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Sample records for brownian dynamics model

  1. Equilibrium stochastic dynamics of a Brownian particle in inhomogeneous space: Derivation of an alternative model

    Science.gov (United States)

    Bhattacharyay, A.

    2018-03-01

    An alternative equilibrium stochastic dynamics for a Brownian particle in inhomogeneous space is derived. Such a dynamics can model the motion of a complex molecule in its conformation space when in equilibrium with a uniform heat bath. The derivation is done by a simple generalization of the formulation due to Zwanzig for a Brownian particle in homogeneous heat bath. We show that, if the system couples to different number of bath degrees of freedom at different conformations then the alternative model gets derived. We discuss results of an experiment by Faucheux and Libchaber which probably has indicated possible limitation of the Boltzmann distribution as equilibrium distribution of a Brownian particle in inhomogeneous space and propose experimental verification of the present theory using similar methods.

  2. Modeling of rheological behavior for polymer nanocomposites via Brownian dynamic simulation

    Science.gov (United States)

    Seong, Dong Gi; Youn, Jae Ryoun; Song, Young Seok

    2016-11-01

    Reptation dynamics of the coarse-grained polymer molecular chain is investigated to predict rheological behavior of polymeric nanocomposites by applying Brownian dynamics simulation to the proposed full chain reptation model. Extensibility of polymer chain and constraint release from chain stretch or retraction are of main concern in describing the nanocomposite systems. Rheological results are well predicted by applying the improved simulation algorithm using stepwise Wiener processes. Strong shear thinning and elongational strain hardening are predicted and compared with the experimental results of polyamide 6/organoclay nanocomposites. The full chain reptation model enables us to predict dynamic motion of the polymer chain segments and understand mechanisms for characteristic rheological behaviors.

  3. Electrostatic channeling in P. falciparum DHFR-TS: Brownian dynamics and Smoluchowski modeling.

    Science.gov (United States)

    Metzger, Vincent T; Eun, Changsun; Kekenes-Huskey, Peter M; Huber, Gary; McCammon, J Andrew

    2014-11-18

    We perform Brownian dynamics simulations and Smoluchowski continuum modeling of the bifunctional Plasmodium falciparum dihydrofolate reductase-thymidylate synthase (P. falciparum DHFR-TS) with the objective of understanding the electrostatic channeling of dihydrofolate generated at the TS active site to the DHFR active site. The results of Brownian dynamics simulations and Smoluchowski continuum modeling suggest that compared to Leishmania major DHFR-TS, P. falciparum DHFR-TS has a lower but significant electrostatic-mediated channeling efficiency (?15-25%) at physiological pH (7.0) and ionic strength (150 mM). We also find that removing the electric charges from key basic residues located between the DHFR and TS active sites significantly reduces the channeling efficiency of P. falciparum DHFR-TS. Although several protozoan DHFR-TS enzymes are known to have similar tertiary and quaternary structure, subtle differences in structure, active-site geometry, and charge distribution appear to influence both electrostatic-mediated and proximity-based substrate channeling.

  4. Electrostatic Channeling in P. falciparum DHFR-TS: Brownian Dynamics and Smoluchowski Modeling

    Science.gov (United States)

    Metzger, Vincent T.; Eun, Changsun; Kekenes-Huskey, Peter M.; Huber, Gary; McCammon, J. Andrew

    2014-01-01

    We perform Brownian dynamics simulations and Smoluchowski continuum modeling of the bifunctional Plasmodium falciparum dihydrofolate reductase-thymidylate synthase (P. falciparum DHFR-TS) with the objective of understanding the electrostatic channeling of dihydrofolate generated at the TS active site to the DHFR active site. The results of Brownian dynamics simulations and Smoluchowski continuum modeling suggest that compared to Leishmania major DHFR-TS, P. falciparum DHFR-TS has a lower but significant electrostatic-mediated channeling efficiency (∼15–25%) at physiological pH (7.0) and ionic strength (150 mM). We also find that removing the electric charges from key basic residues located between the DHFR and TS active sites significantly reduces the channeling efficiency of P. falciparum DHFR-TS. Although several protozoan DHFR-TS enzymes are known to have similar tertiary and quaternary structure, subtle differences in structure, active-site geometry, and charge distribution appear to influence both electrostatic-mediated and proximity-based substrate channeling. PMID:25418308

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

    Science.gov (United States)

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

    2015-01-01

    Identifying movement routes and stopover sites is necessary for developing effective management and conservation strategies for migratory animals. In the case of migratory birds, a collection of migration routes, known as a flyway, is often hundreds to thousands of kilometers long and can extend across political boundaries. Flyways encompass the entire geographic range between the breeding and non-breeding areas of a population, species, or a group of species, and they provide spatial frameworks for management and conservation across international borders. Existing flyway maps are largely qualitative accounts based on band returns and survey data rather than observed movement routes. In this study, we use satellite and GPS telemetry data and dynamic Brownian bridge movement models to build upon existing maps and describe waterfowl space use probabilistically in the Central Asian and East Asian-Australasian Flyways. Our approach provided new information on migratory routes that was not easily attainable with existing methods to describe flyways. Utilization distributions from dynamic Brownian bridge movement models identified key staging and stopover sites, migration corridors and general flyway outlines in the Central Asian and East Asian-Australasian Flyways. A map of space use from ruddy shelducks depicted two separate movement corridors within the Central Asian Flyway, likely representing two distinct populations that show relatively strong connectivity between breeding and wintering areas. Bar-headed geese marked at seven locations in the Central Asian Flyway showed heaviest use at several stopover sites in the same general region of high-elevation lakes along the eastern Qinghai-Tibetan Plateau. Our analysis of data from multiple Anatidae species marked at sites throughout Asia highlighted major movement corridors across species and confirmed that the Central Asian and East Asian-Australasian Flyways were spatially distinct. The dynamic Brownian bridge

  6. Brownian dynamics without Green's functions.

    Science.gov (United States)

    Delong, Steven; Usabiaga, Florencio Balboa; Delgado-Buscalioni, Rafael; Griffith, Boyce E; Donev, Aleksandar

    2014-04-07

    We develop a Fluctuating Immersed Boundary (FIB) method for performing Brownian dynamics simulations of confined particle suspensions. Unlike traditional methods which employ analytical Green's functions for Stokes flow in the confined geometry, the FIB method uses a fluctuating finite-volume Stokes solver to generate the action of the response functions "on the fly." Importantly, we demonstrate that both the deterministic terms necessary to capture the hydrodynamic interactions among the suspended particles, as well as the stochastic terms necessary to generate the hydrodynamically correlated Brownian motion, can be generated by solving the steady Stokes equations numerically only once per time step. This is accomplished by including a stochastic contribution to the stress tensor in the fluid equations consistent with fluctuating hydrodynamics. We develop novel temporal integrators that account for the multiplicative nature of the noise in the equations of Brownian dynamics and the strong dependence of the mobility on the configuration for confined systems. Notably, we propose a random finite difference approach to approximating the stochastic drift proportional to the divergence of the configuration-dependent mobility matrix. Through comparisons with analytical and existing computational results, we numerically demonstrate the ability of the FIB method to accurately capture both the static (equilibrium) and dynamic properties of interacting particles in flow.

  7. A hybrid Brownian dynamics/constitutive model for yielding, aging, and rejuvenation in deforming polymeric glasses.

    Science.gov (United States)

    Zou, Weizhong; Larson, Ronald G

    2016-08-10

    We present a hybrid model for polymeric glasses under deformation that combines a minimal model of segmental dynamics with a beads-and-springs model of a polymer, solved by Brownian dynamics (BD) simulations, whose relaxation is coupled to the segmental dynamics through the drag coefficient of the beads. This coarse-grained model allows simulations that are much faster than molecular dynamics and successfully capture the entire range of mechanical response including yielding, plastic flow, strain-hardening, and incomplete strain recovery. The beads-and-springs model improves upon the dumbbell model for glassy polymers proposed by Fielding et al. (Phys. Rev. Lett., 2012, 108, 048301) by capturing the small elastic recoil seen experimentally without the use of ad hoc adjustments of parameters required in the model of Fielding et al. With appropriate choice of parameters, predictions of creep, recovery, and segmental relaxation are found to be in good agreement with poly(methylmethacrylate) (PMMA) data of Lee et al. (Science, 2009, 323, 231-234). Our model shows dramatic differences in behavior of the segmental relaxation time between extensional creep and steady extension, and between extension and shear. The non-monotonic response of the segmental relaxation time to extensional creep and the small elastic recovery after removal of stress are shown to arise from sub-chains that are trapped between folds, and that become highly oriented and stretched at strains of order unity, connecting the behavior of glassy polymers under creep to that of dilute polymer solutions under fast extensional flows. We are also able to predict the effects of polymer pre-orientation in the parallel or orthogonal direction on the subsequent response to extensional deformation.

  8. A hybrid Brownian Dynamics model for yielding, aging, and rejuvenation in deforming polymeric glasses

    Science.gov (United States)

    Zou, Weizhong; Larson, Ronald

    2015-03-01

    We describe the rheology of polymeric glasses by combining a simple constitutive equation for the fast segmental modes, borrowed from Fielding, et al., with Brownian dynamics (BD) simulations of the slow polymer modes. The BD simulations determine the polymeric stress from ensembles of finitely extensible bead-spring chains, where the bead drag coefficient is governed by solutions to the equation for segmental relaxation. Thus the model treats the short glassy segmental mode as ``solvent'' for the polymer modes. With rubbery modulus for the slow-relaxing polymer modes as one of our model parameters, stress-dependent relaxation, physical aging, flow rejuvenation as well as strain-hardening and recovery can be successfully accounted for in uniaxial extension and steady shear, without the use of an artificial ``crinkle factor'' used to account for recoil dynamics in previous work. Our simulation results remarkably agree with the experimental data from Lee et al. A comparison between our model and the barrier-hopping theory is also made. The authors acknowledge discussions with M. E. Cates and S. M. Fielding.

  9. 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.

  10. Quantum dynamical framework for Brownian heat engines.

    Science.gov (United States)

    Agarwal, G S; Chaturvedi, S

    2013-07-01

    We present a self-contained formalism modeled after the Brownian motion of a quantum harmonic oscillator for describing the performance of microscopic Brownian heat engines such as Carnot, Stirling, and Otto engines. Our theory, besides reproducing the standard thermodynamics results in the steady state, enables us to study the role dissipation plays in determining the efficiency of Brownian heat engines under actual laboratory conditions. In particular, we analyze in detail the dynamics associated with decoupling a system in equilibrium with one bath and recoupling it to another bath and obtain exact analytical results, which are shown to have significant ramifications on the efficiencies of engines involving such a step. We also develop a simple yet powerful technique for computing corrections to the steady state results arising from finite operation time and use it to arrive at the thermodynamic complementarity relations for various operating conditions and also to compute the efficiencies of the three engines cited above at maximum power. Some of the methods and exactly solvable models presented here are interesting in their own right and could find useful applications in other contexts as well.

  11. Velocity Gradient Power Functional for Brownian Dynamics.

    Science.gov (United States)

    de Las Heras, Daniel; Schmidt, Matthias

    2018-01-12

    We present an explicit and simple approximation for the superadiabatic excess (over ideal gas) free power functional, admitting the study of the nonequilibrium dynamics of overdamped Brownian many-body systems. The functional depends on the local velocity gradient and is systematically obtained from treating the microscopic stress distribution as a conjugate field. The resulting superadiabatic forces are beyond dynamical density functional theory and are of a viscous nature. Their high accuracy is demonstrated by comparison to simulation results.

  12. Brownian dynamics of emulsion film formation and droplet coalescence.

    Science.gov (United States)

    Toro-Mendoza, Jhoan; Petsev, Dimiter N

    2010-05-01

    We analyze the evolution in thickness and radius of the film formed during the collision of two deformable emulsion Brownian droplets. These variables exhibit random fluctuations due to thermal disturbances from the continuous liquid phase. As a result, the system probes a random trajectory in the configurational space until it reaches a critical film thickness, at which point the droplets coalesce. Therefore, the film is modeled as a disk with thicknesses and radi that can fluctuate. Our analysis is based on a Langevin-Brownian dynamics approach, which accounts for the thermodynamic and hydrodynamic interactions in the lubrication approximation. We examine the effect of parameters such as droplet size, interfacial mobility, and electrolyte concentration on the coalescence of small Brownian droplets. The results suggest that the coalescence times depend on a complex interplay between the thermodynamic and hydrodynamic interactions.

  13. Predicting Protein Interactions by Brownian Dynamics Simulations

    Directory of Open Access Journals (Sweden)

    Xuan-Yu Meng

    2012-01-01

    Full Text Available We present a newly adapted Brownian-Dynamics (BD-based protein docking method for predicting native protein complexes. The approach includes global BD conformational sampling, compact complex selection, and local energy minimization. In order to reduce the computational costs for energy evaluations, a shell-based grid force field was developed to represent the receptor protein and solvation effects. The performance of this BD protein docking approach has been evaluated on a test set of 24 crystal protein complexes. Reproduction of experimental structures in the test set indicates the adequate conformational sampling and accurate scoring of this BD protein docking approach. Furthermore, we have developed an approach to account for the flexibility of proteins, which has been successfully applied to reproduce the experimental complex structure from the structure of two unbounded proteins. These results indicate that this adapted BD protein docking approach can be useful for the prediction of protein-protein interactions.

  14. 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.

  15. Brownian motion in dynamically disordered media.

    Science.gov (United States)

    Witkoskie, James B; Yang, Shilong; Cao, Jianshu

    2002-11-01

    The motion of Brownian test particles in a model random potential with time dependent correlations is investigated using four methods: renormalized perturbation, perturbation using Martin, Siggia, and Rose functional formalism (MSR), the Edwards variational method on the MSR functional, and renormalization group with the MSR function. The disorder averaged one-particle propagators determined by the renormalized perturbation expansion and MSR perturbation expansion are identical to the second and possibly higher order, and the two-particle propagators determined by these perturbation methods are identical at the first and possibly higher order. The one-particle propagator determined by the Edwards method is identical to the perturbation expansions at the first order, but the second-order analogue of the Edwards method has a more complex expression, which reduces to the second-order perturbation expression with additional higher-order terms. The diffusion constant and two-particle correlations are calculated from these propagators and are used to determine the effects of the random potential on the Brownian particles. Generally, the diffusion rate decreases with the disorder strength and increases with the temporal decay rate. The two competing mechanisms result in an enhancement of the diffusion constant for weak potentials with fast temporal fluctuations. The system exhibits two-particle correlations that are inherently non-Gaussian and indicate clustering behavior. The diffusion constant is also determined from a simple one-loop renormalization group calculation. In the static limit, the diffusion constant calculated by the renormalization group recovers the results of Deem and Chandler [M.W. Deem and D. Chandler, J. Stat. Phys. 76, 911 (1994)].

  16. 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.

  17. Optimisation of NMR dynamic models I. Minimisation algorithms and their performance within the model-free and Brownian rotational diffusion spaces.

    Science.gov (United States)

    d'Auvergne, Edward J; Gooley, Paul R

    2008-02-01

    The key to obtaining the model-free description of the dynamics of a macromolecule is the optimisation of the model-free and Brownian rotational diffusion parameters using the collected R (1), R (2) and steady-state NOE relaxation data. The problem of optimising the chi-squared value is often assumed to be trivial, however, the long chain of dependencies required for its calculation complicates the model-free chi-squared space. Convolutions are induced by the Lorentzian form of the spectral density functions, the linear recombinations of certain spectral density values to obtain the relaxation rates, the calculation of the NOE using the ratio of two of these rates, and finally the quadratic form of the chi-squared equation itself. Two major topological features of the model-free space complicate optimisation. The first is a long, shallow valley which commences at infinite correlation times and gradually approaches the minimum. The most severe convolution occurs for motions on two timescales in which the minimum is often located at the end of a long, deep, curved tunnel or multidimensional valley through the space. A large number of optimisation algorithms will be investigated and their performance compared to determine which techniques are suitable for use in model-free analysis. Local optimisation algorithms will be shown to be sufficient for minimisation not only within the model-free space but also for the minimisation of the Brownian rotational diffusion tensor. In addition the performance of the programs Modelfree and Dasha are investigated. A number of model-free optimisation failures were identified: the inability to slide along the limits, the singular matrix failure of the Levenberg-Marquardt minimisation algorithm, the low precision of both programs, and a bug in Modelfree. Significantly, the singular matrix failure of the Levenberg-Marquardt algorithm occurs when internal correlation times are undefined and is greatly amplified in model-free analysis by

  18. Optimisation of NMR dynamic models II. A new methodology for the dual optimisation of the model-free parameters and the Brownian rotational diffusion tensor

    Energy Technology Data Exchange (ETDEWEB)

    D' Auvergne, Edward J. [Max Planck Institute for Biophysical Chemistry, Department of NMR-based Structural Biology (Germany)], E-mail: edward@nmr-relax.com; Gooley, Paul R. [University of Melbourne, Department of Biochemistry and Molecular Biology, Bio21 Institute of Biotechnology and Molecular Science (Australia)

    2008-02-15

    Finding the dynamics of an entire macromolecule is a complex problem as the model-free parameter values are intricately linked to the Brownian rotational diffusion of the molecule, mathematically through the autocorrelation function of the motion and statistically through model selection. The solution to this problem was formulated using set theory as an element of the universal set U-the union of all model-free spaces (d'Auvergne EJ and Gooley PR (2007) Mol BioSyst 3(7), 483-494). The current procedure commonly used to find the universal solution is to initially estimate the diffusion tensor parameters, to optimise the model-free parameters of numerous models, and then to choose the best model via model selection. The global model is then optimised and the procedure repeated until convergence. In this paper a new methodology is presented which takes a different approach to this diffusion seeded model-free paradigm. Rather than starting with the diffusion tensor this iterative protocol begins by optimising the model-free parameters in the absence of any global model parameters, selecting between all the model-free models, and finally optimising the diffusion tensor. The new model-free optimisation protocol will be validated using synthetic data from Schurr JM et al. (1994) J Magn Reson B 105(3), 211-224 and the relaxation data of the bacteriorhodopsin (1-36)BR fragment from Orekhov VY (1999) J Biomol NMR 14(4), 345-356. To demonstrate the importance of this new procedure the NMR relaxation data of the Olfactory Marker Protein (OMP) of Gitti R et al. (2005) Biochem 44(28), 9673-9679 is reanalysed. The result is that the dynamics for certain secondary structural elements is very different from those originally reported.

  19. Dynamical 3-Space: Anisotropic Brownian Motion Experiment

    Directory of Open Access Journals (Sweden)

    Cahill R. T.

    2015-07-01

    Full Text Available In 2014 Jiapei Dai reported evidence of anisotropic Brownian motion of a toluidine blue colloid solution in water. In 2015 Felix Scholkmann analysed the Dai data and detected a sidereal time dependence, indicative of a process driving the preferred Brownian mo- tion diffusion direction to a star-based preferred direction. Here we further analyse the Dai data and extract the RA and Dec of that preferred direction, and relate the data to previous determinations from NASA Spacecraft Earth-flyby Doppler shift data, and other determinations.

  20. Diffusion in crowded biological environments: applications of Brownian dynamics

    Directory of Open Access Journals (Sweden)

    Długosz Maciej

    2011-03-01

    Full Text Available Abstract Biochemical reactions in living systems occur in complex, heterogeneous media with total concentrations of macromolecules in the range of 50 - 400 mgml. Molecular species occupy a significant fraction of the immersing medium, up to 40% of volume. Such complex and volume-occupied environments are generally termed 'crowded' and/or 'confined'. In crowded conditions non-specific interactions between macromolecules may hinder diffusion - a major process determining metabolism, transport, and signaling. Also, the crowded media can alter, both qualitatively and quantitatively, the reactions in vivo in comparison with their in vitro counterparts. This review focuses on recent developments in particle-based Brownian dynamics algorithms, their applications to model diffusive transport in crowded systems, and their abilities to reproduce and predict the behavior of macromolecules under in vivo conditions.

  1. Application of nonuniform magnetic fields in a Brownian dynamics model of ferrofluids with an iterative constraint scheme to fulfill Maxwell's equations

    Science.gov (United States)

    Dubina, Sean Hyun; Wedgewood, Lewis Edward

    2017-09-01

    Ferrofluids are steadily rising in applications across many fields, preferred for their ability to be remotely positioned and controlled via external magnetic fields. In magnetic separation operations, nonuniform magnetic fields elicit a phenomenon known as magnetophoresis so that the ferroparticles will undergo migration toward areas of higher magnetism. To comprehend this behavior, the authors developed a Brownian dynamics simulation of particles in ferromagnetic clusters under the influences of a simple shear flow and an applied magnetic field gradient. An iterative constraint mechanism was implemented to satisfy Maxwell's equations throughout the dense colloidal suspension, ensuring that essential laws of magnetostatics are rigorously fulfilled at all times over small, finite sub-volumes of the system. Because of the presence of nonuniform magnetic fields, magnetophoresis and magnetic separation behavior were analyzed to assess the effectiveness of the model. Results showed that, when compared to "unconstrained" models, separation caused by magnetic field gradients occurred at a decreased rate under the constraint scheme due to relatively weaker non-Newtonian aggregation property trends. Through application of a dimensionless number analysis to observe varied levels of particle-particle interactions, thermal fluctuations, and viscous shearing, it was confirmed that the aggregation and magnetic separation modeling of ferrofluid colloidal suspensions without acceptable adherence to Maxwell's equations produces an unreliable representation of current ferrofluids.

  2. Large scale Brownian dynamics of confined suspensions of rigid particles.

    Science.gov (United States)

    Sprinkle, Brennan; Balboa Usabiaga, Florencio; Patankar, Neelesh A; Donev, Aleksandar

    2017-12-28

    We introduce methods for large-scale Brownian Dynamics (BD) simulation of many rigid particles of arbitrary shape suspended in a fluctuating fluid. Our method adds Brownian motion to the rigid multiblob method [F. Balboa Usabiaga et al., Commun. Appl. Math. Comput. Sci. 11(2), 217-296 (2016)] at a cost comparable to the cost of deterministic simulations. We demonstrate that we can efficiently generate deterministic and random displacements for many particles using preconditioned Krylov iterative methods, if kernel methods to efficiently compute the action of the Rotne-Prager-Yamakawa (RPY) mobility matrix and its "square" root are available for the given boundary conditions. These kernel operations can be computed with near linear scaling for periodic domains using the positively split Ewald method. Here we study particles partially confined by gravity above a no-slip bottom wall using a graphical processing unit implementation of the mobility matrix-vector product, combined with a preconditioned Lanczos iteration for generating Brownian displacements. We address a major challenge in large-scale BD simulations, capturing the stochastic drift term that arises because of the configuration-dependent mobility. Unlike the widely used Fixman midpoint scheme, our methods utilize random finite differences and do not require the solution of resistance problems or the computation of the action of the inverse square root of the RPY mobility matrix. We construct two temporal schemes which are viable for large-scale simulations, an Euler-Maruyama traction scheme and a trapezoidal slip scheme, which minimize the number of mobility problems to be solved per time step while capturing the required stochastic drift terms. We validate and compare these schemes numerically by modeling suspensions of boomerang-shaped particles sedimented near a bottom wall. Using the trapezoidal scheme, we investigate the steady-state active motion in dense suspensions of confined microrollers, whose

  3. Large scale Brownian dynamics of confined suspensions of rigid particles

    Science.gov (United States)

    Sprinkle, Brennan; Balboa Usabiaga, Florencio; Patankar, Neelesh A.; Donev, Aleksandar

    2017-12-01

    We introduce methods for large-scale Brownian Dynamics (BD) simulation of many rigid particles of arbitrary shape suspended in a fluctuating fluid. Our method adds Brownian motion to the rigid multiblob method [F. Balboa Usabiaga et al., Commun. Appl. Math. Comput. Sci. 11(2), 217-296 (2016)] at a cost comparable to the cost of deterministic simulations. We demonstrate that we can efficiently generate deterministic and random displacements for many particles using preconditioned Krylov iterative methods, if kernel methods to efficiently compute the action of the Rotne-Prager-Yamakawa (RPY) mobility matrix and its "square" root are available for the given boundary conditions. These kernel operations can be computed with near linear scaling for periodic domains using the positively split Ewald method. Here we study particles partially confined by gravity above a no-slip bottom wall using a graphical processing unit implementation of the mobility matrix-vector product, combined with a preconditioned Lanczos iteration for generating Brownian displacements. We address a major challenge in large-scale BD simulations, capturing the stochastic drift term that arises because of the configuration-dependent mobility. Unlike the widely used Fixman midpoint scheme, our methods utilize random finite differences and do not require the solution of resistance problems or the computation of the action of the inverse square root of the RPY mobility matrix. We construct two temporal schemes which are viable for large-scale simulations, an Euler-Maruyama traction scheme and a trapezoidal slip scheme, which minimize the number of mobility problems to be solved per time step while capturing the required stochastic drift terms. We validate and compare these schemes numerically by modeling suspensions of boomerang-shaped particles sedimented near a bottom wall. Using the trapezoidal scheme, we investigate the steady-state active motion in dense suspensions of confined microrollers, whose

  4. 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.

  5. Large shear deformation of particle gels studied by Brownian Dynamics simulations

    NARCIS (Netherlands)

    Rzepiela, A.A.; Opheusden, van J.H.J.; Vliet, van T.

    2004-01-01

    Brownian Dynamics (BD) simulations have been performed to study structure and rheology of particle gels under large shear deformation. The model incorporates soft spherical particles, and reversible flexible bond formation. Two different methods of shear deformation are discussed, namely affine and

  6. Fast simulation of Brownian dynamics in a crowded environment.

    Science.gov (United States)

    Smith, Stephen; Grima, Ramon

    2017-01-14

    Brownian dynamics simulations are an increasingly popular tool for understanding spatially extended 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 (BD) 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 the simulation speed for crowded biochemical reaction systems by eliminating the need to explicitly simulate the crowders. We consider both the cases where the reactive particles are point particles, and where they themselves occupy a volume. Using simulations of simple chemical reaction networks, we show that the "crowder-free" method is up to three orders of magnitude faster than conventional BD and yet leads to nearly indistinguishable results from the latter.

  7. Brownian dynamics of confined suspensions of active microrollers

    Science.gov (United States)

    Balboa Usabiaga, Florencio; Delmotte, Blaise; Donev, Aleksandar

    2017-04-01

    We develop efficient numerical methods for performing many-body Brownian dynamics simulations of a recently observed fingering instability in an active suspension of colloidal rollers sedimented above a wall [M. Driscoll, B. Delmotte, M. Youssef, S. Sacanna, A. Donev, and P. Chaikin, Nat. Phys. (2016), preprint arXiv:1609.08673. We present a stochastic Adams-Bashforth integrator for the equations of Brownian dynamics, which has the same cost but is more accurate than the widely used Euler-Maruyama scheme, and use a random finite difference to capture the stochastic drift proportional to the divergence of the configuration-dependent mobility matrix. We generate the Brownian increments using a Krylov method and show that for particles confined to remain in the vicinity of a no-slip wall by gravity or active flows, the number of iterations is independent of the number of particles. Our numerical experiments with active rollers show that the thermal fluctuations set the characteristic height of the colloids above the wall, both in the initial condition and the subsequent evolution dominated by active flows. The characteristic height in turn controls the time scale and wavelength for the development of the fingering instability.

  8. 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.

  9. Multiscale simulations of anisotropic particles combining Brownian Dynamics and Green's Function Reaction Dynamics

    CERN Document Server

    Vijaykumar, Adithya; Wolde, Pieter Rein ten; Bolhuis, Peter G

    2016-01-01

    The modeling of complex reaction-diffusion processes in, for instance, cellular biochemical networks or self-assembling soft matter can be tremendously sped up by employing a multiscale algorithm which combines the mesoscopic Green's Function Reaction Dynamics (GFRD) method with explicit stochastic Brownian, Langevin, or deterministic Molecular Dynamics to treat reactants at the microscopic scale [A. Vijaykumar, P.G. Bolhuis and P.R. ten Wolde, J. Chem. Phys. {\\bf 43}, 21: 214102 (2015)]. Here we extend this multiscale BD-GFRD approach to include the orientational dynamics that is crucial to describe the anisotropic interactions often prevalent in biomolecular systems. We illustrate the novel algorithm using a simple patchy particle model. After validation of the algorithm we discuss its performance. The rotational BD-GFRD multiscale method will open up the possibility for large scale simulations of e.g. protein signalling networks.

  10. 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.

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

    Energy Technology Data Exchange (ETDEWEB)

    Padding, J. T. [Department of Chemical Engineering and Chemistry, Eindhoven University of Technology, P.O. Box 513, 5600 MB, Eindhoven (Netherlands); Briels, W. J. [Computational Biophysics, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands)

    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.

  12. Hybrid finite element and Brownian dynamics method for charged particles

    Energy Technology Data Exchange (ETDEWEB)

    Huber, Gary A., E-mail: ghuber@ucsd.edu; Miao, Yinglong [Howard Hughes Medical Institute, University of California San Diego, La Jolla, California 92093-0365 (United States); Zhou, Shenggao [Department of Mathematics and Mathematical Center for Interdiscipline Research, Soochow University, 1 Shizi Street, Suzhou, 215006 Jiangsu (China); Li, Bo [Department of Mathematics and Quantitative Biology Graduate Program, University of California, San Diego, 9500 Gilman Drive, La Jolla, California 92093-0112 (United States); McCammon, J. Andrew [Howard Hughes Medical Institute, University of California San Diego, La Jolla, California 92093 (United States); Department of Chemistry and Biochemistry, University of California San Diego, La Jolla, California 92093-0365 (United States); Department of Pharmacology, University of California San Diego, La Jolla, California 92093-0636 (United States)

    2016-04-28

    Diffusion is often the rate-determining step in many biological processes. Currently, the two main computational methods for studying diffusion are stochastic methods, such as Brownian dynamics, and continuum methods, such as the finite element method. A previous study introduced a new hybrid diffusion method that couples the strengths of each of these two methods, but was limited by the lack of interactions among the particles; the force on each particle had to be from an external field. This study further develops the method to allow charged particles. The method is derived for a general multidimensional system and is presented using a basic test case for a one-dimensional linear system with one charged species and a radially symmetric system with three charged species.

  13. A Brownian model for multiclass queueing networks with finite buffers

    Science.gov (United States)

    Dai, Wanyang

    2002-07-01

    This paper is concerned with the heavy traffic behavior of a type of multiclass queueing networks with finite buffers. The network consists of d single server stations and is populated by K classes of customers. Each station has a finite capacity waiting buffer and operates under first-in first-out (FIFO) service discipline. The network is assumed to have a feedforward routing structure under a blocking scheme. A server stops working when the downstream buffer is full. The focus of this paper is on the Brownian model formulation. More specifically, the approximating Brownian model for the networks is proposed via the method of showing a pseudo-heavy-traffic limit theorem which states that the limit process is a reflecting Brownian motion (RBM) if the properly normalized d-dimensional workload process converges in distribution to a continuous process. Numerical algorithm with finite element method has been designed to effectively compute the solution of the Brownian model (W. Dai, Ph.D. thesis (1996); X. Shen et al. The finite element method for computing the stationary distribution of an SRBM in a hypercube with applications to finite buffer queueing networks, under revision for Queueing Systems).

  14. Studying protein assembly with reversible Brownian dynamics of patchy particles

    Energy Technology Data Exchange (ETDEWEB)

    Klein, Heinrich C. R. [Institute for Theoretical Physics, Heidelberg University, 69120 Heidelberg (Germany); Schwarz, Ulrich S., E-mail: ulrich.schwarz@bioquant.uni-heidelberg.de [Institute for Theoretical Physics, Heidelberg University, 69120 Heidelberg (Germany); BioQuant, Heidelberg University, 69120 Heidelberg (Germany)

    2014-05-14

    Assembly of protein complexes like virus shells, the centriole, the nuclear pore complex, or the actin cytoskeleton is strongly determined by their spatial structure. Moreover, it is becoming increasingly clear that the reversible nature of protein assembly is also an essential element for their biological function. Here we introduce a computational approach for the Brownian dynamics of patchy particles with anisotropic assemblies and fully reversible reactions. Different particles stochastically associate and dissociate with microscopic reaction rates depending on their relative spatial positions. The translational and rotational diffusive properties of all protein complexes are evaluated on-the-fly. Because we focus on reversible assembly, we introduce a scheme which ensures detailed balance for patchy particles. We then show how the macroscopic rates follow from the microscopic ones. As an instructive example, we study the assembly of a pentameric ring structure, for which we find excellent agreement between simulation results and a macroscopic kinetic description without any adjustable parameters. This demonstrates that our approach correctly accounts for both the diffusive and reactive processes involved in protein assembly.

  15. Brownian dynamics simulations on CPU and GPU with BD_BOX.

    Science.gov (United States)

    Długosz, Maciej; Zieliński, Paweł; Trylska, Joanna

    2011-09-01

    There has been growing interest in simulating biological processes under in vivo conditions due to recent advances in experimental techniques dedicated to study single particle behavior in crowded environments. We have developed a software package, BD_BOX, for multiscale Brownian dynamics simulations. BD_BOX can simulate either single molecules or multicomponent systems of diverse, interacting molecular species using flexible, coarse-grained bead models. BD_BOX is written in C and employs modern computer architectures and technologies; these include MPI for distributed-memory architectures, OpenMP for shared-memory platforms, NVIDIA CUDA framework for GPGPU, and SSE vectorization for CPU. Copyright © 2011 Wiley Periodicals, Inc.

  16. Gibbs measures relative to Brownian motion and Nelson's model

    OpenAIRE

    Betz, Volker

    2007-01-01

    Nelson's model describes a quantum mechanical particle interacting with its own bosonic field. Usually the Fock space is used in order to describe the field, but it was noticed already in 1964 by E. Nelson that the field may be alternatively described by an infinite dimensional Ornstein-Uhlenbeck process. For the free field, this point of view was extremely successful. The case where a coupling is present is more involved and leads to the theory of Gibbs measures relative to Brownian motion. ...

  17. 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.

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

    NARCIS (Netherlands)

    Ilie, Ioana Mariuca; Briels, Willem J.; den Otter, Wouter K.

    2015-01-01

    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

  19. Beyond multifractional Brownian motion: new stochastic models for geophysical modelling

    Directory of Open Access Journals (Sweden)

    J. Lévy Véhel

    2013-09-01

    Full Text Available Multifractional Brownian motion (mBm has proved to be a useful tool in various areas of geophysical modelling. Although a versatile model, mBm is of course not always an adequate one. We present in this work several other stochastic processes which could potentially be useful in geophysics. The first alternative type is that of self-regulating processes: these are models where the local regularity is a function of the amplitude, in contrast to mBm where it is tuned exogenously. We demonstrate the relevance of such models for digital elevation maps and for temperature records. We also briefly describe two other types of alternative processes, which are the counterparts of mBm and of self-regulating processes when the intensity of local jumps is considered in lieu of local regularity: multistable processes allow one to prescribe the local intensity of jumps in space/time, while this intensity is governed by the amplitude for self-stabilizing processes.

  20. Beyond multifractional Brownian motion: new stochastic models for geophysical modelling

    Science.gov (United States)

    Lévy Véhel, J.

    2013-09-01

    Multifractional Brownian motion (mBm) has proved to be a useful tool in various areas of geophysical modelling. Although a versatile model, mBm is of course not always an adequate one. We present in this work several other stochastic processes which could potentially be useful in geophysics. The first alternative type is that of self-regulating processes: these are models where the local regularity is a function of the amplitude, in contrast to mBm where it is tuned exogenously. We demonstrate the relevance of such models for digital elevation maps and for temperature records. We also briefly describe two other types of alternative processes, which are the counterparts of mBm and of self-regulating processes when the intensity of local jumps is considered in lieu of local regularity: multistable processes allow one to prescribe the local intensity of jumps in space/time, while this intensity is governed by the amplitude for self-stabilizing processes.

  1. Brownian dynamics simulation of insulin microsphere formation from break-up of a fractal network.

    Science.gov (United States)

    Li, Wei; Gunton, J D; Khan, Siddique J; Schoelz, J K; Chakrabarti, A

    2011-01-14

    Motivated by a recent experiment on insulin microsphere formation where polyethylene glycol (PEG) is used as the precipitating agent, we have developed a simple theoretical model that can predict the formation of a fractal network of insulin monomers and the subsequent break-up of the fractal network into microsphere aggregates. In our approach the effect of PEG on insulin is modeled via a standard depletion attraction mechanism via the Asakura-Oosawa model. We show that even in the context of this simple model, it is possible to mimic important aspects of the insulin experiment in a brownian dynamics simulation. We simulate the effect of changing temperature in our model by changing the well depth of the Asakura-Oosawa potential. A fractal network is observed in a "deep quench" of the system, followed by a "heating" that results in a break-up of the network and subsequent formation of microspheres.

  2. Confined mobility in biomembranes modeled by early stage Brownian motion.

    Science.gov (United States)

    Gmachowski, Lech

    2014-08-01

    An equation of motion, derived from the fractal analysis of the Brownian particle trajectory, makes it possible to calculate the time dependence of the mean square displacement for early times, before the Einstein formula becomes valid. The diffusion coefficient increases with the distance travelled which can be restricted by the geometrical conditions. The corresponding diffusion coefficient cannot increase further to achieve a value characteristic for unrestricted environment. Explicit formula is derived for confined diffusivity related to the unrestricted one as dependent on the maximum particle mean square displacement possible normalized by the square of its mean free path. The model describes the lipid and protein diffusion in tubular membranes with different radii, originally fitted by the modified Saffman-Delbrück equation, and the lateral mobility of synthetic model peptides for which the diffusion coefficient is inversely proportional to the radius of the diffusing object and to the thickness of the membrane. Copyright © 2014 Elsevier Inc. All rights reserved.

  3. Mathematical interpretation of Brownian motor model: Limit cycles and directed transport phenomena

    Science.gov (United States)

    Yang, Jianqiang; Ma, Hong; Zhong, Suchuang

    2018-03-01

    In this article, we first suggest that the attractor of Brownian motor model is one of the reasons for the directed transport phenomenon of Brownian particle. We take the classical Smoluchowski-Feynman (SF) ratchet model as an example to investigate the relationship between limit cycles and directed transport phenomenon of the Brownian particle. We study the existence and variation rule of limit cycles of SF ratchet model at changing parameters through mathematical methods. The influences of these parameters on the directed transport phenomenon of a Brownian particle are then analyzed through numerical simulations. Reasonable mathematical explanations for the directed transport phenomenon of Brownian particle in SF ratchet model are also formulated on the basis of the existence and variation rule of the limit cycles and numerical simulations. These mathematical explanations provide a theoretical basis for applying these theories in physics, biology, chemistry, and engineering.

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

    Energy Technology Data Exchange (ETDEWEB)

    Dubina, Sean Hyun, E-mail: sdubin2@uic.edu; Wedgewood, Lewis Edward, E-mail: wedge@uic.edu [Department of Chemical Engineering, University of Illinois at Chicago, 810 S. Clinton St. (MC 110), Chicago, Illinois 60607-4408 (United States)

    2016-07-15

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

  5. Dynamical Gibbs-non-Gibbs transitions and Brownian percolation

    NARCIS (Netherlands)

    Martinez, Julian Facundo

    2014-01-01

    This thesis deals with two different models in two different contexts. The first part deals with dynamical Gibbs-non-Gibbs transitions. Gibbs measures describe the equilibrium states of a system consisting of a large number of components that interact with each other. Due to the large number of

  6. 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.

  7. 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

  8. An iterative method for hydrodynamic interactions in Brownian dynamics simulations of polymer dynamics

    Science.gov (United States)

    Miao, Linling; Young, Charles D.; Sing, Charles E.

    2017-07-01

    Brownian Dynamics (BD) simulations are a standard tool for understanding the dynamics of polymers in and out of equilibrium. Quantitative comparison can be made to rheological measurements of dilute polymer solutions, as well as direct visual observations of fluorescently labeled DNA. The primary computational challenge with BD is the expensive calculation of hydrodynamic interactions (HI), which are necessary to capture physically realistic dynamics. The full HI calculation, performed via a Cholesky decomposition every time step, scales with the length of the polymer as O(N3). This limits the calculation to a few hundred simulated particles. A number of approximations in the literature can lower this scaling to O(N2 - N2.25), and explicit solvent methods scale as O(N); however both incur a significant constant per-time step computational cost. Despite this progress, there remains a need for new or alternative methods of calculating hydrodynamic interactions; large polymer chains or semidilute polymer solutions remain computationally expensive. In this paper, we introduce an alternative method for calculating approximate hydrodynamic interactions. Our method relies on an iterative scheme to establish self-consistency between a hydrodynamic matrix that is averaged over simulation and the hydrodynamic matrix used to run the simulation. Comparison to standard BD simulation and polymer theory results demonstrates that this method quantitatively captures both equilibrium and steady-state dynamics after only a few iterations. The use of an averaged hydrodynamic matrix allows the computationally expensive Brownian noise calculation to be performed infrequently, so that it is no longer the bottleneck of the simulation calculations. We also investigate limitations of this conformational averaging approach in ring polymers.

  9. Relativistic Brownian motion: From a microscopic binary collision model to the Langevin equation

    OpenAIRE

    Dunkel, Jörn; Hänggi, Peter (Prof. Dr. Dr. h.c. mult.)

    2006-01-01

    The Langevin equation (LE) for the one-dimensional relativistic Brownian motion is derived from a microscopic collision model. The model assumes that a heavy point-like Brownian particle interacts with the lighter heat bath particles via elastic hard-core collisions. First, the commonly known, non-relativistic LE is deduced from this model, by taking into account the non-relativistic conservation laws for momentum and kinetic energy. Subsequently, this procedure is generalized to the relativi...

  10. Multi-Dielectric Brownian Dynamics and Design-Space-Exploration Studies of Permeation in Ion Channels.

    Science.gov (United States)

    Siksik, May; Krishnamurthy, Vikram

    2017-09-01

    This paper proposes a multi-dielectric Brownian dynamics simulation framework for design-space-exploration (DSE) studies of ion-channel permeation. The goal of such DSE studies is to estimate the channel modeling-parameters that minimize the mean-squared error between the simulated and expected "permeation characteristics." To address this computational challenge, we use a methodology based on statistical inference that utilizes the knowledge of channel structure to prune the design space. We demonstrate the proposed framework and DSE methodology using a case study based on the KcsA ion channel, in which the design space is successfully reduced from a 6-D space to a 2-D space. Our results show that the channel dielectric map computed using the framework matches with that computed directly using molecular dynamics with an error of 7%. Finally, the scalability and resolution of the model used are explored, and it is shown that the memory requirements needed for DSE remain constant as the number of parameters (degree of heterogeneity) increases.

  11. Equivalence of Brownian dynamics and dynamic Monte Carlo simulations in multicomponent colloidal suspensions.

    Science.gov (United States)

    Cuetos, Alejandro; Patti, Alessandro

    2015-08-01

    We propose a simple but powerful theoretical framework to quantitatively compare Brownian dynamics (BD) and dynamic Monte Carlo (DMC) simulations of multicomponent colloidal suspensions. By extending our previous study focusing on monodisperse systems of rodlike colloids, here we generalize the formalism described there to multicomponent colloidal mixtures and validate it by investigating the dynamics in isotropic and liquid crystalline phases containing spherical and rodlike particles. In order to investigate the dynamics of multicomponent colloidal systems by DMC simulations, it is key to determine the elementary time step of each species and establish a unique timescale. This is crucial to consistently study the dynamics of colloidal particles with different geometry. By analyzing the mean-square displacement, the orientation autocorrelation functions, and the self part of the van Hove correlation functions, we show that DMC simulation is a very convenient and reliable technique to describe the stochastic dynamics of any multicomponent colloidal system. Our theoretical formalism can be easily extended to any colloidal system containing size and/or shape polydisperse particles.

  12. 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...

  13. Phase space master equations for quantum Brownian motion in a periodic potential: comparison of various kinetic models

    Energy Technology Data Exchange (ETDEWEB)

    Cleary, Liam; Coffey, William T; Dowling, William J [Department of Electronic and Electrical Engineering, Trinity College, Dublin 2 (Ireland); Kalmykov, Yuri P [Laboratoire de Mathematiques et Physique, Universite de Perpignan Via Domitia, 52, Avenue de Paul Alduy, 66860 Perpignan Cedex (France); Titov, Serguey V, E-mail: kalmykov@univ-perp.fr [Institute of Radio Engineering and Electronics of the Russian Academy of Sciences, Vvedenskii Square 1, Fryazino, 141190 (Russian Federation)

    2011-11-25

    The dynamics of quantum Brownian particles in a cosine periodic potential are studied using the phase space formalism associated with the Wigner representation of quantum mechanics. Various kinetic phase space master equation models describing quantum Brownian motion in a potential are compared by evaluating the dynamic structure factor and escape rate from the differential recurrence relations generated by the models. The numerical solution is accomplished via matrix continued fractions in the manner customarily used for the classical Fokker-Planck equation. The results of numerical calculations of the escape rate from a well of the cosine potential are compared with those given analytically by the quantum-mechanical reaction rate theory solution of the Kramers turnover problem for a periodic potential, given by Georgievskii and Pollak (1994 Phys. Rev. E 49 5098), enabling one to appraise each model. (paper)

  14. Comparisons of characteristic timescales and approximate models for Brownian magnetic nanoparticle rotations

    Science.gov (United States)

    Reeves, Daniel B.; Weaver, John B.

    2015-01-01

    Magnetic nanoparticles are promising tools for a host of therapeutic and diagnostic medical applications. The dynamics of rotating magnetic nanoparticles in applied magnetic fields depend strongly on the type and strength of the field applied. There are two possible rotation mechanisms and the decision for the dominant mechanism is often made by comparing the equilibrium relaxation times. This is a problem when particles are driven with high-amplitude fields because they are not necessarily at equilibrium at all. Instead, it is more appropriate to consider the “characteristic timescales” that arise in various applied fields. Approximate forms for the characteristic time of Brownian particle rotations do exist and we show agreement between several analytical and phenomenological-fit models to simulated data from a stochastic Langevin equation approach. We also compare several approximate models with solutions of the Fokker-Planck equation to determine their range of validity for general fields and relaxation times. The effective field model is an excellent approximation, while the linear response solution is only useful for very low fields and frequencies for realistic Brownian particle rotations. PMID:26130846

  15. 3D Lattice Boltzmann-Brownian Dynamics Simulations of Nanoparticle Deposition in Evaporating Liquid Masses

    Science.gov (United States)

    Zhao, Mingfei; Yong, Xin

    2017-11-01

    Nanoparticle deposition coupled to hydrodynamics plays important roles in materials printing and thin-film processing. Investigations of nanoparticle dynamics in evaporating colloidal dispersions could elicit a greater understanding of the processing-structure relationship for evaporation-induced self-assembly and deposition. A 3D free-energy lattice Boltzmann method combined with Brownian dynamics is developed to simulate evaporating colloidal droplets and rivulets. In this work, we explore the deposition on solid substrates with different wetting properties, namely static contact angle and contact line motion. We highlight the influence of convective flows on the assembly kinetics and deposit patterns using the developed model. We introduce a novel approach to impose a pinned contact line for most of droplet lifetime. The time evolutions of contact angle and droplet volume are examined to characterize the pinning scheme. We observe the process of nanoparticle self-assembly during the evaporation of droplets and rivulets and quantitatively analyze the deposit structure. This work was supported by the National Science Foundation under Grant No. CMMI-1538090.

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

    Energy Technology Data Exchange (ETDEWEB)

    Maldonado-Camargo, L. [Department of Chemical Engineering, University of Florida, Gainesville, FL 32611 (United States); Torres-Díaz, I. [J. Crayton Pruitt Family Department of Biomedical Engineering, University of Florida, Gainesville, FL 32611 (United States); Chiu-Lam, A. [Department of Chemical Engineering, University of Florida, Gainesville, FL 32611 (United States); Hernández, M. [J. Crayton Pruitt Family Department of Biomedical Engineering, University of Florida, Gainesville, FL 32611 (United States); Rinaldi, C., E-mail: carlos.rinaldi@bme.ufl.edu [Department of Chemical Engineering, University of Florida, Gainesville, FL 32611 (United States); J. Crayton Pruitt Family Department of Biomedical Engineering, University of Florida, Gainesville, FL 32611 (United States)

    2016-08-15

    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. - Highlights: • Method to estimate the contributions of the relaxation mechanism to the magnetic response. • Method applies to cases where the Brownian and Néel peaks do not overlap. • The method applies for ferrofluids prepared with as–synthesized particles.

  17. Coarse-grained Brownian dynamics simulations of protein translocation through nanopores

    Science.gov (United States)

    Lee, Po-Hsien; Helms, Volkhard; Geyer, Tihamér

    2012-10-01

    A crucial process in biological cells is the translocation of newly synthesized proteins across cell membranes via integral membrane protein pores termed translocons. Recent improved techniques now allow producing artificial membranes with pores of similar dimensions of a few nm as the translocon system. For the translocon system, the protein has to be unfolded, whereas the artificial pores are wide enough so that small proteins can pass through even when folded. To study how proteins permeate through such membrane pores, we used coarse-grained Brownian dynamics simulations where the proteins were modeled as single beads or bead-spring polymers for both folded and unfolded states. The pores were modeled as cylindrical holes through the membrane with various radii and lengths. Diffusion was driven by a concentration gradient created across the porous membrane. Our results for both folded and unfolded configurations show the expected reciprocal relation between the flow rate and the pore length in agreement with an analytical solution derived by Brunn et al. [Q. J. Mech. Appl. Math. 37, 311 (1984)], 10.1093/qjmam/37.2.311. Furthermore, we find that the geometric constriction by the narrow pore leads to an accumulation of proteins at the pore entrance, which in turn compensates for the reduced diffusivity of the proteins inside the pore.

  18. Prediction of Brownian particle deposition in porous media using the constricted tube model.

    Science.gov (United States)

    Chang, You-Im; Chen, Shan-Chih; Lee, Eric

    2003-10-01

    The deposition of colloidal particles onto the collector surfaces of porous media is investigated using the Brownian dynamics simulation method. The pore structure in a filter bed was characterized by the constricted tube model. The effects of various shapes of the total interaction energy curves of DLVO theory and the effects of different particle diameters on the collection efficiencies of particles are examined. The simulation results show that the particle collection efficiency is strongly dependent on the geometry of the tube and on the shape of the total interaction energy curve. In a comparison with the available experimental measurements of the filter coefficient, it is found that the present model can give a smaller discrepancy than that of the convective diffusion model in the unfavorable deposition region.

  19. Dynamics of a magnetic active Brownian particle under a uniform magnetic field

    Science.gov (United States)

    Vidal-Urquiza, Glenn C.; Córdova-Figueroa, Ubaldo M.

    2017-11-01

    The dynamics of a magnetic active Brownian particle undergoing three-dimensional Brownian motion, both translation and rotation, under the influence of a uniform magnetic field is investigated. The particle self-propels at a constant speed along its magnetic dipole moment, which reorients due to the interplay between Brownian and magnetic torques, quantified by the Langevin parameter α . In this work, the time-dependent active diffusivity and the crossover time (τcross)—from ballistic to diffusive regimes—are calculated through the time-dependent correlation function of the fluctuations of the propulsion direction. The results reveal that, for any value of α , the particle undergoes a directional (or ballistic) propulsive motion at very short times (t ≪τcross ). In this regime, the correlation function decreases linearly with time, and the active diffusivity increases with it. It the opposite time limit (t ≫τcross ), the particle moves in a purely diffusive regime with a correlation function that decays asymptotically to zero and an active diffusivity that reaches a constant value equal to the long-time active diffusivity of the particle. As expected in the absence of a magnetic field (α =0 ), the crossover time is equal to the characteristic time scale for rotational diffusion, τrot. In the presence of a magnetic field (α >0 ), the correlation function, the active diffusivity, and the crossover time decrease with increasing α . The magnetic field regulates the regimes of propulsion of the particle. Here, the field reduces the period of time at which the active particle undergoes a directional motion. Consequently, the active particle rapidly reaches a diffusive regime at τcross≪τrot . In the limit of weak fields (α ≪1 ), the crossover time decreases quadratically with α , while in the limit of strong fields (α ≫1 ) it decays asymptotically as α-1. The results are in excellent agreement with those obtained by Brownian dynamics

  20. Brownian dynamics of a protein-polymer chain complex in a solid-state nanopore

    Science.gov (United States)

    Wells, Craig C.; Melnikov, Dmitriy V.; Gracheva, Maria E.

    2017-08-01

    We study the movement of a polymer attached to a large protein inside a nanopore in a thin silicon dioxide membrane submerged in an electrolyte solution. We use Brownian dynamics to describe the motion of a negatively charged polymer chain of varying lengths attached to a neutral protein modeled as a spherical bead with a radius larger than that of the nanopore, allowing the chain to thread the nanopore but preventing it from translocating. The motion of the protein-polymer complex within the pore is also compared to that of a freely translocating polymer. Our results show that the free polymer's standard deviations in the direction normal to the pore axis is greater than that of the protein-polymer complex. We find that restrictions imposed by the protein, bias, and neighboring chain segments aid in controlling the position of the chain in the pore. Understanding the behavior of the protein-polymer chain complex may lead to methods that improve molecule identification by increasing the resolution of ionic current measurements.

  1. Self-assembly of actin monomers into long filaments: Brownian Dynamics simulations

    DEFF Research Database (Denmark)

    Shillcock, Julian C.

    2009-01-01

    Brownian dynamics simulations are used to study the dynamical process of self-assembly of actin monomers into long filaments containing up to 1000 actin protomers. In order to overcome the large separation of time scales between the diffusive motion of the freemonomers and the relatively slow....../detachment events. When a single filament is allowed to grow in a bath of constant concentration of free ADP-actin monomers, its growth rate increases linearly with the free monomer concentration in quantitative agreement with in vitro experiments. Theresults also show that the waiting time is governed by...

  2. 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.

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

    Science.gov (United States)

    Singh, John P; Walsh, Stuart D C; Koch, Donald L

    2015-06-23

    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.

  4. Conserved linear dynamics of single-molecule Brownian motion

    KAUST Repository

    Serag, Maged F.

    2017-06-06

    Macromolecular diffusion in homogeneous fluid at length scales greater than the size of the molecule is regarded as a random process. The mean-squared displacement (MSD) of molecules in this regime increases linearly with time. Here we show that non-random motion of DNA molecules in this regime that is undetectable by the MSD analysis can be quantified by characterizing the molecular motion relative to a latticed frame of reference. Our lattice occupancy analysis reveals unexpected sub-modes of motion of DNA that deviate from expected random motion in the linear, diffusive regime. We demonstrate that a subtle interplay between these sub-modes causes the overall diffusive motion of DNA to appear to conform to the linear regime. Our results show that apparently random motion of macromolecules could be governed by non-random dynamics that are detectable only by their relative motion. Our analytical approach should advance broad understanding of diffusion processes of fundamental relevance.

  5. 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

    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...

  6. Double-temperature ratchet model and current reversal of coupled Brownian motors

    Science.gov (United States)

    Li, Chen-Pu; Chen, Hong-Bin; Zheng, Zhi-Gang

    2017-12-01

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

  7. Smoldyn on graphics processing units: massively parallel Brownian dynamics simulations.

    Science.gov (United States)

    Dematté, Lorenzo

    2012-01-01

    Space is a very important aspect in the simulation of biochemical systems; recently, the need for simulation algorithms able to cope with space is becoming more and more compelling. Complex and detailed models of biochemical systems need to deal with the movement of single molecules and particles, taking into consideration localized fluctuations, transportation phenomena, and diffusion. A common drawback of spatial models lies in their complexity: models can become very large, and their simulation could be time consuming, especially if we want to capture the systems behavior in a reliable way using stochastic methods in conjunction with a high spatial resolution. In order to deliver the promise done by systems biology to be able to understand a system as whole, we need to scale up the size of models we are able to simulate, moving from sequential to parallel simulation algorithms. In this paper, we analyze Smoldyn, a widely diffused algorithm for stochastic simulation of chemical reactions with spatial resolution and single molecule detail, and we propose an alternative, innovative implementation that exploits the parallelism of Graphics Processing Units (GPUs). The implementation executes the most computational demanding steps (computation of diffusion, unimolecular, and bimolecular reaction, as well as the most common cases of molecule-surface interaction) on the GPU, computing them in parallel on each molecule of the system. The implementation offers good speed-ups and real time, high quality graphics output

  8. 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.

  9. A modified Brownian force for ultrafine particle penetration through building crack modeling

    Science.gov (United States)

    Chen, Chen; Zhao, Bin

    2017-12-01

    Combustion processes related to industry, traffic, agriculture, and waste treatment and disposal increase the amount of outdoor ultrafine particles (UFPs), which have adverse effects on human health. Given that people spend the majority of their time indoors, it is critical to understand the penetration of outdoor UFPs through building cracks in order to estimate human exposure to outdoor-originated UFPs. Lagrangian tracking is an efficient approach for modeling particle penetration. However, the Brownian motion for Lagrangian tracking in ANSYS Fluent®, a widely used software for particle dispersion modeling, is not able to model UFP dispersion accurately. In this study, we modified the Brownian force by rewriting the Brownian diffusion coefficient and particle integration time step with a user-defined function in ANSYS Fluent® to model particle penetration through building cracks. The results obtained using the modified model agree much better with the experimental results, with the averaged relative error less than 14% for the smooth crack cases and 21% for the rough crack case. We expect the modified Brownian force model proposed herein to be applied for UFP dispersion modeling in more indoor air quality studies.

  10. Brownian dynamics simulation of the cross-talking effect among modified histones on conformations of nucleosomes

    Science.gov (United States)

    Duan, Zhao-Wen; Li, Wei; Xie, Ping; Dou, Shuo-Xing; Wang, Peng-Ye

    2010-04-01

    Using Brownian dynamics simulation, we studied the effect of histone modifications on conformations of an array of nucleosomes in a segment of chromatin. The simulation demonstrated that the segment of chromatin shows the dynamic behaviour that its conformation can switch between a state with nearly all of the histones being wrapped by DNA and a state with nearly all of the histones being unwrapped by DNA, thus involving the “cross-talking" interactions among the histones. Each state can stay for a sufficiently long time. These conformational states are essential for gene expression or gene silence. The simulation also shows that these conformational states can be inherited by the daughter DNAs during DNA replication, giving a theoretical explanation of the epigenetic phenomenon.

  11. Brownian Motion and General Relativity

    CERN Document Server

    O'Hara, Paul

    2013-01-01

    We construct a model of Brownian Motion on a pseudo-Riemannian manifold associated with general relativity. There are two aspects of the problem: The first is to define a sequence of stopping times associated with the Brownian "kicks" or impulses. The second is to define the dynamics of the particle along geodesics in between the Brownian kicks. When these two aspects are taken together, we can associate various distributions with the motion. We will find that the statistics of space-time events will obey a temperature dependent four dimensional Gaussian distribution defined over the quaternions which locally can be identified with Minkowski space. Analogously, the statistics of the 4-velocities will obey a kind of Maxwell-Juttner distribution. In contrast to previous work, our processes are characterized by two independent proper time variables defined with respect to the laboratory frame: a discrete one corresponding to the stopping times when the impulses take place and a continuous one corresponding to th...

  12. Density profiles of granular gases studied by molecular dynamics and Brownian bridges

    Science.gov (United States)

    Peñuñuri, F.; Montoya, J. A.; Carvente, O.

    2018-02-01

    Despite the inherent frictional forces and dissipative collisions, confined granular matter can be regarded as a system in a stationary state if we inject energy continuously. Under these conditions, both the density and the granular temperature are, in general, non-monotonic variables along the height of the container. In consequence, an analytical description of a granular system is hard to conceive. Here, by using molecular dynamics simulations, we measure the packing fraction profiles for a vertically vibrating three-dimensional granular system in several gaseous-like stationary states. We show that by using the Brownian bridge concept, the determined packing fraction profiles can be reproduced accurately and give a complete description of the distribution of the particles inside the simulation box.

  13. Brownian cluster dynamics with short range patchy interactions: Its application to polymers and step-growth polymerization

    Science.gov (United States)

    Prabhu, A.; Babu, S. B.; Dolado, J. S.; Gimel, J.-C.

    2014-07-01

    We present a novel simulation technique derived from Brownian cluster dynamics used so far to study the isotropic colloidal aggregation. It now implements the classical Kern-Frenkel potential to describe patchy interactions between particles. This technique gives access to static properties, dynamics and kinetics of the system, even far from the equilibrium. Particle thermal motions are modeled using billions of independent small random translations and rotations, constrained by the excluded volume and the connectivity. This algorithm, applied to a single polymer chain leads to correct static and dynamic properties, in the framework where hydrodynamic interactions are ignored. By varying patch angles, various local chain flexibilities can be obtained. We have used this new algorithm to model step-growth polymerization under various solvent qualities. The polymerization reaction is modeled by an irreversible aggregation between patches while an isotropic finite square-well potential is superimposed to mimic the solvent quality. In bad solvent conditions, a competition between a phase separation (due to the isotropic interaction) and polymerization (due to patches) occurs. Surprisingly, an arrested network with a very peculiar structure appears. It is made of strands and nodes. Strands gather few stretched chains that dip into entangled globular nodes. These nodes act as reticulation points between the strands. The system is kinetically driven and we observe a trapped arrested structure. That demonstrates one of the strengths of this new simulation technique. It can give valuable insights about mechanisms that could be involved in the formation of stranded gels.

  14. A Computational Approach to Increase Time Scales in Brownian Dynamics–Based Reaction-Diffusion Modeling

    Science.gov (United States)

    Frazier, Zachary

    2012-01-01

    Abstract Particle-based Brownian dynamics simulations offer the opportunity to not only simulate diffusion of particles but also the reactions between them. They therefore provide an opportunity to integrate varied biological data into spatially explicit models of biological processes, such as signal transduction or mitosis. However, particle based reaction-diffusion methods often are hampered by the relatively small time step needed for accurate description of the reaction-diffusion framework. Such small time steps often prevent simulation times that are relevant for biological processes. It is therefore of great importance to develop reaction-diffusion methods that tolerate larger time steps while maintaining relatively high accuracy. Here, we provide an algorithm, which detects potential particle collisions prior to a BD-based particle displacement and at the same time rigorously obeys the detailed balance rule of equilibrium reactions. We can show that for reaction-diffusion processes of particles mimicking proteins, the method can increase the typical BD time step by an order of magnitude while maintaining similar accuracy in the reaction diffusion modelling. PMID:22697237

  15. 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...

  16. Brownian and advective dynamics in microflow studied by coherent X-ray scattering experiments.

    Science.gov (United States)

    Urbani, Raphael; Westermeier, Fabian; Banusch, Benjamin; Sprung, Michael; Pfohl, Thomas

    2016-11-01

    Combining microfluidics with coherent X-ray illumination offers the possibility to not only measure the structure but also the dynamics of flowing samples in a single-scattering experiment. Here, the power of this combination is demonstrated by studying the advective and Brownian dynamics of colloidal suspensions in microflow of different geometries. Using an experimental setup with a fast two-dimensional detector and performing X-ray correlation spectroscopy by calculating two-dimensional maps of the intensity auto-correlation functions, it was possible to evaluate the sample structure and furthermore to characterize the detailed flow behavior, including flow geometry, main flow directions, advective flow velocities and diffusive dynamics. By scanning a microfocused X-ray beam over a microfluidic device, the anisotropic auto-correlation functions of driven colloidal suspensions in straight, curved and constricted microchannels were mapped with the spatial resolution of the X-ray beam. This method has not only a huge potential for studying flow patterns in complex fluids but also to generally characterize anisotropic dynamics in materials.

  17. Atomic detail brownian dynamics simulations of concentrated protein solutions with a mean field treatment of hydrodynamic interactions.

    Energy Technology Data Exchange (ETDEWEB)

    Mereghetti, Paolo; Wade, Rebecca C.

    2012-07-26

    High macromolecular concentrations are a distinguishing feature of living organisms. Understanding how the high concentration of solutes affects the dynamic properties of biological macromolecules is fundamental for the comprehension of biological processes in living systems. In this paper, we describe the implementation of mean field models of translational and rotational hydrodynamic interactions into an atomically detailed many-protein brownian dynamics simulation method. Concentrated solutions (30-40% volume fraction) of myoglobin, hemoglobin A, and sickle cell hemoglobin S were simulated, and static structure factors, oligomer formation, and translational and rotational self-diffusion coefficients were computed. Good agreement of computed properties with available experimental data was obtained. The results show the importance of both solvent mediated interactions and weak protein-protein interactions for accurately describing the dynamics and the association properties of concentrated protein solutions. Specifically, they show a qualitative difference in the translational and rotational dynamics of the systems studied. Although the translational diffusion coefficient is controlled by macromolecular shape and hydrodynamic interactions, the rotational diffusion coefficient is affected by macromolecular shape, direct intermolecular interactions, and both translational and rotational hydrodynamic interactions.

  18. Relativistic Brownian motion: from a microscopic binary collision model to the Langevin equation.

    Science.gov (United States)

    Dunkel, Jörn; Hänggi, Peter

    2006-11-01

    The Langevin equation (LE) for the one-dimensional relativistic Brownian motion is derived from a microscopic collision model. The model assumes that a heavy pointlike Brownian particle interacts with the lighter heat bath particles via elastic hard-core collisions. First, the commonly known, nonrelativistic LE is deduced from this model, by taking into account the nonrelativistic conservation laws for momentum and kinetic energy. Subsequently, this procedure is generalized to the relativistic case. There, it is found that the relativistic stochastic force is still delta correlated (white noise) but no longer corresponds to a Gaussian white noise process. Explicit results for the friction and momentum-space diffusion coefficients are presented and discussed.

  19. Pricing of Two Kinds of Power Options under Fractional Brownian Motion, Stochastic Rate, and Jump-Diffusion Models

    Directory of Open Access Journals (Sweden)

    Kaili Xiang

    2014-01-01

    Full Text Available Option pricing is always one of the critical issues in financial mathematics and economics. Brownian motion is the basic hypothesis of option pricing model, which questions the fractional property of stock price. In this paper, under the assumption that the exchange rate follows the extended Vasicek model, we obtain the closed form of the pricing formulas for two kinds of power options under fractional Brownian Motion (FBM jump-diffusion models.

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

    Science.gov (United States)

    Spiechowicz, J.; Kostur, M.; Machura, L.

    2015-06-01

    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 about 3000 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 in some cases.

  1. Fractional Brownian motion, the Matérn process, and stochastic modeling of turbulent dispersion

    Science.gov (United States)

    Lilly, Jonathan M.; Sykulski, Adam M.; Early, Jeffrey J.; Olhede, Sofia C.

    2017-08-01

    Stochastic processes exhibiting power-law slopes in the frequency domain are frequently well modeled by fractional Brownian motion (fBm), with the spectral slope at high frequencies being 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 Matérn 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 Matérn process and its relationship to fBm. An algorithm for the simulation of the Matérn process in O(NlogN) operations is given. Unlike fBm, the Matérn process is found to provide an excellent match to modeling velocities from particle trajectories in an application to two-dimensional fluid turbulence.

  2. Simulation for Sludge Flocculation I: Brownian Dynamic Simulation for Perikinetic Flocculation of Charged Particle

    Directory of Open Access Journals (Sweden)

    Linshuang Liu

    2012-01-01

    Full Text Available To investigate sludge drying process, a numerical simulation based on Brownian dynamic for the floc with uncharged and charged particles was conducted. The Langevin equation is used as dynamical equation for tracking each particle in a floc. An initial condition and periodic boundary condition which well conformed to reality is used for calculating the floc growth process. Each cell consists of 1000 primary particles with diameter 0.1 ∼ 4 μm. Floc growth is related to the thermal force and the electrostatic force. The electrostatic force on a particle in the simulation cell is considered as the sum of electrostatic forces from other particles in the original cell and its replicate cells. It is assumed that flocs are charged with precharged primary particles in dispersion system by ionization. By the analysis of the simulation figures, on one hand, the effects of initial particle size and sludge density on floc smashing time, floc radius of gyration, and fractal dimension were discussed. On the other hand, the effects of ionization on floc smashing time and floc structure were presented. This study has important practical value in the high-turbidity water treatment, especially for sludge drying.

  3. Dynamics in crowded environments: is non-Gaussian Brownian diffusion normal?

    Science.gov (United States)

    Kwon, Gyemin; Sung, Bong June; Yethiraj, Arun

    2014-07-17

    The dynamics of colloids and proteins in dense suspensions is of fundamental importance, from a standpoint of understanding the biophysics of proteins in the cytoplasm and for the many interesting physical phenomena in colloidal dispersions. Recent experiments and simulations have raised questions about our understanding of the dynamics of these systems. Experiments on vesicles in nematic fluids and colloids in an actin network have shown that the dynamics of particles can be "non-Gaussian"; that is, the self-part of the van Hove correlation function, Gs(r,t), is an exponential rather than Gaussian function of r, in regimes where the mean-square displacement is linear in t. It is usually assumed that a linear mean-square displacement implies a Gaussian Gs(r,t). In a different result, simulations of a mixture of proteins, aimed at mimicking the cytoplasm of Escherichia coli, have shown that hydrodynamic interactions (HI) play a key role in slowing down the dynamics of proteins in concentrated (relative to dilute) solutions. In this work, we study a simple system, a dilute tracer colloidal particle immersed in a concentrated solution of larger spheres, using simulations with and without HI. The simulations reproduce the non-Gaussian Brownian diffusion of the tracer, implying that this behavior is a general feature of colloidal dynamics and is a consequence of local heterogeneities on intermediate time scales. Although HI results in a lower diffusion constant, Gs(r,t) is very similar to and without HI, provided they are compared at the same value of the mean-square displacement.

  4. Brownian dynamics simulations of electrostatic adsorption and ordering of charged colloidal nanoparticles

    Science.gov (United States)

    Luna-Singh, Jennifer; Barrera, Enrique; Varshney, Vikas; Kelley, John; Vaia, Richard

    2014-03-01

    Self-limiting assembly of nanoparticle (NP) and biomacromolecular arrays promises to revolutionize compliant device fabrication by enabling print-on-demand. Presently, quantitative understanding of the relationship between the array order, nanoparticle size, surface characteristics, and process conditions remain elusive. Previous simulations have shown that tuning particle and surface potentials, screening lengths, and particle concentrations can lead to ordering. However, identifying the experimental conditions to observe these in-plane order-disorder and order-order transitions for NPs remains a challenge. Here in, the absorption of electrostatically stabilized NPs with increasing ratio of particle-particle repulsion to particle-surface attraction via Brownian dynamics simulations is discussed. The orientation correlation function follows the KTHNY theory of phase transition as particle and surface potentials are tuned. Detailed Voronoi analysis reveals movement and defect annihilation during the final stages of adsorption. Identifying the transition between liquid, hexatic, and crystalline NP arrays will provide experimental conditions necessary to create high resolution patterns and smaller devices.

  5. Brownian dynamic study of an enzyme metabolon in the TCA cycle: Substrate kinetics and channeling.

    Science.gov (United States)

    Huang, Yu-Ming M; Huber, Gary A; Wang, Nuo; Minteer, Shelley D; McCammon, J Andrew

    2018-02-01

    Malate dehydrogenase (MDH) and citrate synthase (CS) are two pacemaking enzymes involved in the tricarboxylic acid (TCA) cycle. Oxaloacetate (OAA) molecules are the intermediate substrates that are transferred from the MDH to CS to carry out sequential catalysis. It is known that, to achieve a high flux of intermediate transport and reduce the probability of substrate leaking, a MDH-CS metabolon forms to enhance the OAA substrate channeling. In this study, we aim to understand the OAA channeling within possible MDH-CS metabolons that have different structural orientations in their complexes. Three MDH-CS metabolons from native bovine, wild-type porcine, and recombinant sources, published in recent work, were selected to calculate OAA transfer efficiency by Brownian dynamics (BD) simulations and to study, through electrostatic potential calculations, a possible role of charges that drive the substrate channeling. Our results show that an electrostatic channel is formed in the metabolons of native bovine and recombinant porcine enzymes, which guides the oppositely charged OAA molecules passing through the channel and enhances the transfer efficiency. However, the channeling probability in a suggested wild-type porcine metabolon conformation is reduced due to an extended diffusion length between the MDH and CS active sites, implying that the corresponding arrangements of MDH and CS result in the decrease of electrostatic steering between substrates and protein surface and then reduce the substrate transfer efficiency from one active site to another. © 2017 The Protein Society.

  6. 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.

  7. Electrical autonomous Brownian gyrator

    Science.gov (United States)

    Chiang, K.-H.; Lee, C.-L.; Lai, P.-Y.; Chen, Y.-F.

    2017-09-01

    We study experimentally and theoretically the steady-state dynamics of a simple stochastic electronic system featuring two resistor-capacitor circuits coupled by a third capacitor. The resistors are subject to thermal noises at real temperatures. The voltage fluctuation across each resistor can be compared to a one-dimensional Brownian motion. However, the collective dynamical behavior, when the resistors are subject to distinct thermal baths, is identical to that of a Brownian gyrator, as first proposed by Filliger and Reimann [Phys. Rev. Lett. 99, 230602 (2007), 10.1103/PhysRevLett.99.230602]. The average gyrating dynamics is originated from the absence of detailed balance due to unequal thermal baths. We look into the details of this stochastic gyrating dynamics, its dependences on the temperature difference and coupling strength, and the mechanism of heat transfer through this simple electronic circuit. Our work affirms the general principle and the possibility of a Brownian ratchet working near room temperature scale.

  8. Geometric Brownian Motion, Option Pricing, and Simulation: Some Spreadsheet-Based Exercises in Financial Modeling

    Directory of Open Access Journals (Sweden)

    Kevin D. Brewer

    2012-11-01

    Full Text Available This paper presents some Excel-based simulation exercises that are suitable for use in financial modeling courses. Such exercises are based on a stochastic process of stock price movements, called geometric Brownian motion, that underlies the derivation of the Black-Scholes option pricing model. Guidance is provided in assigning appropriate values of the drift parameter in the stochastic process for such exercises. Some further simulation exercises are also suggested. As the analytical underpinning of the materials involved is provided, this paper is expected to be of interest also to instructors and students of investment courses.

  9. 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.

  10. Modeling of locally self-similar processes using multifractional Brownian motion of Riemann-Liouville type

    Science.gov (United States)

    Muniandy, S. V.; Lim, S. C.

    2001-04-01

    Fractional Brownian motion (FBM) is widely used in the modeling of phenomena with power spectral density of power-law type. However, FBM has its limitation since it can only describe phenomena with monofractal structure or a uniform degree of irregularity characterized by the constant Holder exponent. For more realistic modeling, it is necessary to take into consideration the local variation of irregularity, with the Holder exponent allowed to vary with time (or space). One way to achieve such a generalization is to extend the standard FBM to multifractional Brownian motion (MBM) indexed by a Holder exponent that is a function of time. This paper proposes an alternative generalization to MBM based on the FBM defined by the Riemann-Liouville type of fractional integral. The local properties of the Riemann-Liouville MBM (RLMBM) are studied and they are found to be similar to that of the standard MBM. A numerical scheme to simulate the locally self-similar sample paths of the RLMBM for various types of time-varying Holder exponents is given. The local scaling exponents are estimated based on the local growth of the variance and the wavelet scalogram methods. Finally, an example of the possible applications of RLMBM in the modeling of multifractal time series is illustrated.

  11. 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.

  12. From single molecule fluctuations to muscle contraction: a Brownian model of A.F. Huxley's hypotheses.

    Directory of Open Access Journals (Sweden)

    Lorenzo Marcucci

    Full Text Available Muscular force generation in response to external stimuli is the result of thermally fluctuating, cyclical interactions between myosin and actin, which together form the actomyosin complex. Normally, these fluctuations are modelled using transition rate functions that are based on muscle fiber behaviour, in a phenomenological fashion. However, such a basis reduces the predictive power of these models. As an alternative, we propose a model which uses direct single molecule observations of actomyosin fluctuations reported in the literature. We precisely estimate the actomyosin potential bias and use diffusion theory to obtain a brownian ratchet model that reproduces the complete cross-bridge cycle. The model is validated by simulating several macroscopic experimental conditions, while its interpretation is compatible with two different force-generating scenarios.

  13. 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.

  14. 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

    2015-02-05

    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. © 2014 Wiley Periodicals, Inc.

  15. Modeling single-file diffusion with step fractional Brownian motion and a generalized fractional Langevin equation

    Science.gov (United States)

    Lim, S. C.; Teo, L. P.

    2009-08-01

    Single-file diffusion behaves as normal diffusion at small time and as subdiffusion at large time. These properties can be described in terms of fractional Brownian motion with variable Hurst exponent or multifractional Brownian motion. We introduce a new stochastic process called Riemann-Liouville step fractional Brownian motion which can be regarded as a special case of multifractional Brownian motion with a step function type of Hurst exponent tailored for single-file diffusion. Such a step fractional Brownian motion can be obtained as a solution of the fractional Langevin equation with zero damping. Various kinds of fractional Langevin equations and their generalizations are then considered in order to decide whether their solutions provide the correct description of the long and short time behaviors of single-file diffusion. The cases where the dissipative memory kernel is a Dirac delta function, a power-law function and a combination of these functions are studied in detail. In addition to the case where the short time behavior of single-file diffusion behaves as normal diffusion, we also consider the possibility of a process that begins as ballistic motion.

  16. Analytical Solutions of a Model for Brownian Motion in the Double Well Potential

    Science.gov (United States)

    Liu, Ai-Jie; Zheng, Lian-Cun; Ma, Lian-Xi; Zhang, Xin-Xin

    2015-01-01

    In this paper, the analytical solutions of Schrödinger equation for Brownian motion in a double well potential are acquired by the homotopy analysis method and the Adomian decomposition method. Double well potential for Brownian motion is always used to obtain the solutions of Fokker—Planck equation known as the Klein—Kramers equation, which is suitable for separation and additive Hamiltonians. In essence, we could study the random motion of Brownian particles by solving Schrödinger equation. The analytical results obtained from the two different methods agree with each other well. The double well potential is affected by two parameters, which are analyzed and discussed in details with the aid of graphical illustrations. According to the final results, the shapes of the double well potential have significant influence on the probability density function.

  17. Irreversible Brownian Heat Engine

    Science.gov (United States)

    Taye, Mesfin Asfaw

    2017-10-01

    We model a Brownian heat engine as a Brownian particle that hops in a periodic ratchet potential where the ratchet potential is coupled with a linearly decreasing background temperature. We show that the efficiency of such Brownian heat engine approaches the efficiency of endoreversible engine η =1-√{{Tc/Th}} [23]. On the other hand, the maximum power efficiency of the engine approaches η ^{MAX}=1-({Tc/Th})^{1\\over 4}. It is shown that the optimized efficiency always lies between the efficiency at quasistatic limit and the efficiency at maximum power while the efficiency at maximum power is always less than the optimized efficiency since the fast motion of the particle comes at the expense of the energy cost. If the heat exchange at the boundary of the heat baths is included, we show that such a Brownian heat engine has a higher performance when acting as a refrigerator than when operating as a device subjected to a piecewise constant temperature. The role of time on the performance of the motor is also explored via numerical simulations. Our numerical results depict that the time t and the external load dictate the direction of the particle velocity. Moreover, the performance of the heat engine improves with time. At large t (steady state), the velocity, the efficiency and the coefficient of performance of the refrigerator attain their maximum value. Furthermore, we study the effect of temperature by considering a viscous friction that decreases exponentially as the background temperature increases. Our result depicts that the Brownian particle exhibits a fast unidirectional motion when the viscous friction is temperature dependent than that of constant viscous friction. Moreover, the efficiency of this motor is considerably enhanced when the viscous friction is temperature dependent. On the hand, the motor exhibits a higher performance of the refrigerator when the viscous friction is taken to be constant.

  18. Numerically modeling Brownian thermal noise in amorphous and crystalline thin coatings

    Science.gov (United States)

    Lovelace, Geoffrey; Demos, Nicholas; Khan, Haroon

    2018-01-01

    Thermal noise is expected to be one of the noise sources limiting the astrophysical reach of Advanced LIGO (once commissioning is complete) and third-generation detectors. Adopting crystalline materials for thin, reflecting mirror coatings, rather than the amorphous coatings used in current-generation detectors, could potentially reduce thermal noise. Understanding and reducing thermal noise requires accurate theoretical models, but modeling thermal noise analytically is especially challenging with crystalline materials. Thermal noise models typically rely on the fluctuation-dissipation theorem, which relates the power spectral density of the thermal noise to an auxiliary elastic problem. In this paper, we present results from a new, open-source tool that numerically solves the auxiliary elastic problem to compute the Brownian thermal noise for both amorphous and crystalline coatings. We employ the open-source deal.ii and PETSc frameworks to solve the auxiliary elastic problem using a finite-element method, adaptive mesh refinement, and parallel processing that enables us to use high resolutions capable of resolving the thin reflective coating. We verify numerical convergence, and by running on up to hundreds of compute cores, we resolve the coating elastic energy in the auxiliary problem to approximately 0.1%. We compare with approximate analytic solutions for amorphous materials, and we verify that our solutions scale as expected with changing beam size, mirror dimensions, and coating thickness. Finally, we model the crystalline coating thermal noise in an experiment reported by Cole et al (2013 Nat. Photon. 7 644–50), comparing our results to a simpler numerical calculation that treats the coating as an ‘effectively amorphous’ material. We find that treating the coating as a cubic crystal instead of as an effectively amorphous material increases the thermal noise by about 3%. Our results are a step toward better understanding and reducing thermal noise to

  19. Two-dimensional dynamics of a trapped active Brownian particle in a shear flow.

    Science.gov (United States)

    Li, Yunyun; Marchesoni, Fabio; Debnath, Tanwi; Ghosh, Pulak K

    2017-12-01

    We model the two-dimensional dynamics of a pointlike artificial microswimmer diffusing in a harmonic trap subject to the shear flow of a highly viscous medium. The particle is driven simultaneously by the linear restoring force of the trap, the drag force exerted by the flow, and the torque due to the shear gradient. For a Couette flow, elliptical orbits in the noiseless regime, and the correlation functions between the particle's displacements parallel and orthogonal to the flow are computed analytically. The effects of thermal fluctuations (translational) and self-propulsion fluctuations (angular) are treated separately. Finally, we discuss how to extend our approach to the diffusion of a microswimmer in a Poiseuille flow. These results provide an accurate reference solution to investigate, both numerically and experimentally, hydrodynamics corrections to the diffusion of active matter in confined geometries.

  20. From local to hydrodynamic friction in Brownian motion: A multiparticle collision dynamics simulation study.

    Science.gov (United States)

    Theers, Mario; Westphal, Elmar; Gompper, Gerhard; Winkler, Roland G

    2016-03-01

    The friction and diffusion coefficients of rigid spherical colloidal particles dissolved in a fluid are determined from velocity and force autocorrelation functions by mesoscale hydrodynamic simulations. Colloids with both slip and no-slip boundary conditions are considered, which are embedded in fluids modeled by multiparticle collision dynamics with and without angular momentum conservation. For no-slip boundary conditions, hydrodynamics yields the well-known Stokes law, while for slip boundary conditions the lack of angular momentum conservation leads to a reduction of the hydrodynamic friction coefficient compared to the classical result. The colloid diffusion coefficient is determined by integration of the velocity autocorrelation function, where the numerical result at shorter times is combined with the theoretical hydrodynamic expression for longer times. The suitability of this approach is confirmed by simulations of sedimenting colloids. In general, we find only minor deviations from the Stokes-Einstein relation, which even disappear for larger colloids. Importantly, for colloids with slip boundary conditions, our simulation results contradict the frequently assumed additivity of local and hydrodynamic diffusion coefficients.

  1. Ultrafast optical dynamics of HITCI in ethylene glycol. A non-Markovian Brownian oscillator description

    NARCIS (Netherlands)

    de Boeij, Wim P; Pshenichnikov, Maxim S.; Duppen, Koos; Wiersma, Douwe A.

    1994-01-01

    Femtosecond photon echo, chirped four-wave mixing and pump-probe experiments are reported, using a 13 fs cavity-dumped Ti: sapphire laser for excitation. It is shown that the optical dynamics of HITCI in ethylene glycol occurs on distinctly different time scales. The ultrafast solvent response is

  2. Bopp operators and phase-space spin dynamics: application to rotational quantum Brownian motion

    Energy Technology Data Exchange (ETDEWEB)

    Zueco, D [Departamento de Fisica de la Materia Condensada e, Instituto de Ciencia de Materiales de Aragon, C.S.I.C.-Universidad de Zaragoza, E-50009 Zaragoza (Spain); Calvo, I [Laboratorio Nacional de Fusion, Asociacion EURATOM-CIEMAT, E-28040 Madrid (Spain)

    2007-04-27

    For non-relativistic spinless particles, Bopp operators give an elegant and simple way to compute the dynamics of quasiprobability distributions in the phase-space formulation of Quantum Mechanics. In this work, we present a generalization of Bopp operators for spins and apply our results to the case of open spin systems. This approach allows to take the classical limit in a transparent way, recovering the corresponding Fokker-Planck equation.

  3. On Drift Parameter Estimation in Models with Fractional Brownian Motion by Discrete Observations

    Directory of Open Access Journals (Sweden)

    Yuliya Mishura

    2014-06-01

    Full Text Available We study a problem of an unknown drift parameter estimation in a stochastic differen- tial equation driven by fractional Brownian motion. We represent the likelihood ratio as a function of the observable process. The form of this representation is in general rather complicated. However, in the simplest case it can be simplified and we can discretize it to establish the a. s. convergence of the discretized version of maximum likelihood estimator to the true value of parameter. We also investigate a non-standard estimator of the drift parameter showing further its strong consistency. 

  4. A Mechanical Model of Brownian Motion for One Massive Particle Including Slow Light Particles

    Science.gov (United States)

    Liang, Song

    2018-01-01

    We provide a connection between Brownian motion and a classical mechanical system. Precisely, we consider a system of one massive particle interacting with an ideal gas, evolved according to non-random mechanical principles, via interaction potentials, without any assumption requiring that the initial velocities of the environmental particles should be restricted to be "fast enough". We prove the convergence of the (position, velocity)-process of the massive particle under a certain scaling limit, such that the mass of the environmental particles converges to 0 while the density and the velocities of them go to infinity, and give the precise expression of the limiting process, a diffusion process.

  5. 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.

  6. 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 ...... to other markets or multi factors. As a complement the paper shows an example of how to derive the implied bond pricing parameters using the ordinary Kalman filter....

  7. Dynamics of colloidal suspensions of ferromagnetic particles in plane Couette flow: comparison of approximate solutions with Brownian dynamics simulations.

    Science.gov (United States)

    Ilg, Patrick; Kröger, Martin; Hess, Siegfried; Zubarev, Andrey Yu

    2003-06-01

    The stationary and oscillatory properties of dilute ferromagnetic colloidal suspensions in plane Couette flow are studied. Analytical expressions for the off-equilibrium magnetization and the shear viscosity are obtained within the so-called effective field approximation. We also investigate the predictions of a different approximation based on the linearized moment expansion. Direct numerical simulation of the kinetic model are performed in order to test the range of validity of these approximations.

  8. 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.

  9. Chiral Brownian heat pump

    OpenAIRE

    van den Broek, Martijn; Van den Broeck, Christian

    2008-01-01

    We present the exact analysis of a chiral Brownian motor and heat pump. Optimization of the construction predicts, for a nanoscale device, frequencies of the order of kHz and cooling rates of the order of femtojoule per second.

  10. Chiral brownian heat pump.

    Science.gov (United States)

    van den Broek, M; Van den Broeck, C

    2008-04-04

    We present the exact analysis of a chiral Brownian motor and heat pump. Optimization of the construction predicts, for a nanoscale device, frequencies of the order of kHz and cooling rates of the order of femtojoule per second.

  11. Chiral Brownian heat pump

    OpenAIRE

    Broek, M. van den; Broeck, C. Van Den

    2007-01-01

    We present the exact analysis of a chiral Brownian motor and heat pump. Optimization of the construction predicts, for a nanoscale device, frequencies of the order of kHz and cooling rates of the order of femtojoule per second.

  12. Resonance of Brownian vortices in viscoelastic shear flows

    Science.gov (United States)

    Laas, K.; Mankin, R.

    2015-10-01

    The dynamics of a Brownian particle in an oscillatory viscoelastic shear flow is considered using the generalized Langevin equation. The interaction with fluctuations of environmental parameters is modeled by an additive external white noise and by an internal Mittag-Leffer noise with a finite memory time. Focusing on the mean angular momentum of particles it is shown that the presence of memory has a profound effect on the behavior of the Brownian vortices. Particularly, if an external noise dominates over the internal noise, a resonance-like dependence of the mean angular momentum of "free" particles, trapped due to the cage effect, on the characteristic memory time is observed. Moreover, it is established that memory effects can induce two kinds of resonance peaks: one resonance peak is related to the presence of external noise and the other is related to the initial positional distribution of particles. The bona fide resonance versus the shear frequency is also discussed.

  13. CNT based thermal Brownian motor to pump water in nanodevices

    DEFF Research Database (Denmark)

    Oyarzua, Elton; Zambrano, Harvey; Walther, Jens Honore

    2016-01-01

    Brownian molecular motors are nanoscale machines that exploit thermal fluctuations for directional motion by employing mechanisms such as the Feynman-Smoluchowski ratchet. In this study, using Non Equilibrium Molecular Dynamics, we propose a novel thermal Brownian motor for pumping water through...

  14. Regime of aggregate structures and magneto-rheological characteristics of a magnetic rod-like particle suspension: Monte Carlo and Brownian dynamics simulations

    Energy Technology Data Exchange (ETDEWEB)

    Okada, Kazuya [School of Akita Prefectural University, Yurihonjo (Japan); Satoh, Akira, E-mail: asatoh@akita-pu.ac.jp [Department of Machine Intelligence and System Engineering, Akita Prefectural University, Yurihonjo (Japan)

    2017-09-01

    Highlights: • Monte Carlo simulations have been employed for the aggregate structures. • Brownian dynamics simulations have been employed for the magneto-rheology. • Even a weak shear flow induces a significant regime change in the aggregates. • A strong external magnetic field drastically changes the aggregates. • The dependence of the viscosity on these factors is governed in a complex manner. - Abstract: In the present study, we address a suspension composed ferromagnetic rod-like particles to elucidate a regime change in the aggregate structures and the magneto-rheological characteristics. Monte Carlo simulations have been employed for investigating the aggregate structures in thermodynamic equilibrium, and Brownian dynamics simulations for magneto-rheological features in a simple shear flow. The main results obtained here are summarized as follows. For the case of thermodynamic equilibrium, the rod-like particles aggregate to form thick chain-like clusters and the neighboring clusters incline in opposite directions. If the external magnetic field is increased, the thick chain-like clusters in the magnetic field direction grow thicker by adsorbing the neighboring clusters that incline in the opposite direction. Hence, a significant phase change in the particle aggregates is not induced by an increase in the magnetic field strength. For the case of a simple shear flow, even a weak shear flow induces a significant regime change from the thick chain-like clusters of thermodynamic equilibrium into wall-like aggregates composed of short raft-like clusters. A strong external magnetic field drastically changes these aggregates into wall-like aggregates composed of thick chain-like clusters rather than the short raft-like clusters. The internal structure of these aggregates is not strongly influenced by a shear flow, and the formation of the short raft-like clusters is maintained inside the aggregates. The main contribution to the net viscosity is the

  15. Static structure of active Brownian hard disks

    Science.gov (United States)

    de Macedo Biniossek, N.; Löwen, H.; Voigtmann, Th; Smallenburg, F.

    2018-02-01

    We explore the changes in static structure of a two-dimensional system of active Brownian particles (ABP) with hard-disk interactions, using event-driven Brownian dynamics simulations. In particular, the effect of the self-propulsion velocity and the rotational diffusivity on the orientationally-averaged fluid structure factor is discussed. Typically activity increases structural ordering and generates a structure factor peak at zero wave vector which is a precursor of motility-induced phase separation. Our results provide reference data to test future statistical theories for the fluid structure of active Brownian systems. This manuscript was submitted for the special issue of the Journal of Physics: Condensed Matter associated with the Liquid Matter Conference 2017.

  16. 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} (heat 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 η_{MP} is given by η_{MP}=1-sqrt[T_{2}/T_{1}]. This universal form has been known as a characteristic of endoreversible heat engines. Our result extends the universal 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}.

  17. 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 (autonomous heat 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.

  18. Brownian semi-stationary processes, turbulence and smooth processes

    DEFF Research Database (Denmark)

    Urbina, José Ulises Márquez

    This thesis analysis the use of Brownian semi-stationary (BSS) processes to model the main statistical features present in turbulent time series, and some asymptotic properties of certain classes of smooth processes.  Turbulence is a complex phenomena governed by the Navier-Stokes equations....... We also studied the distributional properties of the increments of BSS processes with the intent to better understand why the BSS processes seem to accurately reproduce the temporal turbulent dynamics.  BSS processes in general are not semimartingales. However, there are conditions which make a BSS...

  19. Stochastic dynamic models and Chebyshev splines

    Science.gov (United States)

    Fan, Ruzong; Zhu, Bin; Wang, Yuedong

    2015-01-01

    In this article, we establish a connection between a stochastic dynamic model (SDM) driven by a linear stochastic differential equation (SDE) and a Chebyshev spline, which enables researchers to borrow strength across fields both theoretically and numerically. We construct a differential operator for the penalty function and develop a reproducing kernel Hilbert space (RKHS) induced by the SDM and the Chebyshev spline. The general form of the linear SDE allows us to extend the well-known connection between an integrated Brownian motion and a polynomial spline to a connection between more complex diffusion processes and Chebyshev splines. One interesting special case is connection between an integrated Ornstein–Uhlenbeck process and an exponential spline. We use two real data sets to illustrate the integrated Ornstein–Uhlenbeck process model and exponential spline model and show their estimates are almost identical. PMID:26045632

  20. 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...

  1. QUANTUM STOCHASTIC PROCESSES: BOSON AND FERMION BROWNIAN MOTION

    Directory of Open Access Journals (Sweden)

    A.E.Kobryn

    2003-01-01

    Full Text Available Dynamics of quantum systems which are stochastically perturbed by linear coupling to the reservoir can be studied in terms of quantum stochastic differential equations (for example, quantum stochastic Liouville equation and quantum Langevin equation. In order to work it out one needs to define the quantum Brownian motion. As far as only its boson version has been known until recently, in the present paper we present the definition which makes it possible to consider the fermion Brownian motion as well.

  2. A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: Applications in finance

    Science.gov (United States)

    Ballestra, Luca Vincenzo; Pacelli, Graziella; Radi, Davide

    2016-12-01

    We propose a numerical method to compute the first-passage probability density function in a time-changed Brownian model. In particular, we derive an integral representation of such a density function in which the integrand functions must be obtained solving a system of Volterra equations of the first kind. In addition, we develop an ad-hoc numerical procedure to regularize and solve this system of integral equations. The proposed method is tested on three application problems of interest in mathematical finance, namely the calculation of the survival probability of an indebted firm, the pricing of a single-knock-out put option and the pricing of a double-knock-out put option. The results obtained reveal that the novel approach is extremely accurate and fast, and performs significantly better than the finite difference method.

  3. Regime of aggregate structures and magneto-rheological characteristics of a magnetic rod-like particle suspension: Monte Carlo and Brownian dynamics simulations

    Science.gov (United States)

    Okada, Kazuya; Satoh, Akira

    2017-09-01

    In the present study, we address a suspension composed ferromagnetic rod-like particles to elucidate a regime change in the aggregate structures and the magneto-rheological characteristics. Monte Carlo simulations have been employed for investigating the aggregate structures in thermodynamic equilibrium, and Brownian dynamics simulations for magneto-rheological features in a simple shear flow. The main results obtained here are summarized as follows. For the case of thermodynamic equilibrium, the rod-like particles aggregate to form thick chain-like clusters and the neighboring clusters incline in opposite directions. If the external magnetic field is increased, the thick chain-like clusters in the magnetic field direction grow thicker by adsorbing the neighboring clusters that incline in the opposite direction. Hence, a significant phase change in the particle aggregates is not induced by an increase in the magnetic field strength. For the case of a simple shear flow, even a weak shear flow induces a significant regime change from the thick chain-like clusters of thermodynamic equilibrium into wall-like aggregates composed of short raft-like clusters. A strong external magnetic field drastically changes these aggregates into wall-like aggregates composed of thick chain-like clusters rather than the short raft-like clusters. The internal structure of these aggregates is not strongly influenced by a shear flow, and the formation of the short raft-like clusters is maintained inside the aggregates. The main contribution to the net viscosity is the viscosity component due to magnetic particle-particle interaction forces in relation to the present volumetric fraction. Hence, a larger magnetic interaction strength and also a stronger external magnetic field give rise to a larger magneto-rheological effect. However, the dependence of the viscosity on these factors is governed in a complex manner by whether or not the wall-like aggregates are composed mainly of short raft

  4. Polarized and depolarized light-scattering studies on Brownian diffusional and critical fluid systems: theory and experiment

    Energy Technology Data Exchange (ETDEWEB)

    Sorensen, C.M.

    1976-01-01

    An effort to expand light-scattering autocorrelation techniques to Brownian diffusional and critical fluid systems in which multiple scattering effects are important, and to understand the observed similarity of the Rayleigh linewidth of light scattered from these two seemingly different systems is discussed. A formalism was developed to find the light field multiply scattered from a suspension of Brownian diffusing particles. For the field doubly scattered from a system of noninteracting Brownian particles, the intensity and correlation time were much less dependent on the scattering angle than for the singly scattered component. The polarized and depolarized correlation times of light scattered from Brownian particle systems were measured. The double-scattering formalism was extended to light scattered from critical fluid systems. In the region k xi greater than 5 the doubly and singly scattered correlation times were nearly equal. The dynamic droplet model of critical phenomena was developed which gives the proper, experimentally verified, forms for the intensity and linewidth of light scattered from a critical fluid. To test the dynamic droplet model and the mode theories Rayleigh linewidth predictions, light-scattering measurements were performed on the critical fluid system methanol and cyclohexane. The data agreed with both the dynamic droplet and decoupled mode theory predictions. The depolarized scattered spectra from a critical fluid were measured, and qualitative agreement with the double-scattering theory was found. 57 figures, 5 tables.

  5. Single particle Brownian motion with solid friction.

    Science.gov (United States)

    Das, Prasenjit; Puri, Sanjay; Schwartz, Moshe

    2017-06-01

    We study the Brownian dynamics of a solid particle on a vibrating solid surface. Phenomenologically, the interaction between the two solid surfaces is modeled by solid friction, and the Gaussian white noise models the vibration of the solid surface. The solid friction force is proportional to the sign of relative velocity. We derive the Fokker-Planck (FP) equation for the time-dependent probability distribution to find the particle at a given location. We calculate analytically the steady state velocity distribution function, mean-square velocity and diffusion coefficient in d-dimensions. We present a generic method of calculating the autocorrelations in d-dimensions. This results in one dimension in an exact evaluation of the steady state velocity autocorrelation. In higher dimensions our exact general expression enables the analytic evaluation of the autocorrelation to any required approximation. We present approximate analytic expressions in two and three dimensions. Next, we numerically calculate the mean-square velocity and steady state velocity autocorrelation function up to d = 3 . Our numerical results are in good agreement with the analytically obtained results.

  6. Detrended Fluctuation Analysis of multifractional Brownian motion

    Science.gov (United States)

    Setty, Venkat; Sharma, Surjalal

    2013-03-01

    Multifractional Brownian Motion (mBm) is a generalization of Fractional Brownian motion (fBm) with a time varying Hurst exponent, H (t) . Detrended Fluctuation Analysis (DFA) is a technique used to study the scaling behavior representing long term correlations in various dynamical systems. In our work, we apply DFA to calculate a time averaged Hurst exponent, in mBm data. The accuracy of estimation of was shown to depend on the range and variability of H (t) . Furthermore, the effect of uniform random noise in H (t) on the nature of scaling observed in DFA is studied. Our research focusses on the robustness and applicability of the DFA technique for studying long term correlations in systems with time varying Hurst exponents akin to mBm .

  7. 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.

  8. Dynamic epistemic modelling

    NARCIS (Netherlands)

    D.J.N. van Eijck (Jan)

    2004-01-01

    textabstractThis paper introduces DEMO, a Dynamic Epistemic Modelling tool. DEMO llows modelling epistemic updates, graphical display of update results, graphical display of action models, formula evaluation in epistemic models, translation of dynamic epistemic formulas to PDL formulas, and so on.

  9. Dynamical modelling versus approximate analytical formula

    Indian Academy of Sciences (India)

    I I Gontchar

    2017-06-01

    Jun 1, 2017 ... In the LSD model [31], the Coulomb, surface, and cur- vature terms are deformation-dependent and significant for the Brownian particle motion. In order to calculate the potential energy within the framework of this model, we developed our own computer code and compared the results with the potential ...

  10. 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.

  11. 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...

  12. q-deformed Brownian motion

    CERN Document Server

    Man'ko, V I

    1993-01-01

    Brownian motion may be embedded in the Fock space of bosonic free field in one dimension.Extending this correspondence to a family of creation and annihilation operators satisfying a q-deformed algebra, the notion of q-deformation is carried from the algebra to the domain of stochastic processes.The properties of q-deformed Brownian motion, in particular its non-Gaussian nature and cumulant structure,are established.

  13. Physical mechanism and modeling of heat generation and transfer in magnetic fluid hyperthermia through Néelian and Brownian relaxation: a review.

    Science.gov (United States)

    Suriyanto; Ng, E Y K; Kumar, S D

    2017-03-23

    Current clinically accepted technologies for cancer treatment still have limitations which lead to the exploration of new therapeutic methods. Since the past few decades, the hyperthermia treatment has attracted the attention of investigators owing to its strong biological rationales in applying hyperthermia as a cancer treatment modality. Advancement of nanotechnology offers a potential new heating method for hyperthermia by using nanoparticles which is termed as magnetic fluid hyperthermia (MFH). In MFH, superparamagnetic nanoparticles dissipate heat through Néelian and Brownian relaxation in the presence of an alternating magnetic field. The heating power of these particles is dependent on particle properties and treatment settings. A number of pre-clinical and clinical trials were performed to test the feasibility of this novel treatment modality. There are still issues yet to be solved for the successful transition of this technology from bench to bedside. These issues include the planning, execution, monitoring and optimization of treatment. The modeling and simulation play crucial roles in solving some of these issues. Thus, this review paper provides a basic understanding of the fundamental and rationales of hyperthermia and recent development in the modeling and simulation applied to depict the heat generation and transfer phenomena in the MFH.

  14. Dynamical holographic QCD model

    Directory of Open Access Journals (Sweden)

    Li Danning

    2014-01-01

    Full Text Available 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 Φ and scalar field X responsible for the gluodynamics and chiral dynamics, respectively. We summarize the results on hadron spectra, QCD phase transition and transport properties including the jet quenching parameter and the shear/bulk viscosity in the framework of the dynamical holographic QCD model.

  15. Brownian versus Newtonian devitrification of hard-sphere glasses

    Science.gov (United States)

    Montero de Hijes, Pablo; Rosales-Pelaez, Pablo; Valeriani, Chantal; Pusey, Peter N.; Sanz, Eduardo

    2017-08-01

    In a recent molecular dynamics simulation work it has been shown that glasses composed of hard spheres crystallize via cooperative, stochastic particle displacements called avalanches [E. Sanz et al., Proc. Natl. Acad. Sci. USA 111, 75 (2014), 10.1073/pnas.1308338110]. In this Rapid Communication we investigate if such a devitrification mechanism is also present when the dynamics is Brownian rather than Newtonian. The research is motivated in part by the fact that colloidal suspensions, an experimental realization of hard-sphere systems, undergo Brownian motion. We find that Brownian hard-sphere glasses do crystallize via avalanches with very similar characteristics to those found in the Newtonian case. We briefly discuss the implications of these findings for experiments on colloids.

  16. Modeling particle shape-dependent dynamics in nanomedicine.

    Science.gov (United States)

    Shah, Samar; Liu, Yaling; Hu, Walter; Gao, Jinming

    2011-02-01

    One of the major challenges in nanomedicine is to improve nanoparticle cell selectivity and adhesion efficiency through designing functionalized nanoparticles of controlled sizes, shapes, and material compositions. Recent data on cylindrically shaped filomicelles are beginning to show that non-spherical particles remarkably improved the biological properties over spherical counterpart. Despite these exciting advances, non-spherical particles have not been widely used in nanomedicine applications due to the lack of fundamental understanding of shape effect on targeting efficiency. This paper intends to investigate the shape-dependent adhesion kinetics of non-spherical nanoparticles through computational modeling. The ligand-receptor binding kinetics is coupled with Brownian dynamics to study the dynamic delivery process of nanorods under various vascular flow conditions. The influences of nanoparticle shape, ligand density, and shear rate on adhesion probability are studied. Nanorods are observed to contact and adhere to the wall much easier than their spherical counterparts under the same configuration due to their tumbling motion. The binding probability of a nanorod under a shear rate of 8 s(-1) is found to be three times higher than that of a nanosphere with the same volume. The particle binding probability decreases with increased flow shear rate and channel height. The Brownian motion is found to largely enhance nanoparticle binding. Results from this study contribute to the fundamental understanding and knowledge on how particle shape affects the transport and targeting efficiency of nanocarriers, which will provide mechanistic insights on the design of shape-specific nanomedicine for targeted drug delivery applications.

  17. Validated dynamic flow model

    DEFF Research Database (Denmark)

    Knudsen, Torben

    2011-01-01

    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....... Then issues dealing with optimal experimental design is considered. Finally the parameters are estimated in the chosen static and dynamic models and a validation is performed. Two of the static models, one of them the additive model, explains the data well. In case of dynamic models the suggested additive...... 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....

  18. Cosmophysical Factors in the Fluctuation Amplitude Spectrum of Brownian Motion

    Directory of Open Access Journals (Sweden)

    Kaminsky A. V.

    2010-07-01

    Full Text Available Phenomenon of the regular variability of the fine structure of the fluctuation in the am- plitude distributions (shapes of related histograms for the case of Brownian motion was investigated. We took an advantage of the dynamic light scattering method (DLS to get a stochastically fluctuated signal determined by Brownian motion. Shape of the histograms is most likely to vary, synchronous, in two proximally located independent cells containing Brownian particles. The synchronism persists in the cells distant at 2 m from each other, and positioned meridionally. With a parallel-wise positioning of the cells, high probability of the synchronous variation in the shape of the histograms by local time has been observed. This result meets the previous conclusion about the dependency of histogram shapes (“fluctuation amplitudes” of the spectra of stochastic processes upon rotation of the Earth.

  19. Relation between cooperative molecular motors and active Brownian particles.

    Science.gov (United States)

    Touya, Clément; Schwalger, Tilo; Lindner, Benjamin

    2011-05-01

    Active Brownian particles (ABPs), obeying a nonlinear Langevin equation with speed-dependent drift and noise amplitude, are well-known models used to describe self-propelled motion in biology. In this paper we study a model describing the stochastic dynamics of a group of coupled molecular motors (CMMs). Using two independent numerical methods, one based on the stationary velocity distribution of the motors and the other one on the local increments (also known as the Kramers-Moyal coefficients) of the velocity, we establish a connection between the CMM and the ABP models. The parameters extracted for the ABP via the two methods show good agreement for both symmetric and asymmetric cases and are independent of N, the number of motors, provided that N is not too small. This indicates that one can indeed describe the CMM problem with a simpler ABP model. However, the power spectrum of velocity fluctuations in the CMM model reveals a peak at a finite frequency, a peak which is absent in the velocity spectrum of the ABP model. This implies richer dynamic features of the CMM model which cannot be captured by an ABP model.

  20. Modeling Climate Dynamically

    Science.gov (United States)

    Walsh, Jim; McGehee, Richard

    2013-01-01

    A dynamical systems approach to energy balance models of climate is presented, focusing on low order, or conceptual, models. Included are global average and latitude-dependent, surface temperature models. The development and analysis of the differential equations and corresponding bifurcation diagrams provides a host of appropriate material for…

  1. 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...

  2. 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.

  3. Dynamical Dirichlet Mixture Model

    OpenAIRE

    Chen, Le; Barber, David; Odobez, Jean-Marc

    2007-01-01

    In this report, we propose a statistical model to deal with the discrete-distribution data varying over time. The proposed model -- HMM+DM -- extends the Dirichlet mixture model to the dynamic case: Hidden Markov Model with Dirichlet mixture output. Both the inference and parameter estimation procedures are proposed. Experiments on the generated data verify the proposed algorithms. Finally, we discuss the potential applications of the current model.

  4. Brownian motion of a nano-colloidal particle: the role of the solvent.

    Science.gov (United States)

    Torres-Carbajal, Alexis; Herrera-Velarde, Salvador; Castañeda-Priego, Ramón

    2015-07-15

    Brownian motion is a feature of colloidal particles immersed in a liquid-like environment. Usually, it can be described by means of the generalised Langevin equation (GLE) within the framework of the Mori theory. In principle, all quantities that appear in the GLE can be calculated from the molecular information of the whole system, i.e., colloids and solvent molecules. In this work, by means of extensive Molecular Dynamics simulations, we study the effects of the microscopic details and the thermodynamic state of the solvent on the movement of a single nano-colloid. In particular, we consider a two-dimensional model system in which the mass and size of the colloid are two and one orders of magnitude, respectively, larger than the ones associated with the solvent molecules. The latter ones interact via a Lennard-Jones-type potential to tune the nature of the solvent, i.e., it can be either repulsive or attractive. We choose the linear momentum of the Brownian particle as the observable of interest in order to fully describe the Brownian motion within the Mori framework. We particularly focus on the colloid diffusion at different solvent densities and two temperature regimes: high and low (near the critical point) temperatures. To reach our goal, we have rewritten the GLE as a second kind Volterra integral in order to compute the memory kernel in real space. With this kernel, we evaluate the momentum-fluctuating force correlation function, which is of particular relevance since it allows us to establish when the stationarity condition has been reached. Our findings show that even at high temperatures, the details of the attractive interaction potential among solvent molecules induce important changes in the colloid dynamics. Additionally, near the critical point, the dynamical scenario becomes more complex; all the correlation functions decay slowly in an extended time window, however, the memory kernel seems to be only a function of the solvent density. Thus, the

  5. 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.

  6. 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...

  7. 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...

  8. 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.

  9. 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...

  10. 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…

  11. Brownian motion with adhesion: harmonic oscillator with fluctuating mass.

    Science.gov (United States)

    Gitterman, M; Klyatskin, V I

    2010-05-01

    In contrast to the cases usually studied of a harmonic oscillator subject to a random force (Brownian motion) or having random frequency or random damping, we consider a random mass which corresponds to an oscillator for which the particles of the surrounding medium adhere to it for some (random) time after the collision, thereby changing the oscillator mass. This model, which describes Brownian motion with adhesion, can be useful for the analysis of chemical and biological solutions as well as nanotechnological devices. We consider dichotomous noise and its limiting case, white noise.

  12. Generalized Multifractional Brownian Motion: Definition and Preliminary Results

    OpenAIRE

    Ayache, Antoine; Lévy Véhel, Jacques

    1999-01-01

    The Multifractional Brownian Motion (MBM) is a generalization of the well known Fractional Brownian Motion. One of the main reasons that makes the MBM interesting for modelization, is that one can prescribe its regularity: given any Hölder function H(t), with values in ]0,1[, one can construct an MBM admitting at any t0, a Hölder exponent equal to H(t0). However, the continuity of the function H(t) is sometimes undesirable, since it restricts the field of application. In this work we define a...

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

    Energy Technology Data Exchange (ETDEWEB)

    Yeh, Leehwa [Univ. of California, Berkeley, CA (United States). Dept. of Physics

    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.

  14. Corruption dynamics model

    Science.gov (United States)

    Malafeyev, O. A.; Nemnyugin, S. A.; Rylow, D.; Kolpak, E. P.; Awasthi, Achal

    2017-07-01

    The corruption dynamics is analyzed by means of the lattice model which is similar to the three-dimensional Ising model. Agents placed at nodes of the corrupt network periodically choose to perfom or not to perform the act of corruption at gain or loss while making decisions based on the process history. The gain value and its dynamics are defined by means of the Markov stochastic process modelling with parameters established in accordance with the influence of external and individual factors on the agent's gain. The model is formulated algorithmically and is studied by means of the computer simulation. Numerical results are obtained which demonstrate asymptotic behaviour of the corruption network under various conditions.

  15. Dynamic Systems Modeling

    Directory of Open Access Journals (Sweden)

    Sorin Dan ŞANDOR

    2003-01-01

    Full Text Available System Dynamics was introduced by Jay W. Forrester in the 1960s. Since then the methodology was adopted in many areas of natural or social sciences. This article tries to present briefly how this methodology works, both as Systems Thinking and as Modelling with Vensim computer software.

  16. Dynamic modelling of windmills

    DEFF Research Database (Denmark)

    Akhmatov, Vladislav; Knudsen, Hans

    1999-01-01

    An empirical dynamic model of windmills is set up based on analysis of measured Fourier spectra of the active electric power from a wind farm. The model is based on the assumption that eigenswings of the mechanical construction of the windmills excited by the phenomenon of vortex tower interaction...... 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....

  17. Brownian motion and stochastic calculus

    CERN Document Server

    Karatzas, Ioannis

    1998-01-01

    This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...

  18. White noise flashing Brownian pump

    OpenAIRE

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

    2007-01-01

    A Brownian pump of particles powered by a stochastic flashing ratchet mechanism is studied. The pumping device is embedded in a finite region and bounded by particle reservoirs. In the steady state, we exactly calculate the spatial density profile, the concentration ratio between both reservoirs and the particle flux. A simple numerical scheme is presented allowing for the consistent evaluation of all such observable quantities.

  19. Brownian movement and microscopic irreversibility

    Science.gov (United States)

    Gordon, L. G. M.

    1981-02-01

    An extension of the hypothetical experiment of Szilard, which involved the action of a one-molecule gas in an isolated isothermal system, is developed to illustrate how irreversibility may arise out of Brownian motion. As this development requires a consideration of nonmolecular components such as wheels and pistons, the thought-experiment is remodeled in molecular terms and appears to function as a perpetuum mobile.

  20. Extremes of multifractional Brownian motion

    OpenAIRE

    Bai, Long

    2017-01-01

    Let $B_{H}(t), t\\geq [0,T], T\\in(0,\\infty)$ be the standard Multifractional Brownian Motion(mBm), in this contribution we are concerned with the exact asymptotics of \\begin{eqnarray*} \\mathbb{P}\\left\\{\\sup_{t\\in[0,T]}B_{H}(t)>u\\right\\} \\end{eqnarray*} as $u\\rightarrow\\infty$. Mainly depended on the structures of $H(t)$, the results under several important cases are investigated.

  1. Brownian parametric oscillators

    Science.gov (United States)

    Zerbe, Christine; Jung, Peter; Hänggi, Peter

    1994-05-01

    We discuss the stochastic dynamics of dissipative, white-noise-driven Floquet oscillators, characterized by a time-periodic stiffness. Thus far, little attention has been paid to these exactly solvable nonstationary systems, although they carry a rich potential for several experimental applications. Here, we calculate and discuss the mean values and variances, as well as the correlation functions and the Floquet spectrum. As one main result, we find for certain parameter values that the fluctuations of the position coordinate are suppressed as compared to the equilibrium value of a harmonic oscillator (parametric squeezing).

  2. Modelling sea ice dynamics

    Science.gov (United States)

    Murawski, Jens; Kleine, Eckhard

    2017-04-01

    Sea ice remains one of the frontiers of ocean modelling and is of vital importance for the correct forecasts of the northern oceans. At large scale, it is commonly considered a continuous medium whose dynamics is modelled in terms of continuum mechanics. Its specifics are a matter of constitutive behaviour which may be characterised as rigid-plastic. The new developed sea ice dynamic module bases on general principles and follows a systematic approach to the problem. Both drift field and stress field are modelled by a variational property. Rigidity is treated by Lagrangian relaxation. Thus one is led to a sensible numerical method. Modelling fast ice remains to be a challenge. It is understood that ridging and the formation of grounded ice keels plays a role in the process. The ice dynamic model includes a parameterisation of the stress associated with grounded ice keels. Shear against the grounded bottom contact might lead to plastic deformation and the loss of integrity. The numerical scheme involves a potentially large system of linear equations which is solved by pre-conditioned iteration. The entire algorithm consists of several components which result from decomposing the problem. The algorithm has been implemented and tested in practice.

  3. Trajectories of Brownian particles with space-correlated noise

    Indian Academy of Sciences (India)

    The Langevin equation used to model Brownian motion includes a stochastic process that is routinely assumed to be a Gaussian white noise. Spatial correlations of the noise are usually ruled out, and the paths traced by the random walkers are statistically independent. In this study, I consider instead noise which is white in ...

  4. 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.

  5. Bose polaron as an instance of quantum Brownian motion

    Directory of Open Access Journals (Sweden)

    Aniello Lampo

    2017-09-01

    Full Text Available We study the dynamics of a quantum impurity immersed in a Bose-Einstein condensate as an open quantum system in the framework of the quantum Brownian motion model. We derive a generalized Langevin equation for the position of the impurity. The Langevin equation is an integrodifferential equation that contains a memory kernel and is driven by a colored noise. These result from considering the environment as given by the degrees of freedom of the quantum gas, and thus depend on its parameters, e.g. interaction strength between the bosons, temperature, etc. We study the role of the memory on the dynamics of the impurity. When the impurity is untrapped, we find that it exhibits a super-diffusive behavior at long times. We find that back-flow in energy between the environment and the impurity occurs during evolution. When the particle is trapped, we calculate the variance of the position and momentum to determine how they compare with the Heisenberg limit. One important result of this paper is that we find position squeezing for the trapped impurity at long times. We determine the regime of validity of our model and the parameters in which these effects can be observed in realistic experiments.

  6. 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

  7. Structural dynamic modifications via models

    Indian Academy of Sciences (India)

    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 ...

  8. Dynamic wake meandering modeling

    DEFF Research Database (Denmark)

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

    , 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 well as of control strategies for the individual turbine. Implementation of the methodology with aeroelastic codes is straight forward...

  9. Thermodynamic and Quantum Thermodynamic Analyses of Brownian Movement

    OpenAIRE

    Gyftopoulos, Elias P.

    2006-01-01

    Thermodynamic and quantum thermodynamic analyses of Brownian movement of a solvent and a colloid passing through neutral thermodynamic equilibrium states only. It is shown that Brownian motors and E. coli do not represent Brownian movement.

  10. Intrinsically dynamic population models

    Directory of Open Access Journals (Sweden)

    Robert Schoen

    2005-03-01

    Full Text Available Intrinsically dynamic models (IDMs depict populations whose cumulative growth rate over a number of intervals equals the product of the long term growth rates (that is the dominant roots or dominant eigenvalues associated with each of those intervals. Here the focus is on the birth trajectory produced by a sequence of population projection (Leslie matrices. The elements of a Leslie matrix are represented as straightforward functions of the roots of the matrix, and new relationships are presented linking the roots of a matrix to its Net Reproduction Rate and stable mean age of childbearing. Incorporating mortality changes in the rates of reproduction yields an IDM when the subordinate roots are held constant over time. In IDMs, the birth trajectory generated by any specified sequence of Leslie matrices can be found analytically. In the Leslie model with 15 year age groups, the constant subordinate root assumption leads to reasonable changes in the age pattern of fertility, and equations (27 and (30 provide the population size and structure that result from changing levels of net reproduction. IDMs generalize the fixed rate stable population model. They can characterize any observed population, and can provide new insights into dynamic demographic behavior, including the momentum associated with gradual or irregular paths to zero growth.

  11. Multiscale simulations of anisotropic particles combining molecular dynamics and Green's function reaction dynamics.

    Science.gov (United States)

    Vijaykumar, Adithya; Ouldridge, Thomas E; Ten Wolde, Pieter Rein; Bolhuis, Peter G

    2017-03-21

    The modeling of complex reaction-diffusion processes in, for instance, cellular biochemical networks or self-assembling soft matter can be tremendously sped up by employing a multiscale algorithm which combines the mesoscopic Green's Function Reaction Dynamics (GFRD) method with explicit stochastic Brownian, Langevin, or deterministic molecular dynamics to treat reactants at the microscopic scale [A. Vijaykumar, P. G. Bolhuis, and P. R. ten Wolde, J. Chem. Phys. 143, 214102 (2015)]. Here we extend this multiscale MD-GFRD approach to include the orientational dynamics that is crucial to describe the anisotropic interactions often prevalent in biomolecular systems. We present the novel algorithm focusing on Brownian dynamics only, although the methodology is generic. We illustrate the novel algorithm using a simple patchy particle model. After validation of the algorithm, we discuss its performance. The rotational Brownian dynamics MD-GFRD multiscale method will open up the possibility for large scale simulations of protein signalling networks.

  12. Multiscale simulations of anisotropic particles combining molecular dynamics and Green's function reaction dynamics

    Science.gov (United States)

    Vijaykumar, Adithya; Ouldridge, Thomas E.; ten Wolde, Pieter Rein; Bolhuis, Peter G.

    2017-03-01

    The modeling of complex reaction-diffusion processes in, for instance, cellular biochemical networks or self-assembling soft matter can be tremendously sped up by employing a multiscale algorithm which combines the mesoscopic Green's Function Reaction Dynamics (GFRD) method with explicit stochastic Brownian, Langevin, or deterministic molecular dynamics to treat reactants at the microscopic scale [A. Vijaykumar, P. G. Bolhuis, and P. R. ten Wolde, J. Chem. Phys. 143, 214102 (2015)]. Here we extend this multiscale MD-GFRD approach to include the orientational dynamics that is crucial to describe the anisotropic interactions often prevalent in biomolecular systems. We present the novel algorithm focusing on Brownian dynamics only, although the methodology is generic. We illustrate the novel algorithm using a simple patchy particle model. After validation of the algorithm, we discuss its performance. The rotational Brownian dynamics MD-GFRD multiscale method will open up the possibility for large scale simulations of protein signalling networks.

  13. Stochastic Current of Bifractional Brownian Motion

    Directory of Open Access Journals (Sweden)

    Jingjun Guo

    2014-01-01

    Full Text Available We study the regularity of stochastic current defined as Skorohod integral with respect to bifractional Brownian motion through Malliavin calculus. Moreover, we similarly derive some results in the case of multidimensional multiparameter. Finally, we consider stochastic current of bifractional Brownian motion as a distribution in Watanabe spaces.

  14. Brownian motion in AdS/CFT

    NARCIS (Netherlands)

    de Boer, J.; Hubeny, V.E.; Rangamani, M.; Shigemori, M.

    2009-01-01

    We study Brownian motion and the associated Langevin equation in AdS/CFT. The Brownian particle is realized in the bulk spacetime as a probe fundamental string in an asymptotically AdS black hole background, stretching between the AdS boundary and the horizon. The modes on the string are excited by

  15. Generalized functionals of Brownian motion

    Directory of Open Access Journals (Sweden)

    N. U. Ahmed

    1994-01-01

    Full Text Available In this paper we discuss some recent developments in the theory of generalized functionals of Brownian motion. First we give a brief summary of the Wiener-Ito multiple Integrals. We discuss some of their basic properties, and related functional analysis on Wiener measure space. then we discuss the generalized functionals constructed by Hida. The generalized functionals of Hida are based on L2-Sobolev spaces, thereby, admitting only Hs, s∈R valued kernels in the multiple stochastic integrals. These functionals are much more general than the classical Wiener-Ito class. The more recent development, due to the author, introduces a much more broad class of generalized functionals which are based on Lp-Sobolev spaces admitting kernels from the spaces p,s, s∈R. This allows analysis of a very broad class of nonlinear functionals of Brownian motion, which can not be handled by either the Wiener-Ito class or the Hida class. For s≤0, they represent generalized functionals on the Wiener measure space like Schwarz distributions on finite dimensional spaces. In this paper we also introduce some further generalizations, and construct a locally convex topological vector space of generalized functionals. We also present some discussion on the applications of these results.

  16. The general dynamic model

    DEFF Research Database (Denmark)

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

    2016-01-01

    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...... 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...... of evolutionary processes in simulations derived from the mechanistic assumptions of the GDM corresponded broadly to those initially suggested, with the exception of trends in extinction rates. Expanding the model to incorporate different scenarios of island ontogeny and isolation revealed a sensitivity...

  17. Diffusion mechanism of non-interacting Brownian particles through a deformed substrate

    Science.gov (United States)

    Arfa, Lahcen; Ouahmane, Mehdi; El Arroum, Lahcen

    2018-02-01

    We study the diffusion mechanism of non-interacting Brownian particles through a deformed substrate. The study is done at low temperature for different values of the friction. The deformed substrate is represented by a periodic Remoissenet-Peyrard potential with deformability parameter s. In this potential, the particles (impurity, adatoms…) can diffuse. We ignore the interactions between these mobile particles consider them merely as non-interacting Brownian particles and this system is described by a Fokker-Planck equation. We solve this equation numerically using the matrix continued fraction method to calculate the dynamic structure factor S(q , ω) . From S(q , ω) some relevant correlation functions are also calculated. In particular, we determine the half-width line λ(q) of the peak of the quasi-elastic dynamic structure factor S(q , ω) and the diffusion coefficient D. Our numerical results show that the diffusion mechanism is described, depending on the structure of the potential, either by a simple jump diffusion process with jump length close to the lattice constant a or by a combination of a jump diffusion model with jump length close to lattice constant a and a liquid-like motion inside the unit cell. It shows also that, for different friction regimes and various potential shapes, the friction attenuates the diffusion mechanism. It is found that, in the high friction regime, the diffusion process is more important through a deformed substrate than through a non-deformed one.

  18. 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.

  19. Model of chromosomal loci dynamics in bacteria as fractional diffusion with intermittent transport

    Science.gov (United States)

    Gherardi, Marco; Calabrese, Ludovico; Tamm, Mikhail; Cosentino Lagomarsino, Marco

    2017-10-01

    The short-time dynamics of bacterial chromosomal loci is a mixture of subdiffusive and active motion, in the form of rapid relocations with near-ballistic dynamics. While previous work has shown that such rapid motions are ubiquitous, we still have little grasp on their physical nature, and no positive model is available that describes them. Here, we propose a minimal theoretical model for loci movements as a fractional Brownian motion subject to a constant but intermittent driving force, and compare simulations and analytical calculations to data from high-resolution dynamic tracking in E. coli. This analysis yields the characteristic time scales for intermittency. Finally, we discuss the possible shortcomings of this model, and show that an increase in the effective local noise felt by the chromosome associates to the active relocations.

  20. Quantum Dissipation versus Classical Dissipation for Generalized Brownian Motion

    CERN Document Server

    Cohen, D

    1997-01-01

    We try to clarify what are the genuine quantal effects that are associated with generalized Brownian Motion (BM). All the quantal effects that are associated with the Zwanzig-Feynman-Vernon-Caldeira-Leggett model are (formally) a solution of the classical Langevin equation. Non-stochastic, genuine quantum mechanical effects, are found for a model that takes into account either the disordered or the chaotic nature of some environment.

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

    Science.gov (United States)

    To, Kiwing; Peng, Zheng

    2016-11-01

    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 of tilted channel, is found to be consistent to those obtained from dynamic mobility and position probability distribution measurements. These results are explained by a simple collision model that suggests the random kinetic energies transfer between different translational degrees of freedom may be turned into useful work in the presence of asymmetry and anisotropy.

  2. Brownian Functionals in Physics and Computer Science

    Science.gov (United States)

    Majumdar, Satya N.

    This is a brief review on Brownian functionals in one dimension and their various applications. After a brief description of Einstein's original derivation of the diffusion equation, this article provides a pedagogical introduction to the path integral methods leading to the derivation of the celebrated Feynman-Kac formula. The usefulness of this technique in calculating the statistical properties of Brownian functionals is illustrated with several examples in physics and probability theory, with particular emphasis on applications in computer science. The statistical properties of "first-passage Brownian functionals" and their applications are also discussed.

  3. Modelling dynamic roughness during floods

    NARCIS (Netherlands)

    Paarlberg, Andries; Dohmen-Janssen, Catarine M.; Hulscher, Suzanne J.M.H.; Termes, A.P.P.

    2007-01-01

    In this paper, we present a dynamic roughness model to predict water levels during floods. Hysteresis effects of dune development are explicitly included. It is shown that differences between the new dynamic roughness model, and models where the roughness coefficient is calibrated, are most

  4. Continuum Theory of Phase Separation Kinetics for Active Brownian Particles

    Science.gov (United States)

    Stenhammar, Joakim; Tiribocchi, Adriano; Allen, Rosalind J.; Marenduzzo, Davide; Cates, Michael E.

    2013-10-01

    Active Brownian particles (ABPs), when subject to purely repulsive interactions, are known to undergo activity-induced phase separation broadly resembling an equilibrium (attraction-induced) gas-liquid coexistence. Here we present an accurate continuum theory for the dynamics of phase-separating ABPs, derived by direct coarse graining, capturing leading-order density gradient terms alongside an effective bulk free energy. Such gradient terms do not obey detailed balance; yet we find coarsening dynamics closely resembling that of equilibrium phase separation. Our continuum theory is numerically compared to large-scale direct simulations of ABPs and accurately accounts for domain growth kinetics, domain topologies, and coexistence densities.

  5. Electromagnetic scattering on fractional Brownian surfaces and estimation of the Hurst exponent

    OpenAIRE

    Guérin, Charles-Antoine; Saillard, Marc

    2001-01-01

    International audience; Fractional Brownian motion is known to be a realistic model for many natural rough surfaces. It is defined by means of a single parameter, the Hurst exponent, which determines the fractal characteristics of the surface. We propose a method to estimate the Hurst exponent of a fractional Brownian profile from the electromagnetic scattering data. The method is developed in the framework of three usual approximations, with different domains of validity: the Kirchhoff appro...

  6. The Pricing of Vulnerable Options in a Fractional Brownian Motion Environment

    Directory of Open Access Journals (Sweden)

    Chao Wang

    2015-01-01

    Full Text Available Under the assumption of the stock price, interest rate, and default intensity obeying the stochastic differential equation driven by fractional Brownian motion, the jump-diffusion model is established for the financial market in fractional Brownian motion setting. With the changes of measures, the traditional pricing method is simplified and the general pricing formula is obtained for the European vulnerable option with stochastic interest rate. At the same time, the explicit expression for it comes into being.

  7. Fractional Brownian Motion:. Theory and Application to DNA Walk

    Science.gov (United States)

    Lim, S. C.; Muniandy, S. V.

    2001-09-01

    This paper briefly reviews the theory of fractional Brownian motion (FBM) and its generalization to multifractional Brownian motion (MBM). FBM and MBM are applied to a biological system namely the DNA sequence. By considering a DNA sequence as a fractal random walk, it is possible to model the noncoding sequence of human retinoblastoma DNA as a discrete version of FBM. The average scaling exponent or Hurst exponent of the DNA walk is estimated to be H = 0.60 ± 0.05 using the monofractal R/S analysis. This implies that the mean square fluctuation of DNA walk belongs to anomalous superdiffusion type. We also show that the DNA landscape is not monofractal, instead one has multifractal DNA landscape. The empirical estimates of the Hurst exponent falls approximately within the range H ~ 0.62 - 0.72. We propose two multifractal models, namely the MBM and multiscale FBM to describe the existence of different Hurst exponents in DNA walk.

  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. Renormalized dynamics of the Dean-Kawasaki model

    Science.gov (United States)

    Bidhoodi, Neeta; Das, Shankar P.

    2015-07-01

    We study the model of a supercooled liquid for which the equation of motion for the coarse-grained density ρ (x ,t ) is the nonlinear diffusion equation originally proposed by Dean and Kawasaki, respectively, for Brownian and Newtonian dynamics of fluid particles. Using a Martin-Siggia-Rose (MSR) field theory we study the renormalization of the dynamics in a self-consistent form in terms of the so-called self-energy matrix Σ . The appropriate model for the renormalized dynamics involves an extended set of field variables {ρ ,θ } , linked through a nonlinear constraint. The latter incorporates, in a nonperturbative manner, the effects of an infinite number of density nonlinearities in the dynamics. We show that the contributing element of Σ which renormalizes the bare diffusion constant D0 to DR is same as that proposed by Kawasaki and Miyazima [Z. Phys. B Condens. Matter 103, 423 (1997), 10.1007/s002570050396]. DR sharply decreases with increasing density. We consider the likelihood of a ergodic-nonergodic (ENE) transition in the model beyond a critical point. The transition is characterized by the long-time limit of the density correlation freezing at a nonzero value. From our analysis we identify an element of Σ which arises from the above-mentioned nonlinear constraint and is key to the viability of the ENE transition. If this self-energy would be zero, then the model supports a sharp ENE transition with DR=0 as predicted by Kawasaki and Miyazima. With the full model having nonzero value for this self-energy, the density autocorrelation function decays to zero in the long-time limit. Hence the ENE transition is not supported in the model.

  10. Stochastically gated local and occupation times of a Brownian particle

    Science.gov (United States)

    Bressloff, Paul C.

    2017-01-01

    We generalize the Feynman-Kac formula to analyze the local and occupation times of a Brownian particle moving in a stochastically gated one-dimensional domain. (i) The gated local time is defined as the amount of time spent by the particle in the neighborhood of a point in space where there is some target that only receives resources from (or detects) the particle when the gate is open; the target does not interfere with the motion of the Brownian particle. (ii) The gated occupation time is defined as the amount of time spent by the particle in the positive half of the real line, given that it can only cross the origin when a gate placed at the origin is open; in the closed state the particle is reflected. In both scenarios, the gate randomly switches between the open and closed states according to a two-state Markov process. We derive a stochastic, backward Fokker-Planck equation (FPE) for the moment-generating function of the two types of gated Brownian functional, given a particular realization of the stochastic gate, and analyze the resulting stochastic FPE using a moments method recently developed for diffusion processes in randomly switching environments. In particular, we obtain dynamical equations for the moment-generating function, averaged with respect to realizations of the stochastic gate.

  11. An Otto Engine Dynamic Model

    OpenAIRE

    Florian Ion Tiberiu Petrescu; Relly Victoria Virgil Petrescu

    2016-01-01

    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...

  12. 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.

  13. The rate of collisions due to Brownian or gravitational motion of small drops

    Science.gov (United States)

    Zhang, Xiaoguang; Davis, Robert H.

    1991-01-01

    Quantitative predictions of the collision rate of two spherical drops undergoing Brownian diffusion or gravitational sedimentation are presented. The diffusion equation for relative Brownian motion of two drops is derived, and the relative motion of pairs of drops in gravitational sedimentation is traced via a trajectory analysis in order to develop theoretical models to determine the collision efficiencies, both with and without interparticle forces applied between the drops. It is concluded that finite collision rates between nondeforming fluid drops are possible for Brownian diffusion or gravitational sedimentation in the absence of attractive forces, in stark contrast to the prediction that lubrication forces prevent rigid spheres from contacting each other unless an attractive force that becomes infinite as the separation approaches zero is applied. Collision rates are shown to increase as the viscosity of the drop-phase decreases. In general, hydrodynamic interactions reduce the collision rates more for gravitational collisions than for Brownian collisions.

  14. The underdamped Brownian duet and stochastic linear irreversible thermodynamics

    Science.gov (United States)

    Proesmans, Karel; Van den Broeck, Christian

    2017-10-01

    Building on our earlier work [Proesmans et al., Phys. Rev. X 6, 041010 (2016)], we introduce the underdamped Brownian duet as a prototype model of a dissipative system or of a work-to-work engine. Several recent advances from the theory of stochastic thermodynamics are illustrated with explicit analytic calculations and corresponding Langevin simulations. In particular, we discuss the Onsager-Casimir symmetry, the trade-off relations between power, efficiency and dissipation, and stochastic efficiency.

  15. Brownian Motion of Arbitrarily Shaped Particles in Two-Dimensions

    OpenAIRE

    Chakrabarty, Ayan; Konya, Andrew; Wang, Feng; Selinger, Jonathan V.; Sun, Kai; Wei, Qi-Huo

    2014-01-01

    Here we implement microfabricated boomerang particles with unequal arm lengths as a model for non-symmetry particles and study their Brownian motion in a quasi-two dimensional geometry by using high precision single particle motion tracking. We show that due to the coupling between translation and rotation, the mean squared displacements of a single asymmetric boomerang particle exhibit a non-linear crossover from short time faster to long time slower diffusion, and the mean displacements for...

  16. On some generalization of fractional Brownian motions

    Energy Technology Data Exchange (ETDEWEB)

    Wang Xiaotian [School of Management, Tianjin University, Tianjin 300072 (China); Liang Xiangqian [Department of Applied Mathematics, Shandong University of Science and Technology, Qingdao 266510, Shandong (China); Ren Fuyao [Institute of Mathematics, Fudan University, Shanghai 200433 (China); Zhang Shiying [School of Management, Tianjin University, Tianjin 300072 (China)]. E-mail: swa001@126.com

    2006-05-15

    The multifractional Brownian motion (mBm) is a continuous Gaussian process that extends the classical fractional Brownian motion (fBm) defined by Barton and Vincent Poor [Barton RJ, Vincent Poor H. IEEE Trans Inform 1988;34(5):943] and Decreusefond and Ustuenel [Decreusefond L, Ustuenel AS. Potential Anal 1999;10:177]. In addition, an innovational representation of fBm is given.

  17. Some new results on Brownian Directed Polymers in Random Environment

    CERN Document Server

    Comets, F

    2004-01-01

    We prove some new results on Brownian directed polymers in random environment recently introduced by the authors. The directed polymer in this model is a $d$-dimensional Brownian motion (up to finite time $t$) viewed under a Gibbs measure which is built up with a Poisson random measure on $\\R_+ \\times \\R^d$ (=time $\\times$ space). Here, the Poisson random measure plays the role of the random environment which is independent both in time and in space. We prove that (i) For $d \\ge 3$ and the inverse temperature $\\beta$ smaller than a certain positive value $\\beta_0$, the central limit theorem for the directed polymer holds almost surely with respect to the environment. (ii) If $d=1$ and $\\beta \

  18. On a nonstandard Brownian motion and its maximal function

    Science.gov (United States)

    Andrade, Bernardo B. de

    2015-07-01

    This article uses Radically Elementary Probability Theory (REPT) to prove results about the Wiener walk (the radically elementary Brownian motion) without the technical apparatus required by stochastic integration. The techniques used replace measure-theoretic tools by discrete probability and the rigorous use of infinitesimals. Specifically, REPT is applied to the results in Palacios (The American Statistician, 2008) to calculate certain expectations related to the Wiener walk and its maximal function. Because Palacios uses mostly combinatorics and no measure theory his results carry over through REPT with minimal changes. The paper also presents a construction of the Wiener walk which is intended to mimic the construction of Brownian motion from "continuous" white noise. A brief review of the nonstandard model on which REPT is based is given in the Appendix in order to minimize the need for previous exposure to the subject.

  19. 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...

  20. Reflected Brownian motions in the KPZ universality class

    CERN Document Server

    Weiss, Thomas; Spohn, Herbert

    2017-01-01

    This book presents a detailed study of a system of interacting Brownian motions in one dimension. The interaction is point-like such that the n-th Brownian motion is reflected from the Brownian motion with label n-1. This model belongs to the Kardar-Parisi-Zhang (KPZ) universality class. In fact, because of the singular interaction, many universal properties can be established with rigor. They depend on the choice of initial conditions. Discussion addresses packed and periodic initial conditions (Chapter 5), stationary initial conditions (Chapter 6), and mixtures thereof (Chapter 7). The suitably scaled spatial process will be proven to converge to an Airy process in the long time limit. A chapter on determinantal random fields and another one on Airy processes are added to have the notes self-contained. These notes serve as an introduction to the KPZ universality class, illustrating the main concepts by means of a single model only. The notes will be of interest to readers from interacting diffusion processe...

  1. 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.

  2. Brownian motion of arbitrarily shaped particles in two dimensions.

    Science.gov (United States)

    Chakrabarty, Ayan; Konya, Andrew; Wang, Feng; Selinger, Jonathan V; Sun, Kai; Wei, Qi-Huo

    2014-11-25

    We implement microfabricated boomerang particles with unequal arm lengths as a model for nonsymmetric particles and study their Brownian motion in a quasi-two-dimensional geometry by using high-precision single-particle motion tracking. We show that because of the coupling between translation and rotation, the mean squared displacements of a single asymmetric boomerang particle exhibit a nonlinear crossover from short-time faster to long-time slower diffusion, and the mean displacements for fixed initial orientation are nonzero and saturate out at long times. The measured anisotropic diffusion coefficients versus the tracking point position indicate that there exists one unique point, i.e., the center of hydrodynamic stress (CoH), at which all coupled diffusion coefficients vanish. This implies that in contrast to motion in three dimensions where the CoH exists only for high-symmetry particles, the CoH always exists for Brownian motion in two dimensions. We develop an analytical model based on Langevin theory to explain the experimental results and show that among the six anisotropic diffusion coefficients only five are independent because the translation-translation coupling originates from the translation-rotation coupling. Finally, we classify the behavior of two-dimensional Brownian motion of arbitrarily shaped particles into four groups based on the particle shape symmetry group and discussed potential applications of the CoH in simplifying understanding of the circular motions of microswimmers.

  3. 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.

  4. Dynamic modeling of power systems

    Energy Technology Data Exchange (ETDEWEB)

    Reed, M.; White, J.

    1995-12-01

    Morgantown Energy Technology Center`s (METC) Process and Project Engineering (P&PE) personnel continue to refine and modify dynamic modeling or simulations for advanced power systems. P&PE, supported by Gilbert/Commonwealth, Inc. (G/C), has adapted PC/TRAX commercial dynamic software to include equipment found in advanced power systems. PC/TRAX`s software contains the equations that describe the operation of standard power plant equipment such as gas turbines, feedwater pumps, and steam turbines. The METC team has incorporated customized dynamic models using Advanced Continuous Simulation Language (ACSL) code for pressurized circulating fluidized-bed combustors, carbonizers, and other components that are found in Advanced Pressurized Fluidized-Bed Combustion (APFBC) systems. A dynamic model of a commercial-size APFBC power plant was constructed in order to determine representative operating characteristics of the plant and to gain some insight into the best type of control system design. The dynamic model contains both process and control model components. This presentation covers development of a model used to describe the commercial APFBC power plant. Results of exercising the model to simulate plant performance are described and illustrated. Information gained during the APFBC study was applied to a dynamic model of a 1-1/2 generation PFBC system. Some initial results from this study are also presented.

  5. Dynamic Hedging Based on Fractional Order Stochastic Model with Memory Effect

    Directory of Open Access Journals (Sweden)

    Qing Li

    2016-01-01

    Full Text Available Many researchers have established various hedge models to get the optimal hedge ratio. However, most of the hedge models only discuss the discrete-time processes. In this paper, we construct the minimum variance model for the estimation of the optimal hedge ratio based on the stochastic differential equation. At the same time, also by considering memory effects, we establish the continuous-time hedge model with memory based on the fractional order stochastic differential equation driven by a fractional Brownian motion to estimate the optimal dynamic hedge ratio. In addition, we carry on the empirical analysis to examine the effectiveness of our proposed hedge models from both in-sample test and out-of-sample test.

  6. Nonlinear-drifted Brownian motion with multiple hidden states for remaining useful life prediction of rechargeable batteries

    Science.gov (United States)

    Wang, Dong; Zhao, Yang; Yang, Fangfang; Tsui, Kwok-Leung

    2017-09-01

    Brownian motion with adaptive drift has attracted much attention in prognostics because its first hitting time is highly relevant to remaining useful life prediction and it follows the inverse Gaussian distribution. Besides linear degradation modeling, nonlinear-drifted Brownian motion has been developed to model nonlinear degradation. Moreover, the first hitting time distribution of the nonlinear-drifted Brownian motion has been approximated by time-space transformation. In the previous studies, the drift coefficient is the only hidden state used in state space modeling of the nonlinear-drifted Brownian motion. Besides the drift coefficient, parameters of a nonlinear function used in the nonlinear-drifted Brownian motion should be treated as additional hidden states of state space modeling to make the nonlinear-drifted Brownian motion more flexible. In this paper, a prognostic method based on nonlinear-drifted Brownian motion with multiple hidden states is proposed and then it is applied to predict remaining useful life of rechargeable batteries. 26 sets of rechargeable battery degradation samples are analyzed to validate the effectiveness of the proposed prognostic method. Moreover, some comparisons with a standard particle filter based prognostic method, a spherical cubature particle filter based prognostic method and two classic Bayesian prognostic methods are conducted to highlight the superiority of the proposed prognostic method. Results show that the proposed prognostic method has lower average prediction errors than the particle filter based prognostic methods and the classic Bayesian prognostic methods for battery remaining useful life prediction.

  7. 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.

  8. Eulerian modeling of aerosol dynamics

    NARCIS (Netherlands)

    Frederix, E.M.A.

    2016-01-01

    We explore the feasibility and applicability of the Eulerian approach in the mathematical modeling of aerosol dynamics including droplet nucleation, condensation, drift, diffusion and deposition. Both the methodology as well as a number of illustrating applications are contained, establishing the

  9. A CONTINUUM HARD-SPHERE MODEL OF PROTEIN ADSORPTION.

    Science.gov (United States)

    Finch, Craig; Clarke, Thomas; Hickman, James J

    2013-07-01

    Protein adsorption plays a significant role in biological phenomena such as cell-surface interactions and the coagulation of blood. Two-dimensional random sequential adsorption (RSA) models are widely used to model the adsorption of proteins on solid surfaces. Continuum equations have been developed so that the results of RSA simulations can be used to predict the kinetics of adsorption. Recently, Brownian dynamics simulations have become popular for modeling protein adsorption. In this work a continuum model was developed to allow the results from a Brownian dynamics simulation to be used as the boundary condition in a computational fluid dynamics (CFD) simulation. Brownian dynamics simulations were used to model the diffusive transport of hard-sphere particles in a liquid and the adsorption of the particles onto a solid surface. The configuration of the adsorbed particles was analyzed to quantify the chemical potential near the surface, which was found to be a function of the distance from the surface and the fractional surface coverage. The near-surface chemical potential was used to derive a continuum model of adsorption that incorporates the results from the Brownian dynamics simulations. The equations of the continuum model were discretized and coupled to a CFD simulation of diffusive transport to the surface. The kinetics of adsorption predicted by the continuum model closely matched the results from the Brownian dynamics simulation. This new model allows the results from mesoscale simulations to be incorporated into micro- or macro-scale CFD transport simulations of protein adsorption in practical devices.

  10. Brownian yet Non-Gaussian Diffusion: From Superstatistics to Subordination of Diffusing Diffusivities

    Directory of Open Access Journals (Sweden)

    Aleksei V. Chechkin

    2017-04-01

    Full Text Available A growing number of biological, soft, and active matter systems are observed to exhibit normal diffusive dynamics with a linear growth of the mean-squared displacement, yet with a non-Gaussian distribution of increments. Based on the Chubinsky-Slater idea of a diffusing diffusivity, we here establish and analyze a minimal model framework of diffusion processes with fluctuating diffusivity. In particular, we demonstrate the equivalence of the diffusing diffusivity process with a superstatistical approach with a distribution of diffusivities, at times shorter than the diffusivity correlation time. At longer times, a crossover to a Gaussian distribution with an effective diffusivity emerges. Specifically, we establish a subordination picture of Brownian but non-Gaussian diffusion processes, which can be used for a wide class of diffusivity fluctuation statistics. Our results are shown to be in excellent agreement with simulations and numerical evaluations.

  11. Building dynamic spatial environmental models

    NARCIS (Netherlands)

    Karssenberg, D.J.

    2002-01-01

    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

  12. 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.

  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. Aircraft Dynamic Modeling in Turbulence

    Science.gov (United States)

    Morelli, Eugene A.; Cunninham, Kevin

    2012-01-01

    A method for accurately identifying aircraft dynamic models in turbulence was developed and demonstrated. The method uses orthogonal optimized multisine excitation inputs and an analytic method for enhancing signal-to-noise ratio for dynamic modeling in turbulence. A turbulence metric was developed to accurately characterize the turbulence level using flight measurements. The modeling technique was demonstrated in simulation, then applied to a subscale twin-engine jet transport aircraft in flight. Comparisons of modeling results obtained in turbulent air to results obtained in smooth air were used to demonstrate the effectiveness of the approach.

  15. Foundations for modeling the dynamics of gene regulatory networks: a multilevel-perspective review.

    Science.gov (United States)

    Sanchez-Osorio, Ismael; Ramos, Fernando; Mayorga, Pedro; Dantan, Edgar

    2014-02-01

    A promising alternative for unraveling the principles under which the dynamic interactions among genes lead to cellular phenotypes relies on mathematical and computational models at different levels of abstraction, from the molecular level of protein-DNA interactions to the system level of functional relationships among genes. This review article presents, under a bottom-up perspective, a hierarchy of approaches to modeling gene regulatory network dynamics, from microscopic descriptions at the single-molecule level in the spatial context of an individual cell to macroscopic models providing phenomenological descriptions at the population-average level. The reviewed modeling approaches include Molecular Dynamics, Particle-Based Brownian Dynamics, the Master Equation approach, Ordinary Differential Equations, and the Boolean logic abstraction. Each of these frameworks is motivated by a particular biological context and the nature of the insight being pursued. The setting of gene network dynamic models from such frameworks involves assumptions and mathematical artifacts often ignored by the non-specialist. This article aims at providing an entry point for biologists new to the field and computer scientists not acquainted with some recent biophysically-inspired models of gene regulation. The connections promoting intuition between different abstraction levels and the role that approximations play in the modeling process are highlighted throughout the paper.

  16. 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.

  17. Intermittency and multifractional Brownian character of geomagnetic time series

    Science.gov (United States)

    Consolini, G.; De Marco, R.; De Michelis, P.

    2013-07-01

    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.

  18. 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.

  19. 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,

  20. 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...... makes its movement decisions relative to the group centroid. The basic idea is framed within the flexible class of hidden Markov models, extending previous work on modelling animal movement by means of multi-state random walks. While in simulation experiments parameter estimators exhibit some bias...

  1. 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.

  2. A series expansion of fractional Brownian motion

    NARCIS (Netherlands)

    K.O. Dzhaparidze (Kacha); J.H. van Zanten (Harry)

    2002-01-01

    textabstractLet $B$ be a fractional Brownian motion with Hurst index $H in (0,1)$. Denote by $x_1 < x_2 < cdots$ the positive, real zeros of the Bessel function $J_{-H$ of the first kind of order $-H$, and let $y_1 < y_2 < cdots$ be the positive zeros of $J_{1-H$. We prove the series

  3. Brownian Motion Problem: Random Walk and Beyond

    Indian Academy of Sciences (India)

    Home; Journals; Resonance – Journal of Science Education; Volume 10; Issue 8. Brownian Motion Problem: Random Walk and Beyond. Shama Sharma Vishwamittar. General Article Volume 10 Issue 8 August 2005 pp 49-66. Fulltext. Click here to view fulltext PDF. Permanent link:

  4. 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,

  5. 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.

  6. 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.

  7. New 3D model for dynamics modeling

    Science.gov (United States)

    Perez, Alain

    1994-05-01

    The wrist articulation represents one of the most complex mechanical systems of the human body. It is composed of eight bones rolling and sliding along their surface and along the faces of the five metacarpals of the hand and the two bones of the arm. The wrist dynamics are however fundamental for the hand movement, but it is so complex that it still remains incompletely explored. This work is a part of a new concept of computer-assisted surgery, which consists in developing computer models to perfect surgery acts by predicting their consequences. The modeling of the wrist dynamics are based first on the static model of its bones in three dimensions. This 3D model must optimise the collision detection procedure which is the necessary step to estimate the physical contact constraints. As many other possible computer vision models do not fit with enough precision to this problem, a new 3D model has been developed thanks to the median axis of the digital distance map of the bones reconstructed volume. The collision detection procedure is then simplified for contacts are detected between spheres. The experiment of this original 3D dynamic model products realistic computer animation images of solids in contact. It is now necessary to detect ligaments on digital medical images and to model them in order to complete a wrist model.

  8. Nonlinear Dynamic Model Explains The Solar Dynamic

    Science.gov (United States)

    Kuman, Maria

    Nonlinear mathematical model in torus representation describes the solar dynamic. Its graphic presentation shows that without perturbing force the orbits of the planets would be circles; only perturbing force could elongate the circular orbits into ellipses. Since the Hubble telescope found that the planetary orbits of other stars in the Milky Way are also ellipses, powerful perturbing force must be present in our galaxy. Such perturbing force is the Sagittarius Dwarf Galaxy with its heavy Black Hole and leftover stars, which we see orbiting around the center of our galaxy. Since observations of NASA's SDO found that magnetic fields rule the solar activity, we can expect when the planets align and their magnetic moments sum up, the already perturbed stars to reverse their magnetic parity (represented graphically as periodic looping through the hole of the torus). We predict that planets aligned on both sides of the Sun, when their magnetic moments sum-up, would induce more flares in the turbulent equatorial zone, which would bulge. When planets align only on one side of the Sun, the strong magnetic gradient of their asymmetric pull would flip the magnetic poles of the Sun. The Sun would elongate pole-to-pole, emit some energy through the poles, and the solar activity would cease. Similar reshaping and emission was observed in stars called magnetars and experimentally observed in super-liquid fast-spinning Helium nanodroplets. We are certain that NASA's SDO will confirm our predictions.

  9. 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...

  10. Suspended particle transport through constriction channel with Brownian motion

    Science.gov (United States)

    Hanasaki, Itsuo; Walther, Jens H.

    2017-08-01

    It is well known that translocation events of a polymer or rod through pores or narrower parts of micro- and nanochannels have a stochastic nature due to the Brownian motion. However, it is not clear whether the objects of interest need to have a larger size than the entrance to exhibit the deviation from the dynamics of the surrounding fluid. We show by numerical analysis that the particle injection into the narrower part of the channel is affected by thermal fluctuation, where the particles have spherical symmetry and are smaller than the height of the constriction. The Péclet number (Pe) is the order parameter that governs the phenomena, which clarifies the spatio-temporal significance of Brownian motion compared to hydrodynamics. Furthermore, we find that there exists an optimal condition of Pe to attain the highest flow rate of particles relative to the dispersant fluid flow. Our finding is important in science and technology from nanopore DNA sequencers and lab-on-a-chip devices to filtration by porous materials and chromatography.

  11. 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.

  12. Stochastic Model of Microtubule Dynamics

    Science.gov (United States)

    Hryniv, Ostap; Martínez Esteban, Antonio

    2017-10-01

    We introduce a continuous time stochastic process on strings made of two types of particle, whose dynamics mimics that of microtubules in a living cell. The long term behaviour of the system is described in terms of the velocity v of the string end. We show that v is an analytic function of its parameters and study its monotonicity properties. We give a complete characterisation of the phase diagram of the model and derive several criteria of the growth (v>0) and the shrinking (v<0) regimes of the dynamics.

  13. Steady nanofluid flow between parallel plates considering thermophoresis and Brownian effects

    Directory of Open Access Journals (Sweden)

    M. Sheikholeslami

    2016-10-01

    Full Text Available In this article, heat and mass transfer behavior of steady nanofluid flow between parallel plates in the presence of uniform magnetic field is studied. The important effect of Brownian motion and thermophoresis has been included in the model of nanofluid. The governing equations are solved via the Differential Transformation Method. The validity of this method was verified by comparison of previous work which is done for viscous fluid. The analysis is carried out for different parameters namely: viscosity parameter, Magnetic parameter, thermophoretic parameter and Brownian parameter. Results reveal that skin friction coefficient enhances with rise of viscosity and Magnetic parameters. Also it can be found that Nusselt number augments with an increase of viscosity parameters but it decreases with augment of Magnetic parameter, thermophoretic parameter and Brownian parameter.

  14. Ergodic properties of fractional Brownian-Langevin motion.

    Science.gov (United States)

    Deng, Weihua; Barkai, Eli

    2009-01-01

    We investigate the time average mean-square displacement delta;{2}[over ](x(t))=integral_{0};{t-Delta}[x(t;{'}+Delta)-x(t;{'})];{2}dt;{'}(t-Delta) for fractional Brownian-Langevin motion where x(t) is the stochastic trajectory and Delta is the lag time. Unlike the previously investigated continuous-time random-walk model, delta;{2}[over ] converges to the ensemble average x;{2} approximately t;{2H} in the long measurement time limit. The convergence to ergodic behavior is slow, however, and surprisingly the Hurst exponent H=3/4 marks the critical point of the speed of convergence. When Hballistic limit H-->1 ergodicity is broken and E_{B} approximately 2 . The critical point H=3/4 is marked by the divergence of the coefficient k(H) . Fractional Brownian motion as a model for recent experiments of subdiffusion of mRNA in the cell is briefly discussed, and a comparison with the continuous-time random-walk model is made.

  15. Business model dynamics and innovation

    DEFF Research Database (Denmark)

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

    2011-01-01

    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...... 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......Purpose – This paper aims to discuss the need to dynamize the existing conceptualization of business model, and proposes a new typology to distinguish different types of business model change. Design/methodology/approach – The paper integrates basic insights of innovation, business process...

  16. 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...

  17. Relating structure and dynamics in organisation models

    NARCIS (Netherlands)

    Jonkers, C.M.; Treur, J.

    2002-01-01

    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,

  18. On whole Abelian model dynamics

    Science.gov (United States)

    Chauca, J.; Doria, R.

    2012-10-01

    Physics challenge is to determine the objects dynamics. However, there are two ways for deciphering the part. The first one is to search for the ultimate constituents; the second one is to understand its behaviour in whole terms. Therefore, the parts can be defined either from elementary constituents or as whole functions. Historically, science has been moving through the first aspect, however, quarks confinement and complexity are interrupting this usual approach. These relevant facts are supporting for a systemic vision be introduced. Our effort here is to study on the whole meaning through gauge theory. Consider a systemic dynamics oriented through the U(1) - systemic gauge parameter which function is to collect a fields set {AμI}. Derive the corresponding whole gauge invariant Lagrangian, equations of motion, Bianchi identities, Noether relationships, charges and Ward-Takahashi equations. Whole Lorentz force and BRST symmetry are also studied. These expressions bring new interpretations further than the usual abelian model. They are generating a systemic system governed by 2N + 10 classical equations plus Ward-Takahashi identities. A whole dynamics based on the notions of directive and circumstance is producing a set determinism where the parts dynamics are inserted in the whole evolution. A dynamics based on state, collective and individual equations with a systemic interdependence.

  19. On whole Abelian model dynamics

    Energy Technology Data Exchange (ETDEWEB)

    Chauca, J.; Doria, R. [CBPF, Rio de Janeiro (Brazil); Aprendanet, Petropolis, 25600 (Brazil)

    2012-09-24

    Physics challenge is to determine the objects dynamics. However, there are two ways for deciphering the part. The first one is to search for the ultimate constituents; the second one is to understand its behaviour in whole terms. Therefore, the parts can be defined either from elementary constituents or as whole functions. Historically, science has been moving through the first aspect, however, quarks confinement and complexity are interrupting this usual approach. These relevant facts are supporting for a systemic vision be introduced. Our effort here is to study on the whole meaning through gauge theory. Consider a systemic dynamics oriented through the U(1) - systemic gauge parameter which function is to collect a fields set {l_brace}A{sub {mu}I}{r_brace}. Derive the corresponding whole gauge invariant Lagrangian, equations of motion, Bianchi identities, Noether relationships, charges and Ward-Takahashi equations. Whole Lorentz force and BRST symmetry are also studied. These expressions bring new interpretations further than the usual abelian model. They are generating a systemic system governed by 2N+ 10 classical equations plus Ward-Takahashi identities. A whole dynamics based on the notions of directive and circumstance is producing a set determinism where the parts dynamics are inserted in the whole evolution. A dynamics based on state, collective and individual equations with a systemic interdependence.

  20. 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...

  1. Population dynamics and evolution modelling

    Directory of Open Access Journals (Sweden)

    Aleksej Olenin

    2013-03-01

    Full Text Available Ecological system modelling is a powerful tool that provides better understanding of interspecies interaction. Although a complex model gives more information about the modelled object it also drastically increases the computational time needed to get that information. In this paper a rather simple three trophic level population dynamics model with an evolution mechanism is described which can be run on any personal computer. The performance capacity of the evolution mechanism was shown by running the model 1100 times for both carnivores and herbivores so that only one type of animals could evolve. Also it was shown that attempts of controlling the population abundances with chemicals or by hunting while being somewhat effective still can be overcome by animals if they have the ability to evolve.

  2. Evolution models with extremal dynamics

    Directory of Open Access Journals (Sweden)

    Petri P. Kärenlampi

    2016-08-01

    Full Text Available The random-neighbor version of the Bak-Sneppen biological evolution model is reproduced, along with an analogous model of random replicators, the latter eventually experiencing topology changes. In the absence of topology changes, both types of models self-organize to a critical state. Species extinctions in the replicator system degenerates the self-organization to a random walk, as does vanishing of species interaction for the BS-model. A replicator model with speciation is introduced, experiencing dramatic topology changes. It produces a variety of features, but self-organizes to a possibly critical state only in a few special cases. Speciation-extinction dynamics interfering with self-organization, biological macroevolution probably is not a self-organized critical system.

  3. Modeling diffusion in colloidal suspensions by dynamical density functional theory using fundamental measure theory of hard spheres.

    Science.gov (United States)

    Stopper, Daniel; Marolt, Kevin; Roth, Roland; Hansen-Goos, Hendrik

    2015-08-01

    We study the dynamics of colloidal suspensions of hard spheres that are subject to Brownian motion in the overdamped limit. We obtain the time evolution of the self- and distinct parts of the van Hove function by means of dynamical density functional theory. The free-energy model for the hard-sphere fluid that we use is the very accurate White Bear II version of Rosenfeld's fundamental measure theory. However, in order to remove interactions within the self-part of the van Hove function, a nontrivial modification has to be applied to the free-energy functional. We compare our theoretical results with data that we obtain from dynamical Monte Carlo simulations, and we find that the latter are well described by our approach even for colloid packing fractions as large as 40%.

  4. Flapping Wing Flight Dynamic Modeling

    Science.gov (United States)

    2011-08-22

    future ight dynamic models. Acknowledgments I would like to thank Dr. Patil and Dr. Woolsey for giving me the opportunity to work on my thesis here...In general the results pointed towards unstable or slightly unstable eigenvalues necessitating active control but also providing opportunities for...Stream, Tech. Rep. 1326, NACA, June 1947. [22] Wagner, H., Uber die Entstehung des Dynamischen Auftriebs von Tragugeln, Bd. 5, ZAMM, Feb 1925. [23

  5. Active Brownian motion tunable by light.

    Science.gov (United States)

    Buttinoni, Ivo; Volpe, Giovanni; Kümmel, Felix; Volpe, Giorgio; Bechinger, Clemens

    2012-07-18

    Active Brownian particles are capable of taking up energy from their environment and converting it into directed motion; examples range from chemotactic cells and bacteria to artificial micro-swimmers. We have recently demonstrated that Janus particles, i.e. gold-capped colloidal spheres, suspended in a critical binary liquid mixture perform active Brownian motion when illuminated by light. In this paper, we investigate in more detail their swimming mechanism, leading to active Brownian motion. We show that the illumination-borne heating induces a local asymmetric demixing of the binary mixture, generating a spatial chemical concentration gradient which is responsible for the particle's self-diffusiophoretic motion. We study this effect as a function of the functionalization of the gold cap, the particle size and the illumination intensity: the functionalization determines what component of the binary mixture is preferentially adsorbed at the cap and the swimming direction (towards or away from the cap); the particle size determines the rotational diffusion and, therefore, the random reorientation of the particle; and the intensity tunes the strength of the heating and, therefore, of the motion. Finally, we harness this dependence of the swimming strength on the illumination intensity to investigate the behavior of a micro-swimmer in a spatial light gradient, where its swimming properties are space-dependent.

  6. Phase structure of XX0 spin chain and nonintersecting Brownian motion

    Science.gov (United States)

    Saeedian, M.; Zahabi, A.

    2018-01-01

    We study finite size and temperature XX0 Heisenberg spin chain in weak and strong coupling regimes. By using an elegant connection of the model to integrable combinatorics and probability, we explore and interpret a possible phase structure of the model in asymptotic limit: the limit of large inverse temperature and size. First, the partition function and free energy of the model are derived by using techniques and results from random matrix models and nonintersecting Brownian motion. We show that, in the asymptotic limit, partition function of the model, written in terms of matrix integral, is governed by the Tracy–Widom distribution. Second, the exact analytic results for the free energy, which is obtained by the asymptotic analysis of the Tracy–Widom distribution, indicate a completely new and sophisticated phase structure of the model. This phase structure consists of second- and third-order phase transitions. Finally, to shed light on our new results, we provide a possible new interpretation of the phase structure in terms of dynamical behaviour of magnons in the spin chain. We demonstrate distinct features of the phases with schematic spin configurations which have definite features in each region of the phase diagram.

  7. From N-parameter fractional Brownian motions to N-parameter multifractional Brownian motions

    OpenAIRE

    Herbin, E.

    2005-01-01

    International audience; Multifractional Brownian motion is an extension of the well-known fractional Brownian motion where the H¨older regularity is allowed to vary along the paths. In this paper, two kinds of multi-parameter extensions of mBm are studied: one is isotropic while the other is not. For each of these processes, a moving average representation, a harmonizable representation, and the covariance structure are given. The H¨older regularity is then studied. In particular, the case of...

  8. From fractional Brownian motion to multifractional and multistable motion

    Science.gov (United States)

    Falconer, Kenneth

    2015-03-01

    Fractional Brownian motion, introduced by Benoit Mandelbrot and John Van Ness in 1968, has had a major impact on stochastic processes and their applications. We survey a few of the many developments that have stemmed from their ideas. In particular we discuss the local structure of fractional and multifractional Brownian, stable and multistable processes, emphasising the `diagonal' construction of such processes. In all this, the ubiquity and centrality of fractional Brownian motion is striking.

  9. 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.

  10. Data modeling of network dynamics

    Science.gov (United States)

    Jaenisch, Holger M.; Handley, James W.; Faucheux, Jeffery P.; Harris, Brad

    2004-01-01

    This paper highlights Data Modeling theory and its use for text data mining as a graphical network search engine. Data Modeling is then used to create a real-time filter capable of monitoring network traffic down to the port level for unusual dynamics and changes in business as usual. This is accomplished in an unsupervised fashion without a priori knowledge of abnormal characteristics. Two novel methods for converting streaming binary data into a form amenable to graphics based search and change detection are introduced. These techniques are then successfully applied to 1999 KDD Cup network attack data log-on sessions to demonstrate that Data Modeling can detect attacks without prior training on any form of attack behavior. Finally, two new methods for data encryption using these ideas are proposed.

  11. First-passage time of Brownian motion with dry friction.

    Science.gov (United States)

    Chen, Yaming; Just, Wolfram

    2014-02-01

    We provide an analytic solution to the first-passage time (FPT) problem of a piecewise-smooth stochastic model, namely Brownian motion with dry friction, using two different but closely related approaches which are based on eigenfunction decompositions on the one hand and on the backward Kolmogorov equation on the other. For the simple case containing only dry friction, a phase-transition phenomenon in the spectrum is found which relates to the position of the exit point, and which affects the tail of the FPT distribution. For the model containing as well a driving force and viscous friction the impact of the corresponding stick-slip transition and of the transition to ballistic exit is evaluated quantitatively. The proposed model is one of the very few cases where FPT properties are accessible by analytical means.

  12. Deposition and reentrainment of Brownian particles in porous media under unfavorable chemical conditions: some concepts and applications.

    Science.gov (United States)

    Hahn, Melinda W; O'Meliae, Charles R

    2004-01-01

    The deposition and reentrainment of particles in porous media have been examined theoretically and experimentally. A Brownian Dynamics/Monte Carlo (MC/BD) model has been developed that simulates the movement of Brownian particles near a collector under "unfavorable" chemical conditions and allows deposition in primary and secondary minima. A simple Maxwell approach has been used to estimate particle attachment efficiency by assuming deposition in the secondary minimum and calculating the probability of reentrainment. The MC/BD simulations and the Maxwell calculations support an alternative view of the deposition and reentrainment of Brownian particles under unfavorable chemical conditions. These calculations indicate that deposition into and subsequent release from secondary minima can explain reported discrepancies between classic model predictions that assume irreversible deposition in a primary well and experimentally determined deposition efficiencies that are orders of magnitude larger than Interaction Force Boundary Layer (IFBL) predictions. The commonly used IFBL model, for example, is based on the notion of transport over an energy barrier into the primary well and does not address contributions of secondary minimum deposition. A simple Maxwell model based on deposition into and reentrainment from secondary minima is much more accurate in predicting deposition rates for column experiments at low ionic strengths. It also greatly reduces the substantial particle size effects inherent in IFBL models, wherein particle attachment rates are predicted to decrease significantly with increasing particle size. This view is consistent with recent work by others addressing the composition and structure of the first few nanometers at solid-water interfaces including research on modeling water at solid-liquid interfaces, surface speciation, interfacial force measurements, and the rheological properties of concentrated suspensions. It follows that deposition under these

  13. Characterizing and Modeling Citation Dynamics

    Science.gov (United States)

    Eom, Young-Ho; Fortunato, Santo

    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 for the presence of citation bursts as well. PMID:21966387

  14. CoDCon Dynamic Modeling.

    Energy Technology Data Exchange (ETDEWEB)

    Cipiti, Benjamin B. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

    2017-03-01

    The Co-Decontamination (CoDCon) Demonstration project is designed to test the separation of a mixed U and Pu product from dissolved spent nuclear fuel. The primary purpose of the project is to quantify the accuracy and precision to which a U/Pu mass ratio can be achieved without removing a pure Pu product. The system includes an on-line monitoring system using spectroscopy to monitor the ratios throughout the process. A dynamic model of the CoDCon flowsheet and on-line monitoring system was developed in order to expand the range of scenarios that can be examined for process control and determine overall measurement uncertainty. The model development and initial results are presented here.

  15. Characterizing and modeling citation dynamics.

    Science.gov (United States)

    Eom, Young-Ho; Fortunato, Santo

    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 for the presence of citation bursts as well.

  16. MATHEMATICAL MODEL FOR RIVERBOAT DYNAMICS

    Directory of Open Access Journals (Sweden)

    Aleksander Grm

    2017-01-01

    Full Text Available Present work describes a simple dynamical model for riverboat motion based on the square drag law. Air and water interactions with the boat are determined from aerodynamic coefficients. CFX simulations were performed with fully developed turbulent flow to determine boat aerodynamic coefficients for an arbitrary angle of attack for the air and water portions separately. The effect of wave resistance is negligible compared to other forces. Boat movement analysis considers only two-dimensional motion, therefore only six aerodynamics coefficients are required. The proposed model is solved and used to determine the critical environmental parameters (wind and current under which river navigation can be conducted safely. Boat simulator was tested in a single area on the Ljubljanica river and estimated critical wind velocity.

  17. Generalized Fokker-Planck equation, Brownian motion, and ergodicity.

    Science.gov (United States)

    Plyukhin, A V

    2008-06-01

    Microscopic theory of Brownian motion of a particle of mass M in a bath of molecules of mass mforce, and the generalized Fokker-Planck equation involves derivatives of order higher than 2. These equations are derived from first principles with coefficients expressed in terms of correlation functions of microscopic force on the particle. The coefficients are evaluated explicitly for a generalized Rayleigh model with a finite time of molecule-particle collisions. In the limit of a low-density bath, we recover the results obtained previously for a model with instantaneous binary collisions. In the general case, the equations contain additional corrections, quadratic in bath density, originating from a finite collision time. These corrections survive to order (m/M)2 and are found to make the stationary distribution non-Maxwellian. Some relevant numerical simulations are also presented.

  18. Crystallization and melting of bacteria colonies and Brownian bugs.

    Science.gov (United States)

    Ramos, Francisco; López, Cristóbal; Hernández-García, Emilio; Muñoz, Miguel A

    2008-02-01

    Motivated by the existence of remarkably ordered cluster arrays of bacteria colonies growing in Petri dishes and related problems, we study the spontaneous emergence of clustering and patterns in a simple nonequilibrium system: the individual-based interacting Brownian bug model. We map this discrete model into a continuous Langevin equation which is the starting point for our extensive numerical analyses. For the two-dimensional case we report on the spontaneous generation of localized clusters of activity as well as a melting-freezing transition from a disordered or isotropic phase to an ordered one characterized by hexagonal patterns. We study in detail the analogies and differences with the well-established Kosterlitz-Thouless-Halperin-Nelson-Young theory of equilibrium melting, as well as with another competing theory. For that, we study translational and orientational correlations and perform a careful defect analysis. We find a nonstandard one-stage, defect-mediated transition whose nature is only partially elucidated.

  19. Modeling sandhill crane population dynamics

    Science.gov (United States)

    Johnson, D.H.

    1979-01-01

    The impact of sport hunting on the Central Flyway population of sandhill cranes (Grus canadensis) has been a subject of controversy for several years. A recent study (Buller 1979) presented new and important information on sandhill crane population dynamics. The present report is intended to incorporate that and other information into a mathematical model for the purpose of assessing the long-range impact of hunting on the population of sandhill cranes.The model is a simple deterministic system that embodies density-dependent rates of survival and recruitment. The model employs four kinds of data: (1) spring population size of sandhill cranes, estimated from aerial surveys to be between 250,000 and 400,000 birds; (2) age composition in fall, estimated for 1974-76 to be 11.3% young; (3) annual harvest of cranes, estimated from a variety of sources to be about 5 to 7% of the spring population; and (4) age composition of harvested cranes, which was difficult to estimate but suggests that immatures were 2 to 4 times as vulnerable to hunting as adults.Because the true nature of sandhill crane population dynamics remains so poorly understood, it was necessary to try numerous (768 in all) combinations of survival and recruitment functions, and focus on the relatively few (37) that yielded population sizes and age structures comparable to those extant in the real population. Hunting was then applied to those simulated populations. In all combinations, hunting resulted in a lower asymptotic crane population, the decline ranging from 5 to 54%. The median decline was 22%, which suggests that a hunted sandhill crane population might be about three-fourths as large as it would be if left unhunted. Results apply to the aggregate of the three subspecies in the Central Flyway; individual subspecies or populations could be affected to a greater or lesser degree.

  20. Dynamic queuing transmission model for dynamic network loading

    DEFF Research Database (Denmark)

    Raovic, Nevena; Nielsen, Otto Anker; Prato, Carlo Giacomo

    2017-01-01

    This paper presents a new macroscopic multi-class dynamic network loading model called Dynamic Queuing Transmission Model (DQTM). The model utilizes ‘good’ properties of the Dynamic Queuing Model (DQM) and the Link Transmission Model (LTM) by offering a DQM consistent with the kinematic wave theory...... and allowing for the representation of multiple vehicle classes, queue spillbacks and shock waves. The model assumes that a link is split into a moving part plus a queuing part, and p that traffic dynamics are given by a triangular fundamental diagram. A case-study is investigated and the DQTM is compared...... for two vehicle classes. Moreover, the results show that the travel time will be underestimated without considering the shock wave property...

  1. Mean-field theory of quantum Brownian motion

    NARCIS (Netherlands)

    Allahverdyan, A.; Balian, R.

    2001-01-01

    We investigate a mean-field approach to a quantum Brownian particle interacting with a quantum thermal bath at temperature T, and subjected to a non-linear potential. An exact, partially classical description of quantum Brownian motion is proposed, which uses negative probabilities in its

  2. Brownian motion of a particle with arbitrary shape.

    Science.gov (United States)

    Cichocki, Bogdan; Ekiel-Jeżewska, Maria L; Wajnryb, Eligiusz

    2015-06-07

    Brownian motion of a particle with an arbitrary shape is investigated theoretically. Analytical expressions for the time-dependent cross-correlations of the Brownian translational and rotational displacements are derived from the Smoluchowski equation. The role of the particle mobility center is determined and discussed.

  3. Estimation of the global regularity of a multifractional Brownian motion

    DEFF Research Database (Denmark)

    Lebovits, Joachim; Podolskij, Mark

    This paper presents a new estimator of the global regularity index of a multifractional Brownian motion. Our estimation method is based upon a ratio statistic, which compares the realized global quadratic variation of a multifractional Brownian motion at two different frequencies. We show...

  4. 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)

  5. Brownian Motion as a Limit to Physical Measuring Processes

    DEFF Research Database (Denmark)

    Niss, Martin

    2016-01-01

    formulated a general conclusion concerning the nature of physical measurements, namely that there is a definite limit to the ultimate sensitivity of measuring instruments beyond which we cannot advance, and that this limit is determined by Brownian motion. Ising’s conclusion agreed with experiments......In this paper, we examine the history of the idea that noise presents a fundamental limit to physical measuring processes. This idea had its origins in research aimed at improving the accuracy of instruments for electrical measurements. Out of these endeavors, the Swedish physicist Gustaf A. Ising...... and received widespread recognition, but his way of modeling the system was contested by his contemporaries. With the more embracing notion of noise that developed during and after World War II, Ising’s conclusion was reinterpreted as showing that noise puts a limit on physical measurement processes. Hence...

  6. Exact analytical thermodynamic expressions for a Brownian heat engine.

    Science.gov (United States)

    Taye, Mesfin Asfaw

    2015-09-01

    The nonequilibrium thermodynamics feature of a Brownian motor operating between two different heat baths is explored as a function of time t. Using the Gibbs entropy and Schnakenberg microscopic stochastic approach, we find exact closed form expressions for the free energy, the rate of entropy production, and the rate of entropy flow from the system to the outside. We show that when the system is out of equilibrium, it constantly produces entropy and at the same time extracts entropy out of the system. Its entropy production and extraction rates decrease in time and saturate to a constant value. In the long time limit, the rate of entropy production balances the rate of entropy extraction, and at equilibrium both entropy production and extraction rates become zero. Furthermore, via the present model, many thermodynamic theories can be checked.

  7. 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.

  8. Large-deviation properties of Brownian motion with dry friction

    Science.gov (United States)

    Chen, Yaming; Just, Wolfram

    2014-10-01

    We investigate piecewise-linear stochastic models with regard to the probability distribution of functionals of the stochastic processes, a question that occurs frequently in large deviation theory. The functionals that we are looking into in detail are related to the time a stochastic process spends at a phase space point or in a phase space region, as well as to the motion with inertia. For a Langevin equation with discontinuous drift, we extend the so-called backward Fokker-Planck technique for non-negative support functionals to arbitrary support functionals, to derive explicit expressions for the moments of the functional. Explicit solutions for the moments and for the distribution of the so-called local time, the occupation time, and the displacement are derived for the Brownian motion with dry friction, including quantitative measures to characterize deviation from Gaussian behavior in the asymptotic long time limit.

  9. 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 (

  10. Brownian motion in non-equilibrium systems and the Ornstein-Uhlenbeck stochastic process.

    Science.gov (United States)

    Donado, F; Moctezuma, R E; López-Flores, L; Medina-Noyola, M; Arauz-Lara, J L

    2017-10-03

    The Ornstein-Uhlenbeck stochastic process is an exact mathematical model providing accurate representations of many real dynamic processes in systems in a stationary state. When applied to the description of random motion of particles such as that of Brownian particles, it provides exact predictions coinciding with those of the Langevin equation but not restricted to systems in thermal equilibrium but only conditioned to be stationary. Here, we investigate experimentally single particle motion in a two-dimensional granular system in a stationary state, consisting of 1 mm stainless balls on a plane circular surface. The motion of the particles is produced by an alternating magnetic field applied perpendicular to the surface of the container. The mean square displacement of the particles is measured for a range of low concentrations and it is found that following an appropriate scaling of length and time, the short-time experimental curves conform a master curve covering the range of particle motion from ballistic to diffusive in accordance with the description of the Ornstein-Uhlenbeck model.

  11. Dynamic Discrete Choice Structural Models: A Survey

    OpenAIRE

    Victor Aguirregabiria; Pedro mira

    2007-01-01

    This paper reviews methods for the estimation of dynamic discrete choice structural models and discusses related econometric issues. We consider single agent models, competitive equilibrium models and dynamic games. The methods are illustrated with descriptions of empirical studies which have applied these techniques to problems in different areas of economics. Programming codes for the estimation methods will be available in a companion web page.

  12. 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.

  13. Fractional Brownian motion and multifractional Brownian motion of Riemann-Liouville type

    Science.gov (United States)

    Lim, S. C.

    2001-02-01

    The relationship between standard fractional Brownian motion (FBM) and FBM based on the Riemann-Liouville fractional integral (or RL-FBM) is clarified. The absence of stationary property in the increment process of RL-FBM is compensated by a weaker property of local stationarity, and the stationary property for the increments of the large-time asymptotic RL-FBM. Generalization of RL-FBM to the RL-multifractional Brownian motion (RL-MBM) can be carried out by replacing the constant Hölder exponent by a time-dependent function. RL-MBM is shown to satisfy a weaker scaling property known as the local asymptotic self-similarity. This local scaling property can be translated into the small-scale behaviour of the associated scalogram by using the wavelet transform.

  14. Rectified brownian transport in corrugated channels: Fractional brownian motion and Lévy flights.

    Science.gov (United States)

    Ai, Bao-quan; Shao, Zhi-gang; Zhong, Wei-rong

    2012-11-07

    We study fractional brownian motion and Lévy flights in periodic corrugated channels without any external driving forces. From numerical simulations, we find that both fractional gaussian noise and Lévy-stable noise in asymmetric corrugated channels can break thermodynamical equilibrium and induce directed transport. The rectified mechanisms for fractional brownian motion and Lévy flights are different. The former is caused by non-uniform spectral distribution (low or high frequencies) of fractional gaussian noise, while the latter is due to the nonthermal character (occasional long jumps) of the Lévy-stable noise. For fractional brownian motion, average velocity increases with the Hurst exponent for the persistent case, while for the antipersistent case there exists an optimal value of Hurst exponent at which average velocity takes its maximal value. For Lévy flights, the group velocity decreases monotonically as the Lévy index increases. In addition, for both cases, the optimized periodicity and radius at the bottleneck can facilitate the directed transport. Our results could be implemented in constrained structures with narrow channels and pores where the particles undergo anomalous diffusion.

  15. 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...

  16. Hybrid scheme for Brownian semistationary processes

    DEFF Research Database (Denmark)

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

    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......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...

  17. Unsteady sedimentation of flocculating non-Brownian suspensions

    Science.gov (United States)

    Zinchenko, Alexander

    2017-11-01

    Microstructural evolution and temporal dynamics of the sedimentation rate U(t) are studied for a monodisperse suspension of non-Brownian spherical particles subject to van der Waals attraction and electrostatic repulsion in the realistic range of colloidal parameters (Hamaker constant, surface potential, double layer thickness etc.). A novel economical high-order multipole algorithm is used to fully resolve hydrodynamical interactions in the dynamical simulations with up to 500 spheres in a periodic box and O(106) time steps, combined with geometry perturbation to incorporate lubrication and extend the solution to arbitrarily small particle separations. The total colloidal force near the secondary minimum often greatly exceeds the effective gravity/buoyancy force, resulting in the formation of strong but flexible bonds and large clusters as the suspension evolves from an initial well-mixed state of non-aggregated spheres. Ensemble averaging over many initial configurations is used to predict U(t) for particle volume fractions between 0.1 and 0.25. The results are fully convergent, system-size independent and cover a 2-2.5 fold growth of U(t) after a latency time.

  18. Neuronal shot noise and Brownian 1/f2 behavior in the local field potential.

    Directory of Open Access Journals (Sweden)

    Joshua Milstein

    Full Text Available We demonstrate that human electrophysiological recordings of the local field potential (LFP from intracranial electrodes, acquired from a variety of cerebral regions, show a ubiquitous 1/f(2 scaling within the power spectrum. We develop a quantitative model that treats the generation of these fields in an analogous way to that of electronic shot noise, and use this model to specifically address the cause of this 1/f(2 Brownian noise. The model gives way to two analytically tractable solutions, both displaying Brownian noise: 1 uncorrelated cells that display sharp initial activity, whose extracellular fields slowly decay in time and 2 rapidly firing, temporally correlated cells that generate UP-DOWN states.

  19. Model dynamics for quantum computing

    Science.gov (United States)

    Tabakin, Frank

    2017-08-01

    A model master equation suitable for quantum computing dynamics is presented. In an ideal quantum computer (QC), a system of qubits evolves in time unitarily and, by virtue of their entanglement, interfere quantum mechanically to solve otherwise intractable problems. In the real situation, a QC is subject to decoherence and attenuation effects due to interaction with an environment and with possible short-term random disturbances and gate deficiencies. The stability of a QC under such attacks is a key issue for the development of realistic devices. We assume that the influence of the environment can be incorporated by a master equation that includes unitary evolution with gates, supplemented by a Lindblad term. Lindblad operators of various types are explored; namely, steady, pulsed, gate friction, and measurement operators. In the master equation, we use the Lindblad term to describe short time intrusions by random Lindblad pulses. The phenomenological master equation is then extended to include a nonlinear Beretta term that describes the evolution of a closed system with increasing entropy. An external Bath environment is stipulated by a fixed temperature in two different ways. Here we explore the case of a simple one-qubit system in preparation for generalization to multi-qubit, qutrit and hybrid qubit-qutrit systems. This model master equation can be used to test the stability of memory and the efficacy of quantum gates. The properties of such hybrid master equations are explored, with emphasis on the role of thermal equilibrium and entropy constraints. Several significant properties of time-dependent qubit evolution are revealed by this simple study.

  20. 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...

  1. Brownian motion with adaptive drift for remaining useful life prediction: Revisited

    Science.gov (United States)

    Wang, Dong; Tsui, Kwok-Leung

    2018-01-01

    Linear Brownian motion with constant drift is widely used in remaining useful life predictions because its first hitting time follows the inverse Gaussian distribution. State space modelling of linear Brownian motion was proposed to make the drift coefficient adaptive and incorporate on-line measurements into the first hitting time distribution. Here, the drift coefficient followed the Gaussian distribution, and it was iteratively estimated by using Kalman filtering once a new measurement was available. Then, to model nonlinear degradation, linear Brownian motion with adaptive drift was extended to nonlinear Brownian motion with adaptive drift. However, in previous studies, an underlying assumption used in the state space modelling was that in the update phase of Kalman filtering, the predicted drift coefficient at the current time exactly equalled the posterior drift coefficient estimated at the previous time, which caused a contradiction with the predicted drift coefficient evolution driven by an additive Gaussian process noise. In this paper, to alleviate such an underlying assumption, a new state space model is constructed. As a result, in the update phase of Kalman filtering, the predicted drift coefficient at the current time evolves from the posterior drift coefficient at the previous time. Moreover, the optimal Kalman filtering gain for iteratively estimating the posterior drift coefficient at any time is mathematically derived. A discussion that theoretically explains the main reasons why the constructed state space model can result in high remaining useful life prediction accuracies is provided. Finally, the proposed state space model and its associated Kalman filtering gain are applied to battery prognostics.

  2. Communication: Generalizing Rosenfeld's excess-entropy scaling to predict long-time diffusivity in dense fluids of Brownian particles: from hard to ultrasoft interactions.

    Science.gov (United States)

    Pond, Mark J; Errington, Jeffrey R; Truskett, Thomas M

    2011-02-28

    Computer simulations are used to test whether a recently introduced generalization of Rosenfeld's excess-entropy scaling method for estimating transport coefficients in systems obeying molecular dynamics can be extended to predict long-time diffusivities in fluids of particles undergoing Brownian dynamics in the absence of interparticle hydrodynamic forces. Model fluids with inverse-power-law, Gaussian-core, and Hertzian pair interactions are considered. Within the generalized Rosenfeld scaling method, long-time diffusivities of ultrasoft Gaussian-core and Hertzian particle fluids, which display anomalous trends with increasing density, are predicted (to within 20%) based on knowledge of interparticle interactions, excess entropy, and scaling behavior of simpler inverse-power-law fluids.

  3. 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...

  4. The Challenges to Coupling Dynamic Geospatial Models

    Energy Technology Data Exchange (ETDEWEB)

    Goldstein, N

    2006-06-23

    Many applications of modeling spatial dynamic systems focus on a single system and a single process, ignoring the geographic and systemic context of the processes being modeled. A solution to this problem is the coupled modeling of spatial dynamic systems. Coupled modeling is challenging for both technical reasons, as well as conceptual reasons. This paper explores the benefits and challenges to coupling or linking spatial dynamic models, from loose coupling, where information transfer between models is done by hand, to tight coupling, where two (or more) models are merged as one. To illustrate the challenges, a coupled model of Urbanization and Wildfire Risk is presented. This model, called Vesta, was applied to the Santa Barbara, California region (using real geospatial data), where Urbanization and Wildfires occur and recur, respectively. The preliminary results of the model coupling illustrate that coupled modeling can lead to insight into the consequences of processes acting on their own.

  5. Addressing Dynamic Issues of Program Model Checking

    Science.gov (United States)

    Lerda, Flavio; Visser, Willem

    2001-01-01

    Model checking real programs has recently become an active research area. Programs however exhibit two characteristics that make model checking difficult: the complexity of their state and the dynamic nature of many programs. Here we address both these issues within the context of the Java PathFinder (JPF) model checker. Firstly, we will show how the state of a Java program can be encoded efficiently and how this encoding can be exploited to improve model checking. Next we show how to use symmetry reductions to alleviate some of the problems introduced by the dynamic nature of Java programs. Lastly, we show how distributed model checking of a dynamic program can be achieved, and furthermore, how dynamic partitions of the state space can improve model checking. We support all our findings with results from applying these techniques within the JPF model checker.

  6. Stochastic heating of a single Brownian particle by charge fluctuations in a radio-frequency produced plasma sheath.

    Science.gov (United States)

    Schmidt, Christian; Piel, Alexander

    2015-10-01

    The Brownian motion of a single particle in the plasma sheath is studied to separate the effect of stochastic heating by charge fluctuations from heating by collective effects. By measuring the particle velocities in the ballistic regime and by carefully determining the particle mass from the Epstein drag it is shown that for a pressure of 10 Pa, which is typical of many experiments, the proper kinetic temperature of the Brownian particle remains close to the gas temperature and rises only slightly with particle size. This weak effect is confirmed by a detailed model for charging and charge fluctuations in the sheath. A substantial temperature rise is found for decreasing pressure, which approximately shows the expected scaling with p(-2). The system under study is an example for non-equilibrium Brownian motion under the influence of white noise without corresponding dissipation.

  7. Launch Vehicle Dynamics Demonstrator Model

    Science.gov (United States)

    1963-01-01

    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.

  8. Random times and enlargements of filtrations in a Brownian setting

    CERN Document Server

    Mansuy, Roger

    2006-01-01

    In November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the contents of that course, covering expansion of filtration formulae; BDG inequalities up to any random time; martingales that vanish on the zero set of Brownian motion; the Azéma-Emery martingales and chaos representation; the filtration of truncated Brownian motion; attempts to characterize the Brownian filtration. The book accordingly sets out to acquaint its readers with the theory and main examples of enlargements of filtrations, of either the initial or the progressive kind. It is accessible to researchers and graduate students working in stochastic calculus and excursion theory, and more broadly to mathematicians acquainted with the basics of Brownian motion.

  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. Connecting micro dynamics and population distributions in system dynamics models.

    Science.gov (United States)

    Fallah-Fini, Saeideh; Rahmandad, Hazhir; Chen, Hsin-Jen; Xue, Hong; Wang, Youfa

    2013-01-01

    Researchers use system dynamics models to capture the mean behavior of groups of indistinguishable population elements (e.g., people) aggregated in stock variables. Yet, many modeling problems require capturing the heterogeneity across elements with respect to some attribute(s) (e.g., body weight). This paper presents a new method to connect the micro-level dynamics associated with elements in a population with the macro-level population distribution along an attribute of interest without the need to explicitly model every element. We apply the proposed method to model the distribution of Body Mass Index and its changes over time in a sample population of American women obtained from the U.S. National Health and Nutrition Examination Survey. Comparing the results with those obtained from an individual-based model that captures the same phenomena shows that our proposed method delivers accurate results with less computation than the individual-based model.

  11. Connecting micro dynamics and population distributions in system dynamics models

    Science.gov (United States)

    Rahmandad, Hazhir; Chen, Hsin-Jen; Xue, Hong; Wang, Youfa

    2014-01-01

    Researchers use system dynamics models to capture the mean behavior of groups of indistinguishable population elements (e.g., people) aggregated in stock variables. Yet, many modeling problems require capturing the heterogeneity across elements with respect to some attribute(s) (e.g., body weight). This paper presents a new method to connect the micro-level dynamics associated with elements in a population with the macro-level population distribution along an attribute of interest without the need to explicitly model every element. We apply the proposed method to model the distribution of Body Mass Index and its changes over time in a sample population of American women obtained from the U.S. National Health and Nutrition Examination Survey. Comparing the results with those obtained from an individual-based model that captures the same phenomena shows that our proposed method delivers accurate results with less computation than the individual-based model. PMID:25620842

  12. First passage time statistics of Brownian motion with purely time dependent drift and diffusion

    OpenAIRE

    Molini, Annalisa; Talkner, Peter; Katul, Gabriel G.; Porporato, Amilcare

    2010-01-01

    Systems where resource availability approaches a critical threshold are common to many engineering and scientific applications and often necessitate the estimation of first passage time statistics of a Brownian motion (Bm) driven by time-dependent drift and diffusion coefficients. Modeling such systems requires solving the associated Fokker-Planck equation subject to an absorbing barrier. Transitional probabilities are derived via the method of images, whose applicability to time dependent pr...

  13. Estimation of the global regularity of a multifractional Brownian motion

    OpenAIRE

    Lebovits, Joachim; Podolskij, Mark

    2016-01-01

    This paper presents a new estimator of the global regularity index of a multifractional Brownian motion. Our estimation method is based upon a ratio statistic, which compares the realized global quadratic variation of a multifractional Brownian motion at two different frequencies. We show that a logarithmic transformation of this statistic converges in probability to the minimum of the Hurst functional parameter, which is, under weak assumptions, identical to the global regularity index of th...

  14. A dynamic model for transcription elongation and sequence-dependent short pauses by RNA polymerase.

    Science.gov (United States)

    Xie, Ping

    2008-09-01

    RNA polymerase is an enzyme that transcribes genes from DNA onto strands of RNA and the transcription is a processive, accurate but discontinuous process. Despite extensive structural, biochemical and biophysical studies, the transcription elongation mechanism by the RNA polymerase is still not well determined. Here a new Brownian ratchet model is presented for this transcription elongation by the RNA polymerase. The structure's conformational changes observed in the RNAP translocation cycle are incorporated into the model. Using the model, the dynamic behaviors of continuous transcription elongation between two pauses and inhibition of next nucleotide addition after misincorporation are well explained. Moreover, the sequence-dependent short pauses result from site-specific interactions of RNAP with dsDNA and/or RNA-DNA hybrid. With this model, it is demonstrated that, at a given sequence, the lifetime distribution of the short pause has the single-exponential form at saturating nucleotide concentration, which is in contrast to the multi-exponential distribution of the dwell time during the continuous transcription elongation.

  15. Modeling Gas Dynamics in California Sea Lions

    Science.gov (United States)

    2015-09-30

    observed blood PO2 levels during diving. A sensitivity analysis will be performed to assess the new and current parameter estimates and error of the model...1 DISTRIBUTION STATEMENT A. Approved for public release; distribution is unlimited. Modeling Gas Dynamics in California Sea Lions Andreas...to update a current gas dynamics model with recently acquired data for respiratory compliance (P-V), and body compartment size estimates in

  16. BDI-modelling of complex intracellular dynamics.

    NARCIS (Netherlands)

    Jonker, C.M.; Snoep, J.L.; Treur, J.; Westerhoff, H.V.; Wijngaards, W.C.A.

    2008-01-01

    A BDI-based continuous-time modelling approach for intracellular dynamics is presented. It is shown how temporalised BDI-models make it possible to model intracellular biochemical processes as decision processes. By abstracting from some of the details of the biochemical pathways, the model achieves

  17. 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.

  18. 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

  19. 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.

  20. Work distribution function for a Brownian particle driven by a nonconservative force

    Science.gov (United States)

    Saha, Bappa; Mukherji, Sutapa

    2015-06-01

    We derive the distribution function of work performed by a harmonic force acting on a uniformly dragged Brownian particle subjected to a rotational torque. Following the Onsager and Machlup's functional integral approach, we obtain the transition probability of finding the Brownian particle at a particular position at time t given that it started the journey from a specific location at an earlier time. The difference between the forward and the time-reversed form of the generalized Onsager-Machlup's Lagrangian is identified as the rate of medium entropy production which further helps us develop the stochastic thermodynamics formalism for our model. The probability distribution for the work done by the harmonic trap is evaluated for an equilibrium initial condition. Although this distribution has a Gaussian form, it is found that the distribution does not satisfy the conventional work fluctuation theorem.

  1. 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.

  2. 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.

  3. 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...

  4. 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...... optimization algorithms that are specially designed for this problem....

  5. 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...

  6. Recursive Linearization Of Dynamical Models Of Manipulators

    Science.gov (United States)

    Jain, Abhinandan; Rodriquez, Guillermo

    1993-01-01

    Report shows how spatial-operator algebra developed by authors used to derive linearized mathematical models of dynamics of robotic manipulators. Aspects of spatial-operator algebra also described in "Robot Control Based On Spatial-Operator Algebra" (NPO-17918), "Unified Formulation Of Dynamics Of Robot Arms" (NPO-18040), and "Spatial-Operator Algebra For Robotic Manipulators" (NPO-17770).

  7. From Brownian motion to power of fluctuations

    Directory of Open Access Journals (Sweden)

    B. Berche

    2012-12-01

    Full Text Available The year 2012 marks the 140th birth anniversary of Marian Smoluchowski (28.05.1872-5.09.1917, a man who "made ground-breaking contribution to the theory of Brownian motion, the theory of sedimentation, the statistical nature of the Second Law, the theory and practice of density fluctuations (critical opalescence. During his final years of scientific creativity his pioneering theory of coagulation and diffusion-limited reaction rate appeared. These outstanding achievements present true gems which dominate the description of soft matter physics and chemical physics as well as the related areas up till now!" This quotation was taken from the lecture by Peter Hanggi given at international conference Statistical Physics: Modern Trends and Applications that took place in Lviv, Ukraine on July 3-6, 2012 (see conference web-page for more details and was dedicated to the commemoration of Smoluchowski's work. This and forthcoming issues of the Condensed Matter Physics contain papers presented at this conference.

  8. Cost and Precision of Brownian Clocks

    Directory of Open Access Journals (Sweden)

    Andre C. Barato

    2016-12-01

    Full Text Available Brownian clocks are biomolecular networks that can count time. A paradigmatic example are proteins that go through a cycle, thus regulating some oscillatory behavior 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 the nonequilibrium steady state of the resulting bipartite Markov process, the uncertainty of the clock can be deduced from the calculable dispersion of a corresponding current.

  9. Cost and Precision of Brownian Clocks

    Science.gov (United States)

    Barato, Andre C.; Seifert, Udo

    2016-10-01

    Brownian clocks are biomolecular networks that can count time. A paradigmatic example are proteins that go through a cycle, thus regulating some oscillatory behavior 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 the nonequilibrium steady state of the resulting bipartite Markov process, the uncertainty of the clock can be deduced from the calculable dispersion of a corresponding current.

  10. Shear thinning in non-Brownian suspensions.

    Science.gov (United States)

    Chatté, Guillaume; Comtet, Jean; Niguès, Antoine; Bocquet, Lydéric; Siria, Alessandro; Ducouret, Guylaine; Lequeux, François; Lenoir, Nicolas; Ovarlez, Guillaume; Colin, Annie

    2018-02-14

    We study the flow of suspensions of non-Brownian particles dispersed into a Newtonian solvent. Combining capillary rheometry and conventional rheometry, we evidence a succession of two shear thinning regimes separated by a shear thickening one. Through X-ray radiography measurements, we show that during each of those regimes, the flow remains homogeneous and does not involve particle migration. Using a quartz-tuning fork based atomic force microscope, we measure the repulsive force profile and the microscopic friction coefficient μ between two particles immersed into the solvent, as a function of normal load. Coupling measurements from those three techniques, we propose that (1) the first shear-thinning regime at low shear rates occurs for a lubricated rheology and can be interpreted as a decrease of the effective volume fraction under increasing particle pressures, due to short-ranged repulsive forces and (2) the second shear thinning regime after the shear-thickening transition occurs for a frictional rheology and can be interpreted as stemming from a decrease of the microscopic friction coefficient at large normal load.

  11. SPATKIN: a simulator for rule-based modeling of biomolecular site dynamics on surfaces.

    Science.gov (United States)

    Kochanczyk, Marek; Hlavacek, William S; Lipniacki, Tomasz

    2017-11-15

    Rule-based modeling is a powerful approach for studying biomolecular site dynamics. Here, we present SPATKIN, a general-purpose simulator for rule-based modeling in two spatial dimensions. The simulation algorithm is a lattice-based method that tracks Brownian motion of individual molecules and the stochastic firing of rule-defined reaction events. Because rules are used as event generators, the algorithm is network-free, meaning that it does not require to generate the complete reaction network implied by rules prior to simulation. In a simulation, each molecule (or complex of molecules) is taken to occupy a single lattice site that cannot be shared with another molecule (or complex). SPATKIN is capable of simulating a wide array of membrane-associated processes, including adsorption, desorption and crowding. Models are specified using an extension of the BioNetGen language, which allows to account for spatial features of the simulated process. The C ++ source code for SPATKIN is distributed freely under the terms of the GNU GPLv3 license. The source code can be compiled for execution on popular platforms (Windows, Mac and Linux). An installer for 64-bit Windows and a macOS app are available. The source code and precompiled binaries are available at the SPATKIN Web site (http://pmbm.ippt.pan.pl/software/spatkin). spatkin.simulator@gmail.com. Supplementary data are available at Bioinformatics online.

  12. 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.

  13. Dynamic causal models of neural system dynamics: current state ...

    Indian Academy of Sciences (India)

    2006-09-28

    Sep 28, 2006 ... Keywords. Dynamic causal modelling; EEG; effective connectivity; event-related potentials; fMRI; neural system ... In this article, we review the conceptual and mathematical basis of DCM and its implementation for functional magnetic resonance imaging data and event-related potentials. After introducing ...

  14. Dynamic logistic regression and dynamic model averaging for binary classification.

    Science.gov (United States)

    McCormick, Tyler H; Raftery, Adrian E; Madigan, David; Burd, Randall S

    2012-03-01

    We propose an online binary classification procedure for cases when there is uncertainty about the model to use and parameters within a model change over time. We account for model uncertainty through dynamic model averaging, a dynamic extension of Bayesian model averaging in which posterior model probabilities may also change with time. We apply a state-space model to the parameters of each model and we allow the data-generating model to change over time according to a Markov chain. Calibrating a "forgetting" factor accommodates different levels of change in the data-generating mechanism. We propose an algorithm that adjusts the level of forgetting in an online fashion using the posterior predictive distribution, and so accommodates various levels of change at different times. We apply our method to data from children with appendicitis who receive either a traditional (open) appendectomy or a laparoscopic procedure. Factors associated with which children receive a particular type of procedure changed substantially over the 7 years of data collection, a feature that is not captured using standard regression modeling. Because our procedure can be implemented completely online, future data collection for similar studies would require storing sensitive patient information only temporarily, reducing the risk of a breach of confidentiality. © 2011, The International Biometric Society.

  15. Computational fluid dynamics modeling in yarn engineering

    CSIR Research Space (South Africa)

    Patanaik, A

    2011-07-01

    Full Text Available This chapter deals with the application of computational fluid dynamics (CFD) modeling in reducing yarn hairiness during the ring spinning process and thereby “engineering” yarn with desired properties. Hairiness significantly affects the appearance...

  16. Nonlinear dynamic phenomena in the beer model

    DEFF Research Database (Denmark)

    Mosekilde, Erik; Laugesen, Jakob Lund

    2007-01-01

    present a formal bifurcation analysis to analyse the complex dynamics produced by the model. Consistent with the rules of the game, the model constitutes a piecewise-linear map with nonlinearities arising from non-negativity constraints. The bifurcations that occur in piecewise-linear systems......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...... are distinctly different from those observed in smooth systems. We show how the model displays abrupt Hopf and period-doubling bifurcations, truncated bifurcation cascades, and various border-collision bifurcations. The latter allow direct transitions from periodic to chaotic dynamics. Bifurcation phenomena...

  17. Automated adaptive inference of phenomenological dynamical models

    Science.gov (United States)

    Daniels, Bryan C.; Nemenman, Ilya

    2015-08-01

    Dynamics of complex systems is often driven by large and intricate networks of microscopic interactions, whose sheer size obfuscates understanding. With limited experimental data, many parameters of such dynamics are unknown, and thus detailed, mechanistic models risk overfitting and making faulty predictions. At the other extreme, simple ad hoc models often miss defining features of the underlying systems. Here we develop an approach that instead constructs phenomenological, coarse-grained models of network dynamics that automatically adapt their complexity to the available data. Such adaptive models produce accurate predictions even when microscopic details are unknown. The approach is computationally tractable, even for a relatively large number of dynamical variables. Using simulated data, it correctly infers the phase space structure for planetary motion, avoids overfitting in a biological signalling system and produces accurate predictions for yeast glycolysis with tens of data points and over half of the interacting species unobserved.

  18. Spatially explicit dynamic N-mixture models

    Science.gov (United States)

    Zhao, Qing; Royle, Andy; Boomer, G. Scott

    2017-01-01

    Knowledge of demographic parameters such as survival, reproduction, emigration, and immigration is essential to understand metapopulation dynamics. Traditionally the estimation of these demographic parameters requires intensive data from marked animals. The development of dynamic N-mixture models makes it possible to estimate demographic parameters from count data of unmarked animals, but the original dynamic N-mixture model does not distinguish emigration and immigration from survival and reproduction, limiting its ability to explain important metapopulation processes such as movement among local populations. In this study we developed a spatially explicit dynamic N-mixture model that estimates survival, reproduction, emigration, local population size, and detection probability from count data under the assumption that movement only occurs among adjacent habitat patches. Simulation studies showed that the inference of our model depends on detection probability, local population size, and the implementation of robust sampling design. Our model provides reliable estimates of survival, reproduction, and emigration when detection probability is high, regardless of local population size or the type of sampling design. When detection probability is low, however, our model only provides reliable estimates of survival, reproduction, and emigration when local population size is moderate to high and robust sampling design is used. A sensitivity analysis showed that our model is robust against the violation of the assumption that movement only occurs among adjacent habitat patches, suggesting wide applications of this model. Our model can be used to improve our understanding of metapopulation dynamics based on count data that are relatively easy to collect in many systems.

  19. 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...

  20. Permanent magnet synchronous motor dynamic modeling with ...

    African Journals Online (AJOL)

    This paper proposes dynamic modeling simulation for ac Surface Permanent Magnet Synchronous Motor (SPMSM) with the aid of MATLAB – Simulink environment. The proposed model would be used in many applications such as automotive, mechatronics, green energy applications, and machine drives. The modeling ...

  1. Stochastic population dynamic models as probability networks

    Science.gov (United States)

    M.E. and D.C. Lee. Borsuk

    2009-01-01

    The dynamics of a population and its response to environmental change depend on the balance of birth, death and age-at-maturity, and there have been many attempts to mathematically model populations based on these characteristics. Historically, most of these models were deterministic, meaning that the results were strictly determined by the equations of the model and...

  2. Damping mechanisms and models in structural dynamics

    DEFF Research Database (Denmark)

    Krenk, Steen

    2002-01-01

    Several aspects of damping models for dynamic analysis of structures are investigated. First the causality condition for structural response is used to identify rules for the use of complex-valued frequency dependent material models, illustrated by the shortcomings of the elastic hysteretic model...

  3. 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...

  4. Dynamic factor models in estimation and forecasting

    OpenAIRE

    Bystrov, Victor

    2008-01-01

    Defence date: 6 March 2008 Examining Board: Supervisor: Anindya Banerjee Second reader: Helmut Luetkepohl First made available online 2 June 2015. This thesis addresses the issue of the relative performance of dynamic factor models in finite samples in the presence of structural breaks. It extends an existing literature by considering new data sets and evaluating finite sample properties of dynamic factor models and factor-augmented VARs and VECMs in Monte Carlo exercises. C...

  5. Understanding and Modeling Teams As Dynamical Systems

    Directory of Open Access Journals (Sweden)

    Jamie C. Gorman

    2017-07-01

    Full Text Available By its very nature, much of teamwork is distributed across, and not stored within, interdependent people working toward a common goal. In this light, we advocate a systems perspective on teamwork that is based on general coordination principles that are not limited to cognitive, motor, and physiological levels of explanation within the individual. In this article, we present a framework for understanding and modeling teams as dynamical systems and review our empirical findings on teams as dynamical systems. We proceed by (a considering the question of why study teams as dynamical systems, (b considering the meaning of dynamical systems concepts (attractors; perturbation; synchronization; fractals in the context of teams, (c describe empirical studies of team coordination dynamics at the perceptual-motor, cognitive-behavioral, and cognitive-neurophysiological levels of analysis, and (d consider the theoretical and practical implications of this approach, including new kinds of explanations of human performance and real-time analysis and performance modeling. Throughout our discussion of the topics we consider how to describe teamwork using equations and/or modeling techniques that describe the dynamics. Finally, we consider what dynamical equations and models do and do not tell us about human performance in teams and suggest future research directions in this area.

  6. Intermediate scattering function of an anisotropic active Brownian particle

    Science.gov (United States)

    Kurzthaler, Christina; Leitmann, Sebastian; Franosch, Thomas

    2016-10-01

    Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the directed motion. So far most studies consider the lowest order moments of the displacements only, while more general spatio-temporal information on the stochastic motion is provided in scattering experiments. Here we derive analytically exact expressions for the directly measurable intermediate scattering function for a mesoscopic model of a single, anisotropic active Brownian particle in three dimensions. The mean-square displacement and the non-Gaussian parameter of the stochastic process are obtained as derivatives of the intermediate scattering function. These display different temporal regimes dominated by effective diffusion and directed motion due to the interplay of translational and rotational diffusion which is rationalized within the theory. The most prominent feature of the intermediate scattering function is an oscillatory behavior at intermediate wavenumbers reflecting the persistent swimming motion, whereas at small length scales bare translational and at large length scales an enhanced effective diffusion emerges. We anticipate that our characterization of the motion of active agents will serve as a reference for more realistic models and experimental observations.

  7. 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.

  8. 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].

  9. 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.

  10. 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.

  11. 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

  12. Dynamics modeling and simulation of flexible airships

    Science.gov (United States)

    Li, Yuwen

    The resurgence of airships has created a need for dynamics models and simulation capabilities of these lighter-than-air vehicles. The focus of this thesis is a theoretical framework that integrates the flight dynamics, structural dynamics, aerostatics and aerodynamics of flexible airships. The study begins with a dynamics model based on a rigid-body assumption. A comprehensive computation of aerodynamic effects is presented, where the aerodynamic forces and moments are categorized into various terms based on different physical effects. A series of prediction approaches for different aerodynamic effects are unified and applied to airships. The numerical results of aerodynamic derivatives and the simulated responses to control surface deflection inputs are verified by comparing to existing wind-tunnel and flight test data. With the validated aerodynamics and rigid-body modeling, the equations of motion of an elastic airship are derived by the Lagrangian formulation. The airship is modeled as a free-free Euler-Bernoulli beam and the bending deformations are represented by shape functions chosen as the free-free normal modes. In order to capture the coupling between the aerodynamic forces and the structural elasticity, local velocity on the deformed vehicle is used in the computation of aerodynamic forces. Finally, with the inertial, gravity, aerostatic and control forces incorporated, the dynamics model of a flexible airship is represented by a single set of nonlinear ordinary differential equations. The proposed model is implemented as a dynamics simulation program to analyze the dynamics characteristics of the Skyship-500 airship. Simulation results are presented to demonstrate the influence of structural deformation on the aerodynamic forces and the dynamics behavior of the airship. The nonlinear equations of motion are linearized numerically for the purpose of frequency domain analysis and for aeroelastic stability analysis. The results from the latter for the

  13. Stochastic dynamical models for ecological regime shifts

    DEFF Research Database (Denmark)

    Møller, Jan Kloppenborg; Carstensen, Jacob; Madsen, Henrik

    Ecosystems are influenced by a variety of known and unknown drivers. Unknown drivers should be modeled as noise and it is therefore important to analyze how noise influences the deterministic skeleton of system equations. The deterministic skeleton of stochastic dynamical models contains the phys...... definition and stability of regimes become less subtle. Ecological regime shifts and their modeling must be viewed in a probabilistic manner, particularly if such model results are to be used in ecosystem management....

  14. Dynamics of the standard model

    CERN Document Server

    Donoghue, John F; Holstein, Barry R

    2014-01-01

    Describing the fundamental theory of particle physics and its applications, this book provides a detailed account of the Standard Model, focusing on techniques that can produce information about real observed phenomena. The book begins with a pedagogic account of the Standard Model, introducing essential techniques such as effective field theory and path integral methods. It then focuses on the use of the Standard Model in the calculation of physical properties of particles. Rigorous methods are emphasized, but other useful models are also described. This second edition has been updated to include recent theoretical and experimental advances, such as the discovery of the Higgs boson. A new chapter is devoted to the theoretical and experimental understanding of neutrinos, and major advances in CP violation and electroweak physics have been given a modern treatment. This book is valuable to graduate students and researchers in particle physics, nuclear physics and related fields.

  15. 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.

  16. Characterizing Detrended Fluctuation Analysis of multifractional Brownian motion

    Science.gov (United States)

    Setty, V. A.; Sharma, A. S.

    2015-02-01

    The Hurst exponent (H) is widely used to quantify long range dependence in time series data and is estimated using several well known techniques. Recognizing its ability to remove trends the Detrended Fluctuation Analysis (DFA) is used extensively to estimate a Hurst exponent in non-stationary data. Multifractional Brownian motion (mBm) broadly encompasses a set of models of non-stationary data exhibiting time varying Hurst exponents, H(t) as against a constant H. Recently, there has been a growing interest in time dependence of H(t) and sliding window techniques have been used to estimate a local time average of the exponent. This brought to fore the ability of DFA to estimate scaling exponents in systems with time varying H(t) , such as mBm. This paper characterizes the performance of DFA on mBm data with linearly varying H(t) and further test the robustness of estimated time average with respect to data and technique related parameters. Our results serve as a bench-mark for using DFA as a sliding window estimator to obtain H(t) from time series data.

  17. 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.

  18. A stochastic evolutionary model for survival dynamics

    Science.gov (United States)

    Fenner, Trevor; Levene, Mark; Loizou, George

    2014-09-01

    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.

  19. Dynamic optimization deterministic and stochastic models

    CERN Document Server

    Hinderer, Karl; Stieglitz, Michael

    2016-01-01

    This book explores discrete-time dynamic optimization and provides a detailed introduction to both deterministic and stochastic models. Covering problems with finite and infinite horizon, as well as Markov renewal programs, Bayesian control models and partially observable processes, the book focuses on the precise modelling of applications in a variety of areas, including operations research, computer science, mathematics, statistics, engineering, economics and finance. Dynamic Optimization is a carefully presented textbook which starts with discrete-time deterministic dynamic optimization problems, providing readers with the tools for sequential decision-making, before proceeding to the more complicated stochastic models. The authors present complete and simple proofs and illustrate the main results with numerous examples and exercises (without solutions). With relevant material covered in four appendices, this book is completely self-contained.

  20. Online Learning of Industrial Manipulators' Dynamics Models

    DEFF Research Database (Denmark)

    Polydoros, Athanasios

    2017-01-01

    of the dynamics models. Those mainly derive from physics-based methods and thus they are based on physical properties which are hard to be calculated.  In this thesis, is presented, a novel online machine learning approach  which is able to model both inverse and forward dynamics models of industrial manipulators....... The proposed method belongs to the class of deep learning and exploits the concepts of self-organization, recurrent neural networks and iterative multivariate Bayesian regression. It has been evaluated on multiple datasets captured from industrial robots while they were performing various tasks. Also......, it was compared with multiple other state-of-the-art machine learning algorithms. Moreover, the thesis presents the application of the proposed learning method on robot control for achieving trajectory execution while learning the inverse dynamics models  on-the-fly . Also it is presented the application...

  1. Some Results in Dynamic Model Theory

    Science.gov (United States)

    2004-01-01

    Science of Computer Programming 51 (2004) 3–22 www.elsevier.com/locate/scico Some results in dynamic model theory Dexter Kozen∗ Computer Science......models. At the /rst-order level, we recall the de/nition of Tarskian frames over a /rst-order signature . D. Kozen / Science of Computer Programming 51

  2. MODELLING STOCK DYNAMICS IN THE SOUTHERN BENGUELA ...

    African Journals Online (AJOL)

    Modelled stock dynamics in the southern Benguela ecosystem more closely represent observed timeseries when wasp-waist control by small pelagic fish is simulated. Overall, model simulations suggest that almost half the variance in the time-series can be explained based on a combination of fishing, vulnerability settings ...

  3. Dynamic modeling of the INAPRO aquaponic system

    NARCIS (Netherlands)

    Karimanzira, Divas; Keesman, Karel J.; Kloas, Werner; Baganz, Daniela; Rauschenbach, Thomas

    2016-01-01

    The use of modeling techniques to analyze aquaponics systems is demonstrated with an example of dynamic modeling for the production of Nile tilapia (Oreochromis niloticus) and tomatoes (Solanum lycopersicon) using the innovative double recirculating aquaponic system ASTAF-PRO. For the management

  4. Processive pectin methylesterases: the role of electrostatic potential, breathing motions and bond cleavage in the rectification of Brownian motions.

    Directory of Open Access Journals (Sweden)

    Davide Mercadante

    Full Text Available Pectin methylesterases (PMEs hydrolyze the methylester groups that are found on the homogalacturonan (HG chains of pectic polysaccharides in the plant cell wall. Plant and bacterial PMEs are especially interesting as the resulting de-methylesterified (carboxylated sugar residues are found to be arranged contiguously, indicating a so-called processive nature of these enzymes. Here we report the results of continuum electrostatics calculations performed along the molecular dynamics trajectory of a PME-HG-decasaccharide complex. In particular it was observed that, when the methylester groups of the decasaccharide were arranged in order to mimic the just-formed carboxylate product of de-methylesterification, a net unidirectional sliding of the model decasaccharide was subsequently observed along the enzyme's binding groove. The changes that occurred in the electrostatic binding energy and protein dynamics during this translocation provide insights into the mechanism by which the enzyme rectifies Brownian motions to achieve processivity. The free energy that drives these molecular motors is thus demonstrated to be incorporated endogenously in the methylesterified groups of the HG chains and is not supplied exogenously.

  5. Model for Dynamic Multiple of CPPI Strategy

    OpenAIRE

    Guangyuan Xing; Yong Xue; Zongxian Feng; Xiaokang Wu

    2014-01-01

    Focusing on the parameter “Multiple” of CPPI strategy, this study proposes a dynamic setting model of multiple for gap risk management purpose. First, CPPI gap risk is measured as the probability that the value loss of active asset exceeds its allowed maximum drop determined by a given multiple setting. Moreover, according to the statistical estimation using SV-EVT approach, a dynamic choice of multiple is detailed as a function of time-varying asset volatility, expected loss, and the possibi...

  6. Modeling hybrid perovskites by molecular dynamics.

    Science.gov (United States)

    Mattoni, Alessandro; Filippetti, Alessio; Caddeo, Claudia

    2017-02-01

    The topical review describes the recent progress in the modeling of hybrid perovskites by molecular dynamics simulations. Hybrid perovskites and in particular methylammonium lead halide (MAPI) have a tremendous technological relevance representing the fastest-advancing solar material to date. They also represent the paradigm of an organic-inorganic crystalline material with some conceptual peculiarities: an inorganic semiconductor for what concerns the electronic and absorption properties with a hybrid and solution processable organic-inorganic body. After briefly explaining the basic concepts of ab initio and classical molecular dynamics, the model potential recently developed for hybrid perovskites is described together with its physical motivation as a simple ionic model able to reproduce the main dynamical properties of the material. Advantages and limits of the two strategies (either ab initio or classical) are discussed in comparison with the time and length scales (from pico to microsecond scale) necessary to comprehensively study the relevant properties of hybrid perovskites from molecular reorientations to electrocaloric effects. The state-of-the-art of the molecular dynamics modeling of hybrid perovskites is reviewed by focusing on a selection of showcase applications of methylammonium lead halide: molecular cations disorder; temperature evolution of vibrations; thermally activated defects diffusion; thermal transport. We finally discuss the perspectives in the modeling of hybrid perovskites by molecular dynamics.

  7. 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.

  8. A dynamic model of commutes

    NARCIS (Netherlands)

    Rouwendal, J.; van der Vlist, A.J.

    2005-01-01

    This paper studies the interaction between commuting, job mobility, and housing mobility. Manny 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

  9. A dynamic model of commutes

    NARCIS (Netherlands)

    Rouwendal, J.; Vlist, van der A.J.

    2005-01-01

    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

  10. 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.

  11. 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.

  12. The dynamic model of enterprise revenue management

    Science.gov (United States)

    Mitsel, A. A.; Kataev, M. Yu; Kozlov, S. V.; Korepanov, K. V.

    2017-01-01

    The article presents the dynamic model of enterprise revenue management. This model is based on the quadratic criterion and linear control law. The model is founded on multiple regression that links revenues with the financial performance of the enterprise. As a result, optimal management is obtained so as to provide the given enterprise revenue, namely, the values of financial indicators that ensure the planned profit of the organization are acquired.

  13. Modeling Computer Virus and Its Dynamics

    OpenAIRE

    Peng, Mei; He, Xing; Huang, Junjian; Dong, Tao

    2013-01-01

    Based on that the computer will be infected by infected computer and exposed computer, and some of the computers which are in suscepitible status and exposed status can get immunity by antivirus ability, a novel coumputer virus model is established. The dynamic behaviors of this model are investigated. First, the basic reproduction number R0, which is a threshold of the computer virus spreading in internet, is determined. Second, this model has a virus-free equilibrium P0, which means that th...

  14. Soil Models and Vehicle System Dynamics

    Science.gov (United States)

    2013-05-07

    soil was modeled using the parametric CU-ARL sand model. The vehicle consisted of interconnected subcomponents which include the chassis, suspension ...the dynamic tire - soft soil interaction in a straight-line scenario. A suspension - less set of four tires was used to investigate soil compaction...Terramechanics, 48(2), pp. 113-123. [34] Lee, J.H., 2011, “Finite Element Modeling of Interfacial Forces and Contact Stresses of Pneumatic Tire on Fresh

  15. Dynamic Model for Life History of Scyphozoa.

    Directory of Open Access Journals (Sweden)

    Congbo Xie

    Full Text Available A two-state life history model governed by ODEs is formulated to elucidate the population dynamics of jellyfish and to illuminate the triggering mechanism of its blooms. The polyp-medusa model admits trichotomous global dynamic scenarios: extinction, polyps survival only, and both survival. The population dynamics sensitively depend on several biotic and abiotic limiting factors such as substrate, temperature, and predation. The combination of temperature increase, substrate expansion, and predator diminishment acts synergistically to create a habitat that is more favorable for jellyfishes. Reducing artificial marine constructions, aiding predator populations, and directly controlling the jellyfish population would help to manage the jellyfish blooms. The theoretical analyses and numerical experiments yield several insights into the nature underlying the model and shed some new light on the general control strategy for jellyfish.

  16. Modeling and interpreting mesoscale network dynamics.

    Science.gov (United States)

    Khambhati, Ankit N; Sizemore, Ann E; Betzel, Richard F; Bassett, Danielle S

    2017-06-20

    Recent advances in brain imaging techniques, measurement approaches, and storage capacities have provided an unprecedented supply of high temporal resolution neural data. These data present a remarkable opportunity to gain a mechanistic understanding not just of circuit structure, but also of circuit dynamics, and its role in cognition and disease. Such understanding necessitates a description of the raw observations, and a delineation of computational models and mathematical theories that accurately capture fundamental principles behind the observations. Here we review recent advances in a range of modeling approaches that embrace the temporally-evolving interconnected structure of the brain and summarize that structure in a dynamic graph. We describe recent efforts to model dynamic patterns of connectivity, dynamic patterns of activity, and patterns of activity atop connectivity. In the context of these models, we review important considerations in statistical testing, including parametric and non-parametric approaches. Finally, we offer thoughts on careful and accurate interpretation of dynamic graph architecture, and outline important future directions for method development. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.

  17. Brownian motion of solitons in a Bose-Einstein condensate.

    Science.gov (United States)

    Aycock, Lauren M; Hurst, Hilary M; Efimkin, Dmitry K; Genkina, Dina; Lu, Hsin-I; Galitski, Victor M; Spielman, I B

    2017-03-07

    We observed and controlled the Brownian motion of solitons. We launched solitonic excitations in highly elongated [Formula: see text] Bose-Einstein condensates (BECs) and showed that a dilute background of impurity atoms in a different internal state dramatically affects the soliton. With no impurities and in one dimension (1D), these solitons would have an infinite lifetime, a consequence of integrability. In our experiment, the added impurities scatter off the much larger soliton, contributing to its Brownian motion and decreasing its lifetime. We describe the soliton's diffusive behavior using a quasi-1D scattering theory of impurity atoms interacting with a soliton, giving diffusion coefficients consistent with experiment.

  18. The Intersection Probability of Brownian Motion and SLEκ

    Directory of Open Access Journals (Sweden)

    Shizhong Zhou

    2015-01-01

    Full Text Available By using excursion measure Poisson kernel method, we obtain a second-order differential equation of the intersection probability of Brownian motion and SLEκ. Moreover, we find a transformation such that the second-order differential equation transforms into a hypergeometric differential equation. Then, by solving the hypergeometric differential equation, we obtain the explicit formula of the intersection probability for the trace of the chordal SLEκ and planar Brownian motion started from distinct points in an upper half-plane H-.

  19. Modeling Of Ballistic Missile Dynamics

    Directory of Open Access Journals (Sweden)

    Salih Mahmoud Attiya

    2013-05-01

    Full Text Available Aerodynamic modeling of ballistic missile in pitch plane is performed and the open-loop transfer function related to the jet deflector angle as input and pitch rate, normal acceleration as output has been derived with certain acceptable assumptions. For typical values of ballistic missile parameters such as mass, velocity, altitude, moment of inertia, thrust, moment and lift coefficient show that, the step time response and frequency response of the missile is unstable. The steady state gain, damping ratio and undraped natural frequency depend on the missile parameters. To stabilize the missile a lead compensator must be added to the forward loop.

  20. Modeling the dynamics of dissent

    Science.gov (United States)

    Lee, Eun; Holme, Petter; Lee, Sang Hoon

    2017-11-01

    We investigate the formation of opinion against authority in an authoritarian society composed of agents with different levels of authority. We explore a ;dissenting; opinion, held by lower-ranking, obedient, or less authoritative people, spreading in an environment of an ;affirmative; opinion held by authoritative leaders. A real-world example would be a corrupt society where people revolt against such leaders, but it can be applied to more general situations. In our model, agents can change their opinion depending on their authority relative to their neighbors and their own confidence level. In addition, with a certain probability, agents can override the affirmative opinion to take the dissenting 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 dissenting opinion to spread through the population. In particular, the dissenting opinion is suppressed when the authority distribution is very heterogeneous and there exists a positive correlation between the authority and the number of neighbors of people (degree). Except for such an extreme case, though, spreading of the dissenting opinion takes place when people have the tendency to override the authority to hold the dissenting opinion, but the dissenting opinion can take a long time to spread to the entire society, depending on the model parameters. We argue that the internal social structure of agents sets the scale of the time to reach consensus, based on the analysis of the underlying structural properties of opinion spreading.

  1. Robot arm dynamic model reduction for control

    Science.gov (United States)

    Bejczy, A. K.; Lee, S.

    1983-01-01

    General methods are described by which the mathematical complexities of explicit and exact state equations of robot arms can be reduced to a simplified and compact state equation representation without introducing significant errors into the robot arm dynamic model. The model reduction methods are based on homogeneous coordinates and on the Langrangian algorithm for robot arm dynamics, and utilize matrix, vector and numeric analysis techniques. The derivation of differential vector representation of centripetal and Coriolis forces which has not yet been established in the literature is presented.

  2. 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.

  3. 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...... 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....... a set of spatially distributed measurements from wind turbines. The information has to be communicated only within neighboring wind turbines. This will both reduce the calculation load by distributing them on all turbines and make the infrastructure more robust against faults and uncertainties. Moreover...

  4. BDI-modelling of complex intracellular dynamics.

    Science.gov (United States)

    Jonker, C M; Snoep, J L; Treur, J; Westerhoff, H V; Wijngaards, W C A

    2008-03-07

    A BDI-based continuous-time modelling approach for intracellular dynamics is presented. It is shown how temporalized BDI-models make it possible to model intracellular biochemical processes as decision processes. By abstracting from some of the details of the biochemical pathways, the model achieves understanding in nearly intuitive terms, without losing veracity: classical intentional state properties such as beliefs, desires and intentions are founded in reality through precise biochemical relations. In an extensive example, the complex regulation of Escherichia coli vis-à-vis lactose, glucose and oxygen is simulated as a discrete-state, continuous-time temporal decision manager. Thus a bridge is introduced between two different scientific areas: the area of BDI-modelling and the area of intracellular dynamics.

  5. Observing fluctuating spectral density of subdiffusive overdamped Brownian particles in periodic potentials

    Energy Technology Data Exchange (ETDEWEB)

    Kang Yanmei [Department of Applied Mathematics, Xi' an Jiaotong University, Xi' an 710049 (China); Jiang Jun; Xie Yong, E-mail: kangyanmei2002@yahoo.com.cn [School of Aerospace, Xi' an Jiaotong University, Xi' an 710049 (China)

    2011-01-21

    The aim of this paper is to develop a simple and efficient method for observing the fluctuating spectral density of subdiffusive Brownian motion in an overdamped periodic potential for exploring the subdiffusive property in frequency domain. Based on the general frame of linear response theory for subdiffusive fractional Fokker-Planck equation systems, an explicit relation between fluctuating spectral density and linear dynamical susceptibility is deduced, and then a method of moments based on the expansion of trigonometric functions is proposed for calculating the linear dynamic susceptibility. With the linear dynamic susceptibility available, the fluctuating spectral density is finally obtained. The numerical results demonstrate that subdiffusion weakens coherent oscillations in the periodic system, but enhances aperiodic components. Our observation embodies the fact of the Mittag-Leffler residence time distribution with an infinite mean in the subdiffusive process from the frequency domain.

  6. Anomalous Brownian motion of colloidal particle in a nematic environment: effect of the director fluctuations

    Directory of Open Access Journals (Sweden)

    T. Turiv

    2015-06-01

    Full Text Available As recently reported [Turiv T. et al., Science, 2013, Vol. 342, 1351], fluctuations in the orientation of the liquid crystal (LC director can transfer momentum from the LC to a colloid, such that the diffusion of the colloid becomes anomalous on a short time scale. Using video microscopy and single particle tracking, we investigate random thermal motion of colloidal particles in a nematic liquid crystal for the time scales shorter than the expected time of director fluctuations. At long times, compared to the characteristic time of the nematic director relaxation we observe typical anisotropic Brownian motion with the mean square displacement (MSD linear in time τ and inversly proportional to the effective viscosity of the nematic medium. At shorter times, however, the dynamics is markedly nonlinear with MSD growing more slowly (subdiffusion or faster (superdiffusion than τ. These results are discussed in the context of coupling of colloidal particle's dynamics to the director fluctuation dynamics.

  7. Grammar resources for modelling dialogue dynamically.

    Science.gov (United States)

    Gargett, Andrew; Gregoromichelaki, Eleni; Kempson, Ruth; Purver, Matthew; Sato, Yo

    2009-12-01

    This paper argues that by analysing language as a mechanism for growth of information (Cann et al. in The Dynamics of Language, Elsevier, Oxford, 2005; Kempson et al. in Dynamic Syntax, Blackwell, Oxford, 2001), not only does a unitary basis for ellipsis become possible, otherwise thought to be irredeemably heterogeneous, but also a whole range of sub-types of ellipsis, otherwise thought to be unique to dialogue, emerge as natural consequences of use of language in context. Dialogue fragment types modelled include reformulations, clarification requests, extensions, and acknowledgements. Buttressing this analysis, we show how incremental use of fragments serves to progressively narrow down the otherwise mushrooming interpretational alternatives in language use, and hence is central to fluent conversational interaction. We conclude that, by its ability to reflect dialogue dynamics as a core phenomenon of language use, a grammar with inbuilt parsing dynamics opens up the potential for analysing language as a mechanism for communicative interaction.

  8. Dynamical Frustration in ANNNI Model and Annealing

    Science.gov (United States)

    Sen, Parongama; Das, Pratap K.

    Simulated annealing is usually applied to systems with frustration, like spin glasses and optimisation problems, where the energy landscape is complex with many spurious minima. There are certain other systems, however, which have very simple energy landscape picture and ground states, but still the system fails to reach its ground state during a energy-lowering dynamical process. This situation corresponds to "dynamical frustration ". We have specifically considered the case of the axial next nearest neighbour (ANNNI) chain, where such a situation is encountered. In Sect. II, we elaborate the notion of dynamic frustration with examples and in Sect. III, the dynamics in ANNNI model is discussed in detail. The results of application of the classical and quantum annealing are discussed in Sects. IV and V. Summary and some concluding comments are given in the last section.

  9. The fermion dynamical symmetry model

    Energy Technology Data Exchange (ETDEWEB)

    Cheng-Li Wu [Chung Yuan Christian Univ., Taiwan (China)]|[Holifield Heavy Ion Accelerator, Oak Ridge, TN (United States); Da Hsuan Feng [Drexel Univ., Philadelphia, PA (United States); Guidry, M. [Univ. of Tennessee, Knoxville, TN (United States)]|[Oak Ridge National Lab., TN (United States)

    1994-12-31

    The bulk of contemporary research in nuclear structure physics deals with nuclei that are at least moderately collective in their low-lying states. These are usually well removed from closed shells and constitute a difficult theoretical problem. The most successful descriptions of such nuclei have neglected the many-body nature of the problem, replacing it instead with some form of single-particle field, often deformed, always violating fundamental symmetries that must be restored through projection. Such approaches allow calculations that otherwise would have been impossible, and have been central to the rapid advance in quantitative descriptions of nuclear structure. But in many-body systems, two is more than one and one, and nuclear physics cannot be reduced to a sum of single-particle contributions. The success of mean-field solutions to what is demonstrably a many-body problem has been bought at a price: The quantitative achievements of these methods are dependent on empirical recipes such as the Strutinsky shell correction or the use of phenomenological reference bands in the cranked shell model. Such recipes are clever and successful; they are not without microscopic justification, but in the final analysis they remain recipes, not microscopic theories. It is obviously desirable to construct a theory of nuclear structure that views the nucleus as a correlated many-body system, rather than approximating it by a mean field. In this chapter we wish to present a new approach that aspires to a description of collective nuclei in such terms. Let us provide a rationale for this development by reviewing briefly the history of the nuclear many-body problem.

  10. Dynamic Model Averaging in Large Model Spaces Using Dynamic Occam's Window.

    Science.gov (United States)

    Onorante, Luca; Raftery, Adrian E

    2016-01-01

    Bayesian model averaging has become a widely used approach to accounting for uncertainty about the structural form of the model generating the data. When data arrive sequentially and the generating model can change over time, Dynamic Model Averaging (DMA) extends model averaging to deal with this situation. Often in macroeconomics, however, many candidate explanatory variables are available and the number of possible models becomes too large for DMA to be applied in its original form. We propose a new method for this situation which allows us to perform DMA without considering the whole model space, but using a subset of models and dynamically optimizing the choice of models at each point in time. This yields a dynamic form of Occam's window. We evaluate the method in the context of the problem of nowcasting GDP in the Euro area. We find that its forecasting performance compares well with that of other methods.

  11. Dynamic Model Averaging in Large Model Spaces Using Dynamic Occam’s Window*

    Science.gov (United States)

    Onorante, Luca; Raftery, Adrian E.

    2015-01-01

    Bayesian model averaging has become a widely used approach to accounting for uncertainty about the structural form of the model generating the data. When data arrive sequentially and the generating model can change over time, Dynamic Model Averaging (DMA) extends model averaging to deal with this situation. Often in macroeconomics, however, many candidate explanatory variables are available and the number of possible models becomes too large for DMA to be applied in its original form. We propose a new method for this situation which allows us to perform DMA without considering the whole model space, but using a subset of models and dynamically optimizing the choice of models at each point in time. This yields a dynamic form of Occam’s window. We evaluate the method in the context of the problem of nowcasting GDP in the Euro area. We find that its forecasting performance compares well with that of other methods. PMID:26917859

  12. 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.

  13. Modeling biological pathway dynamics with timed automata.

    Science.gov (United States)

    Schivo, Stefano; Scholma, Jetse; Wanders, Brend; Urquidi Camacho, Ricardo A; van der Vet, Paul E; Karperien, Marcel; Langerak, Rom; van de Pol, Jaco; Post, Janine N

    2014-05-01

    Living cells are constantly subjected to a plethora of environmental stimuli that require integration into an appropriate cellular response. This integration takes place through signal transduction events that form tightly interconnected networks. The understanding of these networks requires capturing their dynamics through computational support and models. ANIMO (analysis of Networks with Interactive Modeling) is a tool that enables the construction and exploration of executable models of biological networks, helping to derive hypotheses and to plan wet-lab experiments. The tool is based on the formalism of Timed Automata, which can be analyzed via the UPPAAL model checker. Thanks to Timed Automata, we can provide a formal semantics for the domain-specific language used to represent signaling networks. This enforces precision and uniformity in the definition of signaling pathways, contributing to the integration of isolated signaling events into complex network models. We propose an approach to discretization of reaction kinetics that allows us to efficiently use UPPAAL as the computational engine to explore the dynamic behavior of the network of interest. A user-friendly interface hides the use of Timed Automata from the user, while keeping the expressive power intact. Abstraction to single-parameter kinetics speeds up construction of models that remain faithful enough to provide meaningful insight. The resulting dynamic behavior of the network components is displayed graphically, allowing for an intuitive and interactive modeling experience.

  14. Synaptic dynamics: linear model and adaptation algorithm.

    Science.gov (United States)

    Yousefi, Ali; Dibazar, Alireza A; Berger, Theodore W

    2014-08-01

    In this research, temporal processing in brain neural circuitries is addressed by a dynamic model of synaptic connections in which the synapse model accounts for both pre- and post-synaptic processes determining its temporal dynamics and strength. Neurons, which are excited by the post-synaptic potentials of hundred of the synapses, build the computational engine capable of processing dynamic neural stimuli. Temporal dynamics in neural models with dynamic synapses will be analyzed, and learning algorithms for synaptic adaptation of neural networks with hundreds of synaptic connections are proposed. The paper starts by introducing a linear approximate model for the temporal dynamics of synaptic transmission. The proposed linear model substantially simplifies the analysis and training of spiking neural networks. Furthermore, it is capable of replicating the synaptic response of the non-linear facilitation-depression model with an accuracy better than 92.5%. In the second part of the paper, a supervised spike-in-spike-out learning rule for synaptic adaptation in dynamic synapse neural networks (DSNN) is proposed. The proposed learning rule is a biologically plausible process, and it is capable of simultaneously adjusting both pre- and post-synaptic components of individual synapses. The last section of the paper starts with presenting the rigorous analysis of the learning algorithm in a system identification task with hundreds of synaptic connections which confirms the learning algorithm's accuracy, repeatability and scalability. The DSNN is utilized to predict the spiking activity of cortical neurons and pattern recognition tasks. The DSNN model is demonstrated to be a generative model capable of producing different cortical neuron spiking patterns and CA1 Pyramidal neurons recordings. A single-layer DSNN classifier on a benchmark pattern recognition task outperforms a 2-Layer Neural Network and GMM classifiers while having fewer numbers of free parameters and

  15. Stochastic Dynamic Model on the Consumption – Saving Decision for Adjusting Products and Services Supply According with Consumers` Attainability

    Directory of Open Access Journals (Sweden)

    Gabriela Prelipcean

    2014-02-01

    Full Text Available The recent crisis and turbulences have significantly changed the consumers’ behavior, especially through its access possibility and satisfaction, but also the new dynamic flexible adjustment of the supply of goods and services. The access possibility and consumer satisfaction should be analyzed in a broader context of corporate responsibility, including financial institutions. This contribution gives an answer to the current situation in Romania as an emerging country, strongly affected by the global crisis. Empowering producers and harmonize their interests with the interests of consumers really require a significant revision of the quantitative models used to study long-term consumption-saving behavior, with a new model, adapted to the current conditions in Romania in the post-crisis context. Based on the general idea of the model developed by Hai, Krueger, Postlewaite (2013 we propose a new way of exploiting the results considering the dynamics of innovative adaptation based on Brownian motion, but also the integration of the cyclicality concept, the stochastic shocks analyzed by Lèvy and extensive interaction with capital markets characterized by higher returns and volatility.

  16. On the mathematical modeling of soccer dynamics

    Science.gov (United States)

    Machado, J. A. Tenreiro; Lopes, António M.

    2017-12-01

    This paper addresses the modeling and dynamical analysis of soccer teams. Two modeling perspectives based on the concepts of fractional calculus are adopted. In the first, the power law behavior and fractional-order integration are explored. In the second, a league season is interpreted in the light of a system where the teams are represented by objects (particles) that evolve in time and interact (collide) at successive rounds with dynamics driven by the outcomes of the matches. The two proposed models embed implicitly details of players and coaches, or strategical and tactical maneuvers during the matches. Therefore, the scale of observation focuses on the teams behavior in the scope of the observed variables. Data characterizing two European soccer leagues in the season 2015-2016 are adopted and processed. The model leads to the emergence of patterns that are analyzed and interpreted.

  17. Modeling the Hydrogen Bond within Molecular Dynamics

    Science.gov (United States)

    Lykos, Peter

    2004-01-01

    The structure of a hydrogen bond is elucidated within the framework of molecular dynamics based on the model of Rahman and Stillinger (R-S) liquid water treatment. Thus, undergraduates are exposed to the powerful but simple use of classical mechanics to solid objects from a molecular viewpoint.

  18. 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.

  19. Modeling the population dynamics of Pacific yew.

    Science.gov (United States)

    Richard T. Busing; Thomas A. Spies

    1995-01-01

    A study of Pacific yew (Taxus brevifolia Nutt.) population dynamics in the mountains of western Oregon and Washington was based on a combination of long-term population data and computer modeling. Rates of growth and mortality were low in mature and old-growth forest stands. Diameter growth at breast height ranged from 0 to 3 centimeters per decade...

  20. 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.

  1. Interplay between optical, viscous and elastic forces on an optically trapped Brownian particle immersed in a viscoelastic fluid

    CERN Document Server

    Domínguez-García, P; Jeney, Sylvia

    2016-01-01

    We provide a detailed study of the interplay between the different interactions which appear in the Brownian motion of a micronsized sphere immersed in a viscoelastic fluid measured with optical trapping interferometry. To explore a wide range of viscous, elastic and optical forces, we analyze two different viscoelastic solutions at various concentrations, which provide a dynamic polymeric structure surrounding the Brownian sphere. Our experiments show that, depending of the fluid, optical forces, even if small, slightly modify the complex modulus at low frequencies. Based on our findings, we propose an alternative methodology to calibrate this kind of experimental set-up when non-Newtonian fluids are used. Understanding the influence of the optical potential is essential for a correct interpretation of the mechanical properties obtained by optically-trapped probe-based studies of biomaterials and living matter.

  2. 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.

  3. Dynamic Mixed Models for Familial Longitudinal Data

    CERN Document Server

    Sutradhar, Brajendra C

    2011-01-01

    This book provides a theoretical foundation for the analysis of discrete data such as count and binary data in the longitudinal setup. Unlike the existing books, this book uses a class of auto-correlation structures to model the longitudinal correlations for the repeated discrete data that accommodates all possible Gaussian type auto-correlation models as special cases including the equi-correlation models. This new dynamic modelling approach is utilized to develop theoretically sound inference techniques such as the generalized quasi-likelihood (GQL) technique for consistent and efficient est

  4. Gas Turbine Plant Modeling for Dynamic Simulation

    OpenAIRE

    Endale Turie, Samson

    2012-01-01

    Gas turbines have become effective in industrial applications for electric and thermal energy production partly due to their quick response to load variations. A gas turbine power plant is a complex assembly of a varietyof components that are designed on the basis of aero thermodynamiclaws. This thesis work presents model development of a single-shaft gas turbine plant cycle that can operate at wide range of load settings in complete dynamic GTP simulator. The modeling and simulation has been...

  5. Entropy production of a Brownian ellipsoid in the overdamped limit.

    Science.gov (United States)

    Marino, Raffaele; Eichhorn, Ralf; Aurell, Erik

    2016-01-01

    We analyze the translational and rotational motion of an ellipsoidal Brownian particle from the viewpoint of stochastic thermodynamics. The particle's Brownian motion is driven by external forces and torques and takes place in an heterogeneous thermal environment where friction coefficients and (local) temperature depend on space and time. Our analysis of the particle's stochastic thermodynamics is based on the entropy production associated with single particle trajectories. It is motivated by the recent discovery that the overdamped limit of vanishing inertia effects (as compared to viscous fricion) produces a so-called "anomalous" contribution to the entropy production, which has no counterpart in the overdamped approximation, when inertia effects are simply discarded. Here we show that rotational Brownian motion in the overdamped limit generates an additional contribution to the "anomalous" entropy. We calculate its specific form by performing a systematic singular perturbation analysis for the generating function of the entropy production. As a side result, we also obtain the (well-known) equations of motion in the overdamped limit. We furthermore investigate the effects of particle shape and give explicit expressions of the "anomalous entropy" for prolate and oblate spheroids and for near-spherical Brownian particles.

  6. Brownian Motion: Theory and Experiment A Simple Classroom ...

    Indian Academy of Sciences (India)

    Home; Journals; Resonance – Journal of Science Education; Volume 8; Issue 3. Brownian Motion: Theory and Experiment A Simple Classroom Measurement of the Diffusion Coefficient. Kasturi Basu Kopijol Baishya. Classroom Volume 8 Issue 3 March 2003 pp 71-80 ...

  7. 100 years of Einstein's Theory of Brownian Motion: From Pollen ...

    Indian Academy of Sciences (India)

    of the gambler corresponds to the directed movement of the Brownian particle in Figure 2. The ratcheting via time-dependent potential discussed above is not merely a theoretical possibility but nature exploits this for driving a class of molecular motors in- side cells of living organisms; this includes KIFIA, a family of kinesin ...

  8. Brownian motion as a new probe of wettability

    Science.gov (United States)

    Mo, Jianyong; Simha, Akarsh; Raizen, Mark G.

    2017-04-01

    Understanding wettability is crucial for optimizing oil recovery, semiconductor manufacturing, pharmaceutical industry, and electrowetting. In this letter, we study the effects of wettability on Brownian motion. We consider the cases of a sphere in an unbounded fluid medium, as well as a sphere placed in the vicinity of a plane wall. For the first case, we show the effects of wettability on the statistical properties of the particles' motion, such as velocity autocorrelation, velocity, and thermal force power spectra over a large range of time scales. We also propose a new method to measure wettability based on the particles' Brownian motion. In addition, we compare the boundary effects on Brownian motion imposed by both no-slip and perfect-slip flat walls. We emphasize the surprising boundary effects on Brownian motion imposed by a perfect-slip wall in the parallel direction, such as a higher particle mobility parallel to a perfect flat wall compared to that in the absence of the wall, as well as compared to a particle near a no-slip flat wall.

  9. Brownian pump powered by a white-noise flashing ratchet.

    Science.gov (United States)

    Gomez-Marin, A; Sancho, J M

    2008-03-01

    A Brownian pump of particles powered by a stochastic flashing ratchet mechanism is studied. The pumping device is embedded in a finite region and bounded by particle reservoirs. In the steady state, we exactly calculate the spatial density profile, the concentration ratio between both reservoirs and the particle flux. We propose a simulation framework for the consistent evaluation of such observable quantities.

  10. Response to "Rotational velocity autocorrelation function of interacting Brownian particles"

    NARCIS (Netherlands)

    Lowe, C.P.; Hagen, M. H. J.; Frenkel, D.

    2001-01-01

    Comment on "Response to ‘Rotational velocity autocorrelation function of interacting Brownian particles’", Referred to by: Physica A: Statistical Mechanics and its Applications, Volume 297, Issues 1-2, 1 August 2001, Pages 115-116. B. Cichocki, and B. U. Felderhof

  11. Suspended particle transport through constriction channel with Brownian motion

    DEFF Research Database (Denmark)

    Hanasaki, Itsuo; Walther, Jens Honore

    2017-01-01

    It is well known that translocation events of a polymer or rod through pores or narrower parts of micro- and nanochannels have a stochastic nature due to the Brownian motion. However, it is not clear whether the objects of interest need to have a larger size than the entrance to exhibit the devia...

  12. 100 years of Einstein's Theory of Brownian Motion: From Pollen ...

    Indian Academy of Sciences (India)

    Home; Journals; Resonance – Journal of Science Education; Volume 10; Issue 11. 100 years of Einstein's Theory of Brownian Motion: From Pollen Grains to Protein Trains – 2. Debashish Chowdhury. General Article Volume 10 Issue 11 November 2005 pp 42-54 ...

  13. 100 years of Einstein's Theory of Brownian Motion: from Pollen ...

    Indian Academy of Sciences (India)

    Home; Journals; Resonance – Journal of Science Education; Volume 10; Issue 9. 100 Years of Einstein's Theory of Brownian Motion: from Pollen Grains to Protein Trains – 1. Debashish Chowdhury. General Article Volume 10 Issue 9 September 2005 pp 63-78 ...

  14. Nonsmooth dynamics in spiking neuron models

    Science.gov (United States)

    Coombes, S.; Thul, R.; Wedgwood, K. C. A.

    2012-11-01

    Large scale studies of spiking neural networks are a key part of modern approaches to understanding the dynamics of biological neural tissue. One approach in computational neuroscience has been to consider the detailed electrophysiological properties of neurons and build vast computational compartmental models. An alternative has been to develop minimal models of spiking neurons with a reduction in the dimensionality of both parameter and variable space that facilitates more effective simulation studies. In this latter case the single neuron model of choice is often a variant of the classic integrate-and-fire model, which is described by a nonsmooth dynamical system. In this paper we review some of the more popular spiking models of this class and describe the types of spiking pattern that they can generate (ranging from tonic to burst firing). We show that a number of techniques originally developed for the study of impact oscillators are directly relevant to their analysis, particularly those for treating grazing bifurcations. Importantly we highlight one particular single neuron model, capable of generating realistic spike trains, that is both computationally cheap and analytically tractable. This is a planar nonlinear integrate-and-fire model with a piecewise linear vector field and a state dependent reset upon spiking. We call this the PWL-IF model and analyse it at both the single neuron and network level. The techniques and terminology of nonsmooth dynamical systems are used to flesh out the bifurcation structure of the single neuron model, as well as to develop the notion of Lyapunov exponents. We also show how to construct the phase response curve for this system, emphasising that techniques in mathematical neuroscience may also translate back to the field of nonsmooth dynamical systems. The stability of periodic spiking orbits is assessed using a linear stability analysis of spiking times. At the network level we consider linear coupling between voltage

  15. Statistical models of petrol engines vehicles dynamics

    Science.gov (United States)

    Ilie, C. O.; Marinescu, M.; Alexa, O.; Vilău, R.; Grosu, D.

    2017-10-01

    This paper focuses on studying statistical models of vehicles dynamics. It was design and perform a one year testing program. There were used many same type cars with gasoline engines and different mileage. Experimental data were collected of onboard sensors and those on the engine test stand. A database containing data of 64th tests was created. Several mathematical modelling were developed using database and the system identification method. Each modelling is a SISO or a MISO linear predictive ARMAX (AutoRegressive–Moving-Average with eXogenous inputs) model. It represents a differential equation with constant coefficients. It were made 64th equations for each dependency like engine torque as output and engine’s load and intake manifold pressure, as inputs. There were obtained strings with 64 values for each type of model. The final models were obtained using average values of the coefficients. The accuracy of models was assessed.

  16. Modeling dissolved oxygen dynamics and hypoxia

    Directory of Open Access Journals (Sweden)

    M. A. Peña

    2010-03-01

    Full Text Available Hypoxia conditions are increasing throughout the world, influencing biogeochemical cycles of elements and marine life. Hypoxia results from complex interactions between physical and biogeochemical processes, which can not be understood by observations alone. Models are invaluable tools at studying system dynamics, generalizing discrete observations and predicting future states. They are also useful as management tools for evaluating site-specific responses to management scenarios. Here we review oxygen dynamics models that have significantly contributed to a better understanding of the effects of natural processes and human perturbations on the development of hypoxia, factors controlling the extent and temporal variability of coastal hypoxia, and the effects of oxygen depletion on biogeochemical cycles. Because hypoxia occurs in a variety of environments and can be persistent, periodic or episodic, models differ significantly in their complexity and temporal and spatial resolution. We discuss the progress in developing hypoxia models for benthic and pelagic systems that range from simple box models to three dimensional circulation models. Applications of these models in five major hypoxia regions are presented. In the last decades, substantial progress has been made towards the parameterization of biogeochemical processes in both hypoxic water columns and sediments. In coastal regions, semi-empirical models have been used more frequently than mechanistic models to study nutrient enrichment and hypoxia relationships. Recent advances in three-dimensional coupled physical-ecological-biogeochemical models have allowed a better representation of physical-biological interactions in these systems. We discuss the remaining gaps in process descriptions and suggest directions for improvement. Better process representations in models will help us answer several important questions, such as those about the causes of the observed worldwide increase in

  17. Dynamic stall model for wind turbine airfoils

    DEFF Research Database (Denmark)

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

    2007-01-01

    conditions, nonstationary effects are included by three mechanisms: a delay of the lift coefficient of fully attached flow via a second-order filter, a delay of the development of separation represented via a first-order filter, and a lift contribution due to leading edge separation also represented via......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...... as a function of the angle of attack. The static lift is described by two parameters, the lift at fully attached flow and the degree of attachment. A relationship between these parameters and the static lift is available from a thin plate approximation. Assuming the parameters to be known during static...

  18. Dynamic surface resistance model of IPMC

    Science.gov (United States)

    Pugal, D.; Aabloo, A.; Kim, K. J.

    2009-03-01

    Studies have shown that electrical parameters such as voltage drop and surface resistance are in correlation with curvature of IPMC. The electrical current in the surface of an IPMC could be calculated from the movement of the counter ions inside the polymer backbone of the IPMC. By using FEM we can calculate voltage drop in the platinum electrodes along the IPMC sheet. To get the relation between the voltage drop and current density, we use Ramo-Shockley theorem. The calculated voltage could again be applied as an input to the base model to calculate the curvature. This results in the Finite Element Model of an IPMC, which could be used for simulating basic actuation of an IPMC and furthermore, dynamic voltage changes on the electrodes. The current paper proposes a dynamical model of an IPMC with surface resistance taken into account. Also the voltage drop along the surface and overall currents are studied.

  19. Traffic flow dynamics data, models and simulation

    CERN Document Server

    Treiber, Martin

    2013-01-01

    This textbook provides a comprehensive and instructive coverage of vehicular traffic flow dynamics and modeling. It makes this fascinating interdisciplinary topic, which to date was only documented in parts by specialized monographs, accessible to a broad readership. Numerous figures and problems with solutions help the reader to quickly understand and practice the presented concepts. This book is targeted at students of physics and traffic engineering and, more generally, also at students and professionals in computer science, mathematics, and interdisciplinary topics. It also offers material for project work in programming and simulation at college and university level. The main part, after presenting different categories of traffic data, is devoted to a mathematical description of the dynamics of traffic flow, covering macroscopic models which describe traffic in terms of density, as well as microscopic many-particle models in which each particle corresponds to a vehicle and its driver. Focus chapters on ...

  20. Indonesia’s Electricity Demand Dynamic Modelling

    Science.gov (United States)

    Sulistio, J.; Wirabhuana, A.; Wiratama, M. G.

    2017-06-01

    Electricity Systems modelling is one of the emerging area in the Global Energy policy studies recently. System Dynamics approach and Computer Simulation has become one the common methods used in energy systems planning and evaluation in many conditions. On the other hand, Indonesia experiencing several major issues in Electricity system such as fossil fuel domination, demand - supply imbalances, distribution inefficiency, and bio-devastation. This paper aims to explain the development of System Dynamics modelling approaches and computer simulation techniques in representing and predicting electricity demand in Indonesia. In addition, this paper also described the typical characteristics and relationship of commercial business sector, industrial sector, and family / domestic sector as electricity subsystems in Indonesia. Moreover, it will be also present direct structure, behavioural, and statistical test as model validation approach and ended by conclusions.

  1. Dynamic Intellectual Capital Model in a Company

    Directory of Open Access Journals (Sweden)

    Vladimir Shatrevich

    2015-06-01

    Full Text Available The aim of this paper is to indicate the relations between company’s value added (VA and intangible assets. Authors declare that Intellectual capital (IC is one of the most relevant intangibles for a company, and the concept with measurement, and the relation with value creation is necessary for modern markets. Since relationship between IC elements and VA are complicated, this paper is aimed to create a usable dynamic model for building company’s value added through intellectual capital. The model is incorporating that outputs from IC elements are not homogeneously received and made some contributions to dynamic nature of IC relation and VA. Variables that will help companies to evaluate contribution of each element of IC are added to the model. This paper emphasizes the importance of a company’s IC and the positive interaction between them in generating profits for company.

  2. Modeling of Carrier Dynamics in Electroabsorption Modulators

    DEFF Research Database (Denmark)

    Højfeldt, Sune

    2002-01-01

    the influence that carrier recapture has on the device properties, and we discuss the recapture process on a more fundamental level. The model is also used to investigate in detail the carrier sweep-out process in electroabsorption modulators. We investigate how the intrinsic-region width, the separate......-out upon excitation with highly energetic pulses is investigated, and the influence of carrier recapture on the sweep-out process is modeled and discussed. From our results we draw a number of conclusions concerning the carrier sweep-out dynamics in electroabsorption modulators, and about the influence......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...

  3. Dynamic Circuit Model for Spintronic Devices

    KAUST Repository

    Alawein, Meshal

    2017-01-09

    In this work we propose a finite-difference scheme based circuit model of a general spintronic device and benchmark it with other models proposed for spintronic switching devices. Our model is based on the four-component spin circuit theory and utilizes the widely used coupled stochastic magnetization dynamics/spin transport framework. In addition to the steady-state analysis, this work offers a transient analysis of carrier transport. By discretizing the temporal and spatial derivatives to generate a linear system of equations, we derive new and simple finite-difference conductance matrices that can, to the first order, capture both static and dynamic behaviors of a spintronic device. We also discuss an extension of the spin modified nodal analysis (SMNA) for time-dependent situations based on the proposed scheme.

  4. Dynamic optimization model of depletable resources

    Energy Technology Data Exchange (ETDEWEB)

    Modiano, E.M. (Catholic Univ., Rio de Janeiro, Brazil); Shapiro, J.F.

    This article develops a dynamic optimization model to describe the supply of a depletable resource within an economy. An implemented version of the model is applied to the dynamic allocation of coal supply to the US energy sector for the period 1979 to 2000. Several primary energy sources, including coal, oil, gas, and nuclear power, are considered in a linear-programming process model of the energy-producing sector. The supply of coal appears to be particularly sensitive to the future pattern of nuclear-power-capacity escalation, and less so to escalations in oil-import prices. The latter observation depends, however, on the rate of substitution of coal for oil and gas in process heat and petrochemicals. 26 references, 11 figures, 10 tables.

  5. Complex networks under dynamic repair model

    Science.gov (United States)

    Chaoqi, Fu; Ying, Wang; Kun, Zhao; Yangjun, Gao

    2018-01-01

    Invulnerability is not the only factor of importance when considering complex networks' security. It is also critical to have an effective and reasonable repair strategy. Existing research on network repair is confined to the static model. The dynamic model makes better use of the redundant capacity of repaired nodes and repairs the damaged network more efficiently than the static model; however, the dynamic repair model is complex and polytropic. In this paper, we construct a dynamic repair model and systematically describe the energy-transfer relationships between nodes in the repair process of the failure network. Nodes are divided into three types, corresponding to three structures. We find that the strong coupling structure is responsible for secondary failure of the repaired nodes and propose an algorithm that can select the most suitable targets (nodes or links) to repair the failure network with minimal cost. Two types of repair strategies are identified, with different effects under the two energy-transfer rules. The research results enable a more flexible approach to network repair.

  6. Dynamic models of development and the mechanistic-organismic controversy

    NARCIS (Netherlands)

    Molenaar, P.C.M.; Oppenheimer, L.J.T.

    1985-01-01

    Presents a sequence of dynamic models with increasing structural complexity starting with a prototypical model of Newtonian mechanics. The implicated smooth variation along a dimension of structural complexity yields dynamic models that display organismic properties such as stagewise development and

  7. Phase diagrams for quantum Brownian motion on two-dimensional Bravais lattices

    Science.gov (United States)

    Zhang, Grace H.

    2017-11-01

    We study quantum Brownian motion (QBM) models for a particle in a dissipative environment coupled to a periodic potential. We review QBM for a particle in a one-dimensional periodic potential and extend the study to that for a particle in two-dimensional (2D) periodic potentials of four Bravais lattice types: square, rectangular, triangular (hexagonal), and centered rectangular. We perform perturbative renormalization group analyses to derive the zero temperature flow diagrams and phase boundaries for a particle in these potentials, and observe localization behavior dependent on the anisotropy of the lattice parameters.

  8. First-passage-time statistics of a Brownian particle driven by an arbitrary unidimensional potential with a superimposed exponential time-dependent drift

    Science.gov (United States)

    Urdapilleta, Eugenio

    2015-12-01

    In one-dimensional systems, the dynamics of a Brownian particle are governed by the force derived from a potential as well as by diffusion properties. In this work, we obtain the first-passage-time statistics of a Brownian particle driven by an arbitrary potential with an exponential temporally decaying superimposed field up to a prescribed threshold. The general system analyzed here describes the sub-threshold signal integration of integrate-and-fire neuron models, of any kind, supplemented by an adaptation-like current, whereas the first-passage-time corresponds to the declaration of a spike. Following our previous studies, we base our analysis on the backward Fokker-Planck equation and study the survival probability and the first-passage-time density function in the space of the initial condition. By proposing a series solution we obtain a system of recurrence equations, which given the specific structure of the exponential time-dependent drift, easily admit a simpler Laplace representation. Naturally, the present general derivation agrees with the explicit solution we found previously for the Wiener process in (2012 J. Phys. A: Math. Theor. 45 185001). However, to demonstrate the generality of the approach, we further explicitly evaluate the first-passage-time statistics of the underlying Ornstein-Uhlenbeck process. To test the validity of the series solution, we extensively compare theoretical expressions with the data obtained from numerical simulations in different regimes. As shown, agreement is precise whenever the series is truncated at an appropriate order. Beyond the fact that both the Wiener and Ornstein-Uhlenbeck processes have a direct interpretation in the context of neuronal models, given their ubiquity in different fields, our present results will be of interest in other settings where an additive state-independent temporal relaxation process is being developed as the particle diffuses.

  9. Model for Dynamic Multiple of CPPI Strategy

    Directory of Open Access Journals (Sweden)

    Guangyuan Xing

    2014-01-01

    Full Text Available Focusing on the parameter “Multiple” of CPPI strategy, this study proposes a dynamic setting model of multiple for gap risk management purpose. First, CPPI gap risk is measured as the probability that the value loss of active asset exceeds its allowed maximum drop determined by a given multiple setting. Moreover, according to the statistical estimation using SV-EVT approach, a dynamic choice of multiple is detailed as a function of time-varying asset volatility, expected loss, and the possibility of occurrence of extreme events in the active asset returns illustrated empirically on Shanghai composite index data. This study not only enriches the literature of dynamic proportion portfolio insurance, but also provides a practical reference for CPPI investors to choose a moderate risky exposure achieving gap risk management, which promotes CPPI’s application in emerging capital market.

  10. An introduction to modeling neuronal dynamics

    CERN Document Server

    Börgers, Christoph

    2017-01-01

    This book is intended as a text for a one-semester course on Mathematical and Computational Neuroscience for upper-level undergraduate and beginning graduate students of mathematics, the natural sciences, engineering, or computer science. An undergraduate introduction to differential equations is more than enough mathematical background. Only a slim, high school-level background in physics is assumed, and none in biology. Topics include models of individual nerve cells and their dynamics, models of networks of neurons coupled by synapses and gap junctions, origins and functions of population rhythms in neuronal networks, and models of synaptic plasticity. An extensive online collection of Matlab programs generating the figures accompanies the book. .

  11. High level modeling of Dynamic Reconfigurable FPGAs

    Directory of Open Access Journals (Sweden)

    Imran Rafiq Quadri

    2009-01-01

    Full Text Available As System-on-Chip (SoC based embedded systems have become a defacto industry standard, their overall design complexity has increased exponentially in recent years, necessitating the introduction of new seamless methodologies and tools to handle the SoC codesign aspects. This paper presents a novel SoC co-design methodology based on Model Driven Engineering and the Modeling and Analysis of Real-Time and Embedded Systems (MARTE standard, permitting us to raise the abstraction levels and allows to model fine grain reconfigurable architectures such as FPGAs. Extensions of this methodology have enabled us to integrate new features such as Partial Dynamic Reconfiguration supported by Modern FPGAs. The overall objective is to carry out system modeling at a high abstraction level expressed in a graphical language like Unified Modeling Language (UML and afterwards transformation of these models automatically generate the necessary code for FPGA synthesis.

  12. Structural system identification: Structural dynamics model validation

    Energy Technology Data Exchange (ETDEWEB)

    Red-Horse, J.R.

    1997-04-01

    Structural system identification is concerned with the development of systematic procedures and tools for developing predictive analytical models based on a physical structure`s dynamic response characteristics. It is a multidisciplinary process that involves the ability (1) to define high fidelity physics-based analysis models, (2) to acquire accurate test-derived information for physical specimens using diagnostic experiments, (3) to validate the numerical simulation model by reconciling differences that inevitably exist between the analysis model and the experimental data, and (4) to quantify uncertainties in the final system models and subsequent numerical simulations. The goal of this project was to develop structural system identification techniques and software suitable for both research and production applications in code and model validation.

  13. Towards dynamic genome-scale models.

    Science.gov (United States)

    Gilbert, David; Heiner, Monika; Jayaweera, Yasoda; Rohr, Christian

    2017-10-13

    The analysis of the dynamic behaviour of genome-scale models of metabolism (GEMs) currently presents considerable challenges because of the difficulties of simulating such large and complex networks. Bacterial GEMs can comprise about 5000 reactions and metabolites, and encode a huge variety of growth conditions; such models cannot be used without sophisticated tool support. This article is intended to aid modellers, both specialist and non-specialist in computerized methods, to identify and apply a suitable combination of tools for the dynamic behaviour analysis of large-scale metabolic designs. We describe a methodology and related workflow based on publicly available tools to profile and analyse whole-genome-scale biochemical models. We use an efficient approximative stochastic simulation method to overcome problems associated with the dynamic simulation of GEMs. In addition, we apply simulative model checking using temporal logic property libraries, clustering and data analysis, over time series of reaction rates and metabolite concentrations. We extend this to consider the evolution of reaction-oriented properties of subnets over time, including dead subnets and functional subsystems. This enables the generation of abstract views of the behaviour of these models, which can be large-up to whole genome in size-and therefore impractical to analyse informally by eye. We demonstrate our methodology by applying it to a reduced model of the whole-genome metabolism of Escherichia coli K-12 under different growth conditions. The overall context of our work is in the area of model-based design methods for metabolic engineering and synthetic biology. © The Author 2017. Published by Oxford University Press.

  14. Modelling Holocene peatland and permafrost dynamics with the LPJ-GUESS dynamic vegetation model

    Science.gov (United States)

    Chaudhary, Nitin; Miller, Paul A.; Smith, Benjamin

    2016-04-01

    Dynamic global vegetation models (DGVMs) are an important platform to study past, present and future vegetation patterns together with associated biogeochemical cycles and climate feedbacks (e.g. Sitch et al. 2008, Smith et al. 2001). However, very few attempts have been made to simulate peatlands using DGVMs (Kleinen et al. 2012, Tang et al. 2015, Wania et al. 2009a). In the present study, we have improved the peatland dynamics in the state-of-the-art dynamic vegetation model (LPJ-GUESS) in order to understand the long-term evolution of northern peatland ecosystems and to assess the effect of changing climate on peatland carbon balance. We combined a dynamic multi-layer approach (Frolking et al. 2010, Hilbert et al. 2000) with soil freezing-thawing functionality (Ekici et al. 2015, Wania et al. 2009a) in LPJ-GUESS. The new model is named LPJ-GUESS Peatland (LPJ-GUESS-P) (Chaudhary et al. in prep). The model was calibrated and tested at the sub-arctic mire in Stordalen, Sweden, and the model was able to capture the reported long-term vegetation dynamics and peat accumulation patterns in the mire (Kokfelt et al. 2010). For evaluation, the model was run at 13 grid points across a north to south transect in Europe. The modelled peat accumulation values were found to be consistent with the published data for each grid point (Loisel et al. 2014). Finally, a series of additional experiments were carried out to investigate the vulnerability of high-latitude peatlands to climate change. We find that the Stordalen mire will sequester more carbon in the future due to milder and wetter climate conditions, longer growing seasons, and the carbon fertilization effect. References: - Chaudhary et al. (in prep.). Modelling Holocene peatland and permafrost dynamics with the LPJ-GUESS dynamic vegetation model - Ekici A, et al. 2015. Site-level model intercomparison of high latitude and high altitude soil thermal dynamics in tundra and barren landscapes. The Cryosphere 9: 1343

  15. Bioinactivation: Software for modelling dynamic microbial inactivation.

    Science.gov (United States)

    Garre, Alberto; Fernández, Pablo S; Lindqvist, Roland; Egea, Jose A

    2017-03-01

    This contribution presents the bioinactivation software, which implements functions for the modelling of isothermal and non-isothermal microbial inactivation. This software offers features such as user-friendliness, modelling of dynamic conditions, possibility to choose the fitting algorithm and generation of prediction intervals. The software is offered in two different formats: Bioinactivation core and Bioinactivation SE. Bioinactivation core is a package for the R programming language, which includes features for the generation of predictions and for the fitting of models to inactivation experiments using non-linear regression or a Markov Chain Monte Carlo algorithm (MCMC). The calculations are based on inactivation models common in academia and industry (Bigelow, Peleg, Mafart and Geeraerd). Bioinactivation SE supplies a user-friendly interface to selected functions of Bioinactivation core, namely the model fitting of non-isothermal experiments and the generation of prediction intervals. The capabilities of bioinactivation are presented in this paper through a case study, modelling the non-isothermal inactivation of Bacillus sporothermodurans. This study has provided a full characterization of the response of the bacteria to dynamic temperature conditions, including confidence intervals for the model parameters and a prediction interval of the survivor curve. We conclude that the MCMC algorithm produces a better characterization of the biological uncertainty and variability than non-linear regression. The bioinactivation software can be relevant to the food and pharmaceutical industry, as well as to regulatory agencies, as part of a (quantitative) microbial risk assessment. Copyright © 2017 Elsevier Ltd. All rights reserved.

  16. Simple mathematical models of gene regulatory dynamics

    CERN Document Server

    Mackey, Michael C; Tyran-Kamińska, Marta; Zeron, Eduardo S

    2016-01-01

    This is a short and self-contained introduction to the field of mathematical modeling of gene-networks in bacteria. As an entry point to the field, we focus on the analysis of simple gene-network dynamics. The notes commence with an introduction to the deterministic modeling of gene-networks, with extensive reference to applicable results coming from dynamical systems theory. The second part of the notes treats extensively several approaches to the study of gene-network dynamics in the presence of noise—either arising from low numbers of molecules involved, or due to noise external to the regulatory process. The third and final part of the notes gives a detailed treatment of three well studied and concrete examples of gene-network dynamics by considering the lactose operon, the tryptophan operon, and the lysis-lysogeny switch. The notes contain an index for easy location of particular topics as well as an extensive bibliography of the current literature. The target audience of these notes are mainly graduat...

  17. Inverse Dynamics Modeling of Paralympic Wheelchair Curling.

    Science.gov (United States)

    Laschowski, Brock; Mehrabi, Naser; McPhee, John

    2017-08-01

    Paralympic wheelchair curling is an adapted version of Olympic curling played by individuals with spinal cord injuries, cerebral palsy, multiple sclerosis, and lower extremity amputations. To the best of the authors' knowledge, there has been no experimental or computational research published regarding the biomechanics of wheelchair curling. Accordingly, the objective of the present research was to quantify the angular joint kinematics and dynamics of a Paralympic wheelchair curler throughout the delivery. The angular joint kinematics of the upper extremity were experimentally measured using an inertial measurement unit system; the translational kinematics of the curling stone were additionally evaluated with optical motion capture. The experimental kinematics were mathematically optimized to satisfy the kinematic constraints of a subject-specific multibody biomechanical model. The optimized kinematics were subsequently used to compute the resultant joint moments via inverse dynamics analysis. The main biomechanical demands throughout the delivery (ie, in terms of both kinematic and dynamic variables) were about the hip and shoulder joints, followed sequentially by the elbow and wrist. The implications of these findings are discussed in relation to wheelchair curling delivery technique, musculoskeletal modeling, and forward dynamic simulations.

  18. Atomic-scale dynamics of a model glass-forming metallic liquid: Dynamical crossover, dynamical decoupling, and dynamical clustering

    Science.gov (United States)

    Jaiswal, Abhishek; Egami, Takeshi; Zhang, Yang

    2015-04-01

    The phase behavior of multicomponent metallic liquids is exceedingly complex because of the convoluted many-body and many-elemental interactions. Herein, we present systematic studies of the dynamical aspects of a model ternary metallic liquid Cu40Zr51Al9 using molecular dynamics simulations with embedded atom method. We observed a dynamical crossover from Arrhenius to super-Arrhenius behavior in the transport properties (self diffusion coefficient, self relaxation time, and shear viscosity) bordered at Tx˜1300 K. Unlike in many molecular and macromolecular liquids, this crossover phenomenon occurs well above the melting point of the system (Tm˜900 K) in the equilibrium liquid state; and the crossover temperature Tx is roughly twice of the glass-transition temperature of the system (Tg). Below Tx, we found the elemental dynamics decoupled and the Stokes-Einstein relation broke down, indicating the onset of heterogeneous spatially correlated dynamics in the system mediated by dynamic communications among local configurational excitations. To directly characterize and visualize the correlated dynamics, we employed a nonparametric, unsupervised machine learning technique and identified dynamical clusters of atoms with similar atomic mobility. The revealed average dynamical cluster size shows an accelerated increase below Tx and mimics the trend observed in other ensemble averaged quantities that are commonly used to quantify the spatially heterogeneous dynamics such as the non-Gaussian parameter α2 and the four-point correlation function χ4.

  19. Modeling dynamic functional connectivity using a wishart mixture model

    DEFF Research Database (Denmark)

    Nielsen, Søren Føns Vind; Madsen, Kristoffer Hougaard; Schmidt, Mikkel Nørgaard

    2017-01-01

    .e. the window length. In this work we use the Wishart Mixture Model (WMM) as a probabilistic model for dFC based on variational inference. The framework admits arbitrary window lengths and number of dynamic components and includes the static one-component model as a special case. We exploit that the WMM...... framework provides model selection by quantifying models generalization to new data. We use this to quantify the number of states within a prespecified window length. We further propose a heuristic procedure for choosing the window length based on contrasting for each window length the predictive...... performance of dFC models to their static counterparts and choosing the window length having largest difference as most favorable for characterizing dFC. On synthetic data we find that generalizability is influenced by window length and signal-tonoise ratio. Too long windows cause dynamic states to be mixed...

  20. Dynamic modeling of molten salt power towers

    Science.gov (United States)

    Flesch, Robert; Högemann, Daniel; Hackmann, Jonas; Uhlig, Ralf; Schwarzbözl, Peter; Augsburger, Germain; Clark, Michael

    2017-06-01

    A detailed understanding of the transient behavior of a receiver using molten salt as heat transfer fluid is of great importance for an efficient and safe operation. To analyze the transient operation a dynamic model for the flow in the receiver is currently under development, which will be capable to analyze the one-phase flow during normal operation and the two-phase flow during filling and draining. The model can be coupled to raytracing simulation in order to use a realistic flux density distribution as input for the model. In the paper the modelling approach for the receiver model is described shortly and validation results are discussed. This includes a detailed discussion of the heat transfer during the filling procedure, where an interesting phenomenon was discovered. Finally, the results for a parameter variation of the filling procedure and the simulation results for the impact of certain cloud events on the operation of the receiver are presented.

  1. Dynamical symmetries of the shell model

    Energy Technology Data Exchange (ETDEWEB)

    Van Isacker, P

    2000-07-01

    The applications of spectrum generating algebras and of dynamical symmetries in the nuclear shell model are many and varied. They stretch back to Wigner's early work on the supermultiplet model and encompass important landmarks in our understanding of the structure of the atomic nucleus such as Racah's SU(2) pairing model and Elliot's SU(3) rotational model. One of the aims of this contribution has been to show the historical importance of the idea of dynamical symmetry in nuclear physics. Another has been to indicate that, in spite of being old, this idea continues to inspire developments that are at the forefront of today's research in nuclear physics. It has been argued in this contribution that the main driving features of nuclear structure can be represented algebraically but at the same time the limitations of the symmetry approach must be recognised. It should be clear that such approach can only account for gross properties and that any detailed description requires more involved numerical calculations of which we have seen many fine examples during this symposium. In this way symmetry techniques can be used as an appropriate starting point for detailed calculations. A noteworthy example of this approach is the pseudo-SU(3) model which starting from its initial symmetry Ansatz has grown into an adequate and powerful description of the nucleus in terms of a truncated shell model. (author)

  2. Power Flow Modelling of Dynamic Systems

    OpenAIRE

    Geitner, Gert-Helge; Komurgoz, Guven

    2015-01-01

    As tools for dynamic system modelling both conventional methods such as transfer function or state space representation and modern power flow based methods are available. The latter methods do not depend on energy domain, are able to preserve physical system structures, visualize power conversion or coupling or split, identify power losses or storage, run on conventional software and emphasize the relevance of energy as basic principle of known physical domains. Nevertheless common control st...

  3. A Dynamic Model of Sustainment Investment

    Science.gov (United States)

    2015-02-01

    dynamics model calcu- lation. A dataset to be used with the Vensim ® commercial tool is available for readers interested in seeing all layers and all...Sustainment Work processes. ® Vensim is a registered trademark of Ventana Systems, Inc. CMU/SEI-2015-TR-003 | 11 Figure 6: Sustainment System...sessment values generated by running the Vensim simulation many times, with values of training level and threat level ranging from low to high. The

  4. Dynamical analysis of a Cournot duopoly model

    Directory of Open Access Journals (Sweden)

    M. F. Elettreby

    2016-10-01

    Full Text Available In this paper, two different mechanisms are used to study a homogeneous Cournot duopoly in a market characterized by the downward sloping and concave price function. Two firms, which have constant marginal costs, use adaptive, low-rationality mechanisms to adjust their production levels toward equilibrium. In particular, the stability of the equilibrium for two different mechanisms is studied. However, complex dynamics arise, especially when the reaction coefficient increases. Finally, we compare the obtained results of the two models.

  5. Differential Equation Models for Sharp Threshold Dynamics

    Science.gov (United States)

    2012-08-01

    results on the variance of the stochastic process from the means described by the differential equations (Barbour, 1974). Practically, many researchers jump...Trapman, P., Christoffel, M., & Bootsma, J. (2009). A useful relationship between epi- demiology and queuing theory : The distribution of the number of...dynamics using differential equations. 15. SUBJECT TERMS Differential Equations, Markov Population Process , S-I-R Epidemic, Lanchester Model 16

  6. Molecular dynamics modelling of solidification in metals

    Energy Technology Data Exchange (ETDEWEB)

    Boercker, D.B.; Belak, J.; Glosli, J. [Lawrence Livermore National Lab., CA (United States)

    1997-12-31

    Molecular dynamics modeling is used to study the solidification of metals at high pressure and temperature. Constant pressure MD is applied to a simulation cell initially filled with both solid and molten metal. The solid/liquid interface is tracked as a function of time, and the data are used to estimate growth rates of crystallites at high pressure and temperature in Ta and Mg.

  7. Evacuation Dynamics: Empirical Results, Modeling and Applications

    OpenAIRE

    Schadschneider, Andreas; Klingsch, Wolfram; Kluepfel, Hubert; Kretz, Tobias; Rogsch, Christian; Seyfried, Armin

    2008-01-01

    This extensive review was written for the ``Encyclopedia of Complexity and System Science'' (Springer, 2008) and addresses a broad audience ranging from engineers to applied mathematicians, computer scientists and physicists. It provides an extensive overview of various aspects of pedestrian dynamics, focussing on evacuation processes. First the current status of empirical results is critically reviewed as it forms the basis for the calibration of models needed for quantitative predictions. T...

  8. Simple Models for the Dynamic Modeling of Rotating Tires

    Directory of Open Access Journals (Sweden)

    J.C. Delamotte

    2008-01-01

    Full Text Available Large Finite Element (FE models of tires are currently used to predict low frequency behavior and to obtain dynamic model coefficients used in multi-body models for riding and comfort. However, to predict higher frequency behavior, which may explain irregular wear, critical rotating speeds and noise radiation, FE models are not practical. Detailed FE models are not adequate for optimization and uncertainty predictions either, as in such applications the dynamic solution must be computed a number of times. Therefore, there is a need for simpler models that can capture the physics of the tire and be used to compute the dynamic response with a low computational cost. In this paper, the spectral (or continuous element approach is used to derive such a model. A circular beam spectral element that takes into account the string effect is derived, and a method to simulate the response to a rotating force is implemented in the frequency domain. The behavior of a circular ring under different internal pressures is investigated using modal and frequency/wavenumber representations. Experimental results obtained with a real untreaded truck tire are presented and qualitatively compared with the simple model predictions with good agreement. No attempt is made to obtain equivalent parameters for the simple model from the real tire results. On the other hand, the simple model fails to represent the correct variation of the quotient of the natural frequency by the number of circumferential wavelengths with the mode count. Nevertheless, some important features of the real tire dynamic behavior, such as the generation of standing waves and part of the frequency/wavenumber behavior, can be investigated using the proposed simplified model.

  9. Improved diffusion Monte Carlo and the Brownian fan

    Science.gov (United States)

    Weare, J.; Hairer, M.

    2012-12-01

    Diffusion Monte Carlo (DMC) is a workhorse of stochastic computing. It was invented forty years ago as the central component in a Monte Carlo technique for estimating various characteristics of quantum mechanical systems. Since then it has been used in applied in a huge number of fields, often as a central component in sequential Monte Carlo techniques (e.g. the particle filter). DMC computes averages of some underlying stochastic dynamics weighted by a functional of the path of the process. The weight functional could represent the potential term in a Feynman-Kac representation of a partial differential equation (as in quantum Monte Carlo) or it could represent the likelihood of a sequence of noisy observations of the underlying system (as in particle filtering). DMC alternates between an evolution step in which a collection of samples of the underlying system are evolved for some short time interval, and a branching step in which, according to the weight functional, some samples are copied and some samples are eliminated. Unfortunately for certain choices of the weight functional DMC fails to have a meaningful limit as one decreases the evolution time interval between branching steps. We propose a modification of the standard DMC algorithm. The new algorithm has a lower variance per workload, regardless of the regime considered. In particular, it makes it feasible to use DMC in situations where the ``naive'' generalization of the standard algorithm would be impractical, due to an exponential explosion of its variance. We numerically demonstrate the effectiveness of the new algorithm on a standard rare event simulation problem (probability of an unlikely transition in a Lennard-Jones cluster), as well as a high-frequency data assimilation problem. We then provide a detailed heuristic explanation of why, in the case of rare event simulation, the new algorithm is expected to converge to a limiting process as the underlying stepsize goes to 0. This is shown

  10. A Hydro-Dynamical Model for Gravity

    Directory of Open Access Journals (Sweden)

    Corneliu BERBENTE

    2016-03-01

    Full Text Available hydro-dynamical model for gravity by using an analogy with the attraction of spherical sources in incompressible fluids is proposed. Information regarding a photon-like particle called graviton is taken using an author’s previous paper [6]. The substance and radiation interaction due to emission of gravitons takes place via an energy field made of the emitted gravitons and filling the entire universe. The energy distribution is considered uniform at the universe scale. A consequence of the proposed model is the increasing of the universal “constant” of gravity, as a function of the age of universe.

  11. A dynamical model for bark beetle outbreaks.

    Science.gov (United States)

    Křivan, Vlastimil; Lewis, Mark; Bentz, Barbara J; Bewick, Sharon; Lenhart, Suzanne M; Liebhold, Andrew

    2016-10-21

    Tree-killing bark beetles are major disturbance agents affecting coniferous forest ecosystems. The role of environmental conditions on driving beetle outbreaks is becoming increasingly important as global climatic change alters environmental factors, such as drought stress, that, in turn, govern tree resistance. Furthermore, dynamics between beetles and trees are highly nonlinear, due to complex aggregation behaviors exhibited by beetles attacking trees. Models have a role to play in helping unravel the effects of variable tree resistance and beetle aggregation on bark beetle outbreaks. In this article we develop a new mathematical model for bark beetle outbreaks using an analogy with epidemiological models. Because the model operates on several distinct time scales, singular perturbation methods are used to simplify the model. The result is a dynamical system that tracks populations of uninfested and infested trees. A limiting case of the model is a discontinuous function of state variables, leading to solutions in the Filippov sense. The model assumes an extensive seed-bank so that tree recruitment is possible even if trees go extinct. Two scenarios are considered for immigration of new beetles. The first is a single tree stand with beetles immigrating from outside while the second considers two forest stands with beetle dispersal between them. For the seed-bank driven recruitment rate, when beetle immigration is low, the forest stand recovers to a beetle-free state. At high beetle immigration rates beetle populations approach an endemic equilibrium state. At intermediate immigration rates, the model predicts bistability as the forest can be in either of the two equilibrium states: a healthy forest, or a forest with an endemic beetle population. The model bistability leads to hysteresis. Interactions between two stands show how a less resistant stand of trees may provide an initial toe-hold for the invasion, which later leads to a regional beetle outbreak in the

  12. Modeling the Dynamic Digestive System Microbiome

    Directory of Open Access Journals (Sweden)

    Anne M. Estes

    2015-08-01

    Full Text Available “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 determine what the person with the microbiome “ate.” Students then model the effect of taking antibiotics by removing certain “antibiotic sensitive” pasta. Finally, they add in “environmental microbes” or “native microbes” to recolonize the digestive system, determine how resilient their model microbome community is to disturbance, and discuss the implications. Throughout the exercise, students discuss differences in the habitat space available and microbiome community diversity. This exercise can be modified to discuss changes in the microbiome due to diet shifts and the emergence of antibiotic resistance in more depth.

  13. Random graph models for dynamic networks

    Science.gov (United States)

    Zhang, Xiao; Moore, Cristopher; Newman, Mark E. J.

    2017-10-01

    Recent theoretical work on the modeling of network structure has focused primarily on networks that are static and unchanging, but many real-world networks change their structure over time. There exist natural generalizations to the dynamic case of many static network models, including the classic random graph, the configuration model, and the stochastic block model, where one assumes that the appearance and disappearance of edges are governed by continuous-time Markov processes with rate parameters that can depend on properties of the nodes. Here we give an introduction to this class of models, showing for instance how one can compute their equilibrium properties. We also demonstrate their use in data analysis and statistical inference, giving efficient algorithms for fitting them to observed network data using the method of maximum likelihood. This allows us, for example, to estimate the time constants of network evolution or infer community structure from temporal network data using cues embedded both in the probabilities over time that node pairs are connected by edges and in the characteristic dynamics of edge appearance and disappearance. We illustrate these methods with a selection of applications, both to computer-generated test networks and real-world examples.

  14. Conceptual Model of Dynamic Geographic Environment

    Directory of Open Access Journals (Sweden)

    Martínez-Rosales Miguel Alejandro

    2014-04-01

    Full Text Available In geographic environments, there are many and different types of geographic entities such as automobiles, trees, persons, buildings, storms, hurricanes, etc. These entities can be classified into two groups: geographic objects and geographic phenomena. By its nature, a geographic environment is dynamic, thus, it’s static modeling is not sufficient. Considering the dynamics of geographic environment, a new type of geographic entity called event is introduced. The primary target is a modeling of geographic environment as an event sequence, because in this case the semantic relations are much richer than in the case of static modeling. In this work, the conceptualization of this model is proposed. It is based on the idea to process each entity apart instead of processing the environment as a whole. After that, the so called history of each entity and its spatial relations to other entities are defined to describe the whole environment. The main goal is to model systems at a conceptual level that make use of spatial and temporal information, so that later it can serve as the semantic engine for such systems.

  15. Restoration of the Potosi Dynamic Model 2010

    Energy Technology Data Exchange (ETDEWEB)

    Adushita, Yasmin; Leetaru, Hannes

    2014-09-30

    In topical Report DOE/FE0002068-1 [2] technical performance evaluations on the Cambrian Potosi Formation were performed through reservoir modeling. The data included formation tops from mud logs, well logs from the VW1 and the CCS1 wells, structural and stratigraphic formation from three dimensional (3D) seismic data, and field data from several waste water injection wells for Potosi Formation. Intention was for two million tons per annum (MTPA) of CO2 to be injected for 20 years. In this Task the 2010 Potosi heterogeneous model (referred to as the "Potosi Dynamic Model 2010" in this report) was re-run using a new injection scenario; 3.2 MTPA for 30 years. The extent of the Potosi Dynamic Model 2010, however, appeared too small for the new injection target. It was not sufficiently large enough to accommodate the evolution of the plume. Also, it might have overestimated the injection capacity by enhancing too much the pressure relief due to the relatively close proximity between the injector and the infinite acting boundaries. The new model, Potosi Dynamic Model 2013a, was built by extending the Potosi Dynamic Model 2010 grid to 30 miles x 30 miles (48 km by 48 km), while preserving all property modeling workflows and layering. This model was retained as the base case. Potosi Dynamic Model 2013.a gives an average CO2 injection rate of 1.4 MTPA and cumulative injection of 43 Mt in 30 years, which corresponds to 45% of the injection target. This implies that according to this preliminary model, a minimum of three (3) wells could be required to achieve the injection target. The injectivity evaluation of the Potosi formation will be revisited in topical Report 15 during which more data will be integrated in the modeling exercise. A vertical flow performance evaluation could be considered for the succeeding task to determine the appropriate tubing size, the required injection tubing head pressure (THP) and to investigate whether the corresponding well injection rate

  16. A Multiscale Model for Virus Capsid Dynamics

    Directory of Open Access Journals (Sweden)

    Changjun Chen

    2010-01-01

    Full Text Available Viruses are infectious agents that can cause epidemics and pandemics. The understanding of virus formation, evolution, stability, and interaction with host cells is of great importance to the scientific community and public health. Typically, a virus complex in association with its aquatic environment poses a fabulous challenge to theoretical description and prediction. In this work, we propose a differential geometry-based multiscale paradigm to model complex biomolecule systems. In our approach, the differential geometry theory of surfaces and geometric measure theory are employed as a natural means to couple the macroscopic continuum domain of the fluid mechanical description of the aquatic environment from the microscopic discrete domain of the atomistic description of the biomolecule. A multiscale action functional is constructed as a unified framework to derive the governing equations for the dynamics of different scales. We show that the classical Navier-Stokes equation for the fluid dynamics and Newton's equation for the molecular dynamics can be derived from the least action principle. These equations are coupled through the continuum-discrete interface whose dynamics is governed by potential driven geometric flows.

  17. Structural parameter dependence of directed current generation in GaAs nanowire-based electron Brownian ratchet devices

    OpenAIRE

    Abe, Yushi; Kuroda, Ryota; Ying, Xiang; Sato, Masaki; Tanaka, Takayuki; Kasai, Seiya

    2015-01-01

    We investigated the structural parameter dependence of the directed current in GaAs-nanowire-based Brownian ratchet devices. The directed current was generated by flashing a ratchet potential array repeatedly using multiple asymmetric gates with a periodic signal. The amount of current in the fabricated device increased as the nanowire width W decreased, which contradicted the theoretical model. The current also depended on the number of the gates N, when N was smaller than 6. We discussed th...

  18. Modeling the population dynamics of lemon sharks.

    Science.gov (United States)

    White, Easton R; Nagy, John D; Gruber, Samuel H

    2014-11-18

    Long-lived marine megavertebrates (e.g. sharks, turtles, mammals, and seabirds) are inherently vulnerable to anthropogenic mortality. Although some mathematical models have been applied successfully to manage these animals, more detailed treatments are often needed to assess potential drivers of population dynamics. In particular, factors such as age-structure, density-dependent feedbacks on reproduction, and demographic stochasticity are important for understanding population trends, but are often difficult to assess. Lemon sharks (Negaprion brevirostris) have a pelagic adult phase that makes them logistically difficult to study. However, juveniles use coastal nursery areas where their densities can be high. We use a stage-structured, Markov-chain stochastic model to describe lemon shark population dynamics from a 17-year longitudinal dataset at a coastal nursery area at Bimini, Bahamas. We found that the interaction between delayed breeding, density-dependence, and demographic stochasticity accounts for 33 to 49% of the variance in population size. Demographic stochasticity contributed all random effects in this model, suggesting that the existence of unmodeled environmental factors may be driving the majority of interannual population fluctuations. In addition, we are able to use our model to estimate the natural mortality rate of older age classes of lemon sharks that are difficult to study. Further, we use our model to examine what effect the length of a time series plays on deciphering ecological patterns. We find that-even with a relatively long time series-our sampling still misses important rare events. Our approach can be used more broadly to infer population dynamics of other large vertebrates in which age structure and demographic stochasticity are important. This article was reviewed by Yang Kuang, Christine Jacob, and Ollivier Hyrien.

  19. AFDM: An Advanced Fluid-Dynamics Model

    Energy Technology Data Exchange (ETDEWEB)

    Bohl, W.R.; Parker, F.R. (Los Alamos National Lab., NM (USA)); Wilhelm, D. (Kernforschungszentrum Karlsruhe GmbH (Germany, F.R.). Inst. fuer Neutronenphysik und Reaktortechnik); Berthier, J. (CEA Centre d' Etudes Nucleaires de Grenoble, 38 (France)); Goutagny, L. (CEA Centre d' Etudes Nucleaires de Cadarache, 13 - Saint-Paul-lez-Durance (France). Inst. de Protection et de Surete Nucleaire); Ninokata,

    1990-09-01

    AFDM, or the Advanced Fluid-Dynamics Model, is a computer code that investigates new approaches simulating the multiphase-flow fluid-dynamics aspects of severe accidents in fast reactors. The AFDM formalism starts with differential equations similar to those in the SIMMER-II code. These equations are modified to treat three velocity fields and supplemented with a variety of new models. The AFDM code has 12 topologies describing what material contacts are possible depending on the presence or absence of a given material in a computational cell, on the dominant liquid, and on the continuous phase. Single-phase, bubbly, churn-turbulent, cellular, and dispersed flow regimes are permitted for the pool situations modeled. Virtual mass terms are included for vapor in liquid-continuous flow. Interfacial areas between the continuous and discontinuous phases are convected to allow some tracking of phenomenological histories. Interfacial areas are also modified by models of nucleation, dynamic forces, turbulence, flashing, coalescence, and mass transfer. Heat transfer is generally treated using engineering correlations. Liquid-vapor phase transitions are handled with the nonequilibrium, heat-transfer-limited model, whereas melting and freezing processes are based on equilibrium considerations. Convection is treated using a fractional-step method of time integration, including a semi-implicit pressure iteration. A higher-order differencing option is provided to control numerical diffusion. The Los Alamos SESAME equation-of-state has been implemented using densities and temperatures as the independent variables. AFDM programming has vectorized all computational loops consistent with the objective of producing an exportable code. 24 refs., 4 figs.

  20. Dynamical models of happiness with fractional order

    Science.gov (United States)

    Song, Lei; Xu, Shiyun; Yang, Jianying

    2010-03-01

    This present study focuses on a dynamical model of happiness described through fractional-order differential equations. By categorizing people of different personality and different impact factor of memory (IFM) with different set of model parameters, it is demonstrated via numerical simulations that such fractional-order models could exhibit various behaviors with and without external circumstance. Moreover, control and synchronization problems of this model are discussed, which correspond to the control of emotion as well as emotion synchronization in real life. This study is an endeavor to combine the psychological knowledge with control problems and system theories, and some implications for psychotherapy as well as hints of a personal approach to life are both proposed.

  1. Mathematical modeling and applications in nonlinear dynamics

    CERN Document Server

    Merdan, Hüseyin

    2016-01-01

    The book covers nonlinear physical problems and mathematical modeling, including molecular biology, genetics, neurosciences, artificial intelligence with classical problems in mechanics and astronomy and physics. The chapters present nonlinear mathematical modeling in life science and physics through nonlinear differential equations, nonlinear discrete equations and hybrid equations. Such modeling can be effectively applied to the wide spectrum of nonlinear physical problems, including the KAM (Kolmogorov-Arnold-Moser (KAM)) theory, singular differential equations, impulsive dichotomous linear systems, analytical bifurcation trees of periodic motions, and almost or pseudo- almost periodic solutions in nonlinear dynamical systems. Provides methods for mathematical models with switching, thresholds, and impulses, each of particular importance for discontinuous processes Includes qualitative analysis of behaviors on Tumor-Immune Systems and methods of analysis for DNA, neural networks and epidemiology Introduces...

  2. Modeling Computer Virus and Its Dynamics

    Directory of Open Access Journals (Sweden)

    Mei Peng

    2013-01-01

    Full Text Available Based on that the computer will be infected by infected computer and exposed computer, and some of the computers which are in suscepitible status and exposed status can get immunity by antivirus ability, a novel coumputer virus model is established. The dynamic behaviors of this model are investigated. First, the basic reproduction number R0, which is a threshold of the computer virus spreading in internet, is determined. Second, this model has a virus-free equilibrium P0, which means that the infected part of the computer disappears, and the virus dies out, and P0 is a globally asymptotically stable equilibrium if R01 then this model has only one viral equilibrium P*, which means that the computer persists at a constant endemic level, and P* is also globally asymptotically stable. Finally, some numerical examples are given to demonstrate the analytical results.

  3. Rheology of Confined Non-Brownian Suspensions.

    Science.gov (United States)

    Fornari, Walter; Brandt, Luca; Chaudhuri, Pinaki; Lopez, Cyan Umbert; Mitra, Dhrubaditya; Picano, Francesco

    2016-01-08

    We study the rheology of confined suspensions of neutrally buoyant rigid monodisperse spheres in plane-Couette flow using direct numerical simulations. We find that if the width of the channel is a (small) integer multiple of the sphere diameter, the spheres self-organize into two-dimensional layers that slide on each other and the effective viscosity of the suspension is significantly reduced. Each two-dimensional layer is found to be structurally liquidlike but its dynamics is frozen in time.

  4. Advances in dynamic network modeling in complex transportation systems

    CERN Document Server

    Ukkusuri, Satish V

    2013-01-01

    This book focuses on the latest in dynamic network modeling, including route guidance and traffic control in transportation systems and other complex infrastructure networks. Covers dynamic traffic assignment, flow modeling, mobile sensor deployment and more.

  5. Dynamic modeling of hydrostatic guideway considering compressibility and inertia effect

    Science.gov (United States)

    Du, Yikang; Mao, Kuanmin; Zhu, Yaming; Wang, Fengyun; Mao, Xiaobo; Li, Bin

    2015-03-01

    Hydrostatic guideways are used as an alternative to contact bearings due to high stiffness and high damping in heavy machine tools. To improve the dynamic characteristic of bearing structure, the dynamic modeling of the hydrostatic guidway should be accurately known. This paper presents a "mass-spring-Maxwell" model considering the effects of inertia, squeeze, compressibility and static bearing. To determine the dynamic model coefficients, numerical simulation of different cases between displacement and dynamic force of oil film are performed with fluent code. Simulation results show that hydrostatic guidway can be taken as a linear system when it is subjected to a small oscillation amplitude. Based on a dynamic model and numerical simulation, every dynamic model's parameters are calculated by the Levenberg-Marquardt algorithm. Identification results show that "mass-spring-damper" model is the most appropriate dynamic model of the hydrostatic guidway. This paper provides a reference and preparation for the analysis of the dynamic model of the similar hydrostatic bearings.

  6. Modeling the basal dynamics of p53 system

    National Research Council Canada - National Science Library

    Sun, Tingzhe; Yang, Weiwei; Liu, Jing; Shen, Pingping

    2011-01-01

    .... Most previous models have ignored the basal dynamics of p53 under nonstressed conditions. To explore the basal dynamics of p53, we constructed a stochastic delay model by incorporating two negative feedback loops...

  7. Driven Brownian transport through arrays of symmetric obstacles

    Science.gov (United States)

    Martens, Steffen; Ghosh, Pulak K.; Hänggi, Peter; Marchesoni, Fabio; Nori, Franco; Schimansky-Geier, Lutz; Schmid, Gerhard

    2012-02-01

    The transport of a suspended overdamped Brownian particle driven through a two-dimensional rectangular array of circular obstacles with finite radius is numerically investigated [P. K. Ghosh et. al., Phys. Rev. E, submitted (2011)]. Two limiting cases are considered in detail, namely, when the constant drive is parallel to the principal or the diagonal array axes. This corresponds to studying the Brownian transport in periodic channels with reflecting walls of different topologies. The mobility and diffusivity of the transported particle in such channels are determined as functions of the drive and the array geometric parameters. Prominent transport features, like negative differential mobilities, excess diffusion peaks, and unconventional asymptotic behaviors, are explained in terms of two distinct lengths, the size of single obstacles (trapping length) and the lattice constant of the array (local correlation length). Local correlation effects are further analyzed by continuously rotating the drive between the two limiting orientations.

  8. Human behavioral regularity, fractional Brownian motion, and exotic phase transition

    Science.gov (United States)

    Li, Xiaohui; Yang, Guang; An, Kenan; Huang, Jiping

    2016-08-01

    The mix of competition and cooperation (C&C) is ubiquitous in human society, which, however, remains poorly explored due to the lack of a fundamental method. Here, by developing a Janus game for treating C&C between two sides (suppliers and consumers), we show, for the first time, experimental and simulation evidences for human behavioral regularity. This property is proved to be characterized by fractional Brownian motion associated with an exotic transition between periodic and nonperiodic phases. Furthermore, the periodic phase echoes with business cycles, which are well-known in reality but still far from being well understood. Our results imply that the Janus game could be a fundamental method for studying C&C among humans in society, and it provides guidance for predicting human behavioral activity from the perspective of fractional Brownian motion.

  9. On some possible generalizations of fractional Brownian motion

    Science.gov (United States)

    Lim, S. C.; Muniandy, S. V.

    2000-02-01

    Fractional Brownian motion (fBm) can be generalized to multifractional Brownian motion (mBm) if the Hurst exponent H is replaced by a deterministic function H( t). The two possible generalizations of mBm based on the moving average representation and the harmonizable representation are first shown to be equivalent up to a multiplicative deterministic function of time by Cohen [S. Cohen, in: M. Dekking et al. (Eds.), Fractals: Theory and Applications in Engineering, Springer, Berlin, 1999, p. 3.] using the Fourier transform method. In this Letter, we give an alternative verification of such an equivalence based on the direct computation of the covariances of these two Gaussian processes. There also exists another equivalent representation of mBm, which is a variant version of the harmonizable representation. Finally, we consider a generalization based on the Riemann-Liouville fractional integral, and study the large time asymptotic properties of this version of mBm.

  10. OFFl Models: Novel Schema for Dynamical Modeling of Biological Systems.

    Science.gov (United States)

    Ogbunugafor, C Brandon; Robinson, Sean P

    2016-01-01

    Flow diagrams are a common tool used to help build and interpret models of dynamical systems, often in biological contexts such as consumer-resource models and similar compartmental models. Typically, their usage is intuitive and informal. Here, we present a formalized version of flow diagrams as a kind of weighted directed graph which follow a strict grammar, which translate into a system of ordinary differential equations (ODEs) by a single unambiguous rule, and which have an equivalent representation as a relational database. (We abbreviate this schema of "ODEs and formalized flow diagrams" as OFFL.) Drawing a diagram within this strict grammar encourages a mental discipline on the part of the modeler in which all dynamical processes of a system are thought of as interactions between dynamical species that draw parcels from one or more source species and deposit them into target species according to a set of transformation rules. From these rules, the net rate of change for each species can be derived. The modeling schema can therefore be understood as both an epistemic and practical heuristic for modeling, serving both as an organizational framework for the model building process and as a mechanism for deriving ODEs. All steps of the schema beyond the initial scientific (intuitive, creative) abstraction of natural observations into model variables are algorithmic and easily carried out by a computer, thus enabling the future development of a dedicated software implementation. Such tools would empower the modeler to consider significantly more complex models than practical limitations might have otherwise proscribed, since the modeling framework itself manages that complexity on the modeler's behalf. In this report, we describe the chief motivations for OFFL, carefully outline its implementation, and utilize a range of classic examples from ecology and epidemiology to showcase its features.

  11. OFFl Models: Novel Schema for Dynamical Modeling of Biological Systems.

    Directory of Open Access Journals (Sweden)

    C Brandon Ogbunugafor

    Full Text Available Flow diagrams are a common tool used to help build and interpret models of dynamical systems, often in biological contexts such as consumer-resource models and similar compartmental models. Typically, their usage is intuitive and informal. Here, we present a formalized version of flow diagrams as a kind of weighted directed graph which follow a strict grammar, which translate into a system of ordinary differential equations (ODEs by a single unambiguous rule, and which have an equivalent representation as a relational database. (We abbreviate this schema of "ODEs and formalized flow diagrams" as OFFL. Drawing a diagram within this strict grammar encourages a mental discipline on the part of the modeler in which all dynamical processes of a system are thought of as interactions between dynamical species that draw parcels from one or more source species and deposit them into target species according to a set of transformation rules. From these rules, the net rate of change for each species can be derived. The modeling schema can therefore be understood as both an epistemic and practical heuristic for modeling, serving both as an organizational framework for the model building process and as a mechanism for deriving ODEs. All steps of the schema beyond the initial scientific (intuitive, creative abstraction of natural observations into model variables are algorithmic and easily carried out by a computer, thus enabling the future development of a dedicated software implementation. Such tools would empower the modeler to consider significantly more complex models than practical limitations might have otherwise proscribed, since the modeling framework itself manages that complexity on the modeler's behalf. In this report, we describe the chief motivations for OFFL, carefully outline its implementation, and utilize a range of classic examples from ecology and epidemiology to showcase its features.

  12. Dynamic modeling of gearbox faults: A review

    Science.gov (United States)

    Liang, Xihui; Zuo, Ming J.; Feng, Zhipeng

    2018-01-01

    Gearbox is widely used in industrial and military applications. Due to high service load, harsh operating conditions or inevitable fatigue, faults may develop in gears. If the gear faults cannot be detected early, the health will continue to degrade, perhaps causing heavy economic loss or even catastrophe. Early fault detection and diagnosis allows properly scheduled shutdowns to prevent catastrophic failure and consequently result in a safer operation and higher cost reduction. Recently, many studies have been done to develop gearbox dynamic models with faults aiming to understand gear fault generation mechanism and then develop effective fault detection and diagnosis methods. This paper focuses on dynamics based gearbox fault modeling, detection and diagnosis. State-of-art and challenges are reviewed and discussed. This detailed literature review limits research results to the following fundamental yet key aspects: gear mesh stiffness evaluation, gearbox damage modeling and fault diagnosis techniques, gearbox transmission path modeling and method validation. In the end, a summary and some research prospects are presented.

  13. Brownian Motion, Fractal Structure and Verification of A. Einstein's Formula

    Science.gov (United States)

    Nikolić, Dragiša; Nešić, Ljubiša

    2010-01-01

    The work offers a simple experimental verification of A. Einstein and M. Smoluhovski's formula for Brownian motion. In this experiment we used latex solved in water, glycerin and alcohol while the observations and recording were done with a binocular optical microscope and a digital camera. Video material is recorded in separate files put on the Internet and can be downloaded and used for demonstration in class or further computer processing.

  14. On moments of the integrated exponential Brownian motion

    Science.gov (United States)

    Caravelli, Francesco; Mansour, Toufik; Sindoni, Lorenzo; Severini, Simone

    2016-07-01

    We present new exact expressions for a class of moments of the geometric Brownian motion in terms of determinants, obtained using a recurrence relation and combinatorial arguments for the case of a Itô's Wiener process. We then apply the obtained exact formulas to computing averages of the solution of the logistic stochastic differential equation via a series expansion, and compare the results to the solution obtained via Monte Carlo.

  15. Brownian Duet: A Novel Tale of Thermodynamic Efficiency

    Directory of Open Access Journals (Sweden)

    Karel Proesmans

    2016-10-01

    Full Text Available We calculate analytically the stochastic thermodynamic properties of an isothermal Brownian engine driven by a duo of time-periodic forces, including its Onsager coefficients, the stochastic work of each force, and the corresponding stochastic entropy production. We verify the relations between different operational regimes, maximum power, maximum efficiency, and minimum dissipation, and reproduce the signature features of the stochastic efficiency. All of these results are experimentally tested without adjustable parameters on a colloidal system.

  16. Synchronization and collective motion of globally coupled Brownian particles

    OpenAIRE

    Sevilla, Francisco J.; Dossetti, Victor; Heiblum-Robles, Alexandro

    2014-01-01

    In this work, we study a system of passive Brownian (non-self-propelled) particles in two dimensions, interacting only through a social-like force (velocity alignment in this case) that resembles Kuramoto's coupling among phase oscillators. We show that the kinematical stationary states of the system go from a phase in thermal equilibrium with no net flux of particles, to far-from-equilibrium phases exhibiting collective motion by increasing the coupling among particles. The mechanism that le...

  17. May-Wigner transition in large random dynamical systems

    Science.gov (United States)

    Ipsen, J. R.

    2017-09-01

    We consider stability in a class of random non-linear dynamical systems characterised by a relaxation rate together with a Gaussian random vector field which is white-in-time and spatial homogeneous and isotropic. We will show that in the limit of large dimension there is a stability-complexity phase transition analogue to the so-called May-Wigner transition known from linear models. Our approach uses an explicit derivation of a stochastic description of the finite-time Lyapunov exponents. These exponents are given as a system of coupled Brownian motions with hyperbolic repulsion called geometric Dyson Brownian motions. We compare our results with known models from the literature.

  18. Dynamic microeconomic models of fertility choice: a survey.

    Science.gov (United States)

    Arroyo, C R; Zhang, J

    1997-01-01

    A review is presented of dynamic microeconomic models of fertility choice which have appeared in the recent literature. Dynamic models are those which explicitly model the time profile or intertemporal evolution of fertility choice and outcomes. Dynamic fertility models explain the evolution of fertility variates over the life cycle as the solution to a dynamic programming model involving economic choices, and may be classified into structural and reduced-form models. Structural models usually require solution of the underlying dynamic programming problem, while reduced-form models, although based upon a structural specification, do not. Recent innovations in estimation methodologies make both types of models practical and realistic alternatives to static models of lifetime fertility. Structural and reduced-form models are first described, then other dynamic models which are neither structural nor reduced-form are reviewed.

  19. Fractional Brownian motions: memory, diffusion velocity, and correlation functions

    Science.gov (United States)

    Fuliński, A.

    2017-02-01

    Fractional Brownian motions (FBMs) have been observed recently in the measured trajectories of individual molecules or small particles in the cytoplasm of living cells and in other dense composite systems, among others. Various types of FBMs differ in a number of ways, including the strength, range and type of damping of the memory encoded in their definitions, but share several basic characteristics: distributions, non-ergodic properties, and scaling of the second moment, which makes it difficult to determine which type of Brownian motion (fractional or normal) the measured trajectory belongs to. Here, we show, by introducing FBMs with regulated range and strength of memory, that it is the structure of memory which determines their physical properties, including mean velocity of diffusion; therefore, the course and kinetics of several processes (including coagulation and some chemical reactions). We also show that autocorrelation functions possess characteristic features which enable identification of an observed FBM, and of the type of memory governing its trajectory. In memoriam Marian Smoluchowski, on the 100th anniversary of the publication of his seminal papers on Brownian motion and diffusion-limited kinetics.

  20. The Diffusion Process in Small Particles and Brownian Motion

    Science.gov (United States)

    Khoshnevisan, M.

    Albert Einstein in 1926 published his book entitled ''INVESTIGATIONS ON THE THEORY OF THE BROWNIAN MOVEMENT''. He investigated the process of diffusion in an undissociated dilute solution. The diffusion process is subject to Brownian motion. Furthermore, he elucidated the fact that the heat content of a substance will change the position of the single molecules in an irregular fashion. In this paper, I have shown that in order for the displacement of the single molecules to be proportional to the square root of the time, and for v/2 - v 1 Δ =dv/dx , (where v1 and v2 are the concentrations in two cross sections that are separated by a very small distance), ∫ - ∞ ∞ Φ (Δ) dΔ = I and I/τ ∫ - ∞ ∞Δ2/2 Φ (Δ) dΔ = D conditions to hold, then equation (7a) D =√{ 2 D }√{ τ} must be changed to Δ =√{ 2 D }√{ τ} . I have concluded that D =√{ 2 D }√{ τ} is an unintended error, and it has not been amended for almost 90 years in INVESTIGATIONS ON THE THEORY OF THE BROWNIAN MOVEMENT, 1926 publication.

  1. Agent-based modeling and network dynamics

    CERN Document Server

    Namatame, Akira

    2016-01-01

    The book integrates agent-based modeling and network science. It is divided into three parts, namely, foundations, primary dynamics on and of social networks, and applications. The book begins with the network origin of agent-based models, known as cellular automata, and introduce a number of classic models, such as Schelling’s segregation model and Axelrod’s spatial game. The essence of the foundation part is the network-based agent-based models in which agents follow network-based decision rules. Under the influence of the substantial progress in network science in late 1990s, these models have been extended from using lattices into using small-world networks, scale-free networks, etc. The book also shows that the modern network science mainly driven by game-theorists and sociophysicists has inspired agent-based social scientists to develop alternative formation algorithms, known as agent-based social networks. The book reviews a number of pioneering and representative models in this family. Upon the gi...

  2. Flight Dynamic Model Exchange using XML

    Science.gov (United States)

    Jackson, E. Bruce; Hildreth, Bruce L.

    2002-01-01

    The AIAA Modeling and Simulation Technical Committee has worked for several years to develop a standard by which the information needed to develop physics-based models of aircraft can be specified. The purpose of this standard is to provide a well-defined set of information, definitions, data tables and axis systems so that cooperating organizations can transfer a model from one simulation facility to another with maximum efficiency. This paper proposes using an application of the eXtensible Markup Language (XML) to implement the AIAA simulation standard. The motivation and justification for using a standard such as XML is discussed. Necessary data elements to be supported are outlined. An example of an aerodynamic model as an XML file is given. This example includes definition of independent and dependent variables for function tables, definition of key variables used to define the model, and axis systems used. The final steps necessary for implementation of the standard are presented. Software to take an XML-defined model and import/export it to/from a given simulation facility is discussed, but not demonstrated. That would be the next step in final implementation of standards for physics-based aircraft dynamic models.

  3. Mineral vein dynamics modelling (FRACS II)

    Energy Technology Data Exchange (ETDEWEB)

    Urai, J.; Virgo, S.; Arndt, M. [RWTH Aachen (Germany); and others

    2016-08-15

    The Mineral Vein Dynamics Modeling group ''FRACS'' started out as a team of 7 research groups in its first phase and continued with a team of 5 research groups at the Universities of Aachen, Tuebingen, Karlsruhe, Mainz and Glasgow during its second phase ''FRACS 11''. The aim of the group was to develop an advanced understanding of the interplay between fracturing, fluid flow and fracture healing with a special emphasis on the comparison of field data and numerical models. Field areas comprised the Oman mountains in Oman (which where already studied in detail in the first phase), a siliciclastic sequence in the Internal Ligurian Units in Italy (closed to Sestri Levante) and cores of Zechstein carbonates from a Lean Gas reservoir in Northern Germany. Numerical models of fracturing, sealing and interaction with fluid that were developed in phase I where expanded in phase 11. They were used to model small scale fracture healing by crystal growth and the resulting influence on flow, medium scale fracture healing and its influence on successive fracturing and healing, as well as large scale dynamic fluid flow through opening and closing fractures and channels as a function of fluid overpressure. The numerical models were compared with structures in the field and we were able to identify first proxies for mechanical vein-hostrock properties and fluid overpressures versus tectonic stresses. Finally we propose a new classification of stylolites based on numerical models and observations in the Zechstein cores and continued to develop a new stress inversion tool to use stylolites to estimate depth of their formation.

  4. A dynamic model of the wormhole and the Multiverse model

    Energy Technology Data Exchange (ETDEWEB)

    Shatskii, A A; Kardashev, N S [Astro-Space Centre of the P. N. Lebedev Physics Institute, Russian Academy of Sciences, Moscow (Russian Federation); Novikov, I D [Russian Research Centre ' Kurchatov Institute' , Moscow (Russian Federation)

    2008-05-31

    An analytic solution methodology for general relativity (GR) equations describing the hypothetical phenomenon of wormholes is presented and the analysis of wormholes in terms of their physical properties is discussed. An analytic solution of the GR equations for static and dynamic spherically symmetric wormholes is given. The dynamic solution generally describes a 'traversable' wormhole, i.e., one allowing matter, energy, and information to pass through it. It is shown how the energy-momentum tensor of matter in a wormhole can be represented in a form allowing the GR equations to be solved analytically, which has a crucial methodological importance for analyzing the properties of the solution obtained. The energy-momentum tensor of wormhole matter is represented as a superposition of a spherically symmetric magnetic (or electric) field and negative-density dust matter, serving as exotic matter necessary for a 'traversable' wormhole to exist. The dynamics of the model are investigated. A similar model is considered (and analyzed in terms of inflation) for the Einstein equations with a {lambda} term. Superposing enough dust matter, a magnetic field, and a {lambda} term can produce a static solution, which turns out to be a spherical Multiverse model with an infinite number of wormhole-connected spherical universes. This Multiverse can have its total energy positive everywhere in space, and in addition can be out of equilibrium (i.e., dynamic). (methodological notes)

  5. Neuronal dynamics on FPGA: Izhikevich's model

    Science.gov (United States)

    La Rosa, M.; Caruso, E.; Fortuna, L.; Frasca, M.; Occhipinti, L.; Rivoli, F.

    2005-06-01

    The study of spatio-temporal patterns generation and processing in systems with high parallelism like biological neuronal networks gives birth to a new technology able to realize architectures with robust performance even in noisy environments. The behavioural properties of neural assemblies warrant an effective exchange and use of information in presence of high-level neuronal noise. Neuron population processing and self-organization have been reproduced by connecting several neuron through synaptic connections, which can be either electrical or chemical, in artificial information processing architectures based on Field Programmable Gate Arrays (FPGA). The adopted neuron model is based on Izhikevich"s description of cortical neuron dynamics [1]. The development of biological neuronal network models has been focused on architecture features like changes over time of topologies, uniformity of the connections, node diversity, etc. The hardware reproduction of neuron dynamical behaviour, by giving high computation performance, allows the development of innovative computational methods and models based on self-organizing nonlinear architectures.

  6. Mathematical modeling of infectious disease dynamics.

    Science.gov (United States)

    Siettos, Constantinos I; Russo, Lucia

    2013-05-15

    Over the last years, an intensive worldwide effort is speeding up the developments in the establishment of a global surveillance network for combating pandemics of emergent and re-emergent infectious diseases. Scientists from different fields extending from medicine and molecular biology to computer science and applied mathematics have teamed up for rapid assessment of potentially urgent situations. Toward this aim mathematical modeling plays an important role in efforts that focus on predicting, assessing, and controlling potential outbreaks. To better understand and model the contagious dynamics the impact of numerous variables ranging from the micro host-pathogen level to host-to-host interactions, as well as prevailing ecological, social, economic, and demographic factors across the globe have to be analyzed and thoroughly studied. Here, we present and discuss the main approaches that are used for the surveillance and modeling of infectious disease dynamics. We present the basic concepts underpinning their implementation and practice and for each category we give an annotated list of representative works.

  7. Development and evaluation of the aerosol dynamics and gas phase chemistry model ADCHEM

    Directory of Open Access Journals (Sweden)

    P. Roldin

    2011-06-01

    Full Text Available The aim of this work was to develop a model suited for detailed studies of aerosol dynamics, gas and particle phase chemistry within urban plumes, from local scale (1 × 1 km2 to regional scale. This article describes and evaluates the trajectory model for Aerosol Dynamics, gas and particle phase CHEMistry and radiative transfer (ADCHEM. The model treats both vertical and horizontal dispersion perpendicular to an air mass trajectory (2-space dimensions. The Lagrangian approach enables a more detailed representation of the aerosol dynamics, gas and particle phase chemistry and a finer spatial and temporal resolution compared to that of available regional 3D-CTMs. These features make it among others well suited for urban plume studies. The aerosol dynamics model includes Brownian coagulation, dry deposition, wet deposition, in-cloud processing, condensation, evaporation, primary particle emissions and homogeneous nucleation. The organic mass partitioning was either modeled with a 2-dimensional volatility basis set (2D-VBS or with the traditional two-product model approach. In ADCHEM these models consider the diffusion limited and particle size dependent condensation and evaporation of 110 and 40 different organic compounds respectively. The gas phase chemistry model calculates the gas phase concentrations of 61 different species, using 130 different chemical reactions. Daily isoprene and monoterpene emissions from European forests were simulated separately with the vegetation model LPJ-GUESS, and included as input to ADCHEM. ADCHEM was used to simulate the ageing of the urban plumes from the city of Malmö in southern Sweden (280 000 inhabitants. Several sensitivity tests were performed concerning the number of size bins, size structure method, aerosol dynamic processes, vertical and horizontal mixing, coupled or uncoupled condensation and the secondary organic aerosol formation. The simulations show that the full-stationary size

  8. A Mathematical Model of Cardiovascular Response to Dynamic Exercise

    National Research Council Canada - National Science Library

    Magosso, E

    2001-01-01

    A mathematical model of cardiovascular response to dynamic exercise is presented, The model includes the pulsating heart, the systemic and pulmonary, circulation, a functional description of muscle...

  9. Record Dynamics in the Parking Lot Model

    DEFF Research Database (Denmark)

    Sibani, Paolo; Boettcher, Stefan

    2016-01-01

    We study the aging dynamics in the parking lot model of granular relaxation with extensive numerical simulations. Our results reveal the log-Poisson statistics in the progression of intermittent events that lead to ever slower increases in the density. Defining clusters as domains of parked cars...... which must be re-arranged to reach new records in density, we find that their length-scale grows logarithmically with time for low enough temperatures. We further characterize the aging process in terms of the statistics of fluctuations in the interstitial free volume that shows a clear separation...

  10. Incorporating Resilience into Dynamic Social Models

    Science.gov (United States)

    2016-07-20

    AFRL-AFOSR-VA-TR-2016-0258 Incorporating Resilience into Dynamic Social Models Eunice Santos UNIVERSITY OF TEXAS AT EL PASO 500 UNIV ST ADMIN BLDG...209 EL PASO, TX 79968-0001 07/20/2016 Final Report DISTRIBUTION A: Distribution approved for public release. Air Force Research Laboratory AF Office Of...NUMBER 5f. WORK UNIT NUMBER 7. PERFORMING ORGANIZATION NAME(S) AND ADDRESS(ES) University of Texas at El Paso 500 W University Avenue El Paso, TX 8

  11. Computational fluid dynamics modelling in cardiovascular medicine.

    Science.gov (United States)

    Morris, Paul D; Narracott, Andrew; von Tengg-Kobligk, Hendrik; Silva Soto, Daniel Alejandro; Hsiao, Sarah; Lungu, Angela; Evans, Paul; Bressloff, Neil W; Lawford, Patricia V; Hose, D Rodney; Gunn, Julian P

    2016-01-01

    This paper reviews the methods, benefits and challenges associated with the adoption and translation of computational fluid dynamics (CFD) modelling within cardiovascular medicine. CFD, a specialist area of mathematics and a branch of fluid mechanics, is used routinely in a diverse range of safety-critical engineering systems, which increasingly is being applied to the cardiovascular system. By facilitating rapid, economical, low-risk prototyping, CFD modelling has already revolutionised research and development of devices such as stents, valve prostheses, and ventricular assist devices. Combined with cardiovascular imaging, CFD simulation enables detailed characterisation of complex physiological pressure and flow fields and the computation of metrics which cannot be directly measured, for example, wall shear stress. CFD models are now being translated into clinical tools for physicians to use across the spectrum of coronary, valvular, congenital, myocardial and peripheral vascular diseases. CFD modelling is apposite for minimally-invasive patient assessment. Patient-specific (incorporating data unique to the individual) and multi-scale (combining models of different length- and time-scales) modelling enables individualised risk prediction and virtual treatment planning. This represents a significant departure from traditional dependence upon registry-based, population-averaged data. Model integration is progressively moving towards 'digital patient' or 'virtual physiological human' representations. When combined with population-scale numerical models, these models have the potential to reduce the cost, time and risk associated with clinical trials. The adoption of CFD modelling signals a new era in cardiovascular medicine. While potentially highly beneficial, a number of academic and commercial groups are addressing the associated methodological, regulatory, education- and service-related challenges. Published by the BMJ Publishing Group Limited. For permission

  12. Complex networks repair strategies: Dynamic models

    Science.gov (United States)

    Fu, Chaoqi; Wang, Ying; Gao, Yangjun; Wang, Xiaoyang

    2017-09-01

    Network repair strategies are tactical methods that restore the efficiency of damaged networks; however, unreasonable repair strategies not only waste resources, they are also ineffective for network recovery. Most extant research on network repair focuses on static networks, but results and findings on static networks cannot be applied to evolutionary dynamic networks because, in dynamic models, complex network repair has completely different characteristics. For instance, repaired nodes face more severe challenges, and require strategic repair methods in order to have a significant effect. In this study, we propose the Shell Repair Strategy (SRS) to minimize the risk of secondary node failures due to the cascading effect. Our proposed method includes the identification of a set of vital nodes that have a significant impact on network repair and defense. Our identification of these vital nodes reduces the number of switching nodes that face the risk of secondary failures during the dynamic repair process. This is positively correlated with the size of the average degree 〈 k 〉 and enhances network invulnerability.

  13. Composite generalized Langevin equation for Brownian motion in different hydrodynamic and adhesion regimes.

    Science.gov (United States)

    Yu, Hsiu-Yu; Eckmann, David M; Ayyaswamy, Portonovo S; Radhakrishnan, Ravi

    2015-05-01

    We present a composite generalized Langevin equation as a unified framework for bridging the hydrodynamic, Brownian, and adhesive spring forces associated with a nanoparticle at different positions from a wall, namely, a bulklike regime, a near-wall regime, and a lubrication regime. The particle velocity autocorrelation function dictates the dynamical interplay between the aforementioned forces, and our proposed methodology successfully captures the well-known hydrodynamic long-time tail with context-dependent scaling exponents and oscillatory behavior due to the binding interaction. Employing the reactive flux formalism, we analyze the effect of hydrodynamic variables on the particle trajectory and characterize the transient kinetics of a particle crossing a predefined milestone. The results suggest that both wall-hydrodynamic interactions and adhesion strength impact the particle kinetics.

  14. Computational social dynamic modeling of group recruitment.

    Energy Technology Data Exchange (ETDEWEB)

    Berry, Nina M.; Lee, Marinna; Pickett, Marc; Turnley, Jessica Glicken (Sandia National Laboratories, Albuquerque, NM); Smrcka, Julianne D. (Sandia National Laboratories, Albuquerque, NM); Ko, Teresa H.; Moy, Timothy David (Sandia National Laboratories, Albuquerque, NM); Wu, Benjamin C.

    2004-01-01

    The Seldon software toolkit combines concepts from agent-based modeling and social science to create a computationally social dynamic model for group recruitment. The underlying recruitment model is based on a unique three-level hybrid agent-based architecture that contains simple agents (level one), abstract agents (level two), and cognitive agents (level three). This uniqueness of this architecture begins with abstract agents that permit the model to include social concepts (gang) or institutional concepts (school) into a typical software simulation environment. The future addition of cognitive agents to the recruitment model will provide a unique entity that does not exist in any agent-based modeling toolkits to date. We use social networks to provide an integrated mesh within and between the different levels. This Java based toolkit is used to analyze different social concepts based on initialization input from the user. The input alters a set of parameters used to influence the values associated with the simple agents, abstract agents, and the interactions (simple agent-simple agent or simple agent-abstract agent) between these entities. The results of phase-1 Seldon toolkit provide insight into how certain social concepts apply to different scenario development for inner city gang recruitment.

  15. Karhunen-Loève Expansion for the Second Order Detrended Brownian Motion

    Directory of Open Access Journals (Sweden)

    Yongchun Zhou

    2014-01-01

    Full Text Available Based on the norm in the Hilbert Space L2[0,1], the second order detrended Brownian motion is defined as the orthogonal component of projection of the standard Brownian motion into the space spanned by nonlinear function subspace. Karhunen-Loève expansion for this process is obtained together with the relationship of that of a generalized Brownian bridge. As applications, Laplace transform, large deviation, and small deviation are given.

  16. Quantum quench dynamics of the Luttinger model

    Science.gov (United States)

    Iucci, A.; Cazalilla, M. A.

    2009-12-01

    The dynamics of the Luttinger model after a quantum quench is studied. We compute in detail one- and two-point correlation functions for two types of quenches: from a noninteracting to an interacting Luttinger model and vice versa. In the former case, the noninteracting Fermi gas features in the momentum distribution and other correlation functions are destroyed as time evolves. In the infinite-time limit, equal-time correlations are power laws but the critical exponents are found to differ from their equilibrium values. In all cases, we find that these correlations are well described by a generalized Gibbs ensemble [M. Rigol, V. Dunjko, V. Yurovsky, and M. Olshanii, Phys. Rev. Lett. 98, 050405 (2007)], which assigns a momentum-dependent temperature to each eigenmode.

  17. Modeling correlated human dynamics with temporal preference

    Science.gov (United States)

    Wang, Peng; Zhou, Tao; Han, Xiao-Pu; Wang, Bing-Hong

    2014-03-01

    We empirically study the activity pattern of individual blog-posting and observe the interevent time distributions decay as power-laws at both individual and population level. As different from previous studies, we find significant short-term memory in it. Moreover, the memory coefficient first decays in a power law and then turns to an exponential form. Our findings produce evidence for the strong short-term memory in human dynamics and challenge previous models. Accordingly, we propose a simple model based on temporal preference, which can well reproduce both the heavy-tailed nature and the strong memory effects. This work helps in understanding the temporal regularities of online human behaviors.

  18. Dynamic modelling of packaging material flow systems.

    Science.gov (United States)

    Tsiliyannis, Christos A

    2005-04-01

    A dynamic model has been developed for reused and recycled packaging material flows. It allows a rigorous description of the flows and stocks during the transition to new targets imposed by legislation, product demand variations or even by variations in consumer discard behaviour. Given the annual reuse and recycle frequency and packaging lifetime, the model determines all packaging flows (e.g., consumption and reuse) and variables through which environmental policy is formulated, such as recycling, waste and reuse rates and it identifies the minimum number of variables to be surveyed for complete packaging flow monitoring. Simulation of the transition to the new flow conditions is given for flows of packaging materials in Greece, based on 1995--1998 field inventory and statistical data.

  19. Modeling Social Dynamics in a Collaborative Environment

    CERN Document Server

    Iñiguez, Gerardo; Yasseri, Taha; Kaski, Kimmo; Kertész, János

    2014-01-01

    Wikipedia is a prime example of today's value production in a collaborative environment. Using this example, we model the emergence, persistence and resolution of severe conflicts during collaboration by coupling opinion formation with article edition in a bounded confidence dynamics. The complex social behaviour involved in article edition is implemented as a minimal model with two basic elements; (i) individuals interact directly to share information and convince each other, and (ii) they edit a common medium to establish their own opinions. Opinions of the editors and that represented by the article are characterised by a scalar variable. When the editorial pool is fixed, three regimes can be distinguished: (a) a stable mainstream article opinion is continuously contested by editors with extremist views and there is slow convergence towards consensus, (b) the article oscillates between editors with extremist views, reaching consensus relatively fast at one of the extremes, and (c) the extremist editors are...

  20. Nonsmooth mechanics models, dynamics and control

    CERN Document Server

    Brogliato, Bernard

    2016-01-01

    Now in its third edition, this standard reference is a comprehensive treatment of nonsmooth mechanical systems refocused to give more prominence to control and modelling. It covers Lagrangian and Newton–Euler systems, detailing mathematical tools such as convex analysis and complementarity theory. The ways in which nonsmooth mechanics influence and are influenced by well-posedness analysis, numerical analysis and simulation, modelling and control are explained. Contact/impact laws, stability theory and trajectory-tracking control are given in-depth exposition connected by a framework formed from complementarity systems and measure-differential inclusions. Links are established with electrical circuits with set-valued nonsmooth elements and with other nonsmooth dynamical systems like impulsive and piecewise linear systems. Nonsmooth Mechanics (third edition) has been substantially rewritten, edited and updated to account for the significant body of results that have emerged in the twenty-first century—incl...

  1. Organic production in a dynamic CGE model

    DEFF Research Database (Denmark)

    Jacobsen, Lars Bo

    2004-01-01

    Concerns about the impact of modern agriculture on the environment have in recent years led to an interest in supporting the development of organic farming. In addition to environmental benefits, the aim is to encourage the provision of other “multifunctional” properties of organic farming...... such as rural amenities and rural development that are spillover benefit additional to the supply of food. In this paper we further develop an existing dynamic general equilibrium model of the Danish economy to specifically incorporate organic farming. In the model and input-output data each primary...... agricultural sector and each secondary food industry has been split into two separate industries: one producing organic products, the other producing conventional products. The substitution nests in private consumption have also been altered to emphasise the pair wise substitution between organic...

  2. Summing up dynamics: modelling biological processes in variable temperature scenarios

    NARCIS (Netherlands)

    Tijskens, L.M.M.; Verdenius, F.

    2000-01-01

    The interest of modelling biological processes with dynamically changing external conditions (temperature, relative humidity, gas conditions) increases. Several modelling approaches are currently available. Among them are approaches like modelling under standard conditions, temperature sum models

  3. Dynamical Model about Rumor Spreading with Medium

    Directory of Open Access Journals (Sweden)

    Xiaxia Zhao

    2013-01-01

    Full Text Available Rumor is a kind of social remark, that is untrue, and not be confirmed, and spreads on a large scale in a short time. Usually, it can induce a cloud of pressure, anxiety, and panic. Traditionally, it is propagated by word of mouth. Nowadays, with the emergence of the internet, rumors can be spread by instant messengers, emails, or publishing. With this new pattern of spreading, an ISRW dynamical model considering the medium as a subclass is established. Beside the dynamical analysis of the model, we mainly explore the mechanism of spreading of individuals-to-individuals and medium-to-individual. By numerical simulation, we find that if we want to control the rumor spreading, it will not only need to control the rate of change of the spreader subclass, but also need to control the change of the information about rumor in medium which has larger influence. Moreover, to control the effusion of rumor is more important than deleting existing information about rumor. On the one hand, government should enhance the management of internet. On the other hand, relevant legal institutions for punishing the rumor creator and spreader on internet who can be tracked should be established. Using this way, involved authorities can propose efficient measures to control the rumor spreading to keep the stabilization of society and development of economy.

  4. Microscopic to Macroscopic Dynamical Models of Sociality

    Science.gov (United States)

    Solis Salas, Citlali; Woolley, Thomas; Pearce, Eiluned; Dunbar, Robin; Maini, Philip; Social; Evolutionary Neuroscience Research Group (Senrg) Collaboration

    To help them survive, social animals, such as humans, need to share knowledge and responsibilities with other members of the species. The larger their social network, the bigger the pool of knowledge available to them. Since time is a limited resource, a way of optimising its use is meeting amongst individuals whilst fulfilling other necessities. In this sense it is useful to know how many, and how often, early humans could meet during a given period of time whilst performing other necessary tasks, such as food gathering. Using a simplified model of these dynamics, which comprehend encounter and memory, we aim at producing a lower-bound to the number of meetings hunter-gatherers could have during a year. We compare the stochastic agent-based model to its mean-field approximation and explore some of the features necessary for the difference between low population dynamics and its continuum limit. We observe an emergent property that could have an inference in the layered structure seen in each person's social organisation. This could give some insight into hunter-gatherer's lives and the development of the social layered structure we have today. With support from the Mexican Council for Science and Technology (CONACyT), the Public Education Secretariat (SEP), and the Mexican National Autonomous University's Foundation (Fundacion UNAM).

  5. A Model of Project and Organisational Dynamics

    Directory of Open Access Journals (Sweden)

    Jenny Leonard

    2012-04-01

    Full Text Available The strategic, transformational nature of many information systems projects is now widely understood. Large-scale implementations of systems are known to require significant management of organisational change in order to be successful. Moreover, projects are rarely executed in isolation – most organisations have a large programme of projects being implemented at any one time. However, project and value management methodologies provide ad hoc definitions of the relationship between a project and its environment. This limits the ability of an organisation to manage the larger dynamics between projects and organisations, over time, and between projects. The contribution of this paper, therefore, is to use literature on organisational theory to provide a more systematic understanding of this area. The organisational facilitators required to obtain value from a project are categorised, and the processes required to develop those facilitators are defined. This formalisation facilitates generalisation between projects and highlights any time and path dependencies required in developing organisational facilitators. The model therefore has the potential to contribute to the development of IS project management theory within dynamic organisational contexts. Six cases illustrate how this model could be used.

  6. Modelling within Host Parasite Dynamics of Schistosomiasis

    Directory of Open Access Journals (Sweden)

    Edward T. Chiyaka

    2010-01-01

    Full Text Available Schistosomiasis infection is characterized by the presence of adult worms in the portal and mesenteric veins of humans as part of a complex migratory cycle initiated by cutaneous penetration of the cercariae shed by infected freshwater snails. The drug praziquantel is not always effective in the treatment against schistosomiasis at larvae stage. However, our simulations show that it is effective against mature worms and eggs. As a result, the study and understanding of immunological responses is key in understanding parasite dynamics. We therefore introduce quantitative interpretations of human immunological responses of the disease to formulate mathematical models for the within-host dynamics of schistosomiasis. We also use numerical simulations to demonstrate that it is the level of T cells that differentiates between either an effective immune response or some degree of infection. These cells are responsible for the differentiation and recruitment of eosinophils that are instrumental in clearing the parasite. From the model analysis, we conclude that control of infection is much attributed to the value of a function f, a measure of the average number of larvae penetrating a susceptible individual having hatched from an egg released by an infected individual. This agrees with evidence that there is a close association between the ecology, the distribution of infection and the disease.

  7. Static and dynamic properties of dissipative particle dynamics

    NARCIS (Netherlands)

    Marsh, C.A.; Backx, G.|info:eu-repo/dai/nl/304846724; Ernst, M.H.|info:eu-repo/dai/nl/114179247

    The algorithm for the dissipative particle dynamics (DPD) fluid, the dynamics of which is conceptually a combination of molecular dynamics, Brownian dynamics, and lattice gas automata, is designed for simulating rheological properties of complex fluids on hydrodynamic time scales. This paper

  8. Coordinated supply chain dynamic production planning model

    Science.gov (United States)

    Chandra, Charu; Grabis, Janis

    2001-10-01

    Coordination of different and often contradicting interests of individual supply chain members is one of the important issues in supply chain management because the individual members can not succeed without success of the supply chain and vice versa. This paper investigates a supply chain dynamic production planning problem with emphasis on coordination. A planning problem is formally described using a supply chain kernel, which defines supply chain configuration, management policies, available resources and objectives both at supply chain or macro and supply chain member or micro levels. The coordinated model is solved in order to balance decisions made at the macro and micro levels and members' profitability is used as the coordination criterion. The coordinated model is used to determine inventory levels and production capacity across the supply chain. Application of the coordinated model distributes costs burden uniformly among supply chain members and preserves overall efficiency of the supply chain. Influence of the demand series uncertainty is investigated. The production planning model is a part of the integrated supply chain decision modeling system, which is shared among the supply chain members across the Internet.

  9. A vehicle overtaking model of traffic dynamics.

    Science.gov (United States)

    Jamison, S; McCartney, M

    2007-09-01

    Mathematical models that describe the dynamical behavior of a group of vehicles as they move along a stretch of road are known as car following models. They attempt to model the interactions between individual vehicles where the behavior of each vehicle is dependent on the motion of the vehicle directly in front and overtaking is not permitted. In this paper, the traditional car following model is modified by removing this "no overtaking" restriction and its behavior is investigated for a group of vehicles traveling on a closed loop. The resulting model is described in terms of a set of coupled time delay differential equations, and these are solved numerically to analyze their post transient behavior under a periodic perturbation. The effect of varying both the time taken for the driver to respond to the behavior of the vehicle in front and the length of the closed loop is examined. For certain parameter choices, the post transient behavior is found to be chaotic, and in these cases the degree of chaos is estimated using the Grassberger-Procaccia dimension.

  10. DYNAMIC MODELLING OF VIBRATIONS ASSISTED DRILLING

    Directory of Open Access Journals (Sweden)

    Mathieu LADONNE

    2015-05-01

    Full Text Available The number of multi-materials staking configurations for aeronautical structures is increasing, with the evolution of composite and metallic materials. For drilling the fastening holes, the processes of Vibration Assisted Drilling (VAD expand rapidly, as it permits to improve reliability of drilling operations on multilayer structures. Among these processes of VAD, the solution with forced vibrations added to conventional feed to create a discontinuous cutting is the more developed in industry. The back and forth movement allows to improve the evacuation of chips by breaking it. This technology introduces two new operating parameters, the frequency and the amplitude of the oscillation. To optimize the process, the choice of those parameters requires first to model precisely the operation cutting and dynamics. In this paper, a kinematic modelling of the process is firstly proposed. The limits of the model are analysed through comparison between simulations and measurements. The proposed model is used to develop a cutting force model that allows foreseeing the operating conditions which ensure good chips breaking and tool life improvement.

  11. Modeling of ribosome dynamics on a ds-mRNA under an external load

    Science.gov (United States)

    Shakiba, Bahareh; Dayeri, Maryam; Mohammad-Rafiee, Farshid

    2016-07-01

    Protein molecules in cells are synthesized by macromolecular machines called ribosomes. According to the recent experimental data, we reduce the complexity of the ribosome and propose a model to express its activity in six main states. Using our model, we study the translation rate in different biological relevant situations in the presence of external force and the translation through the RNA double stranded region in the absence or presence of the external force. In the present study, we give a quantitative theory for translation rate and show that the ribosome behaves more like a Brownian Ratchet motor. Our findings could shed some light on understanding behaviors of the ribosome in biological conditions.

  12. Modeling of Ribosome Dynamics on a ds-mRNA under an External Load

    CERN Document Server

    Shakiba, Bahareh; Mohammad-Rafiee, Farshid

    2016-01-01

    Protein molecules in cells are synthesized by macromolecular machines called ribosomes. According to recent experimental data, we reduce the complexity of the ribosome and propose a model to express its activity in six main states. Using our model, we study the translation rate in different biological relevant situations in the presence of external force, and translation through the RNA double stranded region in the absence or presence of the external force. In the present study, we give a quantitative theory for translation rate and show that the ribosome behaves more like a Brownian Ratchet motor. Our findings could shed some light on understanding behaviors of the ribosome in biological conditions.

  13. Modeling of ribosome dynamics on a ds-mRNA under an external load.

    Science.gov (United States)

    Shakiba, Bahareh; Dayeri, Maryam; Mohammad-Rafiee, Farshid

    2016-07-14

    Protein molecules in cells are synthesized by macromolecular machines called ribosomes. According to the recent experimental data, we reduce the complexity of the ribosome and propose a model to express its activity in six main states. Using our model, we study the translation rate in different biological relevant situations in the presence of external force and the translation through the RNA double stranded region in the absence or presence of the external force. In the present study, we give a quantitative theory for translation rate and show that the ribosome behaves more like a Brownian Ratchet motor. Our findings could shed some light on understanding behaviors of the ribosome in biological conditions.

  14. On the first crossing distributions in fractional Brownian motion and the mass function of dark matter haloes

    Science.gov (United States)

    Hiotelis, Nicos; Del Popolo, Antonino

    2017-03-01

    We construct an integral equation for the first crossing distributions for fractional Brownian motion in the case of a constant barrier and we present an exact analytical solution. Additionally we present first crossing distributions derived by simulating paths from fractional Brownian motion. We compare the results of the analytical solutions with both those of simulations and those of some approximated solutions which have been used in the literature. Finally, we present multiplicity functions for dark matter structures resulting from our analytical approach and we compare with those resulting from N-body simulations. We show that the results of analytical solutions are in good agreement with those of path simulations but differ significantly from those derived from approximated solutions. Additionally, multiplicity functions derived from fractional Brownian motion are poor fits of the those which result from N-body simulations. We also present comparisons with other models which are exist in the literature and we discuss different ways of improving the agreement between analytical results and N-body simulations.

  15. Inference on the hurst parameter and the variance of diffusions driven by fractional Brownian motion

    CERN Document Server

    Berzin, Corinne; León, José R

    2014-01-01

    This book is devoted to a number of stochastic models that display scale invariance. It primarily focuses on three issues: probabilistic properties, statistical estimation and simulation of the processes considered. It will be of interest to probability specialists, who will find here an uncomplicated presentation of statistics tools, and to those statisticians who wants to tackle the most recent theories in probability in order to develop Central Limit Theorems in this context; both groups will also benefit from the section on simulation. Algorithms are described in great detail, with a focus on procedures that is not usually found in mathematical treatises. The models studied are fractional Brownian motions and processes that derive from them through stochastic differential equations. Concerning the proofs of the limit theorems, the “Fourth Moment Theorem” is systematically used, as it produces rapid and helpful proofs that can serve as models for the future. Readers will also find elegant and new proof...

  16. Partially dynamic vehicle routing - models and algorithms

    DEFF Research Database (Denmark)

    Larsen, Allan; Madsen, Oli B.G.; Solomon, M.

    2002-01-01

    In this paper we propose a framework for dynamic routing systems based on their degree of dynamism. Next, we consider its impact on solution methodology and quality. Specifically, we introduce the Partially Dynamic Travelling Repairman Problem and describe several dynamic policies to minimize rou...

  17. A Dynamic Fountain Model for Lunar Dust

    Science.gov (United States)

    Stubbs, T. J.; Vondrak, R. R.; Farrell, W. M.

    2005-01-01

    During the Apollo era of exploration it was discovered that sunlight was scattered at the terminators giving rise to horizon glow and streamers above the lunar surface. This was observed from the dark side of the Moon during sunset and sunrise by both surface landers and astronauts in orbit. These observations were quite unexpected, as the Moon was thought to be a pristine environment with a negligible atmosphere or exosphere. Subsequent investigations have shown that the sunlight was most likely scattered by electrostatically charged dust grains originating from the surface. It has since been demonstrated that this dust population could have serious implications for astronomical observations from the lunar surface. The lunar surface is electrostatically charged by the Moon s large-scale interaction with the local plasma environment and the photoemission of electrons due to solar ultra-violet (UV) light and X-rays. The like-charged surface and dust grains then act to repel each other, such that under certain conditions the dust grains are lifted above the surface. We present a dynamic fountain model which can explain how sub-micron dust is able to reach altitudes of up to approximately 100 km above the lunar surface. Previous static dust levitation models are most applicable to the heavier micron-sized grains in close proximity proximity to the surface, but they cannot explain the presence of extremely light grains at high altitudes. If we relax the static constraint applied to previous models, and instead assume that the grains are in constant motion (under the action of dynamic forces), a new picture emerges for the behavior of sub-micron lunar dust.

  18. Fractional Dynamics in Calcium Oscillation Model

    Directory of Open Access Journals (Sweden)

    Yoothana Suansook

    2015-01-01

    Full Text Available The calcium oscillations have many important roles to perform many specific functions ranging from fertilization to cell death. The oscillation mechanisms have been observed in many cell types including cardiac cells, oocytes, and hepatocytes. There are many mathematical models proposed to describe the oscillatory changes of cytosolic calcium concentration in cytosol. Many experiments were observed in various kinds of living cells. Most of the experimental data show simple periodic oscillations. In certain type of cell, there exists the complex periodic bursting behavior. In this paper, we have studied further the fractional chaotic behavior in calcium oscillations model based on experimental study of hepatocytes proposed by Kummer et al. Our aim is to explore fractional-order chaotic pattern in this oscillation model. Numerical calculation of bifurcation parameters is carried out using modified trapezoidal rule for fractional integral. Fractional-order phase space and time series at fractional order are present. Numerical results are characterizing the dynamical behavior at different fractional order. Chaotic behavior of the model can be analyzed from the bifurcation pattern.

  19. Modeling biodiversity dynamics in countryside landscapes.

    Science.gov (United States)

    Pereira, Henrique M; Daily, Gretchen C

    2006-08-01

    The future of biodiversity hinges to a great extent on the conservation value of countryside, the growing fraction of Earth's surface heavily influenced by human activities. How many species, and which species, can persist in such landscapes (and analogous seascapes) are open questions. Here we explore two complementary theoretical frameworks to address these questions: species-area relationships and demographic models. We use the terrestrial mammal fauna of Central America to illustrate the application of both frameworks. We begin by proposing a multi-habitat species-area relationship, the countryside species-area relationship, to forecast species extinction rates. To apply it, we classify the mammal fauna by affinity to native and human-dominated habitats. We show how considering the conservation value of countryside habitats changes estimates derived from the classic species-area approach We also examine how the z value of the species-area relationship affects extinction estimates. Next, we present a framework for assessing the relative vulnerability of species to extinction in the countryside, based on the Skellam model of population dynamics. This model predicts the minimum area of contiguous native habitat required for persistence of a species, which we use as an indicator of vulnerability to habitat change. To apply the model, we use our habitat affinity classification of mammals and we estimate life-history parameters by species and habitat type. The resulting ranking of vulnerabilities is significantly correlated with the World Conservation Union (IUCN) Red List assessment.

  20. Prediction Models for Dynamic Demand Response

    Energy Technology Data Exchange (ETDEWEB)

    Aman, Saima; Frincu, Marc; Chelmis, Charalampos; Noor, Muhammad; Simmhan, Yogesh; Prasanna, Viktor K.

    2015-11-02

    As Smart Grids move closer to dynamic curtailment programs, Demand Response (DR) events will become necessary not only on fixed time intervals and weekdays predetermined by static policies, but also during changing decision periods and weekends to react to real-time demand signals. Unique challenges arise in this context vis-a-vis demand prediction and curtailment estimation and the transformation of such tasks into an automated, efficient dynamic demand response (D2R) process. While existing work has concentrated on increasing the accuracy of prediction models for DR, there is a lack of studies for prediction models for D2R, which we address in this paper. Our first contribution is the formal definition of D2R, and the description of its challenges and requirements. Our second contribution is a feasibility analysis of very-short-term prediction of electricity consumption for D2R over a diverse, large-scale dataset that includes both small residential customers and large buildings. Our third, and major contribution is a set of insights into the predictability of electricity consumption in the context of D2R. Specifically, we focus on prediction models that can operate at a very small data granularity (here 15-min intervals), for both weekdays and weekends - all conditions that characterize scenarios for D2R. We find that short-term time series and simple averaging models used by Independent Service Operators and utilities achieve superior prediction accuracy. We also observe that workdays are more predictable than weekends and holiday. Also, smaller customers have large variation in consumption and are less predictable than larger buildings. Key implications of our findings are that better models are required for small customers and for non-workdays, both of which are critical for D2R. Also, prediction models require just few days’ worth of data indicating that small amounts of