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Sample records for brownian dynamics model

  1. Brownian dynamics simulation for modeling ion permeation across bionanotubes.

    Science.gov (United States)

    Krishnamurthy, Vikram; Chung, Shin-Ho

    2005-03-01

    The principles underlying Brownian dynamics (BD), its statistical consistency, and algorithms for practical implementation are outlined here. The ability to compute current flow across ion channels confers a distinct advantage to BD simulations compared to other simulation techniques. Thus, two obvious applications of BD ion channels are in calculation of the current-voltage and current-concentration curves, which can be directly compared to the physiological measurements to assess the reliability of the model and predictive power of the method. We illustrate how BD simulations are used to unravel the permeation dynamics in two biological ion channels-the KcsA K+ channel and CIC Cl- channel. PMID:15816176

  2. Generalized uncertainty relations and entanglement dynamics in quantum Brownian motion models

    CERN Document Server

    Anastopoulos, C; Mylonas, D

    2010-01-01

    We study entanglement dynamics in quantum Brownian motion (QBM) models. Our main tool is the Wigner function propagator. Time evolution in the Wigner picture is physically intuitive and it leads to a simple derivation of a master equation for any number of system harmonic oscillators and spectral density of the environment. It also provides generalized uncertainty relations, valid for any initial state that allow a characterization of the environment in terms of the modifications it causes to the system's dynamics. In particular, the uncertainty relations are very informative about the entanglement dynamics of Gaussian states, and to a lesser extent for other families of states. For concreteness, we apply these techniques to a bipartite QBM model, describing the processes of entanglement creation, disentanglement and decoherence at all temperatures and timescales.

  3. From Molecular Dynamics to Brownian Dynamics

    CERN Document Server

    Erban, Radek

    2014-01-01

    Three coarse-grained molecular dynamics (MD) models are investigated with the aim of developing and analyzing multiscale methods which use MD simulations in parts of the computational domain and (less detailed) Brownian dynamics (BD) simulations in the remainder of the domain. The first MD model is formulated in one spatial dimension. It is based on elastic collisions of heavy molecules (e.g. proteins) with light point particles (e.g. water molecules). Two three-dimensional MD models are then investigated. The obtained results are applied to a simplified model of protein binding to receptors on the cellular membrane. It is shown that modern BD simulators of intracellular processes can be used in the bulk and accurately coupled with a (more detailed) MD model of protein binding which is used close to the membrane.

  4. Oscillatory shear response of dilute ferrofluids: predictions from rotational Brownian dynamics simulations and ferrohydrodynamics modeling.

    Science.gov (United States)

    Soto-Aquino, D; Rosso, D; Rinaldi, C

    2011-11-01

    Ferrofluids are colloidal suspensions of magnetic nanoparticles that exhibit normal liquid behavior in the absence of magnetic fields but respond to imposed magnetic fields by changing their viscosity without loss of fluidity. The response of ferrofluids to constant shear and magnetic fields has received a lot of attention, but the response of ferrofluids to oscillatory shear remains largely unexplored. In the present work we used rotational Brownian dynamics to study the dynamic properties of ferrofluids with thermally blocked nanoparticles under oscillatory shear and constant magnetic fields. Comparisons between simulations and modeling using the ferrohydrodynamics equations were also made. Simulation results show that, for small rotational Péclet number, the in-phase and out-of-phase components of the complex viscosity depend on the magnitude of the magnetic field and frequency of the shear, following a Maxwell-like model with field-dependent viscosity and characteristic time equal to the field-dependent transverse magnetic relaxation time of the nanoparticles. Comparison between simulations and the numerical solution of the ferrohydrodynamic equations shows that the oscillatory rotational magnetoviscosity for an oscillating shear field obtained using the kinetic magnetization relaxation equation quantitatively agrees with simulations for a wide range of Péclet number and Langevin parameter but has quantitative deviations from the simulations at high values of the Langevin parameter. These predictions indicate an apparent elastic character to the rheology of these suspensions, even though we are considering the infinitely dilute limit in which there are negligible particle-particle interactions and, as such, chains do not form. Additionally, an asymptotic analytical solution of the ferrohydrodynamics equations, valid for Peferrofluids under conditions of small shear rates. At higher shear rates the Cox-Merz rule ceases to apply. PMID:22181497

  5. Rotational Brownian Dynamics simulations of clathrin cage formation

    Energy Technology Data Exchange (ETDEWEB)

    Ilie, Ioana M.; Briels, Wim J. [Computational BioPhysics, Faculty of Science and Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); MESA+ Institute for Nanotechnology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); Otter, Wouter K. den, E-mail: w.k.denotter@utwente.nl [Computational BioPhysics, Faculty of Science and Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); MESA+ Institute for Nanotechnology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); Multi Scale Mechanics, Faculty of Engineering Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands)

    2014-08-14

    The self-assembly of nearly rigid proteins into ordered aggregates is well suited for modeling by the patchy particle approach. Patchy particles are traditionally simulated using Monte Carlo methods, to study the phase diagram, while Brownian Dynamics simulations would reveal insights into the assembly dynamics. However, Brownian Dynamics of rotating anisotropic particles gives rise to a number of complications not encountered in translational Brownian Dynamics. We thoroughly test the Rotational Brownian Dynamics scheme proposed by Naess and Elsgaeter [Macromol. Theory Simul. 13, 419 (2004); Naess and Elsgaeter Macromol. Theory Simul. 14, 300 (2005)], confirming its validity. We then apply the algorithm to simulate a patchy particle model of clathrin, a three-legged protein involved in vesicle production from lipid membranes during endocytosis. Using this algorithm we recover time scales for cage assembly comparable to those from experiments. We also briefly discuss the undulatory dynamics of the polyhedral cage.

  6. Virial theorem and dynamical evolution of self-gravitating Brownian particles in an unbounded domain. II. Inertial models.

    Science.gov (United States)

    Chavanis, Pierre-Henri; Sire, Clément

    2006-06-01

    We propose a general kinetic and hydrodynamic description of self-gravitating Brownian particles in d dimensions. We go beyond the usual approximations by considering inertial effects and finite-N effects while previous works use a mean-field approximation valid in a proper thermodynamic limit (N --> +infinity) and consider an overdamped regime (xi --> +infinity). We recover known models in some particular cases of our general description. We derive the expression of the virial theorem for self-gravitating Brownian particles and study the linear dynamical stability of isolated clusters of particles and uniform systems by using techniques introduced in astrophysics. We investigate the influence of the equation of state, of the dimension of space, and of the friction coefficient on the dynamical stability of the system. We obtain the exact expression of the critical temperature Tc for a multicomponents self-gravitating Brownian gas in d = 2. We also consider the limit of weak frictions, xi --> 0, and derive the orbit-averaged Kramers equation. PMID:16906911

  7. Virial theorem and dynamical evolution of self-gravitating Brownian particles in an unbounded domain. II. Inertial models.

    Science.gov (United States)

    Chavanis, Pierre-Henri; Sire, Clément

    2006-06-01

    We propose a general kinetic and hydrodynamic description of self-gravitating Brownian particles in d dimensions. We go beyond the usual approximations by considering inertial effects and finite-N effects while previous works use a mean-field approximation valid in a proper thermodynamic limit (N --> +infinity) and consider an overdamped regime (xi --> +infinity). We recover known models in some particular cases of our general description. We derive the expression of the virial theorem for self-gravitating Brownian particles and study the linear dynamical stability of isolated clusters of particles and uniform systems by using techniques introduced in astrophysics. We investigate the influence of the equation of state, of the dimension of space, and of the friction coefficient on the dynamical stability of the system. We obtain the exact expression of the critical temperature Tc for a multicomponents self-gravitating Brownian gas in d = 2. We also consider the limit of weak frictions, xi --> 0, and derive the orbit-averaged Kramers equation.

  8. Dynamics and Efficiency of Brownian Rotors

    CERN Document Server

    Bauer, Wolfgang R

    2008-01-01

    Brownian rotors play an important role in biological systems and in future nano-technological applications. However the mechanisms determining their dynamics, efficiency and performance remain to be characterized. Here the F0 portion of the F-ATP synthase is considered as a paradigm of a Brownian rotor. In a generic analytical model we analyze the stochastic rotation of F0-like motors as a function of the driving free energy difference and of the free energy profile the rotor is subjected to. The latter is composed of the rotor interaction with its surroundings, of the free energy of chemical transitions, and of the workload. The dynamics and mechanical efficiency of the rotor depends on the magnitude of its stochastic motion driven by the free energy energy difference and its rectification on the reaction-diffusion path. We analyze which free energy profiles provide maximum flow and how their arrangement on the underlying reaction-diffusion path affects rectification and -- by this -- the efficiency.

  9. Langevin model for a Brownian system with directed motion

    Science.gov (United States)

    Ambía, Francisco; Híjar, Humberto

    2016-08-01

    We propose a model for an active Brownian system that exhibits one-dimensional directed motion. This system consists of two Brownian spherical particles that interact through an elastic potential and have time-dependent radii. We suggest an algorithm by which the sizes of the particles can be varied, such that the center of mass of the system is able to move at an average constant speed in one direction. The dynamics of the system is studied theoretically using a Langevin model, as well as from Brownian Dynamics simulations.

  10. Brownian Dynamics of charged particles in a constant magnetic field

    CERN Document Server

    Hou, L J; Piel, A; Shukla, P K

    2009-01-01

    Numerical algorithms are proposed for simulating the Brownian dynamics of charged particles in an external magnetic field, taking into account the Brownian motion of charged particles, damping effect and the effect of magnetic field self-consistently. Performance of these algorithms is tested in terms of their accuracy and long-time stability by using a three-dimensional Brownian oscillator model with constant magnetic field. Step-by-step recipes for implementing these algorithms are given in detail. It is expected that these algorithms can be directly used to study particle dynamics in various dispersed systems in the presence of a magnetic field, including polymer solutions, colloidal suspensions and, particularly complex (dusty) plasmas. The proposed algorithms can also be used as thermostat in the usual molecular dynamics simulation in the presence of magnetic field.

  11. Combinatorial fractal Brownian motion model

    Institute of Scientific and Technical Information of China (English)

    2000-01-01

    To solve the problem of how to determine the non-scaled interval when processing radar clutter using fractal Brownian motion (FBM) model, a concept of combinatorial FBM model is presented. Since the earth (or sea) surface varies diversely with space, a radar clutter contains several fractal structures, which coexist on all scales. Taking the combination of two FBMs into account, via theoretical derivation we establish a combinatorial FBM model and present a method to estimate its fractal parameters. The correctness of the model and the method is proved by simulation experiments and computation of practial data. Furthermore, we obtain the relationship between fractal parameters when processing combinatorial model with a single FBM model. Meanwhile, by theoretical analysis it is concluded that when combinatorial model is observed on different scales, one of the fractal structures is more obvious.

  12. Models for twistable elastic polymers in Brownian dynamics, and their implementation for LAMMPS

    CERN Document Server

    Brackley, C A; Marenduzzo, D

    2014-01-01

    An elastic rod model for semi-flexible polymers is presented. Theory for a continuum rod is reviewed, and it is shown that a popular discretised model used in numerical simulations gives the correct continuum limit. Correlation functions relating to both bending and twisting of the rod are derived for both continuous and discrete cases, and results are compared with numerical simulations. Finally, two possible implementations of the discretised model in the multi-purpose molecular dynamics software package LAMMPS are described.

  13. Brownian dynamics simulations with hard-body interactions: Spherical particles

    CERN Document Server

    Behringer, Hans; 10.1063/1.4761827

    2012-01-01

    A novel approach to account for hard-body interactions in (overdamped) Brownian dynamics simulations is proposed for systems with non-vanishing force fields. The scheme exploits the analytically known transition probability for a Brownian particle on a one-dimensional half-line. The motion of a Brownian particle is decomposed into a component that is affected by hard-body interactions and into components that are unaffected. The hard-body interactions are incorporated by replacing the affected component of motion by the evolution on a half-line. It is discussed under which circumstances this approach is justified. In particular, the algorithm is developed and formulated for systems with space-fixed obstacles and for systems comprising spherical particles. The validity and justification of the algorithm is investigated numerically by looking at exemplary model systems of soft matter, namely at colloids in flow fields and at protein interactions. Furthermore, a thorough discussion of properties of other heurist...

  14. Stochastic description of quantum Brownian dynamics

    Science.gov (United States)

    Yan, Yun-An; Shao, Jiushu

    2016-08-01

    Classical Brownian motion has well been investigated since the pioneering work of Einstein, which inspired mathematicians to lay the theoretical foundation of stochastic processes. A stochastic formulation for quantum dynamics of dissipative systems described by the system-plus-bath model has been developed and found many applications in chemical dynamics, spectroscopy, quantum transport, and other fields. This article provides a tutorial review of the stochastic formulation for quantum dissipative dynamics. The key idea is to decouple the interaction between the system and the bath by virtue of the Hubbard-Stratonovich transformation or Itô calculus so that the system and the bath are not directly entangled during evolution, rather they are correlated due to the complex white noises introduced. The influence of the bath on the system is thereby defined by an induced stochastic field, which leads to the stochastic Liouville equation for the system. The exact reduced density matrix can be calculated as the stochastic average in the presence of bath-induced fields. In general, the plain implementation of the stochastic formulation is only useful for short-time dynamics, but not efficient for long-time dynamics as the statistical errors go very fast. For linear and other specific systems, the stochastic Liouville equation is a good starting point to derive the master equation. For general systems with decomposable bath-induced processes, the hierarchical approach in the form of a set of deterministic equations of motion is derived based on the stochastic formulation and provides an effective means for simulating the dissipative dynamics. A combination of the stochastic simulation and the hierarchical approach is suggested to solve the zero-temperature dynamics of the spin-boson model. This scheme correctly describes the coherent-incoherent transition (Toulouse limit) at moderate dissipation and predicts a rate dynamics in the overdamped regime. Challenging problems

  15. Consistent finite-element approach to Brownian polymer dynamics with anisotropic friction.

    Science.gov (United States)

    Cyron, Christian J; Wall, Wolfgang A

    2010-12-01

    In the last decades simulation tools for Brownian dynamics of polymers have attracted more and more interest. Here we present a mathematically consistent finite element approach to the simulation of Brownian polymer dynamics. The viscous damping forces are accounted for by an anisotropic friction model. By comparison with theoretical predictions and experimental data we demonstrate the reliability and efficiency of this method. PMID:21230752

  16. Dynamics of Brownian motors in deformable medium

    Science.gov (United States)

    Woulaché, Rosalie Laure; Kepnang Pebeu, Fabrice Maxime; Kofané, Timoléon C.

    2016-10-01

    The directed transport in a one-dimensional overdamped, Brownian motor subjected to a travelling wave potential with variable shape and exposed to an external bias is studied numerically. We focus our attention on the class of Remoissenet-Peyrard parametrized on-site potentials with slight modification, whose shape can be varied as a function of a parameter s, recovering the sine-Gordon shape as the special case. We demonstrate that in the presence of the travelling wave potential the observed dynamical properties of the Brownian motor which crucially depends on the travelling wave speed, the intensity of the noise and the external load is significantly influenced also by the geometry of the system. In particular, we notice that systems with sharp wells and broad barriers favour the transport under the influence of an applied load. The efficiency of transport of Brownian motors in deformable systems remains equal to 1 (in the absence of an applied load) up to a critical value of the travelling wave speed greater than that of the pure sine-Gordon shape.

  17. Pricing European option under the time-changed mixed Brownian-fractional Brownian model

    Science.gov (United States)

    Guo, Zhidong; Yuan, Hongjun

    2014-07-01

    This paper deals with the problem of discrete time option pricing by a mixed Brownian-fractional subdiffusive Black-Scholes model. Under the assumption that the price of the underlying stock follows a time-changed mixed Brownian-fractional Brownian motion, we derive a pricing formula for the European call option in a discrete time setting.

  18. Virial theorem and dynamical evolution of self-gravitating Brownian particles in an unbounded domain. I. Overdamped models.

    Science.gov (United States)

    Chavanis, Pierre-Henri; Sire, Clément

    2006-06-01

    We derive the virial theorem appropriate to the generalized Smoluchowski-Poisson (GSP) system describing self-gravitating Brownian particles in an overdamped limit. We extend previous works by considering the case of an unbounded domain and an arbitrary equation of state. We use the virial theorem to study the diffusion (evaporation) of an isothermal Brownian gas above the critical temperature Tc in dimension d = 2 and show how the effective diffusion coefficient and the Einstein relation are modified by self-gravity. We also study the collapse at T = Tc and show that the central density increases logarithmically with time instead of exponentially in a bounded domain. Finally, for d > 2, we show that the evaporation of the system is essentially a pure diffusion slightly slowed down by self-gravity. We also study the linear dynamical stability of stationary solutions of the GSP system representing isolated clusters of particles and investigate the influence of the equation of state and of the dimension of space on the dynamical stability of the system. PMID:16906910

  19. Virial theorem and dynamical evolution of self-gravitating Brownian particles in an unbounded domain. I. Overdamped models.

    Science.gov (United States)

    Chavanis, Pierre-Henri; Sire, Clément

    2006-06-01

    We derive the virial theorem appropriate to the generalized Smoluchowski-Poisson (GSP) system describing self-gravitating Brownian particles in an overdamped limit. We extend previous works by considering the case of an unbounded domain and an arbitrary equation of state. We use the virial theorem to study the diffusion (evaporation) of an isothermal Brownian gas above the critical temperature Tc in dimension d = 2 and show how the effective diffusion coefficient and the Einstein relation are modified by self-gravity. We also study the collapse at T = Tc and show that the central density increases logarithmically with time instead of exponentially in a bounded domain. Finally, for d > 2, we show that the evaporation of the system is essentially a pure diffusion slightly slowed down by self-gravity. We also study the linear dynamical stability of stationary solutions of the GSP system representing isolated clusters of particles and investigate the influence of the equation of state and of the dimension of space on the dynamical stability of the system.

  20. Quantum Brownian motion model for the stock market

    Science.gov (United States)

    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.

  1. Analysis of Brownian Dynamics Simulations of Reversible Bimolecular Reactions

    KAUST Repository

    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.

  2. Modeling an efficient Brownian heat engine

    Science.gov (United States)

    Asfaw, Mesfin

    2008-09-01

    We discuss the effect of subdividing the ratchet potential on the performance of a tiny Brownian heat engine that is modeled as a Brownian particle hopping in a viscous medium in a sawtooth potential (with or without load) assisted by alternately placed hot and cold heat baths along its path. We show that the velocity, the efficiency and the coefficient of performance of the refrigerator maximize when the sawtooth potential is subdivided into series of smaller connected barrier series. When the engine operates quasistatically, we analytically show that the efficiency of the engine can not approach the Carnot efficiency and, the coefficient of performance of the refrigerator is always less than the Carnot refrigerator due to the irreversible heat flow via the kinetic energy.

  3. Application of Brownian model in the northwestern Beijing, China

    Institute of Scientific and Technical Information of China (English)

    冉洪流; 周本刚

    2004-01-01

    The mathematic theory of Brownian passage-time model and its difference from other recurrence models such asPoisson, lognormal, gamma and Weibull, were introduced. We assessed and analyzed the earthquake probabilitiesof the major faults with the elapsed time much greater than the recurrence interval in the northwest region of Beijing (China) in 100-year by using both Brownian passage-time model and Poisson model, and concluded that thecalculated results obtained from Brownian passage-time model is more reasonable.

  4. A Brownian model for recurrent earthquakes

    Science.gov (United States)

    Matthews, M.V.; Ellsworth, W.L.; Reasenberg, P.A.

    2002-01-01

    We construct a probability model for rupture times on a recurrent earthquake source. Adding Brownian perturbations to steady tectonic loading produces a stochastic load-state process. Rupture is assumed to occur when this process reaches a critical-failure threshold. An earthquake relaxes the load state to a characteristic ground level and begins a new failure cycle. The load-state process is a Brownian relaxation oscillator. Intervals between events have a Brownian passage-time distribution that may serve as a temporal model for time-dependent, long-term seismic forecasting. This distribution has the following noteworthy properties: (1) the probability of immediate rerupture is zero; (2) the hazard rate increases steadily from zero at t = 0 to a finite maximum near the mean recurrence time and then decreases asymptotically to a quasi-stationary level, in which the conditional probability of an event becomes time independent; and (3) the quasi-stationary failure rate is greater than, equal to, or less than the mean failure rate because the coefficient of variation is less than, equal to, or greater than 1/???2 ??? 0.707. In addition, the model provides expressions for the hazard rate and probability of rupture on faults for which only a bound can be placed on the time of the last rupture. The Brownian relaxation oscillator provides a connection between observable event times and a formal state variable that reflects the macromechanics of stress and strain accumulation. Analysis of this process reveals that the quasi-stationary distance to failure has a gamma distribution, and residual life has a related exponential distribution. It also enables calculation of "interaction" effects due to external perturbations to the state, such as stress-transfer effects from earthquakes outside the target source. The influence of interaction effects on recurrence times is transient and strongly dependent on when in the loading cycle step pertubations occur. Transient effects may

  5. Brownian Dynamics of Colloidal Particles in Lyotropic Chromonic Liquid Crystals

    Science.gov (United States)

    Martinez, Angel; Collings, Peter J.; Yodh, Arjun G.

    We employ video microscopy to study the Brownian dynamics of colloidal particles in the nematic phase of lyotropic chromonic liquid crystals (LCLCs). These LCLCs (in this case, DSCG) are water soluble, and their nematic phases are characterized by an unusually large elastic anisotropy. Our preliminary measurements of particle mean-square displacement for polystyrene colloidal particles (~5 micron-diameter) show diffusive and sub-diffusive behaviors moving parallel and perpendicular to the nematic director, respectively. In order to understand these motions, we are developing models that incorporate the relaxation of elastic distortions of the surrounding nematic field. Further experiments to confirm these preliminary results and to determine the origin of these deviations compared to simple diffusion theory are ongoing; our results will also be compared to previous diffusion experiments in nematic liquid crystals. We gratefully acknowledge financial support through NSF DMR12-05463, MRSEC DMR11-20901, and NASA NNX08AO0G.

  6. Diffusion of Particle in Hyaluronan Solution, a Brownian Dynamics Simulation

    Science.gov (United States)

    Takasu, Masako; Tomita, Jungo

    2004-04-01

    Diffusion of a particle in hyaluronan solution is investigated using Brownian dynamics simulation. The slowing down of diffusion is observed, in accordance with the experimental results. The temperature dependence of the diffusion is calculated, and a turnover is obtained when the temperature is increased.

  7. Properties of Brownian Image Models in Scale-Space

    DEFF Research Database (Denmark)

    Pedersen, Kim Steenstrup

    2003-01-01

    law that apparently governs natural images. Furthermore, the distribution of Brownian images mapped into jet space is Gaussian and an analytical expression can be derived for the covariance matrix of Brownian images in jet space. This matrix is also a good approximation of the covariance matrix...... Brownian images) will be discussed in relation to linear scale-space theory, and it will be shown empirically that the second order statistics of natural images mapped into jet space may, within some scale interval, be modeled by the Brownian image model. This is consistent with the 1/f 2 power spectrum...... of natural images in jet space. The consequence of these results is that the Brownian image model can be used as a least committed model of the covariance structure of the distribution of natural images....

  8. Objectivisation In Simplified Quantum Brownian Motion Models

    Directory of Open Access Journals (Sweden)

    Jan Tuziemski

    2015-02-01

    Full Text Available The birth of objective properties from the subjective quantum world has been one of the key questions in the quantum-to-classical transition. Based on recent results in the field, we study it in a quantum mechanical model of a boson-boson interaction—quantum Brownian motion. Using various simplifications, we prove a formation for thermal environments of, so called, spectrum broadcast structures, responsible for perceived objectivity. In the quantum measurement limit we prove that this structure is always formed, providing the characteristic timescales. Including self-Hamiltonians of the environment, we show the exponential scaling of the effect with the size of the environment. Finally, in the full model we numerically study the influence of squeezing in the initial state of the environment, showing broader regions of formation than for non-squeezed thermal states.

  9. Brownian dynamics simulations of nanosheet solutions under shear.

    Science.gov (United States)

    Xu, Yueyi; Green, Micah J

    2014-07-14

    The flow-induced conformation dynamics of nanosheets are simulated using a Brownian Dynamics (BD) formulation applied to a bead-rod sheetlike molecular model. This is the first-ever use of BD to simulate flow-induced dynamics of two-dimensional structures. Using this framework, we simulate dilute suspensions of coarse-grained nanosheets and compute conformation dynamics for simple shear flow. The data show power law scaling relationships between nanosheet parameters (such as bending moduli and molecular weight) and the resulting intrinsic viscosity and conformation. For nonzero bending moduli, an effective dimension of 2.77 at equilibrium is calculated from the scaling relationship between radius of gyration and molecular weight. We also find that intrinsic viscosity varies with molecular weight with an exponent of 2.12 ± 0.23; this dependence is significantly larger than those found for linear polymers. Weak shear thinning is observed at high Weissenberg number (Wi). This simulation method provides a computational basis for developing manufacturing processes for nanosheet-derived materials by relating flow forces and nanosheet parameters to the resulting material morphology.

  10. Brownian dynamics simulations of ellipsoidal magnetizable particle suspensions

    Science.gov (United States)

    Torres-Díaz, I.; Rinaldi, C.

    2014-06-01

    The rotational motion of soft magnetic tri-axial ellipsoidal particles suspended in a Newtonian fluid has been studied using rotational Brownian dynamics simulations by solving numerically the stochastic angular momentum equation in an orientational space described by the quaternion parameters. The model is applicable to particles where the effect of shape anisotropy is dominant. The algorithm quantifies the magnetization of a monodisperse suspension of tri-axial ellipsoids in dilute limit conditions under applied constant and time-varying magnetic fields. The variation of the relative permeability with the applied magnetic field of the particle's bulk material was included in the simulations. The results show that the equilibrium magnetization of a suspension of magnetizable tri-axial ellipsoids saturates at high magnetic field amplitudes. Additionally, the dynamic susceptibility at low magnetic field intensity presents a peak in the out-of-phase component, which is significantly smaller than the in-phase component and depends on the Langevin parameter. The dynamic magnetization of the particle suspension is in phase with the magnetic field at low and high frequencies far from the peak of the out-of-phase component.

  11. From Brownian Dynamics to Markov Chain: An Ion Channel Example

    KAUST Repository

    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.

  12. Fast simulation of Brownian dynamics in a crowded environment

    CERN Document Server

    Smith, Stephen

    2016-01-01

    Brownian dynamics simulations are an increasingly popular tool for understanding spatially-distributed biochemical reaction systems. Recent improvements in our understanding of the cellular environment show that volume exclusion effects are fundamental to reaction networks inside cells. These systems are frequently studied by incorporating inert hard spheres (crowders) into three-dimensional Brownian dynamics simulations, however these methods are extremely slow owing to the sheer number of possible collisions between particles. Here we propose a rigorous "crowder-free" method to dramatically increase simulation speed for crowded biochemical reaction systems by eliminating the need to explicitly simulate the crowders. We consider both the case where the reactive particles are point particles, and where they themselves occupy a volume. We use simulations of simple chemical reaction networks to confirm that our simplification is just as accurate as the original algorithm, and that it corresponds to a large spee...

  13. Magnetoviscosity in dilute ferrofluids from rotational brownian dynamics simulations.

    Science.gov (United States)

    Soto-Aquino, D; Rinaldi, C

    2010-10-01

    Ferrofluids are suspensions of magnetic nanoparticles which respond to imposed magnetic fields by changing their viscosity without losing their fluidity. Prior work on modeling the behavior of ferrofluids has focused on using phenomenological suspension-scale continuum equations. A disadvantage of this approach is the controversy surrounding the equation describing the rate of change of the ferrofluid magnetization, the so-called magnetization relaxation equation. In this contribution the viscosity of dilute suspensions of spherical magnetic nanoparticles suspended in a Newtonian fluid and under applied shear and constant magnetic fields is studied through rotational brownian dynamics simulations. Simulation results are compared with the predictions of suspension-scale models based on three magnetization relaxation equations. Excellent agreement is observed between simulation results and the predictions of an equation due to Martsenyuk, Raikher, and Shliomis. Good qualitative agreement is observed with predictions of other equations, although these models fail to accurately predict the magnitude and shear rate dependence of the magnetic-field-dependent effective viscosity. Finally, simulation results over a wide range of conditions are collapsed into master curves using a Mason number defined based on the balance of hydrodynamic and magnetic torques. PMID:21230393

  14. Convergence rates of posterior distributions for Brownian semimartingale models

    NARCIS (Netherlands)

    F.H. van der Meulen; A.W. van der Vaart; J.H. van Zanten

    2006-01-01

    Key words and Phrases: Bayesian estimation, Continuous semimartingale, Dirichlet process, Hellinger distance, Infinite dimensional model, Rate of convergence, Wavelets. We consider the asymptotic behavior of posterior distributions based on continuous observations from a Brownian semimartingale mode

  15. Multiscale Reaction-Diffusion Algorithms: PDE-Assisted Brownian Dynamics

    KAUST Repository

    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.

  16. Modeling collective emotions: a stochastic approach based on Brownian agents

    International Nuclear Information System (INIS)

    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)

  17. Brownian dynamics in a confined geometry. Experiments and numerical simulations

    OpenAIRE

    Garnier, Nicolas; Ostrowsky, N.

    1991-01-01

    The Brownian dynamics of a colloidal suspension is measured in the immediate vicinity of a rigid surface by the Evanescent Quasielastic Light Scattering Technique. A net decrease of the measured diffusion coefficient is observed, due to the hydrodynamic slowing down of the particles very close to the wall. This effect is all the more important when the particles are allowed to get closer to the wall, i.e. when the range of the static wall/particle repulsive interaction decreases. It thus prov...

  18. Differential dynamic microscopy to characterize Brownian motion and bacteria motility

    Science.gov (United States)

    Germain, David; Leocmach, Mathieu; Gibaud, Thomas

    2016-03-01

    We have developed a lab module for undergraduate students, which involves the process of quantifying the dynamics of a suspension of microscopic particles using Differential Dynamic Microscopy (DDM). DDM is a relatively new technique that constitutes an alternative method to more classical techniques such as dynamic light scattering (DLS) or video particle tracking (VPT). The technique consists of imaging a particle dispersion with a standard light microscope and a camera and analyzing the images using a digital Fourier transform to obtain the intermediate scattering function, an autocorrelation function that characterizes the dynamics of the dispersion. We first illustrate DDM in the textbook case of colloids under Brownian motion, where we measure the diffusion coefficient. Then we show that DDM is a pertinent tool to characterize biological systems such as motile bacteria.

  19. Coupling all-atom molecular dynamics simulations of ions in water with Brownian dynamics

    CERN Document Server

    Erban, Radek

    2015-01-01

    Molecular dynamics (MD) simulations of ions (K$^+$, Na$^+$, Ca$^{2+}$ and Cl$^-$) in aqueous solutions are investigated. Water is described using the SPC/E model. A stochastic coarse-grained description for ion behaviour is presented and parameterized using MD simulations. It is given as a system of coupled stochastic and ordinary differential equations, describing the ion position, velocity and acceleration. The stochastic coarse-grained model provides an intermediate description between all-atom MD simulations and Brownian dynamics (BD) models. It is used to develop a multiscale method which uses all-atom MD simulations in parts of the computational domain and (less detailed) BD simulations in the remainder of the domain.

  20. Cluster growth mechanisms in Lennard-Jones fluids: A comparison between molecular dynamics and Brownian dynamics simulations

    Science.gov (United States)

    Jung, Jiyun; Lee, Jumin; Kim, Jun Soo

    2015-03-01

    We present a simulation study on the mechanisms of a phase separation in dilute fluids of Lennard-Jones (LJ) particles as a model of self-interacting molecules. Molecular dynamics (MD) and Brownian dynamics (BD) simulations of the LJ fluids are employed to model the condensation of a liquid droplet in the vapor phase and the mesoscopic aggregation in the solution phase, respectively. With emphasis on the cluster growth at late times well beyond the nucleation stage, we find that the growth mechanisms can be qualitatively different: cluster diffusion and coalescence in the MD simulations and Ostwald ripening in the BD simulations. We also show that the rates of the cluster growth have distinct scaling behaviors during cluster growth. This work suggests that in the solution phase the random Brownian nature of the solute dynamics may lead to the Ostwald ripening that is qualitatively different from the cluster coalescence in the vapor phase.

  1. Effect of internal viscosity on Brownian dynamics of DNA molecules in shear flow.

    Science.gov (United States)

    Yang, Xiao-Dong; Melnik, Roderick V N

    2007-04-01

    The results of Brownian dynamics simulations of a single DNA molecule in shear flow are presented taking into account the effect of internal viscosity. The dissipative mechanism of internal viscosity is proved necessary in the research of DNA dynamics. A stochastic model is derived on the basis of the balance equation for forces acting on the chain. The Euler method is applied to the solution of the model. The extensions of DNA molecules for different Weissenberg numbers are analyzed. Comparison with the experimental results available in the literature is carried out to estimate the contribution of the effect of internal viscosity.

  2. Coupling effect of Brownian motion and laminar shear flow on colloid coagulation: a Brownian dynamics simulation study

    Institute of Scientific and Technical Information of China (English)

    Xu Sheng-Hua; Sun Zhi-Wei; Li Xu; Jin Tong Wang

    2012-01-01

    Simultaneous orthokinetic and perikinetic coagulations(SOPCs)are studied for small and large Peclet numbers(Pe)using Brownian dynamics simulation.The results demonstrate that the contributions of the Brownian motion and the shear flow to the overall coagulation rate are basically not additive.At the early stages of coagulation with small Peclet numbers,the ratio of overall coagulation rate to the rate of pure perikinetic coagulation is proportional to Pe1/2,while with high Peclet numbers,the ratio of overall coagulation rate to the rate of pure orthokinetic coagulation is proportional to pe-1/2.Moreover,our results show that the aggregation rate generally changes with time for the SOPC,which is different from that for pure preikinetic and pure orthokinetic coagulations.By comparing the SOPC with pure preikinetic and pure orthokinetic coagulations,we show that the redistribution of particles due to Brownian motion can play a very important role in the SOPC.In addition,the effects of redistribution in the directions perpendicular and parallel to the shear flow direction are different.This perspective explains the behavior of coagulation due to the joint effects of the Brownian motion(perikinetic)and the fluid motion(orthokinetic).

  3. Momentum conserving Brownian dynamics propagator for complex soft matter fluids.

    Science.gov (United States)

    Padding, J T; Briels, W J

    2014-12-28

    We present a Galilean invariant, momentum conserving first order Brownian dynamics scheme for coarse-grained simulations of highly frictional soft matter systems. Friction forces are taken to be with respect to moving background material. The motion of the background material is described by locally averaged velocities in the neighborhood of the dissolved coarse coordinates. The velocity variables are updated by a momentum conserving scheme. The properties of the stochastic updates are derived through the Chapman-Kolmogorov and Fokker-Planck equations for the evolution of the probability distribution of coarse-grained position and velocity variables, by requiring the equilibrium distribution to be a stationary solution. We test our new scheme on concentrated star polymer solutions and find that the transverse current and velocity time auto-correlation functions behave as expected from hydrodynamics. In particular, the velocity auto-correlation functions display a long time tail in complete agreement with hydrodynamics. PMID:25554134

  4. 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...... to unravel certain relations between thefilament's physical properties and the model parameters such as the attachment rate constant and the size of the capture zone, the detachment rate and the probability of the detached event, as well as the growth rate and waiting times between two successive attachment...

  5. A discrete impulsive model for random heating and Brownian motion

    Science.gov (United States)

    Ramshaw, John D.

    2010-01-01

    The energy of a mechanical system subjected to a random force with zero mean increases irreversibly and diverges with time in the absence of friction or dissipation. This random heating effect is usually encountered in phenomenological theories formulated in terms of stochastic differential equations, the epitome of which is the Langevin equation of Brownian motion. We discuss a simple discrete impulsive model that captures the essence of random heating and Brownian motion. The model may be regarded as a discrete analog of the Langevin equation, although it is developed ab initio. Its analysis requires only simple algebraic manipulations and elementary averaging concepts, but no stochastic differential equations (or even calculus). The irreversibility in the model is shown to be a consequence of a natural causal stochastic condition that is closely analogous to Boltzmann's molecular chaos hypothesis in the kinetic theory of gases. The model provides a simple introduction to several ostensibly more advanced topics, including random heating, molecular chaos, irreversibility, Brownian motion, the Langevin equation, and fluctuation-dissipation theorems.

  6. Glassy dynamics of Brownian particles with velocity-dependent friction

    Science.gov (United States)

    Yazdi, Anoosheh; Sperl, Matthias

    2016-09-01

    We consider a two-dimensional model system of Brownian particles in which slow particles are accelerated while fast particles are damped. The motion of the individual particles is described by a Langevin equation with Rayleigh-Helmholtz velocity-dependent friction. In the case of noninteracting particles, the time evolution equations lead to a non-Gaussian velocity distribution. The velocity-dependent friction allows negative values of the friction or energy intakes by slow particles, which we consider active motion, and also causes breaking of the fluctuation dissipation relation. Defining the effective temperature proportional to the second moment of velocity, it is shown that for a constant effective temperature the higher the noise strength, the lower the number of active particles in the system. Using the Mori-Zwanzig formalism and the mode-coupling approximation, the equations of motion for the density autocorrelation function are derived. The equations are solved using the equilibrium structure factors. The integration-through-transients approach is used to derive a relation between the structure factor in the stationary state considering the interacting forces, and the conventional equilibrium static structure factor.

  7. An elementary singularity-free Rotational Brownian Dynamics algorithm for anisotropic particles

    Energy Technology Data Exchange (ETDEWEB)

    Ilie, Ioana M.; Briels, Wim J. [Computational Biophysics, Faculty of Science and Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); MESA+ Institute for Nanotechnology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); Otter, Wouter K. den, E-mail: w.k.denotter@utwente.nl [Computational Biophysics, Faculty of Science and Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); MESA+ Institute for Nanotechnology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); Multi Scale Mechanics, Faculty of Engineering Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands)

    2015-03-21

    Brownian Dynamics is the designated technique to simulate the collective dynamics of colloidal particles suspended in a solution, e.g., the self-assembly of patchy particles. Simulating the rotational dynamics of anisotropic particles by a first-order Langevin equation, however, gives rise to a number of complications, ranging from singularities when using a set of three rotational coordinates to subtle metric and drift corrections. Here, we derive and numerically validate a quaternion-based Rotational Brownian Dynamics algorithm that handles these complications in a simple and elegant way. The extension to hydrodynamic interactions is also discussed.

  8. A Flashing Model for Transport of Brownian Motors

    Institute of Scientific and Technical Information of China (English)

    赵同军; 展永; 吴建海; 王永宏

    2002-01-01

    A flashing coloured noise model is proposed to describe the motion of a molecular motor. In this model,the overdamped Brownian particle moves in an asymmetric periodic potential with a tashing Ornstein-Ulenbeck coloured noise. The relationship between the current and the parameters-such as the intensity, the correlation time of coloured noise and the flip rate of the noise-is discussed using the Monte Carlo simulation method.Current reversal occurs with the change of the correlation time and the flip rate of coloured noise, which may be related to the directed motion and the current reversal of molecular motors.

  9. Structural properties of charge-stabilized ferrofluids under a magnetic field: a Brownian dynamics study.

    Science.gov (United States)

    Mériguet, G; Jardat, M; Turq, P

    2004-09-22

    We present Brownian dynamics simulations of real charge-stabilized ferrofluids, which are stable colloidal dispersions of magnetic nanoparticles, with and without the presence of an external magnetic field. The colloidal suspensions are treated as collections of monodisperse spherical particles, bearing point dipoles at their centers and undergoing translational and rotational Brownian motions. The overall repulsive isotropic interactions between particles, governed by electrostatic repulsions, are taken into account by a one-component effective pair interaction potential. The potential parameters are fitted in order that computed structure factors are close to the experimental ones. Two samples of ferrofluid differing by the particle diameter and consequently by the intensity of the magnetic interaction are considered here. The magnetization and birefringence curves are computed: a deviation from the ideal Langevin behaviors is observed if the dipolar moment of particles is sufficiently large. Structure factors are also computed from simulations with and without an applied magnetic field H: the microstructure of the repulsive ferrofluid becomes anisotropic under H. Even our simple modeling of the suspension allows us to account for the main experimental features: an increase of the peak intensity is observed in the direction perpendicular to the field whereas the peak intensity decreases in the direction parallel to the field. PMID:15367036

  10. Estimating the contribution of Brownian and Néel relaxation in a magnetic fluid through dynamic magnetic susceptibility measurements

    Science.gov (United States)

    Maldonado-Camargo, L.; Torres-Díaz, I.; Chiu-Lam, A.; Hernández, M.; Rinaldi, C.

    2016-08-01

    We demonstrate how dynamic magnetic susceptibility measurements (DMS) can be used to estimate the relative contributions of Brownian and Néel relaxation to the dynamic magnetic response of a magnetic fluid, a suspension of magnetic nanoparticles. The method applies to suspensions with particles that respond through Brownian or Néel relaxation and for which the characteristic Brownian and Néel relaxation times are widely separated. First, we illustrate this using magnetic fluids consisting of mixtures of particles that relax solely by the Brownian or Néel mechanisms. Then, it is shown how the same approach can be applied to estimate the relative contributions of Brownian and Néel relaxation in a suspension consisting of particles obtained from a single synthesis and whose size distribution straddles the transition from Néel to Brownian relaxation.

  11. A Brownian dynamics study on ferrofluid colloidal dispersions using an iterative constraint method to satisfy Maxwell's equations

    Science.gov (United States)

    Dubina, Sean Hyun; Wedgewood, Lewis Edward

    2016-07-01

    Ferrofluids are often favored for their ability to be remotely positioned via external magnetic fields. The behavior of particles in ferromagnetic clusters under uniformly applied magnetic fields has been computationally simulated using the Brownian dynamics, Stokesian dynamics, and Monte Carlo methods. However, few methods have been established that effectively handle the basic principles of magnetic materials, namely, Maxwell's equations. An iterative constraint method was developed to satisfy Maxwell's equations when a uniform magnetic field is imposed on ferrofluids in a heterogeneous Brownian dynamics simulation that examines the impact of ferromagnetic clusters in a mesoscale particle collection. This was accomplished by allowing a particulate system in a simple shear flow to advance by a time step under a uniformly applied magnetic field, then adjusting the ferroparticles via an iterative constraint method applied over sub-volume length scales until Maxwell's equations were satisfied. The resultant ferrofluid model with constraints demonstrates that the magnetoviscosity contribution is not as substantial when compared to homogeneous simulations that assume the material's magnetism is a direct response to the external magnetic field. This was detected across varying intensities of particle-particle interaction, Brownian motion, and shear flow. Ferroparticle aggregation was still extensively present but less so than typically observed.

  12. Optimal dividends in the Brownian motion risk model with interest

    Science.gov (United States)

    Fang, Ying; Wu, Rong

    2009-07-01

    In this paper, we consider a Brownian motion risk model, and in addition, the surplus earns investment income at a constant force of interest. The objective is to find a dividend policy so as to maximize the expected discounted value of dividend payments. It is well known that optimality is achieved by using a barrier strategy for unrestricted dividend rate. However, ultimate ruin of the company is certain if a barrier strategy is applied. In many circumstances this is not desirable. This consideration leads us to impose a restriction on the dividend stream. We assume that dividends are paid to the shareholders according to admissible strategies whose dividend rate is bounded by a constant. Under this additional constraint, we show that the optimal dividend strategy is formed by a threshold strategy.

  13. Brownian Brownian Motion-1

    OpenAIRE

    Chernov, N.; Dolgopyat, D.

    2008-01-01

    A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work we study a 2D version of this model, where the molecule is a heavy disk of mass M and the gas is represented by just one point particle of mass m = 1, which interacts with the disk and the walls of the container via elastic collisions. Chaotic behavior of the particles is ensured by convex (scattering) walls of the container. We prove that the position and ...

  14. COMPUTER SIMULATION OF LOCAL MOBILITY IN DENDRIMERS WITH ASYMMETRIC BRANCHING BY BROWNIAN DYNAMICS METHOD

    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.

  15. Conformation and translational diffusion of a xanthan polyelectrolyte chain: Brownian dynamics simulation and single molecule tracking

    Science.gov (United States)

    Chun, Myung-Suk; Kim, Chongyoup; Lee, Duck E.

    2009-05-01

    In our recent Brownian dynamics (BD) simulation study, the structure and dynamics of anionic polyelectrolyte xanthan in bulk solution as well as confined spaces of slitlike channel were examined by applying a coarse-grained model with nonlinear bead-spring discretization of a whole chain [J. Jeon and M.-S. Chun, J. Chem. Phys. 126, 154904 (2007)]. This model goes beyond other simulations as they did not consider both long-range electrostatic and hydrodynamic interactions between pairs of beads. Simulation parameters are obtained from the viscometric method of rheology data on the native and sonicated xanthan polysaccharides, which have a contour length less than 1μm . The size of the semiflexible polyelectrolyte can be well described by the wormlike chain model once the electrostatic effects are taken into account by the persistence length measured at a long length scale. For experimental verifications, single molecule visualization was performed on fluorescein-labeled xanthan using an inverted fluorescence microscope, and the motion of an individual molecule was quantified. Experimental results on the conformational changes in xanthan chain in the electrolyte solution have a reasonable trend to agree with the prediction by BD simulations. In the translational diffusion induced by the Debye screening effect, the simulation prediction reveals slightly higher values compared to those of our measurements, although it agrees with the literature data. Considering the experimental restrictions, our BD simulations are verified to model the single polyelectrolyte well.

  16. Brownian dynamics and molecular dynamics study of the association between hydrogenase and ferredoxin from Chlamydomonas reinhardtii.

    Science.gov (United States)

    Long, Hai; Chang, Christopher H; King, Paul W; Ghirardi, Maria L; Kim, Kwiseon

    2008-10-01

    The [FeFe] hydrogenase from the green alga Chlamydomonas reinhardtii can catalyze the reduction of protons to hydrogen gas using electrons supplied from photosystem I and transferred via ferredoxin. To better understand the association of the hydrogenase and the ferredoxin, we have simulated the process over multiple timescales. A Brownian dynamics simulation method gave an initial thorough sampling of the rigid-body translational and rotational phase spaces, and the resulting trajectories were used to compute the occupancy and free-energy landscapes. Several important hydrogenase-ferredoxin encounter complexes were identified from this analysis, which were then individually simulated using atomistic molecular dynamics to provide more details of the hydrogenase and ferredoxin interaction. The ferredoxin appeared to form reasonable complexes with the hydrogenase in multiple orientations, some of which were good candidates for inclusion in a transition state ensemble of configurations for electron transfer. PMID:18621810

  17. Generalized Scaling and the Master Variable for Brownian Magnetic Nanoparticle Dynamics

    OpenAIRE

    Reeves, Daniel B.; Yipeng Shi; Weaver, John B.

    2016-01-01

    Understanding the dynamics of magnetic particles can help to advance several biomedical nanotechnologies. Previously, scaling relationships have been used in magnetic spectroscopy of nanoparticle Brownian motion (MSB) to measure biologically relevant properties (e.g., temperature, viscosity, bound state) surrounding nanoparticles in vivo. Those scaling relationships can be generalized with the introduction of a master variable found from non-dimensionalizing the dynamical Langevin equation. T...

  18. Nonlinear Brownian motion - mean square displacement

    Directory of Open Access Journals (Sweden)

    W.Ebeling

    2004-01-01

    Full Text Available The stochastic dynamics of self-propelled Brownian particles is studied by means of the Langevin and the Fokker-Planck approach. We model the driving by a nonlinear friction function which has a negative part at small velocities, leading to active Brownian motion of the particles. The mean square displacement is estimated analytically and compared with numerical simulations.

  19. Brownian agents and active particles collective dynamics in the natural and social sciences

    CERN Document Server

    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

  20. The Study of Biomolecule-Substrate Interactions by Single Molecule Force Spectroscopy and Brownian Dynamics Simulations

    Science.gov (United States)

    Cook, Sara Iliafar

    T, respectively). In addition to the binding strength of ssDNA nucleotide to surfaces, it is equally as important to understand the dynamics of these interactions. The force response of a simple chain-like polymeric molecule (representative of single stranded DNA) was studied using Brownian dynamics to shed light on these dynamics and the features that may be masked in SMFS experiments. Through simulations at slow peeling rates, our Brownian dynamics model confirmed the predictions of an equilibrium statistical thermodynamic model. Faster removal rates resulted in deviations from equilibrium which were dominated by a combination of Stokes (viscous) drag and a finite desorption rate of the monomeric units. Furthermore, the force probe's thermal fluctuations were shown to be affected by the spring constant of the contact mode AFM cantilever Consequently, this effect provided evidence on the source of disappearance for certain key features such as force spikes, associated with the desorption of individual links and predicted by the statistical thermodynamic model under displacement control, from SMFS experiments. In studying the elastic response of a freely jointed chain stretched in 2D and 3D, we obtained analytical expressions for two modes of stretching: i) when force is applied only to one end of the chain, and ii) when the applied force is distributed uniformly throughout the chain. By comparing, we confirmed that these expressions correctly predict the results obtained from our Brownian dynamics simulations as well as experimental results from the literature.

  1. Brownian Agents and Active Particles: Collective Dynamics in the Natural and Social Sciences

    International Nuclear Information System (INIS)

    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

  2. Modelling Collective Opinion Formation by Means of Active Brownian Particles

    CERN Document Server

    Schweitzer, F; Schweitzer, Frank; Holyst, Janusz

    1999-01-01

    The concept of active Brownian particles is used to model a collective opinion formation process. It is assumed that individuals in community create a two-component communication field that influences the change of opinions of other persons and/or can induce their migration. The communication field is described by a reaction-diffusion equation, meaning that it has a certain lifetime, which models memory effects, further it can spread out in the community. Within our stochastic approach, the opinion change of the individuals is described by a master equation, while the migration is described by a set of Langevin equations, coupled by the communication field. In the mean-field limit which holds for fast communication, we derive a critical population size, above which the community separates into a majority and a minority with opposite opinions. The existence of external support (e.g. from mass media) can change the ratio between minority and majority, until above a critical external support the supported subpop...

  3. New models and predictions for Brownian coagulation of non-interacting spheres.

    Science.gov (United States)

    Kelkar, Aniruddha V; Dong, Jiannan; Franses, Elias I; Corti, David S

    2013-01-01

    The classical steady-state Smoluchowski model for Brownian coagulation is evaluated using Brownian Dynamics Simulations (BDS) as a benchmark. The predictions of this approach compare favorably with the results of BDS only in the dilute limit, that is, for volume fractions of φ≤5×10(-4). From the solution of the more general unsteady-state diffusion equation, a new model for coagulation is developed. The resulting coagulation rate constant is time-dependent and approaches the steady-state limit only at large times. Moreover, in contrast to the Smoluchowski model, this rate constant depends on the particle size, with the transient effects becoming more significant at larger sizes. The predictions of the unsteady-state model agree well with the BDS results up to volume fractions of about φ=0.1, at which the aggregation half-time predicted by the Smoluchowski model is five times that of the BDS. A new procedure to extract the aggregation rate constant from simulation results based on this model is presented. The choice of the rate constant kernel used in the population balance equations for complete aggregation is also evaluated. Extension of the new model to a variable rate constant kernel leads to increased accuracy of the predictions, especially for φ≤5×10(-3). This size-dependence of the rate constant kernel affects particularly the predictions for initially polydisperse sphere systems. In addition, the model is extended to account in a novel way for both short-range viscous two-particle interactions and long-range many-particle Hydrodynamic Interactions (HI). Predictions including HI agree best with the BDS results. The new models presented here offer accurate and computationally less-intensive predictions of the coagulation dynamics while also accounting for hydrodynamic coupling. PMID:23036339

  4. Hybrid finite element and Brownian dynamics method for diffusion-controlled reactions

    OpenAIRE

    Bauler, Patricia; Huber, Gary A.; McCammon, J. Andrew

    2012-01-01

    Diffusion is often the rate determining step in many biological processes. Currently, the two main computational methods for studying diffusion are stochastic methods, such as Brownian dynamics, and continuum methods, such as the finite element method. This paper proposes a new hybrid diffusion method that couples the strengths of each of these two methods. The method is derived for a general multidimensional system, and is presented using a basic test case for 1D linear and radially symmetri...

  5. Differential Dynamic Microscopy to characterize Brownian motion and bacteria motility

    OpenAIRE

    Germain, David; Leocmach, Mathieu; Gibaud, Thomas

    2015-01-01

    We have developed a lab work module where we teach undergraduate students how to quantify the dynamics of a suspension of microscopic particles, measuring and analyzing the motion of those particles at the individual level or as a group. Differential Dynamic Microscopy (DDM) is a relatively recent technique that precisely does that and constitutes an alternative method to more classical techniques such as dynamics light scattering (DLS) or video particle tracking (VPT). DDM consists in imagin...

  6. Brownian dynamics simulation of peeling a strongly-adsorbed polymer molecule from a frictionless substrate.

    Science.gov (United States)

    Iliafar, Sara; Vezenov, Dmitri; Jagota, Anand

    2013-02-01

    We used brownian dynamics to study the peeling of a polymer molecule, represented by a freely jointed chain, from a frictionless surface in an implicit solvent with parameters representative of single-stranded DNA adsorbed on graphite. For slow peeling rates, simulations match the predictions of an equilibrium statistical thermodynamic model. We show that deviations from equilibrium peeling forces are dominated by a combination of Stokes (viscous) drag forces acting on the desorbed section of the chain and a finite rate of hopping over a desorption barrier. Characteristic velocities separating equilibrium and nonequilibrium regimes are many orders of magnitude higher than values accessible in force spectroscopy experiments. Finite probe stiffness resulted in disappearance of force spikes due to desorption of individual links predicted by the statistical thermodynamic model under displacement control. Probe fluctuations also masked sharp transitions in peeling force between blocks of distinct sequences, indicating limitation in the ability of single-molecule force spectroscopy to distinguish small differences in homologous molecular structures.

  7. A generalized Brownian motion model for turbulent relative particle dispersion

    Science.gov (United States)

    Shivamoggi, B. K.

    2016-08-01

    There is speculation that the difficulty in obtaining an extended range with Richardson-Obukhov scaling in both laboratory experiments and numerical simulations is due to the finiteness of the flow Reynolds number Re in these situations. In this paper, a generalized Brownian motion model has been applied to describe the relative particle dispersion problem in more realistic turbulent flows and to shed some light on this issue. The fluctuating pressure forces acting on a fluid particle are taken to be a colored noise and follow a stationary process and are described by the Uhlenbeck-Ornstein model while it appears plausible to take their correlation time to have a power-law dependence on Re, thus introducing a bridge between the Lagrangian quantities and the Eulerian parameters for this problem. This ansatz is in qualitative agreement with the possibility of a connection speculated earlier by Corrsin [26] between the white-noise representation for the fluctuating pressure forces and the large-Re assumption in the Kolmogorov [4] theory for the 3D fully developed turbulence (FDT) as well as a similar argument of Monin and Yaglom [23] and a similar result of Sawford [13] and Borgas and Sawford [24]. It also provides an insight into the result that the Richardson-Obukhov scaling holds only in the infinite-Re limit and disappears otherwise. This ansatz further provides a determination of the Richardson-Obukhov constant g as a function of Re, with an asymptotic constant value in the infinite-Re limit. It is shown to lead to full agreement, in the small-Re limit as well, with the Batchelor-Townsend [27] scaling for the rate of change of the mean square interparticle separation in 3D FDT, hence validating its soundness further.

  8. Dynamics of ions in the selectivity filter of the KcsA channel: Towards a coupled Brownian particle description

    CERN Document Server

    Cosseddu, Salvatore M; Allen, Michael P; Rodger, P M; Luchinsky, Dmitry G; McClintock, Peter V E

    2013-01-01

    The statistical and dynamical properties of ions in the selectivity filter of the KcsA ion channel are considered on the basis of molecular dynamics (MD) simulations of the KcsA protein embedded in a lipid membrane surrounded by an ionic solution. A new approach to the derivation of a Brownian dynamics (BD) model of ion permeation through the filter is discussed, based on unbiased MD simulations. It is shown that depending on additional assumptions, ion's dynamics can be described either by under-damped Langevin equation with constant damping and white noise or by Langevin equation with a fractional memory kernel. A comparison of the potential of the mean force derived from unbiased MD simulations with the potential produced by the umbrella sampling method demonstrates significant differences in these potentials. The origin of these differences is an open question that requires further clarifications.

  9. DNA electrophoresis in tri-block copolymer gels--experiments and Brownian dynamics simulation

    Science.gov (United States)

    Wei, Ling; van Winkle, David H.

    2015-03-01

    The mobility of double-stranded DNA ladders in Pluronics®P105, P123 and F127, was measured by two-dimensional gel electrophoresis. Pluronics®are triblock copolymers which form gel-like phases of micelles arranged with cubic order at room temperature. A 10 base pair and a 25 base pair DNA ladder were used as samples in gel electrophoresis. The monotonically decreasing mobility with increasing length observed in the agarose separations is not observed in separations in Pluronics®. Rather, a complicated dependence of mobility on DNA length is observed, where mobility vs. length increases for short DNA molecules then decreases for longer molecules. There is also a variation of mobility with length correlated to the micelle diameter. Brownian dynamics simulations of a discrete wormlike chain model were performed to simulate short DNA molecules migrating in free solution and in a face-centered cubic matrix. By incorporating hydrodynamic interactions, the trend of simulated length-dependent mobility qualitatively agrees with experimental measurements.

  10. Brownian Dynamics of a Suspension of Particles with Constrained Voronoi Cell Volumes

    KAUST Repository

    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.

  11. The double-temperature ratchet model and current reversal of coupled Brownian motors

    CERN Document Server

    Li, Chen-pu; Zheng, Zhi-gang

    2016-01-01

    Based on the transport features and experimental phenomena observed in studies of molecular motors, we proposed the double-temperature ratchet model of coupled motors to reveal the dynamical mechanism of cooperative transport of motors with two heads, where the interactions and the asynchronous between two motor heads are taken into account. We investigated the collective unidirectional transport of coupled system, and find that the direction of motion can be inversed under certain conditions. Inverse motion can be achieved by modulating the coupling strength, the coupling free length and the asymmetric efficient of the periodic potential, which is understood in terms of the effective-potential theory. The dependence of directed current on various parameters is studied systematically. Directed transport of coupled Brownian motors can be manipulated and optimized by adjusting pulsating period or the phase shift of the pulsating temperature.

  12. A Brownian model for recurrent volcanic eruptions: an application to Miyakejima volcano (Japan)

    Science.gov (United States)

    Garcia-Aristizabal, Alexander; Marzocchi, Warner; Fujita, Eisuke

    2012-03-01

    The definition of probabilistic models as mathematical structures to describe the response of a volcanic system is a plausible approach to characterize the temporal behavior of volcanic eruptions and constitutes a tool for long-term eruption forecasting. This kind of approach is motivated by the fact that volcanoes are complex systems in which a completely deterministic description of the processes preceding eruptions is practically impossible. To describe recurrent eruptive activity, we apply a physically motivated probabilistic model based on the characteristics of the Brownian passage-time (BPT) distribution; the physical process defining this model can be described by the steady rise of a state variable from a ground state to a failure threshold; adding Brownian perturbations to the steady loading produces a stochastic load-state process (a Brownian relaxation oscillator) in which an eruption relaxes the load state to begin a new eruptive cycle. The Brownian relaxation oscillator and Brownian passage-time distribution connect together physical notions of unobservable loading and failure processes of a point process with observable response statistics. The Brownian passage-time model is parameterized by the mean rate of event occurrence, μ, and the aperiodicity about the mean, α. We apply this model to analyze the eruptive history of Miyakejima volcano, Japan, finding a value of 44.2 (±6.5 years) for the μ parameter and 0.51 (±0.01) for the (dimensionless) α parameter. The comparison with other models often used in volcanological literature shows that this physically motivated model may be a good descriptor of volcanic systems that produce eruptions with a characteristic size. BPT is clearly superior to the Exponential distribution, and the fit to the data is comparable to other two-parameters models. Nonetheless, being a physically motivated model, it provides an insight into the macro-mechanical processes driving the system.

  13. Structure Analysis of Jungle-Gym-Type Gels by Brownian Dynamics Simulation

    Science.gov (United States)

    Ohta, Noriyoshi; Ono, Kohki; Takasu, Masako; Furukawa, Hidemitsu

    2008-02-01

    We investigated the structure and the formation process of two kinds of gels by Brownian dynamics simulation. The effect of flexibility of main chain oligomer was studied. From our results, hard gel with rigid main chain forms more homogeneous network structure than soft gel with flexible main chain. In soft gel, many small loops are formed, and clusters tend to shrink. This heterogeneous network structure may be caused by microgels. In the low density case, soft gel shows more heterogeneity than the high density case.

  14. Brownian Dynamics Simulation of Microstructures and Elongational Viscosities of Micellar Surfactant Solution

    Institute of Scientific and Technical Information of China (English)

    WEI Jin-Jia; KAWAGUCHI Yasuo; YU Bo; LI Feng-Chen

    2008-01-01

    @@ Brownian dynamics simulation is conducted for a dilute surfactant solution under a steady uniaxial elongational flow.A new inter-cluster potential is used for the interaction among surfactant micelles to determine the micellar network structures in the surfactant solution.The micellar network is successfully simulated.It is formed at low elongation rates and destroyed by high elongation rates.The computed elongational viscosities show elongation-thinning characteristics.The relationship between the elongational viscosities and the microstructure of the surfactant solution is revealed.

  15. Generalized Scaling and the Master Variable for Brownian Magnetic Nanoparticle Dynamics

    Science.gov (United States)

    Reeves, Daniel B.; Shi, Yipeng; Weaver, John B.

    2016-01-01

    Understanding the dynamics of magnetic particles can help to advance several biomedical nanotechnologies. Previously, scaling relationships have been used in magnetic spectroscopy of nanoparticle Brownian motion (MSB) to measure biologically relevant properties (e.g., temperature, viscosity, bound state) surrounding nanoparticles in vivo. Those scaling relationships can be generalized with the introduction of a master variable found from non-dimensionalizing the dynamical Langevin equation. The variable encapsulates the dynamical variables of the surroundings and additionally includes the particles’ size distribution and moment and the applied field’s amplitude and frequency. From an applied perspective, the master variable allows tuning to an optimal MSB biosensing sensitivity range by manipulating both frequency and field amplitude. Calculation of magnetization harmonics in an oscillating applied field is also possible with an approximate closed-form solution in terms of the master variable and a single free parameter. PMID:26959493

  16. Quantum Brownian motion in a bath of parametric oscillators a model for system-field interactions

    CERN Document Server

    Hu, B L; Andrew Matacz

    1993-01-01

    The quantum Brownian motion paradigm provides a unified framework where one can see the interconnection of some basic quantum statistical processes like decoherence, dissipation, particle creation, noise and fluctuation. We treat the case where the Brownian particle is coupled linearly to a bath of time dependent quadratic oscillators. While the bath mimics a scalar field, the motion of the Brownian particle modeled by a single oscillator could be used to depict the behavior of a particle detector, a quantum field mode or the scale factor of the universe. An important result of this paper is the derivation of the influence functional encompassing the noise and dissipation kernels in terms of the Bogolubov coefficients. This method enables one to trace the source of statistical processes like decoherence and dissipation to vacuum fluctuations and particle creation, and in turn impart a statistical mechanical interpretation of quantum field processes. With this result we discuss the statistical mechanical origi...

  17. Brownian nanoimaging of interface dynamics and ligand-receptor binding at cell surfaces in 3-D.

    Science.gov (United States)

    Kuznetsov, Igor R; Evans, Evan A

    2013-04-01

    We describe a method for nanoimaging interfacial dynamics and ligand-receptor binding at surfaces of live cells in 3-D. The imaging probe is a 1-μm diameter glass bead confined by a soft laser trap to create a "cloud" of fluctuating states. Using a facile on-line method of video image analysis, the probe displacements are reported at ~10 ms intervals with bare precisions (±SD) of 4-6 nm along the optical axis (elevation) and 2 nm in the transverse directions. We demonstrate how the Brownian distributions are analyzed to characterize the free energy potential of each small probe in 3-D taking into account the blur effect of its motions during CCD image capture. Then, using the approach to image interactions of a labeled probe with lamellae of leukocytic cells spreading on cover-glass substrates, we show that deformations of the soft distribution in probe elevations provide both a sensitive long-range sensor for defining the steric topography of a cell lamella and a fast telemetry for reporting rare events of probe binding with its surface receptors. Invoking established principles of Brownian physics and statistical thermodynamics, we describe an off-line method of super resolution that improves precision of probe separations from a non-reactive steric boundary to ~1 nm.

  18. Brownian localization: A generalized coupling model yielding a nonergodic Langevin equation description

    Institute of Scientific and Technical Information of China (English)

    Liu Jian; Wang Hai-Yan; Bao Jing-Dong

    2013-01-01

    A minimal system-plus-reservoir model yielding a nonergodic Langevin equation is proposed,which originates from the cubic-spectral density of environmental oscillators and momentum-dependent coupling.This model allows ballistic diffusion and classical localization simultaneously,in which the fluctuation-dissipation relation is still satisfied but the Khinchin theorem is broken.The asymptotical equilibrium for a nonergodic system requires the initial thermal equilibrium,however,when the system starts from nonthermal conditions,it does not approach the equilibration even though a nonlinear potential is used to bound the particle,this can be confirmed by the zeroth law of thermodynamics.In the dynamics of Brownian localization,due to the memory damping function inducing a constant term,our results show that the stationary distribution of the system depends on its initial preparation of coordinate rather than momentum.The coupled oscillator chain with a fixed end boundary acts as a heat bath,which has long been used in studies of collinear atom/solid-surface scattering and lattice vibration,we investigate this problem from the viewpoint of nonergodicity.

  19. Modelling Migration and Economic Agglomeration with Active Brownian Particles

    CERN Document Server

    Schweitzer, F

    1999-01-01

    We propose a stochastic dynamic model of migration and economic aggregation in a system of employed (immobile) and unemployed (mobile) agents which respond to local wage gradients. Dependent on the local economic situation, described by a production function which includes cooperative effects, employed agents can become unemployed and vice versa. The spatio-temporal distribution of employed and unemployed agents is investigated both analytically and by means of stochastic computer simulations. We find the establishment of distinct economic centers out of a random initial distribution. The evolution of these centers occurs in two different stages: (i) small economic centers are formed based on the positive feedback of mutual stimulation/cooperation among the agents, (ii) some of the small centers grow at the expense of others, which finally leads to the concentration of the labor force in different extended economic regions. This crossover to large-scale production is accompanied by an increase in the unemploy...

  20. GPU accelerated Monte Carlo simulation of Brownian motors dynamics with CUDA

    CERN Document Server

    Spiechowicz, J; Machura, L

    2014-01-01

    This work presents an updated and extended guide on methods of a proper acceleration of the Monte Carlo integration of stochastic differential equations with the commonly available NVIDIA Graphics Processing Units using the CUDA programming environment. We outline the general aspects of the scientific computing on graphics cards and demonstrate them with two models of a well known phenomenon of the noise induced transport of Brownian motors in periodic structures. As a source of fluctuations in the considered systems we selected the three most commonly occurring noises: the Gaussian white noise, the white Poissonian noise and the dichotomous process also known as a random telegraph signal. The detailed discussion on various aspects of the applied numerical schemes is also presented. The measured speedup can be of the astonishing order of 2000 when compared to a typical CPU. This number significantly expands the range of problems solvable by use of stochastic simulations, allowing even an interactive research ...

  1. Brownian regime of finite-N corrections to particle motion in the XY Hamiltonian mean field model

    Science.gov (United States)

    Ribeiro, Bruno V.; Amato, Marco A.; Elskens, Yves

    2016-08-01

    We study the dynamics of the N-particle system evolving in the XY Hamiltonian mean field (HMF) model for a repulsive potential, when no phase transition occurs. Starting from a homogeneous distribution, particles evolve in a mean field created by the interaction with all others. This interaction does not change the homogeneous state of the system, and particle motion is approximately ballistic with small corrections. For initial particle data approaching a waterbag, it is explicitly proved that corrections to the ballistic velocities are in the form of independent Brownian noises over a time scale diverging not slower than {N}2/5 as N\\to ∞ , which proves the propagation of molecular chaos. Molecular dynamics simulations of the XY-HMF model confirm our analytical findings.

  2. Brownian regime of finite-N corrections to particle motion in the XY hamiltonian mean field model

    CERN Document Server

    Ribeiro, Bruno V; Elskens, Yves

    2016-01-01

    We study the dynamics of the N-particle system evolving in the XY hamiltonian mean field (HMF) model for a repulsive potential, when no phase transition occurs. Starting from a homogeneous distribution, particles evolve in a mean field created by the interaction with all others. This interaction does not change the homogeneous state of the system, and particle motion is approximately ballistic with small corrections. For initial particle data approaching a waterbag, it is explicitly proved that corrections to the ballistic velocities are in the form of independent brownian noises over a time scale diverging not slower than $N^{2/5}$ as $N \\to \\infty$, which proves the propagation of molecular chaos. Molecular dynamics simulations of the XY-HMF model confirm our analytical findings.

  3. Fractional Brownian motion, the Matern process, and stochastic modeling of turbulent dispersion

    CERN Document Server

    Lilly, J M; Early, J J; Olhede, S C

    2016-01-01

    Stochastic process exhibiting power-law slopes in the frequency domain are frequently well modeled by fractional Brownian motion (fBm). In particular, the spectral slope at high frequencies is associated with the degree of small-scale roughness or fractal dimension. However, a broad class of real-world signals have a high-frequency slope, like fBm, but a plateau in the vicinity of zero frequency. This low-frequency plateau, it is shown, implies that the temporal integral of the process exhibits diffusive behavior, dispersing from its initial location at a constant rate. Such processes are not well modeled by fBm, which has a singularity at zero frequency corresponding to an unbounded rate of dispersion. A more appropriate stochastic model is a much lesser-known random process called the Matern process, which is shown herein to be a damped version of fractional Brownian motion. This article first provides a thorough introduction to fractional Brownian motion, then examines the details of the Matern process and...

  4. Kinetics of Hexagonal Cylinders to Face-centered Cubic Spheres Transition of Triblock Copolymer in Selective Solvent: Brownian Dynamics Simulation

    OpenAIRE

    LI Minghai; Liu, Yongsheng; Bansil, Rama

    2010-01-01

    The kinetics of the transformation from the hexagonal packed cylinder (HEX) phase to the face-centered-cubic (FCC) phase was simulated using Brownian Dynamics for an ABA triblock copolymer in a selective solvent for the A block. The kinetics was obtained by instantaneously changing either the temperature of the system or the well-depth of the Lennard-Jones potential. Detailed analysis showed that the transformation occurred via a rippling mechanism. The simulation results indicated that the o...

  5. Effective quantum Brownian dynamics in presence of a rapidly oscillating space-dependent time-periodic field.

    Science.gov (United States)

    Shit, Anindita; Chattopadhyay, Sudip; Chaudhuri, Jyotipratim Ray

    2011-06-01

    We explore the Brownian dynamics in the quantum regime (by investigating the quantum Langevin and Smoluchowski equations) in terms of an effective time-independent Hamiltonian in the presence of a rapidly oscillating field. We achieve this by systematically expanding the time-dependent system-reservoir Hamiltonian in the inverse of driving frequency with a systematic time-scale separation and invoking a quantum gauge transformation within the framework of Floquet theorem. PMID:21797289

  6. Brownian motion of single glycerol molecules in an aqueous solution as studied by dynamic light scattering.

    Science.gov (United States)

    Elamin, Khalid; Swenson, Jan

    2015-03-01

    Aqueous solutions of glycerol are investigated by dynamic light scattering (DLS) over the whole concentration range (10-98 wt.% water) and in the temperature range 283-303 K. The measurements reveal one slow relaxation process in the geometry of polarized light scattering. This process is present in the whole concentration range, although it is very weak at the highest and lowest water concentrations and is considerably slower than the structural α relaxation, which is too fast to be observed on the experimental time scale in the measured temperature range. The relaxation time of the observed process exhibits a 1/q2 dependence, proving that it is due to long-range translational diffusion. The Stokes-Einstein relation is used to estimate the hydrodynamic radius of the diffusing particles and from these calculations it is evident that the observed relaxation process is due to the Brownian motion of single or a few glycerol molecules. The fact that it is possible to study the self-diffusion of such small molecules may stimulate a broadening of the research field used to be covered by the DLS technique. PMID:25871109

  7. Magnetoviscosity of dilute suspensions of magnetic ellipsoids obtained through rotational Brownian dynamics simulations.

    Science.gov (United States)

    Sánchez, J H; Rinaldi, C

    2009-03-15

    The magnetic field dependent viscosity (magnetoviscosity) of dilute suspensions of magnetic tri-axial ellipsoidal particles suspended in a Newtonian fluid and under applied shear and magnetic fields was studied numerically. Brownian dynamics simulations were performed to compute the intrinsic magnetoviscosity of the suspension. Results are presented for the response of dilute suspensions of ellipsoidal particles to constant magnetic and shear flow fields. Suspensions of ellipsoidal particles show a significant effect of aspect ratio on the intrinsic magnetoviscosity of the suspension, and this effect is more pronounced as the aspect ratio becomes more extreme. The use of an effective rotational diffusion coefficient D(r,eff) collapses the normalized intrinsic magnetoviscosity of all suspensions to a master curve as a function of Péclet number with the Langevin parameter alpha=(mu(0)muH)/(k(B)T) as parameter, up to a critical value of alpha for which the results for suspensions of spherical particles deviate from those of suspensions of ellipsoids. This discrepancy is attributed to the action of the shear-torque on the ellipsoidal particles, which tends to orient these particles in the direction of maximum deformation of the simple shear flow, and which does not act on spherical particles. PMID:19100560

  8. Filamentous Biopolymers on Surfaces: Atomic Force Microscopy Images Compared with Brownian Dynamics Simulation of Filament Deposition

    Science.gov (United States)

    Mücke, Norbert; Klenin, Konstantin; Kirmse, Robert; Bussiek, Malte; Herrmann, Harald; Hafner, Mathias; Langowski, Jörg

    2009-01-01

    Nanomechanical properties of filamentous biopolymers, such as the persistence length, may be determined from two-dimensional images of molecules immobilized on surfaces. For a single filament in solution, two principal adsorption scenarios are possible. Both scenarios depend primarly on the interaction strength between the filament and the support: i) For interactions in the range of the thermal energy, the filament can freely equilibrate on the surface during adsorption; ii) For interactions much stronger than the thermal energy, the filament will be captured by the surface without having equilibrated. Such a ‘trapping’ mechanism leads to more condensed filament images and hence to a smaller value for the apparent persistence length. To understand the capture mechanism in more detail we have performed Brownian dynamics simulations of relatively short filaments by taking the two extreme scenarios into account. We then compared these ‘ideal’ adsorption scenarios with observed images of immobilized vimentin intermediate filaments on different surfaces. We found a good agreement between the contours of the deposited vimentin filaments on mica (‘ideal’ trapping) and on glass (‘ideal’ equilibrated) with our simulations. Based on these data, we have developed a strategy to reliably extract the persistence length of short worm-like chain fragments or network forming filaments with unknown polymer-surface interactions. PMID:19888472

  9. Filamentous biopolymers on surfaces: atomic force microscopy images compared with Brownian dynamics simulation of filament deposition.

    Directory of Open Access Journals (Sweden)

    Norbert Mücke

    Full Text Available Nanomechanical properties of filamentous biopolymers, such as the persistence length, may be determined from two-dimensional images of molecules immobilized on surfaces. For a single filament in solution, two principal adsorption scenarios are possible. Both scenarios depend primarily on the interaction strength between the filament and the support: i For interactions in the range of the thermal energy, the filament can freely equilibrate on the surface during adsorption; ii For interactions much stronger than the thermal energy, the filament will be captured by the surface without having equilibrated. Such a 'trapping' mechanism leads to more condensed filament images and hence to a smaller value for the apparent persistence length. To understand the capture mechanism in more detail we have performed Brownian dynamics simulations of relatively short filaments by taking the two extreme scenarios into account. We then compared these 'ideal' adsorption scenarios with observed images of immobilized vimentin intermediate filaments on different surfaces. We found a good agreement between the contours of the deposited vimentin filaments on mica ('ideal' trapping and on glass ('ideal' equilibrated with our simulations. Based on these data, we have developed a strategy to reliably extract the persistence length of short worm-like chain fragments or network forming filaments with unknown polymer-surface interactions.

  10. Branching Brownian motion with selection of the N right-most particles: An approximate model

    CERN Document Server

    Maillard, Pascal

    2011-01-01

    We present an approximation to the Brunet--Derrida model of supercritical branching Brownian motion on the real line with selection of the $N$ right-most particles, valid when the population size $N$ is large. It consists of introducing a random space-time barrier at which particles are instantaneously killed in such a way that the population size stays almost constant over time. We prove that the suitably recentered position of this barrier converges at the $\\log^3 N$ timescale to a L\\'evy process, which we identify. This validates the physicists' predictions about the fluctuations in the Brunet--Derrida model.

  11. Magnetization direction in the Heisenberg model exhibiting fractional Brownian motion

    DEFF Research Database (Denmark)

    Zhang, Zhengping; Mouritsen, Ole G.; Zuckermann, Martin J.

    1993-01-01

    The temporal magnetization-direction fluctuations in the three-dimensional classical ferromagnetic Heisenberg model have been generated by Monte Carlo simulation and analyzed by the rescaled-range method to yield the Hurst exponent H. A value of H congruent-to 1 has been found to apply in the fer...

  12. Nanoscale temperature measurements using non-equilibrium Brownian dynamics of a levitated nanosphere

    Science.gov (United States)

    Millen, J.; Deesuwan, T.; Barker, P.; Anders, J.

    2014-06-01

    Einstein realized that the fluctuations of a Brownian particle can be used to ascertain the properties of its environment. A large number of experiments have since exploited the Brownian motion of colloidal particles for studies of dissipative processes, providing insight into soft matter physics and leading to applications from energy harvesting to medical imaging. Here, we use heated optically levitated nanospheres to investigate the non-equilibrium properties of the gas surrounding them. Analysing the sphere's Brownian motion allows us to determine the temperature of the centre-of-mass motion of the sphere, its surface temperature and the heated gas temperature in two spatial dimensions. We observe asymmetric heating of the sphere and gas, with temperatures reaching the melting point of the material. This method offers opportunities for accurate temperature measurements with spatial resolution on the nanoscale, and provides a means for testing non-equilibrium thermodynamics.

  13. Nanoscale temperature measurements using non-equilibrium Brownian dynamics of a levitated nanosphere.

    Science.gov (United States)

    Millen, J; Deesuwan, T; Barker, P; Anders, J

    2014-06-01

    Einstein realized that the fluctuations of a Brownian particle can be used to ascertain the properties of its environment. A large number of experiments have since exploited the Brownian motion of colloidal particles for studies of dissipative processes, providing insight into soft matter physics and leading to applications from energy harvesting to medical imaging. Here, we use heated optically levitated nanospheres to investigate the non-equilibrium properties of the gas surrounding them. Analysing the sphere's Brownian motion allows us to determine the temperature of the centre-of-mass motion of the sphere, its surface temperature and the heated gas temperature in two spatial dimensions. We observe asymmetric heating of the sphere and gas, with temperatures reaching the melting point of the material. This method offers opportunities for accurate temperature measurements with spatial resolution on the nanoscale, and provides a means for testing non-equilibrium thermodynamics. PMID:24793558

  14. Brownian dynamics simulations of polyelectrolyte adsorption in shear flow with hydrodynamic interaction.

    Science.gov (United States)

    Hoda, Nazish; Kumar, Satish

    2007-12-21

    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 N(1/3)Wi(2/3) 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(-1/2)kappa(-3)(l(B)|sigmaq|)(3/2), where kappa is the inverse screening length, l(B) is the Bjerrum length, sigma 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.

  15. The special theory of Brownian relativity: equivalence principle for dynamic and static random paths and uncertainty relation for diffusion.

    Science.gov (United States)

    Mezzasalma, Stefano A

    2007-03-15

    The theoretical basis of a recent theory of Brownian relativity for polymer solutions is deepened and reexamined. After the problem of relative diffusion in polymer solutions is addressed, its two postulates are formulated in all generality. The former builds a statistical equivalence between (uncorrelated) timelike and shapelike reference frames, that is, among dynamical trajectories of liquid molecules and static configurations of polymer chains. The latter defines the "diffusive horizon" as the invariant quantity to work with in the special version of the theory. Particularly, the concept of universality in polymer physics corresponds in Brownian relativity to that of covariance in the Einstein formulation. Here, a "universal" law consists of a privileged observation, performed from the laboratory rest frame and agreeing with any diffusive reference system. From the joint lack of covariance and simultaneity implied by the Brownian Lorentz-Poincaré transforms, a relative uncertainty arises, in a certain analogy with quantum mechanics. It is driven by the difference between local diffusion coefficients in the liquid solution. The same transformation class can be used to infer Fick's second law of diffusion, playing here the role of a gauge invariance preserving covariance of the spacetime increments. An overall, noteworthy conclusion emerging from this view concerns the statistics of (i) static macromolecular configurations and (ii) the motion of liquid molecules, which would be much more related than expected. PMID:17223124

  16. The special theory of Brownian relativity: equivalence principle for dynamic and static random paths and uncertainty relation for diffusion.

    Science.gov (United States)

    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.

  17. Rotational Brownian dynamics simulations of non-interacting magnetized ellipsoidal particles in d.c. and a.c. magnetic fields

    Energy Technology Data Exchange (ETDEWEB)

    Sanchez, Jorge H. [Department of Chemical Engineering, University of Puerto Rico, Mayaguez campus, P.O. Box 9046, Mayaguez, PR 00681 (Puerto Rico); Facultad de Ingenieria Quimica, Universidad Pontificia Bolivariana, Medellin (Colombia); Rinaldi, Carlos [Department of Chemical Engineering, University of Puerto Rico, Mayaguez campus, P.O. Box 9046, Mayaguez, PR 00681 (Puerto Rico)], E-mail: crinaldi@uprm.edu

    2009-10-15

    The rotational Brownian motion of magnetized tri-axial ellipsoidal particles (orthotropic particles) suspended in a Newtonian fluid, in the dilute suspension limit, under applied d.c. and a.c. magnetic fields was studied using rotational Brownian dynamics simulations. The algorithm describing the change in the suspension magnetization was obtained from the stochastic angular momentum equation using the fluctuation-dissipation theorem and a quaternion formulation of orientation space. Simulation results are in agreement with the Langevin function for equilibrium magnetization and with single-exponential relaxation from equilibrium at small fields using Perrin's effective relaxation time. Dynamic susceptibilities for ellipsoidal particles of different aspect ratios were obtained from the response to oscillating magnetic fields of different frequencies and described by Debye's model for the complex susceptibility using Perrin's effective relaxation time. Simulations at high equilibrium and probe fields indicate that Perrin's effective relaxation time continues to describe relaxation from equilibrium and response to oscillating fields even beyond the small field limit.

  18. Generalization of Brownian Motion with Autoregressive Increments

    CERN Document Server

    Fendick, Kerry

    2011-01-01

    This paper introduces a generalization of Brownian motion with continuous sample paths and stationary, autoregressive increments. This process, which we call a Brownian ray with drift, is characterized by three parameters quantifying distinct effects of drift, volatility, and autoregressiveness. A Brownian ray with drift, conditioned on its state at the beginning of an interval, is another Brownian ray with drift over the interval, and its expected path over the interval is a ray with a slope that depends on the conditioned state. This paper shows how Brownian rays can be applied in finance for the analysis of queues or inventories and the valuation of options. We model a queue's net input process as a superposition of Brownian rays with drift and derive the transient distribution of the queue length conditional on past queue lengths and on past states of the individual Brownian rays comprising the superposition. The transient distributions of Regulated Brownian Motion and of the Regulated Brownian Bridge are...

  19. Quantal Brownian Motion from RPA dynamics: The master and Fokker-Planck equations

    International Nuclear Information System (INIS)

    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.)

  20. Modeling Philippine Stock Exchange Composite Index Using Weighted Geometric Brownian Motion Forecasts

    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.

  1. Stochastic shell models driven by a multiplicative fractional Brownian-motion

    Science.gov (United States)

    Bessaih, Hakima; Garrido-Atienza, María J.; Schmalfuss, Björn

    2016-04-01

    We prove existence and uniqueness of the solution of a stochastic shell-model. The equation is driven by an infinite dimensional fractional Brownian-motion with Hurst-parameter H ∈(1 / 2 , 1) , and contains a non-trivial coefficient in front of the noise which satisfies special regularity conditions. The appearing stochastic integrals are defined in a fractional sense. First, we prove the existence and uniqueness of variational solutions to approximating equations driven by piecewise linear continuous noise, for which we are able to derive important uniform estimates in some functional spaces. Then, thanks to a compactness argument and these estimates, we prove that these variational solutions converge to a limit solution, which turns out to be the unique pathwise mild solution associated to the shell-model with fractional noise as driving process.

  2. Brownian motion of graphene.

    Science.gov (United States)

    Maragó, Onofrio M; Bonaccorso, Francesco; Saija, Rosalba; Privitera, Giulia; Gucciardi, Pietro G; Iatì, Maria Antonia; Calogero, Giuseppe; Jones, Philip H; Borghese, Ferdinando; Denti, Paolo; Nicolosi, Valeria; Ferrari, Andrea C

    2010-12-28

    Brownian motion is a manifestation of the fluctuation-dissipation theorem of statistical mechanics. It regulates systems in physics, biology, chemistry, and finance. We use graphene as prototype material to unravel the consequences of the fluctuation-dissipation theorem in two dimensions, by studying the Brownian motion of optically trapped graphene flakes. These orient orthogonal to the light polarization, due to the optical constants anisotropy. We explain the flake dynamics in the optical trap and measure force and torque constants from the correlation functions of the tracking signals, as well as comparing experiments with a full electromagnetic theory of optical trapping. The understanding of optical trapping of two-dimensional nanostructures gained through our Brownian motion analysis paves the way to light-controlled manipulation and all-optical sorting of biological membranes and anisotropic macromolecules. PMID:21133432

  3. Control of dynamical self-assembly of strongly Brownian nanoparticles through convective forces induced by ultrafast laser

    Science.gov (United States)

    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.

  4. Deriving movement properties and the effect of the environment from the Brownian bridge movement model in monkeys and birds

    NARCIS (Netherlands)

    K. Buchin; S. Sijben; E.E. van Loon; N. Sapir; S. Mercier; T.J.M. Arseneau; E.P. Willems

    2015-01-01

    Background: The Brownian bridge movement model (BBMM) provides a biologically sound approximation of the movement path of an animal based on discrete location data, and is a powerful method to quantify utilization distributions. Computing the utilization distribution based on the BBMM while calculat

  5. Brownian earthworm

    CERN Document Server

    Burdzy, Krzysztof; Pal, Soumik

    2010-01-01

    We prove that the distance between two reflected Brownian motions outside a sphere in a 3-dimensional flat torus does not converge to 0, a.s., if the radius of the sphere is sufficiently small, relative to the size of the torus.

  6. BROMOC suite: Monte Carlo/Brownian dynamics suite for studies of ion permeation and DNA transport in biological and artificial pores with effective potentials.

    Science.gov (United States)

    De Biase, Pablo M; Markosyan, Suren; Noskov, Sergei

    2015-02-01

    The transport of ions and solutes by biological pores is central for cellular processes and has a variety of applications in modern biotechnology. The time scale involved in the polymer transport across a nanopore is beyond the accessibility of conventional MD simulations. Moreover, experimental studies lack sufficient resolution to provide details on the molecular underpinning of the transport mechanisms. BROMOC, the code presented herein, performs Brownian dynamics simulations, both serial and parallel, up to several milliseconds long. BROMOC can be used to model large biological systems. IMC-MACRO software allows for the development of effective potentials for solute-ion interactions based on radial distribution function from all-atom MD. BROMOC Suite also provides a versatile set of tools to do a wide variety of preprocessing and postsimulation analysis. We illustrate a potential application with ion and ssDNA transport in MspA nanopore. PMID:25503688

  7. Dynamic light scattering by flowing Brownian particles measured with optical coherence tomography: impact of the optical system

    Science.gov (United States)

    Popov, Ivan; Vitkin, Alex

    2016-01-01

    The study of flowing Brownian particles finds numerous biomedical applications, ranging from blood flow analysis to diffusion research. A mathematical model for the correlation function of laser radiation scattered by flowing Brownian particles measured with fiber-based optical coherence tomography (OCT), which accounts for the effects of sample arm optics, is presented. It is shown that the parameters of an OCT optical system of any complexity can be taken into account by using the ABCD ray tracing matrix approach. Specifically, the impact of any optical system can be characterized by the changes in the effective beam radius, which replaces the Gaussian beam radius in the existing mathematical models of scattered radiation. It is shown that the validity of the developed ABCD matrix formalism is governed by the condition that the source coherence length is much smaller than the Rayleigh range in the sample. The predictions of the developed model are compared with previously published theories and with experimental data and agree well with the latter.

  8. The generalization of a class of impulse stochastic control models of a geometric Brownian motion

    Institute of Scientific and Technical Information of China (English)

    LIU XiaoPeng; LIU KunHui

    2009-01-01

    Recently, international academic circles advanced a class of new stochastic control models of a geometric Brownian motion which is an important kind of impulse control models whose cost structure is different from the others before, and it has a broad applying background and important theoretical significance in financial control and management of investment. This paper generalizes substantially the above stochastic control models under quite extensive conditions and describes the models more exactly under more normal theoretical system of stochastic process. By establishing a set of proper variational equations and proving the existence of its solution, and applying the means of stochastic analysis, this paper proves that the generalized stochastic control models have optimal controls.Meanwhile, we also analyze the structure of optimal controls carefully. Besides, we study the solution function of variational equations in a relatively deep-going way, which constitutes the value function of control models to some extent. Because the analysis methods of this paper are greatly different from those of original reference, this paper possesses considerable originality to some extent. In addition,this paper gives the strict proof to the part of original reference which is not fairly well-knit in analyses,and makes analyses and discussions of the model have the exactitude of mathematical sense.

  9. Numerically pricing American options under the generalized mixed fractional Brownian motion model

    Science.gov (United States)

    Chen, Wenting; Yan, Bowen; Lian, Guanghua; Zhang, Ying

    2016-06-01

    In this paper, we introduce a robust numerical method, based on the upwind scheme, for the pricing of American puts under the generalized mixed fractional Brownian motion (GMFBM) model. By using portfolio analysis and applying the Wick-Itô formula, a partial differential equation (PDE) governing the prices of vanilla options under the GMFBM is successfully derived for the first time. Based on this, we formulate the pricing of American puts under the current model as a linear complementarity problem (LCP). Unlike the classical Black-Scholes (B-S) model or the generalized B-S model discussed in Cen and Le (2011), the newly obtained LCP under the GMFBM model is difficult to be solved accurately because of the numerical instability which results from the degeneration of the governing PDE as time approaches zero. To overcome this difficulty, a numerical approach based on the upwind scheme is adopted. It is shown that the coefficient matrix of the current method is an M-matrix, which ensures its stability in the maximum-norm sense. Remarkably, we have managed to provide a sharp theoretic error estimate for the current method, which is further verified numerically. The results of various numerical experiments also suggest that this new approach is quite accurate, and can be easily extended to price other types of financial derivatives with an American-style exercise feature under the GMFBM model.

  10. Effects of electromagnetic field exposure on conduction and concentration of voltage gated calcium channels: A Brownian dynamics study.

    Science.gov (United States)

    Tekieh, Tahereh; Sasanpour, Pezhman; Rafii-Tabar, Hashem

    2016-09-01

    A three-dimensional Brownian Dynamics (BD) in combination with electrostatic calculations is employed to specifically study the effects of radiation of high frequency electromagnetic fields on the conduction and concentration profile of calcium ions inside the voltage-gated calcium channels. The electrostatic calculations are performed using COMSOL Multiphysics by considering dielectric interfaces effectively. The simulations are performed for different frequencies and intensities. The simulation results show the variations of conductance, average number of ions and the concentration profiles of ions inside the channels in response to high frequency radiation. The ionic current inside the channel increases in response to high frequency electromagnetic field radiation, and the concentration profiles show that the residency of ions in the channel decreases accordingly. PMID:27346366

  11. Kinetics of Hexagonal Cylinders to Face-centered Cubic Spheres Transition of Triblock Copolymer in Selective Solvent: Brownian Dynamics Simulation

    CERN Document Server

    Li, Minghai; Bansil, Rama

    2010-01-01

    The kinetics of the transformation from the hexagonal packed cylinder (HEX) phase to the face-centered-cubic (FCC) phase was simulated using Brownian Dynamics for an ABA triblock copolymer in a selective solvent for the A block. The kinetics was obtained by instantaneously changing either the temperature of the system or the well-depth of the Lennard-Jones potential. Detailed analysis showed that the transformation occurred via a rippling mechanism. The simulation results indicated that the order-order transformation (OOT) was a nucleation and growth process when the temperature of the system instantly jumped from 0.8 to 0.5. The time evolution of the structure factor obtained by Fourier Transformation showed that the peak intensities of the HEX and FCC phases could be fit well by an Avrami equation.

  12. Isotropic Brownian motions over complex fields as a solvable model for May-Wigner stability analysis

    Science.gov (United States)

    Ipsen, J. R.; Schomerus, H.

    2016-09-01

    We consider matrix-valued stochastic processes known as isotropic Brownian motions, and show that these can be solved exactly over complex fields. While these processes appear in a variety of questions in mathematical physics, our main motivation is their relation to a May-Wigner-like stability analysis, for which we obtain a stability phase diagram. The exact results establish the full joint probability distribution of the finite-time Lyapunov exponents, and may be used as a starting point for a more detailed analysis of the stability-instability phase transition. Our derivations rest on an explicit formulation of a Fokker-Planck equation for the Lyapunov exponents. This formulation happens to coincide with an exactly solvable class of models of the Calgero-Sutherland type, originally encountered for a model of phase-coherent transport. The exact solution over complex fields describes a determinantal point process of biorthogonal type similar to recent results for products of random matrices, and is also closely related to Hermitian matrix models with an external source.

  13. 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 ...

  14. Testing for Expected Return and Market Price of Risk in Chinese A-B Share Market: A Geometric Brownian Motion and Multivariate GARCH Model Approach

    DEFF Research Database (Denmark)

    Zhu, Jie

    There exist dual-listed stocks which are issued by the same company in some stock markets. Although these stocks bare the same firm-specific risk and enjoy identical dividends and voting policies, they are priced differently. Some previous studies show this seeming deviation from the law of one...... price can be solved due to different ex- pected return and market price of risk for investors holding heterogeneous beliefs. This paper provides empirical evidence for that argument by testing the expected return and market price of risk between Chinese A and B shares listed in Shanghai and Shenzhen...... stock markets. Models with dynamic of Geometric Brownian Motion are adopted, multivariate GARCH models are also introduced to capture the feature of time-varying volatility in stock returns. The results suggest that the different pric- ing can be explained by the difference in expected returns between...

  15. Symmetric Brownian motor

    OpenAIRE

    Gomez-Marin, A.; Sancho, J. M.

    2004-01-01

    In this paper we present a model of a symmetric Brownian motor (SBM) which changes the sign of its velocity when the temperature gradient is inverted. The velocity, external work and efficiency are studied as a function of the temperatures of the baths and other relevant parameters. The motor shows a current reversal when another parameter (a phase shift) is varied. Analytical predictions and results from numerical simulations are performed and agree very well. Generic properties of this type...

  16. Virial theorem and dynamical evolution of self-gravitating Brownian particles and bacterial populations in an unbounded domain

    OpenAIRE

    Chavanis, Pierre-Henri; Sire, Clement

    2005-01-01

    We derive the Virial theorem appropriate to the generalized Smoluchowski-Poisson system describing self-gravitating Brownian particles and bacterial populations (chemotaxis). We extend previous works by considering the case of an unbounded domain and an arbitrary equation of state. We use the Virial theorem to study the diffusion (evaporation) of an isothermal Brownian gas above the critical temperature T_c in dimension d=2 and show how the effective diffusion coefficient and the Einstein rel...

  17. Brownian inventory models with convex holding cost, Part 2: Discount-optimal controls

    OpenAIRE

    Jim Dai; Dacheng Yao

    2013-01-01

    We consider an inventory system in which inventory level fluctuates as a Brownian motion in the absence of control. The inventory continuously accumulates cost at a rate that is a general convex function of the inventory level, which can be negative when there is a backlog. At any time, the inventory level can be adjusted by a positive or negative amount, which incurs a fixed positive cost and a proportional cost. The challenge is to find an adjustment policy ...

  18. A proof for insignificant effect of Brownian motion-induced micro-convection on thermal conductivity of nanofluids by utilizing molecular dynamics simulations

    Science.gov (United States)

    Babaei, Hasan; Keblinski, Pawel; Khodadadi, J. M.

    2013-02-01

    It has been recently demonstrated through experiments that the observed high enhancements in thermal conductivity of nanofluids are due to aggregation of nanoparticles rather than the previously stated mechanism of the Brownian motion-induced micro-convection. In this paper, we use equilibrium molecular dynamics simulations to investigate the role of micro-convection on the thermal conductivity of well-dispersed nanofluids. We show that while the individual terms in the heat current autocorrelation function associated with nanoparticle diffusion achieve significant values, these terms essentially cancel each other if correctly defined average enthalpy expressions are subtracted. Otherwise, erroneous thermal conductivity enhancements will be predicted, which are attributed to Brownian motion-induced micro-convection. Consequently, micro-convection does not contribute noticeably to the thermal conductivity and the predicted thermal conductivity enhancements are consistent with the effective medium theory.

  19. Deterministic Brownian Motion

    Science.gov (United States)

    Trefan, Gyorgy

    1993-01-01

    The goal of this thesis is to contribute to the ambitious program of the foundation of developing statistical physics using chaos. We build a deterministic model of Brownian motion and provide a microscopic derivation of the Fokker-Planck equation. Since the Brownian motion of a particle is the result of the competing processes of diffusion and dissipation, we create a model where both diffusion and dissipation originate from the same deterministic mechanism--the deterministic interaction of that particle with its environment. We show that standard diffusion which is the basis of the Fokker-Planck equation rests on the Central Limit Theorem, and, consequently, on the possibility of deriving it from a deterministic process with a quickly decaying correlation function. The sensitive dependence on initial conditions, one of the defining properties of chaos insures this rapid decay. We carefully address the problem of deriving dissipation from the interaction of a particle with a fully deterministic nonlinear bath, that we term the booster. We show that the solution of this problem essentially rests on the linear response of a booster to an external perturbation. This raises a long-standing problem concerned with Kubo's Linear Response Theory and the strong criticism against it by van Kampen. Kubo's theory is based on a perturbation treatment of the Liouville equation, which, in turn, is expected to be totally equivalent to a first-order perturbation treatment of single trajectories. Since the boosters are chaotic, and chaos is essential to generate diffusion, the single trajectories are highly unstable and do not respond linearly to weak external perturbation. We adopt chaotic maps as boosters of a Brownian particle, and therefore address the problem of the response of a chaotic booster to an external perturbation. We notice that a fully chaotic map is characterized by an invariant measure which is a continuous function of the control parameters of the map

  20. Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case

    OpenAIRE

    Dai, Jim; Yao, Dacheng

    2011-01-01

    We consider an inventory system in which inventory level fluctuates as a Brownian motion in the absence of control. The inventory continuously accumulates cost at a rate that is a general convex function of the inventory level, which can be negative when there is a backlog. At any time, the inventory level can be adjusted by a positive or negative amount, which incurs a fixed cost and a proportional cost. The challenge is to find an adjustment policy that balances the holding cost and adjustm...

  1. Optimal Control of Brownian Inventory Models with Convex Inventory Cost: Discounted Cost Case

    OpenAIRE

    Dai, Jim; Yao, Dacheng

    2011-01-01

    We consider an inventory system in which inventory level fluctuates as a Brownian motion in the absence of control. The inventory continuously accumulates cost at a rate that is a general convex function of the inventory level, which can be negative when there is a backlog. At any time, the inventory level can be adjusted by a positive or negative amount, which incurs a fixed positive cost and a proportional cost. The challenge is to find an adjustment policy that balances the inventory cost ...

  2. Optimal Policy for Brownian Inventory Models with General Convex Inventory Cost

    Institute of Scientific and Technical Information of China (English)

    Da-cheng YAO

    2013-01-01

    We study an inventory system in which products are ordered from outside to meet demands,and the cumulative demand is governed by a Brownian motion.Excessive demand is backlogged.We suppose that the shortage and holding costs associated with the inventory are given by a general convex function.The product ordering from outside incurs a linear ordering cost and a setup fee.There is a constant leadtime when placing an order.The optimal policy is established so as to minimize the discounted cost including the inventory cost and ordering cost.

  3. Reactive Boundary Conditions as Limits of Interaction Potentials for Brownian and Langevin Dynamics

    CERN Document Server

    Chapman, S Jonathan; Isaacson, Samuel A

    2015-01-01

    A popular approach to modeling bimolecular reactions between diffusing molecules is through the use of reactive boundary conditions. One common model is the Smoluchowski partial absorption condition, which uses a Robin boundary condition in the separation coordinate between two possible reactants. This boundary condition can be interpreted as an idealization of a reactive interaction potential model, in which a potential barrier must be surmounted before reactions can occur. In this work we show how the reactive boundary condition arises as the limit of an interaction potential encoding a steep barrier within a shrinking region in the particle separation, where molecules react instantly upon reaching the peak of the barrier. The limiting boundary condition is derived by the method of matched asymptotic expansions, and shown to depend critically on the relative rate of increase of the barrier height as the width of the potential is decreased. Limiting boundary conditions for the same interaction potential in b...

  4. 双分数布朗运动下再装期权定价模型%Reload option pricing model in bi-fractional Brownian motion environment

    Institute of Scientific and Technical Information of China (English)

    薛红; 吴江增

    2015-01-01

    Underlying asset process follows the stochastic differential equation driven by bi-fractional Brownian motion.The financial market mathematical model is built by the stochas-tic analysis for bi-fractional Brownian motion.Using the actuarial approach, the pricingfor-mula of reload option in bi-fractional Brownian motion environment is obtained.%在标的资产服从双分数布朗运动驱动的随机微分方程,借助双分数布朗运动随机分析理论,建立双分数布朗运动环境下金融市场数学模型,运用保险精算方法,得到了双分数布朗运动环境下再装期权定价公式.

  5. 3-d Brownian dynamics simulations of the smallest units of an active biological material

    Science.gov (United States)

    Luettmer-Strathmann, Jutta; Paudyal, Nabina; Adeli Koudehi, Maral

    Motor proteins generate stress in a cytoskeletal network by walking on one strand of the network while being attached to another one. A protein walker in contact with two elements of the network may be considered the smallest unit of an active biological material. In vitro experiments, mathematical modeling and computer simulations have provided important insights into active matter on large and on very small length and time scales. However, it is still difficult to model the effects of local environment and interactions at intermediate scales. Recently, we developed a coarse-grained, three-dimensional model for a motor protein transporting cargo by walking on a substrate. In this work, we simulate a tethered motor protein pulling a substrate with elastic response. As the walker progresses, the retarding force due to the substrate tension increases until contact fails. We present simulation results for the effect of motor-protein activity on the tension in the substrate and the effect of the retarding force on the processivity of the molecular motor.

  6. Quantum Darwinism in Quantum Brownian Motion

    Science.gov (United States)

    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.

  7. An exactly solvable model for Brownian motion : III. Motion of a heavy mass in a linear chain

    NARCIS (Netherlands)

    Ullersma, P.

    1966-01-01

    The theory on Brownian motion, developed in previous papers1) 2) is applied to a linear chain with harmonic coupling between nearest neighbours. All masses are equal except for one which is heavy compared to the others. This heavy particle behaves as a Brownian particle, which is not subject to an e

  8. Analyzing 2D THz-Raman spectroscopy using a non-Markovian Brownian oscillator model with nonlinear system-bath interactions

    CERN Document Server

    Ikeda, Tatsushi; Tanimura, Yoshitaka

    2015-01-01

    We explore and describe the roles of inter-molecular vibrations in terms of a Brownian oscillator (BO) model with linear-linear (LL) and square-linear (SL) system-bath interactions, which we use to analyze two-dimensional (2D) THz-Raman spectra obtained by means of molecular dynamics (MD) simulations. In addition to linear absorption (1D IR), we calculate 2D Raman-THz-THz, THz-Raman-THz, and THz-THz-Raman signals for liquid formamide, water, and methanol using an equilibrium non-equilibrium hybrid MD simulation. The calculated 1D IR and 2D THz-Raman signals are then accounted by the LL+SL BO model with the use of the hierarchal Fokker-Planck equations for a non-perturbative and non-Markovian noise. All of the characteristic 2D profiles of the simulated signals are reproduced using the LL+SL BO model, indicating that the present model captures the essential features of the inter-molecular motion. We analyze the fitted the 2D profiles in terms of anharmonicity, nonlinear polarizability, and dephasing time. The ...

  9. Analysis of 2D THz-Raman spectroscopy using a non-Markovian Brownian oscillator model with nonlinear system-bath interactions.

    Science.gov (United States)

    Ikeda, Tatsushi; Ito, Hironobu; Tanimura, Yoshitaka

    2015-06-01

    We explore and describe the roles of inter-molecular vibrations employing a Brownian oscillator (BO) model with linear-linear (LL) and square-linear (SL) system-bath interactions, which we use to analyze two-dimensional (2D) THz-Raman spectra obtained by means of molecular dynamics (MD) simulations. In addition to linear infrared absorption (1D IR), we calculated 2D Raman-THz-THz, THz-Raman-THz, and THz-THz-Raman signals for liquid formamide, water, and methanol using an equilibrium non-equilibrium hybrid MD simulation. The calculated 1D IR and 2D THz-Raman signals are compared with results obtained from the LL+SL BO model applied through use of hierarchal Fokker-Planck equations with non-perturbative and non-Markovian noise. We find that all of the qualitative features of the 2D profiles of the signals obtained from the MD simulations are reproduced with the LL+SL BO model, indicating that this model captures the essential features of the inter-molecular motion. We analyze the fitted 2D profiles in terms of anharmonicity, nonlinear polarizability, and dephasing time. The origins of the echo peaks of the librational motion and the elongated peaks parallel to the probe direction are elucidated using optical Liouville paths. PMID:26049441

  10. Blending Brownian motion and heat equation

    CERN Document Server

    Cristiani, Emiliano

    2015-01-01

    In this short communication we present an original way to couple the Brownian motion and the heat equation. More in general, we suggest a way for coupling the Langevin equation for a particle, which describes a single realization of its trajectory, with the associated Fokker-Planck equation, which instead describes the evolution of the particle's probability density function. Numerical results show that it is indeed possible to obtain a regularized Brownian motion and a Brownianized heat equation still preserving the global statistical properties of the solutions. The results also suggest that the more macroscale leads the dynamics the more one can reduce the microscopic degrees of freedom.

  11. Brownian inventory models with convex holding cost, Part 2: Discount-optimal controls

    Directory of Open Access Journals (Sweden)

    Jim Dai

    2014-01-01

    Full Text Available We consider an inventory system in which inventory level fluctuates as a Brownian motion in the absence of control. The inventory continuously accumulates cost at a rate that is a general convex function of the inventory level, which can be negative when there is a backlog. At any time, the inventory level can be adjusted by a positive or negative amount, which incurs a fixed positive cost and a proportional cost. The challenge is to find an adjustment policy that balances the inventory cost and adjustment cost to minimize the expected total discounted cost. We provide a tutorial on using a three-step lower-bound approach to solving the optimal control problem under a discounted cost criterion. In addition, we prove that a four-parameter control band policy is optimal among all feasible policies. A key step is the constructive proof of the existence of a unique solution to the free boundary problem. The proof leads naturally to an algorithm to compute the four parameters of the optimal control band policy.

  12. Detection of two-sided alternatives in a Brownian motion model

    CERN Document Server

    Hadjiliadis, Olympia

    2007-01-01

    This work examines the problem of sequential detection of a change in the drift of a Brownian motion in the case of two-sided alternatives. Applications to real life situations in which two-sided changes can occur are discussed. Traditionally, 2-CUSUM stopping rules have been used for this problem due to their asymptotically optimal character as the mean time between false alarms tends to $\\infty$. In particular, attention has focused on 2-CUSUM harmonic mean rules due to the simplicity in calculating their first moments. In this paper, we derive closed-form expressions for the first moment of a general 2-CUSUM stopping rule. We use these expressions to obtain explicit upper and lower bounds for it. Moreover, we derive an expression for the rate of change of this first moment as one of the threshold parameters changes. Based on these expressions we obtain explicit upper and lower bounds to this rate of change. Using these expressions we are able to find the best 2-CUSUM stopping rule with respect to the exten...

  13. Canonical active Brownian motion

    OpenAIRE

    Gluck, Alexander; Huffel, Helmuth; Ilijic, Sasa

    2008-01-01

    Active Brownian motion is the complex motion of active Brownian particles. They are active in the sense that they can transform their internal energy into energy of motion and thus create complex motion patterns. Theories of active Brownian motion so far imposed couplings between the internal energy and the kinetic energy of the system. We investigate how this idea can be naturally taken further to include also couplings to the potential energy, which finally leads to a general theory of cano...

  14. Distribution of joint local and total size and of extension for avalanches in the Brownian force model.

    Science.gov (United States)

    Delorme, Mathieu; Le Doussal, Pierre; Wiese, Kay Jörg

    2016-05-01

    The Brownian force model is a mean-field model for local velocities during avalanches in elastic interfaces of internal space dimension d, driven in a random medium. It is exactly solvable via a nonlinear differential equation. We study avalanches following a kick, i.e., a step in the driving force. We first recall the calculation of the distributions of the global size (total swept area) and of the local jump size for an arbitrary kick amplitude. We extend this calculation to the joint density of local and global sizes within a single avalanche in the limit of an infinitesimal kick. When the interface is driven by a single point, we find new exponents τ_{0}=5/3 and τ=7/4, depending on whether the force or the displacement is imposed. We show that the extension of a "single avalanche" along one internal direction (i.e., the total length in d=1) is finite, and we calculate its distribution following either a local or a global kick. In all cases, it exhibits a divergence P(ℓ)∼ℓ^{-3} at small ℓ. Most of our results are tested in a numerical simulation in dimension d=1. PMID:27300864

  15. Radiation Reaction on Brownian Motions

    CERN Document Server

    Seto, Keita

    2016-01-01

    Tracking the real trajectory of a quantum particle is one of the interpretation problem and it is expressed by the Brownian (stochastic) motion suggested by E. Nelson. Especially the dynamics of a radiating electron, namely, radiation reaction which requires us to track its trajectory becomes important in the high-intensity physics by PW-class lasers at present. It has been normally treated by the Furry picture in non-linear QED, but it is difficult to draw the real trajectory of a quantum particle. For the improvement of this, I propose the representation of a stochastic particle interacting with fields and show the way to describe radiation reaction on its Brownian motion.

  16. Optimization and universality of Brownian search in a basic model of quenched heterogeneous media

    Science.gov (United States)

    Godec, Aljaž; Metzler, Ralf

    2015-05-01

    The kinetics of a variety of transport-controlled processes can be reduced to the problem of determining the mean time needed to arrive at a given location for the first time, the so-called mean first-passage time (MFPT) problem. The occurrence of occasional large jumps or intermittent patterns combining various types of motion are known to outperform the standard random walk with respect to the MFPT, by reducing oversampling of space. Here we show that a regular but spatially heterogeneous random walk can significantly and universally enhance the search in any spatial dimension. In a generic minimal model we consider a spherically symmetric system comprising two concentric regions with piecewise constant diffusivity. The MFPT is analyzed under the constraint of conserved average dynamics, that is, the spatially averaged diffusivity is kept constant. Our analytical calculations and extensive numerical simulations demonstrate the existence of an optimal heterogeneity minimizing the MFPT to the target. We prove that the MFPT for a random walk is completely dominated by what we term direct trajectories towards the target and reveal a remarkable universality of the spatially heterogeneous search with respect to target size and system dimensionality. In contrast to intermittent strategies, which are most profitable in low spatial dimensions, the spatially inhomogeneous search performs best in higher dimensions. Discussing our results alongside recent experiments on single-particle tracking in living cells, we argue that the observed spatial heterogeneity may be beneficial for cellular signaling processes.

  17. Brownian dynamics simulations of complexes of hyperbranched polymers with linear polyelectrolytes: Effects of the strength of electrostatic interactions on static properties

    International Nuclear Information System (INIS)

    Static/structural characteristics of non-covalent complexes, formed by terminally charged hyperbranched polymers and oppositely charged neutralizing linear polyelectrolytes, are examined by means of Brownian dynamics computer simulations. Excluded-volume, electrostatic and hydrodynamic interactions are taken into account in implicit solvent. Three pairs of complexes consisting of linear chains and hyperbranched molecules each bearing different molecular weight and distinctly diverse topologies are examined under conditions of varying electrostatic interactions. The findings from the present work demonstrate that through an appropriate modification of internal structure and external stimuli, key attributes of such complexes like size, shape and local density distribution, can be tuned at desired levels, rendering them promising candidates for a wide range of pertinent nanoscale applications

  18. Brownian Motion and its Conditional Descendants

    Science.gov (United States)

    Garbaczewski, Piotr

    It happened before [1] that I have concluded my publication with a special dedication to John R. Klauder. Then, the reason was John's PhD thesis [2] and the questions (perhaps outdated in the eyes of the band-wagon jumpers, albeit still retaining their full vitality [3]): (i) What are the uses of the classical (c-number, non-Grassmann) spinor fields, especially nonlinear ones, what are they for at all ? (ii) What are, if any, the classical partners for Fermi models and fields in particular ? The present dedication, even if not as conspicuously motivated as the previous one by John's research, nevertheless pertains to investigations pursued by John through the years and devoted to the analysis of random noise. Sometimes, re-reading old papers and re-analysing old, frequently forgotten ideas might prove more rewarding than racing the fashions. Following this attitude, let us take as the departure point Schrödinger's original suggestion [4] of the existence of a special class of random processes, which have their origin in the Einstein-Smoluchowski theory of the Brownian motion and its Wiener's codification. The original analysis due to Schrodinger of the probabilistic significance of the heat equation and of its time adjoint in parallel, remained unnoticed by the physics community, and since then forgotten. It reappeared however in the mathematical literature as an inspiration to generalise the concept of Markovian diffusions to the case of Bernstein stochastic processes. But, it stayed without consequences for a deeper understanding of the possible physical phenomena which might underly the corresponding abstract formalism. Schrödinger's objective was to initiate investigations of possible links between quantum theory and the theory of Brownian motion, an attempt which culminated later in the so-called Nelson's stochastic mechanics [8] and its encompassing formalism [7] in which the issue of the Brownian implementation of quantum dynamics is placed in the

  19. Quantum Brownian motion in a Landau level

    Science.gov (United States)

    Cobanera, E.; Kristel, P.; Morais Smith, C.

    2016-06-01

    Motivated by questions about the open-system dynamics of topological quantum matter, we investigated the quantum Brownian motion of an electron in a homogeneous magnetic field. When the Fermi length lF=ℏ /(vFmeff) becomes much longer than the magnetic length lB=(ℏc /e B ) 1 /2 , then the spatial coordinates X ,Y of the electron cease to commute, [X ,Y ] =i lB2 . As a consequence, localization of the electron becomes limited by Heisenberg uncertainty, and the linear bath-electron coupling becomes unconventional. Moreover, because the kinetic energy of the electron is quenched by the strong magnetic field, the electron has no energy to give to or take from the bath, and so the usual connection between frictional forces and dissipation no longer holds. These two features make quantum Brownian motion topological, in the regime lF≫lB , which is at the verge of current experimental capabilities. We model topological quantum Brownian motion in terms of an unconventional operator Langevin equation derived from first principles, and solve this equation with the aim of characterizing diffusion. While diffusion in the noncommutative plane turns out to be conventional, with the mean displacement squared being proportional to tα and α =1 , there is an exotic regime for the proportionality constant in which it is directly proportional to the friction coefficient and inversely proportional to the square of the magnetic field: in this regime, friction helps diffusion and the magnetic field suppresses all fluctuations. We also show that quantum tunneling can be completely suppressed in the noncommutative plane for suitably designed metastable potential wells, a feature that might be worth exploiting for storage and protection of quantum information.

  20. Communication: Memory effects and active Brownian diffusion

    International Nuclear Information System (INIS)

    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

  1. 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.

  2. Is a Brownian skew?

    CERN Document Server

    Lejay, Antoine; Torres, Soledad

    2011-01-01

    We study the asymptotic behavior of the maximum likelihood estimator corresponding to the observation of a trajectory of a Skew Brownian motion, through a uniform time discretization. We characterize the speed of convergence and the limiting distribution when the step size goes to zero, which in this case are non-classical, under the null hypothesis of the Skew Brownian motion being an usual Brownian motion. This allows to design a test on the skewness parameter. We show that numerical simulations that can be easily performed to estimate the skewness parameter, and provide an application in Biology.

  3. Minimal model for dynamic bonding in colloidal transient networks

    Science.gov (United States)

    Krinninger, Philip; Fortini, Andrea; Schmidt, Matthias

    2016-04-01

    We investigate a model for colloidal network formation using Brownian dynamics computer simulations. Hysteretic springs establish transient bonds between particles with repulsive cores. If a bonded pair of particles is separated by a cutoff distance, the spring vanishes and reappears only if the two particles contact each other. We present results for the bond lifetime distribution and investigate the properties of the van Hove dynamical two-body correlation function. The model displays crossover from fluidlike dynamics, via transient network formation, to arrested quasistatic network behavior.

  4. Cooperative Transport of Brownian Particles

    OpenAIRE

    Derenyi, Imre; Vicsek, Tamas

    1998-01-01

    We consider the collective motion of finite-sized, overdamped Brownian particles (e.g., motor proteins) in a periodic potential. Simulations of our model have revealed a number of novel cooperative transport phenomena, including (i) the reversal of direction of the net current as the particle density is increased and (ii) a very strong and complex dependence of the average velocity on both the size and the average distance of the particles.

  5. Two-dimensional motion of Brownian swimmers in linear flows.

    Science.gov (United States)

    Sandoval, Mario; Jimenez, Alonso

    2016-03-01

    The motion of viruses and bacteria and even synthetic microswimmers can be affected by thermal fluctuations and by external flows. In this work, we study the effect of linear external flows and thermal fluctuations on the diffusion of those swimmers modeled as spherical active (self-propelled) particles moving in two dimensions. General formulae for their mean-square displacement under a general linear flow are presented. We also provide, at short and long times, explicit expressions for the mean-square displacement of a swimmer immersed in three canonical flows, namely, solid-body rotation, shear and extensional flows. These expressions can now be used to estimate the effect of external flows on the displacement of Brownian microswimmers. Finally, our theoretical results are validated by using Brownian dynamics simulations. PMID:26428909

  6. 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...

  7. An exactly solvable model for Brownian motion : IV. Susceptibility and Nyquist's theorem

    NARCIS (Netherlands)

    Ullersma, P.

    1966-01-01

    By means of an exactly solvable model, treated in a previous paper1), the relation between the microscopic and macroscopic susceptibility is discussed. Furthermore, the limits of the validity of Nyquist's theorem are given.

  8. Hack’s law in a drainage network model: A Brownian web approach

    OpenAIRE

    Roy, Rahul; Saha, Kumarjit; Sarkar, Anish

    2016-01-01

    Hack [Studies of longitudinal stream profiles in Virginia and Maryland (1957). Report], while studying the drainage system in the Shenandoah valley and the adjacent mountains of Virginia, observed a power law relation $l\\sim a^{0.6}$ between the length $l$ of a stream from its source to a divide and the area $a$ of the basin that collects the precipitation contributing to the stream as tributaries. We study the tributary structure of Howard’s drainage network model of headward growth and bran...

  9. Hack’s law in a drainage network model: A Brownian web approach

    OpenAIRE

    Roy, Rahul; Saha, Kumarjit; Sarkar, Anish

    2016-01-01

    Hack [Studies of longitudinal stream profiles in Virginia and Maryland (1957). Report], while studying the drainage system in the Shenandoah valley and the adjacent mountains of Virginia, observed a power law relation $l\\sim a^{0.6}$ between the length $l$ of a stream from its source to a divide and the area $a$ of the basin that collects the precipitation contributing to the stream as tributaries. We study the tributary structure of Howard's drainage network model of headward growth and bran...

  10. Efficiency at maximum power and efficiency fluctuations in a linear Brownian heat-engine model.

    Science.gov (United States)

    Park, Jong-Min; Chun, Hyun-Myung; Noh, Jae Dong

    2016-07-01

    We investigate the stochastic thermodynamics of a two-particle Langevin system. Each particle is in contact with a heat bath at different temperatures T_{1} and T_{2} (behavior of η_{MP} to nonendoreversible engines. We also obtain the large deviation function of the probability distribution for the stochastic efficiency in the overdamped limit. The large deviation function takes the minimum value at macroscopic efficiency η=η[over ¯] and increases monotonically until it reaches plateaus when η≤η_{L} and η≥η_{R} with model-dependent parameters η_{R} and η_{L}. PMID:27575096

  11. Active motions of Brownian particles in a generalized energy-depot model

    Energy Technology Data Exchange (ETDEWEB)

    Zhang Yong; Koo Kim, Chul [Institute of Physics and Applied Physics, Yonsei University, Seoul 120-749 (Korea, Republic of); Lee, Kong-Ju-Bock [Department of Physics, Ewha Woman' s University, Seoul 120-750 (Korea, Republic of)], E-mail: xyzhang@phya.yonsei.ac.kr, E-mail: ckkim@yonsei.ac.kr, E-mail: kjblee@ewha.ac.kr

    2008-10-15

    We present a generalized energy-depot model in which the rate of conversion of the internal energy into motion can be dependent on the position and velocity of a particle. When the conversion rate is a general function of the velocity, the active particle exhibits diverse patterns of motion, including a braking mechanism and a stepping motion. The phase trajectories of the motion are investigated in a systematic way. With a particular form of the conversion rate dependent on the position and velocity, the particle shows a spontaneous oscillation characterizing a negative stiffness. These types of active behaviors are compared with similar phenomena observed in biology, such as the stepping motion of molecular motors and amplification in the hearing mechanism. Hence, our model can provide a generic understanding of the active motion related to the energy conversion and also a new control mechanism for nano-robots. We also investigate the effect of noise, especially on the stepping motion, and observe random walk-like behavior as expected.

  12. Brownian particles in supramolecular polymer solutions

    NARCIS (Netherlands)

    Gucht, van der J.; Besseling, N.A.M.; Knoben, W.; Bouteiller, L.; Cohen Stuart, M.A.

    2003-01-01

    The Brownian motion of colloidal particles embedded in solutions of hydrogen-bonded supramolecular polymers has been studied using dynamic light scattering. At short times, the motion of the probe particles is diffusive with a diffusion coefficient equal to that in pure solvent. At intermediate time

  13. Efficiency at maximum power and efficiency fluctuations in a linear Brownian heat-engine model

    Science.gov (United States)

    Park, Jong-Min; Chun, Hyun-Myung; Noh, Jae Dong

    2016-07-01

    We investigate the stochastic thermodynamics of a two-particle Langevin system. Each particle is in contact with a heat bath at different temperatures T1 and T2 (engine performing work against the external driving force. Linearity of the system enables us to examine thermodynamic properties of the engine analytically. We find that the efficiency of the engine at maximum power ηM P is given by ηM P=1 -√{T2/T1 } . This universal form has been known as a characteristic of endoreversible heat engines. Our result extends the universal behavior of ηM P to nonendoreversible engines. We also obtain the large deviation function of the probability distribution for the stochastic efficiency in the overdamped limit. The large deviation function takes the minimum value at macroscopic efficiency η =η ¯ and increases monotonically until it reaches plateaus when η ≤ηL and η ≥ηR with model-dependent parameters ηR and ηL.

  14. Amoeba-inspired nanoarchitectonic computing implemented using electrical Brownian ratchets.

    Science.gov (United States)

    Aono, M; Kasai, S; Kim, S-J; Wakabayashi, M; Miwa, H; Naruse, M

    2015-06-12

    In this study, we extracted the essential spatiotemporal dynamics that allow an amoeboid organism to solve a computationally demanding problem and adapt to its environment, thereby proposing a nature-inspired nanoarchitectonic computing system, which we implemented using a network of nanowire devices called 'electrical Brownian ratchets (EBRs)'. By utilizing the fluctuations generated from thermal energy in nanowire devices, we used our system to solve the satisfiability problem, which is a highly complex combinatorial problem related to a wide variety of practical applications. We evaluated the dependency of the solution search speed on its exploration parameter, which characterizes the fluctuation intensity of EBRs, using a simulation model of our system called 'AmoebaSAT-Brownian'. We found that AmoebaSAT-Brownian enhanced the solution searching speed dramatically when we imposed some constraints on the fluctuations in its time series and it outperformed a well-known stochastic local search method. These results suggest a new computing paradigm, which may allow high-speed problem solving to be implemented by interacting nanoscale devices with low power consumption.

  15. Dynamical Properties of Potassium Ion Channels with a Hierarchical Model

    Institute of Scientific and Technical Information of China (English)

    ZHAN Yong; AN Hai-Long; YU Hui; ZHANG Su-Hua; HAN Ying-Rong

    2006-01-01

    @@ It is well known that potassium ion channels have higher permeability than K ions, and the permeable rate of a single K ion channel is about 108 ions per second. We develop a hierarchical model of potassium ion channel permeation involving ab initio quantum calculations and Brownian dynamics simulations, which can consistently explain a range of channel dynamics. The results show that the average velocity of K ions, the mean permeable time of K ions and the permeable rate of single channel are about 0.92nm/ns, 4.35ns and 2.30×108 ions/s,respectively.

  16. Noncommutative Brownian motion

    CERN Document Server

    Santos, Willien O; Souza, Andre M C

    2016-01-01

    We investigate the Brownian motion of a particle in a two-dimensional noncommutative (NC) space. Using the standard NC algebra embodied by the sympletic Weyl-Moyal formalism we find that noncommutativity induces a non-vanishing correlation between both coordinates at different times. The effect itself stands as a signature of spatial noncommutativity and offers further alternatives to experimentally detect the phenomena.

  17. Thermal Brownian motor

    OpenAIRE

    Meurs, P.; Broeck, C. Van Den

    2005-01-01

    Recently, a thermal Brownian motor was introduced [Van den Broeck, Kawai and Meurs, Phys. Rev. Lett. (2004)], for which an exact microscopic analysis is possible. The purpose of this paper is to review some further properties of this construction, and to discuss in particular specific issues including the relation with macroscopic response and the efficiency at maximum power.

  18. A note on the correspondence of an immersed boundary method incorporating thermal fluctuations with Stokesian-Brownian dynamics

    OpenAIRE

    Atzberger, P. J.

    2007-01-01

    In this paper a direct correspondence is made between the effective stochastic dynamics of elastic structures of an Immersed Boundary Method incorporating thermal fluctuations and Stokesian-Browman Dynamics. The correspondence is made in the limit of small Reynolds number, in which the fluid relaxes rapidly on the time scale of the motion of the immersed structures, by performing an averaging procedure directly on the stochastic equations of the Immersed Boundary Method. It is found that the...

  19. Role of Brownian Motion Hydrodynamics on Nanofluid Thermal Conductivity

    Energy Technology Data Exchange (ETDEWEB)

    W Evans, J Fish, P Keblinski

    2005-11-14

    We use a simple kinetic theory based analysis of heat flow in fluid suspensions of solid nanoparticles (nanofluids) to demonstrate that the hydrodynamics effects associated with Brownian motion have a minor effect on the thermal conductivity of the nanofluid. Our conjecture is supported by the results of molecular dynamics simulations of heat flow in a model nanofluid with well-dispersed particles. Our findings are consistent with the predictions of the effective medium theory as well as with recent experimental results on well dispersed metal nanoparticle suspensions.

  20. Open Quantum System Dynamics from a Measurement Perspective: Applications to Coherent Particle Transport and to Quantum~Brownian Motion

    CERN Document Server

    Kamleitner, Ingo

    2010-01-01

    We employ the theoretical framework of positive operator valued measures, to study Markovian open quantum systems. In particular, we discuss how a quantum system influences its environment. Using the theory of indirect measurements, we then draw conclusions about the information we could hypothetically obtain about the system by observing the environment. Although the environment is not actually observed, we can use these results to describe the change of the quantum system due to its interaction with the environment. We apply this technique to two different problems. In the first part, we study the coherently driven dynamics of a particle on a rail of quantum dots. This tunnelling between adjacent quantum dots can be controlled externally. We employ an adiabatic scheme similar to stimulated Raman adiabatic passage, to transfer the particle between different quantum dots. We compare two fundamentally different sources of decoherence. In the second part, we study the dynamics of a free quantum particle, which ...

  1. BDflex: A method for efficient treatment of molecular flexibility in calculating protein-ligand binding rate constants from Brownian dynamics simulations

    Science.gov (United States)

    Greives, Nicholas; Zhou, Huan-Xiang

    2012-10-01

    A method developed by Northrup et al. [J. Chem. Phys. 80, 1517 (1984)], 10.1063/1.446900 for calculating protein-ligand binding rate constants (ka) from Brownian dynamics (BD) simulations has been widely used for rigid molecules. Application to flexible molecules is limited by the formidable computational cost to treat conformational fluctuations during the long BD simulations necessary for ka calculation. Here, we propose a new method called BDflex for ka calculation that circumvents this problem. The basic idea is to separate the whole space into an outer region and an inner region, and formulate ka as the product of kE and bar η _d, which are obtained by separately solving exterior and interior problems. kE is the diffusion-controlled rate constant for the ligand in the outer region to reach the dividing surface between the outer and inner regions; in this exterior problem conformational fluctuations can be neglected. bar η _d is the probability that the ligand, starting from the dividing surface, will react at the binding site rather than escape to infinity. The crucial step in reducing the determination of bar η _d to a problem confined to the inner region is a radiation boundary condition imposed on the dividing surface; the reactivity on this boundary is proportional to kE. By confining the ligand to the inner region and imposing the radiation boundary condition, we avoid multiple-crossing of the dividing surface before reaction at the binding site and hence dramatically cut down the total simulation time, making the treatment of conformational fluctuations affordable. BDflex is expected to have wide applications in problems where conformational fluctuations of the molecules are crucial for productive ligand binding, such as in cases where transient widening of a bottleneck allows the ligand to access the binding pocket, or the binding site is properly formed only after ligand entrance induces the closure of a lid.

  2. Brownian Warps for Non-Rigid Registration

    DEFF Research Database (Denmark)

    Nielsen, Mads; Johansen, Peter; Jackson, Andrew D.;

    2008-01-01

    A Brownian motion model in the group of diffeomorphisms has been introduced as inducing a least committed prior on warps. This prior is source-destination symmetric, fulfills a natural semi-group property for warps, and with probability 1 creates invertible warps. Using this as a least committed ...

  3. Brownian Motion, "Diverse and Undulating"

    CERN Document Server

    Duplantier, Bertrand

    2016-01-01

    We describe in detail the history of Brownian motion, as well as the contributions of Einstein, Sutherland, Smoluchowski, Bachelier, Perrin and Langevin to its theory. The always topical importance in physics of the theory of Brownian motion is illustrated by recent biophysical experiments, where it serves, for instance, for the measurement of the pulling force on a single DNA molecule. In a second part, we stress the mathematical importance of the theory of Brownian motion, illustrated by two chosen examples. The by-now classic representation of the Newtonian potential by Brownian motion is explained in an elementary way. We conclude with the description of recent progress seen in the geometry of the planar Brownian curve. At its heart lie the concepts of conformal invariance and multifractality, associated with the potential theory of the Brownian curve itself.

  4. Accumulation of microswimmers near surface due to steric confinement and rotational Brownian motion

    Science.gov (United States)

    Li, Guanglai; Tang, Jay

    2009-03-01

    Microscopic swimmers display some intriguing features dictated by Brownian motion, low Reynolds number fluid mechanics, and boundary confinement. We re-examine the reported accumulation of swimming bacteria or bull spermatozoa near the boundaries of a fluid chamber, and propose a kinematic model to explain how collision with surface, confinement and rotational Brownian motion give rise to the accumulation of micro-swimmers near a surface. In this model, an elongated microswimmer invariably travels parallel to the surface after hitting it from any incident angle. It then takes off and swims away from the surface after some time due to rotational Brownian motion. Based on this analysis, we obtain through computer simulation steady state density distributions that reproduce the ones measured for the small bacteria E coli and Caulobacter crescentus, as well as for the much larger bull spermatozoa swimming near surfaces. These results suggest strongly that Brownian dynamics and surface confinement are the dominant factors for the accumulation of microswimmers near a surface.

  5. Dynamic Latent Classification Model

    DEFF Research Database (Denmark)

    Zhong, Shengtong; Martínez, Ana M.; Nielsen, Thomas Dyhre;

    as possible. Motivated by this problem setting, we propose a generative model for dynamic classification in continuous domains. At each time point the model can be seen as combining a naive Bayes model with a mixture of factor analyzers (FA). The latent variables of the FA are used to capture the dynamics...

  6. Brownian particles in supramolecular polymer solutions

    OpenAIRE

    Gucht, van der, J.; Besseling, N.A.M.; Knoben, W.; Bouteiller, L; Cohen Stuart, M. A.

    2003-01-01

    The Brownian motion of colloidal particles embedded in solutions of hydrogen-bonded supramolecular polymers has been studied using dynamic light scattering. At short times, the motion of the probe particles is diffusive with a diffusion coefficient equal to that in pure solvent. At intermediate time scales the particles are slowed down as a result of trapping in elastic cages formed by the polymer chains, while at longer times the motion is diffusive again, but with a much smaller diffusion c...

  7. Dynamical holographic QCD model

    OpenAIRE

    Li Danning; Huang Mei

    2014-01-01

    We develop a dynamical holographic QCD model, which resembles the renormalization group from ultraviolet (UV) to infrared (IR). The dynamical holographic model is constructed in the graviton-dilaton-scalar framework with the dilaton background field $\\Phi$ and scalar field $X$ responsible for the gluodynamics and chiral dynamics, respectively. We summarize our results on hadron spectra, QCD phase transition and transport properties including the jet quenching parameter and the shear/bulk visc...

  8. Rotation of Magnetization Derived from Brownian Relaxation in Magnetic Fluids of Different Viscosity Evaluated by Dynamic Hysteresis Measurements over a Wide Frequency Range

    Directory of Open Access Journals (Sweden)

    Satoshi Ota

    2016-09-01

    Full Text Available The dependence of magnetic relaxation on particle parameters, such as the size and anisotropy, has been conventionally discussed. In addition, the influences of external conditions, such as the intensity and frequency of the applied field, the surrounding viscosity, and the temperature on the magnetic relaxation have been researched. According to one of the basic theories regarding magnetic relaxation, the faster type of relaxation dominates the process. However, in this study, we reveal that Brownian and Néel relaxations coexist and that Brownian relaxation can occur after Néel relaxation despite having a longer relaxation time. To understand the mechanisms of Brownian rotation, alternating current (AC hysteresis loops were measured in magnetic fluids of different viscosities. These loops conveyed the amplitude and phase delay of the magnetization. In addition, the intrinsic loss power (ILP was calculated using the area of the AC hysteresis loops. The ILP also showed the magnetization response regarding the magnetic relaxation over a wide frequency range. To develop biomedical applications of magnetic nanoparticles, such as hyperthermia and magnetic particle imaging, it is necessary to understand the mechanisms of magnetic relaxation.

  9. Brownian diode: Molecular motor based on a semi-permeable Brownian particle with internal potential drop

    Energy Technology Data Exchange (ETDEWEB)

    Plyukhin, A.V., E-mail: aplyukhin@anselm.edu [Department of Mathematics, Saint Anselm College, Manchester, NH 03102 (United States)

    2013-06-03

    A model of an autonomous isothermal Brownian motor with an internal propulsion mechanism is considered. The motor is a Brownian particle which is semi-transparent for molecules of surrounding ideal gas. Molecular passage through the particle is controlled by a potential similar to that in the transition rate theory, i.e. characterized by two stationary states with a finite energy difference separated by a potential barrier. The internal potential drop maintains the diode-like asymmetry of molecular fluxes through the particle, which results in the particle's stationary drift.

  10. Modeling Dynamic Swarms

    CERN Document Server

    Ghanem, Bernard

    2011-01-01

    This paper proposes the problem of modeling video sequences of dynamic swarms (DS). We define DS as a large layout of stochastically repetitive spatial configurations of dynamic objects (swarm elements) whose motions exhibit local spatiotemporal interdependency and stationarity, i.e., the motions are similar in any small spatiotemporal neighborhood. Examples of DS abound in nature, e.g., herds of animals and flocks of birds. To capture the local spatiotemporal properties of the DS, we present a probabilistic model that learns both the spatial layout of swarm elements and their joint dynamics that are modeled as linear transformations. To this end, a spatiotemporal neighborhood is associated with each swarm element, in which local stationarity is enforced both spatially and temporally. We assume that the prior on the swarm dynamics is distributed according to an MRF in both space and time. Embedding this model in a MAP framework, we iterate between learning the spatial layout of the swarm and its dynamics. We ...

  11. Mapping migratory flyways in Asia using dynamic Brownian bridge movement models

    OpenAIRE

    Palm, Eric C.; Newman, Scott H.; Diann J Prosser; Xiao, Xiangming; Ze, Luo; Batbayar, Nyambayar; Balachandran, Sivananinthaperumal; Takekawa, John Y

    2015-01-01

    Background Identifying movement routes and stopover sites is necessary for developing effective management and conservation strategies for migratory animals. In the case of migratory birds, a collection of migration routes, known as a flyway, is often hundreds to thousands of kilometers long and can extend across political boundaries. Flyways encompass the entire geographic range between the breeding and non-breeding areas of a population, species, or a group of species, and they provide spat...

  12. Intrinsic and extrinsic measurement for Brownian motion

    International Nuclear Information System (INIS)

    Based upon the Smoluchowski equation on curved manifolds, three physical observables are considered for Brownian displacement, namely geodesic displacement s, Euclidean displacement δR, and projected displacement δR⊥. The Weingarten–Gauss equations are used to calculate the mean-square Euclidean displacements in the short-time regime. Our findings show that from an extrinsic point of view the geometry of the space affects the Brownian motion in such a way that the particle’s diffusion is decelerated, contrasting with the intrinsic point of view where dynamics is controlled by the sign of the Gaussian curvature (Castro-Villarreal, 2010 J. Stat. Mech. P08006). Furthermore, it is possible to give exact formulas for 〈δR〉 and 〈δR2〉 on spheres and minimal surfaces, which are valid for all values of time. In the latter case, surprisingly, Brownian motion corresponds to the usual diffusion in flat geometries, albeit minimal surfaces have non-zero Gaussian curvature. Finally, the two-dimensional case is emphasized due to its close relation to surface self-diffusion in fluid membranes. (paper)

  13. Directed transport of Brownian particles in a changing temperature field

    Energy Technology Data Exchange (ETDEWEB)

    Grillo, A [DMFCI, Facolta di Ingegneria, Universita di Catania. Viale Andrea Doria 6, 95125 Catania (Italy); Jinha, A [HPL-Faculty of Kinesiology, University of Calgary, 2500 University Drive NW, Calgary, Alberta, T2N 1N4 (Canada); Federico, S [HPL-Faculty of Kinesiology, University of Calgary, 2500 University Drive NW, Calgary, Alberta, T2N 1N4 (Canada); Ait-Haddou, R [HPL-Faculty of Kinesiology, University of Calgary, 2500 University Drive NW, Calgary, Alberta, T2N 1N4 (Canada); Herzog, W [HPL-Faculty of Kinesiology, University of Calgary, 2500 University Drive NW, Calgary, Alberta, T2N 1N4 (Canada); Giaquinta, G [DMFCI, Facolta di Ingegneria, Universita di Catania. Viale Andrea Doria 6, 95125 Catania (Italy)

    2008-01-11

    We study the interaction of Brownian particles with a changing temperature field in the presence of a one-dimensional periodic adiabatic potential. We show the existence of directed transport through the determination of the overall current of Brownian particles crossing the boundary of the system. With respect to the case of Brownian particles in a thermal bath, we determine a current which exhibits a contribution explicitly related to the presence of a thermal gradient. Beyond the self-consistent calculation of the temperature and probability density distribution of Brownian particles, we evaluate the energy consumption for directed transport to take place. Our description is based on Streater's model, and solutions are obtained by perturbing the system from its initial thermodynamic equilibrium state.

  14. Radiation Reaction for a Charged Brownian Particle

    CERN Document Server

    Vlasov, A A

    2002-01-01

    As it is known a model of a charged particle with finite size is a good tool to consider the effects of self- action and backreaction, caused by electromagnetic radiation. In this work the "size" of a charged particle is induced by its stochastic Brownian vibration. Appropriate equation of particle's motion with radiation force is derived. It is shown that the solutions of this equation correctly describe the effects of radiation reaction.

  15. Brownian Motion Theory and Experiment

    CERN Document Server

    Basu, K; Basu, Kasturi; Baishya, Kopinjol

    2003-01-01

    Brownian motion is the perpetual irregular motion exhibited by small particles immersed in a fluid. Such random motion of the particles is produced by statistical fluctuations in the collisions they suffer with the molecules of the surrounding fluid. Brownian motion of particles in a fluid (like milk particles in water) can be observed under a microscope. Here we describe a simple experimental set-up to observe Brownian motion and a method of determining the diffusion coefficient of the Brownian particles, based on a theory due to Smoluchowski. While looking through the microscope we focus attention on a fixed small volume, and record the number of particles that are trapped in that volume, at regular intervals of time. This gives us a time-series data, which is enough to determine the diffusion coefficient of the particles to a good degree of accuracy.

  16. Speckle Patterns and 2-Dimensional Brownian Motion

    International Nuclear Information System (INIS)

    We present the results of a Monte Carlo simulation of Brownian Motion on a 2-dimensional lattice with nearest-neighbor interactions described by a linear model. These nearest-neighbor interactions lead to a spatial variance structure on the lattice. The resulting Brownian pattern fluctuates in value from point to point in a manner characteristic of a stationary stochastic process. The value at a lattice point is interpreted as an intensity level. The difference in values in neighboring cells produces a fluctuating intensity pattern on the lattice. Changing the size of the mesh changes the relative size of the speckles. Increasing the mesh size tends to average out the intensity in the direction of the mean of the stationary process. (Author)

  17. A stochastic phase-field model determined from molecular dynamics

    KAUST Repository

    von Schwerin, Erik

    2010-03-17

    The dynamics of dendritic growth of a crystal in an undercooled melt is determined by macroscopic diffusion-convection of heat and by capillary forces acting on the nanometer scale of the solid-liquid interface width. Its modelling is useful for instance in processing techniques based on casting. The phase-field method is widely used to study evolution of such microstructural phase transformations on a continuum level; it couples the energy equation to a phenomenological Allen-Cahn/Ginzburg-Landau equation modelling the dynamics of an order parameter determining the solid and liquid phases, including also stochastic fluctuations to obtain the qualitatively correct result of dendritic side branching. This work presents a method to determine stochastic phase-field models from atomistic formulations by coarse-graining molecular dynamics. It has three steps: (1) a precise quantitative atomistic definition of the phase-field variable, based on the local potential energy; (2) derivation of its coarse-grained dynamics model, from microscopic Smoluchowski molecular dynamics (that is Brownian or over damped Langevin dynamics); and (3) numerical computation of the coarse-grained model functions. The coarse-grained model approximates Gibbs ensemble averages of the atomistic phase-field, by choosing coarse-grained drift and diffusion functions that minimize the approximation error of observables in this ensemble average. © EDP Sciences, SMAI, 2010.

  18. Dynamic accelerator modeling

    International Nuclear Information System (INIS)

    Object-Oriented Programming has been used extensively to model the LBL Advanced Light Source 1.5 GeV electron storage ring. This paper is on the present status of the class library construction with emphasis on a dynamic modeling

  19. Models for Dynamic Applications

    DEFF Research Database (Denmark)

    Sales-Cruz, Mauricio; Morales Rodriguez, Ricardo; Heitzig, Martina;

    2011-01-01

    This chapter covers aspects of the dynamic modelling and simulation of several complex operations that include a controlled blending tank, a direct methanol fuel cell that incorporates a multiscale model, a fluidised bed reactor, a standard chemical reactor and finally a polymerisation reactor. T...

  20. Coulomb Friction Driving Brownian Motors

    International Nuclear Information System (INIS)

    We review a family of models recently introduced to describe Brownian motors under the influence of Coulomb friction, or more general non-linear friction laws. It is known that, if the heat bath is modeled as the usual Langevin equation (linear viscosity plus white noise), additional non-linear friction forces are not sufficient to break detailed balance, i.e. cannot produce a motor effect. We discuss two possibile mechanisms to elude this problem. A first possibility, exploited in several models inspired to recent experiments, is to replace the heat bath's white noise by a “collisional noise”, that is the effect of random collisions with an external equilibrium gas of particles. A second possibility is enlarging the phase space, e.g. by adding an external potential which couples velocity to position, as in a Klein—Kramers equation. In both cases, non-linear friction becomes sufficient to achieve a non-equilibrium steady state and, in the presence of an even small spatial asymmetry, a motor effect is produced. (general)

  1. Discrete dynamical models

    CERN Document Server

    Salinelli, Ernesto

    2014-01-01

    This book provides an introduction to the analysis of discrete dynamical systems. The content is presented by an unitary approach that blends the perspective of mathematical modeling together with the ones of several discipline as Mathematical Analysis, Linear Algebra, Numerical Analysis, Systems Theory and Probability. After a preliminary discussion of several models, the main tools for the study of linear and non-linear scalar dynamical systems are presented, paying particular attention to the stability analysis. Linear difference equations are studied in detail and an elementary introduction of Z and Discrete Fourier Transform is presented. A whole chapter is devoted to the study of bifurcations and chaotic dynamics. One-step vector-valued dynamical systems are the subject of three chapters, where the reader can find the applications to positive systems, Markov chains, networks and search engines. The book is addressed mainly to students in Mathematics, Engineering, Physics, Chemistry, Biology and Economic...

  2. Anomalous Brownian refrigerator

    Science.gov (United States)

    Rana, Shubhashis; Pal, P. S.; Saha, Arnab; Jayannavar, A. M.

    2016-02-01

    We present a detailed study of a Brownian particle driven by Carnot-type refrigerating protocol operating between two thermal baths. Both the underdamped as well as the overdamped limits are investigated. The particle is in a harmonic potential with time-periodic strength that drives the system cyclically between the baths. Each cycle consists of two isothermal steps at different temperatures and two adiabatic steps connecting them. Besides working as a stochastic refrigerator, it is shown analytically that in the quasistatic regime the system can also act as stochastic heater, depending on the bath temperatures. Interestingly, in non-quasistatic regime, our system can even work as a stochastic heat engine for certain range of cycle time and bath temperatures. We show that the operation of this engine is not reliable. The fluctuations of stochastic efficiency/coefficient of performance (COP) dominate their mean values. Their distributions show power law tails, however the exponents are not universal. Our study reveals that microscopic machines are not the microscopic equivalent of the macroscopic machines that we come across in our daily life. We find that there is no one to one correspondence between the performance of our system under engine protocol and its reverse.

  3. Brownian Carnot engine

    Science.gov (United States)

    Martínez, I. A.; Roldán, É.; Dinis, L.; Petrov, D.; Parrondo, J. M. R.; Rica, R. A.

    2016-01-01

    The Carnot cycle imposes a fundamental upper limit to the efficiency of a macroscopic motor operating between two thermal baths. However, this bound needs to be reinterpreted at microscopic scales, where molecular bio-motors and some artificial micro-engines operate. As described by stochastic thermodynamics, energy transfers in microscopic systems are random and thermal fluctuations induce transient decreases of entropy, allowing for possible violations of the Carnot limit. Here we report an experimental realization of a Carnot engine with a single optically trapped Brownian particle as the working substance. We present an exhaustive study of the energetics of the engine and analyse the fluctuations of the finite-time efficiency, showing that the Carnot bound can be surpassed for a small number of non-equilibrium cycles. As its macroscopic counterpart, the energetics of our Carnot device exhibits basic properties that one would expect to observe in any microscopic energy transducer operating with baths at different temperatures. Our results characterize the sources of irreversibility in the engine and the statistical properties of the efficiency--an insight that could inspire new strategies in the design of efficient nano-motors.

  4. Modeling dynamic swarms

    KAUST Repository

    Ghanem, Bernard

    2013-01-01

    This paper proposes the problem of modeling video sequences of dynamic swarms (DSs). We define a DS as a large layout of stochastically repetitive spatial configurations of dynamic objects (swarm elements) whose motions exhibit local spatiotemporal interdependency and stationarity, i.e., the motions are similar in any small spatiotemporal neighborhood. Examples of DS abound in nature, e.g., herds of animals and flocks of birds. To capture the local spatiotemporal properties of the DS, we present a probabilistic model that learns both the spatial layout of swarm elements (based on low-level image segmentation) and their joint dynamics that are modeled as linear transformations. To this end, a spatiotemporal neighborhood is associated with each swarm element, in which local stationarity is enforced both spatially and temporally. We assume that the prior on the swarm dynamics is distributed according to an MRF in both space and time. Embedding this model in a MAP framework, we iterate between learning the spatial layout of the swarm and its dynamics. We learn the swarm transformations using ICM, which iterates between estimating these transformations and updating their distribution in the spatiotemporal neighborhoods. We demonstrate the validity of our method by conducting experiments on real and synthetic video sequences. Real sequences of birds, geese, robot swarms, and pedestrians evaluate the applicability of our model to real world data. © 2012 Elsevier Inc. All rights reserved.

  5. Effect of interfaces on the nearby Brownian motion

    CERN Document Server

    Huang, Kai

    2016-01-01

    Near-boundary Brownian motion is a classic hydrodynamic problem of great importance in a variety of fields, from biophysics to micro-/nanofluidics. However, due to challenges in experimental measurements of near-boundary dynamics, the effect of interfaces on Brownian motion has remained elusive. Here, we report a computational study of this effect using microsecond-long large-scale molecular dynamics simulations and our newly developed Green-Kubo relation for friction at the liquid-solid interface. Our computer experiment unambiguously reveals that the t^(-3/2) long-time decay of the velocity autocorrelation function of a Brownian particle in bulk liquid is replaced by a t^(-5/2) decay near a boundary. We discover a general breakdown of traditional no-slip boundary condition at short time scales and we show that this breakdown has a profound impact on the near-boundary Brownian motion. Our results demonstrate the potential of Brownian-particle based micro-/nano-sonar to probe the local wettability of liquid-s...

  6. Dynamic term structure models

    DEFF Research Database (Denmark)

    Andreasen, Martin Møller; Meldrum, Andrew

    This paper studies whether dynamic term structure models for US nominal bond yields should enforce the zero lower bound by a quadratic policy rate or a shadow rate specification. We address the question by estimating quadratic term structure models (QTSMs) and shadow rate models with at most four...... pricing factors using the sequential regression approach. Our findings suggest that the two models largely provide the same in-sample fit, but loadings from ordinary and risk-adjusted Campbell-Shiller regressions are generally best matched by the shadow rate models. We also find that the shadow rate...... models perform better than the QTSMs when forecasting bond yields out of sample....

  7. Evaluation of Brownian warps for shape alignment

    Science.gov (United States)

    Nielsen, Mads

    2007-03-01

    Many methods are used for warping images to non-rigidly register shapes and objects in between medical images in inter- and intra-patient studies. In landmark-based registration linear methods like thin-plate- or b-splines are often used. These linear methods suffer from a number of theoretical deficiencies: they may break or tear apart the shapes, they are not source-destination symmetric, and may not be invertible. Theoretically more satisfactory models using diffeomorphic approaches like "Large Deformations" and "Brownian warps" have earlier proved (in theory and practice) to remove these deficiencies. In this paper we show that the maximum-likelihood Brownian Warps also generalize better in the case of matching fractured vertebrae to normal vertebrae. X-rays of 10 fractured and 1 normal vertebrae have been annotated by a trained radiologist by 6 so-called height points used for fracture scoring, and by the full boundary. The fractured vertebrae have been registered to the normal vertebra using only the 6 height points as landmarks. After registration the Hausdorff distance between the boundaries is measured. The registrations based on Brownian warps show a significantly lower distance to the original boundary.

  8. Effective diffusion of confined active Brownian swimmers

    Science.gov (United States)

    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.

  9. Harmonic functions on Walsh's Brownian motion

    OpenAIRE

    Jehring, Kristin Elizabeth

    2009-01-01

    In this dissertation we examine a variation of two- dimensional Brownian motion introduced in 1978 by Walsh. Walsh's Brownian motion can be described as a Brownian motion on the spokes of a (rimless) bicycle wheel. We will construct such a process by randomly assigning an angle to the excursions of a reflecting Brownian motion from 0. With this construction we see that Walsh's Brownian motion in R² behaves like one-dimensional Brownian motion away from the origin, but at the origin behaves di...

  10. The general dynamic model

    DEFF Research Database (Denmark)

    Borregaard, Michael K.; Matthews, Thomas J.; Whittaker, Robert James

    2016-01-01

    towards this goal. Here, we present an analysis of causality within the GDM and investigate its potential for the further development of island biogeographical theory. Further, we extend the GDM to include subduction-based island arcs and continental fragment islands. Location: A conceptual analysis...... dynamics of distinct island types are predicted to lead to markedly different evolutionary dynamics. This sets the stage for a more predictive theory incorporating the processes governing temporal dynamics of species diversity on islands.......Aim: Island biogeography focuses on understanding the processes that underlie a set of well-described patterns on islands, but it lacks a unified theoretical framework for integrating these processes. The recently proposed general dynamic model (GDM) of oceanic island biogeography offers a step...

  11. Entropic forces in Brownian motion

    CERN Document Server

    Roos, Nico

    2013-01-01

    The interest in the concept of entropic forces has risen considerably since E. Verlinde proposed to interpret the force in Newton s second law and Gravity as entropic forces. Brownian motion, the motion of a small particle (pollen) driven by random impulses from the surrounding molecules, may be the first example of a stochastic process in which such forces are expected to emerge. In this note it is shown that at least two types of entropic motion can be identified in the case of 3D Brownian motion (or random walk). This yields simple derivations of known results of Brownian motion, Hook s law and, applying an external (nonradial) force, Curie s law and the Langevin-Debye equation.

  12. Dissipative particle dynamics model for colloid transport in porous media

    Energy Technology Data Exchange (ETDEWEB)

    Pan, W.; Tartakovsky, A. M.

    2013-08-01

    We present that the transport of colloidal particles in porous media can be effectively modeled with a new formulation of dissipative particle dynamics, which augments standard DPD with non-central dissipative shear forces between particles while preserving angular momentum. Our previous studies have demonstrated that the new formulation is able to capture accurately the drag forces as well as the drag torques on colloidal particles that result from the hydrodynamic retardation effect. In the present work, we use the new formulation to study the contact efficiency in colloid filtration in saturated porous media. Note that the present model include all transport mechanisms simultaneously, including gravitational sedimentation, interception and Brownian diffusion. Our results of contact efficiency show a good agreement with the predictions of the correlation equation proposed by Tufenkji and EliMelech, which also incorporate all transport mechanisms simultaneously without the additivity assumption.

  13. Brownian movement and molecular reality

    CERN Document Server

    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

  14. Some Brownian functionals and their laws

    OpenAIRE

    Donati-Martin, C.; Yor, M.

    1997-01-01

    We develop some topics about Brownian motion with a particular emphasis on the study of principal values of Brownian local times. We show some links between principal values and Doob’s $h$-transforms of Brownian motion, for nonpositive harmonic functions $h$. We also give a survey and complement some martingale approaches to Ray–Knight theorems for local times.

  15. STOCHASTIC INTEGRATION FOR TEMPERED FRACTIONAL BROWNIAN MOTION.

    Science.gov (United States)

    Meerschaert, Mark M; Sabzikar, Farzad

    2014-07-01

    Tempered fractional Brownian motion is obtained when the power law kernel in the moving average representation of a fractional Brownian motion is multiplied by an exponential tempering factor. This paper develops the theory of stochastic integrals for tempered fractional Brownian motion. Along the way, we develop some basic results on tempered fractional calculus. PMID:24872598

  16. Dynamic Triggering Stress Modeling

    Science.gov (United States)

    Gonzalez-Huizar, H.; Velasco, A. A.

    2008-12-01

    It has been well established that static (permanent) stress changes can trigger nearby earthquakes, within a few fault lengths from the causative event, whereas triggering by dynamic (transient) stresses carried by seismic waves both nearby and at remote distances has not been as well documented nor understood. An analysis of the change in the local stress caused by the passing of surfaces waves is important for the understanding of this phenomenon. In this study, we modeled the change in the stress that the passing of Rayleigh and Loves waves causes on a fault plane of arbitrary orientation, and applied a Coulomb failure criteria to calculate the potential of these stress changes to trigger reverse, normal or strike-slip failure. We preliminarily test these model results with data from dynamically triggering earthquakes in the Australian Bowen Basin. In the Bowen region, the modeling predicts a maximum triggering potential for Rayleigh waves arriving perpendicularly to the strike of the reverse faults present in the region. The modeled potentials agree with our observations, and give us an understanding of the dynamic stress orientation needed to trigger different type of earthquakes.

  17. Dynamic wake meandering modeling

    Energy Technology Data Exchange (ETDEWEB)

    Larsen, Gunner C.; Aagaard Madsen, H.; Bingoel, F. (and others)

    2007-06-15

    We present a consistent, physically based theory for the wake meandering phenomenon, which we consider of crucial importance for the overall description of wind turbine loadings in wind farms. In its present version the model is confined to single wake situations. The model philosophy does, however, have the potential to include also mutual wake interaction phenomenons. The basic conjecture behind the dynamic wake meandering model is that wake transportation in the atmospheric boundary layer is driven by the large scale lateral- and vertical turbulence components. Based on this conjecture a stochastic model of the downstream wake meandering is formulated. In addition to the kinematic formulation of the dynamics of the 'meandering frame of reference', models characterizing the mean wake deficit as well as the added wake turbulence, described in the meandering frame of reference, are an integrated part the model complex. For design applications, the computational efficiency of wake deficit prediction is a key issue. Two computationally low cost models are developed for this purpose. The character of the added wake turbulence, generated by the up-stream turbine in the form of shed and trailed vorticity, has been approached by analytical as well as by numerical studies. The dynamic wake meandering philosophy has been verified by comparing model predictions with extensive full-scale measurements. These comparisons have demonstrated good agreement, both qualitatively and quantitatively, concerning both flow characteristics and turbine load characteristics. Contrary to previous attempts to model wake loading, the dynamic wake meandering approach opens for a unifying description in the sense that turbine power and load aspects can be treated simultaneously. This capability is a direct and attractive consequence of the model being based on the underlying physical process, and it potentially opens for optimization of wind farm topology, of wind farm operation as

  18. Modeling earthquake dynamics

    Science.gov (United States)

    Charpentier, Arthur; Durand, Marilou

    2015-07-01

    In this paper, we investigate questions arising in Parsons and Geist (Bull Seismol Soc Am 102:1-11, 2012). Pseudo causal models connecting magnitudes and waiting times are considered, through generalized regression. We do use conditional model (magnitude given previous waiting time, and conversely) as an extension to joint distribution model described in Nikoloulopoulos and Karlis (Environmetrics 19: 251-269, 2008). On the one hand, we fit a Pareto distribution for earthquake magnitudes, where the tail index is a function of waiting time following previous earthquake; on the other hand, waiting times are modeled using a Gamma or a Weibull distribution, where parameters are functions of the magnitude of the previous earthquake. We use those two models, alternatively, to generate the dynamics of earthquake occurrence, and to estimate the probability of occurrence of several earthquakes within a year or a decade.

  19. The valuation of currency options by fractional Brownian motion.

    Science.gov (United States)

    Shokrollahi, Foad; Kılıçman, Adem

    2016-01-01

    This research aims to investigate a model for pricing of currency options in which value governed by the fractional Brownian motion model (FBM). The fractional partial differential equation and some Greeks are also obtained. In addition, some properties of our pricing formula and simulation studies are presented, which demonstrate that the FBM model is easy to use. PMID:27504243

  20. Perturbative theory for Brownian vortexes.

    Science.gov (United States)

    Moyses, Henrique W; Bauer, Ross O; Grosberg, Alexander Y; Grier, David G

    2015-06-01

    Brownian vortexes are stochastic machines that use static nonconservative force fields to bias random thermal fluctuations into steadily circulating currents. The archetype for this class of systems is a colloidal sphere in an optical tweezer. Trapped near the focus of a strongly converging beam of light, the particle is displaced by random thermal kicks into the nonconservative part of the optical force field arising from radiation pressure, which then biases its diffusion. Assuming the particle remains localized within the trap, its time-averaged trajectory traces out a toroidal vortex. Unlike trivial Brownian vortexes, such as the biased Brownian pendulum, which circulate preferentially in the direction of the bias, the general Brownian vortex can change direction and even topology in response to temperature changes. Here we introduce a theory based on a perturbative expansion of the Fokker-Planck equation for weak nonconservative driving. The first-order solution takes the form of a modified Boltzmann relation and accounts for the rich phenomenology observed in experiments on micrometer-scale colloidal spheres in optical tweezers. PMID:26172698

  1. A Simplified Treatment of Brownian Motion and Stochastic Differential Equations Arising in Financial Mathematics

    Science.gov (United States)

    Parlar, Mahmut

    2004-01-01

    Brownian motion is an important stochastic process used in modelling the random evolution of stock prices. In their 1973 seminal paper--which led to the awarding of the 1997 Nobel prize in Economic Sciences--Fischer Black and Myron Scholes assumed that the random stock price process is described (i.e., generated) by Brownian motion. Despite its…

  2. Stochastic calculus for fractional Brownian motion and related processes

    CERN Document Server

    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 0Brownian SDE. The author develops optimal filtering of mixed models including linear case, and studies financial applications and statistical inference with hypotheses testing and parameter estimation. She proves that the market with stock guided by the mixed model is arbitrage-free without any restriction on the dependence of the components and deduces different forms of the Black-Scholes equation for fractional mark...

  3. Dynamic wake meandering modeling

    DEFF Research Database (Denmark)

    Larsen, Gunner Chr.; Madsen Aagaard, Helge; Bingöl, Ferhat;

    We present a consistent, physically based theory for the wake meandering phenomenon, which we consider of crucial importance for the overall description of wind turbine loadings in wind farms. In its present version the model is confined to single wake situations. The model philosophy does, however...... and trailed vorticity, has been approached by analytical as well as by numerical studies. The dynamic wake meandering philosophy has been verified by comparing model predictions with extensive full-scale measurements. These comparisons have demonstrated good agreement, both qualitatively and quantitatively...... and attractive consequence of the model being based on the underlying physical process, and it potentially opens for optimization of wind farm topology, of wind farm operation as well as of control strategies for the individual turbine. Implementation of the methodology with aeroelastic codes is straight forward...

  4. Energy and efficiency optimization of a Brownian heat engine

    Science.gov (United States)

    Bekele, Mulugeta; Yalew, Yeneneh

    2007-03-01

    A simple Brownian heat engine is modeled as a Brownian particle moving in an external sawtooth potential (with or without) load assisted by the thermal kick it gets from alternately placed hot and cold heat reservoirs along its path. We get closed form expression for its current in terms of the parameters characterizing the model. After analyzing the way it consumes energy to do useful work, we also get closed form expressions for its efficiency as well as for its coefficient of performance when the engine performs as a refrigerator. Recently suggested optimization criteria enables us to exhaustively explore and compare the different operating conditions of the engine.

  5. Structural dynamic modifications via models

    Indian Academy of Sciences (India)

    T K Kundra

    2000-06-01

    Structural dynamic modification techniques attempt to reduce dynamic design time and can be implemented beginning with spatial models of structures, dynamic test data or updated models. The models assumed in this discussion are mathematical models, namely mass, stiffness, and damping matrices of the equations of motion of a structure. These models are identified/extracted from dynamic test data viz. frequency response functions (FRFs). Alternatively these models could have been obtained by adjusting or updating the finite element model of the structure in the light of the test data. The methods of structural modification for getting desired dynamic characteristics by using modifiers namely mass, beams and tuned absorbers are discussed.

  6. Brownian motion, random walks on trees, and harmonic measure on polynomial Julia sets

    OpenAIRE

    Emerson, Nathaniel D.

    2006-01-01

    We consider the harmonic measure on a disconnected polynomial Julia set in terms of Brownian motion. We show that the harmonic measure of any connected component of such a Julia set is zero. Associated to the polynomial is a combinatorial model, the tree with dynamics. We define a measure on the tree, which is a combinatorial version on harmonic measure. We show that this measure is isomorphic to the harmonic measure on the Julia set. The measure induces a random walk on the tree, which is is...

  7. Search reliability and search efficiency of combined Lévy–Brownian motion: long relocations mingled with thorough local exploration

    Science.gov (United States)

    Palyulin, Vladimir V.; Chechkin, Aleksei V.; Klages, Rainer; Metzler, Ralf

    2016-09-01

    A combined dynamics consisting of Brownian motion and Lévy flights is exhibited by a variety of biological systems performing search processes. Assessing the search reliability of ever locating the target and the search efficiency of doing so economically of such dynamics thus poses an important problem. Here we model this dynamics by a one-dimensional fractional Fokker–Planck equation combining unbiased Brownian motion and Lévy flights. By solving this equation both analytically and numerically we show that the superposition of recurrent Brownian motion and Lévy flights with stable exponent α \\lt 1, by itself implying zero probability of hitting a point on a line, leads to transient motion with finite probability of hitting any point on the line. We present results for the exact dependence of the values of both the search reliability and the search efficiency on the distance between the starting and target positions as well as the choice of the scaling exponent α of the Lévy flight component.

  8. Search reliability and search efficiency of combined Lévy-Brownian motion: long relocations mingled with thorough local exploration

    Science.gov (United States)

    Palyulin, Vladimir V.; Chechkin, Aleksei V.; Klages, Rainer; Metzler, Ralf

    2016-09-01

    A combined dynamics consisting of Brownian motion and Lévy flights is exhibited by a variety of biological systems performing search processes. Assessing the search reliability of ever locating the target and the search efficiency of doing so economically of such dynamics thus poses an important problem. Here we model this dynamics by a one-dimensional fractional Fokker-Planck equation combining unbiased Brownian motion and Lévy flights. By solving this equation both analytically and numerically we show that the superposition of recurrent Brownian motion and Lévy flights with stable exponent α \\lt 1, by itself implying zero probability of hitting a point on a line, leads to transient motion with finite probability of hitting any point on the line. We present results for the exact dependence of the values of both the search reliability and the search efficiency on the distance between the starting and target positions as well as the choice of the scaling exponent α of the Lévy flight component.

  9. Quantum harmonic Brownian motion in a general environment: A modified phase-space approach

    Energy Technology Data Exchange (ETDEWEB)

    Yeh, L. [Univ. of California, Berkeley, CA (United States). Dept. of Physics]|[Lawrence Berkeley Lab., CA (United States)

    1993-06-23

    After extensive investigations over three decades, the linear-coupling model and its equivalents have become the standard microscopic models for quantum harmonic Brownian motion, in which a harmonically bound Brownian particle is coupled to a quantum dissipative heat bath of general type modeled by infinitely many harmonic oscillators. The dynamics of these models have been studied by many authors using the quantum Langevin equation, the path-integral approach, quasi-probability distribution functions (e.g., the Wigner function), etc. However, the quantum Langevin equation is only applicable to some special problems, while other approaches all involve complicated calculations due to the inevitable reduction (i.e., contraction) operation for ignoring/eliminating the degrees of freedom of the heat bath. In this dissertation, the author proposes an improved methodology via a modified phase-space approach which employs the characteristic function (the symplectic Fourier transform of the Wigner function) as the representative of the density operator. This representative is claimed to be the most natural one for performing the reduction, not only because of its simplicity but also because of its manifestation of geometric meaning. Accordingly, it is particularly convenient for studying the time evolution of the Brownian particle with an arbitrary initial state. The power of this characteristic function is illuminated through a detailed study of several physically interesting problems, including the environment-induced damping of quantum interference, the exact quantum Fokker-Planck equations, and the relaxation of non-factorizable initial states. All derivations and calculations axe shown to be much simplified in comparison with other approaches. In addition to dynamical problems, a novel derivation of the fluctuation-dissipation theorem which is valid for all quantum linear systems is presented.

  10. Transp ort prop erties of fractional coupled Brownian motors in ratchet p otential with feedback%带反馈的分数阶耦合布朗马达的定向输运∗

    Institute of Scientific and Technical Information of China (English)

    秦天奇; 王飞; 杨博; 罗懋康

    2015-01-01

    Based on the theory of fractional integration, direct transport behaviors of coupled Brownian motors with feedback control in viscoelastic media are investigated. The mathematical model of fractional overdamped coupled Brownian motors is established by adopting the power function as damping kernel function of general Langevin equation due to the power-law memory characteristics of cytosol in biological cells. Numerical solution is observed by fractional difference method and the influence of model parameters on cooperative direct transport of the coupled Brownian motors is discussed in detail by numerical simulation. The research shows that the memory of the fractional dynamical system can affect the direct transport phenomenon of the coupled Brownian motors through changing the on-off switching frequency of the ratchet potential with feedback control. To be more specific, in a proper range of the fractional order, the memory of the dynamical system can increase the on-off switching frequency of the ratchet potential, which can lead to the velocity increase of the direct transport. Furthermore, in the case of small fractional order, since the coupled Brownian motors move under the competition between the damping force with memory and the potential force with feedback control, the resultant force exerted on the coupled particles is always positive when the ratchet potential with feedback control is on although the fractional damping force is large, which leads to the result that the coupled Brownian motors move in the positive direction in the mass. On the contrary, in the case of large fractional order, the on-off switching frequency of potential with feedback control becomes small, as a result of which the main influential factor of the direct transport becomes the potential depth. Therefore the coupled Brownian motors are more likely to stay in the potential wells for a long time because the probability that describes the possibility that the coupled Brownian

  11. Chip-Based Measurements of Brownian Relaxation of Magnetic Beads Using a Planar Hall Effect Magnetic Field Sensor

    Science.gov (United States)

    Østerberg, Frederik W.; Dalslet, Bjarke T.; Snakenborg, Detlef; Johansson, Christer; Hansen, Mikkel F.

    2010-12-01

    We present a simple `click-on' fluidic system with integrated electrical contacts, which is suited for electrical measurements on chips in microfluidic systems. We show that microscopic magnetic field sensors based on the planar Hall effect can be used for detecting the complex magnetic response 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.

  12. A Langevin model for low density pedestrian dynamics

    Science.gov (United States)

    Corbetta, Alessandro; Lee, Chung-Min; Benzi, Roberto; Muntean, Adrian; Toschi, Federico

    The dynamics of pedestrian crowds shares deep connections with statistical physics and fluid dynamics. Reaching a quantitative understanding, not only of the average behaviours but also of the statistics of (rare) fluctuations would have major impact, for instance, on the design and safety of civil infrastructures. A key feature of pedestrian dynamics is its strong intrinsic variability, that we can already observe at the single individual level. In this work we aim at a quantitative characterisation of this statistical variability by studying individual fluctuations. We consider experimental observations of low-density pedestrian flows in a corridor within a building at Eindhoven University of Technology. Few hundreds of thousands of pedestrian trajectories with high space and time resolutions have been collected via a Microsoft Kinect 3D-range sensor and automatic head tracking techniques. From these observations we model pedestrians as active Brownian particles by means of a generalised Langevin equation. With this model we can quantitatively reproduce the observed dynamics including the statistics of ordinary pedestrian fluctuations and of rarer U-turn events. Low density, pair-wise interactions between pedestrians are also discussed.

  13. Efficiency of Brownian heat engines.

    Science.gov (United States)

    Derényi, I; Astumian, R D

    1999-06-01

    We study the efficiency of one-dimensional thermally driven Brownian ratchets or heat engines. We identify and compare the three basic setups characterized by the type of the connection between the Brownian particle and the two heat reservoirs: (i) simultaneous, (ii) alternating in time, and (iii) position dependent. We make a clear distinction between the heat flow via the kinetic and the potential energy of the particle, and show that the former is always irreversible and it is only the third setup where the latter is reversible when the engine works quasistatically. We also show that in the third setup the heat flow via the kinetic energy can be reduced arbitrarily, proving that even for microscopic heat engines there is no fundamental limit of the efficiency lower than that of a Carnot cycle.

  14. Role of Brownian motion on the thermal conductivity enhancement of nanofluids

    Science.gov (United States)

    Gupta, Amit; Kumar, Ranganathan

    2007-11-01

    This study involves Brownian dynamics simulations of a real nanofluid system in which the interparticle potential is determined based on Debye length and surface interaction of the fluid and the solid. This paper shows that Brownian motion can increase the thermal conductivity of the nanofluid by 6% primarily due to "random walk" motion and not only through diffusion. This increase is limited by the maximum concentration for each particle size and is below that predicted by the effective medium theory. Beyond the maximum limit, particle aggregates begin to form. Brownian motion contribution stays as a constant beyond a certain particle diameter.

  15. Kingman's coalescent and Brownian motion

    OpenAIRE

    Berestycki, J.; Berestycki, N

    2009-01-01

    We describe a simple construction of Kingman's coalescent in terms of a Brownian excursion. This construction is closely related to, and sheds some new light on, earlier work by Aldous and Warren. Our approach also yields some new results: for instance, we obtain the full multifractal spectrum of Kingman's coalescent. This complements earlier work on Beta-coalescents by the authors and Schweinsberg. Surprisingly, the thick part of the spectrum is not obtained by taking the limit as $\\alpha \\t...

  16. Dynamic Linear Models with R

    CERN Document Server

    Campagnoli, Patrizia; Petris, Giovanni

    2009-01-01

    State space models have gained tremendous popularity in as disparate fields as engineering, economics, genetics and ecology. Introducing general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis. It illustrates the fundamental steps needed to use dynamic linear models in practice, using R package.

  17. Rotational Brownian Motion on Sphere Surface and Rotational Relaxation

    Institute of Scientific and Technical Information of China (English)

    Ekrem Aydner

    2006-01-01

    The spatial components of the autocorrelation function of noninteracting dipoles are analytically obtained in terms of rotational Brownian motion on the surface of a unit sphere using multi-level jumping formalism based on Debye's rotational relaxation model, and the rotational relaxation functions are evaluated.

  18. 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.

  19. Harmonically bound Brownian motion in fluids under shear: Fokker-Planck and generalized Langevin descriptions.

    Science.gov (United States)

    Híjar, Humberto

    2015-02-01

    We study the Brownian motion of a particle bound by a harmonic potential and immersed in a fluid with a uniform shear flow. We describe this problem first in terms of a linear Fokker-Planck equation which is solved to obtain the probability distribution function for finding the particle in a volume element of its associated phase space. We find the explicit form of this distribution in the stationary limit and use this result to show that both the equipartition law and the equation of state of the trapped particle are modified from their equilibrium form by terms increasing as the square of the imposed shear rate. Subsequently, we propose an alternative description of this problem in terms of a generalized Langevin equation that takes into account the effects of hydrodynamic correlations and sound propagation on the dynamics of the trapped particle. We show that these effects produce significant changes, manifested as long-time tails and resonant peaks, in the equilibrium and nonequilibrium correlation functions for the velocity of the Brownian particle. We implement numerical simulations based on molecular dynamics and multiparticle collision dynamics, and observe a very good quantitative agreement between the predictions of the model and the numerical results, thus suggesting that this kind of numerical simulations could be used as complement of current experimental techniques. PMID:25768490

  20. G- Brownian motion and Its Applications

    OpenAIRE

    EBRAHIMBEYGI, Atena; DASTRANJ, Elham

    2015-01-01

    Abstract. The concept of G-Brownian motion and G-Ito integral has been introduced by Peng. Also Ito isometry lemma is proved for Ito integral and Brownian motion. In this paper we first investigate the Ito isometry lemma for G-Brownian motion and G-Ito Integral. Then after studying of MG2,0-class functions [4], we introduce Stratonovich integral for G-Brownian motion,say G- Stratonovich integral. Then we present a special construction for G- Stratonovich integral. 

  1. Dynamic modeling for pandemic influenza

    NARCIS (Netherlands)

    Postma, M.J.

    2012-01-01

    It is now widely agreed upon that most infectious diseases require a dynamic approach to validly analyze infectious disease control. Given the size of the spread and the potential impact, pandemic influenza certainly presents an area where dynamic modeling is much needed. In this article, a dynamic

  2. Non-Markovian weak coupling limit of quantum Brownian motion

    OpenAIRE

    Maniscalco, Sabrina; Piilo, Jyrki; Suominen, Kalle-Antti

    2008-01-01

    We derive and solve analytically the non-Markovian master equation for harmonic quantum Brownian motion proving that, for weak system-reservoir couplings and high temperatures, it can be recast in the form of the master equation for a harmonic oscillator interacting with a squeezed thermal bath. This equivalence guarantees preservation of positivity of the density operator during the time evolution and allows one to establish a connection between the dynamics of Schr\\"odinger cat states in sq...

  3. A semiclassical approach to explore the bistable kinetics of a Brownian particle in a nonequilibrium environment

    International Nuclear Information System (INIS)

    We explore the noise-induced barrier crossing dynamics of a Brownian particle in the high temperature quantum regime under large damping. We assume the associated heat bath not to be in thermal equilibrium; it is rather driven by an externally applied random force which exposes the system particles to a nonequilibrium environment. We propose a system + reservoir model to study the stochastic Langevin dynamics. We also construct the corresponding Fokker–Planck equation in the said regime and solve it to explore the bistable kinetics. We investigate the role of different parameters in shaping the nature of such a bistable kinetics in detail and hence allowing one to get some insight into the very complicated dynamics of quantum dissipative system(s). Finally, we analyze the semiclassical rate vis-à-vis the classical analog

  4. Random Brownian scaling identities and splicing of Bessel processes

    OpenAIRE

    Pitman, Jim; Yor, Marc

    1998-01-01

    An identity in distribution due to Knight for Brownian motion is extended in two different ways: first by replacing the supremum of a reflecting Brownian motion by the range of an unreflected Brownian motion and second by replacing the reflecting Brownian motion by a recurrent Bessel process. Both extensions are explained in terms of random Brownian scaling transformations and Brownian excursions. The first extension is related to two different constructions of Itô’s law of ...

  5. Brownian motion of helical flagella.

    Science.gov (United States)

    Hoshikawa, H; Saito, N

    1979-07-01

    We develops a theory of the Brownian motion of a rigid helical object such as bacterial flagella. The statistical properties of the random forces acting on the helical object are discussed and the coefficients of the correlations of the random forces are determined. The averages , and are also calculated where z and theta are the position along and angle around the helix axis respectively. Although the theory is limited to short time interval, direct comparison with experiment is possible by using the recently developed cinematography technique. PMID:16997210

  6. Carbon option pricing based on fractional Brownian motion combined with GARCH model%基于 GARCH-分形布朗运动模型的碳期权定价研究

    Institute of Scientific and Technical Information of China (English)

    张晨; 彭婷; 刘宇佳

    2015-01-01

    文章将广义自回归条件异方差(generalized autoregressive conditional heteroskedasticity ,GARCH )模型和分形布朗运动结合引入碳金融期权定价研究中。通过对欧洲碳排放配额(European Union Allowance , EUA)期货收盘价的样本数据检验,发现其存在尖峰厚尾、条件异方差性和分形特征;采用GARCH模型拟合并预测碳价收益率波动率;将预测的波动率作为输入值代入分形布朗运动期权定价方法,运用蒙特卡罗模拟对EUA期货期权进行定价,并与B‐S期权定价法(Black‐Scholes Option Pricing Model)比较。结果表明,基于GARCH分形布朗运动模型的碳期权定价法预测精度有显著提高。%This paper introduces the idea of combining generalized autoregressive conditional heteroskedasticity (GARCH) model and fractional Brownian motion into carbon option pricing .Firstly ,the test results from closing price of European Union Allowance (EUA) Futures show that obvious peak and fat tails ,heterosce‐dasticity and fractal feature reside in the data .Secondly ,the GARCH model is used to fit the volatility of EUA Futures price ,which can reasonably describe and forecast the time‐varying volatility .With the forecas‐ted volatility being the input in fractional Brownian motion carbon option pricing ,the Monte Carlo simulation is used to simulate the pricing of EUA Futures options ,and then the pricing result is compared with that of Black‐Scholes option pricing model .The result shows that carbon option pricing based on fractional Brownian motion combined with GARCH model can improve the pricing accuracy .

  7. Building dynamic spatial environmental models

    OpenAIRE

    Karssenberg, D.J.

    2003-01-01

    An environmental model is a representation or imitation of complex natural phenomena that can be discerned by human cognitive processes. This thesis deals with the type of environmental models referred to as dynamic spatial environmental models. The word ‘spatial’ refers to the geographic domain which they represent, which is the two- or three-dimensional space, while ‘dynamic’ refers to models simulating changes through time using rules of cause and effect, represented in mathematical equati...

  8. Dimensional Properties of Fractional Brownian Motion

    Institute of Scientific and Technical Information of China (English)

    Dong Sheng WU; Yi Min XIAO

    2007-01-01

    Let Bα = {Bα(t),t ∈ RN} be an (N,d)-fractional Brownian motion with Hurst index α∈ (0, 1). By applying the strong local nondeterminism of Bα, we prove certain forms of uniform Hausdorff dimension results for the images of Bα when N > αd. Our results extend those of Kaufman for one-dimensional Brownian motion.

  9. Modeling the complex dynamics of enzyme-pathway coevolution

    Science.gov (United States)

    Schütte, Moritz; Skupin, Alexander; Segrè, Daniel; Ebenhöh, Oliver

    2010-12-01

    Metabolic pathways must have coevolved with the corresponding enzyme gene sequences. However, the evolutionary dynamics ensuing from the interplay between metabolic networks and genomes is still poorly understood. Here, we present a computational model that generates putative evolutionary walks on the metabolic network using a parallel evolution of metabolic reactions and their catalyzing enzymes. Starting from an initial set of compounds and enzymes, we expand the metabolic network iteratively by adding new enzymes with a probability that depends on their sequence-based similarity to already present enzymes. Thus, we obtain simulated time courses of chemical evolution in which we can monitor the appearance of new metabolites, enzyme sequences, or even entire organisms. We observe that new enzymes do not appear gradually but rather in clusters which correspond to enzyme classes. A comparison with Brownian motion dynamics indicates that our system displays biased random walks similar to diffusion on the metabolic network with long-range correlations. This suggests that a quantitative molecular principle may underlie the appearance of punctuated equilibrium dynamics, whereby enzymes occur in bursts rather than by phyletic gradualism. Moreover, the simulated time courses lead to a putative time-order of enzyme and organism appearance. Among the patterns we detect in these evolutionary trends is a significant correlation between the time of appearance and their enzyme repertoire size. Hence, our approach to metabolic evolution may help understand the rise in complexity at the biochemical and genomic levels.

  10. Dynamic Characteristics and Models

    DEFF Research Database (Denmark)

    Pedersen, Lars

    2007-01-01

    is that the dynamic characteristics of a flooring-system do not only depend on material characteristics, floor dimensions and boundary conditions. They are also influenced by the presence of stationary persons on the floor, and these persons may or may not be present. Stationary persons are humans in, for example......, sitting or standing posture, and that these persons influence the dynamic characteristics of the floor (floor frequency and floor damping) is demonstrated in the paper. The mechanism of the dynamic interaction between the floor mass and the mass of stationary persons is generally not well understood...

  11. Intrinsic dynamics of heart regulatory systems on short time-scales: from experiment to modelling

    CERN Document Server

    Khovanov, I A; McClintock, P V E; Stefanovska, A

    2009-01-01

    We discuss open problems related to the stochastic modeling of cardiac function. The work is based on an experimental investigation of the dynamics of heart rate variability (HRV) in the absence of respiratory perturbations. We consider first the cardiac control system on short time scales via an analysis of HRV within the framework of a random walk approach. Our experiments show that HRV on timescales of less than a minute takes the form of free diffusion, close to Brownian motion, which can be described as a non-stationary process with stationary increments. Secondly, we consider the inverse problem of modeling the state of the control system so as to reproduce the experimentally observed HRV statistics of. We discuss some simple toy models and identify open problems for the modelling of heart dynamics.

  12. Pricing Options of Esscher Transforms on Stocks Driven by Geometric Brownian with the Jump-Diffusion Model%跳扩散模型下股价服从几何布朗运动的Esscher变换定价

    Institute of Scientific and Technical Information of China (English)

    邓英东; 肖庆宪

    2013-01-01

    Pricing options of Esscher Transform on stocks driven by Geometric Brownian with the jump-diffusion model is considered.The moment-generating function and the theorem of compound Poisson process about the moment-generating function under B-S model with the jump-diffusion on stocks are given.Besides above cases,the paper [5] about the Wiener Process of Esscher Transforms is expressed as a special example.%考虑跳扩散模型下期权的Esscher变换定价,给出了Esscher变换下带跳的B-S矩生成函数和复合泊松过程下的矩生成函数,推导出跳扩散模型下期权的Esscher变换定价公式.

  13. Effect of Brownian Coagulation on the Liquid-liquid Decomposition in Gas-atomized Alloy Drops

    Institute of Scientific and Technical Information of China (English)

    Jiuzhou ZHAO; Lingling GAO; Jie HE; L.Ratke

    2006-01-01

    Modeling and simulation have been carried out for Al-Pb alloys to investigate the Brownian coagulation effect on the microstructure development in a gas-atomized drop during the liquid-liquid decomposition.The results indicate that Brownian coagulation has a weak effect on the nucleation and a relatively strong effect on coarsening the minority phase droplets. The influence of Brownian coagulation on the liquid-liquid decomposition decreases with the increase in the diameter (or the decrease in the cooling rate) of the atomized drop.

  14. Computer Modelling of Dynamic Processes

    Directory of Open Access Journals (Sweden)

    B. Rybakin

    2000-10-01

    Full Text Available Results of numerical modeling of dynamic problems are summed in the article up. These problems are characteristic for various areas of human activity, in particular for problem solving in ecology. The following problems are considered in the present work: computer modeling of dynamic effects on elastic-plastic bodies, calculation and determination of performances of gas streams in gas cleaning equipment, modeling of biogas formation processes.

  15. Equilibrium and dynamics of ionic solutions and molten salts: from the primitive model to molecular structures

    International Nuclear Information System (INIS)

    In this HDR (Accreditation to supervise researches) thesis, the author first recalls his research thesis work which addressed the study of structural properties of simple electrolyte solutions by neutron scattering and interpretation by using integral equations of statistic mechanics. He also evokes other related research works he supervised, and more recent research works he performed on a GDR Practis issue (the solubility of ionic compounds) in collaboration with German and Italian researchers. Thus, the author describes how his scientific activity has known a double evolution: on the experimental point of view (determination of scattering coefficients on long durations), and on the modelling point of view (transition from a model based on a continuous solvent to a model based on molecular structures, which meant a transition from integral equations of Brownian dynamics to a molecular dynamics)

  16. Dynamical reduction models

    Energy Technology Data Exchange (ETDEWEB)

    Bassi, Angelo; Ghirardi, G.C

    2003-06-01

    The report presents an exhaustive review of the recent attempt to overcome the difficulties that standard quantum mechanics meets in accounting for the measurement (or macro-objectification) problem, an attempt based on the consideration of nonlinear and stochastic modifications of the Schroedinger equation. The proposed new dynamics is characterized by the feature of not contradicting any known fact about microsystems and of accounting, on the basis of a unique, universal dynamical principle, for wavepacket reduction and for the classical behavior of macroscopic systems. We recall the motivations for the new approach and we briefly review the other proposals to circumvent the above mentioned difficulties which appeared in the literature. In this way we make clear the conceptual and historical context characterizing the new approach. After having reviewed the mathematical techniques (stochastic differential calculus) which are essential for the rigorous and precise formulation of the new dynamics, we discuss in great detail its implications and we stress its relevant conceptual achievements. The new proposal requires also to work out an appropriate interpretation; a procedure which leads us to a reconsideration of many important issues about the conceptual status of theories based on a genuinely Hilbert space description of natural processes. Attention is also paid to many problems which are naturally raised by the dynamical reduction program. In particular we discuss the possibility and the problems one meets in trying to develop an analogous formalism for the relativistic case. Finally we discuss the experimental implications of the new dynamics for various physical processes which should allow, in principle, to test it against quantum mechanics. The review covers the work which has been done in the last 15 years by various scientists and the lively debate which has accompanied the elaboration of the new proposal.

  17. Modeling Dynamics of Information Networks

    OpenAIRE

    Rosvall, Martin; Sneppen, Kim

    2003-01-01

    We propose an information-based model for network dynamics in which imperfect information leads to networks where the different vertices have widely different number of edges to other vertices, and where the topology has hierarchical features. The possibility to observe scale free networks is linked to a minimally connected system where hubs remain dynamic.

  18. Launch Vehicle Dynamics Demonstrator Model

    Science.gov (United States)

    1963-01-01

    Launch Vehicle Dynamics Demonstrator Model. The effect of vibration on launch vehicle dynamics was studied. Conditions included three modes of instability. The film includes close up views of the simulator fuel tank with and without stability control. [Entire movie available on DVD from CASI as Doc ID 20070030984. Contact help@sti.nasa.gov

  19. Biased Brownian motion in narrow channels with asymmetry and anisotropy

    Science.gov (United States)

    Peng, Zheng; To, Kiwing

    2016-08-01

    We study Brownian motion of a single millimeter size bead confined in a quasi-two-dimensional horizontal channel with built-in anisotropy and asymmetry. Channel asymmetry is implemented by ratchet walls while anisotropy is introduced using a channel base that is grooved along the channel axis so that a bead can acquire a horizontal impulse perpendicular to the longitudinal direction when it collides with the base. When energy is injected to the channel by vertical vibration, the combination of asymmetric walls and anisotropic base induces an effective force which drives the bead into biased diffusive motion along the channel axis with diffusivity and drift velocity increase with vibration strength. The magnitude of this driving force, which can be measured in experiments on a tilted channel, is found to be consistent with those obtained from dynamic mobility and position probability distribution measurements. These results are explained by a simple collision model that suggests the random kinetic energy transfer between different translational degrees of freedom may be turned into useful work in the presence of asymmetry and anisotropy.

  20. Validated dynamic flow model

    DEFF Research Database (Denmark)

    Knudsen, Torben

    2011-01-01

    The purpose with this deliverable 2.5 is to use fresh experimental data for validation and selection of a flow model to be used for control design in WP3-4. Initially the idea was to investigate the models developed in WP2. However, in the project it was agreed to include and focus on a additive...... model structure suggested by University of Lund the WP4 leader. This particular model structure has the advantages that it fits better into the control design frame work used by WP3-4 compared to the model structures previously developed in WP2. The different model structures are first summarised...... model turns out not to be useful for prediction of the flow. Moreover, standard Box Jenkins model structures and multiple output auto regressive models proves to be superior as they can give useful predictions of the flow....

  1. Fractal Models of Earthquake Dynamics

    CERN Document Server

    Bhattacharya, Pathikrit; Kamal,; Samanta, Debashis

    2009-01-01

    Our understanding of earthquakes is based on the theory of plate tectonics. Earthquake dynamics is the study of the interactions of plates (solid disjoint parts of the lithosphere) which produce seismic activity. Over the last about fifty years many models have come up which try to simulate seismic activity by mimicking plate plate interactions. The validity of a given model is subject to the compliance of the synthetic seismic activity it produces to the well known empirical laws which describe the statistical features of observed seismic activity. Here we present a review of two such models of earthquake dynamics with main focus on a relatively new model namely The Two Fractal Overlap Model.

  2. Brownian motion meets Riemann curvature

    International Nuclear Information System (INIS)

    The general covariance of the diffusion equation is exploited in order to explore the curvature effects appearing in Brownian motion over a d-dimensional curved manifold. We use the local frame defined by the so-called Riemann normal coordinates to derive a general formula for the mean-square geodesic distance (MSD) at the short-time regime. This formula is written in terms of O(d) invariants that depend on the Riemann curvature tensor. We study the n-dimensional sphere case to validate these results. We also show that the diffusion for positive constant curvature is slower than the diffusion in a plane space, while the diffusion for negative constant curvature turns out to be faster. Finally the two-dimensional case is emphasized, as it is relevant for single-particle diffusion on biomembranes

  3. Dynamic programming models and applications

    CERN Document Server

    Denardo, Eric V

    2003-01-01

    Introduction to sequential decision processes covers use of dynamic programming in studying models of resource allocation, methods for approximating solutions of control problems in continuous time, production control, more. 1982 edition.

  4. Dynamic Wavelet and Equivalent Models

    OpenAIRE

    Boaghe, O.M.; Billings, S A

    1998-01-01

    The representation of nonlinear dynamic wavelet models in the form of an equivalent global model which is valid over the operating range of the system is investigated. The results are used to analyse and interpret the nonlinear wavelet models using non-linear frequency response functions.

  5. Dynamical models of the Galaxy

    Directory of Open Access Journals (Sweden)

    McMillan P.J.

    2012-02-01

    Full Text Available I discuss the importance of dynamical models for exploiting survey data, focusing on the advantages of “torus” models. I summarize a number of applications of these models to the study of the Milky Way, including the determination of the peculiar Solar velocity and investigation of the Hyades moving group.

  6. Building dynamic spatial environmental models

    NARCIS (Netherlands)

    Karssenberg, D.J.

    2003-01-01

    An environmental model is a representation or imitation of complex natural phenomena that can be discerned by human cognitive processes. This thesis deals with the type of environmental models referred to as dynamic spatial environmental models. The word ‘spatial’ refers to the geographic domain whi

  7. Size-Resolved Ultrafine Particle Deposition and Brownian Coagulation from Gasoline Vehicle Exhaust in an Environmental Test Chamber.

    Science.gov (United States)

    Zhao, Yu; Wang, Fang; Zhao, Jianing

    2015-10-20

    Size-resolved deposition rates and Brownian coagulation of particles between 20 and 900 nm (mobility diameter) were estimated in a well-mixed environmental chamber from a gasoline vehicle exhaust with a total peak particle concentration of 10(5)-10(6) particles/cm(3) at 12.24-25.22 °C. A deposition theory with modified friction velocity and coagulation model was also employed to predict particle concentration decay. Initially during particle decay, approximately 85% or more of the particles had diameters of vehicle exhaust particle dynamics and assess human exposure to vehicle particle pollutants in urban areas, tunnels, and underground parking lots.

  8. Chip-Based Measurements of Brownian Relaxation of Magnetic Beads Using a Planar Hall Effect Magnetic Field Sensor

    DEFF Research Database (Denmark)

    Østerberg, Frederik Westergaard; Dalslet, Bjarke Thomas; Snakenborg, Detlef;

    2010-01-01

    We present a simple 'click-on' fluidic system with integrated electrical contacts, which is suited for electrical measurements on chips in microfluidic systems. We show that microscopic magnetic field sensors based on the planar Hall effect can be used for detecting the complex magnetic response...... 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...... biosensor based on the detection of the dynamic response of magnetic beads....

  9. Brownian Motion in a Speckle Light Field: Tunable Anomalous Diffusion and Selective Optical Manipulation

    OpenAIRE

    Volpe, Giorgio; Volpe, Giovanni; Gigan, Sylvain

    2014-01-01

    The motion of particles in random potentials occurs in several natural phenomena ranging from the mobility of organelles within a biological cell to the diffusion of stars within a galaxy. A Brownian particle moving in the random optical potential associated to a speckle, i.e., a complex interference pattern generated by the scattering of coherent light by a random medium, provides an ideal mesoscopic model system to study such phenomena. Here, we derive a theory for the motion of a Brownian ...

  10. Recurrence and transience for normally reflected Brownian motion in warped product manifolds

    OpenAIRE

    de Lima, Levi Lopes

    2016-01-01

    We establish an integral test describing the exact cut-off between recurrence and transience for normally reflected Brownian motion in certain unbounded domains in a class of warped product manifolds. Besides extending a previous result by Pinsky \\cite{P1}, who treated the case in which the ambient space is flat, our result recovers the classical test for the standard Brownian motion in model spaces. Moreover, it allows us to discuss the recurrence/transience dichotomy for certain generalized...

  11. Renewal Structure of the Brownian Taut String

    OpenAIRE

    Schertzer, Emmanuel

    2015-01-01

    In a recent paper, M. Lifshits and E. Setterqvist introduced the taut string of a Brownian motion $w$, defined as the function of minimal quadratic energy on $[0,T]$ staying in a tube of fixed width $h>0$ around $w$. The authors showed a Law of Large Number (L.L.N.) for the quadratic energy spent by the string for a large time $T$. In this note, we exhibit a natural renewal structure for the Brownian taut string, which is directly related to the time decomposition of the Brownian motion in te...

  12. 标的资产服从几何布朗运动的期权价格风险模型%Model about capital price and loss underlying asset price submitted to geometric Brownian motion

    Institute of Scientific and Technical Information of China (English)

    曹玉松

    2013-01-01

      针对标的资产服从几何布朗运动的期权价格风险问题,通过购买看跌风险降低股票风险,将市场分为风险市场和无风险市场,建立服从几何布朗运动的资本运营过程,使其更加贴近实际情况。讨论了风险市场和无风险市场资本运营的情况,利用随机过程相关知识给出了购买过看跌期权后的期末最终资本的市场价格期望、最终资本的市场价格超过给定值的概率及期末最终损失的期望。所得结论对预防股票风险具有一定的指导意义。%  On account of the problem that option price risk of which the underline asset follows the geometric Brownian, the problem of stock hedging through buying a put option is concerned, this paper divided the market into risky market and the risk free market, and built the process of capital operation which follows the geometric Brownian. The model reflects the realities. The problem about capital operation in risky market and the risk free market is studied. Using stochastic process knowledge, the paper obtained the expectation of the final market price of the portfolio, the probability of the final market price of the portfolio which exceeds a give threshold and the expectation of the final risk. This study is useful to prevent the risk of stock.

  13. COLD-SAT dynamic model

    Science.gov (United States)

    Adams, Neil S.; Bollenbacher, Gary

    1992-01-01

    This report discusses the development and underlying mathematics of a rigid-body computer model of a proposed cryogenic on-orbit liquid depot storage, acquisition, and transfer spacecraft (COLD-SAT). This model, referred to in this report as the COLD-SAT dynamic model, consists of both a trajectory model and an attitudinal model. All disturbance forces and torques expected to be significant for the actual COLD-SAT spacecraft are modeled to the required degree of accuracy. Control and experimental thrusters are modeled, as well as fluid slosh. The model also computes microgravity disturbance accelerations at any specified point in the spacecraft. The model was developed by using the Boeing EASY5 dynamic analysis package and will run on Apollo, Cray, and other computing platforms.

  14. Dynamic Modeling of ALS Systems

    Science.gov (United States)

    Jones, Harry

    2002-01-01

    The purpose of dynamic modeling and simulation of Advanced Life Support (ALS) systems is to help design them. Static steady state systems analysis provides basic information and is necessary to guide dynamic modeling, but static analysis is not sufficient to design and compare systems. ALS systems must respond to external input variations and internal off-nominal behavior. Buffer sizing, resupply scheduling, failure response, and control system design are aspects of dynamic system design. We develop two dynamic mass flow models and use them in simulations to evaluate systems issues, optimize designs, and make system design trades. One model is of nitrogen leakage in the space station, the other is of a waste processor failure in a regenerative life support system. Most systems analyses are concerned with optimizing the cost/benefit of a system at its nominal steady-state operating point. ALS analysis must go beyond the static steady state to include dynamic system design. All life support systems exhibit behavior that varies over time. ALS systems must respond to equipment operating cycles, repair schedules, and occasional off-nominal behavior or malfunctions. Biological components, such as bioreactors, composters, and food plant growth chambers, usually have operating cycles or other complex time behavior. Buffer sizes, material stocks, and resupply rates determine dynamic system behavior and directly affect system mass and cost. Dynamic simulation is needed to avoid the extremes of costly over-design of buffers and material reserves or system failure due to insufficient buffers and lack of stored material.

  15. Some Dynamic Market Models

    OpenAIRE

    Audestad, Jan Arild

    2015-01-01

    In this text, we study the temporal behavior of markets using models expressible as ordinary differential equations. The markets studied are those where each customer buys only one copy of the good, for example, subscription of smartphone service, journals and newspapers, and goods such as books, music and games. The underlying model is the diffusion model of Frank Bass. Evolution of markets with no competitors and markets with several competitors are analyzed where, in particulat, the effect...

  16. MODELING EARNINGS DYNAMICS

    OpenAIRE

    Joseph Altonji

    2012-01-01

    In this paper we use indirect inference to estimate a joint model of earnings, employment, job changes, wage rates, and work hours over a career. Our model incorporates duration dependence in several variables, multiple sources of unobserved heterogeneity, job-specific error components in both wages and hours, and measurement error. We use the model to address a number of important questions in labor economics, including the source of the experience profile of wages, the response of job chang...

  17. Modeling earnings dynamics

    OpenAIRE

    Joseph Altonji; Anthony Smith; Ivan Vidangos

    2009-01-01

    In this paper we use indirect inference to estimate a joint model of earnings, employment, job changes, wage rates, and work hours over a career. Our model incorporates duration dependence in several variables, multiple sources of unobserved heterogeneity, job-specific error components in both wages and hours, and measurement error. We use the model to address a number of important questions in labor economics, including the source of the experience profile of wages, the response of job chang...

  18. Computational fluid dynamic modeling of the flame spray pyrolysis process for silica nanopowder synthesis

    Energy Technology Data Exchange (ETDEWEB)

    Olivas-Martinez, Miguel; Sohn, Hong Yong, E-mail: h.y.sohn@utah.edu [University of Utah, Department of Metallurgical Engineering (United States); Jang, Hee Dong; Rhee, Kang-In [Korea Institute of Geoscience and Mineral Resources (KIGAM), Rare Metals Research Center (Korea, Republic of)

    2015-07-15

    A computational fluid dynamic model that couples the fluid dynamics with various processes involving precursor droplets and product particles during the flame spray pyrolysis (FSP) synthesis of silica nanopowder from volatile precursors is presented. The synthesis of silica nanopowder from tetraethylorthosilicate and tetramethylorthosilicate in bench- and pilot-scale FSP reactors, with the ultimate purpose of industrial-scale production, was simulated. The transport and evaporation of liquid droplets are simulated from the Lagrangian viewpoint. The quadrature method of moments is used to solve the population balance equation for particles undergoing homogeneous nucleation and Brownian collision. The nucleation rate is computed based on the rates of thermal decomposition and oxidation of the precursor with no adjustable parameters. The computed results show that the model is capable of reproducing the magnitude as well as the variations of the average particle diameter with different experimental conditions using a single value of the collision efficiency factor α for a given reactor size.

  19. Dynamic modelling of windmills

    DEFF Research Database (Denmark)

    Akhmatov, Vladislav; Knudsen, Hans

    1999-01-01

    will be transferred through the shaft to the electrical generator and result in disturbances of the active electric power supplied by the windmills. The results of the model are found to be in agreement with measurements in the frequency range of the model that is from 0.1 to 10 Hz....

  20. Dynamic model of procrastination

    OpenAIRE

    Vrany, Martin

    2010-01-01

    Procrastination is the notorious tendency to postpone work for tomorrow. This paper presents a formal model of procrastination based on expectations and prospect theory, which differs signficantly from the prevalent model of O’Donoghue and Rabin. Subject is assumed to work on a task for distant reward which depends on the number of periods actually spent working, where the subject faces varying op- portunity costs of working each period before the deadline. In order to assess a hypothesis tha...

  1. Modeling Cultural Dynamics

    OpenAIRE

    Gabora, Liane

    2008-01-01

    EVOC (for EVOlution of Culture) is a computer model of culture that enables us to investigate how various factors such as barriers to cultural diffusion, the presence and choice of leaders, or changes in the ratio of innovation to imitation affect the diversity and effectiveness of ideas. It consists of neural network based agents that invent ideas for actions, and imitate neighbors’ actions. The model is based on a theory of culture according to which what evolves through culture is not meme...

  2. Dynamic model of procrastination

    OpenAIRE

    Vraný, Martin

    2009-01-01

    The thesis presents a formal model of intertemporal decision problem of working on a task for distant reward which depends on the number of periods the subject actually spends working, where the subject faces varying opportunity costs of working each period before the deadline. Three psychologically plausible causes of procrastination are incorporated into the model as transformations of the decision problem. In order to assess a hypothesis that procrastination is an evolved and stable habit,...

  3. Modeling Love Dynamics

    OpenAIRE

    Rinaldi, S.

    2015-01-01

    By making reference to recent contributions collected in a forthcoming book, it is shown how love stories — a vital issue in our lives — can be tentatively described with classical mathematics. Focus is on the derivation and analysis of reliable models that allow one to formally describe the expected evolution of love affairs from the initial state of indifference to the final romantic regime. The models are in full agreement with the basic philosophical principles of love psychology. Particu...

  4. Modeling Cultural Dynamics

    CERN Document Server

    Gabora, Liane

    2008-01-01

    EVOC (for EVOlution of Culture) is a computer model of culture that enables us to investigate how various factors such as barriers to cultural diffusion, the presence and choice of leaders, or changes in the ratio of innovation to imitation affect the diversity and effectiveness of ideas. It consists of neural network based agents that invent ideas for actions, and imitate neighbors' actions. The model is based on a theory of culture according to which what evolves through culture is not memes or artifacts, but the internal models of the world that give rise to them, and they evolve not through a Darwinian process of competitive exclusion but a Lamarckian process involving exchange of innovation protocols. EVOC shows an increase in mean fitness of actions over time, and an increase and then decrease in the diversity of actions. Diversity of actions is positively correlated with population size and density, and with barriers between populations. Slowly eroding borders increase fitness without sacrificing diver...

  5. Modeling Internet Topology Dynamics

    NARCIS (Netherlands)

    Haddadi, H.; Uhlig, S.; Moore, A.; Mortier, R.; Rio, M.

    Despite the large number of papers on network topology modeling and inference, there still exists ambiguity about the real nature of the Internet AS and router level topology. While recent findings have illustrated the inaccuracies in maps inferred from BGP peering and traceroute measurements, exist

  6. Semicircular Canals Circumvent Brownian Motion Overload of Mechanoreceptor Hair Cells.

    Directory of Open Access Journals (Sweden)

    Mees Muller

    Full Text Available Vertebrate semicircular canals (SCC first appeared in the vertebrates (i.e. ancestral fish over 600 million years ago. In SCC the principal mechanoreceptors are hair cells, which as compared to cochlear hair cells are distinctly longer (70 vs. 7 μm, 10 times more compliant to bending (44 vs. 500 nN/m, and have a 100-fold higher tip displacement threshold (< 10 μm vs. <400 nm. We have developed biomechanical models of vertebrate hair cells where the bundle is approximated as a stiff, cylindrical elastic rod subject to friction and thermal agitation. Our models suggest that the above differences aid SCC hair cells in circumventing the masking effects of Brownian motion noise of about 70 nm, and thereby permit transduction of very low frequency (<10 Hz signals. We observe that very low frequency mechanoreception requires increased stimulus amplitude, and argue that this is adaptive to circumvent Brownian motion overload at the hair bundles. We suggest that the selective advantage of detecting such low frequency stimuli may have favoured the evolution of large guiding structures such as semicircular canals and otoliths to overcome Brownian Motion noise at the level of the mechanoreceptors of the SCC.

  7. Semicircular Canals Circumvent Brownian Motion Overload of Mechanoreceptor Hair Cells.

    Science.gov (United States)

    Muller, Mees; Heeck, Kier; Elemans, Coen P H

    2016-01-01

    Vertebrate semicircular canals (SCC) first appeared in the vertebrates (i.e. ancestral fish) over 600 million years ago. In SCC the principal mechanoreceptors are hair cells, which as compared to cochlear hair cells are distinctly longer (70 vs. 7 μm), 10 times more compliant to bending (44 vs. 500 nN/m), and have a 100-fold higher tip displacement threshold (< 10 μm vs. <400 nm). We have developed biomechanical models of vertebrate hair cells where the bundle is approximated as a stiff, cylindrical elastic rod subject to friction and thermal agitation. Our models suggest that the above differences aid SCC hair cells in circumventing the masking effects of Brownian motion noise of about 70 nm, and thereby permit transduction of very low frequency (<10 Hz) signals. We observe that very low frequency mechanoreception requires increased stimulus amplitude, and argue that this is adaptive to circumvent Brownian motion overload at the hair bundles. We suggest that the selective advantage of detecting such low frequency stimuli may have favoured the evolution of large guiding structures such as semicircular canals and otoliths to overcome Brownian Motion noise at the level of the mechanoreceptors of the SCC. PMID:27448330

  8. Brownian relaxation of an inelastic sphere in air

    Science.gov (United States)

    Bird, G. A.

    2016-06-01

    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.

  9. Vehicle dynamics modeling and simulation

    CERN Document Server

    Schramm, Dieter; Bardini, Roberto

    2014-01-01

    The authors examine in detail the fundamentals and mathematical descriptions of the dynamics of automobiles. In this context different levels of complexity will be presented, starting with basic single-track models up to complex three-dimensional multi-body models. A particular focus is on the process of establishing mathematical models on the basis of real cars and the validation of simulation results. The methods presented are explained in detail by means of selected application scenarios.

  10. Brownian dynamics of confined rigid bodies

    Energy Technology Data Exchange (ETDEWEB)

    Delong, Steven; Balboa Usabiaga, Florencio; Donev, Aleksandar, E-mail: donev@courant.nyu.edu [Courant Institute of Mathematical Sciences, New York University, New York, New York 10012 (United States)

    2015-10-14

    We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust, space efficient, and easy to accumulate. We construct a system of overdamped Langevin equations in the quaternion representation that accounts for hydrodynamic effects, preserves the unit-norm constraint on the quaternion, and is time reversible with respect to the Gibbs-Boltzmann distribution at equilibrium. We introduce two schemes for temporal integration of the overdamped Langevin equations of motion, one based on the Fixman midpoint method and the other based on a random finite difference approach, both of which ensure that the correct stochastic drift term is captured in a computationally efficient way. We study several examples of rigid colloidal particles diffusing near a no-slip boundary and demonstrate the importance of the choice of tracking point on the measured translational mean square displacement (MSD). We examine the average short-time as well as the long-time quasi-two-dimensional diffusion coefficient of a rigid particle sedimented near a bottom wall due to gravity. For several particle shapes, we find a choice of tracking point that makes the MSD essentially linear with time, allowing us to estimate the long-time diffusion coefficient efficiently using a Monte Carlo method. However, in general, such a special choice of tracking point does not exist, and numerical techniques for simulating long trajectories, such as the ones we introduce here, are necessary to study diffusion on long time scales.

  11. Brownian dynamics of confined rigid bodies

    Science.gov (United States)

    Delong, Steven; Balboa Usabiaga, Florencio; Donev, Aleksandar

    2015-10-01

    We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust, space efficient, and easy to accumulate. We construct a system of overdamped Langevin equations in the quaternion representation that accounts for hydrodynamic effects, preserves the unit-norm constraint on the quaternion, and is time reversible with respect to the Gibbs-Boltzmann distribution at equilibrium. We introduce two schemes for temporal integration of the overdamped Langevin equations of motion, one based on the Fixman midpoint method and the other based on a random finite difference approach, both of which ensure that the correct stochastic drift term is captured in a computationally efficient way. We study several examples of rigid colloidal particles diffusing near a no-slip boundary and demonstrate the importance of the choice of tracking point on the measured translational mean square displacement (MSD). We examine the average short-time as well as the long-time quasi-two-dimensional diffusion coefficient of a rigid particle sedimented near a bottom wall due to gravity. For several particle shapes, we find a choice of tracking point that makes the MSD essentially linear with time, allowing us to estimate the long-time diffusion coefficient efficiently using a Monte Carlo method. However, in general, such a special choice of tracking point does not exist, and numerical techniques for simulating long trajectories, such as the ones we introduce here, are necessary to study diffusion on long time scales.

  12. Modeling tumor evolutionary dynamics

    Directory of Open Access Journals (Sweden)

    Beatriz eStransky

    2013-02-01

    Full Text Available Tumorigenesis can be seen as an evolutionary process, in which the transformation of a normal cell into a tumor cell involves a number of limiting genetic and epigenetic events, occurring in a series of discrete stages. However, not all mutations in a cell are directly involved in cancer development and it is likely that most of them (passenger mutations do not contribute in any way to tumorigenesis. Moreover, the process of tumor evolution is punctuated by selection of advantageous (driver mutations and clonal expansions. Regarding these driver mutations, it is uncertain how many limiting events are required and / or sufficient to promote a tumorigenic process or what are the values associated with the adaptive advantage of different driver mutations. In spite of the availability of high-quality cancer data, several assumptions about the mechanistic process of cancer initiation and development remain largely untested, both mathematically and statistically. Here we review the development of mathematical/computational models where some assumptions were tested and discuss the impact of these models to the field of tumor biology.

  13. Dynamic analysis of polymeric fluid in shear flow for dumbbell model with internal viscosity

    Institute of Scientific and Technical Information of China (English)

    杨晓东; R.V.N.MELNIK

    2008-01-01

    The dynamic analysis of semi-flexible polymers,such as DNA molecules,is an important multiscale problem with a wide range of applications in science and bioengineering.In this contribution,a dumbbell model with internal viscosity was studied in steady shear flows of polymeric fluid.The tensors with moments other than second moment were approximated in the terms of second moment tensor.Then,the nonlinear algebraic equation of the second moment conformation tensor was calculated in closed form.Finally,substituting the resulting conformation tensor into the Kramers equation of Hookean spring force,the constitutive equations were obtained.The shear material properties were discussed for different internal viscosities and compared with the results of Brownian dynamics simulation.

  14. Modelling group dynamic animal movement

    DEFF Research Database (Denmark)

    Langrock, Roland; Hopcraft, J. Grant C.; Blackwell, Paul G.;

    2014-01-01

    , to date, practical statistical methods which can include group dynamics in animal movement models have been lacking. We consider a flexible modelling framework that distinguishes a group-level model, describing the movement of the group's centre, and an individual-level model, such that each individual...... in non-ideal scenarios, we show that generally the estimation of models of this type is both feasible and ecologically informative. We illustrate the approach using real movement data from 11 reindeer (Rangifer tarandus). Results indicate a directional bias towards a group centroid for reindeer...

  15. A method to calculate fission-fragment yields Y(Z,N) versus proton and neutron number in the Brownian shape-motion model. Application to calculations of U and Pu charge yields

    Energy Technology Data Exchange (ETDEWEB)

    Moeller, Peter [Los Alamos National Laboratory, Theoretical Division, Los Alamos, NM (United States); Ichikawa, Takatoshi [Kyoto University, Yukawa Institute for Theoretical Physics, Kyoto (Japan)

    2015-12-15

    We propose a method to calculate the two-dimensional (2D) fission-fragment yield Y(Z,N) versus both proton and neutron number, with inclusion of odd-even staggering effects in both variables. The approach is to use the Brownian shape-motion on a macroscopic-microscopic potential-energy surface which, for a particular compound system is calculated versus four shape variables: elongation (quadrupole moment Q{sub 2}), neck d, left nascent fragment spheroidal deformation ε{sub f1}, right nascent fragment deformation ε{sub f2} and two asymmetry variables, namely proton and neutron numbers in each of the two fragments. The extension of previous models 1) introduces a method to calculate this generalized potential-energy function and 2) allows the correlated transfer of nucleon pairs in one step, in addition to sequential transfer. In the previous version the potential energy was calculated as a function of Z and N of the compound system and its shape, including the asymmetry of the shape. We outline here how to generalize the model from the ''compound-system'' model to a model where the emerging fragment proton and neutron numbers also enter, over and above the compound system composition. (orig.)

  16. Global/Local Dynamic Models

    Energy Technology Data Exchange (ETDEWEB)

    Pfeffer, A; Das, S; Lawless, D; Ng, B

    2006-10-10

    Many dynamic systems involve a number of entities that are largely independent of each other but interact with each other via a subset of state variables. We present global/local dynamic models (GLDMs) to capture these kinds of systems. In a GLDM, the state of an entity is decomposed into a globally influenced state that depends on other entities, and a locally influenced state that depends only on the entity itself. We present an inference algorithm for GLDMs called global/local particle filtering, that introduces the principle of reasoning globally about global dynamics and locally about local dynamics. We have applied GLDMs to an asymmetric urban warfare environment, in which enemy units form teams to attack important targets, and the task is to detect such teams as they form. Experimental results for this application show that global/local particle filtering outperforms ordinary particle filtering and factored particle filtering.

  17. Stochastic Calculus with respect to multifractional Brownian motion

    CERN Document Server

    Lebovits, Joachim

    2011-01-01

    Stochastic calculus with respect to fractional Brownian motion (fBm) has attracted a lot of interest in recent years, motivated in particular by applications in finance and Internet traffic modeling. Multifractional Brownian motion (mBm) is a Gaussian extension of fBm that allows to control the pointwise regularity of the paths of the process and to decouple it from its long range dependence properties. This generalization is obtained by replacing the constant Hurst parameter H of fBm by a function h(t). Multifractional Brownian motion has proved useful in many applications, including the ones just mentioned. In this work we extend to mBm the construction of a stochastic integral with respect to fBm. This stochastic integral is based on white noise theory, as originally proposed in [15], [6], [4] and in [5]. In that view, a multifractional white noise is defined, which allows to integrate with respect to mBm a large class of stochastic processes using Wick products. It\\^o formulas (both for tempered distribut...

  18. An Otto Engine Dynamic Model

    Directory of Open Access Journals (Sweden)

    Florian Ion Tiberiu Petrescu

    2016-03-01

    Full Text Available Otto engine dynamics are similar in almost all common internal combustion engines. We can speak so about dynamics of engines: Lenoir, Otto, and Diesel. The dynamic presented model is simple and original. The first thing necessary in the calculation of Otto engine dynamics, is to determine the inertial mass reduced at the piston. One uses then the Lagrange equation. Kinetic energy conservation shows angular speed variation (from the shaft with inertial masses. One uses and elastic constant of the crank shaft, k. Calculations should be made for an engine with a single cylinder. Finally it makes a dynamic analysis of the mechanism with discussion and conclusions. The ratio between the crank length r and the length of the connecting-rod l is noted with landa. When landa increases the mechanism dynamics is deteriorating. For a proper operation is necessary the reduction of the ratio landa, especially if we want to increase the engine speed. We can reduce the acceleration values by reducing the dimensions r and l.

  19. DYNAMIC TEACHING RATIO PEDAGOGIC MODEL

    Directory of Open Access Journals (Sweden)

    Chen Jiaying

    2010-11-01

    Full Text Available This paper outlines an innovative pedagogic model, Dynamic Teaching Ratio (DTR Pedagogic Model, for learning design and teaching strategy aimed at the postsecondary technical education. The model draws on the theory of differential learning, which is widely recognized as an important tool for engaging students and addressing the individual needs of all students. The DTR model caters to the different abilities, interest or learning needs of students and provides different learning approaches based on a student’s learning ability. The model aims to improve students’ academic performance through increasing the lecturer-to-student ratio in the classroom setting. An experimental case study on the model was conducted and the outcome was favourable. Hence, a large-scale implementation was carried out upon the successful trial run. The paper discusses the methodology of the model and its application through the case study and the large-scale implementation.

  20. Ideal bulk pressure of active Brownian particles

    Science.gov (United States)

    Speck, Thomas; Jack, Robert L.

    2016-06-01

    The extent to which active matter might be described by effective equilibrium concepts like temperature and pressure is currently being discussed intensely. Here, we study the simplest model, an ideal gas of noninteracting active Brownian particles. While the mechanical pressure exerted onto confining walls has been linked to correlations between particles' positions and their orientations, we show that these correlations are entirely controlled by boundary effects. We also consider a definition of local pressure, which describes interparticle forces in terms of momentum exchange between different regions of the system. We present three pieces of analytical evidence which indicate that such a local pressure exists, and we show that its bulk value differs from the mechanical pressure exerted on the walls of the system. We attribute this difference to the fact that the local pressure in the bulk does not depend on boundary effects, contrary to the mechanical pressure. We carefully examine these boundary effects using a channel geometry, and we show a virial formula for the pressure correctly predicts the mechanical pressure even in finite channels. However, this result no longer holds in more complex geometries, as exemplified for a channel that includes circular obstacles.

  1. Diffusion dynamics and concentration of toxic materials from quantum dots-based nanotechnologies: an agent-based modeling simulation framework

    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.

  2. DYNAMIC MODELING OF METAMORPHIC MECHANISM

    Institute of Scientific and Technical Information of China (English)

    2003-01-01

    The concept of metamorphic mechanism is put forward according to the change of configurations from one state to another. Different configurations of metamorphic mechanism are described through the method of Huston lower body arrays. Kinematics analyses for metamorphic mechanism with generalized topological structure, including the velocity, angular velocity, acceleration and angular acceleration, are given. Dynamic equations for an arbitrary configuration, including close-loop constraints, are formed by using Kane's equations. For an arbitrary metamorphic mechanism, the transformation matrix of generalized speeds between configuration (*)and(*)+1 is obtained for the first time. Furthermore, configuration-complete dynamic modeling of metamorphic mechanism including all configurations is completely established.

  3. Dynamic Model of Mesoscale Eddies

    Science.gov (United States)

    Dubovikov, Mikhail S.

    2003-04-01

    Oceanic mesoscale eddies which are analogs of well known synoptic eddies (cyclones and anticyclones), are studied on the basis of the turbulence model originated by Dubovikov (Dubovikov, M.S., "Dynamical model of turbulent eddies", Int. J. Mod. Phys.B7, 4631-4645 (1993).) and further developed by Canuto and Dubovikov (Canuto, V.M. and Dubovikov, M.S., "A dynamical model for turbulence: I. General formalism", Phys. Fluids8, 571-586 (1996a) (CD96a); Canuto, V.M. and Dubovikov, M.S., "A dynamical model for turbulence: II. Sheardriven flows", Phys. Fluids8, 587-598 (1996b) (CD96b); Canuto, V.M., Dubovikov, M.S., Cheng, Y. and Dienstfrey, A., "A dynamical model for turbulence: III. Numerical results", Phys. Fluids8, 599-613 (1996c)(CD96c); Canuto, V.M., Dubovikov, M.S. and Dienstfrey, A., "A dynamical model for turbulence: IV. Buoyancy-driven flows", Phys. Fluids9, 2118-2131 (1997a) (CD97a); Canuto, V.M. and Dubovikov, M.S., "A dynamical model for turbulence: V. The effect of rotation", Phys. Fluids9, 2132-2140 (1997b) (CD97b); Canuto, V.M., Dubovikov, M.S. and Wielaard, D.J., "A dynamical model for turbulence: VI. Two dimensional turbulence", Phys. Fluids9, 2141-2147 (1997c) (CD97c); Canuto, V.M. and Dubovikov, M.S., "Physical regimes and dimensional structure of rotating turbulence", Phys. Rev. Lett. 78, 666-669 (1997d) (CD97d); Canuto, V.M., Dubovikov, M.S. and Dienstfrey, A., "Turbulent convection in a spectral model", Phys. Rev. Lett. 78, 662-665 (1997e) (CD97e); Canuto, V.M. and Dubovikov, M.S., "A new approach to turbulence", Int. J. Mod. Phys.12, 3121-3152 (1997f) (CD97f); Canuto, V.M. and Dubovikov, M.S., "Two scaling regimes for rotating Raleigh-Benard convection", Phys. Rev. Letters78, 281-284, (1998) (CD98); Canuto, V.M. and Dubovikov, M.S., "A dynamical model for turbulence: VII. The five invariants for shear driven flows", Phys. Fluids11, 659-664 (1999a) (CD99a); Canuto, V.M., Dubovikov, M.S. and Yu, G., "A dynamical model for turbulence: VIII. IR and UV

  4. Stochastic optimal control problem with infinite horizon driven by G-Brownian motion

    OpenAIRE

    Hu, Mingshang; Wang, Falei

    2016-01-01

    The present paper considers a stochastic optimal control problem, in which the cost function is defined through a backward stochastic differential equation with infinite horizon driven by G-Brownian motion. Then we study the regularities of the value function and establish the dynamic programming principle. Moreover, we prove that the value function is the uniqueness viscosity solution of the related HJBI equation.

  5. Holographic Brownian Motion in Three-Dimensional Gödel Black Hole

    International Nuclear Information System (INIS)

    By using the AdS/CFT correspondence and Gödel black hole background, we study the dynamics of heavy quark under a rotating plasma. In that case we follow Atmaja (2013) about Brownian motion in BTZ black hole. In this paper we receive some new results for the case of α2l2≠1. In this case, we must redefine the angular velocity of string fluctuation. We obtain the time evolution of displacement square and angular velocity and show that it behaves as a Brownian particle in non relativistic limit. In this plasma, it seems that relating the Brownian motion to physical observables is rather a difficult work. But our results match with Atmaja work in the limit α2l2→1

  6. A Method to Calculate Fission-Fragment Yields $Y(Z,N)$ versus Proton and Neutron Number in the Brownian Shape-Motion Model. Application to calculations of U and Pu charge yields

    CERN Document Server

    Moller, P

    2015-01-01

    We propose a method to calculate the two-dimensional (2D) fission-fragment yield $Y(Z,N)$ versus both proton and neutron number, with inclusion of odd-even staggering effects in both variables. The approach is to use Brownian shape-motion on a macroscopic-microscopic potential-energy surface which, for a particular compound system is calculated versus four shape variables: elongation (quadrupole moment $Q_2$), neck $d$, left nascent fragment spheroidal deformation $\\epsilon_{\\rm f1}$, right nascent fragment deformation $\\epsilon_{\\rm f2}$ and two asymmetry variables, namely proton and neutron numbers in each of the two fragments. The extension of previous models 1) introduces a method to calculate this generalized potential-energy function and 2) allows the correlated transfer of nucleon pairs in one step, in addition to sequential transfer. In the previous version the potential energy was calculated as a function of $Z$ and $N$ of the compound system and its shape, including the asymmetry of the shape. We ou...

  7. Diffusion of torqued active Brownian particles

    Science.gov (United States)

    Sevilla, Francisco J.

    An analytical approach is used to study the diffusion of active Brownian particles that move at constant speed in three-dimensional space, under the influence of passive (external) and active (internal) torques. The Smoluchowski equation for the position distribution of the particles is obtained from the Kramer-Fokker-Planck equation corresponding to Langevin equations for active Brownian particles subject to torques. In addition of giving explicit formulas for the mean square-displacement, the non-Gaussian behavior is analyzed through the kurtosis of the position distribution that exhibits an oscillatory behavior in the short-time limit. FJS acknowledges support from PAPIIT-UNAM through the grant IN113114

  8. Brownian semistationary processes and volatility/intermittency

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole Eiler; Schmiegel, Jürgen

    A new class of stochastic processes, termed Brownian semistationary processes (BSS), is introduced and discussed. This class has similarities to that of Brownian semimartingales (BSM), but is mainly directed towards the study of stationary processes, and BSS processes are not in general of the...... turbulent velocity fields and is the purely temporal version of the general tempo-spatial framework of ambit processes. The latter, which may have applications also to the finance of energy markets, is briefly considered at the end of the paper, again with reference to the question of inference on the...

  9. Random functions via Dyson Brownian Motion: progress and problems

    Science.gov (United States)

    Wang, Gaoyuan; Battefeld, Thorsten

    2016-09-01

    We develope a computationally efficient extension of the Dyson Brownian Motion (DBM) algorithm to generate random function in C2 locally. We further explain that random functions generated via DBM show an unstable growth as the traversed distance increases. This feature restricts the use of such functions considerably if they are to be used to model globally defined ones. The latter is the case if one uses random functions to model landscapes in string theory. We provide a concrete example, based on a simple axionic potential often used in cosmology, to highlight this problem and also offer an ad hoc modification of DBM that suppresses this growth to some degree.

  10. Random Functions via Dyson Brownian Motion: Progress and Problems

    CERN Document Server

    Wang, Gaoyuan

    2016-01-01

    We develope a computationally efficient extension of the Dyson Brownian Motion (DBM) algorithm to generate random function in C2 locally. We further explain that random functions generated via DBM show an unstable growth as the traversed distance increases. This feature restricts the use of such functions considerably if they are to be used to model globally defined ones. The latter is the case if one used random functions to model landscapes in string theory. We provide a concrete example, based on a simple axionic potential often used in cosmology, to highlight this problem and also offer an ad hoc modification of DBM that suppresses this growth to some degree.

  11. Minimal Cost of a Brownian Risk without Ruin

    CERN Document Server

    Luo, Shangzhen

    2011-01-01

    In this paper, we study a risk process modeled by a Brownian motion with drift (the diffusion approximation model). The insurance entity can purchase reinsurance to lower its risk and receive cash injections at discrete times to avoid ruin. Proportional reinsurance and excess-of-loss reinsurance are considered. The objective is to find the optimal reinsurance and cash injection strategy that minimizes the total cost to keep the company's surplus process non-negative, i.e. without ruin, where the cost function is defined as the total discounted value of the injections. The optimal solution is found explicitly by solving the according quasi-variational inequalities (QVIs).

  12. Dynamics of nonautonomous chemostat models

    OpenAIRE

    Caraballo Garrido, Tomás; Xiaoying, Han; Kloeden, Peter E.; Rapaport, Alain

    2015-01-01

    Chemostat models have a long history in the biological sciences as well as in biomathematics. Hitherto most investigations have focused on autonomous systems, that is, with constant parameters, inputs and outputs. In many realistic situations these quantities can vary in time, either deterministically (e.g., periodically) or randomly. They are then non-autonomous dynamical systems for which the usual concepts of autonomous systems do not apply or are too restrictive. The newly developing theo...

  13. Development of a semiclassical method to compute mobility and diffusion coefficient of a Brownian particle in a nonequilibrium environment.

    Science.gov (United States)

    Shit, Anindita; Ghosh, Pradipta; Chattopadhyay, Sudip; Chaudhuri, Jyotipratim Ray

    2011-03-01

    We explore the issue of a quantum-noise-induced directed transport of an overdamped Brownian particle that is allowed to move in a spatially periodic potential. The established system-reservoir model has been employed here to study the quantum-noise-induced transport of a Brownian particle in a periodic potential, where the reservoir is being modulated externally by a Gaussian-colored noise. The mobility of the Brownian particle in the linear response regime has been calculated. Then, using Einstein's relation, the analytical expression for the diffusion rate is evaluated for any arbitrary periodic potential for the high-temperature quantum regime. PMID:21517472

  14. 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.

  15. 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.

  16. Accumulation of Microswimmers near a Surface Mediated by Collision and Rotational Brownian Motion

    Science.gov (United States)

    Li, Guanglai; Tang, Jay X.

    2009-08-01

    In this Letter we propose a kinematic model to explain how collisions with a surface and rotational Brownian motion give rise to accumulation of microswimmers near a surface. In this model, an elongated microswimmer invariably travels parallel to the surface after hitting it from an oblique angle. It then swims away from the surface, facilitated by rotational Brownian motion. Simulations based on this model reproduce the density distributions measured for the small bacteria E. coli and Caulobacter crescentus, as well as for the much larger bull spermatozoa swimming between two walls.

  17. Generalized Einstein Relation for Brownian Motion in Tilted Periodic Potential

    OpenAIRE

    Sakaguchi, Hidetsugu

    2006-01-01

    A generalized Einstein relation is studied for Brownian motion in a tilted potential. The exact form of the diffusion constant of the Brownian motion is compared with the generalized Einstein relation. The generalized Einstein relation is a good approximation in a parameter range where the Brownian motion exhibits stepwise motion.

  18. Dynamics Modeling of Heavy Special Driving Simulator

    Institute of Scientific and Technical Information of China (English)

    2008-01-01

    Based on the dynamical characteristic parameters of the real vehicle, the modeling approach and procedure of dynamics of vehicles are expatiated. The layout of vehicle dynamics is proposed, and the sub-models of the diesel engine, drivetrain system and vehicle multi-body dynamics are introduced. Finally, the running characteristic data of the virtual and real vehicles are compared, which shows that the dynamics model is similar closely to the real vehicle system.

  19. Dynamical models of NGC 3115

    OpenAIRE

    Emsellem, Eric; Dejonghe, Herwig; Bacon, Roland

    1998-01-01

    We present new dynamical models of the S0 galaxy N3115, making use of the available published photometry and kinematics as well as of two-dimensional TIGER spectrography. We first examined the kinematics in the central 40 arcsec in the light of two integral f(E,J) models. Jeans equations were used to constrain the mass to light ratio, and the central dark mass whose existence was suggested by previous studies. The even part of the distribution function was then retrieved via the Hunter & Qian...

  20. Experimental Modeling of Dynamic Systems

    DEFF Research Database (Denmark)

    Knudsen, Morten Haack

    2006-01-01

    An engineering course, Simulation and Experimental Modeling, has been developed that is based on a method for direct estimation of physical parameters in dynamic systems. Compared with classical system identification, the method appears to be easier to understand, apply, and combine with physical...... insight. It is based on a sensitivity approach that is useful for choice of model structure, for experiment design, and for accuracy verification. The method is implemented in the Matlab toolkit Senstools. The method and the presentation have been developed with generally preferred learning styles in mind...

  1. Models of ungulate population dynamics

    Directory of Open Access Journals (Sweden)

    L. L. Eberhardt

    1991-10-01

    Full Text Available A useful theory for analyzing ungulate population dynamics is available in the form of equations based on the work of A. J. Lotka. Because the Leslie matrix model yields identical results and is widely known, it is convenient to label the resulting equations as the "Lotka-Leslie" model. The approach is useful for assessing population trends and attempting to predict the outcomes of various management actions. A broad list of applications to large mammals, and two examples specific to caribou are presented with a simple spreadsheet approach to calculations.

  2. Dynamic pricing models for electronic business

    Indian Academy of Sciences (India)

    Y Narahari; C V L Raju; K Ravikumar; Sourabh Shah

    2005-04-01

    Dynamic pricing is the dynamic adjustment of prices to consumers depending upon the value these customers attribute to a product or service. Today’s digital economy is ready for dynamic pricing; however recent research has shown that the prices will have to be adjusted in fairly sophisticated ways, based on sound mathematical models, to derive the benefits of dynamic pricing. This article attempts to survey different models that have been used in dynamic pricing. We first motivate dynamic pricing and present underlying concepts, with several examples, and explain conditions under which dynamic pricing is likely to succeed. We then bring out the role of models in computing dynamic prices. The models surveyed include inventory-based models, data-driven models, auctions, and machine learning. We present a detailed example of an e-business market to show the use of reinforcement learning in dynamic pricing.

  3. Dynamic stall model for wind turbine airfoils

    DEFF Research Database (Denmark)

    Larsen, J.W.; Nielsen, S.R.K.; Krenk, Steen

    2007-01-01

    A model is presented for aerodynamic lift of wind turbine profiles under dynamic stall. The model combines memory delay effects under attached flow with reduced lift due to flow separation under dynamic stall conditions. The model is based on a backbone curve in the form of the static lift...... during dynamic stall conditions. The proposed model is compared with five other dynamic stall models including, among others, the Beddoes-Leishman model and the ONERA model. It is demonstrated that the proposed model performs equally well or even better than more complicated models and that the included...

  4. Brownian shape motion: Fission fragment mass distributions

    Directory of Open Access Journals (Sweden)

    Sierk Arnold J.

    2012-02-01

    Full Text Available It was recently shown that remarkably accurate fission-fragment mass distributions can be obtained by treating the nuclear shape evolution as a Brownian walk on previously calculated five-dimensional potential-energy surfaces; the current status of this novel method is described here.

  5. Brownian coagulation at high particle concentrations

    NARCIS (Netherlands)

    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, emulsi

  6. On Kramers' general theory of Brownian motion

    NARCIS (Netherlands)

    Brinkman, H.C.

    1957-01-01

    Kramer's general theory of Brownian motion 1) based on a diffusion equation in phase space is discussed from the standpoint of statistical thermodynamics. It is concluded that for particles moving in a medium in equilibrium the restrictions imposed by the second law of thermodynamics limit Kramer's

  7. Brownian motion on a smash line

    CERN Document Server

    Ellinas, D; Ellinas, Demosthenes; Tsohantjis, Ioannis

    2000-01-01

    Brownian motion on a smash line algebra (a smash or braided version of the algebra resulting by tensoring the real line and the generalized paragrassmann line algebras), is constructed by means of its Hopf algebraic structure. Further, statistical moments, non stationary generalizations and its diffusion limit are also studied. The ensuing diffusion equation posseses triangular matrix realizations.

  8. Chaos, Dissipation and Quantal Brownian Motion

    OpenAIRE

    Cohen, Doron

    1999-01-01

    Energy absorption by driven chaotic systems, the theory of energy spreading and quantal Brownian motion are considered. In particular we discuss the theory of a classical particle that interacts with quantal chaotic degrees of freedom, and try to relate it to the problem of quantal particle that interacts with an effective harmonic bath.

  9. Brownian motion in a singular potential and a fractal renewal process

    Science.gov (United States)

    Ouyang, H. F.; Huang, Z. Q.; Ding, E. J.

    1995-10-01

    We have proposed a model for the one-dimensional Brownian motion of a single particle in a singular potential field in our previous paper [Phys. Rev. E 50, 2491 (1994)]. In this Brief Report, we further discuss this model and show that, in some special cases, the Brownian motion can be considered as a finite-valued alternating renewal process, which has been investigated by Lowen and Teich [Phys. Rev. E 47, 992 (1993)]. The numerical results here are in agreement with those drawn by Lowen and Teich.

  10. Modelling of the Manifold Filling Dynamics

    DEFF Research Database (Denmark)

    Hendricks, Elbert; Chevalier, Alain Marie Roger; Jensen, Michael;

    1996-01-01

    Mean Value Engine Models (MVEMs) are dynamic models which describe dynamic engine variable (or state) responses on time scales slightly longer than an engine event. This paper describes a new model of the intake manifold filling dynamics which is simple and easy to calibrate for use in engine con...

  11. Multiscale modeling of pedestrian dynamics

    CERN Document Server

    Cristiani, Emiliano; Tosin, Andrea

    2014-01-01

    This book presents mathematical models and numerical simulations of crowd dynamics. The core topic is the development of a new multiscale paradigm, which bridges the microscopic and macroscopic scales taking the most from each of them for capturing the relevant clues of complexity of crowds. The background idea is indeed that most of the complex trends exhibited by crowds are due to an intrinsic interplay between individual and collective behaviors. The modeling approach promoted in this book pursues actively this intuition and profits from it for designing general mathematical structures susceptible of application also in fields different from the inspiring original one. The book considers also the two most traditional points of view: the microscopic one, in which pedestrians are tracked individually, and the macroscopic one, in which pedestrians are assimilated to a continuum. Selected existing models are critically analyzed. The work is addressed to researchers and graduate students.

  12. Dynamical modeling of tidal streams

    CERN Document Server

    Bovy, Jo

    2014-01-01

    I present a new framework for modeling the dynamics of tidal streams. The framework consists of simple models for the initial action-angle distribution of tidal debris, which can be straightforwardly evolved forward in time. Taking advantage of the essentially one-dimensional nature of tidal streams, the transformation to position-velocity coordinates can be linearized and interpolated near a small number of points along the progenitor orbit, thus allowing for efficient computations of a stream's properties in observable quantities. I illustrate how to calculate the stream's average location (its 'track') in different coordinate systems, how to quickly estimate the dispersion around its track, and how to draw mock stream data. As a generative model, this framework allows one to compute the full probability distribution function and marginalize over or condition it on certain phase-space dimensions as well as convolve it with observational uncertainties. This will be instrumental in proper data analysis of str...

  13. Non-Brownian diffusion in lipid membranes: Experiments and simulations.

    Science.gov (United States)

    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

  14. Non-Brownian diffusion in lipid membranes: Experiments and simulations.

    Science.gov (United States)

    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

  15. DYNAMICAL MODEL OF ELECTROMAGNETIC DRIVE

    Directory of Open Access Journals (Sweden)

    Trunev A. P.

    2016-02-01

    Full Text Available The article discusses the dynamic model of the rocket motor electromagnetic type, consisting of a source of electromagnetic waves of radio frequency band and a conical cavity in which electromagnetic waves are excited. The processes of excitation of electromagnetic oscillations in a cavity with conducting walls, as well as the waves of the YangMills field have been investigated. Multi-dimensional transient numerical model describing the processes of establishment of electromagnetic oscillations in a cavity with the conducting wall was created Separately, the case of standing waves in the cavity with conducting walls been tested. It is shown that the oscillation mode in the conducting resonator different from that in an ideal resonator, both in the steady and unsteady processes. The mechanism of formation of traction for the changes in the space-time metric, the contribution of particle currents, the Yang-Mills and electromagnetic field proposed. It is shown that the effect of the Yang-Mills field calls change the dielectric properties of vacuum, which leads to a change in capacitance of the resonator. Developed a dynamic model, which enables optimal traction on a significant number of parameters. It was found that the thrust increases in the Yang-Mills field parameters near the main resonance frequency. In the presence of thermal fluctuations and the Yang-Mills field as well the traction force changes sign, indicating the presence of various oscillation modes

  16. Eigenvalue Dynamics for Multimatrix Models

    CERN Document Server

    Koch, Robert de Mello; Nkumane, Lwazi; Tribelhorn, Laila

    2016-01-01

    By performing explicit computations of correlation functions, we find evidence that there is a sector of the two matrix model defined by the $SU(2)$ sector of ${\\cal N}=4$ super Yang-Mills theory, that can be reduced to eigenvalue dynamics. There is an interesting generalization of the usual Van der Monde determinant that plays a role. The observables we study are the BPS operators of the $SU(2)$ sector and include traces of products of both matrices, which are genuine multi matrix observables. These operators are associated to supergravity solutions of string theory.

  17. Dynamical models of NGC 3115

    CERN Document Server

    Emsellem, E; Bacon, R; Emsellem, Eric; Dejonghe, Herwig; Bacon, Roland

    1998-01-01

    We present new dynamical models of the S0 galaxy N3115, making use of the available published photometry and kinematics as well as of two-dimensional TIGER spectrography. We first examined the kinematics in the central 40 arcsec in the light of two integral f(E,J) models. Jeans equations were used to constrain the mass to light ratio, and the central dark mass whose existence was suggested by previous studies. The even part of the distribution function was then retrieved via the Hunter & Qian formalism. We thus confirmed that the velocity and dispersion profiles in the central region could be well fit with a two-integral model, given the presence of a central dark mass of ~10^9 Msun. However, no two integral model could fit the h_3 profile around a radius of 25 arcsec where the outer disc dominates the surface brightness distribution. Three integral analytical models were therefore built using a Quadratic Programming technique. These models showed that three integral components do indeed provide a reasona...

  18. COLD-SAT Dynamic Model Computer Code

    Science.gov (United States)

    Bollenbacher, G.; Adams, N. S.

    1995-01-01

    COLD-SAT Dynamic Model (CSDM) computer code implements six-degree-of-freedom, rigid-body mathematical model for simulation of spacecraft in orbit around Earth. Investigates flow dynamics and thermodynamics of subcritical cryogenic fluids in microgravity. Consists of three parts: translation model, rotation model, and slosh model. Written in FORTRAN 77.

  19. A new data assimilation technique based on ensemble Kalman filter and Brownian bridges: An application to Richards' equation

    Science.gov (United States)

    Berardi, Marco; Andrisani, Andrea; Lopez, Luciano; Vurro, Michele

    2016-11-01

    In this paper a new data assimilation technique is proposed which is based on the ensemble Kalman filter (EnKF). Such a technique will be effective if few observations of a dynamical system are available and a large model error occurs. The idea is to acquire a fine grid of synthetic observations in two steps: (1) first we interpolate the real observations with suitable polynomial curves; (2) then we estimate the relative measurement errors by means of Brownian bridges. This technique has been tested on the Richards' equation, which governs the water flow in unsaturated soils, where a large model error has been introduced by solving the Richards' equation by means of an explicit numerical scheme. The application of this technique to some synthetic experiments has shown improvements with respect to the classical ensemble Kalman filter, in particular for problems with a large model error.

  20. Characterizing and modeling citation dynamics

    CERN Document Server

    Eom, Young-Ho; 10.1371/journal.pone.0024926

    2011-01-01

    Citation distributions are crucial for the analysis and modeling of the activity of scientists. We investigated bibliometric data of papers published in journals of the American Physical Society, searching for the type of function which best describes the observed citation distributions. We used the goodness of fit with Kolmogorov-Smirnov statistics for three classes of functions: log-normal, simple power law and shifted power law. The shifted power law turns out to be the most reliable hypothesis for all citation networks we derived, which correspond to different time spans. We find that citation dynamics is characterized by bursts, usually occurring within a few years since publication of a paper, and the burst size spans several orders of magnitude. We also investigated the microscopic mechanisms for the evolution of citation networks, by proposing a linear preferential attachment with time dependent initial attractiveness. The model successfully reproduces the empirical citation distributions and accounts...

  1. Dynamical modeling of tidal streams

    Energy Technology Data Exchange (ETDEWEB)

    Bovy, Jo, E-mail: bovy@ias.edu [Institute for Advanced Study, Einstein Drive, Princeton, NJ 08540 (United States)

    2014-11-01

    I present a new framework for modeling the dynamics of tidal streams. The framework consists of simple models for the initial action-angle distribution of tidal debris, which can be straightforwardly evolved forward in time. Taking advantage of the essentially one-dimensional nature of tidal streams, the transformation to position-velocity coordinates can be linearized and interpolated near a small number of points along the stream, thus allowing for efficient computations of a stream's properties in observable quantities. I illustrate how to calculate the stream's average location (its 'track') in different coordinate systems, how to quickly estimate the dispersion around its track, and how to draw mock stream data. As a generative model, this framework allows one to compute the full probability distribution function and marginalize over or condition it on certain phase-space dimensions as well as convolve it with observational uncertainties. This will be instrumental in proper data analysis of stream data. In addition to providing a computationally efficient practical tool for modeling the dynamics of tidal streams, the action-angle nature of the framework helps elucidate how the observed width of the stream relates to the velocity dispersion or mass of the progenitor, and how the progenitors of 'orphan' streams could be located. The practical usefulness of the proposed framework crucially depends on the ability to calculate action-angle variables for any orbit in any gravitational potential. A novel method for calculating actions, frequencies, and angles in any static potential using a single orbit integration is described in the Appendix.

  2. Brownian motion in a speckle light field: tunable anomalous diffusion and selective optical manipulation.

    Science.gov (United States)

    Volpe, Giorgio; Volpe, Giovanni; Gigan, Sylvain

    2014-01-01

    The motion of particles in random potentials occurs in several natural phenomena ranging from the mobility of organelles within a biological cell to the diffusion of stars within a galaxy. A Brownian particle moving in the random optical potential associated to a speckle pattern, i.e., a complex interference pattern generated by the scattering of coherent light by a random medium, provides an ideal model system to study such phenomena. Here, we derive a theory for the motion of a Brownian particle in a speckle field and, in particular, we identify its universal characteristic timescale. Based on this theoretical insight, we show how speckle light fields can be used to control the anomalous diffusion of a Brownian particle and to perform some basic optical manipulation tasks such as guiding and sorting. Our results might broaden the perspectives of optical manipulation for real-life applications. PMID:24496461

  3. Derivation of diffusion coefficient of a Brownian particle in tilted periodic potential from the coordinate moments

    Energy Technology Data Exchange (ETDEWEB)

    Zhang Yunxin, E-mail: xyz@fudan.edu.c [School of Mathematical Sciences, Fudan University, Shanghai 200433 (China); Shanghai Key Laboratory for Contemporary Applied Mathematics, Fudan University, Shanghai (China); Centre for Computational Systems Biology, Fudan University (China)

    2009-07-20

    In this research, diffusion of an overdamped Brownian particle in the tilted periodic potential is investigated. Using the one-dimensional hopping model, the formulations of the mean velocity V{sub N} and effective diffusion coefficient D{sub N} of the Brownian particle have been obtained [B. Derrida, J. Stat. Phys. 31 (1983) 433]. Based on the relation between the effective diffusion coefficient and the moments of the mean first passage time, the formulation of effective diffusion coefficient D{sub eff} of the Brownian particle also has been obtained [P. Reimann, et al., Phys. Rev. E 65 (2002) 031104]. In this research, we'll give another analytical expression of the effective diffusion coefficient D{sub eff} from the moments of the particle's coordinate.

  4. Hydrodynamic interactions of two nearly touching Brownian spheres in a stiff potential: Effect of fluid inertia

    International Nuclear Information System (INIS)

    The hydrodynamic interaction of two closely spaced micron-scale spheres undergoing Brownian motion was measured as a function of their separation. Each sphere was attached to the distal end of a different atomic force microscopy cantilever, placing each sphere in a stiff one-dimensional potential (0.08 Nm−1) with a high frequency of thermal oscillations (resonance at 4 kHz). As a result, the sphere’s inertial and restoring forces were significant when compared to the force due to viscous drag. We explored interparticle gap regions where there was overlap between the two Stokes layers surrounding each sphere. Our experimental measurements are the first of their kind in this parameter regime. The high frequency of oscillation of the spheres means that an analysis of the fluid dynamics would include the effects of fluid inertia, as described by the unsteady Stokes equation. However, we find that, for interparticle separations less than twice the thickness of the wake of the unsteady viscous boundary layer (the Stokes layer), the hydrodynamic interaction between the Brownian particles is well-approximated by analytical expressions that neglect the inertia of the fluid. This is because elevated frictional forces at narrow gaps dominate fluid inertial effects. The significance is that interparticle collisions and concentrated suspensions at this condition can be modeled without the need to incorporate fluid inertia. We suggest a way to predict when fluid inertial effects can be ignored by including the gap-width dependence into the frequency number. We also show that low frequency number analysis can be used to determine the microrheology of mixtures at interfaces

  5. Hydrodynamic interactions of two nearly touching Brownian spheres in a stiff potential: Effect of fluid inertia

    Energy Technology Data Exchange (ETDEWEB)

    Radiom, Milad, E-mail: milad.radiom@unige.ch; Ducker, William, E-mail: wducker@vt.edu [Department of Chemical Engineering, Virginia Tech, Blacksburg, Virginia 24060 (United States); Robbins, Brian; Paul, Mark [Department of Mechanical Engineering, Virginia Tech, Blacksburg, Virginia 24060 (United States)

    2015-02-15

    The hydrodynamic interaction of two closely spaced micron-scale spheres undergoing Brownian motion was measured as a function of their separation. Each sphere was attached to the distal end of a different atomic force microscopy cantilever, placing each sphere in a stiff one-dimensional potential (0.08 Nm{sup −1}) with a high frequency of thermal oscillations (resonance at 4 kHz). As a result, the sphere’s inertial and restoring forces were significant when compared to the force due to viscous drag. We explored interparticle gap regions where there was overlap between the two Stokes layers surrounding each sphere. Our experimental measurements are the first of their kind in this parameter regime. The high frequency of oscillation of the spheres means that an analysis of the fluid dynamics would include the effects of fluid inertia, as described by the unsteady Stokes equation. However, we find that, for interparticle separations less than twice the thickness of the wake of the unsteady viscous boundary layer (the Stokes layer), the hydrodynamic interaction between the Brownian particles is well-approximated by analytical expressions that neglect the inertia of the fluid. This is because elevated frictional forces at narrow gaps dominate fluid inertial effects. The significance is that interparticle collisions and concentrated suspensions at this condition can be modeled without the need to incorporate fluid inertia. We suggest a way to predict when fluid inertial effects can be ignored by including the gap-width dependence into the frequency number. We also show that low frequency number analysis can be used to determine the microrheology of mixtures at interfaces.

  6. Confinement-Induced Glassy Dynamics in a Model for Chromosome Organization

    Science.gov (United States)

    Kang, Hongsuk; Yoon, Young-Gui; Thirumalai, D.; Hyeon, Changbong

    2015-11-01

    Recent experiments showing scaling of the intrachromosomal contact probability, P (s )˜s-1 with the genomic distance s , are interpreted to mean a self-similar fractal-like chromosome organization. However, scaling of P (s ) varies across organisms, requiring an explanation. We illustrate dynamical arrest in a highly confined space as a discriminating marker for genome organization, by modeling chromosomes inside a nucleus as a homopolymer confined to a sphere of varying sizes. Brownian dynamics simulations show that the chain dynamics slows down as the polymer volume fraction (ϕ ) inside the confinement approaches a critical value ϕc. The universal value of ϕc∞≈0.44 for a sufficiently long polymer (N ≫1 ) allows us to discuss genome dynamics using ϕ as the sole parameter. Our study shows that the onset of glassy dynamics is the reason for the segregated chromosome organization in humans (N ≈3 ×109, ϕ ≳ϕc∞), whereas chromosomes of budding yeast (N ≈108, ϕ <ϕc∞) are equilibrated with no clear signature of such organization.

  7. Brownian motion after Einstein and Smoluchowski: Some new applications and new experiments

    DEFF Research Database (Denmark)

    Dávid, Selmeczi; Tolic-Nørrelykke, S.F.; Schäffer, E.;

    2007-01-01

    The first half of this review describes the development in mathematical models of Brownian motion after Einstein's and Smoluchowski's seminal papers and current applications to optical tweezers. This instrument of choice among single-molecule biophysicists is also an instrument of such precision...... that it requires an understanding of Brownian motion beyond Einstein's and Smoluchowski's for its calibration, and can measure effects not present in their theories. This is illustrated with some applications, current and potential. It is also shown how addition of a controlled forced motion on the nano...

  8. Functionals of Brownian motion, localization and metric graphs

    Energy Technology Data Exchange (ETDEWEB)

    Comtet, Alain [Laboratoire de Physique Theorique et Modeles Statistiques, UMR 8626 du CNRS, Universite Paris-Sud, Bat. 100, F-91405 Orsay Cedex (France); Institut Henri Poincare, 11 rue Pierre et Marie Curie, F-75005 Paris (France); Desbois, Jean [Laboratoire de Physique Theorique et Modeles Statistiques, UMR 8626 du CNRS, Universite Paris-Sud, Bat. 100, F-91405 Orsay Cedex (France); Texier, Christophe [Laboratoire de Physique Theorique et Modeles Statistiques, UMR 8626 du CNRS, Universite Paris-Sud, Bat. 100, F-91405 Orsay Cedex (France); Laboratoire de Physique des Solides, UMR 8502 du CNRS, Universite Paris-Sud, Bat. 510, F-91405 Orsay Cedex (France)

    2005-09-16

    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)

  9. Functionals of Brownian motion, localization and metric graphs

    International Nuclear Information System (INIS)

    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)

  10. Ergodic Properties of Fractional Brownian-Langevin Motion

    CERN Document Server

    Deng, Weihua

    2008-01-01

    We investigate the time average mean square displacement $\\overline{\\delta^2}(x(t))=\\int_0^{t-\\Delta}[x(t^\\prime+\\Delta)-x(t^\\prime)]^2 dt^\\prime/(t-\\Delta)$ for fractional Brownian and Langevin motion. Unlike the previously investigated continuous time random walk model $\\overline{\\delta^2}$ converges to the ensemble average $ \\sim t^{2 H}$ in the long measurement time limit. The convergence to ergodic behavior is however slow, and surprisingly the Hurst exponent $H=3/4$ marks the critical point of the speed of convergence. When $H^2\\sim k(H) \\cdot\\Delta\\cdot t^{-1}$, when $H=3/4$, ${EB} \\sim (9/16)(\\ln t) \\cdot\\Delta \\cdot t^{-1}$, and when $3/4Brownian motion as a model for recent experiments of sub-diffusion of mRNA in the cell is briefly discussed and comparison with the continuous time ran...

  11. Brownian motion, martingales, and stochastic calculus

    CERN Document Server

    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...

  12. Brownian coagulation at high particle concentrations

    OpenAIRE

    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, emulsions, flocculation, air pollution, soot formation, materials manufacture and growth of interstellar dust, to name a few of its applications. With continuous progress in particulate matter processing...

  13. Frustrated Brownian Motion of Nonlocal Solitary Waves

    International Nuclear Information System (INIS)

    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.

  14. Time-changed geometric fractional Brownian motion and option pricing with transaction costs

    Science.gov (United States)

    Gu, Hui; Liang, Jin-Rong; Zhang, Yun-Xiu

    2012-08-01

    This paper deals with the problem of discrete time option pricing by a fractional subdiffusive Black-Scholes model. The price of the underlying stock follows a time-changed geometric fractional Brownian motion. By a mean self-financing delta-hedging argument, the pricing formula for the European call option in discrete time setting is obtained.

  15. Characterizing and modeling citation dynamics.

    Directory of Open Access Journals (Sweden)

    Young-Ho Eom

    Full Text Available Citation distributions are crucial for the analysis and modeling of the activity of scientists. We investigated bibliometric data of papers published in journals of the American Physical Society, searching for the type of function which best describes the observed citation distributions. We used the goodness of fit with Kolmogorov-Smirnov statistics for three classes of functions: log-normal, simple power law and shifted power law. The shifted power law turns out to be the most reliable hypothesis for all citation networks we derived, which correspond to different time spans. We find that citation dynamics is characterized by bursts, usually occurring within a few years since publication of a paper, and the burst size spans several orders of magnitude. We also investigated the microscopic mechanisms for the evolution of citation networks, by proposing a linear preferential attachment with time dependent initial attractiveness. The model successfully reproduces the empirical citation distributions and accounts for the presence of citation bursts as well.

  16. Bivariate dynamic probit models for panel data

    OpenAIRE

    Alfonso Miranda

    2010-01-01

    In this talk, I will discuss the main methodological features of the bivariate dynamic probit model for panel data. I will present an example using simulated data, giving special emphasis to the initial conditions problem in dynamic models and the difference between true and spurious state dependence. The model is fit by maximum simulated likelihood.

  17. Mathematical model of the dynamics of psychotherapy

    OpenAIRE

    Larry S. Liebovitch; Peluso, Paul R.; Norman, Michael D.; Su, Jessica; Gottman, John M.

    2011-01-01

    The success of psychotherapy depends on the nature of the therapeutic relationship between a therapist and a client. We use dynamical systems theory to model the dynamics of the emotional interaction between a therapist and client. We determine how the therapeutic endpoint and the dynamics of getting there depend on the parameters of the model. Previously Gottman et al. used a very similar approach (physical-sciences paradigm) for modeling and making predictions about husband–wife relationshi...

  18. An Approach to Enhance the Efficiency of a Brownian Heat Engine

    Institute of Scientific and Technical Information of China (English)

    ZHANG Yan-Ping; HE Ji-Zhou; XIAO Yu-Ling

    2011-01-01

    Brownian heat engine have been explored intensively by considering different-model systems.

  19. Continuum limits of random matrices and the Brownian carousel

    OpenAIRE

    Valko, Benedek; Virag, Balint

    2007-01-01

    We show that at any location away from the spectral edge, the eigenvalues of the Gaussian unitary ensemble and its general beta siblings converge to Sine_beta, a translation invariant point process. This process has a geometric description in term of the Brownian carousel, a deterministic function of Brownian motion in the hyperbolic plane. The Brownian carousel, a description of the a continuum limit of random matrices, provides a convenient way to analyze the limiting point processes. We sh...

  20. Collective Transport of Coupled Brownian Motors with Low Randomness

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    The transport properties of coupled Brownian motors in rocking ratchet are investigated via solving single particle have been found. In the regime of low-to-moderate D, the average velocity of elastically coupled Brownian with the increase of a single Brownian motor. The results exhibit an interesting cooperative behavior between coupled particles subjected to a rocking force, which can generate directed transport with low randomness or high transport coherence in symmetrical periodic potential.

  1. RESEARCH NOTES On the support of super-Brownian motion with super-Brownian immigration

    Institute of Scientific and Technical Information of China (English)

    洪文明; 钟惠芳

    2001-01-01

    The support properties of the super Brownian motion with random immigration Xρ1 are considered,where the immigration rate is governed by the trajectory of another super-Brownian motion ρ. When both the initial state Xρo of the process and the immigration rate process ρo are of finite measure and with compact supports, the probability of the support of the process Xρi dominated by a ball is given by the solutions of a singular elliptic boundary value problem.

  2. Relating structure and dynamics in organisation models

    NARCIS (Netherlands)

    Jonkers, C.M.; Treur, J.

    2008-01-01

    To understand how an organisational structure relates to dynamics is an interesting fundamental challenge in the area of social modelling. Specifications of organisational structure usually have a diagrammatic form that abstracts from more detailed dynamics. Dynamic properties of agent systems, on t

  3. Modelling the dynamics of youth subcultures

    CERN Document Server

    Holme, P; Holme, Petter; Gronlund, Andreas

    2005-01-01

    What are the dynamics behind youth subcultures such as punk, hippie, or hip-hop cultures? How does the global dynamics of these subcultures relate to the individual's search for a personal identity? We propose a simple dynamical model to address these questions and find that only a few assumptions of the individual's behaviour are necessary to regenerate known features of youth culture.

  4. Brownian shape motion on five-dimensional potential-energy surfaces:nuclear fission-fragment mass distributions.

    Science.gov (United States)

    Randrup, Jørgen; Möller, Peter

    2011-04-01

    Although nuclear fission can be understood qualitatively as an evolution of the nuclear shape, a quantitative description has proven to be very elusive. In particular, until now, there existed no model with demonstrated predictive power for the fission-fragment mass yields. Exploiting the expected strongly damped character of nuclear dynamics, we treat the nuclear shape evolution in analogy with Brownian motion and perform random walks on five-dimensional fission potential-energy surfaces which were calculated previously and are the most comprehensive available. Test applications give good reproduction of highly variable experimental mass yields. This novel general approach requires only a single new global parameter, namely, the critical neck size at which the mass split is frozen in, and the results are remarkably insensitive to its specific value.

  5. Lower bounds for distribution of suprema of Brownian increments and Brownian motion normalized by the corresponding modulus functions

    OpenAIRE

    Dobric, Vladimir; Marano, Lisa

    2014-01-01

    The L\\'evy-Ciesielski Construction of Brownian motion is used to determine non-asymptotic estimates for the maximal deviation of increments of a Brownian motion process $(W_{t})_{t\\in \\left[ 0,T\\right] }$ normalized by the global modulus function, for all positive $\\varepsilon $ and $\\delta $. Additionally, uniform results over $\\delta $ are obtained. Using the same method, non-asymptotic estimates for the distribution function for the standard Brownian motion normalized by its local modulus ...

  6. An immune based dynamic intrusion detection model

    Institute of Scientific and Technical Information of China (English)

    LI Tao

    2005-01-01

    With the dynamic description method for self and antigen, and the concept of dynamic immune tolerance for lymphocytes in network-security domain presented in this paper, a new immune based dynamic intrusion detection model (Idid) is proposed. In Idid, the dynamic models and the corresponding recursive equations of the lifecycle of mature lymphocytes, and the immune memory are built. Therefore, the problem of the dynamic description of self and nonself in computer immune systems is solved, and the defect of the low efficiency of mature lymphocyte generating in traditional computer immune systems is overcome. Simulations of this model are performed, and the comparison experiment results show that the proposed dynamic intrusion detection model has a better adaptability than the traditional methods.

  7. Multidimensional Langevin Modeling of Nonoverdamped Dynamics

    Science.gov (United States)

    Schaudinnus, Norbert; Bastian, Björn; Hegger, Rainer; Stock, Gerhard

    2015-07-01

    Based on a given time series, data-driven Langevin modeling aims to construct a low-dimensional dynamical model of the underlying system. When dealing with physical data as provided by, e.g., all-atom molecular dynamics simulations, effects due to small damping may be important to correctly describe the statistics (e.g., the energy landscape) and the dynamics (e.g., transition times). To include these effects in a dynamical model, an algorithm that propagates a second-order Langevin scheme is derived, which facilitates the treatment of multidimensional data. Adopting extensive molecular dynamics simulations of a peptide helix, a five-dimensional model is constructed that successfully forecasts the complex structural dynamics of the system. Neglect of small damping effects, on the other hand, is shown to lead to significant errors and inconsistencies.

  8. Workflow-Based Dynamic Enterprise Modeling

    Institute of Scientific and Technical Information of China (English)

    黄双喜; 范玉顺; 罗海滨; 林慧萍

    2002-01-01

    Traditional systems for enterprise modeling and business process control are often static and cannot adapt to the changing environment. This paper presents a workflow-based method to dynamically execute the enterprise model. This method gives an explicit representation of the business process logic and the relationships between the elements involved in the process. An execution-oriented integrated enterprise modeling system is proposed in combination with other enterprise views. The enterprise model can be established and executed dynamically in the actual environment due to the dynamic properties of the workflow model.

  9. Explicit models for dynamic software

    NARCIS (Netherlands)

    Bosloper, Ivor; Siljee, Johanneke; Nijhuis, Jos; Nord, R; Medvidovic, N; Krikhaar, R; Khrhaar, R; Stafford, J; Bosch, J

    2006-01-01

    A key aspect in creating autonomous dynamic software systems is the possibility of reasoning about properties of runtime variability and dynamic behavior, e.g. when and how to reconfigure the system. Currently these properties are often not made explicit in the software architecture. We argue that h

  10. Dynamical model of the kinesin protein motor

    CERN Document Server

    Nesterov, Alexander I; Ramírez, Mónica F

    2016-01-01

    We model and simulate the stepping dynamics of the kinesin motor including electric and mechanical forces, environmental noise, and the complicated potentials produced by tracking and neighboring protofilaments. Our dynamical model supports the hand-over-hand mechanism of the kinesin stepping. Our theoretical predictions and numerical simulations include the off-axis displacements of the kinesin heads while the steps are performed. The results obtained are in a good agreement with recent experiments on the kinesin dynamics.

  11. Dynamic Heat Transfer Model of Refrigerated Foodstuff

    DEFF Research Database (Denmark)

    Cai, Junping; Risum, Jørgen; Thybo, Claus

    2006-01-01

    their temperature relation. This paper discusses the dynamic heat transfer model of foodstuff inside the display cabinet, one-dimensional dynamic model is developed, and the Explicit Finite Difference Method is applied, to handle the unsteady heat transfer problem with phase change, as well as time varying boundary...

  12. Comparative dynamics in a health investment model.

    Science.gov (United States)

    Eisenring, C

    1999-10-01

    The method of comparative dynamics fully exploits the inter-temporal structure of optimal control models. I derive comparative dynamic results in a simplified demand for health model. The effect of a change in the depreciation rate on the optimal paths for health capital and investment in health is studied by use of a phase diagram.

  13. Active Brownian motion of an asymmetric rigid particle

    CERN Document Server

    Mammadov, Gulmammad

    2012-01-01

    Individual movements of a rod-like self-propelled particle on a flat substrate are quantified. Biological systems that fit into this description may be the Gram-negative delta-proteobacterium Myxococcus xanthus, Gram-negative bacterium Escherichia coli, and Mitochondria. There are also non-living analogues such as vibrated polar granulates and self-driven anisotropic colloidal particles. For that we study the Brownian motion of an asymmetric rod-like rigid particle self-propelled at a fixed speed along its long axis in two dimensions. The motion of such a particle in a uniform external potential field is also considered. The theoretical model presented here is anticipated to better describe individual cell motion as well as intracellular transport in 2D than previous models.

  14. Normal and anomalous diffusion of Brownian particles on disordered potentials

    Science.gov (United States)

    Salgado-García, R.

    2016-07-01

    In this work we study the transition from normal to anomalous diffusion of Brownian particles on disordered potentials. The potential model consists of a series of "potential hills" (defined on a unit cell of constant length) whose heights are chosen randomly from a given distribution. We calculate the exact expression for the diffusion coefficient in the case of uncorrelated potentials for arbitrary distributions. We show that when the potential heights have a Gaussian distribution (with zero mean and a finite variance) the diffusion of the particles is always normal. In contrast, when the distribution of the potential heights is exponentially distributed the diffusion coefficient vanishes when the system is placed below a critical temperature. We calculate analytically the diffusion exponent for the anomalous (subdiffusive) phase by using the so-called "random trap model". Our predictions are tested by means of Langevin simulations obtaining good agreement within the accuracy of our numerical calculations.

  15. Brownian motion of interacting particles

    Energy Technology Data Exchange (ETDEWEB)

    Ackerson, B.J.

    1976-01-01

    Guided by the descriptions which are used to describe noninteracting particles, it is argued that the generalized Smoluchowski equation, including the hydrodynamic interaction and corrections for ion cloud effects may be used to describe interacting particles for the temporal and spatial regimes probed by light beating spectroscopy. This equation is then used to find cumulants of decay of the intermediate scattering function. The generalized Smoluchowski equation is reduced to a simple diffusion equation. The resulting diffusion constant depends upon the interparticle forces and is reminiscent of some early descriptions for interacting systems. The generalized Smoluchowski equation is solved for the model system of a linear chain of colloidal particles interacting via nearest neighbor harmonic couplings. The results for the intermediate scattering function and the static structure factor are very reminiscent of corresponding measurements made for interacting colloidal systems. (GHT)

  16. Hydration dynamics near a model protein surface

    International Nuclear Information System (INIS)

    The evolution of water dynamics from dilute to very high concentration solutions of a prototypical hydrophobic amino acid with its polar backbone, N-acetyl-leucine-methylamide (NALMA), is studied by quasi-elastic neutron scattering and molecular dynamics simulation for both the completely deuterated and completely hydrogenated leucine monomer. We observe several unexpected features in the dynamics of these biological solutions under ambient conditions. The NALMA dynamics shows evidence of de Gennes narrowing, an indication of coherent long timescale structural relaxation dynamics. The translational water dynamics are analyzed in a first approximation with a jump diffusion model. At the highest solute concentrations, the hydration water dynamics is significantly suppressed and characterized by a long residential time and a slow diffusion coefficient. The analysis of the more dilute concentration solutions takes into account the results of the 2.0M solution as a model of the first hydration shell. Subtracting the first hydration layer based on the 2.0M spectra, the translational diffusion dynamics is still suppressed, although the rotational relaxation time and residential time are converged to bulk-water values. Molecular dynamics analysis shows spatially heterogeneous dynamics at high concentration that becomes homogeneous at more dilute concentrations. We discuss the hydration dynamics results of this model protein system in the context of glassy systems, protein function, and protein-protein interfaces

  17. Polar Functions of Multiparameter Bifractional Brownian Sheets

    Institute of Scientific and Technical Information of China (English)

    Zhen-long Chen

    2009-01-01

    Let BH,K={BH,K(t), t ∈RN+} be an (N,d)-bifractional Brownian sheet with Hurst indices for BH,Kare investigated. The relationship between the class of continuous functions satisfying the Lipschitz condition and the class of polar-functions of BH,Kis presented. The Hausdorff dimension of the fixed points and an inequality concerning the Kolmogorov's entropy index for BH,Kare obtained. A question proposed by LeGall about the existence of no-polar, continuous functions statisfying the Holder condition is also solved.

  18. LINEAR SEARCH FOR A BROWNIAN TARGET MOTION

    Institute of Scientific and Technical Information of China (English)

    A. B. El-Rayes; Abd El-Moneim A. Mohamed; Hamdy M. Abou Gabal

    2003-01-01

    A target is assumed to move according to a Brownian motion on the real line.The searcher starts from the origin and moves in the two directions from the starting point.The object is to detect the target.The purpose of this paper is to find the conditions under which the expected value of the first meeting time of the searcher and the target is finite,and to show the existence of a search plan which made this expected value minimum.

  19. Arithmetic area for m planar Brownian paths

    CERN Document Server

    Desbois, Jean

    2012-01-01

    We pursue the analysis made in [1] on the arithmetic area enclosed by m closed Brownian paths. We pay a particular attention to the random variable S{n1,n2, ...,n} (m) which is the arithmetic area of the set of points, also called winding sectors, enclosed n1 times by path 1, n2 times by path 2, ...,nm times by path m. Various results are obtained in the asymptotic limit m->infinity. A key observation is that, since the paths are independent, one can use in the m paths case the SLE information, valid in the 1-path case, on the 0-winding sectors arithmetic area.

  20. Arithmetic area for m planar Brownian paths

    OpenAIRE

    Desbois, Jean; Ouvry, Stephane

    2012-01-01

    We pursue the analysis made in [1] on the arithmetic area enclosed by m closed Brownian paths. We pay a particular attention to the random variable S{n1,n2, ...,n} (m) which is the arithmetic area of the set of points, also called winding sectors, enclosed n1 times by path 1, n2 times by path 2, ...,nm times by path m. Various results are obtained in the asymptotic limit m->infinity. A key observation is that, since the paths are independent, one can use in the m paths case the SLE informatio...

  1. Brownian motion of particles in nematic fluids

    Science.gov (United States)

    Yao, Xuxia; Nayani, Karthik; Park, Jung; Srinivasarao, Mohan

    2011-03-01

    We studied the brownian motion of both charged and neutral polystyrene particles in two nematic fluids, a thermotropic liquid crystal, E7, and a lyotropic chromonic liquid crystal, Sunset Yellow FCF (SSY). Homogeneous planar alignment of E7 was easliy achieved by using rubbed polyimide film coated on the glass. For SSY planar mondomain, we used the capillary method recently developed in our lab. By tracking a single particle, the direction dependent diffussion coefficients and Stokes drag were measured in the nematic phase and isotropic phase for both systems.

  2. Metastable states in Brownian energy landscape

    OpenAIRE

    Cheliotis, Dimitris

    2015-01-01

    Random walks and diffusions in symmetric random environment are known to exhibit metastable behavior: they tend to stay for long times in wells of the environment. For the case that the environment is a one-dimensional two-sided standard Brownian motion, we study the process of depths of the consecutive wells of increasing depth that the motion visits. When these depths are looked in logarithmic scale, they form a stationary renewal cluster process. We give a description of the structure of t...

  3. Dynamic Factor Models for the Volatility Surface

    DEFF Research Database (Denmark)

    van der Wel, Michel; Ozturk, Sait R.; Dijk, Dick van

    -based models are both rejected against the general dynamic factor model, (ii) the factors driving the surface are highly persistent, (iii) for the restricted models option Delta is preferred over the more often used strike relative to spot price as measure for moneyness.......The implied volatility surface is the collection of volatilities implied by option contracts for different strike prices and time-to-maturity. We study factor models to capture the dynamics of this three-dimensional implied volatility surface. Three model types are considered to examine desirable...... features for representing the surface and its dynamics: a general dynamic factor model, restricted factor models designed to capture the key features of the surface along the moneyness and maturity dimensions, and in-between spline-based methods. Key findings are that: (i) the restricted and spline...

  4. Modelling the dynamics of turbulent floods

    CERN Document Server

    Mei, Z; Li, Z; Li, Zhenquan

    1999-01-01

    Consider the dynamics of turbulent flow in rivers, estuaries and floods. Based on the widely used k-epsilon model for turbulence, we use the techniques of centre manifold theory to derive dynamical models for the evolution of the water depth and of vertically averaged flow velocity and turbulent parameters. This new model for the shallow water dynamics of turbulent flow: resolves the vertical structure of the flow and the turbulence; includes interaction between turbulence and long waves; and gives a rational alternative to classical models for turbulent environmental flows.

  5. Tested Demonstrations. Brownian Motion: A Classroom Demonstration and Student Experiment.

    Science.gov (United States)

    Kirksey, H. Graden; Jones, Richard F.

    1988-01-01

    Shows how video recordings of the Brownian motion of tiny particles may be made. Describes a classroom demonstration and cites a reported experiment designed to show the random nature of Brownian motion. Suggests a student experiment to discover the distance a tiny particle travels as a function of time. (MVL)

  6. Magnetic fields and Brownian motion on the 2-sphere

    International Nuclear Information System (INIS)

    Using constrained path integrals, we study some statistical properties of Brownian paths on the two dimensional sphere. A generalized Levy's law for the probability P(A) that a closed Brownian path encloses an algebraic area A is obtained. Distributions of scaled variables related to the winding of paths around some fixed point are recovered in the asymptotic regime t → ∞

  7. Holographic Brownian motion and time scales in strongly coupled plasmas

    NARCIS (Netherlands)

    A. Nata Atmaja; J. de Boer; M. Shigemori

    2010-01-01

    We study Brownian motion of a heavy quark in field theory plasma in the AdS/CFT setup and discuss the time scales characterizing the interaction between the Brownian particle and plasma constituents. In particular, the mean-free-path time is related to the connected 4-point function of the random fo

  8. The Stepping Motion of Brownian Particle Derived by Nonequilibrium Fluctuation

    Institute of Scientific and Technical Information of China (English)

    ZHAN Yong; ZHAO Tong-Jun; YU Hui; SONG Yan-Li; AN Hai-Long

    2003-01-01

    The direct motion of Brownian particle is considered as a result of system derived by external nonequilibriumfluctuating. The cooperative effects caused by asymmetric ratchet potential, external rocking force and additive colorednoise drive a Brownian particle in the directed stepping motion. This provides this kind of motion of kinesin along amicrotubule observed in experiments with a reasonable explanation.

  9. [Review of dynamic global vegetation models (DGVMs)].

    Science.gov (United States)

    Che, Ming-Liang; Chen, Bao-Zhang; Wang, Ying; Guo, Xiang-Yun

    2014-01-01

    Dynamic global vegetation model (DGVM) is an important and efficient tool for study on the terrestrial carbon circle processes and vegetation dynamics. This paper reviewed the development history of DGVMs, introduced the basic structure of DGVMs, and the outlines of several world-widely used DGVMs, including CLM-DGVM, LPJ, IBIS and SEIB. The shortages of the description of dynamic vegetation mechanisms in the current DGVMs were proposed, including plant functional types (PFT) scheme, vegetation competition, disturbance, and phenology. Then the future research directions of DGVMs were pointed out, i. e. improving the PFT scheme, refining the vegetation dynamic mechanism, and implementing a model inter-comparison project. PMID:24765870

  10. Magnetoviscous model fluids

    CERN Document Server

    Kröger, M; Hess, S

    2003-01-01

    We review, apply and compare diverse approaches to the theoretical understanding of the dynamical and rheological behaviour of ferrofluids and magnetorheological (MR) fluids subject to external magnetic and flow fields. Simple models are introduced which are directly solvable by nonequilibrium Brownian or molecular dynamics computer simulation. In particular, the numerical results for ferrofluids quantify the domain of validity of uniaxial alignment of magnetic moments (in and) out of equilibrium. A Fokker-Planck equation for the dynamics of the magnetic moments - corresponding to the Brownian dynamics approach - and its implications are analysed under this approximation. The basic approach considers the effect of external fields on the dynamics of ellipsoid shaped permanent ferromagnetic domains (aggregates), whose size should depend on the strength of flow and magnetic field, the magnetic interaction parameter and concentration (or packing fraction). Results from analytic calculations and from simulation ar...

  11. System dynamics modeling: from mechanics to chemistry

    OpenAIRE

    D’Anna, Michele; Fuchs, Hans; Lubini, Paolo

    2008-01-01

    In this paper, we discuss a contribution toward the use of analogical reasoning by explicit system dynamics modeling of physical processes. The relational structures found in simple models are transferred to an example of chemical processes leading to chemical equilibrium. We present an experiment on the mutarotation of D-glucose. A dynamical model will be built that makes use of amount of substance and chemical potential differences in analogy to quantities of fluid and pressure ...

  12. Modeling the Dynamic Digestive System Microbiome†

    OpenAIRE

    Estes, Anne M.

    2015-01-01

    Modeling the Dynamic Digestive System Microbiome” is a hands-on activity designed to demonstrate the dynamics of microbiome ecology using dried pasta and beans to model disturbance events in the human digestive system microbiome. This exercise demonstrates how microbiome diversity is influenced by: 1) niche availability and habitat space and 2) a major disturbance event, such as antibiotic use. Students use a pictorial key to examine prepared models of digestive system microbiomes to determi...

  13. A qualitative dynamical model for cardiotocography simulation

    OpenAIRE

    Illanes, Alfredo; Haritopoulos, Michel; Robles, Felipe; Guerra, Francisco

    2015-01-01

    The purpose of this work is to present a new mathematical model for fetal monitoring simulation. It involves the simultaneous generation of fetal heart rate and maternal uterine contraction signals through a parametrical model. This model allows the generation of the main fetal monitoring dynamics including fetal movements, acceleration and deceleration of the heart rate and the dynami-cal adjustment of fetal heart rate following an uterine contraction. Simulated tracings were analyzed by spe...

  14. Stochastic transition model for pedestrian dynamics

    OpenAIRE

    Schultz, Michael

    2012-01-01

    The proposed stochastic model for pedestrian dynamics is based on existing approaches using cellular automata, combined with substantial extensions, to compensate the deficiencies resulting of the discrete grid structure. This agent motion model is extended by both a grid-based path planning and mid-range agent interaction component. The stochastic model proves its capabilities for a quantitative reproduction of the characteristic shape of the common fundamental diagram of pedestrian dynamics...

  15. Nanofluidic Brownian Ratchet via atomically-stepped surfaces

    Science.gov (United States)

    Rahmani, Amir; Colosqui, Carlos

    2015-11-01

    Theoretical analysis and fully atomistic molecular dynamics simulations reveal a Brownian ratchet mechanism by which thermal motion can drive the directional displacement of liquids confined in micro- or nanoscale channels and pores. The particular systems discussed in this talk consist of two immiscible liquids confined in a slit-like nanochannel with atomically-stepped surfaces. Mean displacement rates reported in molecular dynamics simulations are in close agreement with theoretical predictions via analytical solution of a Smoluchowski equation for the probability density of the position of the liquid-liquid interface. The direction of the thermally-driven displacement of liquid is determined by the nanostructure surface geometry and thus imbibition or drainage can occur against the direction of action of capillary forces. The studied surface nanostructure with directional asymmetry can control the dynamics of wetting processes such as capillary filling, wicking, and imbibition in porous materials. The proposed physical mechanisms and derived analytical expressions can be applied to design nanofluidic and microfluidic devices for passive handling and separation.

  16. Brownian motion near a liquid-gas interface

    Science.gov (United States)

    Benavides-Parra, Juan Carlos; Jacinto-Méndez, Damián; Brotons, Guillaume; Carbajal-Tinoco, Mauricio D.

    2016-09-01

    By using digital video microscopy, we study the three-dimensional displacement of fluorescent colloidal particles that are located close to a water-air interface. Our technique takes advantage of the diffraction pattern generated by fluorescent spheres that are found below the focal plane of the microscope objective. By means of image analysis software, we are able to determine the spatial location of a few beads in a sequence of digital images, which allows us to reconstruct their trajectories. From their corresponding mean square displacements, we get the diffusion coefficients in the directions parallel and perpendicular to the interface. We find a qualitatively different kind of diffusion between the two directions, in agreement with theoretical predictions that are obtained from established models as well as our own proposals. Quite interesting, we observe the enhanced Brownian motion in the parallel direction.

  17. The genealogy of branching Brownian motion with absorption

    CERN Document Server

    Berestycki, Julien; Schweinsberg, Jason

    2010-01-01

    We consider a system of particles which perform branching Brownian motion with negative drift and are killed upon reaching zero, in the near-critical regime where the total population stays roughly constant with approximately N particles. We show that the characteristic time scale for the evolution of this population is of order (log N)^3, in the sense that when time is measured in these units, the scaled number of particles converges to a variant of Neveu's continuous-state branching process. Furthermore, the genealogy of the particles is then governed by a coalescent process known as the Bolthausen-Sznitman coalescent. This validates the non-rigorous predictions by Brunet, Derrida, Muller, and Munier for a closely related model.

  18. Semicircular Canals Circumvent Brownian Motion Overload of Mechanoreceptor Hair Cells

    DEFF Research Database (Denmark)

    Muller, Mees; Heeck, Kier; Elemans, Coen P H

    2016-01-01

    Vertebrate semicircular canals (SCC) first appeared in the vertebrates (i.e. ancestral fish) over 600 million years ago. In SCC the principal mechanoreceptors are hair cells, which as compared to cochlear hair cells are distinctly longer (70 vs. 7 μm), 10 times more compliant to bending (44 vs. 500...... nN/m), and have a 100-fold higher tip displacement threshold (hair cells where the bundle is approximated as a stiff, cylindrical elastic rod subject to friction and thermal agitation. Our models suggest that the above...... differences aid SCC hair cells in circumventing the masking effects of Brownian motion noise of about 70 nm, and thereby permit transduction of very low frequency (

  19. On a non-linear transformation between Brownian martingales

    CERN Document Server

    Shkolnikov, Mykhaylo

    2012-01-01

    The paper studies a non-linear transformation between Brownian martingales, which is given by the inverse of the pricing operator in the mathematical finance terminology. Subsequently, the solvability of systems of equations corresponding to such transformations is investigated. The latter give rise to novel monotone pathwise couplings of an arbitrary number of certain diffusion processes with varying diffusion coefficients. In the case that there is an uncountable number of these diffusion processes and that the index set is an interval such couplings can be viewed as models for the growth of one-dimensional random surfaces. With this motivation in mind, we derive the appropriate stochastic partial differential equations for the growth of such surfaces.

  20. BROWNIAN HEAT TRANSFER ENHANCEMENT IN THE TURBULENT REGIME

    Directory of Open Access Journals (Sweden)

    Suresh Chandrasekhar

    2016-08-01

    Full Text Available The paper presents convection heat transfer of a turbulent flow Al2O3/water nanofluid in a circular duct. The duct is a under constant and uniform heat flux. The paper computationally investigates the system’s thermal behavior in a wide range of Reynolds number and also volume concentration up to 6%. To obtain the nanofluid thermophysical properties, the Hamilton-Crosser model along with the Brownian motion effect are utilized. Then the thermal performance of the system with the nanofluid is compared to the conventional systems which use water as the working fluid. The results indicate that the use of nanofluid of 6% improves the heat transfer rate up to 36.8% with respect to pure water. Therefore, using the Al2O3/water nanofluid instead of water can be a great choice when better heat transfer is needed.

  1. Transient cluster formation in sheared non-Brownian suspensions.

    Science.gov (United States)

    Thøgersen, Kjetil; Dabrowski, Marcin; Malthe-Sørenssen, Anders

    2016-02-01

    We perform numerical simulations of non-Brownian suspensions in the laminar flow regime to study the scaling behavior of particle clusters and collisions under shear. As the particle fraction approaches the maximum packing fraction, large transient clusters appear in the system. We use methods from percolation theory to discuss the cluster size distribution. We also give a scaling relation for the percolation threshold as well as system size effects through time-dependent fluctuations of this threshold and relate them to system size. System size effects are important close to the maximum packing fraction due to the divergence of the cluster length scale. We then investigate the transient nature of the clusters through characterization of particle collisions and show that collision times exhibit scale-invariant properties. Finally, we show that particle collision times can be modeled as first-passage processes. PMID:26986381

  2. Very Large System Dynamics Models - Lessons Learned

    Energy Technology Data Exchange (ETDEWEB)

    Jacob J. Jacobson; Leonard Malczynski

    2008-10-01

    This paper provides lessons learned from developing several large system dynamics (SD) models. System dynamics modeling practice emphasize the need to keep models small so that they are manageable and understandable. This practice is generally reasonable and prudent; however, there are times that large SD models are necessary. This paper outlines two large SD projects that were done at two Department of Energy National Laboratories, the Idaho National Laboratory and Sandia National Laboratories. This paper summarizes the models and then discusses some of the valuable lessons learned during these two modeling efforts.

  3. Human systems dynamics: Toward a computational model

    Science.gov (United States)

    Eoyang, Glenda H.

    2012-09-01

    A robust and reliable computational model of complex human systems dynamics could support advancements in theory and practice for social systems at all levels, from intrapersonal experience to global politics and economics. Models of human interactions have evolved from traditional, Newtonian systems assumptions, which served a variety of practical and theoretical needs of the past. Another class of models has been inspired and informed by models and methods from nonlinear dynamics, chaos, and complexity science. None of the existing models, however, is able to represent the open, high dimension, and nonlinear self-organizing dynamics of social systems. An effective model will represent interactions at multiple levels to generate emergent patterns of social and political life of individuals and groups. Existing models and modeling methods are considered and assessed against characteristic pattern-forming processes in observed and experienced phenomena of human systems. A conceptual model, CDE Model, based on the conditions for self-organizing in human systems, is explored as an alternative to existing models and methods. While the new model overcomes the limitations of previous models, it also provides an explanatory base and foundation for prospective analysis to inform real-time meaning making and action taking in response to complex conditions in the real world. An invitation is extended to readers to engage in developing a computational model that incorporates the assumptions, meta-variables, and relationships of this open, high dimension, and nonlinear conceptual model of the complex dynamics of human systems.

  4. Adoption dynamics: sequential or synchronous modelling

    OpenAIRE

    Hardouin, Cécile

    2012-01-01

    This paper deals with the choice of dynamics in spatial simulation and modelling. In economical context, N agents choose between two technological standards according to a local assignment rule. The adoption dynamics is sequential if the choices are made one after the other; it is synchronous or partially synchronous if all or some part of the agents choose simultanously. This paper points out differences between the three dynamics, especially in their evolution.

  5. Equivalent dynamic model of DEMES rotary joint

    Science.gov (United States)

    Zhao, Jianwen; Wang, Shu; Xing, Zhiguang; McCoul, David; Niu, Junyang; Huang, Bo; Liu, Liwu; Leng, Jinsong

    2016-07-01

    The dielectric elastomer minimum energy structure (DEMES) can realize large angular deformations by a small voltage-induced strain of the dielectric elastomer (DE), so it is a suitable candidate to make a rotary joint for a soft robot. Dynamic analysis is necessary for some applications, but the dynamic response of DEMESs is difficult to model because of the complicated morphology and viscoelasticity of the DE film. In this paper, a method composed of theoretical analysis and experimental measurement is presented to model the dynamic response of a DEMES rotary joint under an alternating voltage. Based on measurements of equivalent driving force and damping of the DEMES, the model can be derived. Some experiments were carried out to validate the equivalent dynamic model. The maximum angle error between model and experiment is greater than ten degrees, but it is acceptable to predict angular velocity of the DEMES, therefore, it can be applied in feedforward–feedback compound control.

  6. Modeling the Dynamics of an Information System

    Directory of Open Access Journals (Sweden)

    Jacek Unold

    2003-11-01

    Full Text Available The article concentrates on the nature of a social subsystem of an information system. It analyzes the nature of information processes of collectivity within an IS and introduces a model of IS dynamics. The model is based on the assumption that a social subsystem of an information system works as a nonlinear dynamic system. The model of IS dynamics is verified on the indexes of the stock market. It arises from the basic assumption of the technical analysis of the markets, that is, the index chart reflects the play of demand and supply, which in turn represents the crowd sentiment on the market.

  7. Dynamic coupling of three hydrodynamic models

    Science.gov (United States)

    Hartnack, J. N.; Philip, G. T.; Rungoe, M.; Smith, G.; Johann, G.; Larsen, O.; Gregersen, J.; Butts, M. B.

    2008-12-01

    The need for integrated modelling is evidently present within the field of flood management and flood forecasting. Engineers, modellers and managers are faced with flood problems which transcend the classical hydrodynamic fields of urban, river and coastal flooding. Historically the modeller has been faced with having to select one hydrodynamic model to cover all the aspects of the potentially complex dynamics occurring in a flooding situation. Such a single hydrodynamic model does not cover all dynamics of flood modelling equally well. Thus the ideal choice may in fact be a combination of models. Models combining two numerical/hydrodynamic models are becoming more standard, typically these models combine a 1D river model with a 2D overland flow model or alternatively a 1D sewer/collection system model with a 2D overland solver. In complex coastal/urban areas the flood dynamics may include rivers/streams, collection/storm water systems along with the overland flow. The dynamics within all three areas is of the same time scale and there is feedback in the system across the couplings. These two aspects dictate a fully dynamic three way coupling as opposed to running the models sequentially. It will be shown that the main challenges of the three way coupling are time step issues related to the difference in numerical schemes used in the three model components and numerical instabilities caused by the linking of the model components. MIKE FLOOD combines the models MIKE 11, MIKE 21 and MOUSE into one modelling framework which makes it possible to couple any combination of river, urban and overland flow fully dynamically. The MIKE FLOOD framework will be presented with an overview of the coupling possibilities. The flood modelling concept will be illustrated through real life cases in Australia and in Germany. The real life cases reflect dynamics and interactions across all three model components which are not possible to reproduce using a two-way coupling alone. The

  8. Nonlinear Dynamics Traction Battery Modeling

    OpenAIRE

    Szumanowski, Antoni

    2010-01-01

    The assumed method and effective model are very accurate according to error checking results of the NiMH and Li-Ion batteries. The modeling method is valid for different types of batteries. The model can be conveniently used for vehicle simulation because the battery model is accurately approximated by mathematical equations. The model provides the methodology for designing a battery management system and calculating the SOC. The influence of temperature on battery performance is analyzed acc...

  9. Nonlinear dynamic phenomena in the beer model

    DEFF Research Database (Denmark)

    Mosekilde, Erik; Laugesen, Jakob Lund

    2007-01-01

    The production-distribution system or "beer game" is one of the most well-known system dynamics models. Notorious for the complex dynamics it produces, the beer game has been used for nearly five decades to illustrate how structure generates behavior and to explore human decision making. Here we...

  10. System Dynamics Modelling for a Balanced Scorecard

    DEFF Research Database (Denmark)

    Nielsen, Steen; Nielsen, Erland Hejn

    2008-01-01

    Purpose - To construct a dynamic model/framework inspired by a case study based on an international company. As described by the theory, one of the main difficulties of BSC is to foresee the time lag dimension of different types of indicators and their combined dynamic effects. Design/methodology...

  11. Phone Routing using the Dynamic Memory Model

    DEFF Research Database (Denmark)

    Bendtsen, Claus Nicolaj; Krink, Thiemo

    2002-01-01

    In earlier studies a genetic algorithm (GA) extended with the dynamic memory model has shown remarkable performance on real-world-like problems. In this paper we experiment with routing in communication networks and show that the dynamic memory GA performs remarkable well compared to ant colony...

  12. A new dynamics model for traffic flow

    Institute of Scientific and Technical Information of China (English)

    2001-01-01

    As a study method of traffic flow, dynamics models were developedand applied in the last few decades. However, there exist some flaws in most existing models. In this note, a new dynamics model is proposed by using car-following theory and the usual connection method of micro-macro variables, which can overcome some ubiquitous problems in the existing models. Numerical results show that the new model can very well simulate traffic flow conditions, such as congestion, evacuation of congestion, stop-and-go phenomena and phantom jam.

  13. Wind Farm Decentralized Dynamic Modeling With Parameters

    DEFF Research Database (Denmark)

    Soltani, Mohsen; Shakeri, Sayyed Mojtaba; Grunnet, Jacob Deleuran;

    2010-01-01

    Development of dynamic wind flow models for wind farms is part of the research in European research FP7 project AEOLUS. The objective of this report is to provide decentralized dynamic wind flow models with parameters. The report presents a structure for decentralized flow models with inputs from a...... available local models. The results of this report are especially useful, but not limited, to design a decentralized wind farm controller, since in centralized controller design one can also use the model and update it in a central computing node....

  14. Flexible aircraft dynamic modeling for dynamic analysis and control synthesis

    Science.gov (United States)

    Schmidt, David K.

    1989-01-01

    The linearization and simplification of a nonlinear, literal model for flexible aircraft is highlighted. Areas of model fidelity that are critical if the model is to be used for control system synthesis are developed and several simplification techniques that can deliver the necessary model fidelity are discussed. These techniques include both numerical and analytical approaches. An analytical approach, based on first-order sensitivity theory is shown to lead not only to excellent numerical results, but also to closed-form analytical expressions for key system dynamic properties such as the pole/zero factors of the vehicle transfer-function matrix. The analytical results are expressed in terms of vehicle mass properties, vibrational characteristics, and rigid-body and aeroelastic stability derivatives, thus leading to the underlying causes for critical dynamic characteristics.

  15. Airship dynamics modeling: A literature review

    Science.gov (United States)

    Li, Yuwen; Nahon, Meyer; Sharf, Inna

    2011-04-01

    The resurgence of airships has created a need for dynamics models and simulation capabilities adapted to these lighter-than-air vehicles. However, the modeling techniques for airship dynamics have lagged behind and are less systematic than those for fixed-wing aircraft. A state-of-the-art literature review is presented on airship dynamics modeling, aiming to provide a comprehensive description of the main problems in this area and a useful source of references for researchers and engineers interested in modern airship applications. The references are categorized according to the major topics in this area: aerodynamics, flight dynamics, incorporation of structural flexibility, incorporation of atmospheric turbulence, and effects of ballonets. Relevant analytical, numerical, and semi-empirical techniques are discussed, with a particular focus on how the main differences between lighter-than-air and heavier-than-air aircraft have been addressed in the modeling. Directions are suggested for future research on each of these topics.

  16. Constructing minimal models for complex system dynamics

    Science.gov (United States)

    Barzel, Baruch; Liu, Yang-Yu; Barabási, Albert-László

    2015-05-01

    One of the strengths of statistical physics is the ability to reduce macroscopic observations into microscopic models, offering a mechanistic description of a system's dynamics. This paradigm, rooted in Boltzmann's gas theory, has found applications from magnetic phenomena to subcellular processes and epidemic spreading. Yet, each of these advances were the result of decades of meticulous model building and validation, which are impossible to replicate in most complex biological, social or technological systems that lack accurate microscopic models. Here we develop a method to infer the microscopic dynamics of a complex system from observations of its response to external perturbations, allowing us to construct the most general class of nonlinear pairwise dynamics that are guaranteed to recover the observed behaviour. The result, which we test against both numerical and empirical data, is an effective dynamic model that can predict the system's behaviour and provide crucial insights into its inner workings.

  17. Ten simple rules for dynamic causal modeling.

    NARCIS (Netherlands)

    Stephan, K.E.; Penny, W.D.; Moran, R.J.; Ouden, H.E.M. den; Daunizeau, J.; Friston, K.J.

    2010-01-01

    Dynamic causal modeling (DCM) is a generic Bayesian framework for inferring hidden neuronal states from measurements of brain activity. It provides posterior estimates of neurobiologically interpretable quantities such as the effective strength of synaptic connections among neuronal populations and

  18. MODELING MICROBUBBLE DYNAMICS IN BIOMEDICAL APPLICATIONS

    Institute of Scientific and Technical Information of China (English)

    CHAHINE Georges L.; HSIAO Chao-Tsung

    2012-01-01

    Controlling mierobubble dynamics to produce desirable biomedical outcomes when and where necessary and avoid deleterious effects requires advanced knowledge,which can be achieved only through a combination of experimental and numerical/analytical techniques.The present communication presents a multi-physics approach to study the dynamics combining viscousinviseid effects,liquid and structure dynamics,and multi bubble interaction.While complex numerical tools are developed and used,the study aims at identifying the key parameters influencing the dynamics,which need to be included in simpler models.

  19. Bayesian semiparametric dynamic Nelson-Siegel model

    NARCIS (Netherlands)

    C. Cakmakli

    2011-01-01

    This paper proposes the Bayesian semiparametric dynamic Nelson-Siegel model where the density of the yield curve factors and thereby the density of the yields are estimated along with other model parameters. This is accomplished by modeling the error distributions of the factors according to a Diric

  20. Nonparametric and semiparametric dynamic additive regression models

    DEFF Research Database (Denmark)

    Scheike, Thomas Harder; Martinussen, Torben

    Dynamic additive regression models provide a flexible class of models for analysis of longitudinal data. The approach suggested in this work is suited for measurements obtained at random time points and aims at estimating time-varying effects. Both fully nonparametric and semiparametric models can...

  1. Dynamic Modeling of ThermoFluid Systems

    DEFF Research Database (Denmark)

    Jensen, Jakob Munch

    2003-01-01

    The objective of the present study has been to developed dynamic models for two-phase flow in pipes (evaporation and condensation). Special attention has been given to modeling evaporators for refrigeration plant particular dry-expansion evaporators. Models of different complexity have been formu...... that the models can be validated against experimental data. The models developed van be used in connection with intelligent control of refrigerant flow to dry-expansion evaporators....

  2. Quantum kinetic Heisenberg models: a unique dynamics

    International Nuclear Information System (INIS)

    We suggest that the dynamics Glauber embodied in his kinetic Ising model can be introduced similarly and in an apparently unique way, into the quantum statistical mechanics of the quantum-integrable models like the Heisenberg, sine-Gordon and Massive Thirring models. The latter may suggest an extension of the theory to unique kinetic Ising models in two dimensions. The kinetic repulsive bose gas which is studied in detail in the steady state seems to be a solvable kinetic model. (author)

  3. Dynamic mechanisms of cell rigidity sensing: insights from a computational model of actomyosin networks.

    Directory of Open Access Journals (Sweden)

    Carlos Borau

    Full Text Available Cells modulate themselves in response to the surrounding environment like substrate elasticity, exhibiting structural reorganization driven by the contractility of cytoskeleton. The cytoskeleton is the scaffolding structure of eukaryotic cells, playing a central role in many mechanical and biological functions. It is composed of a network of actins, actin cross-linking proteins (ACPs, and molecular motors. The motors generate contractile forces by sliding couples of actin filaments in a polar fashion, and the contractile response of the cytoskeleton network is known to be modulated also by external stimuli, such as substrate stiffness. This implies an important role of actomyosin contractility in the cell mechano-sensing. However, how cells sense matrix stiffness via the contractility remains an open question. Here, we present a 3-D Brownian dynamics computational model of a cross-linked actin network including the dynamics of molecular motors and ACPs. The mechano-sensing properties of this active network are investigated by evaluating contraction and stress in response to different substrate stiffness. Results demonstrate two mechanisms that act to limit internal stress: (i In stiff substrates, motors walk until they exert their maximum force, leading to a plateau stress that is independent of substrate stiffness, whereas (ii in soft substrates, motors walk until they become blocked by other motors or ACPs, leading to submaximal stress levels. Therefore, this study provides new insights into the role of molecular motors in the contraction and rigidity sensing of cells.

  4. Swarm Intelligence for Urban Dynamics Modelling

    Science.gov (United States)

    Ghnemat, Rawan; Bertelle, Cyrille; Duchamp, Gérard H. E.

    2009-04-01

    In this paper, we propose swarm intelligence algorithms to deal with dynamical and spatial organization emergence. The goal is to model and simulate the developement of spatial centers using multi-criteria. We combine a decentralized approach based on emergent clustering mixed with spatial constraints or attractions. We propose an extension of the ant nest building algorithm with multi-center and adaptive process. Typically, this model is suitable to analyse and simulate urban dynamics like gentrification or the dynamics of the cultural equipment in urban area.

  5. Business model dynamics and innovation

    DEFF Research Database (Denmark)

    Cavalcante, Sergio Andre; Kesting, Peter; Ulhøi, John Parm

    2011-01-01

    and routine research into the concept of business model. The main focus of the paper is on strategic and terminological issues. Findings – The paper offers a new, process-based conceptualization of business model, which recognizes and integrates the role of individual agency. Based on this, it distinguishes...... and specifies four different types of business model change: business model creation, extension, revision, and termination. Each type of business model change is associated with specific challenges. Practical implications – The proposed typology can serve as a basis for developing a management tool to evaluate...... the impact of specific changes to a firm's business model. Such a tool would be particularly useful in identifying path dependencies and resistance at the process level, and would therefore allow a firm's management to take focused action on this in advance. Originality/value – The paper makes two main...

  6. A stochastic model of human gait dynamics

    Science.gov (United States)

    Ashkenazy, Yosef; M. Hausdorff, Jeffrey; Ch. Ivanov, Plamen; Eugene Stanley, H.

    2002-12-01

    We present a stochastic model of gait rhythm dynamics, based on transitions between different “neural centers”, that reproduces distinctive statistical properties of normal human walking. By tuning one model parameter, the transition (hopping) range, the model can describe alterations in gait dynamics from childhood to adulthood-including a decrease in the correlation and volatility exponents with maturation. The model also generates time series with multifractal spectra whose broadness depends only on this parameter. Moreover, we find that the volatility exponent increases monotonically as a function of the width of the multifractal spectrum, suggesting the possibility of a change in multifractality with maturation.

  7. The future dynamic world model

    Science.gov (United States)

    Karr, Thomas J.

    2014-10-01

    Defense and security forces exploit sensor data by means of a model of the world. They use a world model to geolocate sensor data, fuse it with other data, navigate platforms, recognize features and feature changes, etc. However, their need for situational awareness today exceeds the capabilities of their current world model for defense operations, despite the great advances of sensing technology in recent decades. I review emerging technologies that may enable a great improvement in the spatial and spectral coverage, the timeliness, and the functional insight of their world model.

  8. Hybrid scheme for Brownian semistationary processes

    DEFF Research Database (Denmark)

    Bennedsen, Mikkel; Lunde, Asger; Pakkanen, Mikko S.

    We introduce a simulation scheme for Brownian semistationary processes, which is based on discretizing the stochastic integral representation of the process in the time domain. We assume that the kernel function of the process is regularly varying at zero. The novel feature of the scheme is to...... approximate the kernel function by a power function near zero and by a step function elsewhere. The resulting approximation of the process is a combination of Wiener integrals of the power function and a Riemann sum, which is why we call this method a hybrid scheme. Our main theoretical result describes the...... asymptotics of the mean square error of the hybrid scheme and we observe that the scheme leads to a substantial improvement of accuracy compared to the ordinary forward Riemann-sum scheme, while having the same computational complexity. We exemplify the use of the hybrid scheme by two numerical experiments...

  9. Cost and Precision of Brownian Clocks

    CERN Document Server

    Barato, Andre C

    2016-01-01

    Brownian clocks are biomolecular networks that can count time. A paradigmatic example are proteins that go through a cycle thus regulating some oscillatory behaviour in a living system. Typically, such a cycle requires free energy often provided by ATP hydrolysis. We investigate the relation between the precision of such a clock and its thermodynamic costs. For clocks driven by a constant thermodynamic force, a given precision requires a minimal cost that diverges as the uncertainty of the clock vanishes. In marked contrast, we show that a clock driven by a periodic variation of an external protocol can achieve arbitrary precision at arbitrarily low cost. This result constitutes a fundamental difference between processes driven by a fixed thermodynamic force and those driven periodically. As a main technical tool, we map a periodically driven system with a deterministic protocol to one subject to an external protocol that changes in stochastic time intervals, which simplifies calculations significantly. In th...

  10. Arithmetic area for m planar Brownian paths

    International Nuclear Information System (INIS)

    We pursue the analysis made in Desbois and Ouvry (2011 J. Stat. Mech. P05024) on the arithmetic area enclosed by m closed Brownian paths. We pay particular attention to the random variable Sn1,n2,...,nm(m), which is the arithmetic area of the set of points, also called winding sectors, enclosed n1 times by path 1, n2 times by path 2,..., and nm times by path m. Various results are obtained in the asymptotic limit m→∞. A key observation is that, since the paths are independent, one can use in the m-path case the SLE information, valid in the one-path case, on the zero-winding sectors arithmetic area

  11. Arithmetic area for m planar Brownian paths

    Science.gov (United States)

    Desbois, Jean; Ouvry, Stéphane

    2012-05-01

    We pursue the analysis made in Desbois and Ouvry (2011 J. Stat. Mech. P05024) on the arithmetic area enclosed by m closed Brownian paths. We pay particular attention to the random variable Sn1, n2,..., nm(m), which is the arithmetic area of the set of points, also called winding sectors, enclosed n1 times by path 1, n2 times by path 2,..., and nm times by path m. Various results are obtained in the asymptotic limit m\\to \\infty . A key observation is that, since the paths are independent, one can use in the m-path case the SLE information, valid in the one-path case, on the zero-winding sectors arithmetic area.

  12. Steady shear rheometry of dissipative particle dynamics models of polymer fluids in reverse Poiseuille flow.

    Science.gov (United States)

    Fedosov, Dmitry A; Karniadakis, George Em; Caswell, Bruce

    2010-04-14

    Polymer fluids are modeled with dissipative particle dynamics (DPD) as undiluted bead-spring chains and their solutions. The models are assessed by investigating their steady shear-rate properties. Non-Newtonian viscosity and normal stress coefficients, for shear rates from the lower to the upper Newtonian regimes, are calculated from both plane Couette and plane Poiseuille flows. The latter is realized as reverse Poiseuille flow (RPF) generated from two Poiseuille flows driven by uniform body forces in opposite directions along two-halves of a computational domain. Periodic boundary conditions ensure the RPF wall velocity to be zero without density fluctuations. In overlapping shear-rate regimes the RPF properties are confirmed to be in good agreement with those calculated from plane Couette flow with Lees-Edwards periodic boundary conditions (LECs), the standard virtual rheometer for steady shear-rate properties. The concentration and the temperature dependence of the properties of the model fluids are shown to satisfy the principles of concentration and temperature superposition commonly employed in the empirical correlation of real polymer-fluid properties. The thermodynamic validity of the equation of state is found to be a crucial factor for the achievement of time-temperature superposition. With these models, RPF is demonstrated to be an accurate and convenient virtual rheometer for the acquisition of steady shear-rate rheological properties. It complements, confirms, and extends the results obtained with the standard LEC configuration, and it can be used with the output from other particle-based methods, including molecular dynamics, Brownian dynamics, smooth particle hydrodynamics, and the lattice Boltzmann method.

  13. Multi-scale modelling and dynamics

    Science.gov (United States)

    Müller-Plathe, Florian

    Moving from a fine-grained particle model to one of lower resolution leads, with few exceptions, to an acceleration of molecular mobility, higher diffusion coefficient, lower viscosities and more. On top of that, the level of acceleration is often different for different dynamical processes as well as for different state points. While the reasons are often understood, the fact that coarse-graining almost necessarily introduces unpredictable acceleration of the molecular dynamics severely limits its usefulness as a predictive tool. There are several attempts under way to remedy these shortcoming of coarse-grained models. On the one hand, we follow bottom-up approaches. They attempt already when the coarse-graining scheme is conceived to estimate their impact on the dynamics. This is done by excess-entropy scaling. On the other hand, we also pursue a top-down development. Here we start with a very coarse-grained model (dissipative particle dynamics) which in its native form produces qualitatively wrong polymer dynamics, as its molecules cannot entangle. This model is modified by additional temporary bonds, so-called slip springs, to repair this defect. As a result, polymer melts and solutions described by the slip-spring DPD model show correct dynamical behaviour. Read more: ``Excess entropy scaling for the segmental and global dynamics of polyethylene melts'', E. Voyiatzis, F. Müller-Plathe, and M.C. Böhm, Phys. Chem. Chem. Phys. 16, 24301-24311 (2014). [DOI: 10.1039/C4CP03559C] ``Recovering the Reptation Dynamics of Polymer Melts in Dissipative Particle Dynamics Simulations via Slip-Springs'', M. Langeloth, Y. Masubuchi, M. C. Böhm, and F. Müller-Plathe, J. Chem. Phys. 138, 104907 (2013). [DOI: 10.1063/1.4794156].

  14. Stirling Engine Dynamic System Modeling

    Science.gov (United States)

    Nakis, Christopher G.

    2004-01-01

    The Thermo-Mechanical systems branch at the Glenn Research Center focuses a large amount time on Stirling engines. These engines will be used on missions where solar power is inefficient, especially in deep space. I work with Tim Regan and Ed Lewandowski who are currently developing and validating a mathematical model for the Stirling engines. This model incorporates all aspects of the system including, mechanical, electrical and thermodynamic components. Modeling is done through Simplorer, a program capable of running simulations of the model. Once created and then proven to be accurate, a model is used for developing new ideas for engine design. My largest specific project involves varying key parameters in the model and quantifying the results. This can all be done relatively trouble-free with the help of Simplorer. Once the model is complete, Simplorer will do all the necessary calculations. The more complicated part of this project is determining which parameters to vary. Finding key parameters depends on the potential for a value to be independently altered in the design. For example, a change in one dimension may lead to a proportional change to the rest of the model, and no real progress is made. Also, the ability for a changed value to have a substantial impact on the outputs of the system is important. Results will be condensed into graphs and tables with the purpose of better communication and understanding of the data. With the changing of these parameters, a more optimal design can be created without having to purchase or build any models. Also, hours and hours of results can be simulated in minutes. In the long run, using mathematical models can save time and money. Along with this project, I have many other smaller assignments throughout the summer. My main goal is to assist in the processes of model development, validation and testing.

  15. Uncertainty and Sensitivity in Surface Dynamics Modeling

    Science.gov (United States)

    Kettner, Albert J.; Syvitski, James P. M.

    2016-05-01

    Papers for this special issue on 'Uncertainty and Sensitivity in Surface Dynamics Modeling' heralds from papers submitted after the 2014 annual meeting of the Community Surface Dynamics Modeling System or CSDMS. CSDMS facilitates a diverse community of experts (now in 68 countries) that collectively investigate the Earth's surface-the dynamic interface between lithosphere, hydrosphere, cryosphere, and atmosphere, by promoting, developing, supporting and disseminating integrated open source software modules. By organizing more than 1500 researchers, CSDMS has the privilege of identifying community strengths and weaknesses in the practice of software development. We recognize, for example, that progress has been slow on identifying and quantifying uncertainty and sensitivity in numerical modeling of earth's surface dynamics. This special issue is meant to raise awareness for these important subjects and highlight state-of-the-art progress.

  16. Energy Balance Models and Planetary Dynamics

    Science.gov (United States)

    Domagal-Goldman, Shawn

    2012-01-01

    We know that planetary dynamics can have a significant affect on the climate of planets. Planetary dynamics dominate the glacial-interglacial periods on Earth, leaving a significant imprint on the geological record. They have also been demonstrated to have a driving influence on the climates of other planets in our solar system. We should therefore expect th.ere to be similar relationships on extrasolar planets. Here we describe a simple energy balance model that can predict the growth and thickness of glaciers, and their feedbacks on climate. We will also describe model changes that we have made to include planetary dynamics effects. This is the model we will use at the start of our collaboration to handle the influence of dynamics on climate.

  17. Brand Equity Evolution: a System Dynamics Model

    Directory of Open Access Journals (Sweden)

    Edson Crescitelli

    2009-04-01

    Full Text Available One of the greatest challenges in brand management lies in monitoring brand equity over time. This paper aimsto present a simulation model able to represent this evolution. The model was drawn on brand equity concepts developed by Aaker and Joachimsthaler (2000, using the system dynamics methodology. The use ofcomputational dynamic models aims to create new sources of information able to sensitize academics and managers alike to the dynamic implications of their brand management. As a result, an easily implementable model was generated, capable of executing continuous scenario simulations by surveying casual relations among the variables that explain brand equity. Moreover, the existence of a number of system modeling tools will allow extensive application of the concepts used in this study in practical situations, both in professional and educational settings

  18. Haptics-based dynamic implicit solid modeling.

    Science.gov (United States)

    Hua, Jing; Qin, Hong

    2004-01-01

    This paper systematically presents a novel, interactive solid modeling framework, Haptics-based Dynamic Implicit Solid Modeling, which is founded upon volumetric implicit functions and powerful physics-based modeling. In particular, we augment our modeling framework with a haptic mechanism in order to take advantage of additional realism associated with a 3D haptic interface. Our dynamic implicit solids are semi-algebraic sets of volumetric implicit functions and are governed by the principles of dynamics, hence responding to sculpting forces in a natural and predictable manner. In order to directly manipulate existing volumetric data sets as well as point clouds, we develop a hierarchical fitting algorithm to reconstruct and represent discrete data sets using our continuous implicit functions, which permit users to further design and edit those existing 3D models in real-time using a large variety of haptic and geometric toolkits, and visualize their interactive deformation at arbitrary resolution. The additional geometric and physical constraints afford more sophisticated control of the dynamic implicit solids. The versatility of our dynamic implicit modeling enables the user to easily modify both the geometry and the topology of modeled objects, while the inherent physical properties can offer an intuitive haptic interface for direct manipulation with force feedback. PMID:15794139

  19. On the quantiles of Brownian motion and their hitting times

    OpenAIRE

    Dassios, Angelos

    2005-01-01

    The distribution of the α-quantile of a Brownian motion on an interval [0,t] has been obtained motivated by a problem in financial mathematics. In this paper we generalize these results by calculating an explicit expression for the joint density of the α-quantile of a standard Brownian motion, its first and last hitting times and the value of the process at time t. Our results can easily be generalized to a Brownian motion with drift. It is shown that the first and last hitting times follow a...

  20. The exit distribution for iterated Brownian motion in cones

    OpenAIRE

    Banuelos, Rodrigo; DeBlassie, Dante

    2004-01-01

    We study the distribution of the exit place of iterated Brownian motion in a cone, obtaining information about the chance of the exit place having large magnitude. Along the way, we determine the joint distribution of the exit time and exit place of Brownian motion in a cone. This yields information on large values of the exit place (harmonic measure) for Brownian motion. The harmonic measure for cones has been studied by many authors for many years. Our results are sharper than any previousl...

  1. SOLUTION DYNAMICS BY LINE-SHAPE ANALYSIS, RESONANCE LIGHT-SCATTERING AND FEMTOSECOND 4-WAVE-MIXING

    NARCIS (Netherlands)

    NIBBERING, ETJ; DUPPEN, K; WIERSMA, DA

    1992-01-01

    The results of line shape analysis, resonance light scattering and femtosecond four-wave mixing measurements are reported on several organic molecules in solution. It is shown that a Brownian oscillator model for line broadening provides a full description for the optical dynamics in aprotic solutio

  2. On Nonlinear Quantum Mechanics, Brownian Motion, Weyl Geometry and Fisher Information

    Directory of Open Access Journals (Sweden)

    Castro C.

    2006-01-01

    Full Text Available A new nonlinear Schrödinger equation is obtained explicitly from the (fractal Brownian motion of a massive particle with a complex-valued diffusion constant. Real-valued energy plane-wave solutions and solitons exist in the free particle case. One remarkable feature of this nonlinear Schrödinger equation based on a (fractal Brownian motion model, over all the other nonlinear QM models, is that the quantummechanical energy functional coincides precisely with the field theory one. We finalize by showing why a complex momentum is essential to fully understand the physical implications of Weyl’s geometry in QM, along with the interplay between Bohm’s Quantum potential and Fisher Information which has been overlooked by several authors in the past.

  3. Forecasting with Dynamic Regression Models

    CERN Document Server

    Pankratz, Alan

    2012-01-01

    One of the most widely used tools in statistical forecasting, single equation regression models is examined here. A companion to the author's earlier work, Forecasting with Univariate Box-Jenkins Models: Concepts and Cases, the present text pulls together recent time series ideas and gives special attention to possible intertemporal patterns, distributed lag responses of output to input series and the auto correlation patterns of regression disturbance. It also includes six case studies.

  4. Suppression of a Brownian noise in a hole-type sensor due to induced-charge electro-osmosis

    Science.gov (United States)

    Sugioka, Hideyuki

    2016-03-01

    Noise reduction is essential for a single molecular sensor. Thus, we propose a novel noise reduction mechanism using a hydrodynamic force due to induced-charge electro-osmosis (ICEO) in a hole-type sensor and numerically examine the performance. By the boundary element method that considers both a Brownian motion and an ICEO flow of a polarizable particle, we find that the Brownian noise in a current signal is suppressed significantly in a converging channel because of the ICEO flow around the particle in the presence of an electric field. Further, we propose a simple model that explains a numerically obtained threshold voltage of the suppression of the Brownian noise due to ICEO. We believe that our findings contribute greatly to developments of a single molecular sensor.

  5. Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection

    DEFF Research Database (Denmark)

    Bork, Lasse; Møller, Stig Vinther

    2015-01-01

    We examine house price forecastability across the 50 states using Dynamic Model Averaging and Dynamic Model Selection, which allow for model change and parameter shifts. By allowing the entire forecasting model to change over time and across locations, the forecasting accuracy improves...... substantially. The states in which housing markets have been the most volatile are the states in which model change and parameter shifts have been needed the most....

  6. Dynamics of Internal Models in Game Players

    CERN Document Server

    Taiji, M; Taiji, Makoto; Ikegami, Takashi

    1998-01-01

    A new approach for the study of social games and communications is proposed. Games are simulated between cognitive players who build the opponent's internal model and decide their next strategy from predictions based on the model. In this paper, internal models are constructed by the recurrent neural network (RNN), and the iterated prisoner's dilemma game is performed. The RNN allows us to express the internal model in a geometrical shape. The complicated transients of actions are observed before the stable mutually defecting equilibrium is reached. During the transients, the model shape also becomes complicated and often experiences chaotic changes. These new chaotic dynamics of internal models reflect the dynamical and high-dimensional rugged landscape of the internal model space.

  7. Towards Disaggregate Dynamic Travel Forecasting Models

    Institute of Scientific and Technical Information of China (English)

    Moshe Ben-Akiva; Jon Bottom; Song Gao; Haris N. Koutsopoulos; Yang Wen

    2007-01-01

    The authors argue that travel forecasting models should be dynamic and disaggregate in their representation of demand, supply, and supply-demand interactions, and propose a framework for such models.The proposed framework consists of disaggregate activity-based representation of travel choices of individual motorists on the demand side integrated with disaggregate dynamic modeling of network performance,through vehicle-based traffic simulation models on the supply side. The demand model generates individual members of the population and assigns to them socioeconomic characteristics. The generated motorists maintain these characteristics when they are loaded on the network by the supply model. In an equilibrium setting, the framework lends itself to a fixed-point formulation to represent and resolve demand-supply interactions. The paper discusses some of the remaining development challenges and presents an example of an existing travel forecasting model system that incorporates many of the proposed elements.

  8. Characterisation of the thermodynamics, structure and dynamics of a water-like model in 2- and 3-dimensions.

    Science.gov (United States)

    Torres-Carbajal, Alexis; Castañeda-Priego, Ramón

    2016-07-14

    The physical properties of colloidal particles suspended in an aqueous environment are well-understood when the latter is considered to be a continuum and a structureless medium. However, this approach fails to explain complex phenomena, for example, the critical Casimir forces among colloids and the colloidal self-assembly near critical solvents, and the inertial contribution of the solvent molecules on the diffusion of non-spherical Brownian particles. Therefore, the role played by the solvent on the physical properties of colloidal dispersions is of paramount relevance. Recently, there has been an interest in the (non-trivial) diffusion mechanisms of a nano-colloidal particle in a solvent that undergoes a vapour-liquid transition. Nonetheless, the models typically used to incorporate the solvent details do not capture quantitatively the thermodynamic properties of real substances. It is then important to study the Brownian motion of colloids in more realistic models. To reach such goal, one first has to characterise the thermodynamic states and the microscopic features of the solvent. Hence, in this contribution, we have investigated the coexistence densities of a core-softened potential in two- and three-dimensions, whose potential parameters are able to capture some anomalies of water. We show that in the two-dimensional case, the potential model exhibits, besides the normal vapour-liquid coexistence region, additional liquid-liquid coexistence densities. We particularly focus our attention to the structural properties and the dynamical behaviour of the solvent around the liquid-liquid critical point and assess the differences with the three-dimensional case. PMID:27232761

  9. Stochastic transition model for pedestrian dynamics

    CERN Document Server

    Schultz, Michael

    2012-01-01

    The proposed stochastic model for pedestrian dynamics is based on existing approaches using cellular automata, combined with substantial extensions, to compensate the deficiencies resulting of the discrete grid structure. This agent motion model is extended by both a grid-based path planning and mid-range agent interaction component. The stochastic model proves its capabilities for a quantitative reproduction of the characteristic shape of the common fundamental diagram of pedestrian dynamics. Moreover, effects of self-organizing behavior are successfully reproduced. The stochastic cellular automata approach is found to be adequate with respect to uncertainties in human motion patterns, a feature previously held by artificial noise terms alone.

  10. Cellular automata modeling of pedestrian's crossing dynamics

    Institute of Scientific and Technical Information of China (English)

    张晋; 王慧; 李平

    2004-01-01

    Cellular automata modeling techniques and the characteristics of mixed traffic flow were used to derive the 2-dimensional model presented here for simulation of pedestrian's crossing dynamics.A conception of "stop point" is introduced to deal with traffic obstacles and resolve conflicts among pedestrians or between pedestrians and the other vehicles on the crosswalk.The model can be easily extended,is very efficient for simulation of pedestrian's crossing dynamics,can be integrated into traffic simulation software,and has been proved feasible by simulation experiments.

  11. A stochastic evolutionary model for survival dynamics

    CERN Document Server

    Fenner, Trevor; Loizou, George

    2014-01-01

    The recent interest in human dynamics has led researchers to investigate the stochastic processes that explain human behaviour in different contexts. Here we propose a generative model to capture the essential dynamics of survival analysis, traditionally employed in clinical trials and reliability analysis in engineering. In our model, the only implicit assumption made is that the longer an actor has been in the system, the more likely it is to have failed. We derive a power-law distribution for the process and provide preliminary empirical evidence for the validity of the model from two well-known survival analysis data sets.

  12. Identification of Dynamic Stochastic General Equilibrium Models

    OpenAIRE

    Morris, Stephen David

    2014-01-01

    The dissertation "Identification of Dynamic Stochastic General Equilibrium Models" by Stephen David Morris is divided into three chapters. The first chapter considers the statistical implications of common identifying restrictions for DSGE models. The second chapter considers the implications of identification failure for Bayesian estimators. The third chapter considers how identification of nonlinear solutions compares with that of linear solutions

  13. Dynamic spatial panels : models, methods, and inferences

    NARCIS (Netherlands)

    Elhorst, J. Paul

    2012-01-01

    This paper provides a survey of the existing literature on the specification and estimation of dynamic spatial panel data models, a collection of models for spatial panels extended to include one or more of the following variables and/or error terms: a dependent variable lagged in time, a dependent

  14. Spatial Pattern Dynamics in Aquatic Ecosystem Modelling

    NARCIS (Netherlands)

    Hong Li

    2009-01-01

    In this thesis, several modelling approaches are explored to represent spatial pattern dynamics of aquatic populations in aquatic ecosystems by the combination of models, knowledge and data in different scales. It is shown that including spatially distributed inputs retrieved from Remote Sensing i

  15. Concept-Oriented Modeling of Dynamic Behavior

    NARCIS (Netherlands)

    Breedveld, P.C.; Borutzky, Wolfgang

    2011-01-01

    This chapter introduces the reader to the concept-oriented approach to modeling that clearly separates ideal concepts from the physical components of a system when modeling its dynamic behavior for a specific problem context. This is done from a port-based point of view for which the domain-independ

  16. 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.

  17. Cosmological model with dynamical curvature

    CERN Document Server

    Stichel, Peter C

    2016-01-01

    We generalize the recently introduced relativistic Lagrangian darkon fluid model (EPJ C (2015) 75:9) by starting with a self-gravitating geodesic fluid whose energy-momentum tensor is dust-like with a nontrivial energy flow. The corresponding covariant propagation and constraint equations are considered in a shear-free nonrelativistic limit whose analytic solutions determine the 1st-order relativistic correction to the spatial curvature. This leads to a cosmological model where the accelerated expansion of the Universe is driven by a time-dependent spatial curvature without the need for introducing any kind of dark energy. We derive the differential equation to be satisfied by the area distance for this model.

  18. Maximum likelihood drift estimation for the mixing of two fractional Brownian motions

    OpenAIRE

    Mishura, Yuliya

    2015-01-01

    We construct the maximum likelihood estimator (MLE) of the unknown drift parameter $\\theta\\in \\mathbb{R}$ in the linear model $X_t=\\theta t+\\sigma B^{H_1}(t)+B^{H_2}(t),\\;t\\in[0,T],$ where $B^{H_1}$ and $B^{H_2}$ are two independent fractional Brownian motions with Hurst indices $\\frac12

  19. Random variables as pathwise integrals with respect to fractional Brownian motion

    CERN Document Server

    Mishura, Yuliya; Valkeila, Esko

    2011-01-01

    We show that a pathwise stochastic integral with respect to fractional Brownian motion with an adapted integrand $g$ can have any prescribed distribution, moreover, we give both necessary and sufficient conditions when random variables can be represented in this form. We also prove that any random variable is a value of such integral in some improper sense. We discuss some applications of these results, in particular, to fractional Black--Scholes model of financial market.

  20. A dynamical model for the Utricularia trap

    Science.gov (United States)

    Llorens, Coraline; Argentina, Médéric; Bouret, Yann; Marmottant, Philippe; Vincent, Olivier

    2012-01-01

    We propose a model that captures the dynamics of a carnivorous plant, Utricularia inflata. This plant possesses tiny traps for capturing small aquatic animals. Glands pump water out of the trap, yielding a negative pressure difference between the plant and its surroundings. The trap door is set into a meta-stable state and opens quickly as an extra pressure is generated by the displacement of a potential prey. As the door opens, the pressure difference sucks the animal into the trap. We write an ODE model that captures all the physics at play. We show that the dynamics of the plant is quite similar to neuronal dynamics and we analyse the effect of a white noise on the dynamics of the trap. PMID:22859569

  1. Adaptation dynamics of the quasispecies model

    Indian Academy of Sciences (India)

    Kavita Jain

    2008-08-01

    We study the adaptation dynamics of an initially maladapted population evolving via the elementary processes of mutation and selection. The evolution occurs on rugged fitness landscapes which are defined on the multi-dimensional genotypic space and have many local peaks separated by low fitness valleys. We mainly focus on the Eigen’s model that describes the deterministic dynamics of an infinite number of self-replicating molecules. In the stationary state, for small mutation rates such a population forms a quasispecies which consists of the fittest genotype and its closely related mutants. The quasispecies dynamics on rugged fitness landscape follow a punctuated (or step-like) pattern in which a population jumps from a low fitness peak to a higher one, stays there for a considerable time before shifting the peak again and eventually reaches the global maximum of the fitness landscape. We calculate exactly several properties of this dynamical process within a simplified version of the quasispecies model.

  2. Dynamics of the supermarket model

    CERN Document Server

    MacPhee, I M; Vachkovskaia, M

    2010-01-01

    We consider the long term behaviour of a Markov chain \\xi(t) on \\Z^N based on the N station supermarket model. Different routing policies for the supermarket model give different Markov chains. We show that for a general class of local routing policies, "join the least weighted queue" (JLW), the N one-dimensional components \\xi_i(t) can be partitioned into disjoint clusters C_k. Within each cluster C_k the "speed" of each component \\xi_j converges to a constant V_k and under certain conditions \\xi is recurrent in shape on each cluster. To establish these results we have assembled methods from two distinct areas of mathematics, semi-martingale techniques used for showing stability of Markov chains together with the theory of optimal flows in networks. As corollaries to our main result we obtain the stability classification of the supermarket model under any JLW policy and can explicitly compute the C_k and V_k for any instance of the model and specific JLW policy.

  3. Dynamical Modeling of Surface Tension

    Science.gov (United States)

    Brackbill, Jeremiah U.; Kothe, Douglas B.

    1996-01-01

    In a recent review it is said that free-surface flows 'represent some of the difficult remaining challenges in computational fluid dynamics'. There has been progress with the development of new approaches to treating interfaces, such as the level-set method and the improvement of older methods such as the VOF method. A common theme of many of the new developments has been the regularization of discontinuities at the interface. One example of this approach is the continuum surface force (CSF) formulation for surface tension, which replaces the surface stress given by Laplace's equation by an equivalent volume force. Here, we describe how CSF formulation might be made more useful. Specifically, we consider a derivation of the CSF equations from a minimization of surface energy as outlined by Jacqmin (1996). This reformulation suggests that if one eliminates the computation of curvature in terms of a unit normal vector, parasitic currents may be eliminated. For this reformulation to work, it is necessary that transition region thickness be controlled. Various means for this, in addition to the one discussed by Jacqmin (1996), are discussed.

  4. Modeling of Dynamic FRC Formation

    Science.gov (United States)

    Mok, Yung; Barnes, Dan; Dettrick, Sean

    2010-11-01

    We have developed a 2-D resistive MHD code, Lamy Ridge, to simulate the entire FRC formation process in Tri Alpha's C2 device, including initial formation, translation, merging and settling into equilibrium. Two FRC's can be created simultaneously, and then translated toward each other so that they merge into a single FRC. The code couples the external circuits around the formation tubes to the partially ionized plasma inside. Plasma and neutral gas are treated as two fluids. Dynamic and energetic equations, which take into account ionization and charge exchange, are solved in a time advance manner. The geometric shape of the vessel is specified by a set of inputs that defines the boundaries, which are handled by a cut-cell algorithm in the code. Multiple external circuits and field coils can be easily added, removed or relocated through individual inputs. The design of the code is modular and flexible so that it can be applied to future devices. The results of the code are in reasonable agreement with experimental measurements on the C2 device.

  5. Dispersive models describing mosquitoes’ population dynamics

    Science.gov (United States)

    Yamashita, W. M. S.; Takahashi, L. T.; Chapiro, G.

    2016-08-01

    The global incidences of dengue and, more recently, zica virus have increased the interest in studying and understanding the mosquito population dynamics. Understanding this dynamics is important for public health in countries where climatic and environmental conditions are favorable for the propagation of these diseases. This work is based on the study of nonlinear mathematical models dealing with the life cycle of the dengue mosquito using partial differential equations. We investigate the existence of traveling wave solutions using semi-analytical method combining dynamical systems techniques and numerical integration. Obtained solutions are validated through numerical simulations using finite difference schemes.

  6. Induction generator models in dynamic simulation tools

    DEFF Research Database (Denmark)

    Knudsen, Hans; Akhmatov, Vladislav

    1999-01-01

    found to be possible to include a transient model in dynamic stability tools and, then, obtain correct results also in dynamic tools. The representation of the rotating system influences on the voltage recovery shape which is an important observation in case of windmills, where a heavy mill is connected......For AC network with large amount of induction generators (windmills) the paper demonstrates a significant discrepancy in the simulated voltage recovery after fault in weak networks when comparing dynamic and transient stability descriptions and the reasons of discrepancies are explained. It is...

  7. Modeling the Dynamics of Compromised Networks

    Energy Technology Data Exchange (ETDEWEB)

    Soper, B; Merl, D M

    2011-09-12

    Accurate predictive models of compromised networks would contribute greatly to improving the effectiveness and efficiency of the detection and control of network attacks. Compartmental epidemiological models have been applied to modeling attack vectors such as viruses and worms. We extend the application of these models to capture a wider class of dynamics applicable to cyber security. By making basic assumptions regarding network topology we use multi-group epidemiological models and reaction rate kinetics to model the stochastic evolution of a compromised network. The Gillespie Algorithm is used to run simulations under a worst case scenario in which the intruder follows the basic connection rates of network traffic as a method of obfuscation.

  8. Parameter Estimation for Generalized Brownian Motion with Autoregressive Increments

    CERN Document Server

    Fendick, Kerry

    2011-01-01

    This paper develops methods for estimating parameters for a generalization of Brownian motion with autoregressive increments called a Brownian ray with drift. We show that a superposition of Brownian rays with drift depends on three types of parameters - a drift coefficient, autoregressive coefficients, and volatility matrix elements, and we introduce methods for estimating each of these types of parameters using multidimensional times series data. We also cover parameter estimation in the contexts of two applications of Brownian rays in the financial sphere: queuing analysis and option valuation. For queuing analysis, we show how samples of queue lengths can be used to estimate the conditional expectation functions for the length of the queue and for increments in its net input and lost potential output. For option valuation, we show how the Black-Scholes-Merton formula depends on the price of the security on which the option is written through estimates not only of its volatility, but also of a coefficient ...

  9. Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions

    Directory of Open Access Journals (Sweden)

    Pengju Duan

    2013-01-01

    Full Text Available This paper deals with a new class of reflected backward stochastic differential equations driven by countable Brownian motions. The existence and uniqueness of the RBSDEs are obtained via Snell envelope and fixed point theorem.

  10. A dynamic model of commutes

    OpenAIRE

    Vlist, van der, Kevin; Rouwendal, J.

    2002-01-01

    This paper studies the interaction between commuting, job mobility, and housing mobility. Many conventional models assume that the employment location has priority over the residential location and that the latter is adapted to the former. This implies that commutes which start with a job change will often be short lived because of a change in residential location that soon follows. It is also often supposed that the change in residential location is made with the intention to avoid long comm...

  11. Brownian Motion on a Sphere: Distribution of Solid Angles

    OpenAIRE

    Krishna, M. M. G.; Samuel, Joseph; Sinha, Supurna

    2000-01-01

    We study the diffusion of Brownian particles on the surface of a sphere and compute the distribution of solid angles enclosed by the diffusing particles. This function describes the distribution of geometric phases in two state quantum systems (or polarised light) undergoing random evolution. Our results are also relevant to recent experiments which observe the Brownian motion of molecules on curved surfaces like micelles and biological membranes. Our theoretical analysis agrees well with the...

  12. Brownian motion and gambling: from ratchets to paradoxical games

    CERN Document Server

    Parrondo, J M R

    2014-01-01

    Two losing gambling games, when alternated in a periodic or random fashion, can produce a winning game. This paradox has been inspired by certain physical systems capable of rectifying fluctuations: the so-called Brownian ratchets. In this paper we review this paradox, from Brownian ratchets to the most recent studies on collective games, providing some intuitive explanations of the unexpected phenomena that we will find along the way.

  13. Symmetry Relations for Trajectories of a Brownian Motor

    OpenAIRE

    Astumian, R. Dean

    2007-01-01

    A Brownian Motor is a nanoscale or molecular device that combines the effects of thermal noise, spatial or temporal asymmetry, and directionless input energy to drive directed motion. Because of the input energy, Brownian motors function away from thermodynamic equilibrium and concepts such as linear response theory, fluctuation dissipation relations, and detailed balance do not apply. The {\\em generalized} fluctuation-dissipation relation, however, states that even under strongly thermodynam...

  14. The Stochastic Dynamics of Epidemic Models

    OpenAIRE

    Black, Andrew James

    2010-01-01

    This thesis is concerned with quantifying the dynamical role of stochasticity in models of recurrent epidemics. Although the simulation of stochastic models can accurately capture the qualitative epidemic patterns of childhood diseases, there is still considerable discussion concerning the basic mechanisms generating these patterns. The novel aspect of this thesis is the use of analytic methods to quantify the results from simulations. All the models are formulated as continuous time Markov ...

  15. Feature Extraction for Structural Dynamics Model Validation

    Energy Technology Data Exchange (ETDEWEB)

    Farrar, Charles [Los Alamos National Laboratory; Nishio, Mayuko [Yokohama University; Hemez, Francois [Los Alamos National Laboratory; Stull, Chris [Los Alamos National Laboratory; Park, Gyuhae [Chonnam Univesity; Cornwell, Phil [Rose-Hulman Institute of Technology; Figueiredo, Eloi [Universidade Lusófona; Luscher, D. J. [Los Alamos National Laboratory; Worden, Keith [University of Sheffield

    2016-01-13

    As structural dynamics becomes increasingly non-modal, stochastic and nonlinear, finite element model-updating technology must adopt the broader notions of model validation and uncertainty quantification. For example, particular re-sampling procedures must be implemented to propagate uncertainty through a forward calculation, and non-modal features must be defined to analyze nonlinear data sets. The latter topic is the focus of this report, but first, some more general comments regarding the concept of model validation will be discussed.

  16. Dynamic Model Identification for Industrial Robots

    Directory of Open Access Journals (Sweden)

    Ngoc Dung Vuong

    2009-12-01

    Full Text Available In this paper, a systematic procedure for identifying the dynamics of industrialrobots is presented. Since joint friction can be highly nonlinearwith time varyingcharacteristics in the low speed region,a simple and yet effective scheme has been used toidentify the boundary velocity that separates this “dynamic” friction region from its staticregion. The robot’s dynamic model is then identified in this static region, where thenonlinnear friction model is reduced to the linear-in-parameter form. To overcome thedrawbacks of the least squares estimator, which does not take in any constraints, anonlinear optimization problem is formulated to guarantee the physical feasibility of theidentified parameters. The proposed procedure has been demonstrated on the first fourlinks of the Mitsubishi PA10 manipulator, an improved dynamic model was obtained andthe the effectiveness of the proposed identification procedure is demonstrated.

  17. A Dynamic Model for Energy Structure Analysis

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    Energy structure is a complicated system concerning economic development, natural resources, technological innovation, ecological balance, social progress and many other elements. It is not easy to explain clearly the developmental mechanism of an energy system and the mutual relations between the energy system and its related environments by the traditional methods. It is necessary to develop a suitable dynamic model, which can reflect the dynamic characteristics and the mutual relations of the energy system and its related environments. In this paper, the historical development of China's energy structure was analyzed. A new quantitative analysis model was developed based on system dynamics principles through analysis of energy resources, and the production and consumption of energy in China and comparison with the world. Finally, this model was used to predict China's future energy structures under different conditions.

  18. Exact analytical solutions to the master equation of quantum Brownian motion for a general environment

    CERN Document Server

    Fleming, C H; Hu, B L

    2010-01-01

    We revisit the model of a quantum Brownian oscillator linearly coupled to an environment of quantum oscillators at finite temperature. By introducing a compact and particularly well-suited formulation, we give a rather quick and direct derivation of the master equation and its solutions for general spectral functions and arbitrary temperatures. The flexibility of our approach allows for an immediate generalization to cases with an external force and with an arbitrary number of Brownian oscillators. More importantly, we point out an important mathematical subtlety concerning boundary-value problems for integro-differential equations which led to incorrect master equation coefficients and impacts on the description of nonlocal dissipation effects in all earlier derivations. Furthermore, we provide explicit, exact analytical results for the master equation coefficients and its solutions in a wide variety of cases, including ohmic, sub-ohmic and supra-ohmic environments with a finite cut-off.

  19. Characterization of turbulence stability through the identification of multifractional Brownian motions

    Science.gov (United States)

    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.

  20. Characterization of turbulence stability through the identification of multifractional Brownian motions

    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.

  1. Dynamic modeling of solar dynamic components and systems

    Science.gov (United States)

    Hochstein, John I.; Korakianitis, T.

    1992-09-01

    The purpose of this grant was to support NASA in modeling efforts to predict the transient dynamic and thermodynamic response of the space station solar dynamic power generation system. In order to meet the initial schedule requirement of providing results in time to support installation of the system as part of the initial phase of space station, early efforts were executed with alacrity and often in parallel. Initially, methods to predict the transient response of a Rankine as well as a Brayton cycle were developed. Review of preliminary design concepts led NASA to select a regenerative gas-turbine cycle using a helium-xenon mixture as the working fluid and, from that point forward, the modeling effort focused exclusively on that system. Although initial project planning called for a three year period of performance, revised NASA schedules moved system installation to later and later phases of station deployment. Eventually, NASA selected to halt development of the solar dynamic power generation system for space station and to reduce support for this project to two-thirds of the original level.

  2. Record Dynamics and the Parking Lot Model for granular dynamics

    Science.gov (United States)

    Sibani, Paolo; Boettcher, Stefan

    Also known for its application to granular compaction (E. Ben-Naim et al., Physica D, 1998), the Parking Lot Model (PLM) describes the random parking of identical cars in a strip with no marked bays. In the thermally activated version considered, cars can be removed at an energy cost and, in thermal equilibrium, their average density increases as temperature decreases. However, equilibration at high density becomes exceedingly slow and the system enters an aging regime induced by a kinematic constraint, the fact that parked cars may not overlap. As parking an extra car reduces the available free space,the next parking event is even harder to achieve. Records in the number of parked cars mark the salient features of the dynamics and are shown to be well described by the log-Poisson statistics known from other glassy systems with record dynamics. Clusters of cars whose positions must be rearranged to make the next insertion possible have a length scale which grows logarithmically with age, while their life-time grows exponentially with size. The implications for a recent cluster model of colloidal dynamics,(S. Boettcher and P. Sibani, J. Phys.: Cond. Matter, 2011 N. Becker et al., J. Phys.: Cond. Matter, 2014) are discussed. Support rom the Villum Foundation is gratefully acknowledged.

  3. Dynamical Model of Weak Pion Production Reactions

    CERN Document Server

    Sato, T; Lee, T S H

    2003-01-01

    The dynamical model of pion electroproduction has been extended to investigate the weak pion production reactions. The predicted cross sections of neutrino-induced pion production reactions are in good agreement with the existing data. We show that the renormalized(dressed) axial N-$\\Delta$ form factor contains large dynamical pion cloud effects and this renormalization effects are crucial in getting agreement with the data. We conclude that the N-$\\Delta$ transitions predicted by the constituent quark model are consistent with the existing neutrino induced pion production data in the $\\Delta$ region.

  4. Efficient dynamic models of tensegrity systems

    Science.gov (United States)

    Skelton, Robert

    2009-03-01

    The multi-body dynamics appear in a new form, as a matrix differential equation, rather than the traditional vector differential equation. The model has a constant mass matrix, and the equations are non-minimal. A specific focus of this paper is tensegrity systems. A tensegrity system requires prestress for stabilization of the configuration of rigid bodies and tensile members. This paper provides an efficient model for both static and dynamic behavior of such systems, specialized for the case when the rigid bodies are axi-symmetric rods.

  5. Modeling the dynamics of dissent

    CERN Document Server

    Lee, Eun; Lee, Sang Hoon

    2016-01-01

    We investigate opinion formation against authority in an authoritarian society composed of agents with different levels of authority. We explore a (symbolically) "right" opinion, held by lower-ranking, obedient, less authoritative people, spreading in an environment of a "wrong" opinion held by authoritative leaders. The mental picture would be that of a corrupt society where the ruled people revolts against authority, but it could be argued to hold in more general situations. In our model, agents can change their opinion depending on the relative authority to their neighbors and their own confidence level. In addition, with a certain probability, agents can override the authority to take the right opinion of a neighbor. Based on analytic derivation and numerical simulations, we observe that both the network structure and heterogeneity in authority, and their correlation significantly affect the possibility of the right opinion to spread in the population. In particular, the right opinion is suppressed when t...

  6. Modelling environmental dynamics. Advances in goematic solutions

    Energy Technology Data Exchange (ETDEWEB)

    Paegelow, Martin [Toulouse-2 Univ., 31 (France). GEODE UMR 5602 CNRS; Camacho Olmedo, Maria Teresa (eds.) [Granada Univ (Spain). Dpto. de Analisis Geografico Regional y Geografia Fisica

    2008-07-01

    Modelling environmental dynamics is critical to understanding and predicting the evolution of the environment in response to the large number of influences including urbanisation, climate change and deforestation. Simulation and modelling provide support for decision making in environmental management. The first chapter introduces terminology and provides an overview of methodological modelling approaches which may be applied to environmental and complex dynamics. Based on this introduction this book illustrates various models applied to a large variety of themes: deforestation in tropical regions, fire risk, natural reforestation in European mountains, agriculture, biodiversity, urbanism, climate change and land management for decision support, etc. These case studies, provided by a large international spectrum of researchers and presented in a uniform structure, focus particularly on methods and model validation so that this book is not only aimed at researchers and graduates but also at professionals. (orig.)

  7. On two-dimensional fractional Brownian motion and fractional Brownian random field

    OpenAIRE

    Qian, Hong; Raymond, Gary M.; Bassingthwaighte, James B.

    1998-01-01

    As a generalization of one-dimensional fractional Brownian motion (1dfBm), we introduce a class of two-dimensional, self-similar, strongly correlated random walks whose variance scales with power law N2H (0 < H < 1). We report analytical results on the statistical size and shape, and segment distribution of its trajectory in the limit of large N. The relevance of these results to polymer theory is discussed. We also study the basic properties of a second generalization of 1dfBm, the two-dimen...

  8. Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations

    Institute of Scientific and Technical Information of China (English)

    PENG ShiGe

    2009-01-01

    This is a survey on normal distributions and the related central limit theorem under sublinear expectation. We also present Brownian motion under sublinear expectations and the related stochastic calculus of Ito's type. The results provide new and robust tools for the problem of probability model uncertainty arising in financial risk, statistics and other industrial problems.

  9. Survey on normal distributions,central limit theorem,Brownian motion and the related stochastic calculus under sublinear expectations

    Institute of Scientific and Technical Information of China (English)

    2009-01-01

    This is a survey on normal distributions and the related central limit theorem under sublinear expectation.We also present Brownian motion under sublinear expectations and the related stochastic calculus of It?’s type.The results provide new and robust tools for the problem of probability model uncertainty arising in financial risk,statistics and other industrial problems.

  10. Brownian dipole rotator in alternating electric field

    Science.gov (United States)

    Rozenbaum, V. M.; Vovchenko, O. Ye.; Korochkova, T. Ye.

    2008-06-01

    The study addresses the azimuthal jumping motion of an adsorbed polar molecule in a periodic n -well potential under the action of an external alternating electric field. Starting from the perturbation theory of the Pauli equation with respect to the weak field intensity, explicit analytical expressions have been derived for the time dependence of the average dipole moment as well as the frequency dependences of polarizability and the average angular velocity, the three quantities exhibiting conspicuous stochastic resonance. As shown, unidirectional rotation can arise only provided simultaneous modulation of the minima and maxima of the potential by an external alternating field. For a symmetric potential of hindered rotation, the average angular velocity, if calculated by the second-order perturbation theory with respect to the field intensity, has a nonzero value only at n=2 , i.e., when two azimuthal wells specify a selected axis in the system. Particular consideration is given to the effect caused by the asymmetry of the two-well potential on the dielectric loss spectrum and other Brownian motion parameters. When the asymmetric potential in a system of dipole rotators arises from the average local fields induced by an orientational phase transition, the characteristics concerned show certain peculiarities which enable detection of the phase transition and determination of its parameters.

  11. Engineered swift equilibration of a Brownian particle

    Science.gov (United States)

    Martínez, Ignacio A.; Petrosyan, Artyom; Guéry-Odelin, David; Trizac, Emmanuel; Ciliberto, Sergio

    2016-09-01

    A fundamental and intrinsic property of any device or natural system is its relaxation time τrelax, which is the time it takes to return to equilibrium after the sudden change of a control parameter. Reducing τrelax is frequently necessary, and is often obtained by a complex feedback process. To overcome the limitations of such an approach, alternative methods based on suitable driving protocols have been recently demonstrated, for isolated quantum and classical systems. Their extension to open systems in contact with a thermostat is a stumbling block for applications. Here, we design a protocol, named Engineered Swift Equilibration (ESE), that shortcuts time-consuming relaxations, and we apply it to a Brownian particle trapped in an optical potential whose properties can be controlled in time. We implement the process experimentally, showing that it allows the system to reach equilibrium 100 times faster than the natural equilibration rate. We also estimate the increase of the dissipated energy needed to get such a time reduction. The method paves the way for applications in micro- and nano-devices, where the reduction of operation time represents as substantial a challenge as miniaturization.

  12. Brownian dipole rotator in alternating electric field.

    Science.gov (United States)

    Rozenbaum, V M; Vovchenko, O Ye; Korochkova, T Ye

    2008-06-01

    The study addresses the azimuthal jumping motion of an adsorbed polar molecule in a periodic n -well potential under the action of an external alternating electric field. Starting from the perturbation theory of the Pauli equation with respect to the weak field intensity, explicit analytical expressions have been derived for the time dependence of the average dipole moment as well as the frequency dependences of polarizability and the average angular velocity, the three quantities exhibiting conspicuous stochastic resonance. As shown, unidirectional rotation can arise only provided simultaneous modulation of the minima and maxima of the potential by an external alternating field. For a symmetric potential of hindered rotation, the average angular velocity, if calculated by the second-order perturbation theory with respect to the field intensity, has a nonzero value only at n=2 , i.e., when two azimuthal wells specify a selected axis in the system. Particular consideration is given to the effect caused by the asymmetry of the two-well potential on the dielectric loss spectrum and other Brownian motion parameters. When the asymmetric potential in a system of dipole rotators arises from the average local fields induced by an orientational phase transition, the characteristics concerned show certain peculiarities which enable detection of the phase transition and determination of its parameters. PMID:18643221

  13. Dynamics models of soil organic carbon

    Institute of Scientific and Technical Information of China (English)

    YANGLi-xia; PANJian-jun

    2003-01-01

    As the largest pool of terrestrial organic carbon, soils interact strongly with atmosphere composition, climate, and land change. Soil organic carbon dynamics in ecosystem plays a great role in global carbon cycle and global change. With development of mathematical models that simulate changes in soil organic carbon, there have been considerable advances in understanding soil organic carbon dynamics. This paper mainly reviewed the composition of soil organic matter and its influenced factors, and recommended some soil organic matter models worldwide. Based on the analyses of the developed results at home and abroad, it is suggested that future soil organic matter models should be developed toward based-process models, and not always empirical ones. The models are able to reveal their interaction between soil carbon systems, climate and land cover by technique and methods of GIS (Geographical Information System) and RS (Remote Sensing). These models should be developed at a global scale, in dynamically describing the spatial and temporal changes of soil organic matter cycle. Meanwhile, the further researches on models should be strengthen for providing theory basis and foundation in making policy of green house gas emission in China.

  14. HVDC dynamic modelling for small signal analysis

    Energy Technology Data Exchange (ETDEWEB)

    Yang, X.; Chen, C. [Shanghai Jiaotong Univ. (China). Dept. of Electrical Engineering

    2004-11-01

    The conventional quasi-steady model of HVDC is not able to describe the dynamic switching behaviour of HVDC converters. By means of the sampled-data modelling approach, a linear time-invariant (LTI) small-signal dynamic model is developed for the HVDC main circuit in the synchronous rotating d-q reference frame. The linearised model is validated by time-domain simulation, and it can be seen that the model represents the dynamic response of the static switching circuits to perturbations in operating points. The model is valid for analysing oscillations including high frequency modes such as subsynchronous oscillation (SSO) and high frequency instability. The model is applied in two cases: (i) SSO analysis where the results are compared with the quasi-steady approach that has shown its validation for normal SSO analysis; (ii) high frequency eigenvalue analysis for HVDC benchmark system in which the results of root locus analysis and simulation shows that increased gain of rectifier DC PI controller may result in high-frequency oscillatory instability. (author)

  15. Knowledge Map: Mathematical Model and Dynamic Behaviors

    Institute of Scientific and Technical Information of China (English)

    Hai Zhuge; Xiang-Feng Luo

    2005-01-01

    Knowledge representation and reasoning is a key issue of the Knowledge Grid. This paper proposes a Knowledge Map (KM) model for representing and reasoning causal knowledge as an overlay in the Knowledge Grid. It extends Fuzzy Cognitive Maps (FCMs) to represent and reason not only simple cause-effect relations, but also time-delay causal relations, conditional probabilistic causal relations and sequential relations. The mathematical model and dynamic behaviors of KM are presented. Experiments show that, under certain conditions, the dynamic behaviors of KM can translate between different states. Knowing this condition, experts can control or modify the constructed KM while its dynamic behaviors do not accord with their expectation. Simulations and applications show that KM is more powerful and natural than FCM in emulating real world.

  16. Polarizable protein model for Dissipative Particle Dynamics

    Science.gov (United States)

    Peter, Emanuel; Lykov, Kirill; Pivkin, Igor

    2015-11-01

    In this talk, we present a novel polarizable protein model for the Dissipative Particle Dynamics (DPD) simulation technique, a coarse-grained particle-based method widely used in modeling of fluid systems at the mesoscale. We employ long-range electrostatics and Drude oscillators in combination with a newly developed polarizable water model. The protein in our model is resembled by a polarizable backbone and a simplified representation of the sidechains. We define the model parameters using the experimental structures of 2 proteins: TrpZip2 and TrpCage. We validate the model on folding of five other proteins and demonstrate that it successfully predicts folding of these proteins into their native conformations. As a perspective of this model, we will give a short outlook on simulations of protein aggregation in the bulk and near a model membrane, a relevant process in several Amyloid diseases, e.g. Alzheimer's and Diabetes II.

  17. System and mathematical modeling of quadrotor dynamics

    Science.gov (United States)

    Goodman, Jacob M.; Kim, Jinho; Gadsden, S. Andrew; Wilkerson, Stephen A.

    2015-05-01

    Unmanned aerial systems (UAS) are becoming increasingly visible in our daily lives; and range in operation from search and rescue, monitoring hazardous environments, and to the delivery of goods. One of the most popular UAS are based on a quad-rotor design. These are typically small devices that rely on four propellers for lift and movement. Quad-rotors are inherently unstable, and rely on advanced control methodologies to keep them operating safely and behaving in a predictable and desirable manner. The control of these devices can be enhanced and improved by making use of an accurate dynamic model. In this paper, we examine a simple quadrotor model, and note some of the additional dynamic considerations that were left out. We then compare simulation results of the simple model with that of another comprehensive model.

  18. Human Muscle Fatigue Model in Dynamic Motions

    CERN Document Server

    Ma, Ruina; Bennis, Fouad; Ma, Liang

    2012-01-01

    Human muscle fatigue is considered to be one of the main reasons for Musculoskeletal Disorder (MSD). Recent models have been introduced to define muscle fatigue for static postures. However, the main drawbacks of these models are that the dynamic effect of the human and the external load are not taken into account. In this paper, each human joint is assumed to be controlled by two muscle groups to generate motions such as push/pull. The joint torques are computed using Lagrange's formulation to evaluate the dynamic factors of the muscle fatigue model. An experiment is defined to validate this assumption and the result for one person confirms its feasibility. The evaluation of this model can predict the fatigue and MSD risk in industry production quickly.

  19. Dynamic Modeling of the Electric Transportation Network

    CERN Document Server

    Scir`e, A; Eguiluz, V M; Scir\\`{e}, Alessandro; Tuval, Id\\'an

    2005-01-01

    We introduce a model for the dynamic self-organization of the electric grid. The model is characterized by a conserved magnitude, energy, that can travel following the links of the network to satisfy nodes' load. The load fluctuates in time causing local overloads that drive the dynamic evolution of the network topology. Our model displays a transition from a fully connected network to a configuration with a non-trivial topology and where global failures are suppressed. The most efficient topology is characterized by an exponential degree distribution, in agreement with the topology of the real electric grid. The model intrinsically presents self-induced break-down events, which can be thought as representative of real black-outs.

  20. Contact force models for multibody dynamics

    CERN Document Server

    Flores, Paulo

    2016-01-01

    This book analyzes several compliant contact force models within the context of multibody dynamics, while also revisiting the main issues associated with fundamental contact mechanics. In particular, it presents various contact force models, from linear to nonlinear, from purely elastic to dissipative, and describes their parameters. Addressing the different numerical methods and algorithms for contact problems in multibody systems, the book describes the gross motion of multibody systems by using a two-dimensional formulation based on the absolute coordinates and employs different contact models to represent contact-impact events. Results for selected planar multibody mechanical systems are presented and utilized to discuss the main assumptions and procedures adopted throughout this work. The material provided here indicates that the prediction of the dynamic behavior of mechanical systems involving contact-impact strongly depends on the choice of contact force model. In short, the book provides a comprehens...

  1. Developmental Stages in Dynamic Plant Growth Models

    Science.gov (United States)

    Maclean, Heather; Dochain, Denis; Waters, Geoff; Stasiak, Michael; Dixon, Mike; Van Der Straeten, Dominique

    2011-09-01

    During the growth of red beet plants in a closed environment plant growth chamber, a change in metabolism was observed (decreasing photosynthetic quotient) which was not predicted by a previously developed simple dynamic model of photosynthesis and respiration reactions. The incorporation of developmental stages into the model allowed for the representation of this change in metabolism without adding unnecessary complexity. Developmental stages were implemented by dividing the model into two successive sub-models with independent yields. The transition between the phases was detected based on online measurements. Results showed an accurate prediction of carbon dioxide and oxygen fluxes.

  2. Dynamic Modeling of CDS Index Tranche Spreads

    DEFF Research Database (Denmark)

    Dorn, Jochen

    options on structured credit derivatives. With the upcoming regulation of the CDS market in perspective, the model presented here is also an attempt to face the effects on pricing approaches provoked by an eventual Clearing Chamber . It becomes also possible to calibrate Index Tranche Options with bespoke......This paper provides a Market Model which implies a dynamics for standardized CDS index tranche spreads, i.e. tranches which securitise CDS index series and dispose of predefined subordination. This model is useful for pricing options on tranches with future Issue Dates as well as for modeling...

  3. The quantum Rabi model: solution and dynamics

    CERN Document Server

    Xie, Qiongtao; Batchelor, Murray T; Lee, Chaohong

    2016-01-01

    This article presents a review of recent developments on various aspects of the quantum Rabi model. Particular emphasis is given on the exact analytic solution obtained in terms of confluent Heun functions. The analytic solutions for various generalisations of the quantum Rabi model are also discussed. Results are also reviewed on the level statistics and the dynamics of the quantum Rabi model. The article concludes with an introductory overview of several experimental realisations of the quantum Rabi model. An outlook towards future developments is also given.

  4. Modeling of Reactor Kinetics and Dynamics

    Energy Technology Data Exchange (ETDEWEB)

    Matthew Johnson; Scott Lucas; Pavel Tsvetkov

    2010-09-01

    In order to model a full fuel cycle in a nuclear reactor, it is necessary to simulate the short time-scale kinetic behavior of the reactor as well as the long time-scale dynamics that occur with fuel burnup. The former is modeled using the point kinetics equations, while the latter is modeled by coupling fuel burnup equations with the kinetics equations. When the equations are solved simultaneously with a nonlinear equation solver, the end result is a code with the unique capability of modeling transients at any time during a fuel cycle.

  5. Nearly Unbiased Estimationin Dynamic Panel Data Models

    NARCIS (Netherlands)

    M.A. Carree (Martin)

    2002-01-01

    textabstractThis paper introduces two easy to calculate estimators with desirable properties for the autoregressive parameter in dynamic panel data models. The estimators are (nearly) unbiased and perform satisfactorily even for small samples in either the time-series or cross-section dimension.

  6. Object Oriented Modelling and Dynamical Simulation

    DEFF Research Database (Denmark)

    Wagner, Falko Jens; Poulsen, Mikael Zebbelin

    1998-01-01

    This report with appendix describes the work done in master project at DTU.The goal of the project was to develop a concept for simulation of dynamical systems based on object oriented methods.The result was a library of C++-classes, for use when both building componentbased models and when...

  7. The Dynamic Mundell-Fleming Model Reconsidered

    OpenAIRE

    Kaneko, Kunihiko; 金子,邦彦

    2003-01-01

    In this paper we reconsider the dynamic Mundell-Fleming model of Sarno and Taylor (2002) by incorporating one of the recent New Keynesian ingredients. In an extended framework, we reconfirm that their results on the effects of an expansionary fiscal policy are robust. However, we also show that their results on the effects of an expansionary monetary policy should be modified.

  8. Model Of Neural Network With Creative Dynamics

    Science.gov (United States)

    Zak, Michail; Barhen, Jacob

    1993-01-01

    Paper presents analysis of mathematical model of one-neuron/one-synapse neural network featuring coupled activation and learning dynamics and parametrical periodic excitation. Demonstrates self-programming, partly random behavior of suitable designed neural network; believed to be related to spontaneity and creativity of biological neural networks.

  9. Five challenges in modelling interacting strain dynamics

    DEFF Research Database (Denmark)

    Wikramaratna, Paul S; Kurcharski, Adam; Gupta, Sunetra;

    2015-01-01

    with it many technical challenges. It is therefore hard to build models which have realistic assumptions yet are tractable. Here we outline some of the main challenges in this area. First we begin with the fundamental question of how to translate from complex small-scale dynamics within a host to useful...... accumulates over multiple exposures...

  10. A Stochastic Dynamic Model of Computer Viruses

    Directory of Open Access Journals (Sweden)

    Chunming Zhang

    2012-01-01

    Full Text Available A stochastic computer virus spread model is proposed and its dynamic behavior is fully investigated. Specifically, we prove the existence and uniqueness of positive solutions, and the stability of the virus-free equilibrium and viral equilibrium by constructing Lyapunov functions and applying Ito's formula. Some numerical simulations are finally given to illustrate our main results.

  11. A Probit Model of Choice Dynamics

    OpenAIRE

    Purushottam Papatla; Lakshman Krishnamurthi

    1992-01-01

    There are many products which are repeatedly purchased by consumers. In such cases it is likely that choice history, that is the sequence of choices made in the past, as well as marketing variables affect subsequent choice decisions. Attempts to model the effects of choice history have been generally based on the inclusion of variables that represent brand loyalty and/or variety seeking behavior. In this paper we present a model of dynamic choice behavior which is more general and incorporate...

  12. Modeling of Carrier Dynamics in Electroabsorption Modulators

    OpenAIRE

    Højfeldt, Sune; Mørk, Jesper; Bischoff, Svend

    2002-01-01

    This thesis is concerned with modeling of electroabsorption modulators. Electroabsorption modulators are expected to play an important role both in the coming 40-Gbit/s optical communication systems and in next-generation, all-optical communication systems. Understanding the dynamics in electroabsorption modulators will help to support the development of high-såpeed components tailored for specific functionalities. We present modeling of all-optical functionalities realized with electroabsorp...

  13. Rupture dynamics in model polymer systems.

    Science.gov (United States)

    Borah, Rupam; Debnath, Pallavi

    2016-05-11

    In this paper we explore the rupture dynamics of a model polymer system to capture the microscopic mechanism during relative motion of surfaces at the single polymer level. Our model is similar to the model for friction introduced by Filippov, Klafter, and Urbakh [Filippov et al., Phys. Rev. Lett., 2004, 92, 135503]; but with an important generalization to a flexible transducer (modelled as a bead spring polymer) which is attached to a fixed rigid planar substrate by interconnecting bonds (modelled as harmonic springs), and pulled by a constant force FT. Bonds are allowed to rupture stochastically. The model is simulated, and the results for a certain set of parameters exhibit a sequential rupture mechanism resulting in rupture fronts. A mean field formalism is developed to study these rupture fronts and the possible propagating solutions for the coupled bead and bond dynamics, where the coupling excludes an exact analytical treatment. Numerical solutions to mean field equations are obtained by standard numerical techniques, and they agree well with the simulation results which show sequential rupture. Within a travelling wave formalism based on the Tanh method, we show that the velocity of the rupture front can be obtained in closed form. The derived expression for the rupture front velocity gives good agreement with the stochastic and mean field results, when the rupture is sequential, while propagating solutions for bead and bond dynamics are shown to agree under certain conditions. PMID:27087684

  14. Mineral vein dynamics modeling (FRACS). Phase 1

    Energy Technology Data Exchange (ETDEWEB)

    Urai, J.; Virgo, S.; Arndt, M. [RWTH Aachen (Germany). Geologie-Endogene Dynamik] [and others

    2013-07-15

    The Mineral Vein Dynamics Modeling group ''FRACS'' is a team of 7 research groups from the Universities of Mainz, Aachen, Tuebingen, Karlsruhe, Bayreuth, ETH Zuerich and Glasgow working on an understanding of the dynamic development of fracturing, fluid flow and fracture sealing. World-class field laboratories, especially carbonate sequences from the Oman Mountains are studied and classified. State of the art numerical programs are written, expanded and used to simulate the dynamic interaction of fracturing, flow and resealing and the results are compared with the natural examples. Newest analytical technologies including laser scanning, high resolution X-ray microtomography, fluid inclusion and isotope analysis are performed to understand and compare the results of simulations with natural examples. A new statistical program was developed to classify the natural fracture and vein systems and compare them with dynamic numerical simulations and analytical models. The results of the first project phase are extremely promising. Most of the numerical models have been developed up to the stage where they can be used to simulate the natural examples. The models allow a definition of the first proxies for high fluid pressure and tectonic stresses. It was found out that the Oman Mountains are a complex and very dynamic system that constantly fractures and reseals from the scale of small veins up to the scale of large normal and strike slip faults. The numerical simulations also indicate that the permeability of such systems is not a constant but that the system adjusts to the driving force, for ex-ample high fluid pressure. When the system reseals fast a fluctuating behavior can be observed in the models where the system constantly fractures and reseals, which is in accordance with the observation of the natural laboratory.

  15. Escape rate of an active Brownian particle over a potential barrier.

    Science.gov (United States)

    Burada, P S; Lindner, B

    2012-03-01

    We study the dynamics of an active Brownian particle with a nonlinear friction function located in a spatial cubic potential. For strong but finite damping, the escape rate of the particle over the spatial potential barrier shows a nonmonotonic dependence on the noise intensity. We relate this behavior to the fact that the active particle escapes from a limit cycle rather than from a fixed point and that a certain amount of noise can stabilize the sojourn of the particle on this limit cycle. PMID:22587135

  16. Virial theorem for rotating self-gravitating Brownian particles and two-dimensional point vortices

    OpenAIRE

    Chavanis, Pierre-Henri

    2009-01-01

    We derive the proper form of Virial theorem for a system of rotating self-gravitating Brownian particles. We show that, in the two-dimensional case, it takes a very simple form that can be used to obtain general results about the dynamics of the system without being required to solve the Smoluchowski-Poisson system explicitly. We also develop the analogy between self-gravitating systems and two-dimensional point vortices and derive a Virial-like relation for the vortex system.

  17. Dynamic occupancy models for explicit colonization processes

    Science.gov (United States)

    Broms, Kristin M.; Hooten, Mevin B.; Johnson, Devin S.; Altwegg, Res; Conquest, Loveday

    2016-01-01

    The dynamic, multi-season occupancy model framework has become a popular tool for modeling open populations with occupancies that change over time through local colonizations and extinctions. However, few versions of the model relate these probabilities to the occupancies of neighboring sites or patches. We present a modeling framework that incorporates this information and is capable of describing a wide variety of spatiotemporal colonization and extinction processes. A key feature of the model is that it is based on a simple set of small-scale rules describing how the process evolves. The result is a dynamic process that can account for complicated large-scale features. In our model, a site is more likely to be colonized if more of its neighbors were previously occupied and if it provides more appealing environmental characteristics than its neighboring sites. Additionally, a site without occupied neighbors may also become colonized through the inclusion of a long-distance dispersal process. Although similar model specifications have been developed for epidemiological applications, ours formally accounts for detectability using the well-known occupancy modeling framework. After demonstrating the viability and potential of this new form of dynamic occupancy model in a simulation study, we use it to obtain inference for the ongoing Common Myna (Acridotheres tristis) invasion in South Africa. Our results suggest that the Common Myna continues to enlarge its distribution and its spread via short distance movement, rather than long-distance dispersal. Overall, this new modeling framework provides a powerful tool for managers examining the drivers of colonization including short- vs. long-distance dispersal, habitat quality, and distance from source populations.

  18. Direct modeling for computational fluid dynamics

    Science.gov (United States)

    Xu, Kun

    2015-06-01

    All fluid dynamic equations are valid under their modeling scales, such as the particle mean free path and mean collision time scale of the Boltzmann equation and the hydrodynamic scale of the Navier-Stokes (NS) equations. The current computational fluid dynamics (CFD) focuses on the numerical solution of partial differential equations (PDEs), and its aim is to get the accurate solution of these governing equations. Under such a CFD practice, it is hard to develop a unified scheme that covers flow physics from kinetic to hydrodynamic scales continuously because there is no such governing equation which could make a smooth transition from the Boltzmann to the NS modeling. The study of fluid dynamics needs to go beyond the traditional numerical partial differential equations. The emerging engineering applications, such as air-vehicle design for near-space flight and flow and heat transfer in micro-devices, do require further expansion of the concept of gas dynamics to a larger domain of physical reality, rather than the traditional distinguishable governing equations. At the current stage, the non-equilibrium flow physics has not yet been well explored or clearly understood due to the lack of appropriate tools. Unfortunately, under the current numerical PDE approach, it is hard to develop such a meaningful tool due to the absence of valid PDEs. In order to construct multiscale and multiphysics simulation methods similar to the modeling process of constructing the Boltzmann or the NS governing equations, the development of a numerical algorithm should be based on the first principle of physical modeling. In this paper, instead of following the traditional numerical PDE path, we introduce direct modeling as a principle for CFD algorithm development. Since all computations are conducted in a discretized space with limited cell resolution, the flow physics to be modeled has to be done in the mesh size and time step scales. Here, the CFD is more or less a direct

  19. Dynamic modeling of oil boom failure using computational fluid dynamics

    International Nuclear Information System (INIS)

    Oil retention boom failure mechanisms have been identified and studied using computational fluid dynamics (CFD), a powerful modeling tool combining fluid dynamics and mathematics with high speed computer technology. This study utilized a commercially available CFD package, 'Fluent', to simulate the oil-water flow around a barrier. 'Drainage failure', 'droplet entrainment' and 'critical accumulation' were modeled using this software. Flow characteristics were found to be different for different failure mechanisms. In the drainage failure process, the oil slick was compressed against the barrier until the slick was deep enough for the oil to leak under the barrier. During boom failure due to droplet entrainment, the oil-water interface of the oil slick was wavy and unstable. During boom failure due to critical accumulation, the oil remained a single mass and moved under the barrier readily. The most significant observation, however, was that flow patterns around barriers are modified by the presence of oil. Therefore, towing and wave-conformity tests of booms will not be meaningful unless such tests are conducted with oil present. 15 refs., 11 figs

  20. Electronic continuum model for molecular dynamics simulations.

    Science.gov (United States)

    Leontyev, I V; Stuchebrukhov, A A

    2009-02-28

    A simple model for accounting for electronic polarization in molecular dynamics (MD) simulations is discussed. In this model, called molecular dynamics electronic continuum (MDEC), the electronic polarization is treated explicitly in terms of the electronic continuum (EC) approximation, while the nuclear dynamics is described with a fixed-charge force field. In such a force-field all atomic charges are scaled to reflect the screening effect by the electronic continuum. The MDEC model is rather similar but not equivalent to the standard nonpolarizable force-fields; the differences are discussed. Of our particular interest is the calculation of the electrostatic part of solvation energy using standard nonpolarizable MD simulations. In a low-dielectric environment, such as protein, the standard MD approach produces qualitatively wrong results. The difficulty is in mistreatment of the electronic polarizability. We show how the results can be much improved using the MDEC approach. We also show how the dielectric constant of the medium obtained in a MD simulation with nonpolarizable force-field is related to the static (total) dielectric constant, which includes both the nuclear and electronic relaxation effects. Using the MDEC model, we discuss recent calculations of dielectric constants of alcohols and alkanes, and show that the MDEC results are comparable with those obtained with the polarizable Drude oscillator model. The applicability of the method to calculations of dielectric properties of proteins is discussed. PMID:19256627