle model. After validation of the algorithm, we discuss its performance. The rotational Brownian dynamics MD-GFRD multiscale method will open up the possibility for large scale simulations of protein signalling networks.
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3-d brownian motion simulator for high-sensitivity nanobiotechnological applications.
Toth, Arpád; Banky, Dániel; Grolmusz, Vince
2011-12-01
A wide variety of nanobiotechnologic applications are being developed for nanoparticle based in vitro diagnostic and imaging systems. Some of these systems make possible highly sensitive detection of molecular biomarkers. Frequently, the very low concentration of the biomarkers makes impossible the classical, partial differential equation-based mathematical simulation of the motion of the nanoparticles involved. We present a three-dimensional Brownian motion simulation tool for the prediction of the movement of nanoparticles in various thermal, viscosity, and geometric settings in a rectangular cuvette. For nonprofit users the server is freely available at the site http://brownian.pitgroup.org.
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Brownian motion, dynamical randomness and irreversibility
International Nuclear Information System (INIS)
Gaspard, Pierre
2005-01-01
A relationship giving the entropy production as the difference between a time-reversed entropy per unit time and the standard one is applied to stochastic processes of diffusion of Brownian particles between two reservoirs at different concentrations. The entropy production in the nonequilibrium steady state is interpreted in terms of a time asymmetry in the dynamical randomness between the forward and backward paths of the diffusion process
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Quantum dynamical framework for Brownian heat engines
Agarwal, G. S.; Chaturvedi, S.
2013-07-01
We present a self-contained formalism modeled after the Brownian motion of a quantum harmonic oscillator for describing the performance of microscopic Brownian heat engines such as Carnot, Stirling, and Otto engines. Our theory, besides reproducing the standard thermodynamics results in the steady state, enables us to study the role dissipation plays in determining the efficiency of Brownian heat engines under actual laboratory conditions. In particular, we analyze in detail the dynamics associated with decoupling a system in equilibrium with one bath and recoupling it to another bath and obtain exact analytical results, which are shown to have significant ramifications on the efficiencies of engines involving such a step. We also develop a simple yet powerful technique for computing corrections to the steady state results arising from finite operation time and use it to arrive at the thermodynamic complementarity relations for various operating conditions and also to compute the efficiencies of the three engines cited above at maximum power. Some of the methods and exactly solvable models presented here are interesting in their own right and could find useful applications in other contexts as well.
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Large scale Brownian dynamics of confined suspensions of rigid particles
Sprinkle, Brennan; Balboa Usabiaga, Florencio; Patankar, Neelesh A.; Donev, Aleksandar
2017-12-01
We introduce methods for large-scale Brownian Dynamics (BD) simulation of many rigid particles of arbitrary shape suspended in a fluctuating fluid. Our method adds Brownian motion to the rigid multiblob method [F. Balboa Usabiaga et al., Commun. Appl. Math. Comput. Sci. 11(2), 217-296 (2016)] at a cost comparable to the cost of deterministic simulations. We demonstrate that we can efficiently generate deterministic and random displacements for many particles using preconditioned Krylov iterative methods, if kernel methods to efficiently compute the action of the Rotne-Prager-Yamakawa (RPY) mobility matrix and its "square" root are available for the given boundary conditions. These kernel operations can be computed with near linear scaling for periodic domains using the positively split Ewald method. Here we study particles partially confined by gravity above a no-slip bottom wall using a graphical processing unit implementation of the mobility matrix-vector product, combined with a preconditioned Lanczos iteration for generating Brownian displacements. We address a major challenge in large-scale BD simulations, capturing the stochastic drift term that arises because of the configuration-dependent mobility. Unlike the widely used Fixman midpoint scheme, our methods utilize random finite differences and do not require the solution of resistance problems or the computation of the action of the inverse square root of the RPY mobility matrix. We construct two temporal schemes which are viable for large-scale simulations, an Euler-Maruyama traction scheme and a trapezoidal slip scheme, which minimize the number of mobility problems to be solved per time step while capturing the required stochastic drift terms. We validate and compare these schemes numerically by modeling suspensions of boomerang-shaped particles sedimented near a bottom wall. Using the trapezoidal scheme, we investigate the steady-state active motion in dense suspensions of confined microrollers, whose
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International Nuclear Information System (INIS)
Bernado, Pau; Fernandes, Miguel X.; Jacobs, Doris M.; Fiebig, Klaus; Garcia de la Torre, Jose; Pons, Miquel
2004-01-01
Many important proteins contain multiple domains connected by flexible linkers. Inter-domain motion is suggested to play a key role in many processes involving molecular recognition. Heteronuclear NMR relaxation is sensitive to motions in the relevant time scales and could provide valuable information on the dynamics of multi-domain proteins. However, the standard analysis based on the separation of global tumbling and fast local motions is no longer valid for multi-domain proteins undergoing internal motions involving complete domains and that take place on the same time scale than the overall motion.The complexity of the motions experienced even for the simplest two-domain proteins are difficult to capture with simple extensions of the classical Lipari-Szabo approach. Hydrodynamic effects are expected to dominate the motion of the individual globular domains, as well as that of the complete protein. Using Pin1 as a test case, we have simulated its motion at the microsecond time scale, at a reasonable computational expense, using Brownian Dynamic simulations on simplified models. The resulting trajectories provide insight on the interplay between global and inter-domain motion and can be analyzed using the recently published method of isotropic Reorientational Mode Dynamics which offer a way of calculating their contribution to heteronuclear relaxation rates. The analysis of trajectories computed with Pin1 models of different flexibility provides a general framework to understand the dynamics of multi-domain proteins and explains some of the observed features in the relaxation rate profile of free Pin1
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Energy Technology Data Exchange (ETDEWEB)
Bernado, Pau [Institut de Biologie Structurale, Jean Pierre Ebel (France); Fernandes, Miguel X. [Universidad de Murcia, Departamento de Quimica Fisica, Facultad de Quimica (Spain); Jacobs, Doris M. [Johann Wolfgang Goethe-Universitaet Frankfurt, Institut fuer Organische Chemie und Chemische Biologie (Germany); Fiebig, Klaus [Affinium Pharmaceuticals (Canada); Garcia de la Torre, Jose [Universidad de Murcia, Departamento de Quimica Fisica, Facultad de Quimica (Spain); Pons, Miquel [Laboratori de RMN de Biomolecules, Parc Cientific de Barcelona (Spain)], E-mail: mpons@ub.edu
2004-05-15
Many important proteins contain multiple domains connected by flexible linkers. Inter-domain motion is suggested to play a key role in many processes involving molecular recognition. Heteronuclear NMR relaxation is sensitive to motions in the relevant time scales and could provide valuable information on the dynamics of multi-domain proteins. However, the standard analysis based on the separation of global tumbling and fast local motions is no longer valid for multi-domain proteins undergoing internal motions involving complete domains and that take place on the same time scale than the overall motion.The complexity of the motions experienced even for the simplest two-domain proteins are difficult to capture with simple extensions of the classical Lipari-Szabo approach. Hydrodynamic effects are expected to dominate the motion of the individual globular domains, as well as that of the complete protein. Using Pin1 as a test case, we have simulated its motion at the microsecond time scale, at a reasonable computational expense, using Brownian Dynamic simulations on simplified models. The resulting trajectories provide insight on the interplay between global and inter-domain motion and can be analyzed using the recently published method of isotropic Reorientational Mode Dynamics which offer a way of calculating their contribution to heteronuclear relaxation rates. The analysis of trajectories computed with Pin1 models of different flexibility provides a general framework to understand the dynamics of multi-domain proteins and explains some of the observed features in the relaxation rate profile of free Pin1.
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New methods for simulation of fractional Brownian motion
International Nuclear Information System (INIS)
Yin, Z.M.
1996-01-01
We present new algorithms for simulation of fractional Brownian motion (fBm) which comprises a set of important random functions widely used in geophysical and physical modeling, fractal image (landscape) simulating, and signal processing. The new algorithms, which are both accurate and efficient, allow us to generate not only a one-dimensional fBm process, but also two- and three-dimensional fBm fields. 23 refs., 3 figs
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Static structure of active Brownian hard disks
de Macedo Biniossek, N.; Löwen, H.; Voigtmann, Th; Smallenburg, F.
2018-02-01
We explore the changes in static structure of a two-dimensional system of active Brownian particles (ABP) with hard-disk interactions, using event-driven Brownian dynamics simulations. In particular, the effect of the self-propulsion velocity and the rotational diffusivity on the orientationally-averaged fluid structure factor is discussed. Typically activity increases structural ordering and generates a structure factor peak at zero wave vector which is a precursor of motility-induced phase separation. Our results provide reference data to test future statistical theories for the fluid structure of active Brownian systems. This manuscript was submitted for the special issue of the Journal of Physics: Condensed Matter associated with the Liquid Matter Conference 2017.
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Density profiles of granular gases studied by molecular dynamics and Brownian bridges
Peñuñuri, F.; Montoya, J. A.; Carvente, O.
2018-02-01
Despite the inherent frictional forces and dissipative collisions, confined granular matter can be regarded as a system in a stationary state if we inject energy continuously. Under these conditions, both the density and the granular temperature are, in general, non-monotonic variables along the height of the container. In consequence, an analytical description of a granular system is hard to conceive. Here, by using molecular dynamics simulations, we measure the packing fraction profiles for a vertically vibrating three-dimensional granular system in several gaseous-like stationary states. We show that by using the Brownian bridge concept, the determined packing fraction profiles can be reproduced accurately and give a complete description of the distribution of the particles inside the simulation box.
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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.
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Brownian motion in short range random potentials
International Nuclear Information System (INIS)
Romero, A.H.; Romero, A.H.; Sancho, J.M.
1998-01-01
A numerical study of Brownian motion of noninteracting particles in random potentials is presented. The dynamics are modeled by Langevin equations in the high friction limit. The random potentials are Gaussian distributed and short ranged. The simulations are performed in one and two dimensions. Different dynamical regimes are found and explained. Effective subdiffusive exponents are obtained and commented on. copyright 1998 The American Physical Society
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International Nuclear Information System (INIS)
Bocquet, L.; Hansen, J.P.; Piasecki, J.
1994-01-01
The friction coefficient γ exerted by a hard-sphere fluid on an infinitely massive Brownian sphere is calculated for several size ratios Σ/σ where Σ and σ are the diameters of the Brownian and fluid spheres, respectively. The exact microscopic expression derived in part I of this work from kinetic theory is transformed and shown to be proportional to the time integral of the autocorrelation function of the momentum transferred from the fluid to the Brownian sphere during instantaneous collisions. Three different methods are described to extract the friction coefficient from molecular dynamics simulations carried out on finite systems. The three independent methods lead to estimates of γ which agree within statistical errors (typically 5%). The results are compared to the predictions of Enskog theory and of the hydrodynamic Stokes law. The former breaks down as the size ratio and/or the packing fraction of the fluid increase. Somewhat surprisingly, Stokes' law is found to hold with stick boundary conditions, in the range 1 ≤ Σ/σ ≤ 4.5 explored in the present simulations, with a hydrodynamic diameter d=Σ. The analysis of the molecular dynamics data on the basis of Stokes' law with slip boundary conditions is less conclusive, although the right trend is found as Σ/σ increases
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Critique of the Brownian approximation to the generalized Langevin equation in lattice dynamics
International Nuclear Information System (INIS)
Diestler, D.J.; Riley, M.E.
1985-01-01
We consider the classical motion of a harmonic lattice in which only those atoms in a certain subset of the lattice (primary zone) may interact with an external force. The formally exact generalized Langevin equation (GLE) for the primary zone is an appropriate description of the dynamics. We examine a previously proposed Brownian, or frictional damping, approximation that reduces the GLE to a set of coupled ordinary Langevin equations for the primary atoms. It is shown that the solution of these equations can contain undamped motion if there is more than one atom in the primary zone. Such motion is explicitly demonstrated for a model that has been used to describe energy transfer in atom--surface collisions. The inability of the standard Brownian approximation to yield an acceptable, physically meaningful result for primary zones comprising more than one atom suggests that the Brownian approximation may introduce other spurious dynamical effects. Further work on damping of correlated motion in lattices is needed
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Energy Technology Data Exchange (ETDEWEB)
Okada, Kazuya [School of Akita Prefectural University, Yurihonjo (Japan); Satoh, Akira, E-mail: asatoh@akita-pu.ac.jp [Department of Machine Intelligence and System Engineering, Akita Prefectural University, Yurihonjo (Japan)
2017-09-01
Highlights: • Monte Carlo simulations have been employed for the aggregate structures. • Brownian dynamics simulations have been employed for the magneto-rheology. • Even a weak shear flow induces a significant regime change in the aggregates. • A strong external magnetic field drastically changes the aggregates. • The dependence of the viscosity on these factors is governed in a complex manner. - Abstract: In the present study, we address a suspension composed ferromagnetic rod-like particles to elucidate a regime change in the aggregate structures and the magneto-rheological characteristics. Monte Carlo simulations have been employed for investigating the aggregate structures in thermodynamic equilibrium, and Brownian dynamics simulations for magneto-rheological features in a simple shear flow. The main results obtained here are summarized as follows. For the case of thermodynamic equilibrium, the rod-like particles aggregate to form thick chain-like clusters and the neighboring clusters incline in opposite directions. If the external magnetic field is increased, the thick chain-like clusters in the magnetic field direction grow thicker by adsorbing the neighboring clusters that incline in the opposite direction. Hence, a significant phase change in the particle aggregates is not induced by an increase in the magnetic field strength. For the case of a simple shear flow, even a weak shear flow induces a significant regime change from the thick chain-like clusters of thermodynamic equilibrium into wall-like aggregates composed of short raft-like clusters. A strong external magnetic field drastically changes these aggregates into wall-like aggregates composed of thick chain-like clusters rather than the short raft-like clusters. The internal structure of these aggregates is not strongly influenced by a shear flow, and the formation of the short raft-like clusters is maintained inside the aggregates. The main contribution to the net viscosity is the
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Bosko, Jaroslaw T.; Ravi Prakash, J.
2008-01-01
Structure and transport properties of dendrimers in dilute solution are studied with the aid of Brownian dynamics simulations. To investigate the effect of molecular topology on the properties, linear chain, star, and dendrimer molecules of comparable molecular weights are studied. A bead-spring chain model with finitely extensible springs and fluctuating hydrodynamic interactions is used to represent polymer molecules under Θ conditions. Structural properties as well as the diffusivity and zero-shear-rate intrinsic viscosity of polymers with varied degrees of branching are analyzed. Results for the free-draining case are compared to and found in very good agreement with the Rouse model predictions. Translational diffusivity is evaluated and the difference between the short-time and long-time behavior due to dynamic correlations is observed. Incorporation of hydrodynamic interactions is found to be sufficient to reproduce the maximum in the intrinsic viscosity versus molecular weight observed experimentally for dendrimers. Results of the nonequilibrium Brownian dynamics simulations of dendrimers and linear chain polymers subjected to a planar shear flow in a wide range of strain rates are also reported. The flow-induced molecular deformation of molecules is found to decrease hydrodynamic interactions and lead to the appearance of shear thickening. Further, branching is found to suppress flow-induced molecular alignment and deformation.
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Siksik, May; Krishnamurthy, Vikram
2017-09-01
This paper proposes a multi-dielectric Brownian dynamics simulation framework for design-space-exploration (DSE) studies of ion-channel permeation. The goal of such DSE studies is to estimate the channel modeling-parameters that minimize the mean-squared error between the simulated and expected "permeation characteristics." To address this computational challenge, we use a methodology based on statistical inference that utilizes the knowledge of channel structure to prune the design space. We demonstrate the proposed framework and DSE methodology using a case study based on the KcsA ion channel, in which the design space is successfully reduced from a 6-D space to a 2-D space. Our results show that the channel dielectric map computed using the framework matches with that computed directly using molecular dynamics with an error of 7%. Finally, the scalability and resolution of the model used are explored, and it is shown that the memory requirements needed for DSE remain constant as the number of parameters (degree of heterogeneity) increases.
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First passage Brownian functional properties of snowmelt dynamics
Dubey, Ashutosh; Bandyopadhyay, Malay
2018-04-01
In this paper, we model snow-melt dynamics in terms of a Brownian motion (BM) with purely time dependent drift and difusion and examine its first passage properties by suggesting and examining several Brownian functionals which characterize the lifetime and reactivity of such stochastic processes. We introduce several probability distribution functions (PDFs) associated with such time dependent BMs. For instance, for a BM with initial starting point x0, we derive analytical expressions for : (i) the PDF P(tf|x0) of the first passage time tf which specify the lifetime of such stochastic process, (ii) the PDF P(A|x0) of the area A till the first passage time and it provides us numerous valuable information about the total fresh water availability during melting, (iii) the PDF P(M) associated with the maximum size M of the BM process before the first passage time, and (iv) the joint PDF P(M; tm) of the maximum size M and its occurrence time tm before the first passage time. These P(M) and P(M; tm) are useful in determining the time of maximum fresh water availability and in calculating the total maximum amount of available fresh water. These PDFs are examined for the power law time dependent drift and diffusion which matches quite well with the available data of snowmelt dynamics.
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Fornés, José A
2010-01-15
We use the Brownian dynamics with hydrodynamic interactions simulation in order to describe the movement of a elastically coupled dimer Brownian motor in a ratchet potential. The only external forces considered in our system were the load, the random thermal noise and an unbiased thermal fluctuation. For a given set of parameters we observe direct movement against the load force if hydrodynamic interactions were considered.
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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
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Brownian Agents and Active Particles: Collective Dynamics in the Natural and Social Sciences
International Nuclear Information System (INIS)
McKane, Alan
2003-01-01
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
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Mielke, Steven P.; Grønbech-Jensen, Niels; Krishnan, V. V.; Fink, William H.; Benham, Craig J.
2005-09-01
The topological state of DNA in vivo is dynamically regulated by a number of processes that involve interactions with bound proteins. In one such process, the tracking of RNA polymerase along the double helix during transcription, restriction of rotational motion of the polymerase and associated structures, generates waves of overtwist downstream and undertwist upstream from the site of transcription. The resulting superhelical stress is often sufficient to drive double-stranded DNA into a denatured state at locations such as promoters and origins of replication, where sequence-specific duplex opening is a prerequisite for biological function. In this way, transcription and other events that actively supercoil the DNA provide a mechanism for dynamically coupling genetic activity with regulatory and other cellular processes. Although computer modeling has provided insight into the equilibrium dynamics of DNA supercoiling, to date no model has appeared for simulating sequence-dependent DNA strand separation under the nonequilibrium conditions imposed by the dynamic introduction of torsional stress. Here, we introduce such a model and present results from an initial set of computer simulations in which the sequences of dynamically superhelical, 147 base pair DNA circles were systematically altered in order to probe the accuracy with which the model can predict location, extent, and time of stress-induced duplex denaturation. The results agree both with well-tested statistical mechanical calculations and with available experimental information. Additionally, we find that sites susceptible to denaturation show a propensity for localizing to supercoil apices, suggesting that base sequence determines locations of strand separation not only through the energetics of interstrand interactions, but also by influencing the geometry of supercoiling.
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Interacting Brownian Swarms: Some Analytical Results
Directory of Open Access Journals (Sweden)
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.
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Biased and flow driven Brownian motion in periodic channels
Martens, S.; Straube, A.; Schmid, G.; Schimansky-Geier, L.; Hänggi, P.
2012-02-01
In this talk we will present an expansion of the common Fick-Jacobs approximation to hydrodynamically as well as by external forces driven Brownian transport in two-dimensional channels exhibiting smoothly varying periodic cross-section. We employ an asymptotic analysis to the components of the flow field and to stationary probability density for finding the particles within the channel in a geometric parameter. We demonstrate that the problem of biased Brownian dynamics in a confined 2D geometry can be replaced by Brownian motion in an effective periodic one-dimensional potential ψ(x) which takes the external bias, the change of the local channel width, and the flow velocity component in longitudinal direction into account. In addition, we study the influence of the external force magnitude, respectively, the pressure drop of the fluid on the particle transport quantities like the averaged velocity and the effective diffusion coefficient. The critical ratio between the external force and pressure drop where the average velocity equals zero is identified and the dependence of the latter on the channel geometry is derived. Analytic findings are confirmed by numerical simulations of the particle dynamics in a reflection symmetric sinusoidal channel.
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Molecular dynamics test of the Brownian description of Na+ motion in water
International Nuclear Information System (INIS)
Wilson, M.A.; Pohorille, A.; Pratt, L.R.
1985-01-01
The autocorrelation function of the velocity of an infinitely dilute Na + ion in aqueous solution, and the autocorrelation function of the force exerted on a stationary Na + under the same conditions are evaluated by molecular dynamics calculations. The results are used to test the accuracy of Brownian motion assumptions which are basic to hydrodynamic models of ion dynamics in solution. The self-diffusion coefficient of the Na + ion predicted by Brownian motion theory is (0.65 +- 0.1) x 10 -5 cm 2 /s. This value is about 60% greater than the one obtained for the proper dynamics of the finite mass ion, (0.4 +- 0.1) x 10 -5 cm 2 /s. The numerically correct velocity autocorrelation function is nonexponential, and the autocorrelation of the force on the stationary ion does not decay faster than the ion velocity autocorrelation function. Motivated by previous hydrodynamic modeling of friction kernels, we examine the approximation in which the memory function for the velocity autocorrelation function is identified with the autocorrelation function of the force on the stationary ion. The overall agreement between this approximation for the velocity autocorrelation function and the numerically correct answer is quite good
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Studying protein assembly with reversible Brownian dynamics of patchy particles
International Nuclear Information System (INIS)
Klein, Heinrich C. R.; Schwarz, Ulrich S.
2014-01-01
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
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Studying protein assembly with reversible Brownian dynamics of patchy particles
Energy Technology Data Exchange (ETDEWEB)
Klein, Heinrich C. R. [Institute for Theoretical Physics, Heidelberg University, 69120 Heidelberg (Germany); Schwarz, Ulrich S., E-mail: ulrich.schwarz@bioquant.uni-heidelberg.de [Institute for Theoretical Physics, Heidelberg University, 69120 Heidelberg (Germany); BioQuant, Heidelberg University, 69120 Heidelberg (Germany)
2014-05-14
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.
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Swarming behavior of gradient-responsive Brownian particles in a porous medium
Grančič, Peter; Štěpánek, František
2012-07-01
Active targeting by Brownian particles in a fluid-filled porous environment is investigated by computer simulation. The random motion of the particles is enhanced by diffusiophoresis with respect to concentration gradients of chemical signals released by the particles in the proximity of a target. The mathematical model, based on a combination of the Brownian dynamics method and a diffusion problem is formulated in terms of key parameters that include the particle diffusiophoretic mobility and the signaling threshold (the distance from the target at which the particles release their chemical signals). The results demonstrate that even a relatively simple chemical signaling scheme can lead to a complex collective behavior of the particles and can be a very efficient way of guiding a swarm of Brownian particles towards a target, similarly to the way colonies of living cells communicate via secondary messengers.
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Linear response approach to active Brownian particles in time-varying activity fields
Merlitz, Holger; Vuijk, Hidde D.; Brader, Joseph; Sharma, Abhinav; Sommer, Jens-Uwe
2018-05-01
In a theoretical and simulation study, active Brownian particles (ABPs) in three-dimensional bulk systems are exposed to time-varying sinusoidal activity waves that are running through the system. A linear response (Green-Kubo) formalism is applied to derive fully analytical expressions for the torque-free polarization profiles of non-interacting particles. The activity waves induce fluxes that strongly depend on the particle size and may be employed to de-mix mixtures of ABPs or to drive the particles into selected areas of the system. Three-dimensional Langevin dynamics simulations are carried out to verify the accuracy of the linear response formalism, which is shown to work best when the particles are small (i.e., highly Brownian) or operating at low activity levels.
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Tyagi, Neha; Cherayil, Binny J.
2018-03-01
The increasingly widespread occurrence in complex fluids of particle motion that is both Brownian and non-Gaussian has recently been found to be successfully modeled by a process (frequently referred to as ‘diffusing diffusivity’) in which the white noise that governs Brownian diffusion is itself stochastically modulated by either Ornstein–Uhlenbeck dynamics or by two-state noise. But the model has so far not been able to account for an aspect of non-Gaussian Brownian motion that is also commonly observed: a non-monotonic decay of the parameter that quantifies the extent of deviation from Gaussian behavior. In this paper, we show that the inclusion of memory effects in the model—via a generalized Langevin equation—can rationalise this phenomenon.
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A multiscale guide to Brownian motion
International Nuclear Information System (INIS)
Grebenkov, Denis S; Belyaev, Dmitry; Jones, Peter W
2016-01-01
We revise the Lévy construction of Brownian motion as a simple though rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based ‘geometrical features’ at multiple length scales with random weights. Such a wavelet representation gives a closed formula mapping of the unit interval onto the functional space of Brownian paths. This formula elucidates many classical results about Brownian motion (e.g., non-differentiability of its path), providing an intuitive feeling for non-mathematicians. The illustrative character of the wavelet representation, along with the simple structure of the underlying probability space, is different from the usual presentation of most classical textbooks. Similar concepts are discussed for the Brownian bridge, fractional Brownian motion, the Ornstein-Uhlenbeck process, Gaussian free fields, and fractional Gaussian fields. Wavelet representations and dyadic decompositions form the basis of many highly efficient numerical methods to simulate Gaussian processes and fields, including Brownian motion and other diffusive processes in confining domains. (topical review)
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Directory of Open Access Journals (Sweden)
O. V. Shavykin
2016-09-01
Full Text Available The Brownian dynamics method has been used to study the effect of the branching asymmetry on the local orientational mobility of segments and bonds in dendrimers in good solvent. “Coarse-grained” models of flexible dendrimers with different branching symmetry but with the same average segment length were considered. The frequency dependences of the rate of the spin-lattice relaxation nuclear magnetic resonance (NMR [1/T1H(H] for segments or bonds located at different distances from terminal monomers were calculated. After the exclusion of the contribution of the overall dendrimer rotation the position of the maxima of the frequency dependences [1/T1H(ωH] for different segments with the same length doesn’t depend on their location inside a dendrimer both for phantom models and for models with excluded volume interactions. This effect doesn’t depend also on the branching symmetry, but the position of the maximum [1/T1H(ωH] is determined by the segment length. For bonds inside segments the positions of the maximum [1/T1H(ωH] coincide for all models considered. Therefore, the obtained earlier conclusion about the weak influence of the excluded volume interactions on the local dynamics in the flexible symmetric dendrimers can be generalized for dendrimers with an asymmetric branching.
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Coupling of lever arm swing and biased Brownian motion in actomyosin.
Directory of Open Access Journals (Sweden)
Qing-Miao Nie
2014-04-01
Full Text Available An important unresolved problem associated with actomyosin motors is the role of Brownian motion in the process of force generation. On the basis of structural observations of myosins and actins, the widely held lever-arm hypothesis has been proposed, in which proteins are assumed to show sequential structural changes among observed and hypothesized structures to exert mechanical force. An alternative hypothesis, the Brownian motion hypothesis, has been supported by single-molecule experiments and emphasizes more on the roles of fluctuating protein movement. In this study, we address the long-standing controversy between the lever-arm hypothesis and the Brownian motion hypothesis through in silico observations of an actomyosin system. We study a system composed of myosin II and actin filament by calculating free-energy landscapes of actin-myosin interactions using the molecular dynamics method and by simulating transitions among dynamically changing free-energy landscapes using the Monte Carlo method. The results obtained by this combined multi-scale calculation show that myosin with inorganic phosphate (Pi and ADP weakly binds to actin and that after releasing Pi and ADP, myosin moves along the actin filament toward the strong-binding site by exhibiting the biased Brownian motion, a behavior consistent with the observed single-molecular behavior of myosin. Conformational flexibility of loops at the actin-interface of myosin and the N-terminus of actin subunit is necessary for the distinct bias in the Brownian motion. Both the 5.5-11 nm displacement due to the biased Brownian motion and the 3-5 nm displacement due to lever-arm swing contribute to the net displacement of myosin. The calculated results further suggest that the recovery stroke of the lever arm plays an important role in enhancing the displacement of myosin through multiple cycles of ATP hydrolysis, suggesting a unified movement mechanism for various members of the myosin family.
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Coupling of lever arm swing and biased Brownian motion in actomyosin.
Nie, Qing-Miao; Togashi, Akio; Sasaki, Takeshi N; Takano, Mitsunori; Sasai, Masaki; Terada, Tomoki P
2014-04-01
An important unresolved problem associated with actomyosin motors is the role of Brownian motion in the process of force generation. On the basis of structural observations of myosins and actins, the widely held lever-arm hypothesis has been proposed, in which proteins are assumed to show sequential structural changes among observed and hypothesized structures to exert mechanical force. An alternative hypothesis, the Brownian motion hypothesis, has been supported by single-molecule experiments and emphasizes more on the roles of fluctuating protein movement. In this study, we address the long-standing controversy between the lever-arm hypothesis and the Brownian motion hypothesis through in silico observations of an actomyosin system. We study a system composed of myosin II and actin filament by calculating free-energy landscapes of actin-myosin interactions using the molecular dynamics method and by simulating transitions among dynamically changing free-energy landscapes using the Monte Carlo method. The results obtained by this combined multi-scale calculation show that myosin with inorganic phosphate (Pi) and ADP weakly binds to actin and that after releasing Pi and ADP, myosin moves along the actin filament toward the strong-binding site by exhibiting the biased Brownian motion, a behavior consistent with the observed single-molecular behavior of myosin. Conformational flexibility of loops at the actin-interface of myosin and the N-terminus of actin subunit is necessary for the distinct bias in the Brownian motion. Both the 5.5-11 nm displacement due to the biased Brownian motion and the 3-5 nm displacement due to lever-arm swing contribute to the net displacement of myosin. The calculated results further suggest that the recovery stroke of the lever arm plays an important role in enhancing the displacement of myosin through multiple cycles of ATP hydrolysis, suggesting a unified movement mechanism for various members of the myosin family.
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Simulating Stock Prices Using Geometric Brownian Motion: Evidence from Australian Companies
Directory of Open Access Journals (Sweden)
Krishna Reddy
2016-09-01
Full Text Available This study uses the geometric Brownian motion (GBM method to simulate stock price paths, and tests whether the simulated stock prices align with actual stock returns. The sample for this study was based on the large listed Australian companies listed on the S&P/ASX 50 Index. Daily stock price data was obtained from the Thomson One database over the period 1 January 2013 to 31 December 2014. The findings are slightly encouraging as results show that over all time horizons the chances of a stock price simulated using GBM moving in the same direction as real stock prices was a little greater than 50 percent. However, the results improved slightly when portfolios were formed.
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International Nuclear Information System (INIS)
Kunz, W.; Turq, P.
1990-01-01
The study of electrolyte solutions by small angle neutron scattering (static) of quasi-elastic neutron scattering (dynamics) gives new perspectives to the primitive model of electrolytes, for both static and dynamic properties of those systems. Whereas all properties can be interpreted by brownian dynamics, integral equations cannot be used at the present time to get transport coefficients in all cases. As regards the choice of the potentials at the McMillan Mayer level, specific Gurney terms for solvation are not needed for tetraalkylammonium salts. (orig.)
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Mapping migratory flyways in Asia using dynamic Brownian bridge movement models.
Palm, Eric C; Newman, Scott H; Prosser, Diann J; Xiao, Xiangming; Ze, Luo; Batbayar, Nyambayar; Balachandran, Sivananinthaperumal; Takekawa, John Y
2015-01-01
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 spatial frameworks for management and conservation across international borders. Existing flyway maps are largely qualitative accounts based on band returns and survey data rather than observed movement routes. In this study, we use satellite and GPS telemetry data and dynamic Brownian bridge movement models to build upon existing maps and describe waterfowl space use probabilistically in the Central Asian and East Asian-Australasian Flyways. Our approach provided new information on migratory routes that was not easily attainable with existing methods to describe flyways. Utilization distributions from dynamic Brownian bridge movement models identified key staging and stopover sites, migration corridors and general flyway outlines in the Central Asian and East Asian-Australasian Flyways. A map of space use from ruddy shelducks depicted two separate movement corridors within the Central Asian Flyway, likely representing two distinct populations that show relatively strong connectivity between breeding and wintering areas. Bar-headed geese marked at seven locations in the Central Asian Flyway showed heaviest use at several stopover sites in the same general region of high-elevation lakes along the eastern Qinghai-Tibetan Plateau. Our analysis of data from multiple Anatidae species marked at sites throughout Asia highlighted major movement corridors across species and confirmed that the Central Asian and East Asian-Australasian Flyways were spatially distinct. The dynamic Brownian bridge
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Song, Dongxing; Jin, Hui; Jing, Dengwei; Wang, Xin
2018-03-01
Aggregation and migration of colloidal particles under the thermal gradient widely exists in nature and many industrial processes. In this study, dynamic properties of polydisperse colloidal particles in the presence of thermal gradient were studied by a modified Brownian dynamic model. Other than the traditional forces on colloidal particles, including Brownian force, hydrodynamic force, and electrostatic force from other particles, the electrostatic force from the asymmetric ionic diffusion layer under a thermal gradient has been considered and introduced into the Brownian dynamic model. The aggregation ratio of particles (R A), the balance time (t B) indicating the time threshold when {{R}A} becomes constant, the porosity ({{P}BA} ), fractal dimension (D f) and distributions of concentration (DISC) and aggregation (DISA) for the aggregated particles were discussed based on this model. The aggregated structures formed by polydisperse particles are less dense and the particles therein are loosely bonded. Also it showed a quite large compressibility as the increases of concentration and interparticle potential can significantly increase the fractal dimension. The thermal gradient can induce two competitive factors leading to a two-stage migration of particles. When t{{t}B} , the thermophoresis becomes dominant thus the migrations of particles are against the thermal gradient. The effect of thermophoresis on the aggregate structures was found to be similar to the effect of increasing particle concentration. This study demonstrates how the thermal gradient affects the aggregation of monodisperse and polydisperse particles and can be a guide for the biomimetics and precise control of colloid system under the thermal gradient. Moreover, our model can be easily extended to other more complex colloidal systems considering shear, temperature fluctuation, surfactant, etc.
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Dynamics simulations for engineering macromolecular interactions
Robinson-Mosher, Avi; Shinar, Tamar; Silver, Pamela A.; Way, Jeffrey
2013-01-01
The predictable engineering of well-behaved transcriptional circuits is a central goal of synthetic biology. The artificial attachment of promoters to transcription factor genes usually results in noisy or chaotic behaviors, and such systems are unlikely to be useful in practical applications. Natural transcriptional regulation relies extensively on protein-protein interactions to insure tightly controlled behavior, but such tight control has been elusive in engineered systems. To help engineer protein-protein interactions, we have developed a molecular dynamics simulation framework that simplifies features of proteins moving by constrained Brownian motion, with the goal of performing long simulations. The behavior of a simulated protein system is determined by summation of forces that include a Brownian force, a drag force, excluded volume constraints, relative position constraints, and binding constraints that relate to experimentally determined on-rates and off-rates for chosen protein elements in a system. Proteins are abstracted as spheres. Binding surfaces are defined radially within a protein. Peptide linkers are abstracted as small protein-like spheres with rigid connections. To address whether our framework could generate useful predictions, we simulated the behavior of an engineered fusion protein consisting of two 20 000 Da proteins attached by flexible glycine/serine-type linkers. The two protein elements remained closely associated, as if constrained by a random walk in three dimensions of the peptide linker, as opposed to showing a distribution of distances expected if movement were dominated by Brownian motion of the protein domains only. We also simulated the behavior of fluorescent proteins tethered by a linker of varying length, compared the predicted Förster resonance energy transfer with previous experimental observations, and obtained a good correspondence. Finally, we simulated the binding behavior of a fusion of two ligands that could
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On the use of reverse Brownian motion to accelerate hybrid simulations
Energy Technology Data Exchange (ETDEWEB)
Bakarji, Joseph; Tartakovsky, Daniel M., E-mail: tartakovsky@stanford.edu
2017-04-01
Multiscale and multiphysics simulations are two rapidly developing fields of scientific computing. Efficient coupling of continuum (deterministic or stochastic) constitutive solvers with their discrete (stochastic, particle-based) counterparts is a common challenge in both kinds of simulations. We focus on interfacial, tightly coupled simulations of diffusion that combine continuum and particle-based solvers. The latter employs the reverse Brownian motion (rBm), a Monte Carlo approach that allows one to enforce inhomogeneous Dirichlet, Neumann, or Robin boundary conditions and is trivially parallelizable. We discuss numerical approaches for improving the accuracy of rBm in the presence of inhomogeneous Neumann boundary conditions and alternative strategies for coupling the rBm solver with its continuum counterpart. Numerical experiments are used to investigate the convergence, stability, and computational efficiency of the proposed hybrid algorithm.
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Ergodicity breaking and ageing of underdamped Brownian dynamics with quenched disorder
Guo, Wei; Li, Yong; Song, Wen-Hua; Du, Lu-Chun
2018-03-01
The dynamics of an underdamped Brownian particle moving in one-dimensional quenched disorder under the action of an external force is investigated. Within the tailored parameter regime, the transiently anomalous diffusion and ergodicity breaking, spanning several orders of magnitude in time, have been obtained. The ageing nature of the system weakens as the dissipation of the system increases for other given parameters. Its origin is ascribed to the highly local heterogeneity of the disorder. Two kinds of approximations (in the stationary state), respectively, for large bias and large damping are derived. These results may be helpful in further understanding the nontrivial response of nonlinear dynamics, and also have potential applications to experiments and activities of biological processes.
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On the Humble Origins of the Brownian Entropic Force
Neumann, Richard M.
2015-01-01
Recognition that certain forces arising from the averaging of the multiple impacts of a solute particle by the surrounding solvent particles undergoing random thermal motion can be of an entropic nature has led to the incorporation of these forces and their related entropies into theoretical protocols ranging from molecular-dynamics simulations to the modeling of quarkonium suppression in particle physics. Here we present a rigorous derivation of this Brownian entropic force by means of the c...
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Energy Technology Data Exchange (ETDEWEB)
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.
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Browndye: A software package for Brownian dynamics
Huber, Gary A.; McCammon, J. Andrew
2010-11-01
A new software package, Browndye, is presented for simulating the diffusional encounter of two large biological molecules. It can be used to estimate second-order rate constants and encounter probabilities, and to explore reaction trajectories. Browndye builds upon previous knowledge and algorithms from software packages such as UHBD, SDA, and Macrodox, while implementing algorithms that scale to larger systems. Program summaryProgram title: Browndye Catalogue identifier: AEGT_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEGT_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: MIT license, included in distribution No. of lines in distributed program, including test data, etc.: 143 618 No. of bytes in distributed program, including test data, etc.: 1 067 861 Distribution format: tar.gz Programming language: C++, OCaml ( http://caml.inria.fr/) Computer: PC, Workstation, Cluster Operating system: Linux Has the code been vectorised or parallelized?: Yes. Runs on multiple processors with shared memory using pthreads RAM: Depends linearly on size of physical system Classification: 3 External routines: uses the output of APBS [1] ( http://www.poissonboltzmann.org/apbs/) as input. APBS must be obtained and installed separately. Expat 2.0.1, CLAPACK, ocaml-expat, Mersenne Twister. These are included in the Browndye distribution. Nature of problem: Exploration and determination of rate constants of bimolecular interactions involving large biological molecules. Solution method: Brownian dynamics with electrostatic, excluded volume, van der Waals, and desolvation forces. Running time: Depends linearly on size of physical system and quadratically on precision of results. The included example executes in a few minutes.
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Microscopic derivation of open quantum Brownian motion: a particular example
International Nuclear Information System (INIS)
Sinayskiy, Ilya; Petruccione, Francesco
2015-01-01
The microscopic derivation of a new type of Brownian motion, namely open quantum Brownian motion (OQBM) is presented. The quantum master equation for OQBM is derived for a weakly driven system interacting with a decoherent environment. Examples of the dynamics for initial Gaussian and non-Gaussian distributions are presented. Both examples demonstrate convergence of the OQBM dynamics to Gaussian distributions. (topical article)
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A dynamic mesh refinement technique for Lattice Boltzmann simulations on octree-like grids
Neumann, Philipp
2012-04-27
In this contribution, we present our new adaptive Lattice Boltzmann implementation within the Peano framework, with special focus on nanoscale particle transport problems. With the continuum hypothesis not holding anymore on these small scales, new physical effects - such as Brownian fluctuations - need to be incorporated. We explain the overall layout of the application, including memory layout and access, and shortly review the adaptive algorithm. The scheme is validated by different benchmark computations in two and three dimensions. An extension to dynamically changing grids and a spatially adaptive approach to fluctuating hydrodynamics, allowing for the thermalisation of the fluid in particular regions of interest, is proposed. Both dynamic adaptivity and adaptive fluctuating hydrodynamics are validated separately in simulations of particle transport problems. The application of this scheme to an oscillating particle in a nanopore illustrates the importance of Brownian fluctuations in such setups. © 2012 Springer-Verlag.
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Generalized Langevin Theory Of The Brownian Motion And The Dynamics Of Polymers In Solution
International Nuclear Information System (INIS)
Tothova, J.; Lisy, V.
2015-01-01
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)
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Brownian gas models for extreme-value laws
International Nuclear Information System (INIS)
Eliazar, Iddo
2013-01-01
In this paper we establish one-dimensional Brownian gas models for the extreme-value laws of Gumbel, Weibull, and Fréchet. A gas model is a countable collection of independent particles governed by common diffusion dynamics. The extreme-value laws are the universal probability distributions governing the affine scaling limits of the maxima and minima of ensembles of independent and identically distributed one-dimensional random variables. Using the recently introduced concept of stationary Poissonian intensities, we construct two gas models whose global statistical structures are stationary, and yield the extreme-value laws: a linear Brownian motion gas model for the Gumbel law, and a geometric Brownian motion gas model for the Weibull and Fréchet laws. The stochastic dynamics of these gas models are studied in detail, and closed-form analytical descriptions of their temporal correlation structures, their topological phase transitions, and their intrinsic first-passage-time fluxes are presented. (paper)
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Bivariate Gaussian bridges: directional factorization of diffusion in Brownian bridge models.
Kranstauber, Bart; Safi, Kamran; Bartumeus, Frederic
2014-01-01
In recent years high resolution animal tracking data has become the standard in movement ecology. The Brownian Bridge Movement Model (BBMM) is a widely adopted approach to describe animal space use from such high resolution tracks. One of the underlying assumptions of the BBMM is isotropic diffusive motion between consecutive locations, i.e. invariant with respect to the direction. Here we propose to relax this often unrealistic assumption by separating the Brownian motion variance into two directional components, one parallel and one orthogonal to the direction of the motion. Our new model, the Bivariate Gaussian bridge (BGB), tracks movement heterogeneity across time. Using the BGB and identifying directed and non-directed movement within a trajectory resulted in more accurate utilisation distributions compared to dynamic Brownian bridges, especially for trajectories with a non-isotropic diffusion, such as directed movement or Lévy like movements. We evaluated our model with simulated trajectories and observed tracks, demonstrating that the improvement of our model scales with the directional correlation of a correlated random walk. We find that many of the animal trajectories do not adhere to the assumptions of the BBMM. The proposed model improves accuracy when describing the space use both in simulated correlated random walks as well as observed animal tracks. Our novel approach is implemented and available within the "move" package for R.
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A multiscale approach to Brownian motors
International Nuclear Information System (INIS)
Pavliotis, G.A.
2005-01-01
The problem of Brownian motion in a periodic potential, under the influence of external forcing, which is either random or periodic in time, is studied in this Letter. Multiscale techniques are used to derive general formulae for the steady state particle current and the effective diffusion tensor. These formulae are then applied to calculate the effective diffusion coefficient for a Brownian particle in a periodic potential driven simultaneously by additive Gaussian white and colored noise. Our theoretical findings are supported by numerical simulations
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International Nuclear Information System (INIS)
Allahverdyan, A.E.; Khrennikov, A.; Nieuwenhuizen, Th.M.
2005-01-01
For two classical Brownian particles an analog of continuous-variable quantum entanglement is presented: The common probability distribution of the two coordinates and the corresponding coarse-grained velocities cannot always be prepared via mixing of any factorized distributions referring to the two particles separately. This is possible for particles which have interacted in the past, but do not interact at present. Three factors are crucial for the effect: (1) separation of time scales of coordinate and momentum which motivates the definition of coarse-grained velocities; (2) the resulting uncertainty relations between the coordinate of the Brownian particle and the change of its coarse-grained velocity; (3) the fact that the coarse-grained velocity, though pertaining to a single Brownian particle, is defined on a common context of two particles. The Brownian entanglement is a consequence of a coarse-grained description and disappears for a finer resolution of the Brownian motion. Analogies with the quantum situation are discussed, as well as possibilities of experimental realization of the effect in examples of macroscopic Brownian motion
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Fractional Brownian motion and long term clinical trial recruitment.
Zhang, Qiang; Lai, Dejian
2011-05-01
Prediction of recruitment in clinical trials has been a challenging task. Many methods have been studied, including models based on Poisson process and its large sample approximation by Brownian motion (BM), however, when the independent incremental structure is violated for BM model, we could use fractional Brownian motion to model and approximate the underlying Poisson processes with random rates. In this paper, fractional Brownian motion (FBM) is considered for such conditions and compared to BM model with illustrated examples from different trials and simulations.
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Effective diffusion of confined active Brownian swimmers
Sandoval, Mario; Dagdug, Leonardo
2014-11-01
We find theoretically the effect of confinement and thermal fluctuations, on the diffusivity of a spherical active swimmer moving inside a two-dimensional narrow cavity of general shape. The explicit formulas for the effective diffusion coefficient of a swimmer moving inside two particular cavities are presented. We also compare our analytical results with Brownian Dynamics simulations and we obtain excellent agreement. L.D. thanks Consejo Nacional de Ciencia y Tecnologia (CONACyT) Mexico, for partial support by Grant No. 176452. M. S. thanks CONACyT and Programa de Mejoramiento de Profesorado (PROMEP) for partially funding this work under Grant No. 103.5/13/6732.
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Mathematical interpretation of Brownian motor model: Limit cycles and directed transport phenomena
Yang, Jianqiang; Ma, Hong; Zhong, Suchuang
2018-03-01
In this article, we first suggest that the attractor of Brownian motor model is one of the reasons for the directed transport phenomenon of Brownian particle. We take the classical Smoluchowski-Feynman (SF) ratchet model as an example to investigate the relationship between limit cycles and directed transport phenomenon of the Brownian particle. We study the existence and variation rule of limit cycles of SF ratchet model at changing parameters through mathematical methods. The influences of these parameters on the directed transport phenomenon of a Brownian particle are then analyzed through numerical simulations. Reasonable mathematical explanations for the directed transport phenomenon of Brownian particle in SF ratchet model are also formulated on the basis of the existence and variation rule of the limit cycles and numerical simulations. These mathematical explanations provide a theoretical basis for applying these theories in physics, biology, chemistry, and engineering.
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Alavizargar, Azadeh; Berti, Claudio; Ejtehadi, Mohammad Reza; Furini, Simone
2018-04-26
Calcium release-activated calcium (CRAC) channels open upon depletion of Ca 2+ from the endoplasmic reticulum, and when open, they are permeable to a selective flux of calcium ions. The atomic structure of Orai, the pore domain of CRAC channels, from Drosophila melanogaster has revealed many details about conduction and selectivity in this family of ion channels. However, it is still unclear how residues on the third transmembrane helix can affect the conduction properties of the channel. Here, molecular dynamics and Brownian dynamics simulations were employed to analyze how a conserved glutamate residue on the third transmembrane helix (E262) contributes to selectivity. The comparison between the wild-type and mutated channels revealed a severe impact of the mutation on the hydration pattern of the pore domain and on the dynamics of residues K270, and Brownian dynamics simulations proved that the altered configuration of residues K270 in the mutated channel impairs selectivity to Ca 2+ over Na + . The crevices of water molecules, revealed by molecular dynamics simulations, are perfectly located to contribute to the dynamics of the hydrophobic gate and the basic gate, suggesting a possible role in channel opening and in selectivity function.
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Generalized Arcsine Laws for Fractional Brownian Motion.
Sadhu, Tridib; Delorme, Mathieu; Wiese, Kay Jörg
2018-01-26
The three arcsine laws for Brownian motion are a cornerstone of extreme-value statistics. For a Brownian B_{t} starting from the origin, and evolving during time T, one considers the following three observables: (i) the duration t_{+} the process is positive, (ii) the time t_{last} the process last visits the origin, and (iii) the time t_{max} when it achieves its maximum (or minimum). All three observables have the same cumulative probability distribution expressed as an arcsine function, thus the name arcsine laws. We show how these laws change for fractional Brownian motion X_{t}, a non-Markovian Gaussian process indexed by the Hurst exponent H. It generalizes standard Brownian motion (i.e., H=1/2). We obtain the three probabilities using a perturbative expansion in ϵ=H-1/2. While all three probabilities are different, this distinction can only be made at second order in ϵ. Our results are confirmed to high precision by extensive numerical simulations.
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Hybrid finite element and Brownian dynamics method for charged particles
Energy Technology Data Exchange (ETDEWEB)
Huber, Gary A., E-mail: ghuber@ucsd.edu; Miao, Yinglong [Howard Hughes Medical Institute, University of California San Diego, La Jolla, California 92093-0365 (United States); Zhou, Shenggao [Department of Mathematics and Mathematical Center for Interdiscipline Research, Soochow University, 1 Shizi Street, Suzhou, 215006 Jiangsu (China); Li, Bo [Department of Mathematics and Quantitative Biology Graduate Program, University of California, San Diego, 9500 Gilman Drive, La Jolla, California 92093-0112 (United States); McCammon, J. Andrew [Howard Hughes Medical Institute, University of California San Diego, La Jolla, California 92093 (United States); Department of Chemistry and Biochemistry, University of California San Diego, La Jolla, California 92093-0365 (United States); Department of Pharmacology, University of California San Diego, La Jolla, California 92093-0636 (United States)
2016-04-28
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. A previous study introduced a new hybrid diffusion method that couples the strengths of each of these two methods, but was limited by the lack of interactions among the particles; the force on each particle had to be from an external field. This study further develops the method to allow charged particles. The method is derived for a general multidimensional system and is presented using a basic test case for a one-dimensional linear system with one charged species and a radially symmetric system with three charged species.
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Irreversible Brownian Heat Engine
Taye, Mesfin Asfaw
2017-10-01
We model a Brownian heat engine as a Brownian particle that hops in a periodic ratchet potential where the ratchet potential is coupled with a linearly decreasing background temperature. We show that the efficiency of such Brownian heat engine approaches the efficiency of endoreversible engine η =1-√{{Tc/Th}} [23]. On the other hand, the maximum power efficiency of the engine approaches η ^{MAX}=1-({Tc/Th})^{1\\over 4}. It is shown that the optimized efficiency always lies between the efficiency at quasistatic limit and the efficiency at maximum power while the efficiency at maximum power is always less than the optimized efficiency since the fast motion of the particle comes at the expense of the energy cost. If the heat exchange at the boundary of the heat baths is included, we show that such a Brownian heat engine has a higher performance when acting as a refrigerator than when operating as a device subjected to a piecewise constant temperature. The role of time on the performance of the motor is also explored via numerical simulations. Our numerical results depict that the time t and the external load dictate the direction of the particle velocity. Moreover, the performance of the heat engine improves with time. At large t (steady state), the velocity, the efficiency and the coefficient of performance of the refrigerator attain their maximum value. Furthermore, we study the effect of temperature by considering a viscous friction that decreases exponentially as the background temperature increases. Our result depicts that the Brownian particle exhibits a fast unidirectional motion when the viscous friction is temperature dependent than that of constant viscous friction. Moreover, the efficiency of this motor is considerably enhanced when the viscous friction is temperature dependent. On the hand, the motor exhibits a higher performance of the refrigerator when the viscous friction is taken to be constant.
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Constructive role of Brownian motion: Brownian motors and Stochastic Resonance
Hänggi, Peter
2005-03-01
Noise is usually thought of as the enemy of order rather as a constructive influence. For the phenomena of Stochastic Resonance [1] and Brownian motors [2], however, stochastic noise can play a beneficial role in enhancing detection and/or facilitating directed transmission of information in absence of biasing forces. Brownian motion assisted Stochastic Resonance finds useful applications in physical, technological, biological and biomedical contexts [1,3]. The basic principles that underpin Stochastic Resonance are elucidated and novel applications for nonlinear classical and quantum systems will be addressed. The presence of non-equilibrium disturbances enables to rectify Brownian motion so that quantum and classical objects can be directed around on a priori designed routes in biological and physical systems (Brownian motors). In doing so, the energy from the haphazard motion of (quantum) Brownian particles is extracted to perform useful work against an external load. This very concept together with first experimental realizations are discussed [2,4,5]. [1] L. Gammaitoni, P. Hä'nggi, P. Jung and F. Marchesoni, Stochastic Resonance, Rev. Mod. Phys. 70, 223 (1998).[2] R. D. Astumian and P. Hä'nggi, Brownian motors, Physics Today 55 (11), 33 (2002).[3] P. Hä'nggi, Stochastic Resonace in Physics and Biology, ChemPhysChem 3, 285 (2002).[4] H. Linke, editor, Special Issue on Brownian Motors, Applied Physics A 75, No. 2 (2002).[5] P. Hä'nggi, F. Marchesoni, F. Nori, Brownian motors, Ann. Physik (Leipzig) 14, xxx (2004); cond-mat/0410033.
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Directory of Open Access Journals (Sweden)
Wenzheng Cui
2015-09-01
Full Text Available Nanofluids are a new generation of high-efficiency refrigerant with abnormal increased thermal conductivity and convective heat transfer properties. In view of the paucity of research work on the contribution of nanoparticle Brownian motion for the thermal conductivity augmentation, the present paper carries out a series of MD simulations to explorer the order of magnitude of nanoparticle Brownian motion and discusses the effect of nanoparticle Brownian motion for thermal conductivity enhancement of nanofluids. Various influence factors including nanoparticle shapes, sizes, and materials are considered. The Brownian motion of nanoparticles is decomposed into rotation and migration and calculated by MD simulation. By means of Peclet number, the effect of nanoparticle Brownian motion for thermal conductivity enhancement of nanofluids is discussed.
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Slow kinetics of Brownian maxima.
Ben-Naim, E; Krapivsky, P L
2014-07-18
We study extreme-value statistics of Brownian trajectories in one dimension. We define the maximum as the largest position to date and compare maxima of two particles undergoing independent Brownian motion. We focus on the probability P(t) that the two maxima remain ordered up to time t and find the algebraic decay P ∼ t(-β) with exponent β = 1/4. When the two particles have diffusion constants D(1) and D(2), the exponent depends on the mobilities, β = (1/π) arctan sqrt[D(2)/D(1)]. We also use numerical simulations to investigate maxima of multiple particles in one dimension and the largest extension of particles in higher dimensions.
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Ilday, Serim; Akguc, Gursoy B.; Tokel, Onur; Makey, Ghaith; Yavuz, Ozgun; Yavuz, Koray; Pavlov, Ihor; Ilday, F. Omer; Gulseren, Oguz
We report a new dynamical self-assembly mechanism, where judicious use of convective and strong Brownian forces enables effective patterning of colloidal nanoparticles that are almost two orders of magnitude smaller than the laser beam. Optical trapping or tweezing effects are not involved, but the laser is used to create steep thermal gradients through multi-photon absorption, and thereby guide the colloids through convective forces. Convective forces can be thought as a positive feedback mechanism that helps to form and reinforce pattern, while Brownian motion act as a competing negative feedback mechanism to limit the growth of the pattern, as well as to increase the possibilities of bifurcation into different patterns, analogous to the competition observed in reaction-diffusion systems. By steering stochastic processes through these forces, we are able to gain control over the emergent pattern such as to form-deform-reform of a pattern, to change its shape and transport it spatially within seconds. This enables us to dynamically initiate and control large patterns comprised of hundreds of colloids. Further, by not relying on any specific chemical, optical or magnetic interaction, this new method is, in principle, completely independent of the material type being assembled.
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Presentation of quantum Brownian movement in the collective coordinate method
International Nuclear Information System (INIS)
Oksak, A.I.; Sukhanov, A.D.
2003-01-01
Two explicitly solved models of quantum randomized processes described by the Langevin equation, i. e. a free quantum Brownian particle and a quantum Brownian harmonic oscillator, are considered. The Hamiltonian (string) realization of the models reveals soliton-like structure of classical solutions. Accordingly, the method of zero mode collective coordinate is an adequate means for describing the models quantum dynamics [ru
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QUANTUM STOCHASTIC PROCESSES: BOSON AND FERMION BROWNIAN MOTION
Directory of Open Access Journals (Sweden)
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.
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From a stochastic to a macroscopic approach to brownian motion
International Nuclear Information System (INIS)
Bocquet, L.
1998-01-01
In this lecture, we examine the dynamics of suspensions of mesoscopic (Brownian) particles in a molecular fluid, starting from first principles. We introduce the technique of multiple time-scales to derive the Fokker-Planck equation for a single, or for a set of interacting Brownian particles, starting from the Liouville equation for the full system (Brownian particles and discrete bath). The limitations of the Fokker-Planck equation will then be emphasized. In particular, we shall point out that under ''standard'' experimental conditions, the Fokker-Planck description cannot be correct and that non-Markovian effects are expected. A microscopic description in the true experimental limit confirms this breakdown and leads to a ''generalized'' (non-Markovian and non-local in velocity space) Fokker-Planck equation, which describes the thermalization of the Brownian particle. (author)
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Wells, Craig; Hulings, Zachery; Melnikov, Dmitriy; Gracheva, Maria
We study a nanopore inside a silicon dioxide membrane submerged in a KCl solution with a negatively charged polymer chain of varying lengths whose movement is described using Brownian dynamics. The polymer is attached to a molecule with a radius larger than that of the nanopore's which acts as a molecular stop, allowing the chain to thread the nanopore but preventing it from translocating. We found that the polymer chain's variation of movement along the nanopore decreased when increasing applied biases and chain lengths for portions of the chain closest to the molecular stop. The chain displacement within the pore is also compared to a freely translocating polymer where preliminary results show the free polymer having a greater variation in the radial direction. Overall, our preliminary results indicate that the radial direction of the polymer chain is dominated by the confinement in the narrow nanopore with restrictions imposed by the molecular stop and bias playing a lesser role. Understanding the interaction behavior of the polymer chain-stop molecule may lead to methods that decrease movement variation, facilitating an improvement on characterizing and identification of molecules. NSF DMR and CBET Grant No. 1352218.
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Cheng, Mary Hongying; Coalson, Rob D; Tang, Pei
2010-11-24
Bacterial Gloeobacter violaceus pentameric ligand-gated ion channel (GLIC) is activated to cation permeation upon lowering the solution pH. Its function can be modulated by anesthetic halothane. In the present work, we integrate molecular dynamics (MD) and Brownian dynamics (BD) simulations to elucidate the ion conduction, charge selectivity, and halothane modulation mechanisms in GLIC, based on recently resolved X-ray crystal structures of the open-channel GLIC. MD calculations of the potential of mean force (PMF) for a Na(+) revealed two energy barriers in the extracellular domain (R109 and K38) and at the hydrophobic gate of transmembrane domain (I233), respectively. An energy well for Na(+) was near the intracellular entrance: the depth of this energy well was modulated strongly by the protonation state of E222. The energy barrier for Cl(-) was found to be 3-4 times higher than that for Na(+). Ion permeation characteristics were determined through BD simulations using a hybrid MD/continuum electrostatics approach to evaluate the energy profiles governing the ion movement. The resultant channel conductance and a near-zero permeability ratio (P(Cl)/P(Na)) were comparable to experimental data. On the basis of these calculations, we suggest that a ring of five E222 residues may act as an electrostatic gate. In addition, the hydrophobic gate region may play a role in charge selectivity due to a higher dehydration energy barrier for Cl(-) ions. The effect of halothane on the Na(+) PMF was also evaluated. Halothane was found to perturb salt bridges in GLIC that may be crucial for channel gating and open-channel stability, but had no significant impact on the single ion PMF profiles.
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Brownian motion of a nano-colloidal particle: the role of the solvent.
Torres-Carbajal, Alexis; Herrera-Velarde, Salvador; Castañeda-Priego, Ramón
2015-07-15
Brownian motion is a feature of colloidal particles immersed in a liquid-like environment. Usually, it can be described by means of the generalised Langevin equation (GLE) within the framework of the Mori theory. In principle, all quantities that appear in the GLE can be calculated from the molecular information of the whole system, i.e., colloids and solvent molecules. In this work, by means of extensive Molecular Dynamics simulations, we study the effects of the microscopic details and the thermodynamic state of the solvent on the movement of a single nano-colloid. In particular, we consider a two-dimensional model system in which the mass and size of the colloid are two and one orders of magnitude, respectively, larger than the ones associated with the solvent molecules. The latter ones interact via a Lennard-Jones-type potential to tune the nature of the solvent, i.e., it can be either repulsive or attractive. We choose the linear momentum of the Brownian particle as the observable of interest in order to fully describe the Brownian motion within the Mori framework. We particularly focus on the colloid diffusion at different solvent densities and two temperature regimes: high and low (near the critical point) temperatures. To reach our goal, we have rewritten the GLE as a second kind Volterra integral in order to compute the memory kernel in real space. With this kernel, we evaluate the momentum-fluctuating force correlation function, which is of particular relevance since it allows us to establish when the stationarity condition has been reached. Our findings show that even at high temperatures, the details of the attractive interaction potential among solvent molecules induce important changes in the colloid dynamics. Additionally, near the critical point, the dynamical scenario becomes more complex; all the correlation functions decay slowly in an extended time window, however, the memory kernel seems to be only a function of the solvent density. Thus, the
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Bolhuis, Peter
Important reaction-diffusion processes, such as biochemical networks in living cells, or self-assembling soft matter, span many orders in length and time scales. In these systems, the reactants' spatial dynamics at mesoscopic length and time scales of microns and seconds is coupled to the reactions between the molecules at microscopic length and time scales of nanometers and milliseconds. This wide range of length and time scales makes these systems notoriously difficult to simulate. While mean-field rate equations cannot describe such processes, the mesoscopic Green's Function Reaction Dynamics (GFRD) method enables efficient simulation at the particle level provided the microscopic dynamics can be integrated out. Yet, many processes exhibit non-trivial microscopic dynamics that can qualitatively change the macroscopic behavior, calling for an atomistic, microscopic description. The recently developed multiscale Molecular Dynamics Green's Function Reaction Dynamics (MD-GFRD) approach combines GFRD for simulating the system at the mesocopic scale where particles are far apart, with microscopic Molecular (or Brownian) Dynamics, for simulating the system at the microscopic scale where reactants are in close proximity. The association and dissociation of particles are treated with rare event path sampling techniques. I will illustrate the efficiency of this method for patchy particle systems. Replacing the microscopic regime with a Markov State Model avoids the microscopic regime completely. The MSM is then pre-computed using advanced path-sampling techniques such as multistate transition interface sampling. I illustrate this approach on patchy particle systems that show multiple modes of binding. MD-GFRD is generic, and can be used to efficiently simulate reaction-diffusion systems at the particle level, including the orientational dynamics, opening up the possibility for large-scale simulations of e.g. protein signaling networks.
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Directed motion of a Brownian motor in a temperature gradient
Liu, Yibing; Nie, Wenjie; Lan, Yueheng
2017-05-01
Directed motion of mesoscopic systems in a non-equilibrium environment is of great interest to both scientists and engineers. Here, the translation and rotation of a Brownian motor is investigated under non-equilibrium conditions. An anomalous directed translation is found if the two heads of the Brownian motor are immersed in baths with different particle masses, which is hinted in the analytic computation and confirmed by the numerical simulation. Similar consideration is also used to find the directed movement in the single rotational and translational degree of freedom of the Brownian motor when residing in one thermal bath with a temperature gradient.
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Dobramysl, U; Holcman, D
2018-02-15
Is it possible to recover the position of a source from the steady-state fluxes of Brownian particles to small absorbing windows located on the boundary of a domain? To address this question, we develop a numerical procedure to avoid tracking Brownian trajectories in the entire infinite space. Instead, we generate particles near the absorbing windows, computed from the analytical expression of the exit probability. When the Brownian particles are generated by a steady-state gradient at a single point, we compute asymptotically the fluxes to small absorbing holes distributed on the boundary of half-space and on a disk in two dimensions, which agree with stochastic simulations. We also derive an expression for the splitting probability between small windows using the matched asymptotic method. Finally, when there are more than two small absorbing windows, we show how to reconstruct the position of the source from the diffusion fluxes. The present approach provides a computational first principle for the mechanism of sensing a gradient of diffusing particles, a ubiquitous problem in cell biology.
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Kranstauber, Bart; Kays, Roland; Lapoint, Scott D; Wikelski, Martin; Safi, Kamran
2012-07-01
1. The recently developed Brownian bridge movement model (BBMM) has advantages over traditional methods because it quantifies the utilization distribution of an animal based on its movement path rather than individual points and accounts for temporal autocorrelation and high data volumes. However, the BBMM assumes unrealistic homogeneous movement behaviour across all data. 2. Accurate quantification of the utilization distribution is important for identifying the way animals use the landscape. 3. We improve the BBMM by allowing for changes in behaviour, using likelihood statistics to determine change points along the animal's movement path. 4. This novel extension, outperforms the current BBMM as indicated by simulations and examples of a territorial mammal and a migratory bird. The unique ability of our model to work with tracks that are not sampled regularly is especially important for GPS tags that have frequent failed fixes or dynamic sampling schedules. Moreover, our model extension provides a useful one-dimensional measure of behavioural change along animal tracks. 5. This new method provides a more accurate utilization distribution that better describes the space use of realistic, behaviourally heterogeneous tracks. © 2012 The Authors. Journal of Animal Ecology © 2012 British Ecological Society.
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Analyzing animal movements using Brownian bridges.
Horne, Jon S; Garton, Edward O; Krone, Stephen M; Lewis, Jesse S
2007-09-01
By studying animal movements, researchers can gain insight into many of the ecological characteristics and processes important for understanding population-level dynamics. We developed a Brownian bridge movement model (BBMM) for estimating the expected movement path of an animal, using discrete location data obtained at relatively short time intervals. The BBMM is based on the properties of a conditional random walk between successive pairs of locations, dependent on the time between locations, the distance between locations, and the Brownian motion variance that is related to the animal's mobility. We describe two critical developments that enable widespread use of the BBMM, including a derivation of the model when location data are measured with error and a maximum likelihood approach for estimating the Brownian motion variance. After the BBMM is fitted to location data, an estimate of the animal's probability of occurrence can be generated for an area during the time of observation. To illustrate potential applications, we provide three examples: estimating animal home ranges, estimating animal migration routes, and evaluating the influence of fine-scale resource selection on animal movement patterns.
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Dynamics of a Brownian particle in a plasma in the long-time limit
International Nuclear Information System (INIS)
Dickman, R.; Varley, R.L.
1981-01-01
The velocity autocorrelation function (VAF) of a Brownian particle in a plasma is calculated in the long-time limit. The Brownian particle VAF exhibits the same qualitative behavior as the electron VAF in a one-component plasma: oscillations at the plasma frequency and decay approx. t -3 sup(/) 2 . (orig.)
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Non-Brownian diffusion in lipid membranes: Experiments and simulations.
Metzler, R; Jeon, J-H; Cherstvy, A G
2016-10-01
The dynamics of constituents and the surface response of cellular membranes-also in connection to the binding of various particles and macromolecules to the membrane-are still a matter of controversy in the membrane biophysics community, particularly with respect to crowded membranes of living biological cells. We here put into perspective recent single particle tracking experiments in the plasma membranes of living cells and supercomputing studies of lipid bilayer model membranes with and without protein crowding. Special emphasis is put on the observation of anomalous, non-Brownian diffusion of both lipid molecules and proteins embedded in the lipid bilayer. While single component, pure lipid bilayers in simulations exhibit only transient anomalous diffusion of lipid molecules on nanosecond time scales, the persistence of anomalous diffusion becomes significantly longer ranged on the addition of disorder-through the addition of cholesterol or proteins-and on passing of the membrane lipids to the gel phase. Concurrently, experiments demonstrate the anomalous diffusion of membrane embedded proteins up to macroscopic time scales in the minute time range. Particular emphasis will be put on the physical character of the anomalous diffusion, in particular, the occurrence of ageing observed in the experiments-the effective diffusivity of the measured particles is a decreasing function of time. Moreover, we present results for the time dependent local scaling exponent of the mean squared displacement of the monitored particles. Recent results finding deviations from the commonly assumed Gaussian diffusion patterns in protein crowded membranes are reported. The properties of the displacement autocorrelation function of the lipid molecules are discussed in the light of their appropriate physical anomalous diffusion models, both for non-crowded and crowded membranes. In the last part of this review we address the upcoming field of membrane distortion by elongated membrane
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Zhang, Jiayuan
2018-01-01
This article proposes a conception of Brownian coil. Brownian coil is a tiny coil with the same size of pollen. Once immersed into designed magnetic field and liquid, the coil will be moved and deformed macroscopically, due to the microscopic thermodynamic molecular collisions. Such deformation and movement will change the magnetic flux through the coil, by which an ElectroMotive Force (EMF) is produced. In this work, Brownian heat exchanger and Brownian generator are further designed to tran...
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Elastic moduli of a Brownian colloidal glass former
Fritschi, S.; Fuchs, M.
2018-01-01
The static, dynamic and flow-dependent shear moduli of a binary mixture of Brownian hard disks are studied by an event-driven molecular dynamics simulation. Thereby, the emergence of rigidity close to the glass transition encoded in the static shear modulus G_∞ is accessed by three methods. Results from shear stress auto-correlation functions, elastic dispersion relations, and the elastic response to strain deformations upon the start-up of shear flow are compared. This enables one to sample the time-dependent shear modulus G(t) consistently over several decades in time. By that a very precise specification of the glass transition point and of G_∞ is feasible. Predictions by mode coupling theory of a finite shear modulus at the glass transition, of α-scaling in fluid states close to the transition, and of shear induced decay in yielding glass states are tested and broadly verified.
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Nuclear resonant scattering of synchrotron radiation from nuclei in the Brownian motion
International Nuclear Information System (INIS)
Razdan, Ashok
2003-01-01
The time evolution of the coherent forward scattering of the synchrotron radiation for resonant nuclei in Brownian motion is studied. Apart from target thickness, the appearance of the dynamical beats also depends on 'α' which is the ratio of the harmonic force constant to the damping force constant of harmonic oscillator undergoing Brownian motion
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A molecular dynamics simulation study of chloroform
Tironi, Ilario G.; van Gunsteren, Wilfred F.
Three different chloroform models have been investigated using molecular dynamics computer simulation. The thermodynamic, structural and dynamic properties of the various models were investigated in detail. In particular, the potential energies, diffusion coefficients and rotational correlation times obtained for each model are compared with experiment. It is found that the theory of rotational Brownian motion fails in describing the rotational diffusion of chloroform. The force field of Dietz and Heinzinger was found to give good overall agreement with experiment. An extended investigation of this chloroform model has been performed. Values are reported for the isothermal compressibility, the thermal expansion coefficient and the constant volume heat capacity. The values agree well with experiment. The static and frequency dependent dielectric permittivity were computed from a 1·2 ns simulation conducted under reaction field boundary conditions. Considering the fact that the model is rigid with fixed partial charges, the static dielectric constant and Debye relaxation time compare well with experiment. From the same simulation the shear viscosity was computed using the off-diagonal elements of the pressure tensor, both via an Einstein type relation and via a Green-Kubo equation. The calculated viscosities show good agreement with experimental values. The excess Helmholtz energy is calculated using the thermodynamic integration technique and simulations of 50 and 80 ps. The value obtained for the excess Helmholtz energy matches the theoretical value within a few per cent.
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ReaDDy--a software for particle-based reaction-diffusion dynamics in crowded cellular environments.
Directory of Open Access Journals (Sweden)
Johannes Schöneberg
Full Text Available We introduce the software package ReaDDy for simulation of detailed spatiotemporal mechanisms of dynamical processes in the cell, based on reaction-diffusion dynamics with particle resolution. In contrast to other particle-based reaction kinetics programs, ReaDDy supports particle interaction potentials. This permits effects such as space exclusion, molecular crowding and aggregation to be modeled. The biomolecules simulated can be represented as a sphere, or as a more complex geometry such as a domain structure or polymer chain. ReaDDy bridges the gap between small-scale but highly detailed molecular dynamics or Brownian dynamics simulations and large-scale but little-detailed reaction kinetics simulations. ReaDDy has a modular design that enables the exchange of the computing core by efficient platform-specific implementations or dynamical models that are different from Brownian dynamics.
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Dynamics of unwinding of a simple entaglement
Wiegel, F.W.; Michels, J.P.J.
1987-01-01
The dynamics of unwinding of a simple entanglement is studied in two ways, firstly using an optimal path approximation in the Rouse model and secondly by simulating the movement of a more realistic model using Brownian molecular dynamics
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Classical molecular dynamics simulation on the dynamical properties of H2 on silicene layer
Directory of Open Access Journals (Sweden)
Casuyac Miqueas
2016-01-01
Full Text Available This study investigates the diffusion of hydrogen molecule physisorbed on the surface of silicene nanoribbon (SiNRusing the classical molecular dynamic (MD simulation in LAMMPS (Large-scale Atomic/Molecular Massively Parallel Simulator. The interactions between silicon atoms are modeled using the modified Tersoff potential, the Adaptive Intermolecular Reactive Empirical Bond Order (AIREBO potential for hydrogen – hydrogen interaction and the Lennard – Jones potential for the physisorbed H2 on SiNR. By varying the temperatures (60 K Δ 130 K, we observed that the Δxdisplacement of H2 on the surface SiNR shows a Brownian motion on a Lennard-Jones potential and a Gaussian probability distribution can be plotted describing the diffusion of H2. The calculated mean square displacement (MSD was approximately increasing in time and the activation energy barrier for diffusion has been found to be 43.23meV.
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Brownian modulated optical nanoprobes
International Nuclear Information System (INIS)
Behrend, C.J.; Anker, J.N.; Kopelman, R.
2004-01-01
Brownian modulated optical nanoprobes (Brownian MOONs) are fluorescent micro- and nanoparticles that resemble moons: one hemisphere emits a bright fluorescent signal, while an opaque metal darkens the other hemisphere. Brownian motion causes the particles to tumble and blink erratically as they rotate literally through the phases of the moon. The fluctuating probe signals are separated from optical and electronic backgrounds using principal components analysis or images analysis. Brownian MOONs enable microrheological measurements on size scales and timescales that are difficult to study with other methods. Local chemical concentrations can be measured simultaneously, using spectral characteristics of indicator dyes embedded within the MOONs
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Intrinsic and extrinsic measurement for Brownian motion
International Nuclear Information System (INIS)
Castro-Villarreal, Pavel
2014-01-01
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 〈δR 2 〉 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)
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Mesoscopic simulations of crosslinked polymer networks
Megariotis, G.; Vogiatzis, G.G.; Schneider, L.; Müller, M.; Theodorou, D.N.
2016-01-01
A new methodology and the corresponding C++ code for mesoscopic simulations of elastomers are presented. The test system, crosslinked ds-1'4-polyisoprene' is simulated with a Brownian Dynamics/kinetic Monte Carlo algorithm as a dense liquid of soft, coarse-grained beads, each representing 5-10 Kuhn
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Deterministic Brownian motion generated from differential delay equations.
Lei, Jinzhi; Mackey, Michael C
2011-10-01
This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential delay equation and then numerically investigate the probabilistic properties of chaotic solutions of the same equation. Our results show that solutions of the deterministic equation with randomly selected initial conditions display a Gaussian-like density for long time, but the densities are supported on an interval of finite measure. Using these chaotic solutions as velocities, we are able to produce Brownian-like motions, which show statistical properties akin to those of a classical Brownian motion over both short and long time scales. Several conjectures are formulated for the probabilistic properties of the solution of the differential delay equation. Numerical studies suggest that these conjectures could be "universal" for similar types of "chaotic" dynamics, but we have been unable to prove this.
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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.
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Energy Technology Data Exchange (ETDEWEB)
Agusdinata, Datu Buyung, E-mail: bagusdinata@niu.edu; Amouie, Mahbod [Northern Illinois University, Department of Industrial & Systems Engineering and Environment, Sustainability, & Energy Institute (United States); Xu, Tao [Northern Illinois University, Department of Chemistry and Biochemistry (United States)
2015-01-15
Due to their favorable electrical and optical properties, quantum dots (QDs) nanostructures have found numerous applications including nanomedicine and photovoltaic cells. However, increased future production, use, and disposal of engineered QD products also raise concerns about their potential environmental impacts. The objective of this work is to establish a modeling framework for predicting the diffusion dynamics and concentration of toxic materials released from Trioctylphosphine oxide-capped CdSe. To this end, an agent-based model simulation with reaction kinetics and Brownian motion dynamics was developed. Reaction kinetics is used to model the stability of surface capping agent particularly due to oxidation process. The diffusion of toxic Cd{sup 2+} ions in aquatic environment was simulated using an adapted Brownian motion algorithm. A calibrated parameter to reflect sensitivity to reaction rate is proposed. The model output demonstrates the stochastic spatial distribution of toxic Cd{sup 2+} ions under different values of proxy environmental factor parameters. With the only chemistry considered was oxidation, the simulation was able to replicate Cd{sup 2+} ion release from Thiol-capped QDs in aerated water. The agent-based method is the first to be developed in the QDs application domain. It adds both simplicity of the solubility and rate of release of Cd{sup 2+} ions and complexity of tracking of individual atoms of Cd at the same time.
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International Nuclear Information System (INIS)
Agusdinata, Datu Buyung; Amouie, Mahbod; Xu, Tao
2015-01-01
Due to their favorable electrical and optical properties, quantum dots (QDs) nanostructures have found numerous applications including nanomedicine and photovoltaic cells. However, increased future production, use, and disposal of engineered QD products also raise concerns about their potential environmental impacts. The objective of this work is to establish a modeling framework for predicting the diffusion dynamics and concentration of toxic materials released from Trioctylphosphine oxide-capped CdSe. To this end, an agent-based model simulation with reaction kinetics and Brownian motion dynamics was developed. Reaction kinetics is used to model the stability of surface capping agent particularly due to oxidation process. The diffusion of toxic Cd 2+ ions in aquatic environment was simulated using an adapted Brownian motion algorithm. A calibrated parameter to reflect sensitivity to reaction rate is proposed. The model output demonstrates the stochastic spatial distribution of toxic Cd 2+ ions under different values of proxy environmental factor parameters. With the only chemistry considered was oxidation, the simulation was able to replicate Cd 2+ ion release from Thiol-capped QDs in aerated water. The agent-based method is the first to be developed in the QDs application domain. It adds both simplicity of the solubility and rate of release of Cd 2+ ions and complexity of tracking of individual atoms of Cd at the same time
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Algorithm for generating a Brownian motion on a sphere
International Nuclear Information System (INIS)
Carlsson, Tobias; Elvingson, Christer; Ekholm, Tobias
2010-01-01
We present a new algorithm for generation of a random walk on a two-dimensional sphere. The algorithm is obtained by viewing the 2-sphere as the equator in the 3-sphere surrounded by an infinitesimally thin band with boundary which reflects Brownian particles and then applying known effective methods for generating Brownian motion on the 3-sphere. To test the method, the diffusion coefficient was calculated in computer simulations using the new algorithm and, for comparison, also using a commonly used method in which the particle takes a Brownian step in the tangent plane to the 2-sphere and is then projected back to the spherical surface. The two methods are in good agreement for short time steps, while the method presented in this paper continues to give good results also for larger time steps, when the alternative method becomes unstable.
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On correlations between certain random variables associated with first passage Brownian motion
International Nuclear Information System (INIS)
Kearney, Michael J; Pye, Andrew J; Martin, Richard J
2014-01-01
We analyse how the area swept out by a Brownian motion up to its first passage time correlates with the first passage time itself, obtaining several exact results in the process. Additionally, we analyse the relationship between the time average of a Brownian motion during a first passage and the maximum value attained. The results, which find various applications, are in excellent agreement with simulations. (paper)
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Kanada, Ryo; Kuwata, Takeshi; Kenzaki, Hiroo; Takada, Shoji
2013-01-01
Kinesin is a family of molecular motors that move unidirectionally along microtubules (MT) using ATP hydrolysis free energy. In the family, the conventional two-headed kinesin was experimentally characterized to move unidirectionally through "walking" in a hand-over-hand fashion by coordinated motions of the two heads. Interestingly a single-headed kinesin, a truncated KIF1A, still can generate a biased Brownian movement along MT, as observed by in vitro single molecule experiments. Thus, KIF1A must use a different mechanism from the conventional kinesin to achieve the unidirectional motions. Based on the energy landscape view of proteins, for the first time, we conducted a set of molecular simulations of the truncated KIF1A movements over an ATP hydrolysis cycle and found a mechanism exhibiting and enhancing stochastic forward-biased movements in a similar way to those in experiments. First, simulating stand-alone KIF1A, we did not find any biased movements, while we found that KIF1A with a large friction cargo-analog attached to the C-terminus can generate clearly biased Brownian movements upon an ATP hydrolysis cycle. The linked cargo-analog enhanced the detachment of the KIF1A from MT. Once detached, diffusion of the KIF1A head was restricted around the large cargo which was located in front of the head at the time of detachment, thus generating a forward bias of the diffusion. The cargo plays the role of a diffusional anchor, or cane, in KIF1A "walking."
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Directory of Open Access Journals (Sweden)
Ryo Kanada
Full Text Available Kinesin is a family of molecular motors that move unidirectionally along microtubules (MT using ATP hydrolysis free energy. In the family, the conventional two-headed kinesin was experimentally characterized to move unidirectionally through "walking" in a hand-over-hand fashion by coordinated motions of the two heads. Interestingly a single-headed kinesin, a truncated KIF1A, still can generate a biased Brownian movement along MT, as observed by in vitro single molecule experiments. Thus, KIF1A must use a different mechanism from the conventional kinesin to achieve the unidirectional motions. Based on the energy landscape view of proteins, for the first time, we conducted a set of molecular simulations of the truncated KIF1A movements over an ATP hydrolysis cycle and found a mechanism exhibiting and enhancing stochastic forward-biased movements in a similar way to those in experiments. First, simulating stand-alone KIF1A, we did not find any biased movements, while we found that KIF1A with a large friction cargo-analog attached to the C-terminus can generate clearly biased Brownian movements upon an ATP hydrolysis cycle. The linked cargo-analog enhanced the detachment of the KIF1A from MT. Once detached, diffusion of the KIF1A head was restricted around the large cargo which was located in front of the head at the time of detachment, thus generating a forward bias of the diffusion. The cargo plays the role of a diffusional anchor, or cane, in KIF1A "walking."
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Eigenfunction statistics of Wishart Brownian ensembles
International Nuclear Information System (INIS)
Shukla, Pragya
2017-01-01
We theoretically analyze the eigenfunction fluctuation measures for a Hermitian ensemble which appears as an intermediate state of the perturbation of a stationary ensemble by another stationary ensemble of Wishart (Laguerre) type. Similar to the perturbation by a Gaussian stationary ensemble, the measures undergo a diffusive dynamics in terms of the perturbation parameter but the energy-dependence of the fluctuations is different in the two cases. This may have important consequences for the eigenfunction dynamics as well as phase transition studies in many areas of complexity where Brownian ensembles appear. (paper)
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On the Generalized Brownian Motion and its Applications in Finance
DEFF Research Database (Denmark)
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 state variables instead of standard Brownian motions. This is a new direction in pricing non defaultable bonds. By extending the theory developed by Dippon & Schiemert (2006a), the paper developes a bond market with memory, and proves the absence of arbitrage. The framework is readily extendable...
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Relaxation property of the fractional Brownian particle
International Nuclear Information System (INIS)
Wang Litan; Lung, C.W.
1988-08-01
Dynamic susceptibility of a diffusion system associated with the fractional Brownian motion (fBm) was examined for the fractal property of the Non-Debye relaxation process. The comparisons between fBm and other approaches were made. Anomalous diffusion and the Non-Debye relaxation processes were discussed with this approach. (author). 8 refs, 1 fig
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Fractional Brownian motion with a reflecting wall
Wada, Alexander H. O.; Vojta, Thomas
2018-02-01
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of Monte Carlo simulations. Whereas the mean-square displacement of the particle shows the expected anomalous diffusion behavior ˜tα , the interplay between the geometric confinement and the long-time memory leads to a highly non-Gaussian probability density function with a power-law singularity at the barrier. In the superdiffusive case α >1 , the particles accumulate at the barrier leading to a divergence of the probability density. For subdiffusion α implications of these findings, in particular, for applications that are dominated by rare events.
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The probability of an encounter of two Brownian particles before escape
International Nuclear Information System (INIS)
Holcman, D; Kupka, I
2009-01-01
We study the probability of meeting of two Brownian particles before one of them exits a finite interval. We obtain an explicit expression for the probability as a function of the initial distance between the two particles using the Weierstrass elliptic function. We also find the law of the meeting location. Brownian simulations show the accuracy of our analysis. Finally, we discuss some applications to the probability that a double-strand DNA break repairs in confined environments.
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Energy Technology Data Exchange (ETDEWEB)
Hiotelis, Nicos [1st Lyceum of Athens, Ipitou 15, Plaka, 10557, Athens (Greece); Popolo, Antonino Del, E-mail: adelpopolo@oact.inaf.it, E-mail: hiotelis@ipta.demokritos.gr [Dipartimento di Fisica e Astronomia, University Of Catania, Viale Andrea Doria 6, 95125, Catania (Italy)
2017-03-01
We construct an integral equation for the first crossing distributions for fractional Brownian motion in the case of a constant barrier and we present an exact analytical solution. Additionally we present first crossing distributions derived by simulating paths from fractional Brownian motion. We compare the results of the analytical solutions with both those of simulations and those of some approximated solutions which have been used in the literature. Finally, we present multiplicity functions for dark matter structures resulting from our analytical approach and we compare with those resulting from N-body simulations. We show that the results of analytical solutions are in good agreement with those of path simulations but differ significantly from those derived from approximated solutions. Additionally, multiplicity functions derived from fractional Brownian motion are poor fits of the those which result from N-body simulations. We also present comparisons with other models which are exist in the literature and we discuss different ways of improving the agreement between analytical results and N-body simulations.
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Achieving swift equilibration of a Brownian particle using flow-fields
Patra, Ayoti; Jarzynski, Christopher
Can a system be driven to a targeted equilibrium state on a timescale that is much shorter than its natural equilibration time? In a recent experiment, the swift equilibration of an overdamped Brownian particle was achieved by use of an appropriately designed, time-dependent optical trap potential. Motivated by these results, we develop a general theoretical approach for guiding an ensemble of Brownian particles to track the instantaneous equilibrium distribution of a desired potential U (q , t) . In our approach, we use flow-fields associated with the parametric evolution of the targeted equilibrium state to construct an auxiliary potential U (q , t) , such that dynamics under the composite potential U (t) + U (t) achieves the desired evolution. Our results establish a close connection between the swift equilibration of Brownian particles, quantum shortcuts to adiabaticity, and the dissipationless driving of a classical, Hamiltonian system.
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Cosmophysical Factors in the Fluctuation Amplitude Spectrum of Brownian Motion
Directory of Open Access Journals (Sweden)
Kaminsky A. V.
2010-04-01
Full Text Available Phenomenon of the regular variability of the fine structure of the fluctuation in the amplitude distributions (shapes of related histograms for the case of Brownian motion was investigated. We took an advantage of the dynamic light scattering method (DLS to get a stochastically fluctuated signal determined by Brownian motion. Shape of the histograms is most likely to vary, synchronous, in two proximally located independent cells containing Brownian particles. The synchronism persists in the cells distant at 2m from each other, and positioned meridionally. With a parallel-wise positioning of the cells, high probability of the synchronous variation in the shape of the histograms by local time has been observed. This result meets the previous conclusion about the dependency of histogram shapes ("fluctuation amplitudes" of the spectra of stochastic processes upon rotation of the Earth.
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Cosmophysical Factors in the Fluctuation Amplitude Spectrum of Brownian Motion
Directory of Open Access Journals (Sweden)
Kaminsky A. V.
2010-07-01
Full Text Available Phenomenon of the regular variability of the fine structure of the fluctuation in the am- plitude distributions (shapes of related histograms for the case of Brownian motion was investigated. We took an advantage of the dynamic light scattering method (DLS to get a stochastically fluctuated signal determined by Brownian motion. Shape of the histograms is most likely to vary, synchronous, in two proximally located independent cells containing Brownian particles. The synchronism persists in the cells distant at 2 m from each other, and positioned meridionally. With a parallel-wise positioning of the cells, high probability of the synchronous variation in the shape of the histograms by local time has been observed. This result meets the previous conclusion about the dependency of histogram shapes (“fluctuation amplitudes” of the spectra of stochastic processes upon rotation of the Earth.
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On the distribution of estimators of diffusion constants for Brownian motion
International Nuclear Information System (INIS)
Boyer, Denis; Dean, David S
2011-01-01
We discuss the distribution of various estimators for extracting the diffusion constant of single Brownian trajectories obtained by fitting the squared displacement of the trajectory. The analysis of the problem can be framed in terms of quadratic functionals of Brownian motion that correspond to the Euclidean path integral for simple Harmonic oscillators with time dependent frequencies. Explicit analytical results are given for the distribution of the diffusion constant estimator in a number of cases and our results are confirmed by numerical simulations.
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International Nuclear Information System (INIS)
Kamerlin, Natasha; Elvingson, Christer
2016-01-01
We have investigated an alternative to the standard periodic boundary conditions for simulating the diffusion of tracer particles in a polymer gel by performing Brownian dynamics simulations using spherical boundary conditions. The gel network is constructed by randomly distributing tetravalent cross-linking nodes and connecting nearest pairs. The final gel structure is characterised by the radial distribution functions, chain lengths and end-to-end distances, and the pore size distribution. We have looked at the diffusion of tracer particles with a wide range of sizes, diffusing in both static and dynamic networks of two different volume fractions. It is quantitatively shown that the dynamical effect of the network becomes more important in facilitating the diffusional transport for larger particle sizes, and that one obtains a finite diffusion also for particle sizes well above the maximum in the pore size distribution. (paper)
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Benson, Christopher R; Maffeo, Christopher; Fatila, Elisabeth M; Liu, Yun; Sheetz, Edward G; Aksimentiev, Aleksei; Singharoy, Abhishek; Flood, Amar H
2018-05-07
The coordinated motion of many individual components underpins the operation of all machines. However, despite generations of experience in engineering, understanding the motion of three or more coupled components remains a challenge, known since the time of Newton as the "three-body problem." Here, we describe, quantify, and simulate a molecular three-body problem of threading two molecular rings onto a linear molecular thread. Specifically, we use voltage-triggered reduction of a tetrazine-based thread to capture two cyanostar macrocycles and form a [3]pseudorotaxane product. As a consequence of the noncovalent coupling between the cyanostar rings, we find the threading occurs by an unexpected and rare inchworm-like motion where one ring follows the other. The mechanism was derived from controls, analysis of cyclic voltammetry (CV) traces, and Brownian dynamics simulations. CVs from two noncovalently interacting rings match that of two covalently linked rings designed to thread via the inchworm pathway, and they deviate considerably from the CV of a macrocycle designed to thread via a stepwise pathway. Time-dependent electrochemistry provides estimates of rate constants for threading. Experimentally derived parameters (energy wells, barriers, diffusion coefficients) helped determine likely pathways of motion with rate-kinetics and Brownian dynamics simulations. Simulations verified intercomponent coupling could be separated into ring-thread interactions for kinetics, and ring-ring interactions for thermodynamics to reduce the three-body problem to a two-body one. Our findings provide a basis for high-throughput design of molecular machinery with multiple components undergoing coupled motion.
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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.
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Feedback control of two-headed Brownian motors in flashing ratchet potential
International Nuclear Information System (INIS)
Zhao A-Ke; Zhang Hong-Wei; Li Yu-Xiao
2010-01-01
We presented a detailed investigation on the movement of two-headed Brownian motors in an asymmetric potential under a feedback control. By numerical simulations the direct current is obtained. The current is periodic in the initial length of spring. There is an optimal value of the spring constant. And the dependence of the current on the opposing force is reversed. Then we found that when the change of the temperature and the opposing force have optimal values, the Brownian motors can also obtain the optimal efficiency
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Financial Brownian Particle in the Layered Order-Book Fluid and Fluctuation-Dissipation Relations
Yura, Yoshihiro; Takayasu, Hideki; Sornette, Didier; Takayasu, Misako
2014-03-01
We introduce a novel description of the dynamics of the order book of financial markets as that of an effective colloidal Brownian particle embedded in fluid particles. The analysis of comprehensive market data enables us to identify all motions of the fluid particles. Correlations between the motions of the Brownian particle and its surrounding fluid particles reflect specific layering interactions; in the inner layer the correlation is strong and with short memory, while in the outer layer it is weaker and with long memory. By interpreting and estimating the contribution from the outer layer as a drag resistance, we demonstrate the validity of the fluctuation-dissipation relation in this nonmaterial Brownian motion process.
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International Nuclear Information System (INIS)
Berg-Soerensen, Kirstine; Flyvbjerg, Henrik
2005-01-01
One hundred years after Einstein modelled Brownian motion, a central aspect of this motion in incompressible fluids has not been verified experimentally: the thermal noise that drives the Brownian particle, is not white, as in Einstein's simple theory. It is slightly coloured, due to hydrodynamics and the fluctuation-dissipation theorem. This theoretical result from the 1970s was prompted by computer simulation results in apparent violation of Einstein's theory. We discuss how a direct experimental observation of this colour might be carried out by using optical tweezers to separate the thermal noise from the particle's dynamic response to it. Since the thermal noise is almost white, very good statistics is necessary to resolve its colour. That requires stable equipment and long recording times, possibly making this experiment one for the future only. We give results for experimental requirements and for stochastic errors as functions of experimental window and measurement time, and discuss some potential sources of systematic errors
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Molecular dynamics simulations of the embedding of a nano-particle into a polymer film
International Nuclear Information System (INIS)
Ochoa, J G Diaz; Binder, K; Paul, W
2006-01-01
In this work we report on molecular dynamics simulations of the embedding process of a nano-particle into a polymeric film as a function of temperature. This process has been employed experimentally in recent years to test for a shift of the glass transition of a material due to the confined film geometry and to test for the existence of a liquid-like layer on top of a glassy polymer film. The embedding process is governed thermodynamically by the prewetting properties of the polymer on the nano-particle. We show that the dynamics of the process depends on the Brownian motion characteristics of the nano-particle in and on the polymer film. It displays large sample to sample variations, suggesting that it is an activated process. On the timescales of the simulation an embedding of the nano-particle is only observed for temperatures above the bulk glass transition temperature of the polymer, agreeing with experimental observations on noble metal clusters of comparable size
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Brownian motion of tethered nanowires.
Ota, Sadao; Li, Tongcang; Li, Yimin; Ye, Ziliang; Labno, Anna; Yin, Xiaobo; Alam, Mohammad-Reza; Zhang, Xiang
2014-05-01
Brownian motion of slender particles near a boundary is ubiquitous in biological systems and in nanomaterial assembly, but the complex hydrodynamic interaction in those systems is still poorly understood. Here, we report experimental and computational studies of the Brownian motion of silicon nanowires tethered on a substrate. An optical interference method enabled direct observation of microscopic rotations of the slender bodies in three dimensions with high angular and temporal resolutions. This quantitative observation revealed anisotropic and angle-dependent hydrodynamic wall effects: rotational diffusivity in inclined and azimuth directions follows different power laws as a function of the length, ∼ L(-2.5) and ∼ L(-3), respectively, and is more hindered for smaller inclined angles. In parallel, we developed an implicit simulation technique that takes the complex wire-wall hydrodynamic interactions into account efficiently, the result of which agreed well with the experimentally observed angle-dependent diffusion. The demonstrated techniques provide a platform for studying the microrheology of soft condensed matters, such as colloidal and biological systems near interfaces, and exploring the optimal self-assembly conditions of nanostructures.
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O'Connell's process as a vicious Brownian motion
International Nuclear Information System (INIS)
Katori, Makoto
2011-01-01
Vicious Brownian motion is a diffusion scaling limit of Fisher's vicious walk model, which is a system of Brownian particles in one dimension such that if two motions meet they kill each other. We consider the vicious Brownian motions conditioned never to collide with each other and call it noncolliding Brownian motion. This conditional diffusion process is equivalent to the eigenvalue process of the Hermitian-matrix-valued Brownian motion studied by Dyson [J. Math. Phys. 3, 1191 (1962)]. Recently, O'Connell [Ann. Probab. (to be published)] introduced a generalization of the noncolliding Brownian motion by using the eigenfunctions (the Whittaker functions) of the quantum Toda lattice in order to analyze a directed polymer model in 1 + 1 dimensions. We consider a system of one-dimensional Brownian motions with a long-ranged killing term as a generalization of the vicious Brownian motion and construct the O'Connell process as a conditional process of the killing Brownian motions to survive forever.
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Smoldyn on graphics processing units: massively parallel Brownian dynamics simulations.
Dematté, Lorenzo
2012-01-01
Space is a very important aspect in the simulation of biochemical systems; recently, the need for simulation algorithms able to cope with space is becoming more and more compelling. Complex and detailed models of biochemical systems need to deal with the movement of single molecules and particles, taking into consideration localized fluctuations, transportation phenomena, and diffusion. A common drawback of spatial models lies in their complexity: models can become very large, and their simulation could be time consuming, especially if we want to capture the systems behavior in a reliable way using stochastic methods in conjunction with a high spatial resolution. In order to deliver the promise done by systems biology to be able to understand a system as whole, we need to scale up the size of models we are able to simulate, moving from sequential to parallel simulation algorithms. In this paper, we analyze Smoldyn, a widely diffused algorithm for stochastic simulation of chemical reactions with spatial resolution and single molecule detail, and we propose an alternative, innovative implementation that exploits the parallelism of Graphics Processing Units (GPUs). The implementation executes the most computational demanding steps (computation of diffusion, unimolecular, and bimolecular reaction, as well as the most common cases of molecule-surface interaction) on the GPU, computing them in parallel on each molecule of the system. The implementation offers good speed-ups and real time, high quality graphics output
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Scaling of mesoscale simulations of polymer melts with the bare friction coefficient
Kindt, P.; Kindt, P.; Briels, Willem J.
2005-01-01
Both the Rouse and reptation model predict that the dynamics of a polymer melt scale inversely proportional with the Langevin friction coefficient (E). Mesoscale Brownian dynamics simulations of polyethylene validate these scaling predictions, providing the reptational friction (E)R=(E)+(E)C is
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International Nuclear Information System (INIS)
Tang Hong; Lin Jianzhong
2011-01-01
The extinction coefficient of atmospheric aerosol particles influences the earth’s radiation balance directly or indirectly, and it can be determined by the scattering and absorption characteristics of aerosol particles. The problem of estimating the change of extinction coefficient due to time evolution of bimodal particle size distribution is studied, and two improved methods for calculating the Brownian coagulation coefficient and the condensation growth rate are proposed, respectively. Through the improved method based on Otto kernel, the Brownian coagulation coefficient can be expressed simply in powers of particle volume for the entire particle size regime based on the fitted polynomials of the mean enhancement function. Meanwhile, the improved method based on Fuchs–Sutugin kernel is developed to obtain the condensation growth rate for the entire particle size regime. And then, the change of the overall extinction coefficient of bimodal distributions undergoing Brownian coagulation and condensation can be estimated comprehensively for the entire particle size regime. Simulation experiments indicate that the extinction coefficients obtained with the improved methods coincide fairly well with the true values, which provide a simple, reliable, and general method to estimate the change of extinction coefficient for the entire particle size regime during the bimodal particle dynamic processes.
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Melting behaviour of gold-platinum nanoalloy clusters by molecular dynamics simulations
Energy Technology Data Exchange (ETDEWEB)
Ong, Yee Pin; Yoon, Tiem Leong [School of Physics, Universiti Sains Malaysia, 11800 USM, Penang (Malaysia); Lim, Thong Leng [Faculty of Engineering and Technology, Multimedia University, Melaka Campus, 75450 Melaka (Malaysia)
2015-04-24
The melting behavior of bimetallic gold-platinum nanoclusters is studied by applying Brownian-type isothermal molecular dynamics (MD) simulation, a program modified from the cubic coupling scheme (CCS). The process begins with the ground-state structures obtained from global minimum search algorithm and proceeds with the investigation of the effect of temperature on the thermal properties of gold-platinum nanoalloy clusters. N-body Gupta potential has been employed in order to account for the interactions between gold and platinum atoms. The ground states of the nanoalloy clusters, which are core-shell segregated, are heated until they become thermally segregated. The detailed melting mechanism of the nanoalloy clusters is studied via this approach to provide insight into the thermal stability of the nanoalloy clusters.
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Directory of Open Access Journals (Sweden)
Sandra Posch
2016-09-01
Full Text Available We here give information for a deeper understanding of single molecule force spectroscopy (SMFS data through the example of the blood protein von Willebrand factor (VWF. It is also shown, how fitting of rupture forces versus loading rate profiles in the molecular dynamics (MD loading-rate range can be used to demonstrate the qualitative agreement between SMFS and MD simulations. The recently developed model by Bullerjahn, Sturm, and Kroy (BSK was used for this demonstration. Further, Brownian dynamics (BD simulations, which can be utilized to estimate the lifetimes of intramolecular VWF interactions under physiological shear, are described. For interpretation and discussion of the methods and data presented here, we would like to directly point the reader to the related research paper, “Mutual A domain interactions in the force sensing protein von Willebrand Factor” (Posch et al., 2016 [1]. Keywords: Atomic force microscopy, Single molecule force spectroscopy, Molecular dynamics simulation, Brownian dynamics simulation, von Willebrand factor
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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.
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Quantum Darwinism in Quantum Brownian Motion
Blume-Kohout, Robin; Zurek, Wojciech H.
2008-12-01
Quantum Darwinism—the redundant encoding of information about a decohering system in its environment—was proposed to reconcile the quantum nature of our Universe with apparent classicality. We report the first study of the dynamics of quantum Darwinism in a realistic model of decoherence, quantum Brownian motion. Prepared in a highly squeezed state—a macroscopic superposition—the system leaves records whose redundancy increases rapidly with initial delocalization. Redundancy appears rapidly (on the decoherence time scale) and persists for a long time.
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Polymer deformation in Brownian ratchets: theory and molecular dynamics simulations.
Kenward, Martin; Slater, Gary W
2008-11-01
We examine polymers in the presence of an applied asymmetric sawtooth (ratchet) potential which is periodically switched on and off, using molecular dynamics (MD) simulations with an explicit Lennard-Jones solvent. We show that the distribution of the center of mass for a polymer in a ratchet is relatively wide for potential well depths U0 on the order of several kBT. The application of the ratchet potential also deforms the polymer chains. With increasing U0 the Flory exponent varies from that for a free three-dimensional (3D) chain, nu=35 (U0=0), to that corresponding to a 2D compressed (pancake-shaped) polymer with a value of nu=34 for moderate U0. This has the added effect of decreasing a polymer's diffusion coefficient from its 3D value D3D to that of a pancaked-shaped polymer moving parallel to its minor axis D2D. The result is that a polymer then has a time-dependent diffusion coefficient D(t) during the ratchet off time. We further show that this suggests a different method to operate a ratchet, where the off time of the ratchet, toff, is defined in terms of the relaxation time of the polymer, tauR. We also derive a modified version of the Bader ratchet model [Bader, Proc. Natl. Acad. Sci. U.S.A. 96, 13165 (1999)] which accounts for this deformation and we present a simple expression to describe the time dependent diffusion coefficient D(t). Using this model we then illustrate that polymer deformation can be used to modulate polymer migration in a ratchet potential.
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Quantal Brownian Motion from RPA dynamics: The master and Fokker-Planck equations
International Nuclear Information System (INIS)
Yannouleas, C.
1984-05-01
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.)
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Deformation and fracture behavior of simulated particle gels
Rzepiela, A.A.
2003-01-01
In this PhD project rheological properties of model particle gels are investigated using Brownian Dynamics (BD) simulations. Particle gels are systems of colloidal particles that form weakly bonded percolating networks interpenetrated by a suspending fluid. They are characterized as
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Frustrated Brownian Motion of Nonlocal Solitary Waves
International Nuclear Information System (INIS)
Folli, V.; Conti, C.
2010-01-01
We investigate the evolution of solitary waves in a nonlocal medium in the presence of disorder. By using a perturbational approach, we show that an increasing degree of nonlocality may largely hamper the Brownian motion of self-trapped wave packets. The result is valid for any kind of nonlocality and in the presence of nonparaxial effects. Analytical predictions are compared with numerical simulations based on stochastic partial differential equations.
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Bhattacharyya, Debankur; Paul, Shibashis; Ghosh, Shyamolina; Ray, Deb Shankar
2018-04-01
We consider the Brownian motion of a collection of particles each with an additional degree of freedom. The degree of freedom of a particle (or, in general, a molecule) can assume distinct values corresponding to certain states or conformations. The time evolution of the additional degree of freedom of a particle is guided by those of its neighbors as well as the temperature of the system. We show that the local averaging over these degrees of freedom results in emergence of a collective order in the dynamics in the form of selection or dominance of one of the isomers leading to a symmetry-broken state. Our statistical model captures the basic features of homochirality, e.g., autocatalysis and chiral inhibition.
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Urbina-Villalba, German
2009-03-01
The first algorithm for Emulsion Stability Simulations (ESS) was presented at the V Conferencia Iberoamericana sobre Equilibrio de Fases y Diseño de Procesos [Luis, J.; García-Sucre, M.; Urbina-Villalba, G. Brownian Dynamics Simulation of Emulsion Stability In: Equifase 99. Libro de Actas, 1(st) Ed., Tojo J., Arce, A., Eds.; Solucion's: Vigo, Spain, 1999; Volume 2, pp. 364-369]. The former version of the program consisted on a minor modification of the Brownian Dynamics algorithm to account for the coalescence of drops. The present version of the program contains elaborate routines for time-dependent surfactant adsorption, average diffusion constants, and Ostwald ripening.
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Chung, Shin-Ho; Corry, Ben
2007-07-01
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 change in response to the forces acting upon them. By systematically changing the coefficients of bond stretching and of angle bending, the carbon and oxygen atoms can be made to fluctuate from their fixed positions by varying mean distances. We show that incorporating carbonyl motion in this way does not alter the mechanism of ion conduction and only has a small influence on the computed current. The slope conductance of the channel increases by approximately 25% when the root mean-square fluctuations of the carbonyl groups are increased from 0.01 to 0.61 A. The energy profiles and the number of resident ions in the channel remain unchanged. The method we utilized here can be extended to allow the movement of glutamate or aspartate side chains lining the selectivity filters of other ionic channels.
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Man'ko, V I
1993-01-01
Brownian motion may be embedded in the Fock space of bosonic free field in one dimension.Extending this correspondence to a family of creation and annihilation operators satisfying a q-deformed algebra, the notion of q-deformation is carried from the algebra to the domain of stochastic processes.The properties of q-deformed Brownian motion, in particular its non-Gaussian nature and cumulant structure,are established.
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Non-Markovian quantum Brownian motion in one dimension in electric fields
Shen, H. Z.; Su, S. L.; Zhou, Y. H.; Yi, X. X.
2018-04-01
Quantum Brownian motion is the random motion of quantum particles suspended in a field (or an effective field) resulting from their collision with fast-moving modes in the field. It provides us with a fundamental model to understand various physical features concerning open systems in chemistry, condensed-matter physics, biophysics, and optomechanics. In this paper, without either the Born-Markovian or rotating-wave approximation, we derive a master equation for a charged-Brownian particle in one dimension coupled with a thermal reservoir in electric fields. The effect of the reservoir and the electric fields is manifested as time-dependent coefficients and coherent terms, respectively, in the master equation. The two-photon correlation between the Brownian particle and the reservoir can induce nontrivial squeezing dynamics to the particle. We derive a current equation including the source from the driving fields, transient current from the system flowing into the environment, and the two-photon current caused by the non-rotating-wave term. The presented results then are compared with that given by the rotating-wave approximation in the weak-coupling limit, and these results are extended to a more general quantum network involving an arbitrary number of coupled-Brownian particles. The presented formalism might open a way to better understand exactly the non-Markovian quantum network.
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Langevin theory of anomalous Brownian motion made simple
International Nuclear Information System (INIS)
Tothova, Jana; Vasziova, Gabriela; Lisy, VladimIr; Glod, Lukas
2011-01-01
During the century from the publication of the work by Einstein (1905 Ann. Phys. 17 549) Brownian motion has become an important paradigm in many fields of modern science. An essential impulse for the development of Brownian motion theory was given by the work of Langevin (1908 C. R. Acad. Sci., Paris 146 530), in which he proposed an 'infinitely more simple' description of Brownian motion than that by Einstein. The original Langevin approach has however strong limitations, which were rigorously stated after the creation of the hydrodynamic theory of Brownian motion (1945). Hydrodynamic Brownian motion is a special case of 'anomalous Brownian motion', now intensively studied both theoretically and in experiments. We show how some general properties of anomalous Brownian motion can be easily derived using an effective method that allows one to convert the stochastic generalized Langevin equation into a deterministic Volterra-type integro-differential equation for the mean square displacement of the particle. Within the Gibbs statistics, the method is applicable to linear equations of motion with any kind of memory during the evolution of the system. We apply it to memoryless Brownian motion in a harmonic potential well and to Brownian motion in fluids, taking into account the effects of hydrodynamic memory. Exploring the mathematical analogy between Brownian motion and electric circuits, which are at nanoscales also described by the generalized Langevin equation, we calculate the fluctuations of charge and current in RLC circuits that are in contact with the thermal bath. Due to the simplicity of our approach it could be incorporated into graduate courses of statistical physics. Once the method is established, it allows bringing to the attention of students and effectively solving a number of attractive problems related to Brownian motion.
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Thermodynamic and Quantum Thermodynamic Analyses of Brownian Movement
Gyftopoulos, Elias P.
2006-01-01
Thermodynamic and quantum thermodynamic analyses of Brownian movement of a solvent and a colloid passing through neutral thermodynamic equilibrium states only. It is shown that Brownian motors and E. coli do not represent Brownian movement.
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Brownian dynamic study of an enzyme metabolon in the TCA cycle: Substrate kinetics and channeling.
Huang, Yu-Ming M; Huber, Gary A; Wang, Nuo; Minteer, Shelley D; McCammon, J Andrew
2018-02-01
Malate dehydrogenase (MDH) and citrate synthase (CS) are two pacemaking enzymes involved in the tricarboxylic acid (TCA) cycle. Oxaloacetate (OAA) molecules are the intermediate substrates that are transferred from the MDH to CS to carry out sequential catalysis. It is known that, to achieve a high flux of intermediate transport and reduce the probability of substrate leaking, a MDH-CS metabolon forms to enhance the OAA substrate channeling. In this study, we aim to understand the OAA channeling within possible MDH-CS metabolons that have different structural orientations in their complexes. Three MDH-CS metabolons from native bovine, wild-type porcine, and recombinant sources, published in recent work, were selected to calculate OAA transfer efficiency by Brownian dynamics (BD) simulations and to study, through electrostatic potential calculations, a possible role of charges that drive the substrate channeling. Our results show that an electrostatic channel is formed in the metabolons of native bovine and recombinant porcine enzymes, which guides the oppositely charged OAA molecules passing through the channel and enhances the transfer efficiency. However, the channeling probability in a suggested wild-type porcine metabolon conformation is reduced due to an extended diffusion length between the MDH and CS active sites, implying that the corresponding arrangements of MDH and CS result in the decrease of electrostatic steering between substrates and protein surface and then reduce the substrate transfer efficiency from one active site to another. © 2017 The Protein Society.
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Multiscale modeling and simulation of microtubule–motor-protein assemblies
Gao, Tong; Blackwell, Robert; Glaser, Matthew A.; Betterton, M. D.; Shelley, Michael J.
2016-01-01
Microtubules and motor proteins self-organize into biologically important assemblies including the mitotic spindle and the centrosomal microtubule array. Outside of cells, microtubule-motor mixtures can form novel active liquid-crystalline materials driven out of equilibrium by adenosine triphosphate–consuming motor proteins. Microscopic motor activity causes polarity-dependent interactions between motor proteins and microtubules, but how these interactions yield larger-scale dynamical behavior such as complex flows and defect dynamics is not well understood. We develop a multiscale theory for microtubule-motor systems in which Brownian dynamics simulations of polar microtubules driven by motors are used to study microscopic organization and stresses created by motor-mediated microtubule interactions. We identify polarity-sorting and crosslink tether relaxation as two polar-specific sources of active destabilizing stress. We then develop a continuum Doi-Onsager model that captures polarity sorting and the hydrodynamic flows generated by these polar-specific active stresses. In simulations of active nematic flows on immersed surfaces, the active stresses drive turbulent flow dynamics and continuous generation and annihilation of disclination defects. The dynamics follow from two instabilities, and accounting for the immersed nature of the experiment yields unambiguous characteristic length and time scales. When turning off the hydrodynamics in the Doi-Onsager model, we capture formation of polar lanes as observed in the Brownian dynamics simulation. PMID:26764729
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Multiscale modeling and simulation of microtubule-motor-protein assemblies.
Gao, Tong; Blackwell, Robert; Glaser, Matthew A; Betterton, M D; Shelley, Michael J
2015-01-01
Microtubules and motor proteins self-organize into biologically important assemblies including the mitotic spindle and the centrosomal microtubule array. Outside of cells, microtubule-motor mixtures can form novel active liquid-crystalline materials driven out of equilibrium by adenosine triphosphate-consuming motor proteins. Microscopic motor activity causes polarity-dependent interactions between motor proteins and microtubules, but how these interactions yield larger-scale dynamical behavior such as complex flows and defect dynamics is not well understood. We develop a multiscale theory for microtubule-motor systems in which Brownian dynamics simulations of polar microtubules driven by motors are used to study microscopic organization and stresses created by motor-mediated microtubule interactions. We identify polarity-sorting and crosslink tether relaxation as two polar-specific sources of active destabilizing stress. We then develop a continuum Doi-Onsager model that captures polarity sorting and the hydrodynamic flows generated by these polar-specific active stresses. In simulations of active nematic flows on immersed surfaces, the active stresses drive turbulent flow dynamics and continuous generation and annihilation of disclination defects. The dynamics follow from two instabilities, and accounting for the immersed nature of the experiment yields unambiguous characteristic length and time scales. When turning off the hydrodynamics in the Doi-Onsager model, we capture formation of polar lanes as observed in the Brownian dynamics simulation.
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Multiscale modeling and simulation of microtubule-motor-protein assemblies
Gao, Tong; Blackwell, Robert; Glaser, Matthew A.; Betterton, M. D.; Shelley, Michael J.
2015-12-01
Microtubules and motor proteins self-organize into biologically important assemblies including the mitotic spindle and the centrosomal microtubule array. Outside of cells, microtubule-motor mixtures can form novel active liquid-crystalline materials driven out of equilibrium by adenosine triphosphate-consuming motor proteins. Microscopic motor activity causes polarity-dependent interactions between motor proteins and microtubules, but how these interactions yield larger-scale dynamical behavior such as complex flows and defect dynamics is not well understood. We develop a multiscale theory for microtubule-motor systems in which Brownian dynamics simulations of polar microtubules driven by motors are used to study microscopic organization and stresses created by motor-mediated microtubule interactions. We identify polarity-sorting and crosslink tether relaxation as two polar-specific sources of active destabilizing stress. We then develop a continuum Doi-Onsager model that captures polarity sorting and the hydrodynamic flows generated by these polar-specific active stresses. In simulations of active nematic flows on immersed surfaces, the active stresses drive turbulent flow dynamics and continuous generation and annihilation of disclination defects. The dynamics follow from two instabilities, and accounting for the immersed nature of the experiment yields unambiguous characteristic length and time scales. When turning off the hydrodynamics in the Doi-Onsager model, we capture formation of polar lanes as observed in the Brownian dynamics simulation.
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Properties of Brownian Image Models in Scale-Space
DEFF Research Database (Denmark)
Pedersen, Kim Steenstrup
2003-01-01
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...... 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......In this paper it is argued that the Brownian image model is the least committed, scale invariant, statistical image model which describes the second order statistics of natural images. Various properties of three different types of Gaussian image models (white noise, Brownian and fractional...
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Revealing virtual processes of a quantum Brownian particle in phase space
International Nuclear Information System (INIS)
Maniscalco, S
2005-01-01
The short-time dynamics of a quantum Brownian particle in a harmonic potential is studied in phase space. An exact non-Markovian analytic approach to calculate the time evolution of the Wigner function is presented. The dynamics of the Wigner function of an initially squeezed state is analysed. It is shown that virtual exchanges of energy between the particle and the reservoir, characterizing the non-Lindblad short-time dynamics where system-reservoir correlations are not negligible, show up in phase space
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Dynamic tracking of a nano-particle in fluids under Brownian motions
International Nuclear Information System (INIS)
Wu, X C; Zhang, W J; Sammynaiken, R
2008-01-01
Most previous studies on H 2 S were devoted to its toxic effects. However, recently there have been increasing evidences which show that endogenously generated H 2 S in specific mammalian tissues has certain significant positive physiological effects such as a neuromodulator and vasorelaxant in a membrane receptor-independent manner. In order to know the functions of endogenous H 2 S, low concentration and high accuracy measurement of H 2 S is a must. Furthermore, this measurement is desired to be real-time and non-invasive. It is reported that low concentration and nano quantity of H 2 S can be detected in water solutions and sera using carbon nanotubes with the fluorescence by confocal laser scanning microscopy. However, because of the Brownian motion of the small particle (carbon nanotube), a control system must be developed to track the movement of the particle in fluids. In this paper, we present a study to track a carbon nanotube which absorbs H 2 S in water or serum using a Raman microscope or confocal laser scanning microscope. In particular, we developed a novel control system for this task. Simulation has shown that our system works very well.
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Orbital diamagnetism of a charged Brownian particle undergoing birth-death process
International Nuclear Information System (INIS)
Jayannawar, A.M.; Kumar, N.
1980-06-01
We consider the magnetic response of a charged Brownian particle undergoing a stochastic birth-death process. The latter simulates the electron-hole pair production and recombination in semiconductors. We obtain non-zero, orbital diamagnetism which can be large without violating the Van Leeuwen theorem. (author)
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Weysser, F; Puertas, A M; Fuchs, M; Voigtmann, Th
2010-07-01
We analyze the slow glassy structural relaxation as measured through collective and tagged-particle density correlation functions obtained from Brownian dynamics simulations for a polydisperse system of quasi-hard spheres in the framework of the mode-coupling theory (MCT) of the glass transition. Asymptotic analyses show good agreement for the collective dynamics when polydispersity effects are taken into account in a multicomponent calculation, but qualitative disagreement at small q when the system is treated as effectively monodisperse. The origin of the different small-q behavior is attributed to the interplay between interdiffusion processes and structural relaxation. Numerical solutions of the MCT equations are obtained taking properly binned partial static structure factors from the simulations as input. Accounting for a shift in the critical density, the collective density correlation functions are well described by the theory at all densities investigated in the simulations, with quantitative agreement best around the maxima of the static structure factor and worst around its minima. A parameter-free comparison of the tagged-particle dynamics however reveals large quantitative errors for small wave numbers that are connected to the well-known decoupling of self-diffusion from structural relaxation and to dynamical heterogeneities. While deviations from MCT behavior are clearly seen in the tagged-particle quantities for densities close to and on the liquid side of the MCT glass transition, no such deviations are seen in the collective dynamics.
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Intermittency and multifractional Brownian character of geomagnetic time series
Directory of Open Access Journals (Sweden)
G. Consolini
2013-07-01
Full Text Available The Earth's magnetosphere exhibits a complex behavior in response to the solar wind conditions. This behavior, which is described in terms of mutifractional Brownian motions, could be the consequence of the occurrence of dynamical phase transitions. On the other hand, it has been shown that the dynamics of the geomagnetic signals is also characterized by intermittency at the smallest temporal scales. Here, we focus on the existence of a possible relationship in the geomagnetic time series between the multifractional Brownian motion character and the occurrence of intermittency. In detail, we investigate the multifractional nature of two long time series of the horizontal intensity of the Earth's magnetic field as measured at L'Aquila Geomagnetic Observatory during two years (2001 and 2008, which correspond to different conditions of solar activity. We propose a possible double origin of the intermittent character of the small-scale magnetic field fluctuations, which is related to both the multifractional nature of the geomagnetic field and the intermittent character of the disturbance level. Our results suggest a more complex nature of the geomagnetic response to solar wind changes than previously thought.
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International Nuclear Information System (INIS)
Okuyama, Kikuo; Kousaka, Yasuo; Yoshida, Tetsuo
1976-01-01
The behavior of aerosols undergoing Brownian coagulation. Brownian diffusion and gravitational settling in a closed chamber was studied by solving the basic equation, the so-called population balance equation, numerically for a polydisperse aerosol system and analytically for a monodisperse system, and then the results were examined by experiment. In solving the basic equation, two dimensionless parameters, which are determined by the initial properties of an aerosol and the chamber dimension and also characterize the relative effects of Brownian coagulation and Brownian diffusion to gravitational settling, were introduced in order to generalize the behavior under arbitrary conditions. The calculated results, the time-dependent changes in particle number concentration and particle size distribution for a polydisperse system, were presented graphically by using the above two parameters. And further using these parameters, the domains of the three controlling factors were mapped to show the extent of each effect of these factors under various conditions for a monodisperse system. Some of the calculated results were compared with the experimental results obtained by the ultramicroscopic size analysis previously developed by the authors. (auth.)
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A hydrodynamic formalism for Brownian systems
International Nuclear Information System (INIS)
Pina, E.; Rosales, M.A.
1981-01-01
A formal hydrodynamic approach to Brownian motion is presented and the corresponding equations are derived. Hydrodynamic quantities are expressed in terms of the physical variables characterizing the Brownian systems. Contact is made with the hydrodynamic model of Quantum Mechanics. (author)
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From Levy to Brownian: a computational model based on biological fluctuation.
Directory of Open Access Journals (Sweden)
Surya G Nurzaman
Full Text Available BACKGROUND: Theoretical studies predict that Lévy walks maximizes the chance of encountering randomly distributed targets with a low density, but Brownian walks is favorable inside a patch of targets with high density. Recently, experimental data reports that some animals indeed show a Lévy and Brownian walk movement patterns when forage for foods in areas with low and high density. This paper presents a simple, Gaussian-noise utilizing computational model that can realize such behavior. METHODOLOGY/PRINCIPAL FINDINGS: We extend Lévy walks model of one of the simplest creature, Escherichia coli, based on biological fluctuation framework. We build a simulation of a simple, generic animal to observe whether Lévy or Brownian walks will be performed properly depends on the target density, and investigate the emergent behavior in a commonly faced patchy environment where the density alternates. CONCLUSIONS/SIGNIFICANCE: Based on the model, animal behavior of choosing Lévy or Brownian walk movement patterns based on the target density is able to be generated, without changing the essence of the stochastic property in Escherichia coli physiological mechanism as explained by related researches. The emergent behavior and its benefits in a patchy environment are also discussed. The model provides a framework for further investigation on the role of internal noise in realizing adaptive and efficient foraging behavior.
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Bandyopadhyay, Malay; Gupta, Shamik; Segal, Dvira
2011-03-01
We investigate DNA breathing dynamics by suggesting and examining several Brownian functionals associated with bubble lifetime and reactivity. Bubble dynamics is described as an overdamped random walk in the number of broken base pairs. The walk takes place on the Poland-Scheraga free-energy landscape. We suggest several probability distribution functions that characterize the breathing process, and adopt the recently studied backward Fokker-Planck method and the path decomposition method as elegant and flexible tools for deriving these distributions. In particular, for a bubble of an initial size x₀, we derive analytical expressions for (i) the distribution P(t{f}|x₀) of the first-passage time t{f}, characterizing the bubble lifetime, (ii) the distribution P(A|x₀) of the area A until the first-passage time, providing information about the effective reactivity of the bubble to processes within the DNA, (iii) the distribution P(M) of the maximum bubble size M attained before the first-passage time, and (iv) the joint probability distribution P(M,t{m}) of the maximum bubble size M and the time t{m} of its occurrence before the first-passage time. These distributions are analyzed in the limit of small and large bubble sizes. We supplement our analytical predictions with direct numericalsimulations of the related Langevin equation, and obtain a very good agreement in the appropriate limits. The nontrivial scaling behavior of the various quantities analyzed here can, in principle, be explored experimentally.
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From Lévy to Brownian: a computational model based on biological fluctuation.
Nurzaman, Surya G; Matsumoto, Yoshio; Nakamura, Yutaka; Shirai, Kazumichi; Koizumi, Satoshi; Ishiguro, Hiroshi
2011-02-03
Theoretical studies predict that Lévy walks maximizes the chance of encountering randomly distributed targets with a low density, but Brownian walks is favorable inside a patch of targets with high density. Recently, experimental data reports that some animals indeed show a Lévy and Brownian walk movement patterns when forage for foods in areas with low and high density. This paper presents a simple, Gaussian-noise utilizing computational model that can realize such behavior. We extend Lévy walks model of one of the simplest creature, Escherichia coli, based on biological fluctuation framework. We build a simulation of a simple, generic animal to observe whether Lévy or Brownian walks will be performed properly depends on the target density, and investigate the emergent behavior in a commonly faced patchy environment where the density alternates. Based on the model, animal behavior of choosing Lévy or Brownian walk movement patterns based on the target density is able to be generated, without changing the essence of the stochastic property in Escherichia coli physiological mechanism as explained by related researches. The emergent behavior and its benefits in a patchy environment are also discussed. The model provides a framework for further investigation on the role of internal noise in realizing adaptive and efficient foraging behavior.
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Operator Fractional Brownian Motion and Martingale Differences
Directory of Open Access Journals (Sweden)
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.
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Brownian Optimal Stopping and Random Walks
International Nuclear Information System (INIS)
Lamberton, D.
2002-01-01
One way to compute the value function of an optimal stopping problem along Brownian paths consists of approximating Brownian motion by a random walk. We derive error estimates for this type of approximation under various assumptions on the distribution of the approximating random walk
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Near-Field, On-Chip Optical Brownian Ratchets.
Wu, Shao-Hua; Huang, Ningfeng; Jaquay, Eric; Povinelli, Michelle L
2016-08-10
Nanoparticles in aqueous solution are subject to collisions with solvent molecules, resulting in random, Brownian motion. By breaking the spatiotemporal symmetry of the system, the motion can be rectified. In nature, Brownian ratchets leverage thermal fluctuations to provide directional motion of proteins and enzymes. In man-made systems, Brownian ratchets have been used for nanoparticle sorting and manipulation. Implementations based on optical traps provide a high degree of tunability along with precise spatiotemporal control. Here, we demonstrate an optical Brownian ratchet based on the near-field traps of an asymmetrically patterned photonic crystal. The system yields over 25 times greater trap stiffness than conventional optical tweezers. Our technique opens up new possibilities for particle manipulation in a microfluidic, lab-on-chip environment.
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On-chip measurements of Brownian relaxation vs. concentration of 40nm magnetic beads
DEFF Research Database (Denmark)
Østerberg, Frederik Westergaard; Rizzi, Giovanni; Hansen, Mikkel Fougt
2012-01-01
We present on-chip Brownian relaxation measurements on a logarithmic dilution series of 40 nm beads dispersed in water with bead concentrations between 16 mu g/ml and 4000 mu g/ml. The measurements are performed using a planar Hall effect bridge sensor at frequencies up to 1 MHz. No external fields...... are needed as the beads are magnetized by the field generated by the applied sensor bias current. We show that the Brownian relaxation frequency can be extracted from fitting the Cole-Cole model to measurements for bead concentrations of 64 mu g/ml or higher and that the measured dynamic magnetic response...... is proportional to the bead concentration. For bead concentrations higher than or equal to 500 mu g/ml, we extract a hydrodynamic diameter of 47(1) nm for the beads, which is close to the nominal bead size of 40 nm. Furthermore, we study the signal vs. bead concentration at a fixed frequency close to the Brownian...
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Langevin formulation of quantum dynamics
International Nuclear Information System (INIS)
Roncadelli, M.
1989-03-01
We first show that nonrelativistic quantum mechanics formulated at imaginary-(h/2 π) can formally be viewed as the Fokker-Planck description of a frictionless brownian motion, which occurs (in general) in an absorbing medium. We next offer a new formulation of quantum mechanics, which is basically the Langevin treatment of this brownian motion. Explicitly, we derive a noise-average representation for the transition probability W(X'',t''|X',t'), in terms of the solutions to a Langevin equation with a Gaussian white-noise. Upon analytic continuation back to real-(h/2 π),W(X'',t''|X',t') becomes the propagator of the original Schroedinger equation. Our approach allows for a straightforward application to quantum dynamical problems of the mathematical techniques of classical stochastic processes. Moreover, computer simulations of quantum mechanical systems can be carried out by using numerical programs based on the Langevin dynamics. (author). 19 refs, 1 tab
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Brownian dynamics of a protein-polymer chain complex in a solid-state nanopore
Wells, Craig C.; Melnikov, Dmitriy V.; Gracheva, Maria E.
2017-08-01
We study the movement of a polymer attached to a large protein inside a nanopore in a thin silicon dioxide membrane submerged in an electrolyte solution. We use Brownian dynamics to describe the motion of a negatively charged polymer chain of varying lengths attached to a neutral protein modeled as a spherical bead with a radius larger than that of the nanopore, allowing the chain to thread the nanopore but preventing it from translocating. The motion of the protein-polymer complex within the pore is also compared to that of a freely translocating polymer. Our results show that the free polymer's standard deviations in the direction normal to the pore axis is greater than that of the protein-polymer complex. We find that restrictions imposed by the protein, bias, and neighboring chain segments aid in controlling the position of the chain in the pore. Understanding the behavior of the protein-polymer chain complex may lead to methods that improve molecule identification by increasing the resolution of ionic current measurements.
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Brownian motion in complex fluids: venerable field and frontier of modern physics
International Nuclear Information System (INIS)
Vizcarra-Rendon, A.; Medina-Noyola, M.; Ruiz-Estrada, H.; Arauz-Lara, J.L.
1989-01-01
This paper reviews the current status of our understanding of tracer-diffusion phenomena in colloidal suspensions. This is the most direct observation of the Brownian motion executed by labelled Brownian particles interacting with the rest of colloidal particles in a suspension. The fundamental description of this phenomenon constitutes today one of the most relevant problems in the process of understanding the dynamic properties of this important class of complex fluids, from the experimental and theoretical perspective of physical research. This paper describes the recent developments in the extension of the classical theory of Brownian motion and its application to the description of the effects of direct and hydrodynamic interactions among colloidal particles. As a result, a coherent pictured has emerged in which the agreement between theory and experiment from nature fields of physics. The moral of the paper is that the use of well established concepts as statistical physics, assisted by modern experimental techniques, are contributing to transform complex fluids into a more amialbe class of materials from the point of view of the physicist. (Author)
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Stochastic interactions of two Brownian hard spheres in the presence of depletants
International Nuclear Information System (INIS)
Karzar-Jeddi, Mehdi; Fan, Tai-Hsi; Tuinier, Remco; Taniguchi, Takashi
2014-01-01
A quantitative analysis is presented for the stochastic interactions of a pair of Brownian hard spheres in non-adsorbing polymer solutions. The hard spheres are hypothetically trapped by optical tweezers and allowed for random motion near the trapped positions. The investigation focuses on the long-time correlated Brownian motion. The mobility tensor altered by the polymer depletion effect is computed by the boundary integral method, and the corresponding random displacement is determined by the fluctuation-dissipation theorem. From our computations it follows that the presence of depletion layers around the hard spheres has a significant effect on the hydrodynamic interactions and particle dynamics as compared to pure solvent and uniform polymer solution cases. The probability distribution functions of random walks of the two interacting hard spheres that are trapped clearly shift due to the polymer depletion effect. The results show that the reduction of the viscosity in the depletion layers around the spheres and the entropic force due to the overlapping of depletion zones have a significant influence on the correlated Brownian interactions
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CNT based thermal Brownian motor to pump water in nanodevices
DEFF Research Database (Denmark)
Oyarzua, Elton; Zambrano, Harvey; Walther, Jens Honore
2016-01-01
asymmetry drive the water ow in a preferential direction. We systematically modified the magnitude of the applied thermal gradient and the axial position of the fixed points. The analysis involves measurement of the vibrational modes in the CNTs using a Fast Fourier Transform (FFT) algorithm. We observed......Brownian molecular motors are nanoscale machines that exploit thermal fluctuations for directional motion by employing mechanisms such as the Feynman-Smoluchowski ratchet. In this study, using Non Equilibrium Molecular Dynamics, we propose a novel thermal Brownian motor for pumping water through...... Carbon Nanotubes (CNTs). To achieve this we impose a thermal gradient along the axis of a CNT filled with water and impose, in addition, a spatial asymmetry by flxing specific zones on the CNT in order to modify the vibrational modes of the CNT. We find that the temperature gradient and imposed spatial...
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Dynamics of complexation of a charged dendrimer by linear polyelectrolyte: Computer modelling
Lyulin, S.V.; Darinskii, A.A.; Lyulin, A.V.
2007-01-01
Brownian-dynamics simulations have been performed for complexes formed by a charged dendrimer and a long oppositely charged linear polyelectrolyte when overcharging phenomenon is always observed. After a complex formation the orientational mobility of the individual dendrimer bonds, the fluctuations
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Modeling collective emotions: a stochastic approach based on Brownian agents
International Nuclear Information System (INIS)
Schweitzer, F.
2010-01-01
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)
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Modeling of magnetic particle suspensions for simulations
Satoh, Akira
2017-01-01
The main objective of the book is to highlight the modeling of magnetic particles with different shapes and magnetic properties, to provide graduate students and young researchers information on the theoretical aspects and actual techniques for the treatment of magnetic particles in particle-based simulations. In simulation, we focus on the Monte Carlo, molecular dynamics, Brownian dynamics, lattice Boltzmann and stochastic rotation dynamics (multi-particle collision dynamics) methods. The latter two simulation methods can simulate both the particle motion and the ambient flow field simultaneously. In general, specialized knowledge can only be obtained in an effective manner under the supervision of an expert. The present book is written to play such a role for readers who wish to develop the skill of modeling magnetic particles and develop a computer simulation program using their own ability. This book is therefore a self-learning book for graduate students and young researchers. Armed with this knowledge,...
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Chakrabarty, Ayan; Wang, Feng; Joshi, Bhuwan; Wei, Qi-Huo
2011-03-01
Recent studies shows that the boomerang shaped molecules can form various kinds of liquid crystalline phases. One debated topic related to boomerang molecules is the existence of biaxial nematic liquid crystalline phase. Developing and optical microscopic studies of colloidal systems of boomerang particles would allow us to gain better understanding of orientation ordering and dynamics at ``single molecule'' level. Here we report the fabrication and experimental studies of the Brownian motion of individual boomerang colloidal particles confined between two glass plates. We used dark-field optical microscopy to directly visualize the Brownian motion of the single colloidal particles in a quasi two dimensional geometry. An EMCCD was used to capture the motion in real time. An indigenously developed imaging processing algorithm based on MatLab program was used to precisely track the position and orientation of the particles with sub-pixel accuracy. The experimental finding of the Brownian diffusion of a single boomerang colloidal particle will be discussed.
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Conformal correlation functions in the Brownian loop soup
Camia, Federico; Gandolfi, Alberto; Kleban, Matthew
2016-01-01
We define and study a set of operators that compute statistical properties of the Brownian loop soup, a conformally invariant gas of random Brownian loops (Brownian paths constrained to begin and end at the same point) in two dimensions. We prove that the correlation functions of these operators have many of the properties of conformal primaries in a conformal field theory, and compute their conformal dimension. The dimensions are real and positive, but have the novel feature that they vary continuously as a periodic function of a real parameter. We comment on the relation of the Brownian loop soup to the free field, and use this relation to establish that the central charge of the loop soup is twice its intensity.
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Conformal correlation functions in the Brownian loop soup
Energy Technology Data Exchange (ETDEWEB)
Camia, Federico, E-mail: federico.camia@nyu.edu [New York University Abu Dhabi (United Arab Emirates); VU University, Amsterdam (Netherlands); Gandolfi, Alberto, E-mail: albertogandolfi@nyu.edu [New York University Abu Dhabi (United Arab Emirates); Università di Firenze (Italy); Kleban, Matthew, E-mail: kleban@nyu.edu [New York University Abu Dhabi (United Arab Emirates); Center for Cosmology and Particle Physics, Department of Physics, New York University (United States)
2016-01-15
We define and study a set of operators that compute statistical properties of the Brownian loop soup, a conformally invariant gas of random Brownian loops (Brownian paths constrained to begin and end at the same point) in two dimensions. We prove that the correlation functions of these operators have many of the properties of conformal primaries in a conformal field theory, and compute their conformal dimension. The dimensions are real and positive, but have the novel feature that they vary continuously as a periodic function of a real parameter. We comment on the relation of the Brownian loop soup to the free field, and use this relation to establish that the central charge of the loop soup is twice its intensity.
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Conformal correlation functions in the Brownian loop soup
Directory of Open Access Journals (Sweden)
Federico Camia
2016-01-01
Full Text Available We define and study a set of operators that compute statistical properties of the Brownian loop soup, a conformally invariant gas of random Brownian loops (Brownian paths constrained to begin and end at the same point in two dimensions. We prove that the correlation functions of these operators have many of the properties of conformal primaries in a conformal field theory, and compute their conformal dimension. The dimensions are real and positive, but have the novel feature that they vary continuously as a periodic function of a real parameter. We comment on the relation of the Brownian loop soup to the free field, and use this relation to establish that the central charge of the loop soup is twice its intensity.
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Jeon, Jae-Hyung; Metzler, Ralf
2010-02-01
Motivated by subdiffusive motion of biomolecules observed in living cells, we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and restricted to a finite domain. We investigate by analytic calculations and simulations how time-averaged observables (e.g., the time-averaged mean-squared displacement and displacement correlation) are affected by spatial confinement and dimensionality. In particular, we study the degree of weak ergodicity breaking and scatter between different single trajectories for this confined motion in the subdiffusive domain. The general trend is that deviations from ergodicity are decreased with decreasing size of the movement volume and with increasing dimensionality. We define the displacement correlation function and find that this quantity shows distinct features for fractional Brownian motion, fractional Langevin equation, and continuous time subdiffusion, such that it appears an efficient measure to distinguish these different processes based on single-particle trajectory data.
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Roy, Susmita; Yashonath, Subramanian; Bagchi, Biman
2015-03-28
A self-consistent mode coupling theory (MCT) with microscopic inputs of equilibrium pair correlation functions is developed to analyze electrolyte dynamics. We apply the theory to calculate concentration dependence of (i) time dependent ion diffusion, (ii) intermediate scattering function of the constituent ions, and (iii) ion solvation dynamics in electrolyte solution. Brownian dynamics with implicit water molecules and molecular dynamics method with explicit water are used to check the theoretical predictions. The time dependence of ionic self-diffusion coefficient and the corresponding intermediate scattering function evaluated from our MCT approach show quantitative agreement with early experimental and present Brownian dynamic simulation results. With increasing concentration, the dispersion of electrolyte friction is found to occur at increasingly higher frequency, due to the faster relaxation of the ion atmosphere. The wave number dependence of intermediate scattering function, F(k, t), exhibits markedly different relaxation dynamics at different length scales. At small wave numbers, we find the emergence of a step-like relaxation, indicating the presence of both fast and slow time scales in the system. Such behavior allows an intriguing analogy with temperature dependent relaxation dynamics of supercooled liquids. We find that solvation dynamics of a tagged ion exhibits a power law decay at long times-the decay can also be fitted to a stretched exponential form. The emergence of the power law in solvation dynamics has been tested by carrying out long Brownian dynamics simulations with varying ionic concentrations. The solvation time correlation and ion-ion intermediate scattering function indeed exhibit highly interesting, non-trivial dynamical behavior at intermediate to longer times that require further experimental and theoretical studies.
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Interactive Dynamic-System Simulation
Korn, Granino A
2010-01-01
Showing you how to use personal computers for modeling and simulation, Interactive Dynamic-System Simulation, Second Edition provides a practical tutorial on interactive dynamic-system modeling and simulation. It discusses how to effectively simulate dynamical systems, such as aerospace vehicles, power plants, chemical processes, control systems, and physiological systems. Written by a pioneer in simulation, the book introduces dynamic-system models and explains how software for solving differential equations works. After demonstrating real simulation programs with simple examples, the author
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Satoh, Akira
2010-01-01
This book presents the most important and main concepts of the molecular and microsimulation techniques. It enables readers to improve their skills in developing simulation programs by providing physical problems and sample simulation programs for them to use. Provides tools to develop skills in developing simulations programs Includes sample simulation programs for the reader to use Appendix explains Fortran and C languages in simple terms to allow the non-expert to use them.
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Jeknić-Dugić, Jasmina; Petrović, Igor; Arsenijević, Momir; Dugić, Miroljub
2018-05-01
We investigate dynamical stability of a single propeller-like shaped molecular cogwheel modelled as the fixed-axis rigid rotator. In the realistic situations, rotation of the finite-size cogwheel is subject to the environmentally-induced Brownian-motion effect that we describe by utilizing the quantum Caldeira-Leggett master equation. Assuming the initially narrow (classical-like) standard deviations for the angle and the angular momentum of the rotator, we investigate the dynamics of the first and second moments depending on the size, i.e. on the number of blades of both the free rotator as well as of the rotator in the external harmonic field. The larger the standard deviations, the less stable (i.e. less predictable) rotation. We detect the absence of the simple and straightforward rules for utilizing the rotator’s stability. Instead, a number of the size-related criteria appear whose combinations may provide the optimal rules for the rotator dynamical stability and possibly control. In the realistic situations, the quantum-mechanical corrections, albeit individually small, may effectively prove non-negligible, and also revealing subtlety of the transition from the quantum to the classical dynamics of the rotator. As to the latter, we detect a strong size-dependence of the transition to the classical dynamics beyond the quantum decoherence process.
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Decay ratio for third order Brownian oscillators
International Nuclear Information System (INIS)
Konno, H.; Kanemoto, S.
1998-01-01
We have obtained the analytical expressions of the decay ratios for two types of third order Brownian oscillators which are generalizations of the second order Brownian oscillator driven by the Gaussian-white noise. The resulting expressions will provide us useful baseline information for more complicated practical problems and their applications
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Lee, K. C.
2013-02-01
Multifractional Brownian motions have become popular as flexible models in describing real-life signals of high-frequency features in geoscience, microeconomics, and turbulence, to name a few. The time-changing Hurst exponent, which describes regularity levels depending on time measurements, and variance, which relates to an energy level, are two parameters that characterize multifractional Brownian motions. This research suggests a combined method of estimating the time-changing Hurst exponent and variance using the local variation of sampled paths of signals. The method consists of two phases: initially estimating global variance and then accurately estimating the time-changing Hurst exponent. A simulation study shows its performance in estimation of the parameters. The proposed method is applied to characterization of atmospheric stability in which descriptive statistics from the estimated time-changing Hurst exponent and variance classify stable atmosphere flows from unstable ones.
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Directory of Open Access Journals (Sweden)
K. C. Lee
2013-02-01
Full Text Available Multifractional Brownian motions have become popular as flexible models in describing real-life signals of high-frequency features in geoscience, microeconomics, and turbulence, to name a few. The time-changing Hurst exponent, which describes regularity levels depending on time measurements, and variance, which relates to an energy level, are two parameters that characterize multifractional Brownian motions. This research suggests a combined method of estimating the time-changing Hurst exponent and variance using the local variation of sampled paths of signals. The method consists of two phases: initially estimating global variance and then accurately estimating the time-changing Hurst exponent. A simulation study shows its performance in estimation of the parameters. The proposed method is applied to characterization of atmospheric stability in which descriptive statistics from the estimated time-changing Hurst exponent and variance classify stable atmosphere flows from unstable ones.
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Dissipation and decoherence in Brownian motion
Energy Technology Data Exchange (ETDEWEB)
Bellomo, Bruno [Dipartimento di Scienze Fisiche ed Astronomiche dell' Universita di Palermo, Via Archirafi, 36, 90123 Palermo (Italy); Barnett, Stephen M [Department of Physics, University of Strathclyde, Glasgow G4 0NG (United Kingdom); Jeffers, John [Department of Physics, University of Strathclyde, Glasgow G4 0NG (United Kingdom)
2007-05-15
We consider the evolution of a Brownian particle described by a measurement-based master equation. We derive the solution to this equation for general initial conditions and apply it to a Gaussian initial state. We analyse the effects of the diffusive terms, present in the master equation, and describe how these modify uncertainties and coherence length. This allows us to model dissipation and decoherence in quantum Brownian motion.
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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
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International Nuclear Information System (INIS)
Plyukhin, A.V.
2013-01-01
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.
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SPATKIN: a simulator for rule-based modeling of biomolecular site dynamics on surfaces.
Kochanczyk, Marek; Hlavacek, William S; Lipniacki, Tomasz
2017-11-15
Rule-based modeling is a powerful approach for studying biomolecular site dynamics. Here, we present SPATKIN, a general-purpose simulator for rule-based modeling in two spatial dimensions. The simulation algorithm is a lattice-based method that tracks Brownian motion of individual molecules and the stochastic firing of rule-defined reaction events. Because rules are used as event generators, the algorithm is network-free, meaning that it does not require to generate the complete reaction network implied by rules prior to simulation. In a simulation, each molecule (or complex of molecules) is taken to occupy a single lattice site that cannot be shared with another molecule (or complex). SPATKIN is capable of simulating a wide array of membrane-associated processes, including adsorption, desorption and crowding. Models are specified using an extension of the BioNetGen language, which allows to account for spatial features of the simulated process. The C ++ source code for SPATKIN is distributed freely under the terms of the GNU GPLv3 license. The source code can be compiled for execution on popular platforms (Windows, Mac and Linux). An installer for 64-bit Windows and a macOS app are available. The source code and precompiled binaries are available at the SPATKIN Web site (http://pmbm.ippt.pan.pl/software/spatkin). spatkin.simulator@gmail.com. Supplementary data are available at Bioinformatics online. © The Author 2017. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com
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International Nuclear Information System (INIS)
Greczylo, Tomasz; Debowska, Ewa
2007-01-01
The authors make comments and remarks on the papers by Salmon et al (2002 Eur. J. Phys. 23 249-53) and their own (2005 Eur. J. Phys. 26 827-33) concerning Brownian motion in two-dimensional space. New, corrected results of calculations and measurements for students' experiments on finding the viscosity of liquids from Brownian motion are presented. (letters and comments)
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Brownian quasi-particles in statistical physics
International Nuclear Information System (INIS)
Tellez-Arenas, A.; Fronteau, J.; Combis, P.
1979-01-01
The idea of a Brownian quasi-particle and the associated differentiable flow (with nonselfadjoint forces) are used here in the context of a stochastic description of the approach towards statistical equilibrium. We show that this quasi-particle flow acquires, at equilibrium, the principal properties of a conservative Hamiltonian flow. Thus the model of Brownian quasi-particles permits us to establish a link between the stochastic description and the Gibbs description of statistical equilibrium
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Stock price prediction using geometric Brownian motion
Farida Agustini, W.; Restu Affianti, Ika; Putri, Endah RM
2018-03-01
Geometric Brownian motion is a mathematical model for predicting the future price of stock. The phase that done before stock price prediction is determine stock expected price formulation and determine the confidence level of 95%. On stock price prediction using geometric Brownian Motion model, the algorithm starts from calculating the value of return, followed by estimating value of volatility and drift, obtain the stock price forecast, calculating the forecast MAPE, calculating the stock expected price and calculating the confidence level of 95%. Based on the research, the output analysis shows that geometric Brownian motion model is the prediction technique with high rate of accuracy. It is proven with forecast MAPE value ≤ 20%.
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Reflection Negative Kernels and Fractional Brownian Motion
Directory of Open Access Journals (Sweden)
Palle E. T. Jorgensen
2018-06-01
Full Text Available In this article we study the connection of fractional Brownian motion, representation theory and reflection positivity in quantum physics. We introduce and study reflection positivity for affine isometric actions of a Lie group on a Hilbert space E and show in particular that fractional Brownian motion for Hurst index 0 < H ≤ 1 / 2 is reflection positive and leads via reflection positivity to an infinite dimensional Hilbert space if 0 < H < 1 / 2 . We also study projective invariance of fractional Brownian motion and relate this to the complementary series representations of GL 2 ( R . We relate this to a measure preserving action on a Gaussian L 2 -Hilbert space L 2 ( E .
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Spherical particle Brownian motion in viscous medium as non-Markovian random process
International Nuclear Information System (INIS)
Morozov, Andrey N.; Skripkin, Alexey V.
2011-01-01
The Brownian motion of a spherical particle in an infinite medium is described by the conventional methods and integral transforms considering the entrainment of surrounding particles of the medium by the Brownian particle. It is demonstrated that fluctuations of the Brownian particle velocity represent a non-Markovian random process. The features of Brownian motion in short time intervals and in small displacements are considered. -- Highlights: → Description of Brownian motion considering the entrainment of medium is developed. → We find the equations for statistical characteristics of impulse fluctuations. → Brownian motion at small time intervals is considered. → Theoretical results and experimental data are compared.
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Bittig, Arne T; Uhrmacher, Adelinde M
2017-01-01
Spatio-temporal dynamics of cellular processes can be simulated at different levels of detail, from (deterministic) partial differential equations via the spatial Stochastic Simulation algorithm to tracking Brownian trajectories of individual particles. We present a spatial simulation approach for multi-level rule-based models, which includes dynamically hierarchically nested cellular compartments and entities. Our approach ML-Space combines discrete compartmental dynamics, stochastic spatial approaches in discrete space, and particles moving in continuous space. The rule-based specification language of ML-Space supports concise and compact descriptions of models and to adapt the spatial resolution of models easily.
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Feller processes: the next generation in modeling. Brownian motion, Lévy processes and beyond.
Directory of Open Access Journals (Sweden)
Björn Böttcher
Full Text Available 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 Lévy processes. Brownian Motion is one of the most frequently used continuous time Markov processes in applications. In recent years also Lévy processes, of which Brownian Motion is a special case, have become increasingly popular. Lévy processes are spatially homogeneous, but empirical data often suggest the use of spatially inhomogeneous processes. Thus it seems necessary to go to the next level of generalization: Feller processes. These include Lévy processes and in particular brownian motion as special cases but allow spatial inhomogeneities. Many properties of Feller processes are known, but proving the very existence is, in general, very technical. Moreover, an applicable framework for the generation of sample paths of a Feller process was missing. We explain, with practitioners in mind, how to overcome both of these obstacles. In particular our simulation technique allows to apply Monte Carlo methods to Feller processes.
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Brownian motion probe for water-ethanol inhomogeneous mixtures
Furukawa, Kazuki; Judai, Ken
2017-12-01
Brownian motion provides information regarding the microscopic geometry and motion of molecules, insofar as it occurs as a result of molecular collisions with a colloid particle. We found that the mobility of polystyrene beads from the Brownian motion in a water-ethanol mixture is larger than that predicted from the liquid shear viscosity. This indicates that mixing water and ethanol is inhomogeneous in micron-sized probe beads. The discrepancy between the mobility of Brownian motion and liquid mobility can be explained by the way the rotation of the beads in an inhomogeneous viscous solvent converts the translational movement.
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Brownian Dynamics of a Suspension of Particles with Constrained Voronoi Cell Volumes
Singh, John P.; Walsh, Stuart D. C.; Koch, Donald L.
2015-01-01
© 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(Vi-V0)2). The coefficient of proportionality α can be varied such that pure hard sphere dynamics is recovered as α → 0, while an incompressible array of hairy particles is obtained as α →. As α is increased the distribution of Voronoi volumes becomes narrower, the mean coordination number of the particle increases and the variance in the number of nearest neighbors decreases. The nearest neighbor peaks in the pair distribution function are suppressed and shifted to larger radial separations as the constraint acts to maintain relatively uniform interstitial regions. The structure factor of the model suspension satisfies S(k=0) → 0 as α → in accordance with expectation for a single component (particle plus tethered fluid) incompressible system. The tracer diffusivity of the particles is reduced by the volume constraint and goes to zero at φ 0.52, indicating an earlier glass transition than has been observed in hard sphere suspensions. The total pressure of the suspension grows in proportion to (αkBT)1/2 as the strength of the volume-constraint potential grows. This stress arises primarily from the interparticle potential forces, while the hard-sphere collisional contribution to the stress is suppressed by the volume constraint.
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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(Vi-V0)2). The coefficient of proportionality α can be varied such that pure hard sphere dynamics is recovered as α → 0, while an incompressible array of hairy particles is obtained as α →. As α is increased the distribution of Voronoi volumes becomes narrower, the mean coordination number of the particle increases and the variance in the number of nearest neighbors decreases. The nearest neighbor peaks in the pair distribution function are suppressed and shifted to larger radial separations as the constraint acts to maintain relatively uniform interstitial regions. The structure factor of the model suspension satisfies S(k=0) → 0 as α → in accordance with expectation for a single component (particle plus tethered fluid) incompressible system. The tracer diffusivity of the particles is reduced by the volume constraint and goes to zero at φ 0.52, indicating an earlier glass transition than has been observed in hard sphere suspensions. The total pressure of the suspension grows in proportion to (αkBT)1/2 as the strength of the volume-constraint potential grows. This stress arises primarily from the interparticle potential forces, while the hard-sphere collisional contribution to the stress is suppressed by the volume constraint.
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On some generalization of fractional Brownian motions
International Nuclear Information System (INIS)
Wang Xiaotian; Liang Xiangqian; Ren Fuyao; Zhang Shiying
2006-01-01
The multifractional Brownian motion (mBm) is a continuous Gaussian process that extends the classical fractional Brownian motion (fBm) defined by Barton and Vincent Poor [Barton RJ, Vincent Poor H. IEEE Trans Inform 1988;34(5):943] and Decreusefond and Ustuenel [Decreusefond L, Ustuenel AS. Potential Anal 1999;10:177]. In addition, an innovational representation of fBm is given
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Chameleon behaviour of α-synuclein: brownian dynamics simulations of protein aggregation
Ilie, Ioana Mariuca
2015-01-01
Over the past decades a large number of studies have been carried out in order to determine the physiological function of α-synuclein and its implication in Parkinson's disease. A complementary tool to experiments are computer simulations, which are intensively used for problems for which
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Large shear deformation of particle gels studied by Brownian Dynamics simulations
Rzepiela, A.A.; Opheusden, van J.H.J.; Vliet, van T.
2002-01-01
This paper focuses on shear deformation of particle gels. Two different methods of shear deformation are discussed, namely affine and non-affine deformation, the second being novel in simulation studies of gels. Non-affine deformation resulted in a slower increase of the stress at small deformation.
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Random motion and Brownian rotation
International Nuclear Information System (INIS)
Wyllie, G.
1980-01-01
The course is centred on the Brownian motion - the random movement of molecules arising from thermal fluctuations of the surrounding medium - and starts with the classical theory of A. Einstein, M.v. Smoluchowski and P. Langevin. The first part of this article is quite elementary, and several of the questions raised in it have been instructively treated in a much more sophisticated way in recent reviews by Pomeau and Resibois and by Fox. This simple material may nevertheless be helpful to some readers whose main interest lies in approaching the work on Brownian rotation reviewed in the latter part of the present article. The simplest, and most brutally idealised, problem in our field of interest is that of the random walk in one dimension of space. Its solution leads on, through the diffusivity-mobility relation of Einstein, to Langevin's treatment of the Brownian motion. The application of these ideas to the movement of a molecule in a medium of similar molecules is clearly unrealistic, and much energy has been devoted to finding a suitable generalisation. We shall discuss in particular ideas due to Green, Zwanzig and Mori. (orig./WL)
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Aging of a hard-sphere glass: effect of the microscopic dynamics
International Nuclear Information System (INIS)
Puertas, Antonio M
2010-01-01
We present simulations of the aging of a quasi-hard-sphere glass, with Newtonian and Brownian microscopic dynamics. The system is equilibrated at the desired density (above the glass transition in hard spheres) with short-range attractions, which are removed at t = 0. The structural part of the decay of the density correlation function can be time rescaled to collapse onto a master function independent of the waiting time, t w , and the timescale follows a power law with t w , with exponent z ∼ 0.89; the non-ergodicity parameter is larger than that of the glass transition point (the localization length is smaller) and oscillates in harmony with S q . The aging with both microscopic dynamics is identical, except for a scale factor from the age in Newtonian to the age in Brownian dynamics. This factor is approximately the same as that which scales the α-decay of the correlation function in fluids close to the glass transition.
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Dynamical correlations for circular ensembles of random matrices
International Nuclear Information System (INIS)
Nagao, Taro; Forrester, Peter
2003-01-01
Circular Brownian motion models of random matrices were introduced by Dyson and describe the parametric eigenparameter correlations of unitary random matrices. For symmetric unitary, self-dual quaternion unitary and an analogue of antisymmetric Hermitian matrix initial conditions, Brownian dynamics toward the unitary symmetry is analyzed. The dynamical correlation functions of arbitrary number of Brownian particles at arbitrary number of times are shown to be written in the forms of quaternion determinants, similarly as in the case of Hermitian random matrix models
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The mode coupling theory in the FDR-preserving field theory of interacting Brownian particles
International Nuclear Information System (INIS)
Kim, Bongsoo; Kawasaki, Kyozi
2007-01-01
We develop a renormalized perturbation theory for the dynamics of interacting Brownian particles, which preserves the fluctuation-dissipation relation order by order. We then show that the resulting one-loop theory gives a closed equation for the density correlation function, which is identical with that in the standard mode coupling theory. (fast track communication)
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Manipulation and controlled amplification of Brownian motion of microcantilever sensors
International Nuclear Information System (INIS)
Mehta, Adosh; Cherian, Suman; Hedden, David; Thundat, Thomas
2001-01-01
Microcantilevers, such as those used in atomic force microscopy, undergo Brownian motion due to mechanical thermal noise. The root mean square amplitude of the Brownian motion of a cantilever typically ranges from 0.01--0.1 nm, which limits its use in practical applications. Here we describe a technique by which the Brownian amplitude and the Q factor in air and water can be amplified by three and two orders of magnitude, respectively. This technique is similar to a positive feedback oscillator, wherein the Brownian motion of the vibrating cantilever controls the frequency output of the oscillator. This technique can be exploited to improve sensitivity of microcantilever-based chemical and biological sensors, especially for sensors in liquid environments
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DEFF Research Database (Denmark)
Østerberg, Frederik Westergaard; Dalslet, Bjarke Thomas; Snakenborg, Detlef
2010-01-01
using only the self-field arising from the bias current applied to the sensors as excitation field. We present measurements on a suspension of magnetic beads with a nominal diameter of 250 nm vs. temperature and find that the observations are consistent with the Cole-Cole model for Brownian relaxation...... with a constant hydrodynamic bead diameter when the temperature dependence of the viscosity of water is taken into account. These measurements demonstrate the feasibility of performing measurements of the Brownian relaxation response in a lab-on-a-chip system and constitute the first step towards an integrated...... biosensor based on the detection of the dynamic response of magnetic beads....
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Quantum harmonic Brownian motion in a general environment: A modified phase-space approach
International Nuclear Information System (INIS)
Yeh, L.
1993-01-01
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
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Optimum analysis of a Brownian refrigerator.
Luo, X G; Liu, N; He, J Z
2013-02-01
A Brownian refrigerator with the cold and hot reservoirs alternating along a space coordinate is established. The heat flux couples with the movement of the Brownian particles due to an external force in the spatially asymmetric but periodic potential. After using the Arrhenius factor to describe the behaviors of the forward and backward jumps of the particles, the expressions for coefficient of performance (COP) and cooling rate are derived analytically. Then, through maximizing the product of conversion efficiency and heat flux flowing out, a new upper bound only depending on the temperature ratio of the cold and hot reservoirs is found numerically in the reversible situation, and it is a little larger than the so-called Curzon and Ahlborn COP ε(CA)=(1/√[1-τ])-1. After considering the irreversible factor owing to the kinetic energy change of the moving particles, we find the optimized COP is smaller than ε(CA) and the external force even does negative work on the Brownian particles when they jump from a cold to hot reservoir.
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Time rescaling and Gaussian properties of the fractional Brownian motions
International Nuclear Information System (INIS)
Maccone, C.
1981-01-01
The fractional Brownian motions are proved to be a class of Gaussian (normal) stochastic processes suitably rescaled in time. Some consequences affecting their eigenfunction expansion (Karhunen-Loeve expansion) are inferred. A known formula of Cameron and Martin is generalized. The first-passage time probability density is found. The partial differential equation of the fractional Brownian diffusion is obtained. And finally the increments of the fractional Brownian motions are proved to be independent for nonoverlapping time intervals. (author)
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Parallel Molecular Distributed Detection With Brownian Motion.
Rogers, Uri; Koh, Min-Sung
2016-12-01
This paper explores the in vivo distributed detection of an undesired biological agent's (BAs) biomarkers by a group of biological sized nanomachines in an aqueous medium under drift. The term distributed, indicates that the system information relative to the BAs presence is dispersed across the collection of nanomachines, where each nanomachine possesses limited communication, computation, and movement capabilities. Using Brownian motion with drift, a probabilistic detection and optimal data fusion framework, coined molecular distributed detection, will be introduced that combines theory from both molecular communication and distributed detection. Using the optimal data fusion framework as a guide, simulation indicates that a sub-optimal fusion method exists, allowing for a significant reduction in implementation complexity while retaining BA detection accuracy.
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How superdiffusion gets arrested: ecological encounters explain shift from Lévy to Brownian movement
de Jager, Monique; Bartumeus, Frederic; Kölzsch, Andrea; Weissing, Franz J.; Hengeveld, Geerten M.; Nolet, Bart A.; Herman, Peter M. J.; van de Koppel, Johan
2014-01-01
Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when foraging in resource-poor environments. Yet, empirical studies reveal animals moving in a Brownian fashion when resources are abundant. We demonstrate that Einstein's original theory of collision-induced Brownian motion in physics provides a parsimonious, mechanistic explanation for these observations. Here, Brownian motion results from frequent encounters between organisms in dense environments. In density-controlled experiments, movement patterns of mussels shifted from Lévy towards Brownian motion with increasing density. When the analysis was restricted to moves not truncated by encounters, this shift did not occur. Using a theoretical argument, we explain that any movement pattern approximates Brownian motion at high-resource densities, provided that movement is interrupted upon encounters. Hence, the observed shift to Brownian motion does not indicate a density-dependent change in movement strategy but rather results from frequent collisions. Our results emphasize the need for a more mechanistic use of Brownian motion in ecology, highlighting that especially in rich environments, Brownian motion emerges from ecological interactions, rather than being a default movement pattern. PMID:24225464
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de Jager, Monique; Bartumeus, Frederic; Kölzsch, Andrea; Weissing, Franz J; Hengeveld, Geerten M; Nolet, Bart A; Herman, Peter M J; van de Koppel, Johan
2014-01-07
Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when foraging in resource-poor environments. Yet, empirical studies reveal animals moving in a Brownian fashion when resources are abundant. We demonstrate that Einstein's original theory of collision-induced Brownian motion in physics provides a parsimonious, mechanistic explanation for these observations. Here, Brownian motion results from frequent encounters between organisms in dense environments. In density-controlled experiments, movement patterns of mussels shifted from Lévy towards Brownian motion with increasing density. When the analysis was restricted to moves not truncated by encounters, this shift did not occur. Using a theoretical argument, we explain that any movement pattern approximates Brownian motion at high-resource densities, provided that movement is interrupted upon encounters. Hence, the observed shift to Brownian motion does not indicate a density-dependent change in movement strategy but rather results from frequent collisions. Our results emphasize the need for a more mechanistic use of Brownian motion in ecology, highlighting that especially in rich environments, Brownian motion emerges from ecological interactions, rather than being a default movement pattern.
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Conformal geometry and invariants of 3-strand Brownian braids
International Nuclear Information System (INIS)
Nechaev, Sergei; Voituriez, Raphael
2005-01-01
We propose a simple geometrical construction of topological invariants of 3-strand Brownian braids viewed as world lines of 3 particles performing independent Brownian motions in the complex plane z. Our construction is based on the properties of conformal maps of doubly-punctured plane z to the universal covering surface. The special attention is paid to the case of indistinguishable particles. Our method of conformal maps allows us to investigate the statistical properties of the topological complexity of a bunch of 3-strand Brownian braids and to compute the expectation value of the irreducible braid length in the non-Abelian case
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Ercan, İlke; Suyabatmaz, Enes
2018-06-01
The saturation in the efficiency and performance scaling of conventional electronic technologies brings about the development of novel computational paradigms. Brownian circuits are among the promising alternatives that can exploit fluctuations to increase the efficiency of information processing in nanocomputing. A Brownian cellular automaton, where signals propagate randomly and are driven by local transition rules, can be made computationally universal by embedding arbitrary asynchronous circuits on it. One of the potential realizations of such circuits is via single electron tunneling (SET) devices since SET technology enable simulation of noise and fluctuations in a fashion similar to Brownian search. In this paper, we perform a physical-information-theoretic analysis on the efficiency limitations in a Brownian NAND and half-adder circuits implemented using SET technology. The method we employed here establishes a solid ground that enables studying computational and physical features of this emerging technology on an equal footing, and yield fundamental lower bounds that provide valuable insights into how far its efficiency can be improved in principle. In order to provide a basis for comparison, we also analyze a NAND gate and half-adder circuit implemented in complementary metal oxide semiconductor technology to show how the fundamental bound of the Brownian circuit compares against a conventional paradigm.
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Area distribution of an elastic Brownian motion
International Nuclear Information System (INIS)
Rajabpour, M A
2009-01-01
We calculate the excursion and meander area distributions of the elastic Brownian motion by using the self-adjoint extension of the Hamiltonian of the free quantum particle on the half line. We also give some comments on the area of the Brownian motion bridge on the real line with the origin removed. We will focus on the power of self-adjoint extension to investigate different possible boundary conditions for the stochastic processes. We also discuss some possible physical applications.
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Eigenfunction expansion for fractional Brownian motions
International Nuclear Information System (INIS)
Maccone, C.
1981-01-01
The fractional Brownian motions, a class of nonstationary stochastic processes defined as the Riemann-Liouville fractional integral/derivative of the Brownian motion, are studied. It is shown that these processes can be regarded as the output of a suitable linear system of which the input is the white noise. Their autocorrelation is then derived with a study of their standard-deviation curves. Their power spectra are found by resorting to the nonstationary spectral theory. And finally their eigenfunction expansion (Karhunen-Loeve expansion) is obtained: the eigenfunctions are proved to be suitable Bessel functions and the eigenvalues zeros of the Bessel functions. (author)
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The open quantum Brownian motions
International Nuclear Information System (INIS)
Bauer, Michel; Bernard, Denis; Tilloy, Antoine
2014-01-01
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 H z : orbital (walker) Hilbert space, C Z in the discrete, L 2 (R) in the continuum H c : internal spin (or gyroscope) Hilbert space H sys =H z ⊗H c : system Hilbert space H p : probe (or quantum coin) Hilbert space, H p =C 2 ρ t tot : density matrix for the total system (walker + internal spin + quantum coins) ρ-bar t : reduced density matrix on H sys : 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 =ρ t ⊗|X t 〉 z 〈X t | ρ t : internal density matrix in a simple quantum trajectory X t : walker position in a simple quantum trajectory B t : normalized Brownian motion ξ t , ξ t † : quantum noises (paper)
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Deep inelastic collisions viewed as Brownian motion
International Nuclear Information System (INIS)
Gross, D.H.E.; Freie Univ. Berlin
1980-01-01
Non-equilibrium transport processes like Brownian motion, are studied since perhaps 100 years and one should ask why does one not use these theories to explain deep inelastic collision data. These theories have reached a high standard of sophistication, experience, and precision that I believe them to be very usefull for our problem. I will try to sketch a possible form of an advanced theory of Brownian motion that seems to be suitable for low energy heavy ion collisions. (orig./FKS)
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Nonparametric Regression with Subfractional Brownian Motion via Malliavin Calculus
Directory of Open Access Journals (Sweden)
Yuquan Cang
2014-01-01
Full Text Available We study the asymptotic behavior of the sequence Sn=∑i=0n-1K(nαSiH1(Si+1H2-SiH2, as n tends to infinity, where SH1 and SH2 are two independent subfractional Brownian motions with indices H1 and H2, respectively. K is a kernel function and the bandwidth parameter α satisfies some hypotheses in terms of H1 and H2. Its limiting distribution is a mixed normal law involving the local time of the sub-fractional Brownian motion SH1. We mainly use the techniques of Malliavin calculus with respect to sub-fractional Brownian motion.
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Maximum Principle for General Controlled Systems Driven by Fractional Brownian Motions
International Nuclear Information System (INIS)
Han Yuecai; Hu Yaozhong; Song Jian
2013-01-01
We obtain a maximum principle for stochastic control problem of general controlled stochastic differential systems driven by fractional Brownian motions (of Hurst parameter H>1/2). This maximum principle specifies a system of equations that the optimal control must satisfy (necessary condition for the optimal control). This system of equations consists of a backward stochastic differential equation driven by both fractional Brownian motions and the corresponding underlying standard Brownian motions. In addition to this backward equation, the maximum principle also involves the Malliavin derivatives. Our approach is to use conditioning and Malliavin calculus. To arrive at our maximum principle we need to develop some new results of stochastic analysis of the controlled systems driven by fractional Brownian motions via fractional calculus. Our approach of conditioning and Malliavin calculus is also applied to classical system driven by standard Brownian motions while the controller has only partial information. As a straightforward consequence, the classical maximum principle is also deduced in this more natural and simpler way.
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On the motion of a Brownian particle with an asymmetric bias
International Nuclear Information System (INIS)
Kim, K.S.
1981-01-01
On the infinite three dimensional cubic lattice, the transport process of a Brownian particle biased on the direction (in the case of nearest-neighbor jumping) is discussed. The Brownian particle is considered as a walker of the random process. By introducing the theorem that the probability density P(l,t) becomes Gaussian for large t, P(l,t) is completely specified when the first and second moments of P(l,t) become known. The respective values for the transprot averaged velocity and dispersion of a biased Brownian particle are obtained. Finally as t becomes large we find Gaussian packets of a biased Brownian particle which propagate with a constant velocity and have a dispersion proportional to time t. (KAERI)
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Moments of inertia and the shapes of Brownian paths
International Nuclear Information System (INIS)
Fougere, F.; Desbois, J.
1993-01-01
The joint probability law of the principal moments of inertia of Brownian paths (open or closed) is computed, using constrained path integrals and Random Matrix Theory. The case of two-dimensional paths is discussed in detail. In particular, it is shown that the ratio of the average values of the largest and smallest moments is equal to 4.99 (open paths) and 3.07 (closed paths). Results of numerical simulations are also presented, which include investigation of the relationships between the moments of inertia and the arithmetic area enclosed by a path. (authors) 28 refs., 2 figs
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Fast orthogonal transforms and generation of Brownian paths.
Leobacher, Gunther
2012-04-01
We present a number of fast constructions of discrete Brownian paths that can be used as alternatives to principal component analysis and Brownian bridge for stratified Monte Carlo and quasi-Monte Carlo. By fast we mean that a path of length [Formula: see text] can be generated in [Formula: see text] floating point operations. We highlight some of the connections between the different constructions and we provide some numerical examples.
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Permutation entropy of fractional Brownian motion and fractional Gaussian noise
International Nuclear Information System (INIS)
Zunino, L.; Perez, D.G.; Martin, M.T.; Garavaglia, M.; Plastino, A.; Rosso, O.A.
2008-01-01
We have worked out theoretical curves for the permutation entropy of the fractional Brownian motion and fractional Gaussian noise by using the Bandt and Shiha [C. Bandt, F. Shiha, J. Time Ser. Anal. 28 (2007) 646] theoretical predictions for their corresponding relative frequencies. Comparisons with numerical simulations show an excellent agreement. Furthermore, the entropy-gap in the transition between these processes, observed previously via numerical results, has been here theoretically validated. Also, we have analyzed the behaviour of the permutation entropy of the fractional Gaussian noise for different time delays
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Yukawa Potential, Panharmonic Measure and Brownian Motion
Directory of Open Access Journals (Sweden)
Antti Rasila
2018-05-01
Full Text Available This paper continues our earlier investigation, where a walk-on-spheres (WOS algorithm for Monte Carlo simulation of the solutions of the Yukawa and the Helmholtz partial differential equations (PDEs was developed by using the Duffin correspondence. In this paper, we investigate the foundations behind the algorithm for the case of the Yukawa PDE. We study the panharmonic measure, which is a generalization of the harmonic measure for the Yukawa PDE. We show that there are natural stochastic definitions for the panharmonic measure in terms of the Brownian motion and that the harmonic and the panharmonic measures are all mutually equivalent. Furthermore, we calculate their Radon–Nikodym derivatives explicitly for some balls, which is a key result behind the WOS algorithm.
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The Monte Carlo dynamics of a binary Lennard-Jones glass-forming mixture
International Nuclear Information System (INIS)
Berthier, L; Kob, W
2007-01-01
We use a standard Monte Carlo algorithm to study the slow dynamics of a binary Lennard-Jones glass-forming mixture at low temperature. We find that the Monte Carlo approach is by far the most efficient way to simulate a stochastic dynamics since the relaxation is about 10 times faster than in Brownian dynamics and about 30 times faster than in stochastic dynamics. Moreover, the average dynamical behaviour of the system is in quantitative agreement with that obtained using Newtonian dynamics, apart from at very short times where thermal vibrations are suppressed. We show, however, that dynamic fluctuations quantified by four-point dynamic susceptibilities do retain a dependence on the microscopic dynamics, as recently predicted theoretically
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Motegi, Toshinori; Nabika, Hideki; Fu, Yingqiang; Chen, Lili; Sun, Yinlu; Zhao, Jianwei; Murakoshi, Kei
2014-07-01
A new molecular manipulation method in the self-spreading lipid bilayer membrane by combining Brownian ratchet and molecular filtering effects is reported. The newly designed ratchet obstacle was developed to effectively separate dye-lipid molecules. The self-spreading lipid bilayer acted as both a molecular transport system and a manipulation medium. By controlling the size and shape of ratchet obstacles, we achieved a significant increase in the separation angle for dye-lipid molecules compared to that with the previous ratchet obstacle. A clear difference was observed between the experimental results and the simple random walk simulation that takes into consideration only the geometrical effect of the ratchet obstacles. This difference was explained by considering an obstacle-dependent local decrease in molecular diffusivity near the obstacles, known as the molecular filtering effect at nanospace. Our experimental findings open up a novel controlling factor in the Brownian ratchet manipulation that allow the efficient separation of molecules in the lipid bilayer based on the combination of Brownian ratchet and molecular filtering effects.
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Mesoscopic Simulations of Crosslinked Polymer Networks
Megariotis, Grigorios; Vogiatzis, Georgios G.; Schneider, Ludwig; Müller, Marcus; Theodorou, Doros N.
2016-08-01
A new methodology and the corresponding C++ code for mesoscopic simulations of elastomers are presented. The test system, crosslinked ds-1’4-polyisoprene’ is simulated with a Brownian Dynamics/kinetic Monte Carlo algorithm as a dense liquid of soft, coarse-grained beads, each representing 5-10 Kuhn segments. From the thermodynamic point of view, the system is described by a Helmholtz free-energy containing contributions from entropic springs between successive beads along a chain, slip-springs representing entanglements between beads on different chains, and non-bonded interactions. The methodology is employed for the calculation of the stress relaxation function from simulations of several microseconds at equilibrium, as well as for the prediction of stress-strain curves of crosslinked polymer networks under deformation.
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Non-colliding Brownian Motions and the Extended Tacnode Process
Johansson, Kurt
2013-04-01
We consider non-colliding Brownian motions with two starting points and two endpoints. The points are chosen so that the two groups of Brownian motions just touch each other, a situation that is referred to as a tacnode. The extended kernel for the determinantal point process at the tacnode point is computed using new methods and given in a different form from that obtained for a single time in previous work by Delvaux, Kuijlaars and Zhang. The form of the extended kernel is also different from that obtained for the extended tacnode kernel in another model by Adler, Ferrari and van Moerbeke. We also obtain the correlation kernel for a finite number of non-colliding Brownian motions starting at two points and ending at arbitrary points.
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Entropic Approach to Brownian Movement.
Neumann, Richard M.
1980-01-01
A diffusional driving force, called the radial force, which is responsible for the increase with time of the scalar separation between a fixed point and a particle undergoing three-dimensional Brownian motion, is derived using Boltzmann's equation. (Author/HM)
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Exponential functionals of Brownian motion, I: Probability laws at fixed time
Matsumoto, Hiroyuki; Yor, Marc
2005-01-01
This paper is the first part of our survey on various results about the distribution of exponential type Brownian functionals defined as an integral over time of geometric Brownian motion. Several related topics are also mentioned.
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Simulation of Molecular Transport in Systems Containing Mobile Obstacles.
Polanowski, Piotr; Sikorski, Andrzej
2016-08-04
In this paper, we investigate the movement of molecules in crowded environments with obstacles undergoing Brownian motion by means of extensive Monte Carlo simulations. Our investigations were performed using the dynamic lattice liquid model, which was based on the cooperative movement concept and allowed to mimic systems at high densities where the motion of all elements (obstacles as well as moving particles) were highly correlated. The crowded environments are modeled on a two-dimensional triangular lattice containing obstacles (particles whose mobility was significantly reduced) moving by a Brownian motion. The subdiffusive motion of both elements in the system was analyzed. It was shown that the percolation transition does not exist in such systems in spite of the cooperative character of the particles' motion. The reduction of the obstacle mobility leads to the longer caging of liquid particles by mobile obstacles.
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Breaking the symmetry of a Brownian motor with symmetric potentials
International Nuclear Information System (INIS)
Hagman, H; Zelan, M; Dion, C M
2011-01-01
The directed transport of Brownian particles requires a system with an asymmetry and with non-equilibrium noise. Here we investigate numerically alternative ways of fulfilling these requirements for a two-state Brownian motor, realized with Brownian particles alternating between two phase-shifted, symmetric potentials. We show that, besides the previously known spatio-temporal asymmetry based on unequal transfer rates between the potentials, inequalities in the potential depths, the frictions, or the equilibrium temperatures of the two potentials also generate the required asymmetry. We also show that the effects of the thermal noise and the noise of the transfer's randomness depend on the way the asymmetry is induced.
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Diffusion in one dimensional random medium and hyperbolic Brownian motion
International Nuclear Information System (INIS)
Comtet, A.; Monthus, C.; Paris-6 Univ., 75
1995-03-01
Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. This relationship is analyzed in detail and various distributions are studied using stochastic calculus and functional integration. (author) 17 refs
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Simple Brownian diffusion an introduction to the standard theoretical models
Gillespie, Daniel T
2013-01-01
Brownian diffusion, the motion of large molecules in a sea of very many much smaller molecules, is topical because it is one of the ways in which biologically important molecules move about inside living cells. This book presents the mathematical physics that underlies the four simplest models of Brownian diffusion.
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Eichhorn, R.; Reimann, P.
2004-04-01
We consider a Brownian particle whose motion is confined to a ``meandering'' pathway and which is driven away from thermal equilibrium by an alternating external force. This system exhibits absolute negative mobility, i.e. when an external static force is applied the particle moves in the direction opposite to that force. We reveal the physical mechanism behind this ``donkey-like'' behavior, and derive analytical approximations that are in excellent agreement with numerical results.
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International Nuclear Information System (INIS)
Eichhorn, R.; Reimann, P.
2004-01-01
We consider a Brownian particle whose motion is confined to a ''meandering'' pathway and which is driven away from thermal equilibrium by an alternating external force. This system exhibits absolute negative mobility, i.e. when an external static force is applied the particle moves in the direction opposite to that force. We reveal the physical mechanism behind this ''donkey-like'' behavior, and derive analytical approximations that are in excellent agreement with numerical results. (author)
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Stochastic flows in the Brownian web and net
Czech Academy of Sciences Publication Activity Database
Schertzer, E.; Sun, R.; Swart, Jan M.
2014-01-01
Roč. 227, č. 1065 (2014), s. 1-160 ISSN 0065-9266 R&D Projects: GA ČR GA201/07/0237; GA ČR GA201/09/1931 Institutional support: RVO:67985556 Keywords : Brownian web * Brownian net * stochastic flow of kernels * measure-valued process * Howitt-Warren flow * linear system * random walk in random environment * finite graph representation Subject RIV: BA - General Mathematics Impact factor: 1.727, year: 2014 http://library.utia.cas.cz/separaty/2013/SI/swart-0396636.pdf
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The Intersection Probability of Brownian Motion and SLEκ
Directory of Open Access Journals (Sweden)
Shizhong Zhou
2015-01-01
Full Text Available By using excursion measure Poisson kernel method, we obtain a second-order differential equation of the intersection probability of Brownian motion and SLEκ. Moreover, we find a transformation such that the second-order differential equation transforms into a hypergeometric differential equation. Then, by solving the hypergeometric differential equation, we obtain the explicit formula of the intersection probability for the trace of the chordal SLEκ and planar Brownian motion started from distinct points in an upper half-plane H-.
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A one-dimensional gravitationally interacting gas and the convex minorant of Brownian motion
International Nuclear Information System (INIS)
Suidan, T M
2001-01-01
The surprising connection between a one-dimensional gravitationally interacting gas of sticky particles and the convex minorant process generated by Brownian motion on [0,1] is studied. A study is made of the dynamics of this 1-D gas system by identifying three distinct clustering regimes and the time scales at which they occur. At the critical moment of time the mass distribution of the gas can be computed in terms of functionals of the convex minorant process
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Active Brownian particles with velocity-alignment and active fluctuations
International Nuclear Information System (INIS)
Großmann, R; Schimansky-Geier, L; Romanczuk, P
2012-01-01
We consider a model of active Brownian particles (ABPs) with velocity alignment in two spatial dimensions with passive and active fluctuations. Here, active fluctuations refers to purely non-equilibrium stochastic forces correlated with the heading of an individual active particle. In the simplest case studied here, they are assumed to be independent stochastic forces parallel (speed noise) and perpendicular (angular noise) to the velocity of the particle. On the other hand, passive fluctuations are defined by a noise vector independent of the direction of motion of a particle, and may account, for example, for thermal fluctuations. We derive a macroscopic description of the ABP gas with velocity-alignment interaction. Here, we start from the individual-based description in terms of stochastic differential equations (Langevin equations) and derive equations of motion for the coarse-grained kinetic variables (density, velocity and temperature) via a moment expansion of the corresponding probability density function. We focus here on the different impact of active and passive fluctuations on onset of collective motion and show how active fluctuations in the active Brownian dynamics can change the phase-transition behaviour of the system. In particular, we show that active angular fluctuations lead to an earlier breakdown of collective motion and to the emergence of a new bistable regime in the mean-field case. (paper)
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Quantum description of the Brownian movement in an external field
International Nuclear Information System (INIS)
Svin'in, I.R.
1976-01-01
The Schroedinger equation for brownian motion in an external field is obtained on the basis of the classical Langevin equation. The specific features of the approach proposed are illustrated by the example of the brownian motion of the quantum oscillator. The influence of the fluctuations on the various physical quantities is considered
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Reflected Brownian motions in the KPZ universality class
Weiss, Thomas; Spohn, Herbert
2017-01-01
This book presents a detailed study of a system of interacting Brownian motions in one dimension. The interaction is point-like such that the n-th Brownian motion is reflected from the Brownian motion with label n-1. This model belongs to the Kardar-Parisi-Zhang (KPZ) universality class. In fact, because of the singular interaction, many universal properties can be established with rigor. They depend on the choice of initial conditions. Discussion addresses packed and periodic initial conditions (Chapter 5), stationary initial conditions (Chapter 6), and mixtures thereof (Chapter 7). The suitably scaled spatial process will be proven to converge to an Airy process in the long time limit. A chapter on determinantal random fields and another one on Airy processes are added to have the notes self-contained. These notes serve as an introduction to the KPZ universality class, illustrating the main concepts by means of a single model only. The notes will be of interest to readers from interacting diffusion processe...
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Hahn, Melinda W; O'Meliae, Charles R
2004-01-01
The deposition and reentrainment of particles in porous media have been examined theoretically and experimentally. A Brownian Dynamics/Monte Carlo (MC/BD) model has been developed that simulates the movement of Brownian particles near a collector under "unfavorable" chemical conditions and allows deposition in primary and secondary minima. A simple Maxwell approach has been used to estimate particle attachment efficiency by assuming deposition in the secondary minimum and calculating the probability of reentrainment. The MC/BD simulations and the Maxwell calculations support an alternative view of the deposition and reentrainment of Brownian particles under unfavorable chemical conditions. These calculations indicate that deposition into and subsequent release from secondary minima can explain reported discrepancies between classic model predictions that assume irreversible deposition in a primary well and experimentally determined deposition efficiencies that are orders of magnitude larger than Interaction Force Boundary Layer (IFBL) predictions. The commonly used IFBL model, for example, is based on the notion of transport over an energy barrier into the primary well and does not address contributions of secondary minimum deposition. A simple Maxwell model based on deposition into and reentrainment from secondary minima is much more accurate in predicting deposition rates for column experiments at low ionic strengths. It also greatly reduces the substantial particle size effects inherent in IFBL models, wherein particle attachment rates are predicted to decrease significantly with increasing particle size. This view is consistent with recent work by others addressing the composition and structure of the first few nanometers at solid-water interfaces including research on modeling water at solid-liquid interfaces, surface speciation, interfacial force measurements, and the rheological properties of concentrated suspensions. It follows that deposition under these
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Survival probabilities for branching Brownian motion with absorption
Harris, John; Harris, Simon
2007-01-01
We study a branching Brownian motion (BBM) with absorption, in which particles move as Brownian motions with drift $-\\rho$, undergo dyadic branching at rate $\\beta>0$, and are killed on hitting the origin. In the case $\\rho>\\sqrt{2\\beta}$ the extinction time for this process, $\\zeta$, is known to be finite almost surely. The main result of this article is a large-time asymptotic formula for the survival probability $P^x(\\zeta>t)$ in the case $\\rho>\\sqrt{2\\beta}$, where $P^x$ is...
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Kinematics and dynamics analysis of a novel serial-parallel dynamic simulator
Energy Technology Data Exchange (ETDEWEB)
Hu, Bo; Zhang, Lian Dong; Yu, Jingjing [Parallel Robot and Mechatronic System Laboratory of Hebei Province, Yanshan University, Qinhuangdao, Hebei (China)
2016-11-15
A serial-parallel dynamics simulator based on serial-parallel manipulator is proposed. According to the dynamics simulator motion requirement, the proposed serial-parallel dynamics simulator formed by 3-RRS (active revolute joint-revolute joint-spherical joint) and 3-SPR (Spherical joint-active prismatic joint-revolute joint) PMs adopts the outer and inner layout. By integrating the kinematics, constraint and coupling information of the 3-RRS and 3-SPR PMs into the serial-parallel manipulator, the inverse Jacobian matrix, velocity, and acceleration of the serial-parallel dynamics simulator are studied. Based on the principle of virtual work and the kinematics model, the inverse dynamic model is established. Finally, the workspace of the (3-RRS)+(3-SPR) dynamics simulator is constructed.
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Kinematics and dynamics analysis of a novel serial-parallel dynamic simulator
International Nuclear Information System (INIS)
Hu, Bo; Zhang, Lian Dong; Yu, Jingjing
2016-01-01
A serial-parallel dynamics simulator based on serial-parallel manipulator is proposed. According to the dynamics simulator motion requirement, the proposed serial-parallel dynamics simulator formed by 3-RRS (active revolute joint-revolute joint-spherical joint) and 3-SPR (Spherical joint-active prismatic joint-revolute joint) PMs adopts the outer and inner layout. By integrating the kinematics, constraint and coupling information of the 3-RRS and 3-SPR PMs into the serial-parallel manipulator, the inverse Jacobian matrix, velocity, and acceleration of the serial-parallel dynamics simulator are studied. Based on the principle of virtual work and the kinematics model, the inverse dynamic model is established. Finally, the workspace of the (3-RRS)+(3-SPR) dynamics simulator is constructed
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Phase transition for absorbed Brownian motion with drift
International Nuclear Information System (INIS)
Ferrari, P.A.; Martinez, S.; San Martin, J.
1997-01-01
We study one-dimensional Brownian motion with constant drift toward the origin and initial distribution concentrated in the strictly positive real line. We say that at the first time the process hits the origin, it is absorbed. We study the asymptotic behavior, as t → ∞, of m t , the conditional distribution at time zero of the process conditioned on survival up to time t and on the process having a fixed value at time t. We find that there is a phase transition in the decay rate of the initial condition. For fast decay rate (subcritical case) m t is localized, in the critical case m t is located around √t, and for slow rates (supercritical case) m, is located around t. The critical rate is given by the decay of the minimal quasistationary distribution of this process. We also study in each case the asymptotic distribution of the process, scaled by √t, conditioned as before. We prove that in the subcritical case this distribution is a Brownian excursion. In the critical case it is a Brownian bridge attaining 0 for the first time at time 1, with some initial distribution. In the supercritical case, after centering around the expected value-which is of the order of t we show that this process converges to a Brownian bridge arriving at 0 at time 1 and with a Gaussian initial distribution
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Diffusion limit of Lévy-Lorentz gas is Brownian motion
Magdziarz, Marcin; Szczotka, Wladyslaw
2018-07-01
In this paper we analyze asymptotic behaviour of a stochastic process called Lévy-Lorentz gas. This process is aspecial kind of continuous-time random walk in which walker moves in the fixed environment composed of scattering points. Upon each collision the walker performs a flight to the nearest scattering point. This type of dynamics is observed in Lévy glasses or long quenched polymers. We show that the diffusion limit of Lévy-Lorentz gas with finite mean distance between scattering centers is the standard Brownian motion. Thus, for long times the behaviour of the Lévy-Lorentz gas is close to the diffusive regime.
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Directed Transport of Brownian Particles in a Periodic Channel
International Nuclear Information System (INIS)
Jiang Jie; Ai Bao-Quan; Wu Jian-Chun
2015-01-01
The transport of Brownian particles in the infinite channel within an external force along the axis of the channel has been studied. In this paper, we study the transport of Brownian particle in the infinite channel within an external force along the axis of the channel and an external force in the transversal direction. In this more sophisticated situation, some property is similar to the simple situation, but some interesting property also appears. (paper)
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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...
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Under which conditions is quantum Brownian motion observable in a microscope?
International Nuclear Information System (INIS)
Helseth, L.E.
2010-01-01
We investigate under which conditions we can expect to observe quantum Brownian motion in a microscope. Using the fluctuation-dissipation theorem, we investigate quantum Brownian motion in an ohmic bath, and estimate temporal and spatial accuracy required to observe a crossover from classical to quantum behavior.
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The single- and double-particle properties and the current reversal of coupled Brownian motors
International Nuclear Information System (INIS)
Li, Chen-Pu; Chen, Hong-Bin; Zheng, Zhi-Gang; Fan, Hong; Shen, Wen-Mei
2017-01-01
In this paper, we investigate the directed transport of coupled Brownian motors composed of two identical particles which is individually subject to a time-symmetric rocking force in spatially-symmetric periodic potentials. We find that both the coupling free length and the coupling strength can induce the reversed motion of the coupled Brownian motors, the essence of which is the coupled Brownian motors can exhibit completely different single- or double-particle properties under certain conditions. Namely, the current reversal is the result of the mutual conversion between the single- and double-particle properties of the coupled Brownian motors. Moreover, the directed current of coupled Brownian motors can be optimized and manipulated by adjusting the strength, the period, the phase difference of the rocking forces, and the noise intensity. (paper)
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International Nuclear Information System (INIS)
Tang Hong; Lin Jianzhong
2013-01-01
The moment method can be used to determine the time evolution of particle size distribution due to Brownian coagulation based on the general dynamic equation (GDE). But the function form of the initial particle size distribution must be determined beforehand for the moment method. If the assumed function type of the initial particle size distribution has an obvious deviation from the true particle population, the evolution of particle size distribution may be different from the real evolution tendency. Thus, a simple and general method is proposed based on the moment method. In this method, the Johnson's S B function is chosen as a general distribution function to fit the initial distributions including the log normal (L-N), Rosin–Rammler (R-R), normal (N-N) and gamma distribution functions, respectively. Meanwhile, using the modified beta function to fit the L-N, R-R, N-N and gamma functions is also conducted as a comparison in order to present the advantage of the Johnson's S B function as the general distribution function. And then, the time evolution of particle size distributions using the Johnson's S B function as the initial distribution can be obtained by several lower order moment equations of the Johnson's S B function in conjunction with the GDE during the Brownian coagulation process. Simulation experiments indicate that fairly reasonable results of the time evolution of particle size distribution can be obtained with this proposed method in the free molecule regime, transition regime and continuum plus near continuum regime, respectively, at the early time stage of evolution. The Johnson's S B function has the ability of describing the early time evolution of different initial particle size distributions. (paper)
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Adiabatic Processes Realized with a Trapped Brownian Particle
Martínez, Ignacio A.; Roldán, Édgar; Dinis, Luis; Petrov, Dmitri; Rica, Raúl A.
2015-03-01
The ability to implement adiabatic processes in the mesoscale is of key importance in the study of artificial or biological micro- and nanoengines. Microadiabatic processes have been elusive to experimental implementation due to the difficulty in isolating Brownian particles from their fluctuating environment. Here we report on the experimental realization of a microscopic quasistatic adiabatic process employing a trapped Brownian particle. We circumvent the complete isolation of the Brownian particle by designing a protocol where both characteristic volume and temperature of the system are changed in such a way that the entropy of the system is conserved along the process. We compare the protocols that follow from either the overdamped or underdamped descriptions, demonstrating that the latter is mandatory in order to obtain a vanishing average heat flux to the particle. We provide analytical expressions for the distributions of the fluctuating heat and entropy and verify them experimentally. Our protocols could serve to implement the first microscopic engine that is able to attain the fundamental limit for the efficiency set by Carnot.
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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
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Entropy production of a Brownian ellipsoid in the overdamped limit.
Marino, Raffaele; Eichhorn, Ralf; Aurell, Erik
2016-01-01
We analyze the translational and rotational motion of an ellipsoidal Brownian particle from the viewpoint of stochastic thermodynamics. The particle's Brownian motion is driven by external forces and torques and takes place in an heterogeneous thermal environment where friction coefficients and (local) temperature depend on space and time. Our analysis of the particle's stochastic thermodynamics is based on the entropy production associated with single particle trajectories. It is motivated by the recent discovery that the overdamped limit of vanishing inertia effects (as compared to viscous fricion) produces a so-called "anomalous" contribution to the entropy production, which has no counterpart in the overdamped approximation, when inertia effects are simply discarded. Here we show that rotational Brownian motion in the overdamped limit generates an additional contribution to the "anomalous" entropy. We calculate its specific form by performing a systematic singular perturbation analysis for the generating function of the entropy production. As a side result, we also obtain the (well-known) equations of motion in the overdamped limit. We furthermore investigate the effects of particle shape and give explicit expressions of the "anomalous entropy" for prolate and oblate spheroids and for near-spherical Brownian particles.
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Communication: Memory effects and active Brownian diffusion
Energy Technology Data Exchange (ETDEWEB)
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.
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Single-molecule dynamics in nanofabricated traps
Cohen, Adam
2009-03-01
The Anti-Brownian Electrokinetic trap (ABEL trap) provides a means to immobilize a single fluorescent molecule in solution, without surface attachment chemistry. The ABEL trap works by tracking the Brownian motion of a single molecule, and applying feedback electric fields to induce an electrokinetic motion that approximately cancels the Brownian motion. We present a new design for the ABEL trap that allows smaller molecules to be trapped and more information to be extracted from the dynamics of a single molecule than was previously possible. In particular, we present strategies for extracting dynamically fluctuating mobilities and diffusion coefficients, as a means to probe dynamic changes in molecular charge and shape. If one trapped molecule is good, many trapped molecules are better. An array of single molecules in solution, each immobilized without surface attachment chemistry, provides an ideal test-bed for single-molecule analyses of intramolecular dynamics and intermolecular interactions. We present a technology for creating such an array, using a fused silica plate with nanofabricated dimples and a removable cover for sealing single molecules within the dimples. With this device one can watch the shape fluctuations of single molecules of DNA or study cooperative interactions in weakly associating protein complexes.
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On the validity of Brownian assumptions in the spin van der Waals model
International Nuclear Information System (INIS)
Oh, Suhk Kun
1985-01-01
A simple Brownian motion theory of the spin van der Waals model, which can be stationary, Markoffian or Gaussian, is studied. By comparing the Brownian motion theory with an exact theory called the generalized Langevin equation theory, the validity of the Brownian assumptions is tested. Thereby, it is shown explicitly how the Markoffian and Gaussian properties are modified in the spin van der Waals model under the influence of quantum fluctuations and long range ordering. (Author)
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Energy Technology Data Exchange (ETDEWEB)
Koss, K. G.; Petrov, O. F.; Myasnikov, M. I., E-mail: miasnikovmi@mail.ru; Statsenko, K. B.; Vasiliev, M. M. [Russian Academy of Sciences, Joint Institute for High Temperatures (Russian Federation)
2016-07-15
The results of experimental and numerical analysis are presented for phase transitions in strongly nonequilibrium small systems of strongly interacting Brownian particles. The dynamic entropy method is applied to analysis of the state of these systems. Experiments are carried out with kinetic heating of the structures of micron-size particles in a laboratory rf discharge plasma. Three phase states of these small systems are observed: crystalline, liquid, and transient. The mechanism of phase transitions in cluster structures of strongly interacting particles is described.
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Allen, William John; Corey, Robin Adam; Oatley, Peter; Sessions, Richard Barry; Baldwin, Steve A; Radford, Sheena E; Tuma, Roman; Collinson, Ian
2016-05-16
The essential process of protein secretion is achieved by the ubiquitous Sec machinery. In prokaryotes, the drive for translocation comes from ATP hydrolysis by the cytosolic motor-protein SecA, in concert with the proton motive force (PMF). However, the mechanism through which ATP hydrolysis by SecA is coupled to directional movement through SecYEG is unclear. Here, we combine all-atom molecular dynamics (MD) simulations with single molecule FRET and biochemical assays. We show that ATP binding by SecA causes opening of the SecY-channel at long range, while substrates at the SecY-channel entrance feed back to regulate nucleotide exchange by SecA. This two-way communication suggests a new, unifying 'Brownian ratchet' mechanism, whereby ATP binding and hydrolysis bias the direction of polypeptide diffusion. The model represents a solution to the problem of transporting inherently variable substrates such as polypeptides, and may underlie mechanisms of other motors that translocate proteins and nucleic acids.
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Non-Gaussian nature of glassy dynamics by cage to cage motion
International Nuclear Information System (INIS)
Vorselaars, Bart; Lyulin, Alexey V.; Michels, M. A. J.; Karatasos, K.
2007-01-01
A model based on a single Brownian particle moving in a periodic effective field is used to understand the non-Gaussian dynamics in glassy systems of cage escape and subsequent recaging, often thought to be caused by a heterogeneous glass structure. The results are compared to molecular-dynamics simulations of systems with varying complexity: quasi-two-dimensional colloidlike particles, atactic polystyrene, and a dendritic glass. The model nicely describes generic features of all three topologically different systems, in particular around the maximum of the non-Gaussian parameter. This maximum is a measure for the average distance between cages
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International Nuclear Information System (INIS)
Srihirun, B; Meleshko, S V; Schulz, E
2006-01-01
The definition of an admitted Lie group of transformations for stochastic differential equations has been already presented for equations with one-dimensional Brownian motion. The transformation of the dependent variables involves time as well, and it has been proven that Brownian motion is transformed to Brownian motion. In this paper, we will discuss this concept for stochastic differential equations involving multi-dimensional Brownian motion and present applications to a variety of stochastic differential equations
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How superdiffusion gets arrested: ecological encounters explain shift from Lévy to Brownian movement
de Jager, Monique; Bartumeus, Frederic; Kölzsch, Andrea; Weissing, Franz J.; Hengeveld, Geerten M.; Nolet, Bart A.; Herman, Peter M. J.; van de Koppel, Johan
2014-01-01
Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when foraging in resource-poor environments. Yet, empirical studies reveal animals moving in a Brownian fashion when resources are abundant. We demonstrate that Einstein’s original theory ...
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Volume of the domain visited by N spherical Brownian particles
International Nuclear Information System (INIS)
Berezhkovskii, A.M.
1994-01-01
The average value and variance of the volume of the domain visited in time t by N spherical Brownian particles starting initially at the same point are presented as quadratures of the solutions of simple diffusion problems of the survival of a point Brownian particle in the presence of one and two spherical traps. As an illustration, explicit time dependences are obtained for the average volume in one and three dimensions
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Undergraduate Labs for Biological Physics: Brownian Motion and Optical Trapping
Chu, Kelvin; Laughney, A.; Williams, J.
2006-12-01
We describe a set of case-study driven labs for an upper-division biological physics course. These labs are motivated by case-studies and consist of inquiry-driven investigations of Brownian motion and optical-trapping experiments. Each lab incorporates two innovative educational techniques to drive the process and application aspects of scientific learning. Case studies are used to encourage students to think independently and apply the scientific method to a novel lab situation. Student input from this case study is then used to decide how to best do the measurement, guide the project and ultimately evaluate the success of the program. Where appropriate, visualization and simulation using VPython is used. Direct visualization of Brownian motion allows students to directly calculate Avogadro's number or the Boltzmann constant. Following case-study driven discussion, students use video microscopy to measure the motion of latex spheres in different viscosity fluids arrive at a good approximation of NA or kB. Optical trapping (laser tweezer) experiments allow students to investigate the consequences of 100-pN forces on small particles. The case study consists of a discussion of the Boltzmann distribution and equipartition theorem followed by a consideration of the shape of the potential. Students can then use video capture to measure the distribution of bead positions to determine the shape and depth of the trap. This work supported by NSF DUE-0536773.
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Brownian motion, martingales, and stochastic calculus
Le Gall, Jean-François
2016-01-01
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested i...
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On modeling animal movements using Brownian motion with measurement error.
Pozdnyakov, Vladimir; Meyer, Thomas; Wang, Yu-Bo; Yan, Jun
2014-02-01
Modeling animal movements with Brownian motion (or more generally by a Gaussian process) has a long tradition in ecological studies. The recent Brownian bridge movement model (BBMM), which incorporates measurement errors, has been quickly adopted by ecologists because of its simplicity and tractability. We discuss some nontrivial properties of the discrete-time stochastic process that results from observing a Brownian motion with added normal noise at discrete times. In particular, we demonstrate that the observed sequence of random variables is not Markov. Consequently the expected occupation time between two successively observed locations does not depend on just those two observations; the whole path must be taken into account. Nonetheless, the exact likelihood function of the observed time series remains tractable; it requires only sparse matrix computations. The likelihood-based estimation procedure is described in detail and compared to the BBMM estimation.
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Brownian coagulation at high particle concentrations
Trzeciak, T.M.
2012-01-01
The process of Brownian coagulation, whereby particles are brought together by thermal motion and grow by collisions, is one of the most fundamental processes influencing the final properties of particulate matter in a variety of technically important systems. It is of importance in colloids,
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How superdiffusion gets arrested: ecological encounters explain shift from Levy to Brownian movement
de Jager, M.; Bartumeus, F.; Kölzsch, A.; Weissing, F.J.; Hengeveld, G.M.; Nolet, B.A.; Herman, P.M.J.; de Koppel, J.
2014-01-01
Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when
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de Jager, Monique; Bartumeus, Frederic; Kolzsch, Andrea; Weissing, Franz J.; Hengeveld, Geerten M.; Nolet, Bart A.; Herman, Peter M. J.; de Koppel, Johan van
2014-01-01
Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when
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de Jager, Monique; Bartumeus, Frederic; Kölzsch, Andrea; Weissing, Franz J.; Hengeveld, Geerten M.; Nolet, Bart A.; Herman, Peter M.J.; van de Koppel, Johan
2014-01-01
Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when
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Metrics for comparing dynamic earthquake rupture simulations
Barall, Michael; Harris, Ruth A.
2014-01-01
Earthquakes are complex events that involve a myriad of interactions among multiple geologic features and processes. One of the tools that is available to assist with their study is computer simulation, particularly dynamic rupture simulation. A dynamic rupture simulation is a numerical model of the physical processes that occur during an earthquake. Starting with the fault geometry, friction constitutive law, initial stress conditions, and assumptions about the condition and response of the near‐fault rocks, a dynamic earthquake rupture simulation calculates the evolution of fault slip and stress over time as part of the elastodynamic numerical solution (Ⓔ see the simulation description in the electronic supplement to this article). The complexity of the computations in a dynamic rupture simulation make it challenging to verify that the computer code is operating as intended, because there are no exact analytic solutions against which these codes’ results can be directly compared. One approach for checking if dynamic rupture computer codes are working satisfactorily is to compare each code’s results with the results of other dynamic rupture codes running the same earthquake simulation benchmark. To perform such a comparison consistently, it is necessary to have quantitative metrics. In this paper, we present a new method for quantitatively comparing the results of dynamic earthquake rupture computer simulation codes.
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Active Polymers — Emergent Conformational and Dynamical Properties: A Brief Review
Winkler, Roland G.; Elgeti, Jens; Gompper, Gerhard
2017-10-01
Active matter exhibits a wealth of emerging nonequilibrium behaviours. A paradigmatic example is the interior of cells, where active components, such as the cytoskeleton, are responsible for its structural organization and the dynamics of the various components. Of particular interest are the properties of polymers and filaments. The intimate coupling of thermal and active noise, hydrodynamic interactions, and polymer conformations implies the emergence of novel structural and dynamical features. In this article, we review recent theoretical and simulation developments and results for the structural and dynamical properties of polymers exposed to activity. Two- and three-dimensional filaments are considered propelled by different mechanisms such as active Brownian particles or hydrodynamically-coupled force dipoles.
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Estimation of the global regularity of a multifractional Brownian motion
DEFF Research Database (Denmark)
Lebovits, Joachim; Podolskij, Mark
This paper presents a new estimator of the global regularity index of a multifractional Brownian motion. Our estimation method is based upon a ratio statistic, which compares the realized global quadratic variation of a multifractional Brownian motion at two different frequencies. We show that a ...... that a logarithmic transformation of this statistic converges in probability to the minimum of the Hurst functional parameter, which is, under weak assumptions, identical to the global regularity index of the path....
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Dynamic Simulations of Advanced Fuel Cycles
International Nuclear Information System (INIS)
Piet, Steven J.; Dixon, Brent W.; Jacobson, Jacob J.; Matthern, Gretchen E.; Shropshire, David E.
2011-01-01
Years of performing dynamic simulations of advanced nuclear fuel cycle options provide insights into how they could work and how one might transition from the current once-through fuel cycle. This paper summarizes those insights from the context of the 2005 objectives and goals of the U.S. Advanced Fuel Cycle Initiative (AFCI). Our intent is not to compare options, assess options versus those objectives and goals, nor recommend changes to those objectives and goals. Rather, we organize what we have learned from dynamic simulations in the context of the AFCI objectives for waste management, proliferation resistance, uranium utilization, and economics. Thus, we do not merely describe 'lessons learned' from dynamic simulations but attempt to answer the 'so what' question by using this context. The analyses have been performed using the Verifiable Fuel Cycle Simulation of Nuclear Fuel Cycle Dynamics (VISION). We observe that the 2005 objectives and goals do not address many of the inherently dynamic discriminators among advanced fuel cycle options and transitions thereof.
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International Nuclear Information System (INIS)
Suryawan, Herry P.; Gunarso, Boby
2017-01-01
The generalized mixed fractional Brownian motion is defined by taking linear combinations of a finite number of independent fractional Brownian motions with different Hurst parameters. It is a Gaussian process with stationary increments, posseses self-similarity property, and, in general, is neither a Markov process nor a martingale. In this paper we study the generalized mixed fractional Brownian motion within white noise analysis framework. As a main result, we prove that for any spatial dimension and for arbitrary Hurst parameter the self-intersection local times of the generalized mixed fractional Brownian motions, after a suitable renormalization, are well-defined as Hida white noise distributions. The chaos expansions of the self-intersection local times in the terms of Wick powers of white noises are also presented. (paper)
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Dechant, A; Lutz, E; Kessler, D A; Barkai, E
2012-05-01
We consider an overdamped Brownian particle moving in a confining asymptotically logarithmic potential, which supports a normalized Boltzmann equilibrium density. We derive analytical expressions for the two-time correlation function and the fluctuations of the time-averaged position of the particle for large but finite times. We characterize the occurrence of aging and nonergodic behavior as a function of the depth of the potential, and we support our predictions with extensive Langevin simulations. While the Boltzmann measure is used to obtain stationary correlation functions, we show how the non-normalizable infinite covariant density is related to the superaging behavior.
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Asian Option Pricing with Monotonous Transaction Costs under Fractional Brownian Motion
Directory of Open Access Journals (Sweden)
Di Pan
2013-01-01
Full Text Available Geometric-average Asian option pricing model with monotonous transaction cost rate under fractional Brownian motion was established. The method of partial differential equations was used to solve this model and the analytical expressions of the Asian option value were obtained. The numerical experiments show that Hurst exponent of the fractional Brownian motion and transaction cost rate have a significant impact on the option value.
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Diffusion-controlled reactions modeling in Geant4-DNA
Czech Academy of Sciences Publication Activity Database
Karamitros, M.; Luan, S.; Bernal, M. A.; Allison, J.; Baldacchino, G.; Davídková, Marie; Francis, Z.; Friedland, W.; Ivanchenko, A.; Ivanchenko, V.; Mantero, A.; Nieminen, P.; Santin, G.; Tran, H. N.; Stepan, V.; Incerti, S.
2014-01-01
Roč. 274, OCT (2014), s. 841-882 ISSN 0021-9991 Institutional support: RVO:61389005 Keywords : chemical kinetics simulation * radiation chemistry * Fokker-Planck equation * Smoluchowski diffusion equation * Brownian bridge * dynamical time steps * k-d tree * radiolysis * radiobiology * Geant4-DNA * Brownian dynamics Subject RIV: BO - Biophysics Impact factor: 2.434, year: 2014
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Biosensor based on measurements of the clustering dynamics of magnetic particles
DEFF Research Database (Denmark)
2014-01-01
Disclosed herein is a biosensor for optical detection of Brownian relaxation dynamics of magnetic particles measured by light transmission. The magnetic particles can be functionalized with biological ligands for the detection of target analytes in a sample.......Disclosed herein is a biosensor for optical detection of Brownian relaxation dynamics of magnetic particles measured by light transmission. The magnetic particles can be functionalized with biological ligands for the detection of target analytes in a sample....
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Exact master equation for a noncommutative Brownian particle
International Nuclear Information System (INIS)
Costa Dias, Nuno; Nuno Prata, Joao
2009-01-01
We derive the Hu-Paz-Zhang master equation for a Brownian particle linearly coupled to a bath of harmonic oscillators on the plane with spatial noncommutativity. The results obtained are exact to all orders in the noncommutative parameter. As a by-product we derive some miscellaneous results such as the equilibrium Wigner distribution for the reservoir of noncommutative oscillators, the weak coupling limit of the master equation and a set of sufficient conditions for strict purity decrease of the Brownian particle. Finally, we consider a high-temperature Ohmic model and obtain an estimate for the time scale of the transition from noncommutative to ordinary quantum mechanics. This scale is considerably smaller than the decoherence scale
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The Onsager reciprocity relation and generalized efficiency of a thermal Brownian motor
International Nuclear Information System (INIS)
Tian-Fu, Gao; Jin-Can, Chen; Yue, Zhang
2009-01-01
Based on a general model of Brownian motors, the Onsager coefficients and generalized efficiency of a thermal Brownian motor are calculated analytically. It is found that the Onsager reciprocity relation holds and the Onsager coefficients are not affected by the kinetic energy change due to the particle's motion. Only when the heat leak in the system is negligible can the determinant of the Onsager matrix vanish. Moreover, the influence of the main parameters characterizing the model on the generalized efficiency of the Brownian motor is discussed in detail. The characteristic curves of the generalized efficiency varying with these parameters are presented, and the maximum generalized efficiency and the corresponding optimum parameters are determined. The results obtained here are of general significance. They are used to analyze the performance characteristics of the Brownian motors operating in the three interesting cases with zero heat leak, zero average drift velocity or a linear response relation, so that some important conclusions in current references are directly included in some limit cases of the present paper. (general)
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The Development and Comparison of Molecular Dynamics Simulation and Monte Carlo Simulation
Chen, Jundong
2018-03-01
Molecular dynamics is an integrated technology that combines physics, mathematics and chemistry. Molecular dynamics method is a computer simulation experimental method, which is a powerful tool for studying condensed matter system. This technique not only can get the trajectory of the atom, but can also observe the microscopic details of the atomic motion. By studying the numerical integration algorithm in molecular dynamics simulation, we can not only analyze the microstructure, the motion of particles and the image of macroscopic relationship between them and the material, but can also study the relationship between the interaction and the macroscopic properties more conveniently. The Monte Carlo Simulation, similar to the molecular dynamics, is a tool for studying the micro-molecular and particle nature. In this paper, the theoretical background of computer numerical simulation is introduced, and the specific methods of numerical integration are summarized, including Verlet method, Leap-frog method and Velocity Verlet method. At the same time, the method and principle of Monte Carlo Simulation are introduced. Finally, similarities and differences of Monte Carlo Simulation and the molecular dynamics simulation are discussed.
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Combining molecular dynamics with mesoscopic Green’s function reaction dynamics simulations
Energy Technology Data Exchange (ETDEWEB)
Vijaykumar, Adithya, E-mail: vijaykumar@amolf.nl [FOM Institute AMOLF, Science Park 104, 1098 XG Amsterdam (Netherlands); van ’t Hoff Institute for Molecular Sciences, University of Amsterdam, P.O. Box 94157, 1090 GD Amsterdam (Netherlands); Bolhuis, Peter G. [van ’t Hoff Institute for Molecular Sciences, University of Amsterdam, P.O. Box 94157, 1090 GD Amsterdam (Netherlands); Rein ten Wolde, Pieter, E-mail: p.t.wolde@amolf.nl [FOM Institute AMOLF, Science Park 104, 1098 XG Amsterdam (Netherlands)
2015-12-07
In many reaction-diffusion processes, ranging from biochemical networks, catalysis, to complex self-assembly, the spatial distribution of the reactants and the stochastic character of their interactions are crucial for the macroscopic behavior. The recently developed mesoscopic Green’s Function Reaction Dynamics (GFRD) method enables efficient simulation at the particle level provided the microscopic dynamics can be integrated out. Yet, many processes exhibit non-trivial microscopic dynamics that can qualitatively change the macroscopic behavior, calling for an atomistic, microscopic description. We propose a novel approach that combines GFRD for simulating the system at the mesoscopic scale where particles are far apart, with a microscopic technique such as Langevin dynamics or Molecular Dynamics (MD), for simulating the system at the microscopic scale where reactants are in close proximity. This scheme defines the regions where the particles are close together and simulated with high microscopic resolution and those where they are far apart and simulated with lower mesoscopic resolution, adaptively on the fly. The new multi-scale scheme, called MD-GFRD, is generic and can be used to efficiently simulate reaction-diffusion systems at the particle level.
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Combining molecular dynamics with mesoscopic Green’s function reaction dynamics simulations
International Nuclear Information System (INIS)
Vijaykumar, Adithya; Bolhuis, Peter G.; Rein ten Wolde, Pieter
2015-01-01
In many reaction-diffusion processes, ranging from biochemical networks, catalysis, to complex self-assembly, the spatial distribution of the reactants and the stochastic character of their interactions are crucial for the macroscopic behavior. The recently developed mesoscopic Green’s Function Reaction Dynamics (GFRD) method enables efficient simulation at the particle level provided the microscopic dynamics can be integrated out. Yet, many processes exhibit non-trivial microscopic dynamics that can qualitatively change the macroscopic behavior, calling for an atomistic, microscopic description. We propose a novel approach that combines GFRD for simulating the system at the mesoscopic scale where particles are far apart, with a microscopic technique such as Langevin dynamics or Molecular Dynamics (MD), for simulating the system at the microscopic scale where reactants are in close proximity. This scheme defines the regions where the particles are close together and simulated with high microscopic resolution and those where they are far apart and simulated with lower mesoscopic resolution, adaptively on the fly. The new multi-scale scheme, called MD-GFRD, is generic and can be used to efficiently simulate reaction-diffusion systems at the particle level
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Brownian ratchets from statistical physics to bio and nano-motors
Cubero, David
2016-01-01
Illustrating the development of Brownian ratchets, from their foundations, to their role in the description of life at the molecular scale and in the design of artificial nano-machinery, this text will appeal to both advanced graduates and researchers entering the field. Providing a self-contained introduction to Brownian ratchets, devices which rectify microscopic fluctuations, Part I avoids technicalities and sets out the broad range of physical systems where the concept of ratchets is relevant. Part II supplies a single source for a complete and modern theoretical analysis of ratchets in regimes such as classical vs quantum and stochastic vs deterministic, and in Part III readers are guided through experimental developments in different physical systems, each highlighting a specific unique feature of ratchets. The thorough and systematic approach to the topic ensures that this book provides a complete guide to Brownian ratchets for newcomers and established researchers in physics, biology and biochemistry.
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Dual-frequency magnetic particle imaging of the Brownian particle contribution
Energy Technology Data Exchange (ETDEWEB)
Viereck, Thilo, E-mail: t.viereck@tu-bs.de; Kuhlmann, Christian; Draack, Sebastian; Schilling, Meinhard; Ludwig, Frank
2017-04-01
Magnetic particle imaging (MPI) is an emerging medical imaging modality based on the non-linear response of magnetic nanoparticles to an exciting magnetic field. MPI has been recognized as a fast imaging technique with high spatial resolution in the mm range. For some applications of MPI, especially in the field of functional imaging, the determination of the particle mobility (Brownian rotation) is of great interest, as it enables binding detection in MPI. It also enables quantitative imaging in the presence of Brownian-dominated particles, which is otherwise implausible. Discrimination of different particle responses in MPI is possible via the joint reconstruction approach. In this contribution, we propose a dual-frequency acquisition scheme to enhance sensitivity and contrast in the detection of different particle mobilities compared to a standard single-frequency MPI protocol. The method takes advantage of the fact, that the magnetization response of the tracer is strongly frequency-dependent, i.e. for low excitation frequencies a stronger Brownian contribution is observed.
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Brownian motion in Robertson-Walker spacetimes from electromagnetic vacuum fluctuations
International Nuclear Information System (INIS)
Bessa, Carlos H. G.; Bezerra, V. B.; Ford, L. H.
2009-01-01
We consider the effects of the vacuum fluctuations of a quantized electromagnetic field on particles in an expanding universe. We find that these particles typically undergo Brownian motion and acquire a nonzero mean squared velocity that depends on the scale factor of the universe. This Brownian motion can be interpreted as due to noncancellation of anticorrelated vacuum fluctuations in the time-dependent background spacetime. Alternatively, one can interpret this effect as the particles acquiring energy from the background spacetime geometry, a phenomenon that cannot occur in a static spacetime. We treat several types of coupling between the electromagnetic field and the particles and several model universes. We also consider both free particles, which, on the average, move on geodesics, and particles in bound systems. There are significant differences between these two cases, which illustrates that nongeodesic motion alters the effects of the vacuum fluctuations. We discuss the possible applications of this Brownian motion effect to cosmological scenarios.
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Brownian motion in a flowing fluid revisited
International Nuclear Information System (INIS)
Ramshaw, J.D.
1981-01-01
It is shown how the phenomenon of osmosis may be treated using the phenomenological theory of Brownian motion in a flowing fluid. The theory is also generalized to include viscous stresses in the particle and mixture momentum equations
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Directory of Open Access Journals (Sweden)
Mark N Read
2016-09-01
Full Text Available The advent of two-photon microscopy now reveals unprecedented, detailed spatio-temporal data on cellular motility and interactions in vivo. Understanding cellular motility patterns is key to gaining insight into the development and possible manipulation of the immune response. Computational simulation has become an established technique for understanding immune processes and evaluating hypotheses in the context of experimental data, and there is clear scope to integrate microscopy-informed motility dynamics. However, determining which motility model best reflects in vivo motility is non-trivial: 3D motility is an intricate process requiring several metrics to characterize. This complicates model selection and parameterization, which must be performed against several metrics simultaneously. Here we evaluate Brownian motion, Lévy walk and several correlated random walks (CRWs against the motility dynamics of neutrophils and lymph node T cells under inflammatory conditions by simultaneously considering cellular translational and turn speeds, and meandering indices. Heterogeneous cells exhibiting a continuum of inherent translational speeds and directionalities comprise both datasets, a feature significantly improving capture of in vivo motility when simulated as a CRW. Furthermore, translational and turn speeds are inversely correlated, and the corresponding CRW simulation again improves capture of our in vivo data, albeit to a lesser extent. In contrast, Brownian motion poorly reflects our data. Lévy walk is competitive in capturing some aspects of neutrophil motility, but T cell directional persistence only, therein highlighting the importance of evaluating models against several motility metrics simultaneously. This we achieve through novel application of multi-objective optimization, wherein each model is independently implemented and then parameterized to identify optimal trade-offs in performance against each metric. The resultant Pareto
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Quantum equations from Brownian motions
International Nuclear Information System (INIS)
Rajput, B.S.
2011-01-01
Classical Schrodinger and Dirac equations have been derived from Brownian motions of a particle, it has been shown that the classical Schrodinger equation can be transformed to usual Schrodinger Quantum equation on applying Heisenberg uncertainty principle between position and momentum while Dirac Quantum equation follows it's classical counter part on applying Heisenberg uncertainly principle between energy and time without applying any analytical continuation. (author)
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Deterministic constant-temperature dynamics for dissipative quantum systems
International Nuclear Information System (INIS)
Sergi, Alessandro
2007-01-01
A novel method is introduced in order to treat the dissipative dynamics of quantum systems interacting with a bath of classical degrees of freedom. The method is based upon an extension of the Nose-Hoover chain (constant temperature) dynamics to quantum-classical systems. Both adiabatic and nonadiabatic numerical calculations on the relaxation dynamics of the spin-boson model show that the quantum-classical Nose-Hoover chain dynamics represents the thermal noise of the bath in an accurate and simple way. Numerical comparisons, both with the constant-energy calculation and with the quantum-classical Brownian motion treatment of the bath, show that the quantum-classical Nose-Hoover chain dynamics can be used to introduce dissipation in the evolution of a quantum subsystem even with just one degree of freedom for the bath. The algorithm can be computationally advantageous in modelling, within computer simulation, the dynamics of a quantum subsystem interacting with complex molecular environments. (fast track communication)
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International Nuclear Information System (INIS)
Jumarie, Guy
2006-01-01
The (complex-valued) Brownian motion of order n is defined as the limit of a random walk on the complex roots of the unity. Real-valued fractional noises are obtained as fractional derivatives of the Gaussian white noise (or order two). Here one combines these two approaches and one considers the new class of fractional noises obtained as fractional derivative of the complex-valued Brownian motion of order n. The key of the approach is the relation between differential and fractional differential provided by the fractional Taylor's series of analytic function f(z+h)=E α (h α D z α ).f(z), where E α is the Mittag-Leffler function on the one hand, and the generalized Maruyama's notation, on the other hand. Some questions are revisited such as the definition of fractional Brownian motion as integral w.r.t. (dt) α , and the exponential growth equation driven by fractional Brownian motion, to which a new solution is proposed. As a first illustrative example of application, in mathematical finance, one proposes a new approach to the optimal management of a stochastic portfolio of fractional order via the Lagrange variational technique applied to the state moment dynamical equations. In the second example, one deals with non-random Lagrangian mechanics of fractional order. The last example proposes a new approach to fractional stochastic mechanics, and the solution so obtained gives rise to the question as to whether physical systems would not have their own internal random times
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How superdiffusion gets arrested: Ecological encounters explain shift from Lévy to Brownian movement
De Jager, M.; Bartumeus, F.; Kölzsch, A.; Weissing, F.J.; Hengeveld, G.M.; Nolet, B.A.; Herman, P.M.J.; Van de Koppel, J.
2014-01-01
Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when
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How superdiffusion gets arrested: ecological encounters explain shift from Lévy to Brownian movement
Jager, de M.; Bartumeus, F.; Kölzsch, A.; Weissing, F.J.; Hengeveld, G.M.; Nolet, B.A.; Herman, P.M.J.; Koppel, van de J.
2014-01-01
Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when
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Gross, Markus
2018-03-01
A fluctuating interfacial profile in one dimension is studied via Langevin simulations of the Edwards–Wilkinson equation with non-conserved noise and the Mullins–Herring equation with conserved noise. The profile is subject to either periodic or Dirichlet (no-flux) boundary conditions. We determine the noise-driven time-evolution of the profile between an initially flat configuration and the instant at which the profile reaches a given height M for the first time. The shape of the averaged profile agrees well with the prediction of weak-noise theory (WNT), which describes the most-likely trajectory to a fixed first-passage time. Furthermore, in agreement with WNT, on average the profile approaches the height M algebraically in time, with an exponent that is essentially independent of the boundary conditions. However, the actual value of the dynamic exponent turns out to be significantly smaller than predicted by WNT. This ‘renormalization’ of the exponent is explained in terms of the entropic repulsion exerted by the impenetrable boundary on the fluctuations of the profile around its most-likely path. The entropic repulsion mechanism is analyzed in detail for a single (fractional) Brownian walker, which describes the anomalous diffusion of a tagged monomer of the interface as it approaches the absorbing boundary. The present study sheds light on the accuracy and the limitations of the weak-noise approximation for the description of the full first-passage dynamics.
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Single-particle tracking: applications to membrane dynamics.
Saxton, M J; Jacobson, K
1997-01-01
Measurements of trajectories of individual proteins or lipids in the plasma membrane of cells show a variety of types of motion. Brownian motion is observed, but many of the particles undergo non-Brownian motion, including directed motion, confined motion, and anomalous diffusion. The variety of motion leads to significant effects on the kinetics of reactions among membrane-bound species and requires a revision of existing views of membrane structure and dynamics.
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HTTR plant dynamic simulation using a hybrid computer
International Nuclear Information System (INIS)
Shimazaki, Junya; Suzuki, Katsuo; Nabeshima, Kunihiko; Watanabe, Koichi; Shinohara, Yoshikuni; Nakagawa, Shigeaki.
1990-01-01
A plant dynamic simulation of High-Temperature Engineering Test Reactor has been made using a new-type hybrid computer. This report describes a dynamic simulation model of HTTR, a hybrid simulation method for SIMSTAR and some results obtained from dynamics analysis of HTTR simulation. It concludes that the hybrid plant simulation is useful for on-line simulation on account of its capability of computation at high speed, compared with that of all digital computer simulation. With sufficient accuracy, 40 times faster computation than real time was reached only by changing an analog time scale for HTTR simulation. (author)
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The Diffusion Process in Small Particles and Brownian Motion
Khoshnevisan, M.
Albert Einstein in 1926 published his book entitled ''INVESTIGATIONS ON THE THEORY OF THE BROWNIAN MOVEMENT''. He investigated the process of diffusion in an undissociated dilute solution. The diffusion process is subject to Brownian motion. Furthermore, he elucidated the fact that the heat content of a substance will change the position of the single molecules in an irregular fashion. In this paper, I have shown that in order for the displacement of the single molecules to be proportional to the square root of the time, and for v/2 - v 1 Δ =dv/dx , (where v1 and v2 are the concentrations in two cross sections that are separated by a very small distance), ∫ - ∞ ∞ Φ (Δ) dΔ = I and I/τ ∫ - ∞ ∞Δ2/2 Φ (Δ) dΔ = D conditions to hold, then equation (7a) D =√{ 2 D }√{ τ} must be changed to Δ =√{ 2 D }√{ τ} . I have concluded that D =√{ 2 D }√{ τ} is an unintended error, and it has not been amended for almost 90 years in INVESTIGATIONS ON THE THEORY OF THE BROWNIAN MOVEMENT, 1926 publication.
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Brownian motion of solitons in a Bose-Einstein condensate.
Aycock, Lauren M; Hurst, Hilary M; Efimkin, Dmitry K; Genkina, Dina; Lu, Hsin-I; Galitski, Victor M; Spielman, I B
2017-03-07
We observed and controlled the Brownian motion of solitons. We launched solitonic excitations in highly elongated [Formula: see text] Bose-Einstein condensates (BECs) and showed that a dilute background of impurity atoms in a different internal state dramatically affects the soliton. With no impurities and in one dimension (1D), these solitons would have an infinite lifetime, a consequence of integrability. In our experiment, the added impurities scatter off the much larger soliton, contributing to its Brownian motion and decreasing its lifetime. We describe the soliton's diffusive behavior using a quasi-1D scattering theory of impurity atoms interacting with a soliton, giving diffusion coefficients consistent with experiment.
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Wang, Dong; Zhao, Yang; Yang, Fangfang; Tsui, Kwok-Leung
2017-09-01
Brownian motion with adaptive drift has attracted much attention in prognostics because its first hitting time is highly relevant to remaining useful life prediction and it follows the inverse Gaussian distribution. Besides linear degradation modeling, nonlinear-drifted Brownian motion has been developed to model nonlinear degradation. Moreover, the first hitting time distribution of the nonlinear-drifted Brownian motion has been approximated by time-space transformation. In the previous studies, the drift coefficient is the only hidden state used in state space modeling of the nonlinear-drifted Brownian motion. Besides the drift coefficient, parameters of a nonlinear function used in the nonlinear-drifted Brownian motion should be treated as additional hidden states of state space modeling to make the nonlinear-drifted Brownian motion more flexible. In this paper, a prognostic method based on nonlinear-drifted Brownian motion with multiple hidden states is proposed and then it is applied to predict remaining useful life of rechargeable batteries. 26 sets of rechargeable battery degradation samples are analyzed to validate the effectiveness of the proposed prognostic method. Moreover, some comparisons with a standard particle filter based prognostic method, a spherical cubature particle filter based prognostic method and two classic Bayesian prognostic methods are conducted to highlight the superiority of the proposed prognostic method. Results show that the proposed prognostic method has lower average prediction errors than the particle filter based prognostic methods and the classic Bayesian prognostic methods for battery remaining useful life prediction.
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The Pricing of Vulnerable Options in a Fractional Brownian Motion Environment
Directory of Open Access Journals (Sweden)
Chao Wang
2015-01-01
Full Text Available Under the assumption of the stock price, interest rate, and default intensity obeying the stochastic differential equation driven by fractional Brownian motion, the jump-diffusion model is established for the financial market in fractional Brownian motion setting. With the changes of measures, the traditional pricing method is simplified and the general pricing formula is obtained for the European vulnerable option with stochastic interest rate. At the same time, the explicit expression for it comes into being.
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Non-intersecting Brownian walkers and Yang-Mills theory on the sphere
International Nuclear Information System (INIS)
Forrester, Peter J.; Majumdar, Satya N.; Schehr, Gregory
2011-01-01
We study a system of N non-intersecting Brownian motions on a line segment [0,L] with periodic, absorbing and reflecting boundary conditions. We show that the normalized reunion probabilities of these Brownian motions in the three models can be mapped to the partition function of two-dimensional continuum Yang-Mills theory on a sphere respectively with gauge groups U(N), Sp(2N) and SO(2N). Consequently, we show that in each of these Brownian motion models, as one varies the system size L, a third order phase transition occurs at a critical value L=L c (N)∼√(N) in the large N limit. Close to the critical point, the reunion probability, properly centered and scaled, is identical to the Tracy-Widom distribution describing the probability distribution of the largest eigenvalue of a random matrix. For the periodic case we obtain the Tracy-Widom distribution corresponding to the GUE random matrices, while for the absorbing and reflecting cases we get the Tracy-Widom distribution corresponding to GOE random matrices. In the absorbing case, the reunion probability is also identified as the maximal height of N non-intersecting Brownian excursions ('watermelons' with a wall) whose distribution in the asymptotic scaling limit is then described by GOE Tracy-Widom law. In addition, large deviation formulas for the maximum height are also computed.
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Negative mobility of a Brownian particle: Strong damping regime
Słapik, A.; Łuczka, J.; Spiechowicz, J.
2018-02-01
We study impact of inertia on directed transport of a Brownian particle under non-equilibrium conditions: the particle moves in a one-dimensional periodic and symmetric potential, is driven by both an unbiased time-periodic force and a constant force, and is coupled to a thermostat of temperature T. Within selected parameter regimes this system exhibits negative mobility, which means that the particle moves in the direction opposite to the direction of the constant force. It is known that in such a setup the inertial term is essential for the emergence of negative mobility and it cannot be detected in the limiting case of overdamped dynamics. We analyse inertial effects and show that negative mobility can be observed even in the strong damping regime. We determine the optimal dimensionless mass for the presence of negative mobility and reveal three mechanisms standing behind this anomaly: deterministic chaotic, thermal noise induced and deterministic non-chaotic. The last origin has never been reported. It may provide guidance to the possibility of observation of negative mobility for strongly damped dynamics which is of fundamental importance from the point of view of biological systems, all of which in situ operate in fluctuating environments.
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Xie, Ping
2009-09-16
A general model is presented for the processive movement of molecular motors such as λ-exonuclease, RecJ and exonuclease I that use digestion of a DNA track to rectify Brownian motion along this track. Using this model, the translocation dynamics of these molecular motors is studied. The sequence-dependent pausing of λ-exonuclease, which results from a site-specific high affinity DNA interaction, is also studied. The theoretical results are consistent with available experimental data. Moreover, the model is used to predict the lifetime distribution and force dependence of these paused states.
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International Nuclear Information System (INIS)
Xie Ping
2009-01-01
A general model is presented for the processive movement of molecular motors such as λ-exonuclease, RecJ and exonuclease I that use digestion of a DNA track to rectify Brownian motion along this track. Using this model, the translocation dynamics of these molecular motors is studied. The sequence-dependent pausing of λ-exonuclease, which results from a site-specific high affinity DNA interaction, is also studied. The theoretical results are consistent with available experimental data. Moreover, the model is used to predict the lifetime distribution and force dependence of these paused states.
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Correlational approach to study interactions between dust Brownian particles in a plasma
Lisin, E. A.; Vaulina, O. S.; Petrov, O. F.
2018-01-01
A general approach to the correlational analysis of Brownian motion of strongly coupled particles in open dissipative systems is described. This approach can be applied to the theoretical description of various non-ideal statistically equilibrium systems (including non-Hamiltonian systems), as well as for the analysis of experimental data. In this paper, we consider an application of the correlational approach to the problem of experimental exploring the wake-mediated nonreciprocal interactions in complex plasmas. We derive simple analytic equations, which allows one to calculate the gradients of forces acting on a microparticle due to each of other particles as well as the gradients of external field, knowing only the information on time-averaged correlations of particles displacements and velocities. We show the importance of taking dissipative and random processes into account, without which consideration of a system with a nonreciprocal interparticle interaction as linearly coupled oscillators leads to significant errors in determining the characteristic frequencies in a system. In the examples of numerical simulations, we demonstrate that the proposed original approach could be an effective instrument in exploring the longitudinal wake structure of a microparticle in a plasma. Unlike the previous attempts to study the wake-mediated interactions in complex plasmas, our method does not require any external perturbations and is based on Brownian motion analysis only.
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International Nuclear Information System (INIS)
Lim, S C; Teo, L P
2009-01-01
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
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Graeser, Oliver
This thesis comprises three parts, reporting research results in Fluid Dynamics (Part I), Particle Separation (Part II) and Co-evolving Networks (Part III). Part I deals with the simulation of fluid dynamics using the lattice-Boltzmann method. Microfluidic devices often feature two-dimensional, repetitive arrays. Flows through such devices are pressure-driven and confined by solid walls. We have defined new adaptive generalised periodic boundary conditions to represent the effects of outer solid walls, and are thus able to exploit the periodicity of the array by simulating the flow through one unit cell in lieu of the entire device. The so-calculated fully developed flow describes the flow through the entire array accurately, but with computational requirements that are reduced according to the dimensions of the array. Part II discusses the problem of separating macromolecules like proteins or DNA coils. The reliable separation of such molecules is a crucial task in molecular biology. The use of Brownian ratchets as mechanisms for the separation of such particles has been proposed and discussed during the last decade. Pressure-driven flows have so far been dismissed as possible driving forces for Brownian ratchets, as they do not generate ratchet asymmetry. We propose a microfluidic design that uses pressure-driven flows to create asymmetry and hence allows particle separation. The dependence of the asymmetry on various factors of the microfluidic geometry is discussed. We further exemplify the feasibility of our approach using Brownian dynamics simulations of particles of different sizes in such a device. The results show that ratchet-based particle separation using flows as the driving force is possible. Simulation results and ratchet theory predictions are in excellent agreement. Part III deals with the co-evolution of networks and dynamic models. A group of agents occupies the nodes of a network, which defines the relationship between these agents. The
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Brownian relaxation of an inelastic sphere in air
Energy Technology Data Exchange (ETDEWEB)
Bird, G. A., E-mail: gab@gab.com.au [University of Sydney, Sydney, NSW 2006 (Australia)
2016-06-15
The procedures that are used to calculate the forces and moments on an aerodynamic body in the rarefied gas of the upper atmosphere are applied to a small sphere of the size of an aerosol particle at sea level. While the gas-surface interaction model that provides accurate results for macroscopic bodies may not be appropriate for bodies that are comprised of only about a thousand atoms, it provides a limiting case that is more realistic than the elastic model. The paper concentrates on the transfer of energy from the air to an initially stationary sphere as it acquires Brownian motion. Individual particle trajectories vary wildly, but a clear relaxation process emerges from an ensemble average over tens of thousands of trajectories. The translational and rotational energies in equilibrium Brownian motion are determined. Empirical relationships are obtained for the mean translational and rotational relaxation times, the mean initial power input to the particle, the mean rates of energy transfer between the particle and air, and the diffusivity. These relationships are functions of the ratio of the particle mass to an average air molecule mass and the Knudsen number, which is the ratio of the mean free path in the air to the particle diameter. The ratio of the molecular radius to the particle radius also enters as a correction factor. The implications of Brownian relaxation for the second law of thermodynamics are discussed.
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Fluctuation theorem for an optically trapped tracer in dense colloids. A simulation study
Directory of Open Access Journals (Sweden)
Puertas Antonio M.
2013-03-01
Full Text Available The work supplied by an external parabolic potential that traps one tracer in a colloidal system is studied in this work by computer simulations. The density of the bath is changed from zero up to values close to the glass transition, and the velocity varies over several decades from the linear behaviour in the low Peclet limit to the high Peclet limit. The work distributions are analyzed using the model for the isolated Brownian partice, where the friction coefficient and temperature of the medium have been fitted to reproduce the position distribution of the tracer in the trap. The overall agreement is good but not perfect. The region of negative works is studied in more detail using the predictions of the fluctuation theorem, finding good qualitative agreement with the model of the isolated Brownian particle. The present results indicate that the fluctuation theorem is of application in cases where the tracer dynamics is complex, as predicted by theoretical works.
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Microstructural Dynamics and Rheology of Suspensions of Rigid Fibers
Butler, Jason E.; Snook, Braden
2018-01-01
The dynamics and rheology of suspensions of rigid, non-Brownian fibers in Newtonian fluids are reviewed. Experiments, theories, and computer simulations are considered, with an emphasis on suspensions at semidilute and concentrated conditions. In these suspensions, interactions between the particles strongly influence the microstructure and rheological properties of the suspension. The interactions can arise from hydrodynamic disturbances, giving multibody interactions at long ranges and pairwise lubrication forces over short distances. For concentrated suspensions, additional interactions due to excluded volume (contacts) and adhesive forces are addressed. The relative importance of the various interactions as a function of fiber concentration is assessed.
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Dynamic Simulation of AN Helium Refrigerator
Deschildre, C.; Barraud, A.; Bonnay, P.; Briend, P.; Girard, A.; Poncet, J. M.; Roussel, P.; Sequeira, S. E.
2008-03-01
A dynamic simulation of a large scale existing refrigerator has been performed using the software Aspen Hysys®. The model comprises the typical equipments of a cryogenic system: heat exchangers, expanders, helium phase separators and cold compressors. It represents the 400 W @ 1.8 K Test Facility located at CEA—Grenoble. This paper describes the model development and shows the possibilities and limitations of the dynamic module of Aspen Hysys®. Then, comparison between simulation results and experimental data are presented; the simulation of cooldown process was also performed.
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Using dynamic Brownian bridge movement modelling to measure temporal patterns of habitat selection.
Byrne, Michael E; Clint McCoy, J; Hinton, Joseph W; Chamberlain, Michael J; Collier, Bret A
2014-09-01
Accurately describing animal space use is vital to understanding how wildlife use habitat. Improvements in GPS technology continue to facilitate collection of telemetry data at high spatial and temporal resolutions. Application of the recently introduced dynamic Brownian bridge movement model (dBBMM) to such data is promising as the method explicitly incorporates the behavioural heterogeneity of a movement path into the estimated utilization distribution (UD). Utilization distributions defining space use are normally estimated for time-scales ranging from weeks to months, obscuring much of the fine-scale information available from high-volume GPS data sets. By accounting for movement heterogeneity, the dBBMM provides a rigorous, behaviourally based estimate of space use between each set of relocations. Focusing on UDs generated between individual sets of locations allows us to quantify fine-scale circadian variation in habitat use. We used the dBBMM to estimate UDs bounding individual time steps for three terrestrial species with different life histories to illustrate how the method can be used to identify fine-scale variations in habitat use. We also demonstrate how dBBMMs can be used to characterize circadian patterns of habitat selection and link fine-scale patterns of habitat use to behaviour. We observed circadian patterns of habitat use that varied seasonally for a white-tailed deer (Odocoileus virginianus) and coyote (Canis latrans). We found seasonal patterns in selection by the white-tailed deer and were able to link use of conifer forests and agricultural fields to behavioural state of the coyote. Additionally, we were able to quantify the date in which a Rio Grande wild turkey (Meleagris gallopavo intermedia) initiated laying as well as when during the day, she was most likely to visit the nest site to deposit eggs. The ability to quantify circadian patterns of habitat use may have important implications for research and management of wildlife
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Development Of Dynamic Probabilistic Safety Assessment: The Accident Dynamic Simulator (ADS) Tool
International Nuclear Information System (INIS)
Chang, Y.H.; Mosleh, A.; Dang, V.N.
2003-01-01
The development of a dynamic methodology for Probabilistic Safety Assessment (PSA) addresses the complex interactions between the behaviour of technical systems and personnel response in the evolution of accident scenarios. This paper introduces the discrete dynamic event tree, a framework for dynamic PSA, and its implementation in the Accident Dynamic Simulator (ADS) tool. Dynamic event tree tools generate and quantify accident scenarios through coupled simulation models of the plant physical processes, its automatic systems, the equipment reliability, and the human response. The current research on the framework, the ADS tool, and on Human Reliability Analysis issues within dynamic PSA, is discussed. (author)
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Development Of Dynamic Probabilistic Safety Assessment: The Accident Dynamic Simulator (ADS) Tool
Energy Technology Data Exchange (ETDEWEB)
Chang, Y.H.; Mosleh, A.; Dang, V.N
2003-03-01
The development of a dynamic methodology for Probabilistic Safety Assessment (PSA) addresses the complex interactions between the behaviour of technical systems and personnel response in the evolution of accident scenarios. This paper introduces the discrete dynamic event tree, a framework for dynamic PSA, and its implementation in the Accident Dynamic Simulator (ADS) tool. Dynamic event tree tools generate and quantify accident scenarios through coupled simulation models of the plant physical processes, its automatic systems, the equipment reliability, and the human response. The current research on the framework, the ADS tool, and on Human Reliability Analysis issues within dynamic PSA, is discussed. (author)
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Non-intersecting Brownian motions leaving from and going to several points
Adler, Mark; van Moerbeke, Pierre; Vanderstichelen, Didier
2012-03-01
Consider n non-intersecting Brownian motions on R, depending on time t∈[0,1], with mi particles forced to leave from ai at time t=0, 1≤i≤q, and nj particles forced to end up at bj at time t=1, 1≤j≤p. For arbitrary p and q, it is not known if the distribution of the positions of the non-intersecting Brownian particles at a given time 0miracle! Unfortunately we were unable to find its explicit expression. The case p=q=2 will be discussed in the last section.
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Brownian motion model with stochastic parameters for asset prices
Ching, Soo Huei; Hin, Pooi Ah
2013-09-01
The Brownian motion model may not be a completely realistic model for asset prices because in real asset prices the drift μ and volatility σ may change over time. Presently we consider a model in which the parameter x = (μ,σ) is such that its value x (t + Δt) at a short time Δt ahead of the present time t depends on the value of the asset price at time t + Δt as well as the present parameter value x(t) and m-1 other parameter values before time t via a conditional distribution. The Malaysian stock prices are used to compare the performance of the Brownian motion model with fixed parameter with that of the model with stochastic parameter.
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Finding viscosity of liquids from Brownian motion at students' laboratory
International Nuclear Information System (INIS)
Greczylo, Tomasz; Debowska, Ewa
2005-01-01
Brownian motion appears to be a good subject for investigation at advanced students' laboratory [1]. The paper presents such an investigation carried out in Physics Laboratory II at the Institute of Experimental Physics of Wroclaw University. The experiment has been designed to find viscosity of liquids from Brownian motion phenomenon. Authors use modern technology that helps to proceed with measurements and makes the procedure less time and effort consuming. Discussion of the process of setting up the experiment and the results obtained for three different solutions of glycerin in water are presented. Advantages and disadvantages of the apparatus are pointed out along with descriptions of possible future uses
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Dynamic simulation of a reboiler
International Nuclear Information System (INIS)
Moeck, E.O.; McMorran, P.D.
1977-07-01
A hybrid-computer simulation of reboiler dynamics was prepared, comprising models of steam condensation in tubes, heat conduction, steam generation, a surge tank, steam transmission line and flow-control valve. Time and frequency responses were obtained to illustrate the dynamics of this multivariable process. (author)
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Confined active Brownian particles: theoretical description of propulsion-induced accumulation
Das, Shibananda; Gompper, Gerhard; Winkler, Roland G.
2018-01-01
The stationary-state distribution function of confined active Brownian particles (ABPs) is analyzed by computer simulations and analytical calculations. We consider a radial harmonic as well as an anharmonic confinement potential. In the simulations, the ABP is propelled with a prescribed velocity along a body-fixed direction, which is changing in a diffusive manner. For the analytical approach, the Cartesian components of the propulsion velocity are assumed to change independently; active Ornstein-Uhlenbeck particle (AOUP). This results in very different velocity distribution functions. The analytical solution of the Fokker-Planck equation for an AOUP in a harmonic potential is presented and a conditional distribution function is provided for the radial particle distribution at a given magnitude of the propulsion velocity. This conditional probability distribution facilitates the description of the coupling of the spatial coordinate and propulsion, which yields activity-induced accumulation of particles. For the anharmonic potential, a probability distribution function is derived within the unified colored noise approximation. The comparison of the simulation results with theoretical predictions yields good agreement for large rotational diffusion coefficients, e.g. due to tumbling, even for large propulsion velocities (Péclet numbers). However, we find significant deviations already for moderate Péclet number, when the rotational diffusion coefficient is on the order of the thermal one.
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Brownian Movement and Avogadro's Number: A Laboratory Experiment.
Kruglak, Haym
1988-01-01
Reports an experimental procedure for studying Einstein's theory of Brownian movement using commercially available latex microspheres and a video camera. Describes how students can monitor sphere motions and determine Avogadro's number. Uses a black and white video camera, microscope, and TV. (ML)
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Algorithm for simulation of quantum many-body dynamics using dynamical coarse-graining
International Nuclear Information System (INIS)
Khasin, M.; Kosloff, R.
2010-01-01
An algorithm for simulation of quantum many-body dynamics having su(2) spectrum-generating algebra is developed. The algorithm is based on the idea of dynamical coarse-graining. The original unitary dynamics of the target observables--the elements of the spectrum-generating algebra--is simulated by a surrogate open-system dynamics, which can be interpreted as weak measurement of the target observables, performed on the evolving system. The open-system state can be represented by a mixture of pure states, localized in the phase space. The localization reduces the scaling of the computational resources with the Hilbert-space dimension n by factor n 3/2 (ln n) -1 compared to conventional sparse-matrix methods. The guidelines for the choice of parameters for the simulation are presented and the scaling of the computational resources with the Hilbert-space dimension of the system is estimated. The algorithm is applied to the simulation of the dynamics of systems of 2x10 4 and 2x10 6 cold atoms in a double-well trap, described by the two-site Bose-Hubbard model.
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Collective motion of active Brownian particles with polar alignment.
Martín-Gómez, Aitor; Levis, Demian; Díaz-Guilera, Albert; Pagonabarraga, Ignacio
2018-04-04
We present a comprehensive computational study of the collective behavior emerging from the competition between self-propulsion, excluded volume interactions and velocity-alignment in a two-dimensional model of active particles. We consider an extension of the active brownian particles model where the self-propulsion direction of the particles aligns with the one of their neighbors. We analyze the onset of collective motion (flocking) in a low-density regime (10% surface area) and show that it is mainly controlled by the strength of velocity-alignment interactions: the competition between self-propulsion and crowding effects plays a minor role in the emergence of flocking. However, above the flocking threshold, the system presents a richer pattern formation scenario than analogous models without alignment interactions (active brownian particles) or excluded volume effects (Vicsek-like models). Depending on the parameter regime, the structure of the system is characterized by either a broad distribution of finite-sized polar clusters or the presence of an amorphous, highly fluctuating, large-scale traveling structure which can take a lane-like or band-like form (and usually a hybrid structure which is halfway in between both). We establish a phase diagram that summarizes collective behavior of polar active brownian particles and propose a generic mechanism to describe the complexity of the large-scale structures observed in systems of repulsive self-propelled particles.
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Dynamics and Thermodynamics of Transthyretin Association from Molecular Dynamics Simulations
Directory of Open Access Journals (Sweden)
Cedrix J. Dongmo Foumthuim
2018-01-01
Full Text Available Molecular dynamics simulations are used in this work to probe the structural stability and the dynamics of engineered mutants of transthyretin (TTR, i.e., the double mutant F87M/L110M (MT-TTR and the triple mutant F87M/L110M/S117E (3M-TTR, in relation to wild-type. Free energy analysis from end-point simulations and statistical effective energy functions are used to analyze trajectories, revealing that mutations do not have major impact on protein structure but rather on protein association, shifting the equilibria towards dissociated species. The result is confirmed by the analysis of 3M-TTR which shows dissociation within the first 10 ns of the simulation, indicating that contacts are lost at the dimer-dimer interface, whereas dimers (formed by monomers which pair to form two extended β-sheets appear fairly stable. Overall the simulations provide a detailed view of the dynamics and thermodynamics of wild-type and mutant transthyretins and a rationale of the observed effects.
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Kinetic Monte Carlo simulation of nanoparticle film formation via nanocolloid drying
Kameya, Yuki
2017-06-01
A kinetic Monte Carlo simulation of nanoparticle film formation via nanocolloid drying is presented. The proposed two-dimensional model addresses the dynamics of nanoparticles in the vertical plane of a drying nanocolloid film. The gas-liquid interface movement due to solvent evaporation was controlled by a time-dependent chemical potential, and the resultant particle dynamics including Brownian diffusion and aggregate growth were calculated. Simulations were performed at various Peclet numbers defined based on the rate ratio of solvent evaporation and nanoparticle diffusion. At high Peclet numbers, nanoparticles accumulated at the top layer of the liquid film and eventually formed a skin layer, causing the formation of a particulate film with a densely packed structure. At low Peclet numbers, enhanced particle diffusion led to significant particle aggregation in the bulk colloid, and the resulting film structure became highly porous. The simulated results showed some typical characteristics of a drying nanocolloid that had been reported experimentally. Finally, the potential of the model as well as the remaining challenges are discussed.
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Bose polaron as an instance of quantum Brownian motion
Directory of Open Access Journals (Sweden)
Aniello Lampo
2017-09-01
Full Text Available We study the dynamics of a quantum impurity immersed in a Bose-Einstein condensate as an open quantum system in the framework of the quantum Brownian motion model. We derive a generalized Langevin equation for the position of the impurity. The Langevin equation is an integrodifferential equation that contains a memory kernel and is driven by a colored noise. These result from considering the environment as given by the degrees of freedom of the quantum gas, and thus depend on its parameters, e.g. interaction strength between the bosons, temperature, etc. We study the role of the memory on the dynamics of the impurity. When the impurity is untrapped, we find that it exhibits a super-diffusive behavior at long times. We find that back-flow in energy between the environment and the impurity occurs during evolution. When the particle is trapped, we calculate the variance of the position and momentum to determine how they compare with the Heisenberg limit. One important result of this paper is that we find position squeezing for the trapped impurity at long times. We determine the regime of validity of our model and the parameters in which these effects can be observed in realistic experiments.
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Dynamical correlations for vicious random walk with a wall
International Nuclear Information System (INIS)
Nagao, Taro
2003-01-01
A one-dimensional system of nonintersecting Brownian particles is constructed as the diffusion scaling limit of Fisher's vicious random walk model. N Brownian particles start from the origin at time t=0 and undergo mutually avoiding motion until a finite time t=T. Dynamical correlation functions among the walkers are exactly evaluated in the case with a wall at the origin. Taking an asymptotic limit N→∞, we observe discontinuous transitions in the dynamical correlations. It is further shown that the vicious walk model with a wall is equivalent to a parametric random matrix model describing the crossover between the Bogoliubov-deGennes universality classes
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Treadmilling of actin filaments via Brownian dynamics simulations
DEFF Research Database (Denmark)
Guo, Kunkun; Shillcock, Julian C.; Lipowsky, Reinhard
2010-01-01
. For concentrations close to the critical concentration CT = CT,cr, the filaments undergo treadmilling, i.e., they grow at the barbed and shrink at the pointed end, which leads to directed translational motion of the whole filament. The corresponding nonequilibrium states are characterized by several global fluxes...
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Directory of Open Access Journals (Sweden)
T. Turiv
2015-06-01
Full Text Available As recently reported [Turiv T. et al., Science, 2013, Vol. 342, 1351], fluctuations in the orientation of the liquid crystal (LC director can transfer momentum from the LC to a colloid, such that the diffusion of the colloid becomes anomalous on a short time scale. Using video microscopy and single particle tracking, we investigate random thermal motion of colloidal particles in a nematic liquid crystal for the time scales shorter than the expected time of director fluctuations. At long times, compared to the characteristic time of the nematic director relaxation we observe typical anisotropic Brownian motion with the mean square displacement (MSD linear in time τ and inversly proportional to the effective viscosity of the nematic medium. At shorter times, however, the dynamics is markedly nonlinear with MSD growing more slowly (subdiffusion or faster (superdiffusion than τ. These results are discussed in the context of coupling of colloidal particle's dynamics to the director fluctuation dynamics.
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Brownian Motion of 2D Vacancy Islands by Adatom Terrace Diffusion
International Nuclear Information System (INIS)
Morgenstern, Karina; Laegsgaard, Erik; Besenbacher, Flemming
2001-01-01
We have studied the Brownian motion of two-dimensional (2D) vacancy islands on Ag(110) at temperatures between 175 and 215K. While the detachment of adatoms from the island and their diffusion on the terrace are permitted in this temperature range, the periphery diffusion of single adatoms is prohibited. The present scanning tunneling microscopy results provide the first direct experimental proof that the Brownian motion of the islands follows a simple scaling law with terrace diffusion being the rate limiting process. The activation energy of the vacancy island motion is determined to 0.41eV
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Analytical Solutions of a Model for Brownian Motion in the Double Well Potential
International Nuclear Information System (INIS)
Liu Ai-Jie; Zheng Lian-Cun; Zhang Xin-Xin; Ma Lian-Xi
2015-01-01
In this paper, the analytical solutions of Schrödinger equation for Brownian motion in a double well potential are acquired by the homotopy analysis method and the Adomian decomposition method. Double well potential for Brownian motion is always used to obtain the solutions of Fokker—Planck equation known as the Klein—Kramers equation, which is suitable for separation and additive Hamiltonians. In essence, we could study the random motion of Brownian particles by solving Schrödinger equation. The analytical results obtained from the two different methods agree with each other well. The double well potential is affected by two parameters, which are analyzed and discussed in details with the aid of graphical illustrations. According to the final results, the shapes of the double well potential have significant influence on the probability density function. (general)
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Dynamic simulation of hydrogen isotope distillation unit
International Nuclear Information System (INIS)
Le Lann, J.M.; Latge, C.; Joulia, X.; Sere-Peyrigain, P.
1995-01-01
Dynamic simulation of hydrogen isotope distillation unit involved in the complex environment of a fusion power plant can be a powerful technique in view to analyze the tritium hazard potential. In this paper, issues related to the development of such a dynamic simulator with model formulation and the numerical treatment of the resulting Differential-Algebraic equation (DAE) system are properly adressed. The typical dynamic characteristics of such columns are quantitatively and qualitatively enlighted on case study with very large disturbances. The developed system has proven to be beneficial for understanding the dynamic behaviour and further for developing control schemes. (orig.)
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Dynamic simulation of hydrogen isotope distillation unit
International Nuclear Information System (INIS)
Le Lann, J.M.; Joulia, X.; Sere-Peyrigain, P.
1994-01-01
Dynamic simulation of hydrogen isotope distillation unit involved in the complex environment of a fusion power plant can be a powerful technique in view to analyze the tritium hazard potential. Issues related to the development of such a dynamic simulator with model formulation and the numerical treatment of the resulting Differential-Algebraic equation (DAE) system are properly addressed. The typical dynamic characteristics of such columns are quantitatively and qualitatively enlightened on case study with very large disturbances. The developed system has proven to be beneficial for understanding the dynamic behaviour and further for developing control schemes. (author) 12 refs.; 4 figs
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Arai, Noriyoshi; Yasuoka, Kenji; Koishi, Takahiro; Ebisuzaki, Toshikazu; Zeng, Xiao Cheng
2013-06-12
The "asymmetric Brownian ratchet model", a variation of Feynman's ratchet and pawl system, is invoked to understand the kinesin walking behavior along a microtubule. The model system, consisting of a motor and a rail, can exhibit two distinct binding states, namely, the random Brownian state and the asymmetric potential state. When the system is transformed back and forth between the two states, the motor can be driven to "walk" in one direction. Previously, we suggested a fundamental mechanism, that is, bubble formation in a nanosized channel surrounded by hydrophobic atoms, to explain the transition between the two states. In this study, we propose a more realistic and viable switching method in our computer simulation of molecular motor walking. Specifically, we propose a thermosensitive polymer model with which the transition between the two states can be controlled by temperature pulses. Based on this new motor system, the stepping size and stepping time of the motor can be recorded. Remarkably, the "walking" behavior observed in the newly proposed model resembles that of the realistic motor protein. The bubble formation based motor not only can be highly efficient but also offers new insights into the physical mechanism of realistic biomolecule motors.
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Tricoli, Ugo; Macdonald, Callum M.; Durduran, Turgut; Da Silva, Anabela; Markel, Vadim A.
2018-02-01
Diffuse correlation tomography (DCT) uses the electric-field temporal autocorrelation function to measure the mean-square displacement of light-scattering particles in a turbid medium over a given exposure time. The movement of blood particles is here estimated through a Brownian-motion-like model in contrast to ordered motion as in blood flow. The sensitivity kernel relating the measurable field correlation function to the mean-square displacement of the particles can be derived by applying a perturbative analysis to the correlation transport equation (CTE). We derive an analytical expression for the CTE sensitivity kernel in terms of the Green's function of the radiative transport equation, which describes the propagation of the intensity. We then evaluate the kernel numerically. The simulations demonstrate that, in the transport regime, the sensitivity kernel provides sharper spatial information about the medium as compared with the correlation diffusion approximation. Also, the use of the CTE allows one to explore some additional degrees of freedom in the data such as the collimation direction of sources and detectors. Our results can be used to improve the spatial resolution of DCT, in particular, with applications to blood flow imaging in regions where the Brownian motion is dominant.
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Lisý, Vladimír; Tóthová, Jana
2018-02-01
Nuclear magnetic resonance is often used to study random motion of spins in different systems. In the long-time limit the current mathematical description of the experiments allows proper interpretation of measurements of normal and anomalous diffusion. The shorter-time dynamics is however correctly considered only in a few works that do not go beyond the standard Langevin theory of the Brownian motion (BM). In the present work, the attenuation function S (t) for an ensemble of spins in a magnetic-field gradient, expressed in a form applicable for any kind of stationary stochastic dynamics of spins with or without a memory, is calculated in the frame of the model of fractional BM. The solution of the model for particles trapped in a harmonic potential is obtained in a simple way and used for the calculation of S (t). In the limit of free particles coupled to a fractal heat bath, the results compare favorably with experiments acquired in human neuronal tissues.
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Brenner, Howard
2005-12-01
A quiescent single-component gravity-free gas subject to a small steady uniform temperature gradient T, despite being at rest, is shown to experience a drift velocity UD=-D* gradient ln T, where D* is the gas's nonisothermal self-diffusion coefficient. D* is identified as being the gas's thermometric diffusivity alpha. The latter differs from the gas's isothermal isotopic self-diffusion coefficient D, albeit only slightly. Two independent derivations are given of this drift velocity formula, one kinematical and the other dynamical, both derivations being strictly macroscopic in nature. Within modest experimental and theoretical uncertainties, this virtual drift velocity UD=-alpha gradient ln T is shown to be constitutively and phenomenologically indistinguishable from the well-known experimental and theoretical formulas for the thermophoretic velocity U of a macroscopic (i.e., non-Brownian) non-heat-conducting particle moving under the influence of a uniform temperature gradient through an otherwise quiescent single-component rarefied gas continuum at small Knudsen numbers. Coupled with the size independence of the particle's thermophoretic velocity, the empirically observed equality, U=UD, leads naturally to the hypothesis that these two velocities, the former real and the latter virtual, are, in fact, simply manifestations of the same underlying molecular phenomenon, namely the gas's Brownian movement, albeit biased by the temperature gradient. This purely hydrodynamic continuum-mechanical equality is confirmed by theoretical calculations effected at the kinetic-molecular level on the basis of an existing solution of the Boltzmann equation for a quasi-Lorentzian gas, modulo small uncertainties pertaining to the choice of collision model. Explicitly, this asymptotically valid molecular model allows the virtual drift velocity UD of the light gas and the thermophoretic velocity U of the massive, effectively non-Brownian, particle, now regarded as the tracer particle
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The escape of brownian particle over potential barriers
International Nuclear Information System (INIS)
Zhong Yunxiao
1985-01-01
A convenient method is introduced to calculate the rate of escape of Brownian particle over potential barriers by exact solution of Smoluchowskian equation. This method is applied to calculate the nuclear fission probabilities. The results for four different cases are compared with the results of other theories
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Functionals of Brownian motion, localization and metric graphs
International Nuclear Information System (INIS)
Comtet, Alain; Desbois, Jean; Texier, Christophe
2005-01-01
We review several results related to the problem of a quantum particle in a random environment. In an introductory part, we recall how several functionals of Brownian motion arise in the study of electronic transport in weakly disordered metals (weak localization). Two aspects of the physics of the one-dimensional strong localization are reviewed: some properties of the scattering by a random potential (time delay distribution) and a study of the spectrum of a random potential on a bounded domain (the extreme value statistics of the eigenvalues). Then we mention several results concerning the diffusion on graphs, and more generally the spectral properties of the Schroedinger operator on graphs. The interest of spectral determinants as generating functions characterizing the diffusion on graphs is illustrated. Finally, we consider a two-dimensional model of a charged particle coupled to the random magnetic field due to magnetic vortices. We recall the connection between spectral properties of this model and winding functionals of planar Brownian motion. (topical review)
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Dynamic skin deformation simulation using musculoskeletal model and soft tissue dynamics
Institute of Scientific and Technical Information of China (English)
Akihiko Murai; Q. Youn Hong; Katsu Yamane; Jessica K. Hodgins
2017-01-01
Deformation of skin and muscle is essential for bringing an animated character to life. This deformation is difficult to animate in a realistic fashion using traditional techniques because of the subtlety of the skin deformations that must move appropriately for the character design. In this paper, we present an algorithm that generates natural, dynamic, and detailed skin deformation (movement and jiggle) from joint angle data sequences. The algorithm has two steps: identification of parameters for a quasi-static muscle deformation model, and simulation of skin deformation. In the identification step, we identify the model parameters using a musculoskeletal model and a short sequence of skin deformation data captured via a dense marker set. The simulation step first uses the quasi-static muscle deformation model to obtain the quasi-static muscle shape at each frame of the given motion sequence (slow jump). Dynamic skin deformation is then computed by simulating the passive muscle and soft tissue dynamics modeled as a mass–spring–damper system. Having obtained the model parameters, we can simulate dynamic skin deformations for subjects with similar body types from new motion data. We demonstrate our method by creating skin deformations for muscle co-contraction and external impacts from four different behaviors captured as skeletal motion capture data. Experimental results show that the simulated skin deformations are quantitatively and qualitatively similar to measured actual skin deformations.
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Dynamic skin deformation simulation using musculoskeletal model and soft tissue dynamics
Institute of Scientific and Technical Information of China (English)
Akihiko Murai; Q.Youn Hong; Katsu Yamane; Jessica K.Hodgins
2017-01-01
Deformation of skin and muscle is essential for bringing an animated character to life. This deformation is difficult to animate in a realistic fashion using traditional techniques because of the subtlety of the skin deformations that must move appropriately for the character design. In this paper, we present an algorithm that generates natural, dynamic, and detailed skin deformation(movement and jiggle) from joint angle data sequences. The algorithm has two steps: identification of parameters for a quasi-static muscle deformation model, and simulation of skin deformation. In the identification step, we identify the model parameters using a musculoskeletal model and a short sequence of skin deformation data captured via a dense marker set. The simulation step first uses the quasi-static muscle deformation model to obtain the quasi-static muscle shape at each frame of the given motion sequence(slow jump). Dynamic skin deformation is then computed by simulating the passive muscle and soft tissue dynamics modeled as a mass–spring–damper system. Having obtained the model parameters, we can simulate dynamic skin deformations for subjects with similar body types from new motion data. We demonstrate our method by creating skin deformations for muscle co-contraction and external impacts from four different behaviors captured as skeletal motion capture data. Experimental results show that the simulated skin deformations are quantitatively and qualitatively similar to measured actual skin deformations.
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Effects of dynamical quarks in UKQCD simulations
International Nuclear Information System (INIS)
Allton, Chris
2002-01-01
Recent results from the UKQCD Collaboration's dynamical simulations are presented. The main feature of these ensembles is that they have a fixed lattice spacing and volume, but varying sea quark mass from infinite (corresponding to the quenched simulation) down to roughly that of the strange quark mass. The main aim of this work is to uncover dynamical quark effects from these 'matched' ensembles. We obtain some evidence of dynamical quark effects in the static quark potential with less effects in the hadronic spectrum
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Time-averaged MSD of Brownian motion
Andreanov, Alexei; Grebenkov, Denis
2012-01-01
We study the statistical properties of the time-averaged mean-square displacements (TAMSD). This is a standard non-local quadratic functional for inferring the diffusion coefficient from an individual random trajectory of a diffusing tracer in single-particle tracking experiments. For Brownian motion, we derive an exact formula for the Laplace transform of the probability density of the TAMSD by mapping the original problem onto chains of coupled harmonic oscillators. From this formula, we de...
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DEFF Research Database (Denmark)
Papaleo, Elena
2015-01-01
that we observe and the functional properties of these important cellular machines. To make progresses in this direction, we need to improve the physical models used to describe proteins and solvent in molecular dynamics, as well as to strengthen the integration of experiments and simulations to overcome...... with the possibility to validate simulation methods and physical models against a broad range of experimental observables. On the other side, it also allows a complementary and comprehensive view on protein structure and dynamics. What is needed now is a better understanding of the link between the dynamic properties...... simulations with attention to the effects that can be propagated over long distances and are often associated to important biological functions. In this context, approaches inspired by network analysis can make an important contribution to the analysis of molecular dynamics simulations....
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Rotational and translational Brownian motion
International Nuclear Information System (INIS)
Coffey, W.T.; Salford Univ.
1980-01-01
In this review it is proposed to summarise the work on the theory of the translational and rotational Brownian movement which has been carried on over roughly the past 30 years. The review is intended to take the form of a tutorial paper rather than a list of the results obtained by the various investigators over the period in question. In this vein then it seems appropriate to firstly give a brief account of those parts of the theory of probability which are relevant to the problems under discussion. (orig.)
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Model of chromosomal loci dynamics in bacteria as fractional diffusion with intermittent transport
Gherardi, Marco; Calabrese, Ludovico; Tamm, Mikhail; Cosentino Lagomarsino, Marco
2017-10-01
The short-time dynamics of bacterial chromosomal loci is a mixture of subdiffusive and active motion, in the form of rapid relocations with near-ballistic dynamics. While previous work has shown that such rapid motions are ubiquitous, we still have little grasp on their physical nature, and no positive model is available that describes them. Here, we propose a minimal theoretical model for loci movements as a fractional Brownian motion subject to a constant but intermittent driving force, and compare simulations and analytical calculations to data from high-resolution dynamic tracking in E. coli. This analysis yields the characteristic time scales for intermittency. Finally, we discuss the possible shortcomings of this model, and show that an increase in the effective local noise felt by the chromosome associates to the active relocations.
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Lattice dynamics and molecular dynamics simulation of complex materials
International Nuclear Information System (INIS)
Chaplot, S.L.
1997-01-01
In this article we briefly review the lattice dynamics and molecular dynamics simulation techniques, as used for complex ionic and molecular solids, and demonstrate a number of applications through examples of our work. These computational studies, along with experiments, have provided microscopic insight into the structure and dynamics, phase transitions and thermodynamical properties of a variety of materials including fullerene, high temperature superconducting oxides and geological minerals as a function of pressure and temperature. The computational techniques also allow the study of the structures and dynamics associated with disorder, defects, surfaces, interfaces etc. (author)
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Double-temperature ratchet model and current reversal of coupled Brownian motors
Li, Chen-Pu; Chen, Hong-Bin; Zheng, Zhi-Gang
2017-12-01
On the basis of the transport features and experimental phenomena observed in studies of molecular motors, we propose a double-temperature ratchet model of coupled motors to reveal the dynamical mechanism of cooperative transport of motors with two heads, where the interactions and asynchrony between two motor heads are taken into account. We investigate the collective unidirectional transport of coupled system and find that the direction of motion can be reversed under certain conditions. Reverse motion can be achieved by modulating the coupling strength, coupling free length, and asymmetric coefficient of the periodic potential, which is understood in terms of the effective potential theory. The dependence of the directed current on various parameters is studied systematically. Directed transport of coupled Brownian motors can be manipulated and optimized by adjusting the pulsation period or the phase shift of the pulsation temperature.
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Local Nucleosome Dynamics Facilitate Chromatin Accessibility in Living Mammalian Cells
Directory of Open Access Journals (Sweden)
Saera Hihara
2012-12-01
Full Text Available Genome information, which is three-dimensionally organized within cells as chromatin, is searched and read by various proteins for diverse cell functions. Although how the protein factors find their targets remains unclear, the dynamic and flexible nature of chromatin is likely crucial. Using a combined approach of fluorescence correlation spectroscopy, single-nucleosome imaging, and Monte Carlo computer simulations, we demonstrate local chromatin dynamics in living mammalian cells. We show that similar to interphase chromatin, dense mitotic chromosomes also have considerable chromatin accessibility. For both interphase and mitotic chromatin, we observed local fluctuation of individual nucleosomes (∼50 nm movement/30 ms, which is caused by confined Brownian motion. Inhibition of these local dynamics by crosslinking impaired accessibility in the dense chromatin regions. Our findings show that local nucleosome dynamics drive chromatin accessibility. We propose that this local nucleosome fluctuation is the basis for scanning genome information.
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Dynamic colloidal assembly pathways via low dimensional models
Energy Technology Data Exchange (ETDEWEB)
Yang, Yuguang; Bevan, Michael A., E-mail: mabevan@jhu.edu [Chemical and Biomolecular Engineering, Johns Hopkins University, Baltimore, Maryland 21218 (United States); Thyagarajan, Raghuram; Ford, David M. [Chemical Engineering, University of Massachusetts, Amherst, Massachusetts 01003 (United States)
2016-05-28
Here we construct a low-dimensional Smoluchowski model for electric field mediated colloidal crystallization using Brownian dynamic simulations, which were previously matched to experiments. Diffusion mapping is used to infer dimensionality and confirm the use of two order parameters, one for degree of condensation and one for global crystallinity. Free energy and diffusivity landscapes are obtained as the coefficients of a low-dimensional Smoluchowski equation to capture the thermodynamics and kinetics of microstructure evolution. The resulting low-dimensional model quantitatively captures the dynamics of different assembly pathways between fluid, polycrystal, and single crystals states, in agreement with the full N-dimensional data as characterized by first passage time distributions. Numerical solution of the low-dimensional Smoluchowski equation reveals statistical properties of the dynamic evolution of states vs. applied field amplitude and system size. The low-dimensional Smoluchowski equation and associated landscapes calculated here can serve as models for predictive control of electric field mediated assembly of colloidal ensembles into two-dimensional crystalline objects.
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A Dynamical Theory of Markovian Diffusion
Davidson, Mark
2001-01-01
A dynamical treatment of Markovian diffusion is presented and several applications discussed. The stochastic interpretation of quantum mechanics is considered within this framework. A model for Brownian movement which includes second order quantum effects is derived.
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International Nuclear Information System (INIS)
Yu Mingzhou; Lin Jianzhong; Jin Hanhui; Jiang Ying
2011-01-01
The closure of moment equations for nanoparticle coagulation due to Brownian motion in the entire size regime is performed using a newly proposed method of moments. The equations in the free molecular size regime and the continuum plus near-continuum regime are derived separately in which the fractal moments are approximated by three-order Taylor-expansion series. The moment equations for coagulation in the entire size regime are achieved by the harmonic mean solution and the Dahneke’s solution. The results produced by the quadrature method of moments (QMOM), the Pratsinis’s log-normal moment method (PMM), the sectional method (SM), and the newly derived Taylor-expansion moment method (TEMOM) are presented and compared in accuracy and efficiency. The TEMOM method with Dahneke’s solution produces the most accurate results with a high efficiency than other existing moment models in the entire size regime, and thus it is recommended to be used in the following studies on nanoparticle dynamics due to Brownian motion.
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Marshall, Deborah A.; Burgos-Liz, Lina; IJzerman, Maarten Joost; Crown, William; Padula, William V.; Wong, Peter K.; Pasupathy, Kalyan S.; Higashi, Mitchell K.; Osgood, Nathaniel D.
2015-01-01
In a previous report, the ISPOR Task Force on Dynamic Simulation Modeling Applications in Health Care Delivery Research Emerging Good Practices introduced the fundamentals of dynamic simulation modeling and identified the types of health care delivery problems for which dynamic simulation modeling
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Directory of Open Access Journals (Sweden)
Zhaoqiang Yang
2017-01-01
Full Text Available A new framework for pricing the American fractional lookback option is developed in the case where the stock price follows a mixed jump-diffusion fraction Brownian motion. By using Itô formula and Wick-Itô-Skorohod integral a new market pricing model is built. The fundamental solutions of stochastic parabolic partial differential equations are estimated under the condition of Merton assumptions. The explicit integral representation of early exercise premium and the critical exercise price are also given. Numerical simulation illustrates some notable features of American fractional lookback options.
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Dynamic modelling and simulation for control of a cylindrical robotic manipulator
International Nuclear Information System (INIS)
Iqbal, A.; Athar, S.M.
1995-03-01
In this report a dynamic model for the three degrees-of-freedom cylindrical manipulator, INFOMATE has been developed. Although the robot dynamics are highly coupled and non-linear, the developed model is relatively straight forward and compact for control engineering and simulation applications. The model has been simulated using the graphical simulation package SIMULINK. Different aspects of INFOMATE associated with forward dynamics, inverse dynamics and control have been investigated by performing various simulation experiments. These simulation experiments confirm the accuracy and applicability of the dynamic robot model. (author) 18 figs
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Statistics of the first passage time of Brownian motion conditioned by maximum value or area
International Nuclear Information System (INIS)
Kearney, Michael J; Majumdar, Satya N
2014-01-01
We derive the moments of the first passage time for Brownian motion conditioned by either the maximum value or the area swept out by the motion. These quantities are the natural counterparts to the moments of the maximum value and area of Brownian excursions of fixed duration, which we also derive for completeness within the same mathematical framework. Various applications are indicated. (paper)
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NMR signals within the generalized Langevin model for fractional Brownian motion
Lisý, Vladimír; Tóthová, Jana
2018-03-01
The methods of Nuclear Magnetic Resonance belong to the best developed and often used tools for studying random motion of particles in different systems, including soft biological tissues. In the long-time limit the current mathematical description of the experiments allows proper interpretation of measurements of normal and anomalous diffusion. The shorter-time dynamics is however correctly considered only in a few works that do not go beyond the standard memoryless Langevin description of the Brownian motion (BM). In the present work, the attenuation function S (t) for an ensemble of spin-bearing particles in a magnetic-field gradient, expressed in a form applicable for any kind of stationary stochastic dynamics of spins with or without a memory, is calculated in the frame of the model of fractional BM. The solution of the model for particles trapped in a harmonic potential is obtained in an exceedingly simple way and used for the calculation of S (t). In the limit of free particles coupled to a fractal heat bath, the results compare favorably with experiments acquired in human neuronal tissues. The effect of the trap is demonstrated by introducing a simple model for the generalized diffusion coefficient of the particle.
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Properties of nanoparticles affecting simulation of fibrous gas filter performance
International Nuclear Information System (INIS)
Tronville, Paolo; Rivers, Richard
2015-01-01
Computational Fluid Dynamics (CFD) codes allow detailed simulation of the flow of gases through fibrous filter media. When the pattern of gas flow between fibers has been established, simulated particles of any desired size can be “injected” into the entering gas stream, and their paths under the influence of aerodynamic drag, Brownian motion and electrostatic forces tracked. Particles either collide with a fiber, or pass through the entire filter medium. They may bounce off the fiber surface, or adhere firmly to the surface or to particles previously captured. Simulated injection of many particles at random locations in the entering stream allows the average probability of capture to be calculated. Many particle properties must be available as parameters for the equations defining the forces on particles in the gas stream, at the moment of contact with a fiber, and after contact. Accurate values for all properties are needed, not only for predicting particle capture in actual service, but also to validate models for media geometries and computational procedures used in CFD. We present a survey of existing literature on the properties influencing nanoparticle dynamics and adhesion. (paper)
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International Nuclear Information System (INIS)
Haddad, Zoubida; Abu-Nada, Eiyad; Oztop, Hakan F.; Mataoui, Amina
2012-01-01
Natural convection heat transfer and fluid flow of CuO-Water nano-fluids is studied using the Rayleigh-Benard problem. A two component non-homogenous equilibrium model is used for the nano-fluid that incorporates the effects of Brownian motion and thermophoresis. Variable thermal conductivity and variable viscosity are taken into account in this work. Finite volume method is used to solve governing equations. Results are presented by streamlines, isotherms, nano-particle distribution, local and mean Nusselt numbers and nano-particle profiles at top and bottom side. Comparison of two cases as absence of Brownian and thermophoresis effects and presence of Brownian and thermophoresis effects showed that higher heat transfer is formed with the presence of Brownian and thermophoresis effect. In general, by considering the role of thermophoresis and Brownian motion, an enhancement in heat transfer is observed at any volume fraction of nano-particles. However, the enhancement is more pronounced at low volume fraction of nano-particles and the heat transfer decreases by increasing nano-particle volume fraction. On the other hand, by neglecting the role of thermophoresis and Brownian motion, deterioration in heat transfer is observed and this deterioration elevates by increasing the volume fraction of nano-particles. (authors)
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An explicit local uniform large deviation bound for Brownian bridges
Wittich, O.
2005-01-01
By comparing curve length in a manifold and a standard sphere, we prove a local uniform bound for the exponent in the Large Deviation formula that describes the concentration of Brownian bridges to geodesics.
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Directory of Open Access Journals (Sweden)
Xiao-Li Ding
2018-01-01
Full Text Available In this paper, we investigate analytical solutions of multi-time scale fractional stochastic differential equations driven by fractional Brownian motions. We firstly decompose homogeneous multi-time scale fractional stochastic differential equations driven by fractional Brownian motions into independent differential subequations, and give their analytical solutions. Then, we use the variation of constant parameters to obtain the solutions of nonhomogeneous multi-time scale fractional stochastic differential equations driven by fractional Brownian motions. Finally, we give three examples to demonstrate the applicability of our obtained results.
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Applications of Density Functional Theory in Soft Condensed Matter
Löwen, Hartmut
Applications of classical density functional theory (DFT) to soft matter systems like colloids, liquid crystals and polymer solutions are discussed with a focus on the freezing transition and on nonequilibrium Brownian dynamics. First, after a brief reminder of equilibrium density functional theory, DFT is applied to the freezing transition of liquids into crystalline lattices. In particular, spherical particles with radially symmetric pair potentials will be treated (like hard spheres, the classical one-component plasma or Gaussian-core particles). Second, the DFT will be generalized towards Brownian dynamics in order to tackle nonequilibrium problems. After a general introduction to Brownian dynamics using the complementary Smoluchowski and Langevin pictures appropriate for the dynamics of colloidal suspensions, the dynamical density functional theory (DDFT) will be derived from the Smoluchowski equation. This will be done first for spherical particles (e.g. hard spheres or Gaussian-cores) without hydrodynamic interactions. Then we show how to incorporate hydrodynamic interactions between the colloidal particles into the DDFT framework and compare to Brownian dynamics computer simulations. Third orientational degrees of freedom (rod-like particles) will be considered as well. In the latter case, the stability of intermediate liquid crystalline phases (isotropic, nematic, smectic-A, plastic crystals etc) can be predicted. Finally, the corresponding dynamical extension of density functional theory towards orientational degrees of freedom is proposed and the collective behaviour of "active" (self-propelled) Brownian particles is briefly discussed.
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Real time simulation method for fast breeder reactors dynamics
International Nuclear Information System (INIS)
Miki, Tetsushi; Mineo, Yoshiyuki; Ogino, Takamichi; Kishida, Koji; Furuichi, Kenji.
1985-01-01
The development of multi-purpose real time simulator models with suitable plant dynamics was made; these models can be used not only in training operators but also in designing control systems, operation sequences and many other items which must be studied for the development of new type reactors. The prototype fast breeder reactor ''Monju'' is taken as an example. Analysis is made on various factors affecting the accuracy and computer load of its dynamic simulation. A method is presented which determines the optimum number of nodes in distributed systems and time steps. The oscillations due to the numerical instability are observed in the dynamic simulation of evaporators with a small number of nodes, and a method to cancel these oscillations is proposed. It has been verified through the development of plant dynamics simulation codes that these methods can provide efficient real time dynamics models of fast breeder reactors. (author)
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Stabilities and Dynamics of Protein Folding Nuclei by Molecular Dynamics Simulation
Song, Yong-Shun; Zhou, Xin; Zheng, Wei-Mou; Wang, Yan-Ting
2017-07-01
To understand how the stabilities of key nuclei fragments affect protein folding dynamics, we simulate by molecular dynamics (MD) simulation in aqueous solution four fragments cut out of a protein G, including one α-helix (seqB: KVFKQYAN), two β-turns (seqA: LNGKTLKG and seqC: YDDATKTF), and one β-strand (seqD: DGEWTYDD). The Markov State Model clustering method combined with the coarse-grained conformation letters method are employed to analyze the data sampled from 2-μs equilibrium MD simulation trajectories. We find that seqA and seqB have more stable structures than their native structures which become metastable when cut out of the protein structure. As expected, seqD alone is flexible and does not have a stable structure. Throughout our simulations, the native structure of seqC is stable but cannot be reached if starting from a structure other than the native one, implying a funnel-shape free energy landscape of seqC in aqueous solution. All the above results suggest that different nuclei have different formation dynamics during protein folding, which may have a major contribution to the hierarchy of protein folding dynamics. Supported by the National Basic Research Program of China under Grant No. 2013CB932804, the National Natural Science Foundation of China under Grant No. 11421063, and the CAS Biophysics Interdisciplinary Innovation Team Project
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Brownian motion, Minkowski space and principle of special relativity
International Nuclear Information System (INIS)
Caubet, J.-P.
1977-01-01
From the assumption that the brownian diffusion locally behaves like an ideal gas (pressure being inversely proportional to volume according to Boyle's law) one can deduce the signature +++- of the Minkowski space, the Lorentz addition of velocities, and the principle of special relativity [fr
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Approximation of quantum observables by molecular dynamics simulations
Sandberg, Mattias
2016-01-01
In this talk I will discuss how to estimate the uncertainty in molecular dynamics simulations. Molecular dynamics is a computational method to study molecular systems in materials science, chemistry, and molecular biology. The wide popularity of molecular dynamics simulations relies on the fact that in many cases it agrees very well with experiments. If we however want the simulation to predict something that has no comparing experiment, we need a mathematical estimate of the accuracy of the computation. In the case of molecular systems with few particles, such studies are made by directly solving the Schrodinger equation. In this talk I will discuss theoretical results on the accuracy between quantum mechanics and molecular dynamics, to be used for systems that are too large to be handled computationally by the Schrodinger equation.
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Approximation of quantum observables by molecular dynamics simulations
Sandberg, Mattias
2016-01-06
In this talk I will discuss how to estimate the uncertainty in molecular dynamics simulations. Molecular dynamics is a computational method to study molecular systems in materials science, chemistry, and molecular biology. The wide popularity of molecular dynamics simulations relies on the fact that in many cases it agrees very well with experiments. If we however want the simulation to predict something that has no comparing experiment, we need a mathematical estimate of the accuracy of the computation. In the case of molecular systems with few particles, such studies are made by directly solving the Schrodinger equation. In this talk I will discuss theoretical results on the accuracy between quantum mechanics and molecular dynamics, to be used for systems that are too large to be handled computationally by the Schrodinger equation.
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The quantum brownian particle and memory effects
International Nuclear Information System (INIS)
Britani, J.R.; Mizrahi, S.S.; Pimentel, B.M.
1991-01-01
The Quantum Brownian particle, immersed in a heat bath, is described by a statistical operator whose evolution is ruled by a Generalized Master Equation (GME). The heat bath degrees of freedom are considered to be either white noise or coloured noise correlated,while the GME is considered under either the Markov or Non-Markov approaches. The comparison between these considerations are fully developed and their physical meaning is discussed. (author)
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Modular simulation of reefer container dynamics
DEFF Research Database (Denmark)
Sørensen, Kresten Kjær; Nielsen, Jens Frederik Dalsgaard; Stoustrup, Jakob
2014-01-01
for faults enabling preventive maintenance. In this paper the feasibility of using different simulation methods is assessed with the goal of identifying a fast but accurate method that works well in a multi-rate environment. A modular multi-rate simulation environment for a dynamical system consisting...
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Asset pricing puzzles explained by incomplete Brownian equilibria
DEFF Research Database (Denmark)
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....
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Lessons Learned From Dynamic Simulations of Advanced Fuel Cycles
International Nuclear Information System (INIS)
Piet, Steven J.; Dixon, Brent W.; Jacobson, Jacob J.; Matthern, Gretchen E.; Shropshire, David E.
2009-01-01
Years of performing dynamic simulations of advanced nuclear fuel cycle options provide insights into how they could work and how one might transition from the current once-through fuel cycle. This paper summarizes those insights from the context of the 2005 objectives and goals of the Advanced Fuel Cycle Initiative (AFCI). Our intent is not to compare options, assess options versus those objectives and goals, nor recommend changes to those objectives and goals. Rather, we organize what we have learned from dynamic simulations in the context of the AFCI objectives for waste management, proliferation resistance, uranium utilization, and economics. Thus, we do not merely describe 'lessons learned' from dynamic simulations but attempt to answer the 'so what' question by using this context. The analyses have been performed using the Verifiable Fuel Cycle Simulation of Nuclear Fuel Cycle Dynamics (VISION). We observe that the 2005 objectives and goals do not address many of the inherently dynamic discriminators among advanced fuel cycle options and transitions thereof
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International Nuclear Information System (INIS)
Ballestra, Luca Vincenzo; Pacelli, Graziella; Radi, Davide
2016-01-01
We deal with the problem of pricing barrier options on an underlying described by the mixed fractional Brownian model. To this aim, we consider the initial-boundary value partial differential problem that yields the option price and we derive an integral representation of it in which the integrand functions must be obtained solving Volterra equations of the first kind. In addition, we develop an ad-hoc numerical procedure to solve the integral equations obtained. Numerical simulations reveal that the proposed method is extremely accurate and fast, and performs significantly better than the finite difference method.
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Synchronization and collective motion of globally coupled Brownian particles
International Nuclear Information System (INIS)
Sevilla, Francisco J; Heiblum-Robles, Alexandro; Dossetti, Victor
2014-01-01
In this work, we study a system of passive Brownian (non-self-propelled) particles in two dimensions, interacting only through a social-like force (velocity alignment in this case) that resembles Kuramoto's coupling among phase oscillators. We show that the kinematical stationary states of the system go from a phase in thermal equilibrium with no net flux of particles, to far-from-equilibrium phases exhibiting collective motion by increasing the coupling among particles. The mechanism that leads to the instability of the equilibrium phase relies on the competition between two time scales, namely, the mean collision time of the Brownian particles in a thermal bath and the time it takes for a particle to orient its direction of motion along the direction of motion of the group. Our results show a clear connection between collective motion and the Kuramoto model for synchronization, in our case, for the direction of motion of the particles. (paper)
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Laser light scattering in Brownian medium
International Nuclear Information System (INIS)
Suwono; Santoso, Budi; Baiquni, A.
1983-01-01
The principle of laser light scattering in Brownian medium and photon correlation spectroscopy are described in detail. Their application to the study of the behaviour of a polystyrene latex solution are discussed. The auto-correlation function of light scattered by the polystyrene latex solution in various angle, various temperature and in various sample times, have been measured. Information on the translation diffusion coefficient and size on the particle can be obtained from the auto-correlation function. Good agreement between the available data and experiment is shown. (author)
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Computational plasticity algorithm for particle dynamics simulations
Krabbenhoft, K.; Lyamin, A. V.; Vignes, C.
2018-01-01
The problem of particle dynamics simulation is interpreted in the framework of computational plasticity leading to an algorithm which is mathematically indistinguishable from the common implicit scheme widely used in the finite element analysis of elastoplastic boundary value problems. This algorithm provides somewhat of a unification of two particle methods, the discrete element method and the contact dynamics method, which usually are thought of as being quite disparate. In particular, it is shown that the former appears as the special case where the time stepping is explicit while the use of implicit time stepping leads to the kind of schemes usually labelled contact dynamics methods. The framing of particle dynamics simulation within computational plasticity paves the way for new approaches similar (or identical) to those frequently employed in nonlinear finite element analysis. These include mixed implicit-explicit time stepping, dynamic relaxation and domain decomposition schemes.
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Dispersion and damping of two-dimensional dust acoustic waves: theory and simulation
International Nuclear Information System (INIS)
Upadhyaya, Nitin; Miskovic, Z L; Hou, L-J
2010-01-01
A two-dimensional generalized hydrodynamics (GH) model is developed to study the full spectrum of both longitudinal and transverse dust acoustic waves (DAW) in strongly coupled complex (dusty) plasmas, with memory-function-formalism being implemented to enforce high-frequency sum rules. Results are compared with earlier theories (such as quasi-localized charge approximation and its extended version) and with a self-consistent Brownian dynamics simulation. It is found that the GH approach provides a good account, not only of dispersion relations, but also of damping rates of the DAW modes in a wide range of coupling strengths, an issue hitherto not fully addressed for dusty plasmas.
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On the biased motion of a brownian particle for the pausing time behavior of the CTRW
International Nuclear Information System (INIS)
Kim, K.S.
1982-01-01
The purpose of this paper is to discuss the biased Brownian motion with the absorbing barrier for the pausing time behavior of the CTRW (continuous-time random walk method), regarding a Brownian particle as a walker. For two pausing time density functions, the respective values for the transport averaged velocity and the dispersion are calculated as the time t becomes large. (KAERI)
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Kanazawa, Kiyoshi; Sueshige, Takumi; Takayasu, Hideki; Takayasu, Misako
2018-03-01
A microscopic model is established for financial Brownian motion from the direct observation of the dynamics of high-frequency traders (HFTs) in a foreign exchange market. Furthermore, a theoretical framework parallel to molecular kinetic theory is developed for the systematic description of the financial market from microscopic dynamics of HFTs. We report first on a microscopic empirical law of traders' trend-following behavior by tracking the trajectories of all individuals, which quantifies the collective motion of HFTs but has not been captured in conventional order-book models. We next introduce the corresponding microscopic model of HFTs and present its theoretical solution paralleling molecular kinetic theory: Boltzmann-like and Langevin-like equations are derived from the microscopic dynamics via the Bogoliubov-Born-Green-Kirkwood-Yvon hierarchy. Our model is the first microscopic model that has been directly validated through data analysis of the microscopic dynamics, exhibiting quantitative agreements with mesoscopic and macroscopic empirical results.
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Algorithms for Brownian first-passage-time estimation
Adib, Artur B.
2009-09-01
A class of algorithms in discrete space and continuous time for Brownian first-passage-time estimation is considered. A simple algorithm is derived that yields exact mean first-passage times (MFPTs) for linear potentials in one dimension, regardless of the lattice spacing. When applied to nonlinear potentials and/or higher spatial dimensions, numerical evidence suggests that this algorithm yields MFPT estimates that either outperform or rival Langevin-based (discrete time and continuous space) estimates.
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Current fluctuations of interacting active Brownian particles
Pre, Trevor Grand; Limmer, David T.
2018-01-01
We derive the distribution function for particle currents for a system of interacting active Brownian particles in the long time limit using large deviation theory and a weighted many body expansion. We find the distribution is non-Gaussian, except in the limit of passive particles. The non-Gaussian fluctuations can be understood from the effective potential the particles experience when conditioned on a given current. This potential suppresses fluctuations of the particle's orientation, and ...
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Molecular dynamics simulation of a phospholipid membrane
Egberts, Egbert; Marrink, Siewert-Jan; Berendsen, Herman J.C.
We present the results of molecular dynamics (MD) simulations of a phospholipid membrane in water, including full atomic detail. The goal of the simulations was twofold: first we wanted to set up a simulation system which is able to reproduce experimental results and can serve as a model membrane in
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Extended-Term Dynamic Simulations with High Penetrations of Photovoltaic Generation.
Energy Technology Data Exchange (ETDEWEB)
Concepcion, Ricky James [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Elliott, Ryan Thomas [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Donnelly, Matt [Montana Tech., Butte, MT (United States); Sanchez-Gasca, Juan [GE Energy, Schenectady, NY (United States)
2016-01-01
The uncontrolled intermittent availability of renewable energy sources makes integration of such devices into today's grid a challenge. Thus, it is imperative that dynamic simulation tools used to analyze power system performance are able to support systems with high amounts of photovoltaic (PV) generation. Additionally, simulation durations expanding beyond minutes into hours must be supported. This report aims to identify the path forward for dynamic simulation tools to accom- modate these needs by characterizing the properties of power systems (with high PV penetration), analyzing how these properties affect dynamic simulation software, and offering solutions for po- tential problems. We present a study of fixed time step, explicit numerical integration schemes that may be more suitable for these goals, based on identified requirements for simulating high PV penetration systems. We also present the alternative of variable time step integration. To help determine the characteristics of systems with high PV generation, we performed small signal sta- bility studies and time domain simulations of two representative systems. Along with feedback from stakeholders and vendors, we identify the current gaps in power system modeling including fast and slow dynamics and propose a new simulation framework to improve our ability to model and simulate longer-term dynamics.
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Probing Cellular Dynamics with Mesoscopic Simulations
DEFF Research Database (Denmark)
Shillcock, Julian C.
2010-01-01
Cellular processes span a huge range of length and time scales from the molecular to the near-macroscopic. Understanding how effects on one scale influence, and are themselves influenced by, those on lower and higher scales is a critical issue for the construction of models in Systems Biology....... Advances in computing hardware and software now allow explicit simulation of some aspects of cellular dynamics close to the molecular scale. Vesicle fusion is one example of such a process. Experiments, however, typically probe cellular behavior from the molecular scale up to microns. Standard particle...... soon be coupled to Mass Action models allowing the parameters in such models to be continuously tuned according to the finer resolution simulation. This will help realize the goal of a computational cellular simulation that is able to capture the dynamics of membrane-associated processes...
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A eural etwork Model for Dynamics Simulation
African Journals Online (AJOL)
Nafiisah
Results 5 - 18 ... situations, such as a dynamic environment (e.g., a molecular dynamics (MD) simulation whereby an atom constantly changes its local environment and number ..... of systems including both small clusters and bulk structures. 7.
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Occupation times distribution for Brownian motion on graphs
Desbois, J
2002-01-01
Considering a Brownian motion on a general graph, we study the joint law for the occupation times on all the bonds. In particular, we show that the Laplace transform of this distribution can be expressed as the ratio of two determinants. We give two formulations, with arc or vertex matrices, for this result and discuss a simple example. (letter to the editor)
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Boronovskiĭ, S E; Nartsissov, Ia R
2009-01-01
Using the Brownian dynamics of the movement of hydrated ion in a viscous water solution, a mathematical model has been built, which describes the transport of charged particles through a single protein pore in a lipid membrane. The dependences of transmembrane ion currents on ion concentrations in solution have been obtained. It was shown that, if the geometry of a membrane pore is identical to that of the inner part of the glycine receptor channel and there is no ion selectivity, then the values of both chloride and sodium currents are not greater than 0.5 pA at the physiological concentrations of these ions. If local charge heterogeneity caused by charged amino acid residues of transmembrane protein segments is included into the model calculations, the chloride current increases to about 3.7 pA, which exceeds more than seven times the value for sodium ions under the conditions of the complex channel geometry in the range of physiological concentrations of ions in the solution. The model takes changes in the density of charge distribution both inside the channel and near the protein surface into account. The alteration of pore geometry can be also considered as a parameter at the researcher's option. Thus, the model appears as an effective tool for the description of transmembrane currents for other types of membrane channels.
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Gamma ray observatory dynamics simulator in Ada (GRODY)
International Nuclear Information System (INIS)
1990-09-01
This experiment involved the parallel development of dynamics simulators for the Gamma Ray Observatory in both FORTRAN and Ada for the purpose of evaluating the applicability of Ada to the NASA/Goddard Space Flight Center's flight dynamics environment. The experiment successfully demonstrated that Ada is a viable, valuable technology for use in this environment. In addition to building a simulator, the Ada team evaluated training approaches, developed an Ada methodology appropriate to the flight dynamics environment, and established a baseline for evaluating future Ada projects
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Dynamic aspects of dislocation motion: atomistic simulations
International Nuclear Information System (INIS)
Bitzek, Erik; Gumbsch, Peter
2005-01-01
Atomistic simulations of accelerating edge and screw dislocations were carried out to study the dynamics of dislocations in a face centered cubic metal. Using two different embedded atom potentials for nickel and a simple slab geometry, the Peierls stress, the effective mass, the line tension and the drag coefficient were determined. A dislocation intersecting an array of voids is used to study dynamic effects in dislocation-obstacle interactions. A pronounced effect caused by inertial overshooting is found. A dynamic line tension model is developed which reproduces the simulation results. The model can be used to easily estimate the magnitude of inertial effects in the interaction of dislocations with localized obstacles for different obstacle strengths, -spacings and temperatures
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GROSS- GAMMA RAY OBSERVATORY ATTITUDE DYNAMICS SIMULATOR
Garrick, J.
1994-01-01
The Gamma Ray Observatory (GRO) spacecraft will constitute a major advance in gamma ray astronomy by offering the first opportunity for comprehensive observations in the range of 0.1 to 30,000 megaelectronvolts (MeV). The Gamma Ray Observatory Attitude Dynamics Simulator, GROSS, is designed to simulate this mission. The GRO Dynamics Simulator consists of three separate programs: the Standalone Profile Program; the Simulator Program, which contains the Simulation Control Input/Output (SCIO) Subsystem, the Truth Model (TM) Subsystem, and the Onboard Computer (OBC) Subsystem; and the Postprocessor Program. The Standalone Profile Program models the environment of the spacecraft and generates a profile data set for use by the simulator. This data set contains items such as individual external torques; GRO spacecraft, Tracking and Data Relay Satellite (TDRS), and solar and lunar ephemerides; and star data. The Standalone Profile Program is run before a simulation. The SCIO subsystem is the executive driver for the simulator. It accepts user input, initializes parameters, controls simulation, and generates output data files and simulation status display. The TM subsystem models the spacecraft dynamics, sensors, and actuators. It accepts ephemerides, star data, and environmental torques from the Standalone Profile Program. With these and actuator commands from the OBC subsystem, the TM subsystem propagates the current state of the spacecraft and generates sensor data for use by the OBC and SCIO subsystems. The OBC subsystem uses sensor data from the TM subsystem, a Kalman filter (for attitude determination), and control laws to compute actuator commands to the TM subsystem. The OBC subsystem also provides output data to the SCIO subsystem for output to the analysts. The Postprocessor Program is run after simulation is completed. It generates printer and CRT plots and tabular reports of the simulated data at the direction of the user. GROSS is written in FORTRAN 77 and
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An image encryption scheme based on three-dimensional Brownian motion and chaotic system
International Nuclear Information System (INIS)
Chai Xiu-Li; Yuan Ke; Gan Zhi-Hua; Lu Yang; Chen Yi-Ran
2017-01-01
At present, many chaos-based image encryption algorithms have proved to be unsafe, few encryption schemes permute the plain images as three-dimensional (3D) bit matrices, and thus bits cannot move to any position, the movement range of bits are limited, and based on them, in this paper we present a novel image encryption algorithm based on 3D Brownian motion and chaotic systems. The architecture of confusion and diffusion is adopted. Firstly, the plain image is converted into a 3D bit matrix and split into sub blocks. Secondly, block confusion based on 3D Brownian motion (BCB3DBM) is proposed to permute the position of the bits within the sub blocks, and the direction of particle movement is generated by logistic-tent system (LTS). Furthermore, block confusion based on position sequence group (BCBPSG) is introduced, a four-order memristive chaotic system is utilized to give random chaotic sequences, and the chaotic sequences are sorted and a position sequence group is chosen based on the plain image, then the sub blocks are confused. The proposed confusion strategy can change the positions of the bits and modify their weights, and effectively improve the statistical performance of the algorithm. Finally, a pixel level confusion is employed to enhance the encryption effect. The initial values and parameters of chaotic systems are produced by the SHA 256 hash function of the plain image. Simulation results and security analyses illustrate that our algorithm has excellent encryption performance in terms of security and speed. (paper)
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Simulation of quantum dynamics with integrated photonics
Sansoni, Linda; Sciarrino, Fabio; Mataloni, Paolo; Crespi, Andrea; Ramponi, Roberta; Osellame, Roberto
2012-12-01
In recent years, quantum walks have been proposed as promising resources for the simulation of physical quantum systems. In fact it is widely adopted to simulate quantum dynamics. Up to now single particle quantum walks have been experimentally demonstrated by different approaches, while only few experiments involving many-particle quantum walks have been realized. Here we simulate the 2-particle dynamics on a discrete time quantum walk, built on an array of integrated waveguide beam splitters. The polarization independence of the quantum walk circuit allowed us to exploit the polarization entanglement to encode the symmetry of the two-photon wavefunction, thus the bunching-antibunching behavior of non interacting bosons and fermions has been simulated. We have also characterized the possible distinguishability and decoherence effects arising in such a structure. This study is necessary in view of the realization of a quantum simulator based on an integrated optical array built on a large number of beam splitters.
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Selection of Activities in Dynamic Business Process Simulation
Directory of Open Access Journals (Sweden)
Toma Rusinaitė
2016-06-01
Full Text Available Maintaining dynamicity of business processes is one of the core issues of today's business as it enables businesses to adapt to constantly changing environment. Upon changing the processes, it is vital to assess possible impact, which is achieved by using simulation of dynamic processes. In order to implement dynamicity in business processes, it is necessary to have an ability to change components of the process (a set of activities, a content of activity, a set of activity sequences, a set of rules, performers and resources or dynamically select them during execution. This problem attracted attention of researches over the past few years; however, there is no proposed solution, which ensures the business process (BP dynamicity. This paper proposes and specifies dynamic business process (DBP simulation model, which satisfies all of the formulated DBP requirements.
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Active Brownian motion models and applications to ratchets
Fiasconaro, A.; Ebeling, W.; Gudowska-Nowak, E.
2008-10-01
We give an overview over recent studies on the model of Active Brownian Motion (ABM) coupled to reservoirs providing free energy which may be converted into kinetic energy of motion. First, we present an introduction to a general concept of active Brownian particles which are capable to take up energy from the source and transform part of it in order to perform various activities. In the second part of our presentation we consider applications of ABM to ratchet systems with different forms of differentiable potentials. Both analytical and numerical evaluations are discussed for three cases of sinusoidal, staircaselike and Mateos ratchet potentials, also with the additional loads modelled by tilted potential structure. In addition, stochastic character of the kinetics is investigated by considering perturbation by Gaussian white noise which is shown to be responsible for driving the directionality of the asymptotic flux in the ratchet. This stochastically driven directionality effect is visualized as a strong nonmonotonic dependence of the statistics of the right versus left trajectories of motion leading to a net current of particles. Possible applications of the ratchet systems to molecular motors are also briefly discussed.
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International Nuclear Information System (INIS)
Xu, Zuwei; Zhao, Haibo; Zheng, Chuguang
2015-01-01
This paper proposes a comprehensive framework for accelerating population balance-Monte Carlo (PBMC) simulation of particle coagulation dynamics. By combining Markov jump model, weighted majorant kernel and GPU (graphics processing unit) parallel computing, a significant gain in computational efficiency is achieved. The Markov jump model constructs a coagulation-rule matrix of differentially-weighted simulation particles, so as to capture the time evolution of particle size distribution with low statistical noise over the full size range and as far as possible to reduce the number of time loopings. Here three coagulation rules are highlighted and it is found that constructing appropriate coagulation rule provides a route to attain the compromise between accuracy and cost of PBMC methods. Further, in order to avoid double looping over all simulation particles when considering the two-particle events (typically, particle coagulation), the weighted majorant kernel is introduced to estimate the maximum coagulation rates being used for acceptance–rejection processes by single-looping over all particles, and meanwhile the mean time-step of coagulation event is estimated by summing the coagulation kernels of rejected and accepted particle pairs. The computational load of these fast differentially-weighted PBMC simulations (based on the Markov jump model) is reduced greatly to be proportional to the number of simulation particles in a zero-dimensional system (single cell). Finally, for a spatially inhomogeneous multi-dimensional (multi-cell) simulation, the proposed fast PBMC is performed in each cell, and multiple cells are parallel processed by multi-cores on a GPU that can implement the massively threaded data-parallel tasks to obtain remarkable speedup ratio (comparing with CPU computation, the speedup ratio of GPU parallel computing is as high as 200 in a case of 100 cells with 10 000 simulation particles per cell). These accelerating approaches of PBMC are
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AceCloud: Molecular Dynamics Simulations in the Cloud.
Harvey, M J; De Fabritiis, G
2015-05-26
We present AceCloud, an on-demand service for molecular dynamics simulations. AceCloud is designed to facilitate the secure execution of large ensembles of simulations on an external cloud computing service (currently Amazon Web Services). The AceCloud client, integrated into the ACEMD molecular dynamics package, provides an easy-to-use interface that abstracts all aspects of interaction with the cloud services. This gives the user the experience that all simulations are running on their local machine, minimizing the learning curve typically associated with the transition to using high performance computing services.
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Towards four-flavour dynamical simulations
Energy Technology Data Exchange (ETDEWEB)
Herdoiza, Gregorio [DESY, Zeuthen (Germany). John von Neumann-Institut fuer Computing NIC; Univ. Autonoma de Madrid (Spain). Dept. de Fisica Teorica e Inst. de Fiscia Teorica
2011-03-15
The inclusion of physical effects from sea quarks has been one of the main advances in lattice QCD simulations over the last few years. We report on recent studies with four flavours of dynamical quarks and address some of the potential issues arising in this new setup. First results for physical observables in the light, strange and charm sectors are presented together with the status of dedicated simulations to perform the non-perturbative renormalisation in mass-independent schemes. (orig.)
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International Nuclear Information System (INIS)
Shit, Anindita; Chattopadhyay, Sudip; Chaudhuri, Jyotipratim Ray
2012-01-01
Graphical abstract: By invoking physically motivated coordinate transformation into quantum Smoluchowski equation, we have presented a transparent treatment for the determination of the effective diffusion coefficient and current of a quantum Brownian particle. Substantial enhancement in the efficiency of the diffusive transport is envisaged due to the quantum correction effects. Highlights:: ► Transport of a quantum Brownian particle in a periodic potential has been addressed. ► Governing quantum Smoluchowski equation (QSE) includes state dependent diffusion. ► A coordinate transformation is used to recast QSE with constant diffusion. ► Transport properties increases in comparison to the corresponding classical result. ► This enhancement is purely a quantum effect. - Abstract: The transport property of a quantum Brownian particle that interacts strongly with a bath (in which a typical damping constant by far exceeds a characteristic frequency of the isolated system) under the influence of a tilted periodic potential has been studied by solving quantum Smoluchowski equation (QSE). By invoking physically motivated coordinate transformation into QSE, we have presented a transparent treatment for the determination of the effective diffusion coefficient of a quantum Brownian particle and the current (the average stationary velocity). Substantial enhancement in the efficiency of the diffusive transport is envisaged due to the quantum correction effects only if the bath temperature hovers around an appropriate range of intermediate values. Our findings also confirm the results obtained in the classical cases.
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Marshall, Deborah A; Burgos-Liz, Lina; IJzerman, Maarten J; Crown, William; Padula, William V; Wong, Peter K; Pasupathy, Kalyan S; Higashi, Mitchell K; Osgood, Nathaniel D
2015-03-01
In a previous report, the ISPOR Task Force on Dynamic Simulation Modeling Applications in Health Care Delivery Research Emerging Good Practices introduced the fundamentals of dynamic simulation modeling and identified the types of health care delivery problems for which dynamic simulation modeling can be used more effectively than other modeling methods. The hierarchical relationship between the health care delivery system, providers, patients, and other stakeholders exhibits a level of complexity that ought to be captured using dynamic simulation modeling methods. As a tool to help researchers decide whether dynamic simulation modeling is an appropriate method for modeling the effects of an intervention on a health care system, we presented the System, Interactions, Multilevel, Understanding, Loops, Agents, Time, Emergence (SIMULATE) checklist consisting of eight elements. This report builds on the previous work, systematically comparing each of the three most commonly used dynamic simulation modeling methods-system dynamics, discrete-event simulation, and agent-based modeling. We review criteria for selecting the most suitable method depending on 1) the purpose-type of problem and research questions being investigated, 2) the object-scope of the model, and 3) the method to model the object to achieve the purpose. Finally, we provide guidance for emerging good practices for dynamic simulation modeling in the health sector, covering all aspects, from the engagement of decision makers in the model design through model maintenance and upkeep. We conclude by providing some recommendations about the application of these methods to add value to informed decision making, with an emphasis on stakeholder engagement, starting with the problem definition. Finally, we identify areas in which further methodological development will likely occur given the growing "volume, velocity and variety" and availability of "big data" to provide empirical evidence and techniques
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Modelling, simulation and applications of longitudinal train dynamics
Cole, Colin; Spiryagin, Maksym; Wu, Qing; Sun, Yan Quan
2017-10-01
Significant developments in longitudinal train simulation and an overview of the approaches to train models and modelling vehicle force inputs are firstly presented. The most important modelling task, that of the wagon connection, consisting of energy absorption devices such as draft gears and buffers, draw gear stiffness, coupler slack and structural stiffness is then presented. Detailed attention is given to the modelling approaches for friction wedge damped and polymer draft gears. A significant issue in longitudinal train dynamics is the modelling and calculation of the input forces - the co-dimensional problem. The need to push traction performances higher has led to research and improvement in the accuracy of traction modelling which is discussed. A co-simulation method that combines longitudinal train simulation, locomotive traction control and locomotive vehicle dynamics is presented. The modelling of other forces, braking propulsion resistance, curve drag and grade forces are also discussed. As extensions to conventional longitudinal train dynamics, lateral forces and coupler impacts are examined in regards to interaction with wagon lateral and vertical dynamics. Various applications of longitudinal train dynamics are then presented. As an alternative to the tradition single wagon mass approach to longitudinal train dynamics, an example incorporating fully detailed wagon dynamics is presented for a crash analysis problem. Further applications of starting traction, air braking, distributed power, energy analysis and tippler operation are also presented.
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GRODY - GAMMA RAY OBSERVATORY DYNAMICS SIMULATOR IN ADA
Stark, M.
1994-01-01
Analysts use a dynamics simulator to test the attitude control system algorithms used by a satellite. The simulator must simulate the hardware, dynamics, and environment of the particular spacecraft and provide user services which enable the analyst to conduct experiments. Researchers at Goddard's Flight Dynamics Division developed GRODY alongside GROSS (GSC-13147), a FORTRAN simulator which performs the same functions, in a case study to assess the feasibility and effectiveness of the Ada programming language for flight dynamics software development. They used popular object-oriented design techniques to link the simulator's design with its function. GRODY is designed for analysts familiar with spacecraft attitude analysis. The program supports maneuver planning as well as analytical testing and evaluation of the attitude determination and control system used on board the Gamma Ray Observatory (GRO) satellite. GRODY simulates the GRO on-board computer and Control Processor Electronics. The analyst/user sets up and controls the simulation. GRODY allows the analyst to check and update parameter values and ground commands, obtain simulation status displays, interrupt the simulation, analyze previous runs, and obtain printed output of simulation runs. The video terminal screen display allows visibility of command sequences, full-screen display and modification of parameters using input fields, and verification of all input data. Data input available for modification includes alignment and performance parameters for all attitude hardware, simulation control parameters which determine simulation scheduling and simulator output, initial conditions, and on-board computer commands. GRODY generates eight types of output: simulation results data set, analysis report, parameter report, simulation report, status display, plots, diagnostic output (which helps the user trace any problems that have occurred during a simulation), and a permanent log of all runs and errors. The
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Dependence of Brownian and Néel relaxation times on magnetic field strength
International Nuclear Information System (INIS)
Deissler, Robert J.; Wu, Yong; Martens, Michael A.
2014-01-01
Purpose: In magnetic particle imaging (MPI) and magnetic particle spectroscopy (MPS) the relaxation time of the magnetization in response to externally applied magnetic fields is determined by the Brownian and Néel relaxation mechanisms. Here the authors investigate the dependence of the relaxation times on the magnetic field strength and the implications for MPI and MPS. Methods: The Fokker–Planck equation with Brownian relaxation and the Fokker–Planck equation with Néel relaxation are solved numerically for a time-varying externally applied magnetic field, including a step-function, a sinusoidally varying, and a linearly ramped magnetic field. For magnetic fields that are applied as a step function, an eigenvalue approach is used to directly calculate both the Brownian and Néel relaxation times for a range of magnetic field strengths. For Néel relaxation, the eigenvalue calculations are compared to Brown's high-barrier approximation formula. Results: The relaxation times due to the Brownian or Néel mechanisms depend on the magnitude of the applied magnetic field. In particular, the Néel relaxation time is sensitive to the magnetic field strength, and varies by many orders of magnitude for nanoparticle properties and magnetic field strengths relevant for MPI and MPS. Therefore, the well-known zero-field relaxation times underestimate the actual relaxation times and, in particular, can underestimate the Néel relaxation time by many orders of magnitude. When only Néel relaxation is present—if the particles are embedded in a solid for instance—the authors found that there can be a strong magnetization response to a sinusoidal driving field, even if the period is much less than the zero-field relaxation time. For a ferrofluid in which both Brownian and Néel relaxation are present, only one relaxation mechanism may dominate depending on the magnetic field strength, the driving frequency (or ramp time), and the phase of the magnetization relative to the
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Minoura, Itsushi; Katayama, Eisaku; Sekimoto, Ken; Muto, Etsuko
2010-01-01
Various proteins are known to exhibit one-dimensional Brownian motion along charged rodlike polymers, such as microtubules (MTs), actin, and DNA. The electrostatic interaction between the proteins and the rodlike polymers appears to be crucial for one-dimensional Brownian motion, although the underlying mechanism has not been fully clarified. We examined the interactions of positively-charged nanoparticles composed of polyacrylamide gels with MTs. These hydrophilic nanoparticles bound to MTs ...
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Development of HTGR plant dynamics simulation code
International Nuclear Information System (INIS)
Ohashi, Kazutaka; Tazawa, Yujiro; Mitake, Susumu; Suzuki, Katsuo.
1987-01-01
Plant dynamics simulation analysis plays an important role in the design work of nuclear power plant especially in the plant safety analysis, control system analysis, and transient condition analysis. The authors have developed the plant dynamics simulation code named VESPER, which is applicable to the design work of High Temperature Engineering Test Reactor, and have been improving the code corresponding to the design changes made in the subsequent design works. This paper describes the outline of VESPER code and shows its sample calculation results selected from the recent design work. (author)
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Hydration dynamics in water clusters via quantum molecular dynamics simulations
Energy Technology Data Exchange (ETDEWEB)
Turi, László, E-mail: turi@chem.elte.hu [Department of Physical Chemistry, Eötvös Loránd University, Budapest 112, P. O. Box 32, H-1518 (Hungary)
2014-05-28
We have investigated the hydration dynamics in size selected water clusters with n = 66, 104, 200, 500, and 1000 water molecules using molecular dynamics simulations. To study the most fundamental aspects of relaxation phenomena in clusters, we choose one of the simplest, still realistic, quantum mechanically treated test solute, an excess electron. The project focuses on the time evolution of the clusters following two processes, electron attachment to neutral equilibrated water clusters and electron detachment from an equilibrated water cluster anion. The relaxation dynamics is significantly different in the two processes, most notably restoring the equilibrium final state is less effective after electron attachment. Nevertheless, in both scenarios only minor cluster size dependence is observed. Significantly different relaxation patterns characterize electron detachment for interior and surface state clusters, interior state clusters relaxing significantly faster. This observation may indicate a potential way to distinguish surface state and interior state water cluster anion isomers experimentally. A comparison of equilibrium and non-equilibrium trajectories suggests that linear response theory breaks down for electron attachment at 200 K, but the results converge to reasonable agreement at higher temperatures. Relaxation following electron detachment clearly belongs to the linear regime. Cluster relaxation was also investigated using two different computational models, one preferring cavity type interior states for the excess electron in bulk water, while the other simulating non-cavity structure. While the cavity model predicts appearance of several different hydrated electron isomers in agreement with experiment, the non-cavity model locates only cluster anions with interior excess electron distribution. The present simulations show that surface isomers computed with the cavity predicting potential show similar dynamical behavior to the interior clusters of
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Inference on the hurst parameter and the variance of diffusions driven by fractional Brownian motion
Berzin, Corinne; León, José R
2014-01-01
This book is devoted to a number of stochastic models that display scale invariance. It primarily focuses on three issues: probabilistic properties, statistical estimation and simulation of the processes considered. It will be of interest to probability specialists, who will find here an uncomplicated presentation of statistics tools, and to those statisticians who wants to tackle the most recent theories in probability in order to develop Central Limit Theorems in this context; both groups will also benefit from the section on simulation. Algorithms are described in great detail, with a focus on procedures that is not usually found in mathematical treatises. The models studied are fractional Brownian motions and processes that derive from them through stochastic differential equations. Concerning the proofs of the limit theorems, the “Fourth Moment Theorem” is systematically used, as it produces rapid and helpful proofs that can serve as models for the future. Readers will also find elegant and new proof...
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International Nuclear Information System (INIS)
Jumarie, Guy
2004-01-01
There are presently two different models of fractional Brownian motions available in the literature: the Riemann-Liouville fractional derivative of white noise on the one hand, and the complex-valued Brownian motion of order n defined by using a random walk in the complex plane, on the other hand. The paper provides a comparison between these two approaches, and in addition, takes this opportunity to contribute some complements. These two models are more or less equivalent on the theoretical standpoint for fractional order between 0 and 1/2, but their practical significances are quite different. Otherwise, for order larger than 1/2, the fractional derivative model has no counterpart in the complex plane. These differences are illustrated by an example drawn from mathematical finance. Taylor expansion of fractional order provides the expression of fractional difference in terms of finite difference, and this allows us to improve the derivation of Fokker-Planck equation and Kramers-Moyal expansion, and to get more insight in their relation with stochastic differential equations of fractional order. In the case of multi-fractal systems, the Fokker-Planck equation can be solved by using path integrals, and the fractional dynamic equations of the state moments of the stochastic system can be easily obtained. By combining fractional derivative and complex white noise of order n, one obtains a family of complex-valued fractional Brownian motions which exhibits long-range dependence. The conclusion outlines suggestions for further research, mainly regarding Lorentz transformation of fractional noises
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An Extreme-Value Analysis of the LIL for Brownian Motion
Khoshnevisan, Davar; Levin, David; Shi, Zhan
2005-01-01
We use excursion theory and the ergodic theorem to present an extreme-value analysis of the classical law of the iterated logarithm (LIL) for Brownian motion. A simplified version of our method also proves, in a paragraph, the classical theorem of Darling and Erdős (1956).
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Statistical properties of laser light scattering in Brownian medium
International Nuclear Information System (INIS)
Suwono; Santoso, Budi; Baiquni, A.
1983-01-01
Relationship between statistical properties of laser light scattering in Brownian medium and photon-counting distributions are described in detail. A coherence optical detection has been constructed and by using photon-counting technique the ensemble distribution of the scattered field within space and time coherence has been measured. Good agreement between theory and experiment is shown. (author)
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Non-cooperative Brownian donkeys: A solvable 1D model
Jiménez de Cisneros, B.; Reimann, P.; Parrondo, J. M. R.
2003-12-01
A paradigmatic 1D model for Brownian motion in a spatially symmetric, periodic system is tackled analytically. Upon application of an external static force F the system's response is an average current which is positive for F 0 (absolute negative mobility). Under suitable conditions, the system approaches 100% efficiency when working against the external force F.
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Time-averaged MSD of Brownian motion
International Nuclear Information System (INIS)
Andreanov, Alexei; Grebenkov, Denis S
2012-01-01
We study the statistical properties of the time-averaged mean-square displacements (TAMSD). This is a standard non-local quadratic functional for inferring the diffusion coefficient from an individual random trajectory of a diffusing tracer in single-particle tracking experiments. For Brownian motion, we derive an exact formula for the Laplace transform of the probability density of the TAMSD by mapping the original problem onto chains of coupled harmonic oscillators. From this formula, we deduce the first four cumulant moments of the TAMSD, the asymptotic behavior of the probability density and its accurate approximation by a generalized Gamma distribution
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Time-averaged MSD of Brownian motion
Andreanov, Alexei; Grebenkov, Denis S.
2012-07-01
We study the statistical properties of the time-averaged mean-square displacements (TAMSD). This is a standard non-local quadratic functional for inferring the diffusion coefficient from an individual random trajectory of a diffusing tracer in single-particle tracking experiments. For Brownian motion, we derive an exact formula for the Laplace transform of the probability density of the TAMSD by mapping the original problem onto chains of coupled harmonic oscillators. From this formula, we deduce the first four cumulant moments of the TAMSD, the asymptotic behavior of the probability density and its accurate approximation by a generalized Gamma distribution.
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Dual Quaternion Variational Integrator for Rigid Body Dynamic Simulation
Xu, Jiafeng; Halse, Karl Henning
2016-01-01
In rigid body dynamic simulations, often the algorithm is required to deal with general situations where both reference point and inertia matrix are arbitrarily de- fined. We introduce a novel Lie group variational integrator using dual quaternion for simulating rigid body dynamics in all six degrees of freedom. Dual quaternion is used to represent rigid body kinematics and one-step Lie group method is used to derive dynamic equations. The combination of these two becomes the first Lie group ...
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Rarefield gas dynamics fundamentals, simulations and micro flows
Shen, Ching
2006-01-01
This book elucidates the methods of molecular gas dynamics or rarefied gas dynamics which treat the problems of gas flows when the discrete molecular effects of the gas prevail under the circumstances of low density, the emphasis being on the basis of the methods, the direct simulation Monte Carlo method applied to the simulation of non-equilibrium effects and the frontier subjects related to low speed microscale rarefied gas flows. It provides a solid basis for the study of molecular gas dynamics for senior students and graduates in the aerospace and mechanical engineering departments of universities and colleges. It gives a general acquaintance of modern developments of rarefied gas dynamics in various regimes and leads to the frontier topics of non-equilibrium rarefied gas dynamics and low speed microscale gas dynamics. It will be also of benefit to the scientific and technical researchers engaged in aerospace high altitude aerodynamic force and heating design and in the research on gas flow in MEMS.
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Monte carlo simulation for soot dynamics
Zhou, Kun
2012-01-01
A new Monte Carlo method termed Comb-like frame Monte Carlo is developed to simulate the soot dynamics. Detailed stochastic error analysis is provided. Comb-like frame Monte Carlo is coupled with the gas phase solver Chemkin II to simulate soot formation in a 1-D premixed burner stabilized flame. The simulated soot number density, volume fraction, and particle size distribution all agree well with the measurement available in literature. The origin of the bimodal distribution of particle size distribution is revealed with quantitative proof.
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Dynamic Simulator for Nuclear Power Plants (DSNP)
International Nuclear Information System (INIS)
Saphier, D.
1976-01-01
A new simulation language DSNP (Dynamic Simulator for Nuclear Power Plants) is being developed. It is a simple block oriented simulation language with an extensive library of component and auxiliary modules. Each module is a self-contained unit of a part of a physical component to be found in nuclear power plants. Each module will be available in four levels of sophistication, the fourth being a user supplied model. A module can be included in the simulation by a single statement. The precompiler translates DSNP statements into FORTRAN statements, takes care of the module parameters and the intermodular communication blocks, prepares proper data files and I/0 statements and searches the various libraries for the appropriate component modules. The documentation is computerized and all the necessary information for a particular module can be retrieved by a special document generator. The DSNP will be a flexible tool which will allow dynamic simulations to be performed on a large variety of nuclear power plants or specific components of these plants
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Dynamic analysis of trapping and escaping in dual beam optical trap
Li, Wenqiang; Hu, Huizhu; Su, Heming; Li, Zhenggang; Shen, Yu
2016-10-01
In this paper, we simulate the dynamic movement of a dielectric sphere in optical trap. This dynamic analysis can be used to calibrate optical forces, increase trapping efficiency and measure viscous coefficient of surrounding medium. Since an accurate dynamic analysis is based on a detailed force calculation, we calculate all forces a sphere receives. We get the forces of dual-beam gradient radiation pressure on a micron-sized dielectric sphere in the ray optics regime and utilize Einstein-Ornstein-Uhlenbeck to deal with its Brownian motion forces. Hydrodynamic viscous force also exists when the sphere moves in liquid. Forces from buoyance and gravity are also taken into consideration. Then we simulate trajectory of a sphere when it is subject to all these forces in a dual optical trap. From our dynamic analysis, the sphere can be trapped at an equilibrium point in static water, although it permanently fluctuates around the equilibrium point due to thermal effects. We go a step further to analyze the effects of misalignment of two optical traps. Trapping and escaping phenomena of the sphere in flowing water are also simulated. In flowing water, the sphere is dragged away from the equilibrium point. This dragging distance increases with the decrease of optical power, which results in escaping of the sphere with optical power below a threshold. In both trapping and escaping process we calculate the forces and position of the sphere. Finally, we analyze a trapping region in dual optical tweezers.
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Directory of Open Access Journals (Sweden)
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.
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Computer simulations of equilibrium magnetization and microstructure in magnetic fluids
Rosa, A. P.; Abade, G. C.; Cunha, F. R.
2017-09-01
In this work, Monte Carlo and Brownian Dynamics simulations are developed to compute the equilibrium magnetization of a magnetic fluid under action of a homogeneous applied magnetic field. The particles are free of inertia and modeled as hard spheres with the same diameters. Two different periodic boundary conditions are implemented: the minimum image method and Ewald summation technique by replicating a finite number of particles throughout the suspension volume. A comparison of the equilibrium magnetization resulting from the minimum image approach and Ewald sums is performed by using Monte Carlo simulations. The Monte Carlo simulations with minimum image and lattice sums are used to investigate suspension microstructure by computing the important radial pair-distribution function go(r), which measures the probability density of finding a second particle at a distance r from a reference particle. This function provides relevant information on structure formation and its anisotropy through the suspension. The numerical results of go(r) are compared with theoretical predictions based on quite a different approach in the absence of the field and dipole-dipole interactions. A very good quantitative agreement is found for a particle volume fraction of 0.15, providing a validation of the present simulations. In general, the investigated suspensions are dominated by structures like dimmer and trimmer chains with trimmers having probability to form an order of magnitude lower than dimmers. Using Monte Carlo with lattice sums, the density distribution function g2(r) is also examined. Whenever this function is different from zero, it indicates structure-anisotropy in the suspension. The dependence of the equilibrium magnetization on the applied field, the magnetic particle volume fraction, and the magnitude of the dipole-dipole magnetic interactions for both boundary conditions are explored in this work. Results show that at dilute regimes and with moderate dipole
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Dynamic large eddy simulation: Stability via realizability
Mokhtarpoor, Reza; Heinz, Stefan
2017-10-01
The concept of dynamic large eddy simulation (LES) is highly attractive: such methods can dynamically adjust to changing flow conditions, which is known to be highly beneficial. For example, this avoids the use of empirical, case dependent approximations (like damping functions). Ideally, dynamic LES should be local in physical space (without involving artificial clipping parameters), and it should be stable for a wide range of simulation time steps, Reynolds numbers, and numerical schemes. These properties are not trivial, but dynamic LES suffers from such problems over decades. We address these questions by performing dynamic LES of periodic hill flow including separation at a high Reynolds number Re = 37 000. For the case considered, the main result of our studies is that it is possible to design LES that has the desired properties. It requires physical consistency: a PDF-realizable and stress-realizable LES model, which requires the inclusion of the turbulent kinetic energy in the LES calculation. LES models that do not honor such physical consistency can become unstable. We do not find support for the previous assumption that long-term correlations of negative dynamic model parameters are responsible for instability. Instead, we concluded that instability is caused by the stable spatial organization of significant unphysical states, which are represented by wall-type gradient streaks of the standard deviation of the dynamic model parameter. The applicability of our realizability stabilization to other dynamic models (including the dynamic Smagorinsky model) is discussed.
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System Design Description Salt Well Liquid Pumping Dynamic Simulation
International Nuclear Information System (INIS)
HARMSEN, R.W.
1999-01-01
The Salt Well Liquid (SWL) Pumping Dynamic Simulation used by the single-shell tank (SST) Interim Stabilization Project is described. A graphical dynamic simulation predicts SWL removal from 29 SSTs using an exponential function and unique time constant for each SST. Increasing quarterly efficiencies are applied to adjust the pumping rates during fiscal year 2000
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Molecular dynamics simulation of impact test
International Nuclear Information System (INIS)
Akahoshi, Y.; Schmauder, S.; Ludwig, M.
1998-01-01
This paper describes an impact test by molecular dynamics (MD) simulation to evaluate embrittlement of bcc Fe at different temperatures. A new impact test model is developed for MD simulation. The typical fracture behaviors show transition from brittle to ductile fracture, and a history of the impact loads also demonstrates its transition. We conclude that the impact test by MD could be feasible. (orig.)
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Molecular dynamics simulation of impact test
Energy Technology Data Exchange (ETDEWEB)
Akahoshi, Y. [Kyushu Inst. of Tech., Kitakyushu, Fukuoka (Japan); Schmauder, S.; Ludwig, M. [Stuttgart Univ. (Germany). Staatliche Materialpruefungsanstalt
1998-11-01
This paper describes an impact test by molecular dynamics (MD) simulation to evaluate embrittlement of bcc Fe at different temperatures. A new impact test model is developed for MD simulation. The typical fracture behaviors show transition from brittle to ductile fracture, and a history of the impact loads also demonstrates its transition. We conclude that the impact test by MD could be feasible. (orig.)
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Non-equilibrium dynamics in disordered materials: Ab initio molecular dynamics simulations
International Nuclear Information System (INIS)
Ohmura, Satoshi; Nagaya, Kiyonobu; Yao, Makoto; Shimojo, Fuyuki
2015-01-01
The dynamic properties of liquid B 2 O 3 under pressure and highly-charged bromophenol molecule are studied by using molecular dynamics (MD) simulations based on density functional theory (DFT). Diffusion properties of covalent liquids under high pressure are very interesting in the sense that they show unexpected pressure dependence. It is found from our simulation that the magnitude relation of diffusion coefficients for boron and oxygen in liquid B 2 O 3 shows the anomalous pressure dependence. The simulation clarified the microscopic origin of the anomalous diffusion properties. Our simulation also reveals the dissociation mechanism in the coulomb explosion of the highly-charged bromophenol molecule. When the charge state n is 6, hydrogen atom in the hydroxyl group dissociates at times shorter than 20 fs while all hydrogen atoms dissociate when n is 8. After the hydrogen dissociation, the carbon ring breaks at about 100 fs. There is also a difference on the mechanism of the ring breaking depending on charge states, in which the ring breaks with expanding (n = 6) or shrink (n = 8)
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Stability of molecular dynamics simulations of classical systems
DEFF Research Database (Denmark)
Toxværd, Søren
2012-01-01
The existence of a shadow Hamiltonian for discrete classical dynamics, obtained by an asymptotic expansion for a discrete symplectic algorithm, is employed to determine the limit of stability for molecular dynamics (MD) simulations with respect to the time-increment h of the discrete dynamics....... The investigation is based on the stability of the shadow energy, obtained by including the first term in the asymptotic expansion, and on the exact solution of discrete dynamics for a single harmonic mode. The exact solution of discrete dynamics for a harmonic potential with frequency ω gives a criterion...... for the limit of stability h ⩽ 2/ω. Simulations of the Lennard-Jones system and the viscous Kob-Andersen system show that one can use the limit of stability of the shadow energy or the stability criterion for a harmonic mode on the spectrum of instantaneous frequencies to determine the limit of stability of MD...
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Dynamic Simulation over Long Time Periods with 100% Solar Generation.
Energy Technology Data Exchange (ETDEWEB)
Concepcion, Ricky James [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Elliott, Ryan Thomas [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2015-12-01
This project aimed to identify the path forward for dynamic simulation tools to accommodate these needs by characterizing the properties of power systems (with high PV penetration), analyzing how these properties affect dynamic simulation software, and offering solutions for potential problems.
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Simulation language of DSNP: dynamic simulator for nuclear power-plants
International Nuclear Information System (INIS)
Saphier, D.
1978-09-01
The Dynamic Simulator for Nuclear Power-plants (DSNP) is a system of programs and data sets by which a nuclear power plant or part thereof can be simulated at different levels of sophistication. The acronym DSNP is used interchangeably for the DSNP language, for the DSNP precompiler, for the DSNP libraries, and for the DSNP document generator. The DSNP language is a set of simple block oriented statements, which together with the appropriate data, comprise a simulation of a nuclear power plant. The majority of the DSNP statements will result in the inclusion of a simulated physical module into the program. FORTRAN statements can be inserted with no restrictions among DSNP statements
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Dynamic simulation of the NET In-Vessel Handling Unit
International Nuclear Information System (INIS)
Reim, J.
1991-01-01
During the conceptual design phase of the Next European Torus (NET) a large remote maintenance transporter system, the In-Vessel Handling Unit (IVHU), is being developed. It consists of an articulated boom with four rotational joints, which is mounted on a carrier outside the vessel. This boom will be able to carry master-slave manipulators or special work units. The engineering design is supported by dynamic computations. Main topics of the dynamic simulation are the evaluation of IVHU performance, selection and optimisation of the actuator design and of the control algorithms. This simulation task requires full three-dimensional modelling regarding structural elasticity and non-linear actuator dynamics. The Multibody dynamics of the transporter system are modelled with a commerical analysis package. Elastic links and a precise dynamic actuator model are introduced by applied forces, spring elements and differential equations. The actuator model comprises electric motors, gears and linear control algorithms. Non-linear effects which have an influence on control stability and accuracy are taken into account. Most important effects are backlash and static friction. The simulations concentrate on test and optimisation of the control layout and performance studies for critical remote handling tasks. Simulations for control layout and critical remote maintenance tasks correspond to the design objectives of the transporter system. (orig.)
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Simulation Analysis of Helicopter Ground Resonance Nonlinear Dynamics
Zhu, Yan; Lu, Yu-hui; Ling, Ai-min
2017-07-01
In order to accurately predict the dynamic instability of helicopter ground resonance, a modeling and simulation method of helicopter ground resonance considering nonlinear dynamic characteristics of components (rotor lead-lag damper, landing gear wheel and absorber) is presented. The numerical integral method is used to calculate the transient responses of the body and rotor, simulating some disturbance. To obtain quantitative instabilities, Fast Fourier Transform (FFT) is conducted to estimate the modal frequencies, and the mobile rectangular window method is employed in the predictions of the modal damping in terms of the response time history. Simulation results show that ground resonance simulation test can exactly lead up the blade lead-lag regressing mode frequency, and the modal damping obtained according to attenuation curves are close to the test results. The simulation test results are in accordance with the actual accident situation, and prove the correctness of the simulation method. This analysis method used for ground resonance simulation test can give out the results according with real helicopter engineering tests.
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Directory of Open Access Journals (Sweden)
Lorenzo Marcucci
Full Text Available Muscular force generation in response to external stimuli is the result of thermally fluctuating, cyclical interactions between myosin and actin, which together form the actomyosin complex. Normally, these fluctuations are modelled using transition rate functions that are based on muscle fiber behaviour, in a phenomenological fashion. However, such a basis reduces the predictive power of these models. As an alternative, we propose a model which uses direct single molecule observations of actomyosin fluctuations reported in the literature. We precisely estimate the actomyosin potential bias and use diffusion theory to obtain a brownian ratchet model that reproduces the complete cross-bridge cycle. The model is validated by simulating several macroscopic experimental conditions, while its interpretation is compatible with two different force-generating scenarios.
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Dynamic Garment Simulation based on Hybrid Bounding Volume Hierarchy
Directory of Open Access Journals (Sweden)
Zhu Dongyong
2016-12-01
Full Text Available In order to solve the computing speed and efficiency problem of existing dynamic clothing simulation, this paper presents a dynamic garment simulation based on a hybrid bounding volume hierarchy. It firstly uses MCASG graph theory to do the primary segmentation for a given three-dimensional human body model. And then it applies K-means cluster to do the secondary segmentation to collect the human body’s upper arms, lower arms, upper legs, lower legs, trunk, hip and woman’s chest as the elementary units of dynamic clothing simulation. According to different shapes of these elementary units, it chooses the closest and most efficient hybrid bounding box to specify these units, such as cylinder bounding box and elliptic cylinder bounding box. During the process of constructing these bounding boxes, it uses the least squares method and slices of the human body to get the related parameters. This approach makes it possible to use the least amount of bounding boxes to create close collision detection regions for the appearance of the human body. A spring-mass model based on a triangular mesh of the clothing model is finally constructed for dynamic simulation. The simulation result shows the feasibility and superiority of the method described.
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Thermodynamic laws and equipartition theorem in relativistic Brownian motion.
Koide, T; Kodama, T
2011-06-01
We extend the stochastic energetics to a relativistic system. The thermodynamic laws and equipartition theorem are discussed for a relativistic Brownian particle and the first and the second law of thermodynamics in this formalism are derived. The relation between the relativistic equipartition relation and the rate of heat transfer is discussed in the relativistic case together with the nature of the noise term.
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Second order limit laws for occupation times of the fractional Brownian motion
Xu, Fangjun
2013-01-01
We prove second order limit laws for (additive) functionals of the $d$-dimensional fractional Brownian motion with Hurst index $H=\\frac{1}{d}$, using the method of moments, extending the Kallianpur-Robbins law.
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Dynamic computer simulations of electrophoresis: three decades of active research.
Thormann, Wolfgang; Caslavska, Jitka; Breadmore, Michael C; Mosher, Richard A
2009-06-01
Dynamic models for electrophoresis are based upon model equations derived from the transport concepts in solution together with user-inputted conditions. They are able to predict theoretically the movement of ions and are as such the most versatile tool to explore the fundamentals of electrokinetic separations. Since its inception three decades ago, the state of dynamic computer simulation software and its use has progressed significantly and Electrophoresis played a pivotal role in that endeavor as a large proportion of the fundamental and application papers were published in this periodical. Software is available that simulates all basic electrophoretic systems, including moving boundary electrophoresis, zone electrophoresis, ITP, IEF and EKC, and their combinations under almost exactly the same conditions used in the laboratory. This has been employed to show the detailed mechanisms of many of the fundamental phenomena that occur in electrophoretic separations. Dynamic electrophoretic simulations are relevant for separations on any scale and instrumental format, including free-fluid preparative, gel, capillary and chip electrophoresis. This review includes a historical overview, a survey of current simulators, simulation examples and a discussion of the applications and achievements of dynamic simulation.
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Modeling ramp compression experiments using large-scale molecular dynamics simulation.
Energy Technology Data Exchange (ETDEWEB)
Mattsson, Thomas Kjell Rene; Desjarlais, Michael Paul; Grest, Gary Stephen; Templeton, Jeremy Alan; Thompson, Aidan Patrick; Jones, Reese E.; Zimmerman, Jonathan A.; Baskes, Michael I. (University of California, San Diego); Winey, J. Michael (Washington State University); Gupta, Yogendra Mohan (Washington State University); Lane, J. Matthew D.; Ditmire, Todd (University of Texas at Austin); Quevedo, Hernan J. (University of Texas at Austin)
2011-10-01
Molecular dynamics simulation (MD) is an invaluable tool for studying problems sensitive to atomscale physics such as structural transitions, discontinuous interfaces, non-equilibrium dynamics, and elastic-plastic deformation. In order to apply this method to modeling of ramp-compression experiments, several challenges must be overcome: accuracy of interatomic potentials, length- and time-scales, and extraction of continuum quantities. We have completed a 3 year LDRD project with the goal of developing molecular dynamics simulation capabilities for modeling the response of materials to ramp compression. The techniques we have developed fall in to three categories (i) molecular dynamics methods (ii) interatomic potentials (iii) calculation of continuum variables. Highlights include the development of an accurate interatomic potential describing shock-melting of Beryllium, a scaling technique for modeling slow ramp compression experiments using fast ramp MD simulations, and a technique for extracting plastic strain from MD simulations. All of these methods have been implemented in Sandia's LAMMPS MD code, ensuring their widespread availability to dynamic materials research at Sandia and elsewhere.
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Generator dynamics in aeroelastic analysis and simulations
Energy Technology Data Exchange (ETDEWEB)
Larsen, T.J.; Hansen, M.H.; Iov, F.
2003-05-01
This report contains a description of a dynamic model for a doubly-fed induction generator implemented in the aeroelastic code HAWC. The model has physical input parameters (resistance, reactance etc.) and input variables (stator and rotor voltage and rotor speed). The model can be used to simulate the generator torque as well as the rotor and stator currents, active and reactive power. A perturbation method has been used to reduce the original generator model equations to a set of equations which can be solved with the same time steps as a typical aeroelastic code. The method is used to separate the fast transients of the model from the slow variations and deduce a reduced order expression for the slow part. Dynamic effects of the first order terms in the model as well as the influence on drive train eigenfrequencies and damping has been investigated. Load response during time simulation of wind turbine response have been compared to simulations with a linear static generator model originally implemented i HAWC. A 2 MW turbine has been modelled in the aeroelastic code HAWC. When using the new dynamic generator model there is an interesting coupling between the generator dynamics and a global turbine vibration mode at 4.5 Hz, which only occurs when a dynamic formulation of the generator equations is applied. This frequency can especially be seen in the electrical power of the generator and the rotational speed of the generator, but also as torque variations in the drive train. (au)
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Dynamics of dissolved polymer chains in isotropic turbulence
International Nuclear Information System (INIS)
Jin Shi; Collins, Lance R
2007-01-01
Polymers are remarkable molecules that have relaxation times that can span 15 orders of magnitude. The very longest of the relaxation times for high molecular weight polymers are sufficiently long to overlap with fluid mechanical times scales; under those circumstances, polymers can influence the flow. A well-known example that is still not fully understood is polymer drag reduction. It has been known since Toms (1949 Proc. 1st Int. Congress on Rheology 2 135-41) that parts per million (mass basis) concentrations of polymers can reduce the drag on a solid surface by as much as 80%. Understanding the mechanism of drag reduction requires an understanding of the dynamics of the dissolved polymer chain in response to local fluctuations in the turbulent flow field. We investigate this by using Brownian dynamics simulations of bead-spring models of polymers immersed in a turbulent solvent that is separately computed using direct numerical simulations. We observe that polymer chains with parameters that are effective for drag reduction generally remain stretched for long periods of time and only occasionally relax. The relatively restricted configuration space they sample makes it reasonable to represent their behavior with simpler dumbbell models. We also study the spatial structure of the polymer stresses using a Lagrangian strategy. The results explain the need for relatively high spatial resolution for numerical simulations of polymer flows
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Dynamic simulation of a steam generator by neural networks
International Nuclear Information System (INIS)
Masini, R.; Padovani, E.; Ricotti, M.E.; Zio, E.
1999-01-01
Numerical simulation by computers of the dynamic evolution of complex systems and components is a fundamental phase of any modern engineering design activity. This is of particular importance for risk-based design projects which require that the system behavior be analyzed under several and often extreme conditions. The traditional methods of simulation typically entail long, iterative, processes which lead to large simulation times, often exceeding the transients real time. Artificial neural networks (ANNs) may be exploited in this context, their advantages residing mainly in the speed of computation, in the capability of generalizing from few examples, in the robustness to noisy and partially incomplete data and in the capability of performing empirical input-output mapping without complete knowledge of the underlying physics. In this paper we present a novel approach to dynamic simulation by ANNs based on a superposition scheme in which a set of networks are individually trained, each one to respond to a different input forcing function. The dynamic simulation of a steam generator is considered as an example to show the potentialities of this tool and to point out the difficulties and crucial issues which typically arise when attempting to establish an efficient neural network simulator. The structure of the networks system is such to feedback, at each time step, a portion of the past evolution of the transient and this allows a good reproduction of also non-linear dynamic behaviors. A nice characteristic of the approach is that the modularization of the training reduces substantially its burden and gives this neural simulation tool a nice feature of transportability. (orig.)
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Configurational entropy and effective temperature in systems of active Brownian particles
Preisler, Zdeněk; Dijkstra, Marjolein
2016-01-01
We propose a method to determine the effective density of states and configurational entropy in systems of active Brownian particles by measuring the probability distribution function of potential energy at varying temperatures. Assuming that the entropy is a continuous and monotonically increasing
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Dynamic simulation of an electrorheological fluid
International Nuclear Information System (INIS)
Bonnecaze, R.T.; Brady, J.F.
1992-01-01
A molecular-dynamics-like method is presented for the simulation of a suspension of dielectric particles in a nonconductive solvent forming an electrorheological fluid. The method accurately accounts for both hydrodynamic and electrostatic interparticle interactions from dilute volume fractions to closest packing for simultaneous shear and electric fields. The hydrodynamic interactions and rheology are determined with the Stokesian dynamics methodology, while the electrostatic interactions, in particular, the conservative electrostatic interparticle forces, are determined from the electrostatic energy of the suspension. The energy of the suspension is computed from the induced particle dipoles by a method previously developed [R. T. Bonnecaze and J. F. Brady, Proc. R. Soc. London, Ser. A 430, 285 (1990)]. Using the simulation, the dynamics can be directly correlated to the observed macroscopic rheology of the suspension for a range of the so-called Mason number, Ma, the ratio of viscous to electrostatic forces. The simulation is specifically applied to a monolayer of spherical particles of areal fraction 0.4 with a particle-to-fluid dielectric constant ratio of 4 for Ma=10 -4 to ∞. The effective viscosity of the suspension increases as Ma -1 or with the square of the electric field for small Ma and has a plateau value at large Ma, as is observed experimentally. This rheological behavior can be interpreted as Bingham plastic-like with a dynamic yield stress. The first normal stress difference is negative, and its magnitude increases as Ma -1 at small Ma with a large Ma plateau value of zero. In addition to the time averages of the rheology, the time traces of the viscosities are presented along with selected ''snapshots'' of the suspension microstructure
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Dynamic bounds coupled with Monte Carlo simulations
Energy Technology Data Exchange (ETDEWEB)
Rajabalinejad, M., E-mail: M.Rajabalinejad@tudelft.n [Faculty of Civil Engineering, Delft University of Technology, Delft (Netherlands); Meester, L.E. [Delft Institute of Applied Mathematics, Delft University of Technology, Delft (Netherlands); Gelder, P.H.A.J.M. van; Vrijling, J.K. [Faculty of Civil Engineering, Delft University of Technology, Delft (Netherlands)
2011-02-15
For the reliability analysis of engineering structures a variety of methods is known, of which Monte Carlo (MC) simulation is widely considered to be among the most robust and most generally applicable. To reduce simulation cost of the MC method, variance reduction methods are applied. This paper describes a method to reduce the simulation cost even further, while retaining the accuracy of Monte Carlo, by taking into account widely present monotonicity. For models exhibiting monotonic (decreasing or increasing) behavior, dynamic bounds (DB) are defined, which in a coupled Monte Carlo simulation are updated dynamically, resulting in a failure probability estimate, as well as a strict (non-probabilistic) upper and lower bounds. Accurate results are obtained at a much lower cost than an equivalent ordinary Monte Carlo simulation. In a two-dimensional and a four-dimensional numerical example, the cost reduction factors are 130 and 9, respectively, where the relative error is smaller than 5%. At higher accuracy levels, this factor increases, though this effect is expected to be smaller with increasing dimension. To show the application of DB method to real world problems, it is applied to a complex finite element model of a flood wall in New Orleans.
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IMPROVING MEDICAL EDUCATION: SIMULATING CHANGES IN PATIENT ANATOMY USING DYNAMIC HAPTIC FEEDBACK
Yovanoff, Mary; Pepley, David; Mirkin, Katelin; Moore, Jason; Han, David; Miller, Scarlett
2016-01-01
Virtual simulation is an emerging field in medical education. Research suggests that simulation reduces complication rates and improves learning gains for medical residents. One benefit of simulators is their allowance for more realistic and dynamic patient anatomies. While potentially useful throughout medical education, few studies have explored the impact of dynamic haptic simulators on medical training. In light of this research void, this study was developed to examine how a Dynamic-Hapt...
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Brownian Motion of Boomerang Colloidal Particles
Wei, Qi-Huo; Konya, Andrew; Wang, Feng; Selinger, Jonathan V.; Sun, Kai; Chakrabarty, Ayan
2014-03-01
We present experimental and theoretical studies on the Brownian motion of boomerang colloidal particles confined between two glass plates. Our experimental observations show that the mean displacements are biased towards the center of hydrodynamic stress (CoH), and that the mean-square displacements exhibit a crossover from short-time faster to long-time slower diffusion with the short-time diffusion coefficients dependent on the points used for tracking. A model based on Langevin theory elucidates that these behaviors are ascribed to the superposition of two diffusive modes: the ellipsoidal motion of the CoH and the rotational motion of the tracking point with respect to the CoH.
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DYNSIR; A dynamic simulator for the chemical process
International Nuclear Information System (INIS)
Park, Hyun Soo; Yoo, Jae Hyung; Byeon, Kee Hoh; Park, Jeong Hwa; Park, Seong Won
1990-03-01
A program code for dynamic simulation of arbitrary chemical process, called DYNSIR, is developed. The code can simulate rather arbitrary arrangements of individual chemical processing units whose models are described by ordinary differential equations. The code structure to handle input/output, memory and data management, numerical interactive or predetermined changes in parameter values during the simulation. Individual model is easy to maintain since the modular approach is used. The integration routine is highly effective because of the development of algorithm for modular integration method using the cubic spline. DYNSIR's data structures are not the index but the pointer structure. This pointer structure allows the dynamic memory allocation for the memory management. The dynamic memory allocation methods is to minimize the amount of memories and to overcome the limitation of the number of variables to be used. Finally, it includes various functions, such as the input preprocessor, the effective error processing, and plotting and reporting routines. (author)
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Fast Dynamic Simulation-Based Small Signal Stability Assessment and Control
Energy Technology Data Exchange (ETDEWEB)
Acharya, Naresh [General Electric Company, Fairfield, CT (United States); Baone, Chaitanya [General Electric Company, Fairfield, CT (United States); Veda, Santosh [General Electric Company, Fairfield, CT (United States); Dai, Jing [General Electric Company, Fairfield, CT (United States); Chaudhuri, Nilanjan [General Electric Company, Fairfield, CT (United States); Leonardi, Bruno [General Electric Company, Fairfield, CT (United States); Sanches-Gasca, Juan [General Electric Company, Fairfield, CT (United States); Diao, Ruisheng [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Wu, Di [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Huang, Zhenyu [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Zhang, Yu [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Jin, Shuangshuang [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Zheng, Bin [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Chen, Yousu [Pacific Northwest National Lab. (PNNL), Richland, WA (United States)
2014-12-31
Power grid planning and operation decisions are made based on simulation of the dynamic behavior of the system. Enabling substantial energy savings while increasing the reliability of the aging North American power grid through improved utilization of existing transmission assets hinges on the adoption of wide-area measurement systems (WAMS) for power system stabilization. However, adoption of WAMS alone will not suffice if the power system is to reach its full entitlement in stability and reliability. It is necessary to enhance predictability with "faster than real-time" dynamic simulations that will enable the dynamic stability margins, proactive real-time control, and improve grid resiliency to fast time-scale phenomena such as cascading network failures. Present-day dynamic simulations are performed only during offline planning studies, considering only worst case conditions such as summer peak, winter peak days, etc. With widespread deployment of renewable generation, controllable loads, energy storage devices and plug-in hybrid electric vehicles expected in the near future and greater integration of cyber infrastructure (communications, computation and control), monitoring and controlling the dynamic performance of the grid in real-time would become increasingly important. The state-of-the-art dynamic simulation tools have limited computational speed and are not suitable for real-time applications, given the large set of contingency conditions to be evaluated. These tools are optimized for best performance of single-processor computers, but the simulation is still several times slower than real-time due to its computational complexity. With recent significant advances in numerical methods and computational hardware, the expectations have been rising towards more efficient and faster techniques to be implemented in power system simulators. This is a natural expectation, given that the core solution algorithms of most commercial simulators were developed
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Dynamic modeling and simulation of power transformer maintenance costs
Directory of Open Access Journals (Sweden)
Ristić Olga
2016-01-01
Full Text Available The paper presents the dynamic model of maintenance costs of the power transformer functional components. Reliability is modeled combining the exponential and Weibull's distribution. The simulation was performed with the aim of corrective maintenance and installation of the continuous monitoring system of the most critical components. Simulation Dynamic System (SDS method and VENSIM PLE software was used to simulate the cost. In this way, significant savings in maintenance costs will be achieved with a small initial investment. [Projekat Ministarstva nauke Republike Srbije, br. III 41025 i br. OI 171007
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Schmidt, Christian; Piel, Alexander
2015-10-01
The Brownian motion of a single particle in the plasma sheath is studied to separate the effect of stochastic heating by charge fluctuations from heating by collective effects. By measuring the particle velocities in the ballistic regime and by carefully determining the particle mass from the Epstein drag it is shown that for a pressure of 10 Pa, which is typical of many experiments, the proper kinetic temperature of the Brownian particle remains close to the gas temperature and rises only slightly with particle size. This weak effect is confirmed by a detailed model for charging and charge fluctuations in the sheath. A substantial temperature rise is found for decreasing pressure, which approximately shows the expected scaling with p-2. The system under study is an example for non-equilibrium Brownian motion under the influence of white noise without corresponding dissipation.
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Instantaneous and dynamical decoherence
Polonyi, Janos
2018-04-01
Two manifestations of decoherence, called instantaneous and dynamical, are investigated. The former reflects the suppression of the interference between the components of the current state while the latter reflects that within the initial state. These types of decoherence are computed in the case of the Brownian motion and the harmonic and anharmonic oscillators within the semiclassical approximation. A remarkable phenomenon, namely the opposite orientation of the time arrow of the dynamical variables compared to that of the quantum fluctuations generates a double exponential time dependence of the dynamical decoherence in the presence of a harmonic force. For the weakly anharmonic oscillator the dynamical decoherence is found to depend in a singular way on the amount of the anharmonicity.
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Directory of Open Access Journals (Sweden)
Le Novère Nicolas
2010-03-01
Full Text Available Abstract Background Most cellular signal transduction mechanisms depend on a few molecular partners whose roles depend on their position and movement in relation to the input signal. This movement can follow various rules and take place in different compartments. Additionally, the molecules can form transient complexes. Complexation and signal transduction depend on the specific states partners and complexes adopt. Several spatial simulator have been developed to date, but none are able to model reaction-diffusion of realistic multi-state transient complexes. Results Meredys allows for the simulation of multi-component, multi-feature state molecular species in two and three dimensions. Several compartments can be defined with different diffusion and boundary properties. The software employs a Brownian dynamics engine to simulate reaction-diffusion systems at the reactive particle level, based on compartment properties, complex structure, and hydro-dynamic radii. Zeroth-, first-, and second order reactions are supported. The molecular complexes have realistic geometries. Reactive species can contain user-defined feature states which can modify reaction rates and outcome. Models are defined in a versatile NeuroML input file. The simulation volume can be split in subvolumes to speed up run-time. Conclusions Meredys provides a powerful and versatile way to run accurate simulations of molecular and sub-cellular systems, that complement existing multi-agent simulation systems. Meredys is a Free Software and the source code is available at http://meredys.sourceforge.net/.
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DEFF Research Database (Denmark)
Maragakis, Paul; Lindorff-Larsen, Kresten; Eastwood, Michael P
2008-01-01
. Molecular dynamics (MD) simulation provides a complementary approach to the study of protein dynamics on similar time scales. Comparisons between NMR spectroscopy and MD simulations can be used to interpret experimental results and to improve the quality of simulation-related force fields and integration......A molecular-level understanding of the function of a protein requires knowledge of both its structural and dynamic properties. NMR spectroscopy allows the measurement of generalized order parameters that provide an atomistic description of picosecond and nanosecond fluctuations in protein structure...... methods. However, apparent systematic discrepancies between order parameters extracted from simulations and experiments are common, particularly for elements of noncanonical secondary structure. In this paper, results from a 1.2 micros explicit solvent MD simulation of the protein ubiquitin are compared...
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van Megen, W; Martinez, V A; Bryant, G
2009-12-18
The current correlation function is determined from dynamic light scattering measurements of a suspension of particles with hard spherelike interactions. For suspensions in thermodynamic equilibrium we find scaling of the space and time variables of the current correlation function. This finding supports the notion that the movement of suspended particles can be described in terms of uncorrelated Brownian encounters. However, in the metastable fluid, at volume fractions above freezing, this scaling fails.
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Directory of Open Access Journals (Sweden)
Elena ePapaleo
2015-05-01
Full Text Available In the last years, we have been observing remarkable improvements in the field of protein dynamics. Indeed, we can now study protein dynamics in atomistic details over several timescales with a rich portfolio of experimental and computational techniques. On one side, this provides us with the possibility to validate simulation methods and physical models against a broad range of experimental observables. On the other side, it also allows a complementary and comprehensive view on protein structure and dynamics. What is needed now is a better understanding of the link between the dynamic properties that we observe and the functional properties of these important cellular machines. To make progresses in this direction, we need to improve the physical models used to describe proteins and solvent in molecular dynamics, as well as to strengthen the integration of experiments and simulations to overcome their own limitations. Moreover, now that we have the means to study protein dynamics in great details, we need new tools to understand the information embedded in the protein ensembles and in their dynamic signature. With this aim in mind, we should enrich the current tools for analysis of biomolecular simulations with attention to the effects that can be propagated over long distances and are often associated to important biological functions. In this context, approaches inspired by network analysis can make an important contribution to the analysis of molecular dynamics simulations.
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Dynamic Biological Functioning Important for Simulating and Stabilizing Ocean Biogeochemistry
Buchanan, P. J.; Matear, R. J.; Chase, Z.; Phipps, S. J.; Bindoff, N. L.
2018-04-01
The biogeochemistry of the ocean exerts a strong influence on the climate by modulating atmospheric greenhouse gases. In turn, ocean biogeochemistry depends on numerous physical and biological processes that change over space and time. Accurately simulating these processes is fundamental for accurately simulating the ocean's role within the climate. However, our simulation of these processes is often simplistic, despite a growing understanding of underlying biological dynamics. Here we explore how new parameterizations of biological processes affect simulated biogeochemical properties in a global ocean model. We combine 6 different physical realizations with 6 different biogeochemical parameterizations (36 unique ocean states). The biogeochemical parameterizations, all previously published, aim to more accurately represent the response of ocean biology to changing physical conditions. We make three major findings. First, oxygen, carbon, alkalinity, and phosphate fields are more sensitive to changes in the ocean's physical state. Only nitrate is more sensitive to changes in biological processes, and we suggest that assessment protocols for ocean biogeochemical models formally include the marine nitrogen cycle to assess their performance. Second, we show that dynamic variations in the production, remineralization, and stoichiometry of organic matter in response to changing environmental conditions benefit the simulation of ocean biogeochemistry. Third, dynamic biological functioning reduces the sensitivity of biogeochemical properties to physical change. Carbon and nitrogen inventories were 50% and 20% less sensitive to physical changes, respectively, in simulations that incorporated dynamic biological functioning. These results highlight the importance of a dynamic biology for ocean properties and climate.
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Quantum work fluctuation theorem: Nonergodic Brownian motion case
International Nuclear Information System (INIS)
Bai, Zhan-Wu
2014-01-01
The work fluctuations of a quantum Brownian particle driven by an external force in a general nonergodic heat bath are studied under a general initial state. The exact analytical expression of the work probability distribution function is derived. Results show the existence of a quantum asymptotic fluctuation theorem, which is in general not a direct generalization of its classical counterpart. The form of this theorem is dependent on the structure of the heat bath and the specified initial condition.
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A Grid-Based Cyber Infrastructure for High Performance Chemical Dynamics Simulations
Directory of Open Access Journals (Sweden)
Khadka Prashant
2008-10-01
Full Text Available Chemical dynamics simulation is an effective means to study atomic level motions of molecules, collections of molecules, liquids, surfaces, interfaces of materials, and chemical reactions. To make chemical dynamics simulations globally accessible to a broad range of users, recently a cyber infrastructure was developed that provides an online portal to VENUS, a popular chemical dynamics simulation program package, to allow people to submit simulation jobs that will be executed on the web server machine. In this paper, we report new developments of the cyber infrastructure for the improvement of its quality of service by dispatching the submitted simulations jobs from the web server machine onto a cluster of workstations for execution, and by adding an animation tool, which is optimized for animating the simulation results. The separation of the server machine from the simulation-running machine improves the service quality by increasing the capacity to serve more requests simultaneously with even reduced web response time, and allows the execution of large scale, time-consuming simulation jobs on the powerful workstation cluster. With the addition of an animation tool, the cyber infrastructure automatically converts, upon the selection of the user, some simulation results into an animation file that can be viewed on usual web browsers without requiring installation of any special software on the user computer. Since animation is essential for understanding the results of chemical dynamics simulations, this animation capacity provides a better way for understanding simulation details of the chemical dynamics. By combining computing resources at locations under different administrative controls, this cyber infrastructure constitutes a grid environment providing physically and administratively distributed functionalities through a single easy-to-use online portal
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Validating clustering of molecular dynamics simulations using polymer models
Directory of Open Access Journals (Sweden)
Phillips Joshua L
2011-11-01
Full Text Available Abstract Background Molecular dynamics (MD simulation is a powerful technique for sampling the meta-stable and transitional conformations of proteins and other biomolecules. Computational data clustering has emerged as a useful, automated technique for extracting conformational states from MD simulation data. Despite extensive application, relatively little work has been done to determine if the clustering algorithms are actually extracting useful information. A primary goal of this paper therefore is to provide such an understanding through a detailed analysis of data clustering applied to a series of increasingly complex biopolymer models. Results We develop a novel series of models using basic polymer theory that have intuitive, clearly-defined dynamics and exhibit the essential properties that we are seeking to identify in MD simulations of real biomolecules. We then apply spectral clustering, an algorithm particularly well-suited for clustering polymer structures, to our models and MD simulations of several intrinsically disordered proteins. Clustering results for the polymer models provide clear evidence that the meta-stable and transitional conformations are detected by the algorithm. The results for the polymer models also help guide the analysis of the disordered protein simulations by comparing and contrasting the statistical properties of the extracted clusters. Conclusions We have developed a framework for validating the performance and utility of clustering algorithms for studying molecular biopolymer simulations that utilizes several analytic and dynamic polymer models which exhibit well-behaved dynamics including: meta-stable states, transition states, helical structures, and stochastic dynamics. We show that spectral clustering is robust to anomalies introduced by structural alignment and that different structural classes of intrinsically disordered proteins can be reliably discriminated from the clustering results. To our
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Liquid-vapor coexistence by molecular dynamics simulation
International Nuclear Information System (INIS)
Baranyai, Andras; Cummings, Peter T.
2000-01-01
We present a simple and consistent molecular dynamics algorithm for determining the equilibrium properties of a bulk liquid and its coexisting vapor phase. The simulation follows the dynamics of the two systems simultaneously while maintaining the volume and the number of particles of the composite system fixed. The thermostat can constrain either the total energy or the temperature at a desired value. Division of the extensive properties between the two phases is governed by the difference of the corresponding intensive state variables. Particle numbers are continuous variables and vary only in virtual sense, i.e., the real sizes of the two systems are the same and do not change during the course of the simulation. Calculation of the chemical potential is separate from the dynamics; thus, one can replace the particle exchange step with other method if it improves the efficiency of the code. (c) 2000 American Institute of Physics
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Kinetics from Replica Exchange Molecular Dynamics Simulations.
Stelzl, Lukas S; Hummer, Gerhard
2017-08-08
Transitions between metastable states govern many fundamental processes in physics, chemistry and biology, from nucleation events in phase transitions to the folding of proteins. The free energy surfaces underlying these processes can be obtained from simulations using enhanced sampling methods. However, their altered dynamics makes kinetic and mechanistic information difficult or impossible to extract. Here, we show that, with replica exchange molecular dynamics (REMD), one can not only sample equilibrium properties but also extract kinetic information. For systems that strictly obey first-order kinetics, the procedure to extract rates is rigorous. For actual molecular systems whose long-time dynamics are captured by kinetic rate models, accurate rate coefficients can be determined from the statistics of the transitions between the metastable states at each replica temperature. We demonstrate the practical applicability of the procedure by constructing master equation (Markov state) models of peptide and RNA folding from REMD simulations.
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Xiao-Li Ding; Juan J. Nieto
2018-01-01
In this paper, we investigate analytical solutions of multi-time scale fractional stochastic differential equations driven by fractional Brownian motions. We firstly decompose homogeneous multi-time scale fractional stochastic differential equations driven by fractional Brownian motions into independent differential subequations, and give their analytical solutions. Then, we use the variation of constant parameters to obtain the solutions of nonhomogeneous multi-time scale fractional stochast...
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Cyclotron beam dynamic simulations in MATLAB
International Nuclear Information System (INIS)
Karamysheva, G.A.; Karamyshev, O.V.; Lepkina, O.E.
2008-01-01
MATLAB is useful for beam dynamic simulations in cyclotrons. Programming in an easy-to-use environment permits creation of models in a short space of time. Advanced graphical tools of MATLAB give good visualization features to created models. The beam dynamic modeling results with an example of two different cyclotron designs are presented. Programming with MATLAB opens wide possibilities of the development of the complex program, able to perform complete block of calculations for the design of the accelerators
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Investigation of the Dynamic Contact Angle Using a Direct Numerical Simulation Method.
Zhu, Guangpu; Yao, Jun; Zhang, Lei; Sun, Hai; Li, Aifen; Shams, Bilal
2016-11-15
A large amount of residual oil, which exists as isolated oil slugs, remains trapped in reservoirs after water flooding. Numerous numerical studies are performed to investigate the fundamental flow mechanism of oil slugs to improve flooding efficiency. Dynamic contact angle models are usually introduced to simulate an accurate contact angle and meniscus displacement of oil slugs under a high capillary number. Nevertheless, in the oil slug flow simulation process, it is unnecessary to introduce the dynamic contact angle model because of a negligible change in the meniscus displacement after using the dynamic contact angle model when the capillary number is small. Therefore, a critical capillary number should be introduced to judge whether the dynamic contact model should be incorporated into simulations. In this study, a direct numerical simulation method is employed to simulate the oil slug flow in a capillary tube at the pore scale. The position of the interface between water and the oil slug is determined using the phase-field method. The capacity and accuracy of the model are validated using a classical benchmark: a dynamic capillary filling process. Then, different dynamic contact angle models and the factors that affect the dynamic contact angle are analyzed. The meniscus displacements of oil slugs with a dynamic contact angle and a static contact angle (SCA) are obtained during simulations, and the relative error between them is calculated automatically. The relative error limit has been defined to be 5%, beyond which the dynamic contact angle model needs to be incorporated into the simulation to approach the realistic displacement. Thus, the desired critical capillary number can be determined. A three-dimensional universal chart of critical capillary number, which functions as static contact angle and viscosity ratio, is given to provide a guideline for oil slug simulation. Also, a fitting formula is presented for ease of use.
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Monte Carlo simulated dynamical magnetization of single-chain magnets
Energy Technology Data Exchange (ETDEWEB)
Li, Jun; Liu, Bang-Gui, E-mail: bgliu@iphy.ac.cn
2015-03-15
Here, a dynamical Monte-Carlo (DMC) method is used to study temperature-dependent dynamical magnetization of famous Mn{sub 2}Ni system as typical example of single-chain magnets with strong magnetic anisotropy. Simulated magnetization curves are in good agreement with experimental results under typical temperatures and sweeping rates, and simulated coercive fields as functions of temperature are also consistent with experimental curves. Further analysis indicates that the magnetization reversal is determined by both thermal-activated effects and quantum spin tunnelings. These can help explore basic properties and applications of such important magnetic systems. - Highlights: • Monte Carlo simulated magnetization curves are in good agreement with experimental results. • Simulated coercive fields as functions of temperature are consistent with experimental results. • The magnetization reversal is understood in terms of the Monte Carlo simulations.
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Darlington tritium removal facility and station upgrading plant dynamic process simulation
International Nuclear Information System (INIS)
Busigin, A.; Williams, G. I. D.; Wong, T. C. W.; Kulczynski, D.; Reid, A.
2008-01-01
Ontario Power Generation Nuclear (OPGN) has a 4 x 880 MWe CANDU nuclear station at its Darlington Nuclear Div. located in Bowmanville. The station has been operating a Tritium Removal Facility (TRF) and a D 2 O station Upgrading Plant (SUP) since 1989. Both facilities were designed with a Distributed Control System (DCS) and programmable logic controllers (PLC) for process control. This control system was replaced with a DCS only, in 1998. A dynamic plant simulator was developed for the Darlington TRF (DTRF) and the SUP, as part of the computer control system replacement. The simulator was used to test the new software, required to eliminate the PLCs. The simulator is now used for operator training and testing of process control software changes prior to field installation. Dynamic simulation will be essential for the ITER isotope separation system, where the process is more dynamic than the relatively steady-state DTRF process. This paper describes the development and application of the DTRF and SUP dynamic simulator, its benefits, architecture, and the operational experience with the simulator. (authors)
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Implementation of Parallel Dynamic Simulation on Shared-Memory vs. Distributed-Memory Environments
Energy Technology Data Exchange (ETDEWEB)
Jin, Shuangshuang; Chen, Yousu; Wu, Di; Diao, Ruisheng; Huang, Zhenyu
2015-12-09
Power system dynamic simulation computes the system response to a sequence of large disturbance, such as sudden changes in generation or load, or a network short circuit followed by protective branch switching operation. It consists of a large set of differential and algebraic equations, which is computational intensive and challenging to solve using single-processor based dynamic simulation solution. High-performance computing (HPC) based parallel computing is a very promising technology to speed up the computation and facilitate the simulation process. This paper presents two different parallel implementations of power grid dynamic simulation using Open Multi-processing (OpenMP) on shared-memory platform, and Message Passing Interface (MPI) on distributed-memory clusters, respectively. The difference of the parallel simulation algorithms and architectures of the two HPC technologies are illustrated, and their performances for running parallel dynamic simulation are compared and demonstrated.
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Environmental context explains Lévy and Brownian movement patterns of marine predators.
Humphries, Nicolas E; Queiroz, Nuno; Dyer, Jennifer R M; Pade, Nicolas G; Musyl, Michael K; Schaefer, Kurt M; Fuller, Daniel W; Brunnschweiler, Juerg M; Doyle, Thomas K; Houghton, Jonathan D R; Hays, Graeme C; Jones, Catherine S; Noble, Leslie R; Wearmouth, Victoria J; Southall, Emily J; Sims, David W
2010-06-24
An optimal search theory, the so-called Lévy-flight foraging hypothesis, predicts that predators should adopt search strategies known as Lévy flights where prey is sparse and distributed unpredictably, but that Brownian movement is sufficiently efficient for locating abundant prey. Empirical studies have generated controversy because the accuracy of statistical methods that have been used to identify Lévy behaviour has recently been questioned. Consequently, whether foragers exhibit Lévy flights in the wild remains unclear. Crucially, moreover, it has not been tested whether observed movement patterns across natural landscapes having different expected resource distributions conform to the theory's central predictions. Here we use maximum-likelihood methods to test for Lévy patterns in relation to environmental gradients in the largest animal movement data set assembled for this purpose. Strong support was found for Lévy search patterns across 14 species of open-ocean predatory fish (sharks, tuna, billfish and ocean sunfish), with some individuals switching between Lévy and Brownian movement as they traversed different habitat types. We tested the spatial occurrence of these two principal patterns and found Lévy behaviour to be associated with less productive waters (sparser prey) and Brownian movements to be associated with productive shelf or convergence-front habitats (abundant prey). These results are consistent with the Lévy-flight foraging hypothesis, supporting the contention that organism search strategies naturally evolved in such a way that they exploit optimal Lévy patterns.
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International Nuclear Information System (INIS)
Onodera, T; Tsuboi, H; Hatakeyama, N; Endou, A; Miyamoto, A; Miura, R; Takaba, H; Suzuki, A; Kubo, M
2010-01-01
Tribology at the atomistic and molecular levels has been theoretically studied by a classical molecular dynamics (MD) method. However, this method inherently cannot simulate the tribochemical reaction dynamics because it does not consider the electrons in nature. Although the first-principles based MD method has recently been used for understanding the chemical reaction dynamics of several molecules in the tribology field, the method cannot simulate the tribochemical reaction dynamics of a large complex system including solid surfaces and interfaces due to its huge computation costs. On the other hand, we have developed a quantum chemical MD tribochemical simulator on the basis of a hybrid tight-binding quantum chemical/classical MD method. In the simulator, the central part of the chemical reaction dynamics is calculated by the tight-binding quantum chemical MD method, and the remaining part is calculated by the classical MD method. Therefore, the developed tribochemical simulator realizes the study on tribochemical reaction dynamics of a large complex system, which cannot be treated by using the conventional classical MD or the first-principles MD methods. In this paper, we review our developed quantum chemical MD tribochemical simulator and its application to the tribochemical reaction dynamics of a few lubricant additives
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Dynamic modeling, simulation and control of energy generation
Vepa, Ranjan
2013-01-01
This book addresses the core issues involved in the dynamic modeling, simulation and control of a selection of energy systems such as gas turbines, wind turbines, fuel cells and batteries. The principles of modeling and control could be applied to other non-convention methods of energy generation such as solar energy and wave energy.A central feature of Dynamic Modeling, Simulation and Control of Energy Generation is that it brings together diverse topics in thermodynamics, fluid mechanics, heat transfer, electro-chemistry, electrical networks and electrical machines and focuses on their appli
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Monte Carlo-molecular dynamics simulations for two-dimensional magnets
International Nuclear Information System (INIS)
Kawabata, C.; takeuchi, M.; Bishop, A.R.
1985-01-01
A combined Monte Carlo-molecular dynamics simulation technique is used to study the dynamic structure factor on a square lattice for isotropic Heisenberg and planar classical ferromagnetic spin Hamiltonians
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Dynamic simulation for effective workforce management in new product development
Directory of Open Access Journals (Sweden)
M. Mutingi
2012-10-01
Full Text Available Effective planning and management of workforce for new product development (NPD projects is a great challenge to many organisations, especially in the presence of engineering changes during the product development process. The management objective in effective workforce management is to recruit, develop and deploy the right people at the right place at the right time so as to fulfill organizational objectives. In this paper, we propose a dynamic simulation model to address the workforce management problem in a typical NPD project consisting of design, prototyping, and production phases. We assume that workforce demand is a function of project work remaining and the current available skill pool. System dynamics simulation concepts are used to capture the causality relationships and feedback loops in the workforce system from a systems thinking. The evaluation of system dynamics simulation reveals the dynamic behaviour in NPD workforce management systems and shows how adaptive dynamic recruitment and training decisions can effectively balance the workforce system during the NPD process.
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Visualizing Structure and Dynamics of Disaccharide Simulations
Energy Technology Data Exchange (ETDEWEB)
Matthews, J. F.; Beckham, G. T.; Himmel, M. E.; Crowley, M. F.
2012-01-01
We examine the effect of several solvent models on the conformational properties and dynamics of disaccharides such as cellobiose and lactose. Significant variation in timescale for large scale conformational transformations are observed. Molecular dynamics simulation provides enough detail to enable insight through visualization of multidimensional data sets. We present a new way to visualize conformational space for disaccharides with Ramachandran plots.
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Aging and rejuvenation of active matter under topological constraints
Janssen, L.M.C.; Kaiser, A.; Löwen, H.W.
2017-01-01
The coupling of active, self-motile particles to topological constraints can give rise to novel non-equilibrium dynamical patterns that lack any passive counterpart. Here we study the behavior of self-propelled rods confined to a compact spherical manifold by means of Brownian dynamics simulations.
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Extending Virtual Reality simulation of ITER maintenance operations with dynamic effects
International Nuclear Information System (INIS)
Heemskerk, C.J.M.; Baar, M.R. de; Boessenkool, H.; Graafland, B.; Haye, M.J.; Koning, J.F.; Vahedi, M.; Visser, M.
2011-01-01
Virtual Reality (VR) simulation can be used to study, improve and verify ITER maintenance operations during preparation. VR can also improve the situational awareness of human operators during actual Remote Handling (RH) operations. Until now, VR systems use geometric models of the environment and the objects being handled and kinematic models of the manipulation systems. The addition of dynamic effects into the VR simulation was investigated. Important dynamic effects are forces due to contact transitions and the bending of beams under heavy loads. A novel dynamics simulation module was developed and introduced as an add-on to the VR4Robots VR software. Tests were performed under simplified test conditions and in the context of realistic ITER maintenance tasks on a benchmark product and on the ECRH Upper Port Launcher Plug (UPL). The introduction of dynamic effects into VR simulations was found to add realism and provide new insights in procedure development. The quality of the haptic feedback depends strongly on the haptic device used to 'display' haptic feedback to the operator. Dynamic effect simulation can also form the basis for real-time guidance support to operators during the execution of maintenance tasks (augmented reality).
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Zelan, M; Hagman, H; Labaigt, G; Jonsell, S; Dion, C M
2011-02-01
The rectification of noise into directed movement or useful energy is utilized by many different systems. The peculiar nature of the energy source and conceptual differences between such Brownian motor systems makes a characterization of the performance far from straightforward. In this work, where the Brownian motor consists of atoms interacting with dissipative optical lattices, we adopt existing theory and present experimental measurements for both the efficiency and the transport coherence. We achieve up to 0.3% for the efficiency and 0.01 for the Péclet number.
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Kawasaki, Takeshi; Tanaka, Hajime
2010-06-16
The physical understanding of glass transition remains a major challenge of physics and materials science. Among various glass-forming liquids, a colloidal liquid interacting with hard-core repulsion is now regarded as one of the most ideal model systems. Here we study the structure and dynamics of three-dimensional polydisperse colloidal liquids by Brownian dynamics simulations. We reveal that medium-range crystalline bond orientational order of the hexagonal close packed structure grows in size and lifetime with increasing packing fraction. We show that dynamic heterogeneity may be a direct consequence of this transient structural ordering, which suggests its origin is thermodynamic rather than kinetic. We also reveal that nucleation of crystals preferentially occurs in regions of high medium-range order, reflecting the low crystal-liquid interfacial energy there. These findings may shed new light not only on the fundamental nature of the glass transition, but also the mechanism of crystal nucleation.
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Stereochemical errors and their implications for molecular dynamics simulations
Directory of Open Access Journals (Sweden)
Freddolino Peter L
2011-05-01
Full Text Available Abstract Background Biological molecules are often asymmetric with respect to stereochemistry, and correct stereochemistry is essential to their function. Molecular dynamics simulations of biomolecules have increasingly become an integral part of biophysical research. However, stereochemical errors in biomolecular structures can have a dramatic impact on the results of simulations. Results Here we illustrate the effects that chirality and peptide bond configuration flips may have on the secondary structure of proteins throughout a simulation. We also analyze the most common sources of stereochemical errors in biomolecular structures and present software tools to identify, correct, and prevent stereochemical errors in molecular dynamics simulations of biomolecules. Conclusions Use of the tools presented here should become a standard step in the preparation of biomolecular simulations and in the generation of predicted structural models for proteins and nucleic acids.
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Development of research reactor simulator and its application to dynamic test-bed
International Nuclear Information System (INIS)
Kwon, Kee-Choon; Baang, Dane; Park, Jae-Chang; Lee, Seung-Wook; Bae, Sung Won
2014-01-01
We developed a real-time simulator for 'High-flux Advanced Neutron Application ReactOr (HANARO), and the Jordan Research and Training Reactor (JRTR). The main purpose of this simulator is operator training, but we modified this simulator into a dynamic test-bed (DTB) to test the functions and dynamic control performance of reactor regulating system (RRS) in HANARO or JRTR before installation. The simulator hardware consists of a host computer, 6 operator stations, a network switch, and a large display panel. The software includes a mathematical model that implements plant dynamics in real-time, an instructor station module that manages user instructions, and a human machine interface module. The developed research reactor simulators are installed in the Korea Atomic Energy Research Institute nuclear training center for reactor operator training. To use the simulator as a dynamic test-bed, the reactor regulating system modeling software of the simulator was replaced by actual RRS cabinet, and was interfaced using a hard-wired and network-based interface. RRS cabinet generates control signals for reactor power control based on the various feedback signals from DTB, and the DTB runs plant dynamics based on the RRS control signals. Thus the Hardware-In-the-Loop Simulation between RRS and the emulated plant (DTB) has been implemented and tested in this configuration. The test result shows that the developed DTB and actual RRS cabinet works together simultaneously resulting in quite good dynamic control performances. (author)
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The relativistic Brownian motion: Interdisciplinary applications
International Nuclear Information System (INIS)
Aragones-Munoz, A; Sandoval-Villalbazo, A
2010-01-01
Relativistic Brownian motion theory will be applied to the study of analogies between physical and economic systems, emphasizing limiting cases in which Gaussian distributions are no longer valid. The characteristic temperatures of the particles will be associated with the concept of variance, and this will allow us to choose whether the pertinent distribution is classical or relativistic, while working specific situations. The properties of particles can be interpreted as economic variables, in order to study the behavior of markets in terms of Levy financial processes, since markets behave as stochastic systems. As far as we know, the application of the Juettner distribution to the study of economic systems is a new idea.
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A Dynamic Defense Modeling and Simulation Methodology using Semantic Web Services
Directory of Open Access Journals (Sweden)
Kangsun Lee
2010-04-01
Full Text Available Defense Modeling and Simulations require interoperable and autonomous federates in order to fully simulate complex behavior of war-fighters and to dynamically adapt themselves to various war-game events, commands and controls. In this paper, we propose a semantic web service based methodology to develop war-game simulations. Our methodology encapsulates war-game logic into a set of web services with additional semantic information in WSDL (Web Service Description Language and OWL (Web Ontology Language. By utilizing dynamic discovery and binding power of semantic web services, we are able to dynamically reconfigure federates according to various simulation events. An ASuW (Anti-Surface Warfare simulator is constructed to demonstrate the methodology and successfully shows that the level of interoperability and autonomy can be greatly improved.