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Sample records for brownian dynamics model

  1. Brownian dynamics with hydrodynamic interactions

    International Nuclear Information System (INIS)

    Ermak, D.L.; McCammon, J.A.

    1978-01-01

    A method for simulating the Brownian dynamics of N particles with the inclusion of hydrodynamic interactions is described. The particles may also be subject to the usual interparticle or external forces (e.g., electrostatic) which have been included in previous methods for simulating Brownian dynamics of particles in the absence of hydrodynamic interactions. The present method is derived from the Langevin equations for the N particle assembly, and the results are shown to be consistent with the corresponding Fokker--Planck results. Sample calculations on small systems illustrate the importance of including hydrodynamic interactions in Brownian dynamics simulations. The method should be useful for simulation studies of diffusion limited reactions, polymer dynamics, protein folding, particle coagulation, and other phenomena in solution

  2. Structure and dynamics of nonaqueous electrolyte solutions by small angle neutron scattering, brownian dynamics and primitive model theories

    International Nuclear Information System (INIS)

    Kunz, W.; Turq, P.

    1990-01-01

    The study of electrolyte solutions by small angle neutron scattering (static) of quasi-elastic neutron scattering (dynamics) gives new perspectives to the primitive model of electrolytes, for both static and dynamic properties of those systems. Whereas all properties can be interpreted by brownian dynamics, integral equations cannot be used at the present time to get transport coefficients in all cases. As regards the choice of the potentials at the McMillan Mayer level, specific Gurney terms for solvation are not needed for tetraalkylammonium salts. (orig.)

  3. 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

  4. Dynamic properties of polydisperse colloidal particles in the presence of thermal gradient studied by a modified Brownian dynamic model

    Science.gov (United States)

    Song, Dongxing; Jin, Hui; Jing, Dengwei; Wang, Xin

    2018-03-01

    Aggregation and migration of colloidal particles under the thermal gradient widely exists in nature and many industrial processes. In this study, dynamic properties of polydisperse colloidal particles in the presence of thermal gradient were studied by a modified Brownian dynamic model. Other than the traditional forces on colloidal particles, including Brownian force, hydrodynamic force, and electrostatic force from other particles, the electrostatic force from the asymmetric ionic diffusion layer under a thermal gradient has been considered and introduced into the Brownian dynamic model. The aggregation ratio of particles (R A), the balance time (t B) indicating the time threshold when {{R}A} becomes constant, the porosity ({{P}BA} ), fractal dimension (D f) and distributions of concentration (DISC) and aggregation (DISA) for the aggregated particles were discussed based on this model. The aggregated structures formed by polydisperse particles are less dense and the particles therein are loosely bonded. Also it showed a quite large compressibility as the increases of concentration and interparticle potential can significantly increase the fractal dimension. The thermal gradient can induce two competitive factors leading to a two-stage migration of particles. When t{{t}B} , the thermophoresis becomes dominant thus the migrations of particles are against the thermal gradient. The effect of thermophoresis on the aggregate structures was found to be similar to the effect of increasing particle concentration. This study demonstrates how the thermal gradient affects the aggregation of monodisperse and polydisperse particles and can be a guide for the biomimetics and precise control of colloid system under the thermal gradient. Moreover, our model can be easily extended to other more complex colloidal systems considering shear, temperature fluctuation, surfactant, etc.

  5. A dynamic Brownian bridge movement model to estimate utilization distributions for heterogeneous animal movement.

    Science.gov (United States)

    Kranstauber, Bart; Kays, Roland; Lapoint, Scott D; Wikelski, Martin; Safi, Kamran

    2012-07-01

    1. The recently developed Brownian bridge movement model (BBMM) has advantages over traditional methods because it quantifies the utilization distribution of an animal based on its movement path rather than individual points and accounts for temporal autocorrelation and high data volumes. However, the BBMM assumes unrealistic homogeneous movement behaviour across all data. 2. Accurate quantification of the utilization distribution is important for identifying the way animals use the landscape. 3. We improve the BBMM by allowing for changes in behaviour, using likelihood statistics to determine change points along the animal's movement path. 4. This novel extension, outperforms the current BBMM as indicated by simulations and examples of a territorial mammal and a migratory bird. The unique ability of our model to work with tracks that are not sampled regularly is especially important for GPS tags that have frequent failed fixes or dynamic sampling schedules. Moreover, our model extension provides a useful one-dimensional measure of behavioural change along animal tracks. 5. This new method provides a more accurate utilization distribution that better describes the space use of realistic, behaviourally heterogeneous tracks. © 2012 The Authors. Journal of Animal Ecology © 2012 British Ecological Society.

  6. 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.

  7. Using dynamic Brownian bridge movement modelling to measure temporal patterns of habitat selection.

    Science.gov (United States)

    Byrne, Michael E; Clint McCoy, J; Hinton, Joseph W; Chamberlain, Michael J; Collier, Bret A

    2014-09-01

    Accurately describing animal space use is vital to understanding how wildlife use habitat. Improvements in GPS technology continue to facilitate collection of telemetry data at high spatial and temporal resolutions. Application of the recently introduced dynamic Brownian bridge movement model (dBBMM) to such data is promising as the method explicitly incorporates the behavioural heterogeneity of a movement path into the estimated utilization distribution (UD). Utilization distributions defining space use are normally estimated for time-scales ranging from weeks to months, obscuring much of the fine-scale information available from high-volume GPS data sets. By accounting for movement heterogeneity, the dBBMM provides a rigorous, behaviourally based estimate of space use between each set of relocations. Focusing on UDs generated between individual sets of locations allows us to quantify fine-scale circadian variation in habitat use. We used the dBBMM to estimate UDs bounding individual time steps for three terrestrial species with different life histories to illustrate how the method can be used to identify fine-scale variations in habitat use. We also demonstrate how dBBMMs can be used to characterize circadian patterns of habitat selection and link fine-scale patterns of habitat use to behaviour. We observed circadian patterns of habitat use that varied seasonally for a white-tailed deer (Odocoileus virginianus) and coyote (Canis latrans). We found seasonal patterns in selection by the white-tailed deer and were able to link use of conifer forests and agricultural fields to behavioural state of the coyote. Additionally, we were able to quantify the date in which a Rio Grande wild turkey (Meleagris gallopavo intermedia) initiated laying as well as when during the day, she was most likely to visit the nest site to deposit eggs. The ability to quantify circadian patterns of habitat use may have important implications for research and management of wildlife

  8. Biased Brownian dynamics for rate constant calculation.

    OpenAIRE

    Zou, G; Skeel, R D; Subramaniam, S

    2000-01-01

    An enhanced sampling method-biased Brownian dynamics-is developed for the calculation of diffusion-limited biomolecular association reaction rates with high energy or entropy barriers. Biased Brownian dynamics introduces a biasing force in addition to the electrostatic force between the reactants, and it associates a probability weight with each trajectory. A simulation loses weight when movement is along the biasing force and gains weight when movement is against the biasing force. The sampl...

  9. Brownian motion, dynamical randomness and irreversibility

    International Nuclear Information System (INIS)

    Gaspard, Pierre

    2005-01-01

    A relationship giving the entropy production as the difference between a time-reversed entropy per unit time and the standard one is applied to stochastic processes of diffusion of Brownian particles between two reservoirs at different concentrations. The entropy production in the nonequilibrium steady state is interpreted in terms of a time asymmetry in the dynamical randomness between the forward and backward paths of the diffusion process

  10. Brownian dynamics simulations of insulin microspheres formation

    Science.gov (United States)

    Li, Wei; Chakrabarti, Amit; Gunton, James

    2010-03-01

    Recent experiments have indicated a novel, aqueous process of microsphere insulin fabrication based on controlled phase separation of protein from water-soluble polymers. We investigate the insulin microsphere crystal formation from insulin-PEG-water systems via 3D Brownian Dynamics simulations. We use the two component Asakura-Oosawa model to simulate the kinetics of this colloid polymer mixture. We first perform a deep quench below the liquid-crystal boundary that leads to fractal formation. We next heat the system to obtain a break-up of the fractal clusters and subsequently cool the system to obtain a spherical aggregation of droplets with a relatively narrow size distribution. We analyze the structure factor S(q) to identify the cluster dimension. S(q) crosses over from a power law q dependence of 1.8 (in agreement with DLCA) to 4 as q increases, which shows the evolution from fractal to spherical clusters. By studying the bond-order parameters, we find the phase transition from liquid-like droplets to crystals which exhibit local HCP and FCC order. This work is supported by grants from the NSF and Mathers Foundation.

  11. Brownian gas models for extreme-value laws

    International Nuclear Information System (INIS)

    Eliazar, Iddo

    2013-01-01

    In this paper we establish one-dimensional Brownian gas models for the extreme-value laws of Gumbel, Weibull, and Fréchet. A gas model is a countable collection of independent particles governed by common diffusion dynamics. The extreme-value laws are the universal probability distributions governing the affine scaling limits of the maxima and minima of ensembles of independent and identically distributed one-dimensional random variables. Using the recently introduced concept of stationary Poissonian intensities, we construct two gas models whose global statistical structures are stationary, and yield the extreme-value laws: a linear Brownian motion gas model for the Gumbel law, and a geometric Brownian motion gas model for the Weibull and Fréchet laws. The stochastic dynamics of these gas models are studied in detail, and closed-form analytical descriptions of their temporal correlation structures, their topological phase transitions, and their intrinsic first-passage-time fluxes are presented. (paper)

  12. Hydrodynamically Coupled Brownian Dynamics simulations for flow on non-Newtonian fluids

    NARCIS (Netherlands)

    Ahuja, Vishal Raju

    2018-01-01

    This thesis deals with model development for particle-based flow simulations of non-Newtonian fluids such as polymer solutions. A novel computational technique called Hydrodynamically Coupled Brownian Dynamics (HCBD) is presented in this thesis. This technique essentially couples the Brownian motion

  13. Self-induced temperature gradients in Brownian dynamics

    Science.gov (United States)

    Devine, Jack; Jack, M. W.

    2017-12-01

    Brownian systems often surmount energy barriers by absorbing and emitting heat to and from their local environment. Usually, the temperature gradients created by this heat exchange are assumed to dissipate instantaneously. Here we relax this assumption to consider the case where Brownian dynamics on a time-independent potential can lead to self-induced temperature gradients. In the same way that externally imposed temperature gradients can cause directed motion, these self-induced gradients affect the dynamics of the Brownian system. The result is a coupling between the local environment and the Brownian subsystem. We explore the resulting dynamics and thermodynamics of these coupled systems and develop a robust method for numerical simulation. In particular, by focusing on one-dimensional situations, we show that self-induced temperature gradients reduce barrier-crossing rates. We also consider a heat engine and a heat pump based on temperature gradients induced by a Brownian system in a nonequilibrium potential.

  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. 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.

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

    International Nuclear Information System (INIS)

    D'Auvergne, Edward J.; Gooley, Paul R.

    2008-01-01

    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

  17. Brownian dynamics simulations with stiff finitely extensible nonlinear elastic-Fraenkel springs as approximations to rods in bead-rod models.

    Science.gov (United States)

    Hsieh, Chih-Chen; Jain, Semant; Larson, Ronald G

    2006-01-28

    A very stiff finitely extensible nonlinear elastic (FENE)-Fraenkel spring is proposed to replace the rigid rod in the bead-rod model. This allows the adoption of a fast predictor-corrector method so that large time steps can be taken in Brownian dynamics (BD) simulations without over- or understretching the stiff springs. In contrast to the simple bead-rod model, BD simulations with beads and FENE-Fraenkel (FF) springs yield a random-walk configuration at equilibrium. We compare the simulation results of the free-draining bead-FF-spring model with those for the bead-rod model in relaxation, start-up of uniaxial extensional, and simple shear flows, and find that both methods generate nearly identical results. The computational cost per time step for a free-draining BD simulation with the proposed bead-FF-spring model is about twice as high as the traditional bead-rod model with the midpoint algorithm of Liu [J. Chem. Phys. 90, 5826 (1989)]. Nevertheless, computations with the bead-FF-spring model are as efficient as those with the bead-rod model in extensional flow because the former allows larger time steps. Moreover, the Brownian contribution to the stress for the bead-FF-spring model is isotropic and therefore simplifies the calculation of the polymer stresses. In addition, hydrodynamic interaction can more easily be incorporated into the bead-FF-spring model than into the bead-rod model since the metric force arising from the non-Cartesian coordinates used in bead-rod simulations is absent from bead-spring simulations. Finally, with our newly developed bead-FF-spring model, existing computer codes for the bead-spring models can trivially be converted to ones for effective bead-rod simulations merely by replacing the usual FENE or Cohen spring law with a FENE-Fraenkel law, and this convertibility provides a very convenient way to perform multiscale BD simulations.

  18. Browndye: A software package for Brownian dynamics

    Science.gov (United States)

    Huber, Gary A.; McCammon, J. Andrew

    2010-11-01

    A new software package, Browndye, is presented for simulating the diffusional encounter of two large biological molecules. It can be used to estimate second-order rate constants and encounter probabilities, and to explore reaction trajectories. Browndye builds upon previous knowledge and algorithms from software packages such as UHBD, SDA, and Macrodox, while implementing algorithms that scale to larger systems. Program summaryProgram title: Browndye Catalogue identifier: AEGT_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEGT_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: MIT license, included in distribution No. of lines in distributed program, including test data, etc.: 143 618 No. of bytes in distributed program, including test data, etc.: 1 067 861 Distribution format: tar.gz Programming language: C++, OCaml ( http://caml.inria.fr/) Computer: PC, Workstation, Cluster Operating system: Linux Has the code been vectorised or parallelized?: Yes. Runs on multiple processors with shared memory using pthreads RAM: Depends linearly on size of physical system Classification: 3 External routines: uses the output of APBS [1] ( http://www.poissonboltzmann.org/apbs/) as input. APBS must be obtained and installed separately. Expat 2.0.1, CLAPACK, ocaml-expat, Mersenne Twister. These are included in the Browndye distribution. Nature of problem: Exploration and determination of rate constants of bimolecular interactions involving large biological molecules. Solution method: Brownian dynamics with electrostatic, excluded volume, van der Waals, and desolvation forces. Running time: Depends linearly on size of physical system and quadratically on precision of results. The included example executes in a few minutes.

  19. First passage Brownian functional properties of snowmelt dynamics

    Science.gov (United States)

    Dubey, Ashutosh; Bandyopadhyay, Malay

    2018-04-01

    In this paper, we model snow-melt dynamics in terms of a Brownian motion (BM) with purely time dependent drift and difusion and examine its first passage properties by suggesting and examining several Brownian functionals which characterize the lifetime and reactivity of such stochastic processes. We introduce several probability distribution functions (PDFs) associated with such time dependent BMs. For instance, for a BM with initial starting point x0, we derive analytical expressions for : (i) the PDF P(tf|x0) of the first passage time tf which specify the lifetime of such stochastic process, (ii) the PDF P(A|x0) of the area A till the first passage time and it provides us numerous valuable information about the total fresh water availability during melting, (iii) the PDF P(M) associated with the maximum size M of the BM process before the first passage time, and (iv) the joint PDF P(M; tm) of the maximum size M and its occurrence time tm before the first passage time. These P(M) and P(M; tm) are useful in determining the time of maximum fresh water availability and in calculating the total maximum amount of available fresh water. These PDFs are examined for the power law time dependent drift and diffusion which matches quite well with the available data of snowmelt dynamics.

  20. Brownian dynamics of aggregation kinetics of hard spheres with flexibele bounds

    NARCIS (Netherlands)

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

    2001-01-01

    Brownian dynamics (BD) simulations have been performed on the aggregation dynamics of colloidal particles within the context of a ball-and-string model. Particles are treated as hard spheres that can bind irreversibly through a string attached to their surface. The model is set up to mimic some

  1. Large Scale Brownian Dynamics of Confined Suspensions of Rigid Particles

    Science.gov (United States)

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

    2017-11-01

    We introduce new numerical methods for simulating the dynamics of passive and active Brownian colloidal suspensions of particles of arbitrary shape sedimented near a bottom wall. The methods also apply for periodic (bulk) suspensions. Our methods scale linearly in the number of particles, and enable previously unprecedented simulations of tens to hundreds of thousands of particles. We demonstrate the accuracy and efficiency of our methods on a suspension of boomerang-shaped colloids. We also model recent experiments on active dynamics of uniform suspensions of spherical microrollers. This work was supported in part by the National Science Foundation under award DMS-1418706, and by the U.S. Department of Energy under award DE-SC0008271.

  2. Brownian dynamic simulations and experiments of MR fluids

    International Nuclear Information System (INIS)

    Segovia-Gutiérrez, J P; Vicente, J de; Hidalgo, R; Puertas, A M

    2013-01-01

    The use of computational techniques in magnetorheology is not new. I general, these approaches assume dipolar magnetic interactions, hard sphere repulsions, and no-slip conditions. In this contribution we focus on the dynamics of the equilibrium state in the presence of uniaxial DC fields. To achieve this goal we make use of Brownian Dynamic Simulations. We highlight the importance of the Brownian forces versus magnetic dipolar interaction in the range of low magnetic field strengths. We monitor the formation of columnar structures and their dynamics, in competition with the Brownian motion, until a hexatic crystal phase appears at high field strengths for monodisperse systems. The shear viscosity is computed from the Einstein relation and eventually compared with experimental data at very low-shear rates. A reasonably good agreement between both data sets is observed.

  3. Properties of Brownian Image Models in Scale-Space

    DEFF Research Database (Denmark)

    Pedersen, Kim Steenstrup

    2003-01-01

    Brownian images) will be discussed in relation to linear scale-space theory, and it will be shown empirically that the second order statistics of natural images mapped into jet space may, within some scale interval, be modeled by the Brownian image model. This is consistent with the 1/f 2 power spectrum...... law that apparently governs natural images. Furthermore, the distribution of Brownian images mapped into jet space is Gaussian and an analytical expression can be derived for the covariance matrix of Brownian images in jet space. This matrix is also a good approximation of the covariance matrix......In this paper it is argued that the Brownian image model is the least committed, scale invariant, statistical image model which describes the second order statistics of natural images. Various properties of three different types of Gaussian image models (white noise, Brownian and fractional...

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

    KAUST Repository

    Chen, Wan; Erban, Radek; Chapman, S. Jonathan

    2014-01-01

    is illustrated with a two-ion one-well channel. The stationary probability of states is compared with that from both Brownian dynamics simulation and the hierarchical Fokker-Planck equations. The conductivity of the channel is also studied, and the optimal

  5. 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

  6. Critique of the Brownian approximation to the generalized Langevin equation in lattice dynamics

    International Nuclear Information System (INIS)

    Diestler, D.J.; Riley, M.E.

    1985-01-01

    We consider the classical motion of a harmonic lattice in which only those atoms in a certain subset of the lattice (primary zone) may interact with an external force. The formally exact generalized Langevin equation (GLE) for the primary zone is an appropriate description of the dynamics. We examine a previously proposed Brownian, or frictional damping, approximation that reduces the GLE to a set of coupled ordinary Langevin equations for the primary atoms. It is shown that the solution of these equations can contain undamped motion if there is more than one atom in the primary zone. Such motion is explicitly demonstrated for a model that has been used to describe energy transfer in atom--surface collisions. The inability of the standard Brownian approximation to yield an acceptable, physically meaningful result for primary zones comprising more than one atom suggests that the Brownian approximation may introduce other spurious dynamical effects. Further work on damping of correlated motion in lattices is needed

  7. Simple Brownian diffusion an introduction to the standard theoretical models

    CERN Document Server

    Gillespie, Daniel T

    2013-01-01

    Brownian diffusion, the motion of large molecules in a sea of very many much smaller molecules, is topical because it is one of the ways in which biologically important molecules move about inside living cells. This book presents the mathematical physics that underlies the four simplest models of Brownian diffusion.

  8. 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

  9. 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.

  10. 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.

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

    International Nuclear Information System (INIS)

    Schweitzer, F.

    2010-01-01

    We develop a agent-based framework to model the emergence of collective emotions, which is applied to online communities. Agents individual emotions are described by their valence and arousal. Using the concept of Brownian agents, these variables change according to a stochastic dynamics, which also considers the feedback from online communication. Agents generate emotional information, which is stored and distributed in a field modeling the online medium. This field affects the emotional states of agents in a non-linear manner. We derive conditions for the emergence of collective emotions, observable in a bimodal valence distribution. Dependent on a saturated or a super linear feedback between the information field and the agent's arousal, we further identify scenarios where collective emotions only appear once or in a repeated manner. The analytical results are illustrated by agent-based computer simulations. Our framework provides testable hypotheses about the emergence of collective emotions, which can be verified by data from online communities. (author)

  12. Pseudo-random number generation for Brownian Dynamics and Dissipative Particle Dynamics simulations on GPU devices

    International Nuclear Information System (INIS)

    Phillips, Carolyn L.; Anderson, Joshua A.; Glotzer, Sharon C.

    2011-01-01

    Highlights: → Molecular Dynamics codes implemented on GPUs have achieved two-order of magnitude computational accelerations. → Brownian Dynamics and Dissipative Particle Dynamics simulations require a large number of random numbers per time step. → We introduce a method for generating small batches of pseudorandom numbers distributed over many threads of calculations. → With this method, Dissipative Particle Dynamics is implemented on a GPU device without requiring thread-to-thread communication. - Abstract: Brownian Dynamics (BD), also known as Langevin Dynamics, and Dissipative Particle Dynamics (DPD) are implicit solvent methods commonly used in models of soft matter and biomolecular systems. The interaction of the numerous solvent particles with larger particles is coarse-grained as a Langevin thermostat is applied to individual particles or to particle pairs. The Langevin thermostat requires a pseudo-random number generator (PRNG) to generate the stochastic force applied to each particle or pair of neighboring particles during each time step in the integration of Newton's equations of motion. In a Single-Instruction-Multiple-Thread (SIMT) GPU parallel computing environment, small batches of random numbers must be generated over thousands of threads and millions of kernel calls. In this communication we introduce a one-PRNG-per-kernel-call-per-thread scheme, in which a micro-stream of pseudorandom numbers is generated in each thread and kernel call. These high quality, statistically robust micro-streams require no global memory for state storage, are more computationally efficient than other PRNG schemes in memory-bound kernels, and uniquely enable the DPD simulation method without requiring communication between threads.

  13. On modeling animal movements using Brownian motion with measurement error.

    Science.gov (United States)

    Pozdnyakov, Vladimir; Meyer, Thomas; Wang, Yu-Bo; Yan, Jun

    2014-02-01

    Modeling animal movements with Brownian motion (or more generally by a Gaussian process) has a long tradition in ecological studies. The recent Brownian bridge movement model (BBMM), which incorporates measurement errors, has been quickly adopted by ecologists because of its simplicity and tractability. We discuss some nontrivial properties of the discrete-time stochastic process that results from observing a Brownian motion with added normal noise at discrete times. In particular, we demonstrate that the observed sequence of random variables is not Markov. Consequently the expected occupation time between two successively observed locations does not depend on just those two observations; the whole path must be taken into account. Nonetheless, the exact likelihood function of the observed time series remains tractable; it requires only sparse matrix computations. The likelihood-based estimation procedure is described in detail and compared to the BBMM estimation.

  14. 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.

  15. Rapid sampling of stochastic displacements in Brownian dynamics simulations with stresslet constraints

    Science.gov (United States)

    Fiore, Andrew M.; Swan, James W.

    2018-01-01

    Brownian Dynamics simulations are an important tool for modeling the dynamics of soft matter. However, accurate and rapid computations of the hydrodynamic interactions between suspended, microscopic components in a soft material are a significant computational challenge. Here, we present a new method for Brownian dynamics simulations of suspended colloidal scale particles such as colloids, polymers, surfactants, and proteins subject to a particular and important class of hydrodynamic constraints. The total computational cost of the algorithm is practically linear with the number of particles modeled and can be further optimized when the characteristic mass fractal dimension of the suspended particles is known. Specifically, we consider the so-called "stresslet" constraint for which suspended particles resist local deformation. This acts to produce a symmetric force dipole in the fluid and imparts rigidity to the particles. The presented method is an extension of the recently reported positively split formulation for Ewald summation of the Rotne-Prager-Yamakawa mobility tensor to higher order terms in the hydrodynamic scattering series accounting for force dipoles [A. M. Fiore et al., J. Chem. Phys. 146(12), 124116 (2017)]. The hydrodynamic mobility tensor, which is proportional to the covariance of particle Brownian displacements, is constructed as an Ewald sum in a novel way which guarantees that the real-space and wave-space contributions to the sum are independently symmetric and positive-definite for all possible particle configurations. This property of the Ewald sum is leveraged to rapidly sample the Brownian displacements from a superposition of statistically independent processes with the wave-space and real-space contributions as respective covariances. The cost of computing the Brownian displacements in this way is comparable to the cost of computing the deterministic displacements. The addition of a stresslet constraint to the over-damped particle

  16. Non-cooperative Brownian donkeys: A solvable 1D model

    Science.gov (United States)

    Jiménez de Cisneros, B.; Reimann, P.; Parrondo, J. M. R.

    2003-12-01

    A paradigmatic 1D model for Brownian motion in a spatially symmetric, periodic system is tackled analytically. Upon application of an external static force F the system's response is an average current which is positive for F 0 (absolute negative mobility). Under suitable conditions, the system approaches 100% efficiency when working against the external force F.

  17. Brownian motion under dynamic disorder: effects of memory on the decay of the non-Gaussianity parameter

    Science.gov (United States)

    Tyagi, Neha; Cherayil, Binny J.

    2018-03-01

    The increasingly widespread occurrence in complex fluids of particle motion that is both Brownian and non-Gaussian has recently been found to be successfully modeled by a process (frequently referred to as ‘diffusing diffusivity’) in which the white noise that governs Brownian diffusion is itself stochastically modulated by either Ornstein–Uhlenbeck dynamics or by two-state noise. But the model has so far not been able to account for an aspect of non-Gaussian Brownian motion that is also commonly observed: a non-monotonic decay of the parameter that quantifies the extent of deviation from Gaussian behavior. In this paper, we show that the inclusion of memory effects in the model—via a generalized Langevin equation—can rationalise this phenomenon.

  18. Brownian motion model with stochastic parameters for asset prices

    Science.gov (United States)

    Ching, Soo Huei; Hin, Pooi Ah

    2013-09-01

    The Brownian motion model may not be a completely realistic model for asset prices because in real asset prices the drift μ and volatility σ may change over time. Presently we consider a model in which the parameter x = (μ,σ) is such that its value x (t + Δt) at a short time Δt ahead of the present time t depends on the value of the asset price at time t + Δt as well as the present parameter value x(t) and m-1 other parameter values before time t via a conditional distribution. The Malaysian stock prices are used to compare the performance of the Brownian motion model with fixed parameter with that of the model with stochastic parameter.

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

    International Nuclear Information System (INIS)

    Klein, Heinrich C. R.; Schwarz, Ulrich S.

    2014-01-01

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

  20. 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.

  1. Generalized Langevin Theory Of The Brownian Motion And The Dynamics Of Polymers In Solution

    International Nuclear Information System (INIS)

    Tothova, J.; Lisy, V.

    2015-01-01

    The review deals with a generalization of the Rouse and Zimm bead-spring models of the dynamics of flexible polymers in dilute solutions. As distinct from these popular theories, the memory in the polymer motion is taken into account. The memory naturally arises as a consequence of the fluid and bead inertia within the linearized Navier-Stokes hydrodynamics. We begin with a generalization of the classical theory of the Brownian motion, which forms the basis of any theory of the polymer dynamics. The random force driving the Brownian particles is not the white one as in the Langevin theory, but “colored”, i.e., statistically correlated in time, and the friction force on the particles depends on the history of their motion. An efficient method of solving the resulting generalized Langevin equations is presented and applied to the solution of the equations of motion of polymer beads. The memory effects lead to several peculiarities in the time correlation functions used to describe the dynamics of polymer chains. So, the mean square displacement of the polymer coils contains algebraic long-time tails and at short times it is ballistic. It is shown how these features reveal in the experimentally observable quantities, such as the dynamic structure factors of the scattering or the viscosity of polymer solutions. A phenomenological theory is also presented that describes the dependence of these quantities on the polymer concentration in solution. (author)

  2. Molecular dynamics test of the Brownian description of Na+ motion in water

    International Nuclear Information System (INIS)

    Wilson, M.A.; Pohorille, A.; Pratt, L.R.

    1985-01-01

    The autocorrelation function of the velocity of an infinitely dilute Na + ion in aqueous solution, and the autocorrelation function of the force exerted on a stationary Na + under the same conditions are evaluated by molecular dynamics calculations. The results are used to test the accuracy of Brownian motion assumptions which are basic to hydrodynamic models of ion dynamics in solution. The self-diffusion coefficient of the Na + ion predicted by Brownian motion theory is (0.65 +- 0.1) x 10 -5 cm 2 /s. This value is about 60% greater than the one obtained for the proper dynamics of the finite mass ion, (0.4 +- 0.1) x 10 -5 cm 2 /s. The numerically correct velocity autocorrelation function is nonexponential, and the autocorrelation of the force on the stationary ion does not decay faster than the ion velocity autocorrelation function. Motivated by previous hydrodynamic modeling of friction kernels, we examine the approximation in which the memory function for the velocity autocorrelation function is identified with the autocorrelation function of the force on the stationary ion. The overall agreement between this approximation for the velocity autocorrelation function and the numerically correct answer is quite good

  3. Pseudo-random number generation for Brownian Dynamics and Dissipative Particle Dynamics simulations on GPU devices

    Science.gov (United States)

    Phillips, Carolyn L.; Anderson, Joshua A.; Glotzer, Sharon C.

    2011-08-01

    Brownian Dynamics (BD), also known as Langevin Dynamics, and Dissipative Particle Dynamics (DPD) are implicit solvent methods commonly used in models of soft matter and biomolecular systems. The interaction of the numerous solvent particles with larger particles is coarse-grained as a Langevin thermostat is applied to individual particles or to particle pairs. The Langevin thermostat requires a pseudo-random number generator (PRNG) to generate the stochastic force applied to each particle or pair of neighboring particles during each time step in the integration of Newton's equations of motion. In a Single-Instruction-Multiple-Thread (SIMT) GPU parallel computing environment, small batches of random numbers must be generated over thousands of threads and millions of kernel calls. In this communication we introduce a one-PRNG-per-kernel-call-per-thread scheme, in which a micro-stream of pseudorandom numbers is generated in each thread and kernel call. These high quality, statistically robust micro-streams require no global memory for state storage, are more computationally efficient than other PRNG schemes in memory-bound kernels, and uniquely enable the DPD simulation method without requiring communication between threads.

  4. Bivariate Gaussian bridges: directional factorization of diffusion in Brownian bridge models.

    Science.gov (United States)

    Kranstauber, Bart; Safi, Kamran; Bartumeus, Frederic

    2014-01-01

    In recent years high resolution animal tracking data has become the standard in movement ecology. The Brownian Bridge Movement Model (BBMM) is a widely adopted approach to describe animal space use from such high resolution tracks. One of the underlying assumptions of the BBMM is isotropic diffusive motion between consecutive locations, i.e. invariant with respect to the direction. Here we propose to relax this often unrealistic assumption by separating the Brownian motion variance into two directional components, one parallel and one orthogonal to the direction of the motion. Our new model, the Bivariate Gaussian bridge (BGB), tracks movement heterogeneity across time. Using the BGB and identifying directed and non-directed movement within a trajectory resulted in more accurate utilisation distributions compared to dynamic Brownian bridges, especially for trajectories with a non-isotropic diffusion, such as directed movement or Lévy like movements. We evaluated our model with simulated trajectories and observed tracks, demonstrating that the improvement of our model scales with the directional correlation of a correlated random walk. We find that many of the animal trajectories do not adhere to the assumptions of the BBMM. The proposed model improves accuracy when describing the space use both in simulated correlated random walks as well as observed animal tracks. Our novel approach is implemented and available within the "move" package for R.

  5. On the validity of Brownian assumptions in the spin van der Waals model

    International Nuclear Information System (INIS)

    Oh, Suhk Kun

    1985-01-01

    A simple Brownian motion theory of the spin van der Waals model, which can be stationary, Markoffian or Gaussian, is studied. By comparing the Brownian motion theory with an exact theory called the generalized Langevin equation theory, the validity of the Brownian assumptions is tested. Thereby, it is shown explicitly how the Markoffian and Gaussian properties are modified in the spin van der Waals model under the influence of quantum fluctuations and long range ordering. (Author)

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

    OpenAIRE

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

    2013-01-01

    The statistical and dynamical properties of ions in the selectivity filter of the KcsA ion channel are considered on the basis of molecular dynamics (MD) simulations of the KcsA protein embedded in a lipid membrane surrounded by an ionic solution. A new approach to the derivation of a Brownian dynamics (BD) model of ion permeation through the filter is discussed, based on unbiased MD simulations. It is shown that depending on additional assumptions, ion’s dynamics can be described either by u...

  7. Active Brownian motion models and applications to ratchets

    Science.gov (United States)

    Fiasconaro, A.; Ebeling, W.; Gudowska-Nowak, E.

    2008-10-01

    We give an overview over recent studies on the model of Active Brownian Motion (ABM) coupled to reservoirs providing free energy which may be converted into kinetic energy of motion. First, we present an introduction to a general concept of active Brownian particles which are capable to take up energy from the source and transform part of it in order to perform various activities. In the second part of our presentation we consider applications of ABM to ratchet systems with different forms of differentiable potentials. Both analytical and numerical evaluations are discussed for three cases of sinusoidal, staircaselike and Mateos ratchet potentials, also with the additional loads modelled by tilted potential structure. In addition, stochastic character of the kinetics is investigated by considering perturbation by Gaussian white noise which is shown to be responsible for driving the directionality of the asymptotic flux in the ratchet. This stochastically driven directionality effect is visualized as a strong nonmonotonic dependence of the statistics of the right versus left trajectories of motion leading to a net current of particles. Possible applications of the ratchet systems to molecular motors are also briefly discussed.

  8. Brownian dynamics of self-regulated particles with additional degrees of freedom: Symmetry breaking and homochirality

    Science.gov (United States)

    Bhattacharyya, Debankur; Paul, Shibashis; Ghosh, Shyamolina; Ray, Deb Shankar

    2018-04-01

    We consider the Brownian motion of a collection of particles each with an additional degree of freedom. The degree of freedom of a particle (or, in general, a molecule) can assume distinct values corresponding to certain states or conformations. The time evolution of the additional degree of freedom of a particle is guided by those of its neighbors as well as the temperature of the system. We show that the local averaging over these degrees of freedom results in emergence of a collective order in the dynamics in the form of selection or dominance of one of the isomers leading to a symmetry-broken state. Our statistical model captures the basic features of homochirality, e.g., autocatalysis and chiral inhibition.

  9. 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.

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

    International Nuclear Information System (INIS)

    Dubina, Sean Hyun; Wedgewood, Lewis Edward

    2016-01-01

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

  11. 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.

  12. Brownian dynamics and dynamic Monte Carlo simulations of isotropic and liquid crystal phases of anisotropic colloidal particles: a comparative study.

    Science.gov (United States)

    Patti, Alessandro; Cuetos, Alejandro

    2012-07-01

    We report on the diffusion of purely repulsive and freely rotating colloidal rods in the isotropic, nematic, and smectic liquid crystal phases to probe the agreement between Brownian and Monte Carlo dynamics under the most general conditions. By properly rescaling the Monte Carlo time step, being related to any elementary move via the corresponding self-diffusion coefficient, with the acceptance rate of simultaneous trial displacements and rotations, we demonstrate the existence of a unique Monte Carlo time scale that allows for a direct comparison between Monte Carlo and Brownian dynamics simulations. To estimate the validity of our theoretical approach, we compare the mean square displacement of rods, their orientational autocorrelation function, and the self-intermediate scattering function, as obtained from Brownian dynamics and Monte Carlo simulations. The agreement between the results of these two approaches, even under the condition of heterogeneous dynamics generally observed in liquid crystalline phases, is excellent.

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

    Science.gov (United States)

    Fang, Ying; Wu, Rong

    2009-07-01

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

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

    Directory of Open Access Journals (Sweden)

    O. V. Shavykin

    2016-09-01

    Full Text Available The Brownian dynamics method has been used to study the effect of the branching asymmetry on the local orientational mobility of segments and bonds in dendrimers in good solvent. “Coarse-grained” models of flexible dendrimers with different branching symmetry but with the same average segment length were considered. The frequency dependences of the rate of the spin-lattice relaxation nuclear magnetic resonance (NMR [1/T1H(H] for segments or bonds located at different distances from terminal monomers were calculated. After the exclusion of the contribution of the overall dendrimer rotation the position of the maxima of the frequency dependences [1/T1H(ωH] for different segments with the same length doesn’t depend on their location inside a dendrimer both for phantom models and for models with excluded volume interactions. This effect doesn’t depend also on the branching symmetry, but the position of the maximum [1/T1H(ωH] is determined by the segment length. For bonds inside segments the positions of the maximum [1/T1H(ωH] coincide for all models considered. Therefore, the obtained earlier conclusion about the weak influence of the excluded volume interactions on the local dynamics in the flexible symmetric dendrimers can be generalized for dendrimers with an asymmetric branching.

  15. 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.

  16. 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

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

    International Nuclear Information System (INIS)

    McKane, Alan

    2003-01-01

    This is a book about the modelling of complex systems and, unlike many books on this subject, concentrates on the discussion of specific systems and gives practical methods for modelling and simulating them. This is not to say that the author does not devote space to the general philosophy and definition of complex systems and agent-based modelling, but the emphasis is definitely on the development of concrete methods for analysing them. This is, in my view, to be welcomed and I thoroughly recommend the book, especially to those with a theoretical physics background who will be very much at home with the language and techniques which are used. The author has developed a formalism for understanding complex systems which is based on the Langevin approach to the study of Brownian motion. This is a mesoscopic description; details of the interactions between the Brownian particle and the molecules of the surrounding fluid are replaced by a randomly fluctuating force. Thus all microscopic detail is replaced by a coarse-grained description which encapsulates the essence of the interactions at the finer level of description. In a similar way, the influences on Brownian agents in a multi-agent system are replaced by stochastic influences which sum up the effects of these interactions on a finer scale. Unlike Brownian particles, Brownian agents are not structureless particles, but instead have some internal states so that, for instance, they may react to changes in the environment or to the presence of other agents. Most of the book is concerned with developing the idea of Brownian agents using the techniques of statistical physics. This development parallels that for Brownian particles in physics, but the author then goes on to apply the technique to problems in biology, economics and the social sciences. This is a clear and well-written book which is a useful addition to the literature on complex systems. It will be interesting to see if the use of Brownian agents becomes

  18. 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.

  19. 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.

  20. Polymer deformation in Brownian ratchets: theory and molecular dynamics simulations.

    Science.gov (United States)

    Kenward, Martin; Slater, Gary W

    2008-11-01

    We examine polymers in the presence of an applied asymmetric sawtooth (ratchet) potential which is periodically switched on and off, using molecular dynamics (MD) simulations with an explicit Lennard-Jones solvent. We show that the distribution of the center of mass for a polymer in a ratchet is relatively wide for potential well depths U0 on the order of several kBT. The application of the ratchet potential also deforms the polymer chains. With increasing U0 the Flory exponent varies from that for a free three-dimensional (3D) chain, nu=35 (U0=0), to that corresponding to a 2D compressed (pancake-shaped) polymer with a value of nu=34 for moderate U0. This has the added effect of decreasing a polymer's diffusion coefficient from its 3D value D3D to that of a pancaked-shaped polymer moving parallel to its minor axis D2D. The result is that a polymer then has a time-dependent diffusion coefficient D(t) during the ratchet off time. We further show that this suggests a different method to operate a ratchet, where the off time of the ratchet, toff, is defined in terms of the relaxation time of the polymer, tauR. We also derive a modified version of the Bader ratchet model [Bader, Proc. Natl. Acad. Sci. U.S.A. 96, 13165 (1999)] which accounts for this deformation and we present a simple expression to describe the time dependent diffusion coefficient D(t). Using this model we then illustrate that polymer deformation can be used to modulate polymer migration in a ratchet potential.

  1. Effect of molecular topology on the transport properties of dendrimers in dilute solution at Θ temperature: A Brownian dynamics study

    Science.gov (United States)

    Bosko, Jaroslaw T.; Ravi Prakash, J.

    2008-01-01

    Structure and transport properties of dendrimers in dilute solution are studied with the aid of Brownian dynamics simulations. To investigate the effect of molecular topology on the properties, linear chain, star, and dendrimer molecules of comparable molecular weights are studied. A bead-spring chain model with finitely extensible springs and fluctuating hydrodynamic interactions is used to represent polymer molecules under Θ conditions. Structural properties as well as the diffusivity and zero-shear-rate intrinsic viscosity of polymers with varied degrees of branching are analyzed. Results for the free-draining case are compared to and found in very good agreement with the Rouse model predictions. Translational diffusivity is evaluated and the difference between the short-time and long-time behavior due to dynamic correlations is observed. Incorporation of hydrodynamic interactions is found to be sufficient to reproduce the maximum in the intrinsic viscosity versus molecular weight observed experimentally for dendrimers. Results of the nonequilibrium Brownian dynamics simulations of dendrimers and linear chain polymers subjected to a planar shear flow in a wide range of strain rates are also reported. The flow-induced molecular deformation of molecules is found to decrease hydrodynamic interactions and lead to the appearance of shear thickening. Further, branching is found to suppress flow-induced molecular alignment and deformation.

  2. Brownian dynamics simulations of a flexible polymer chain which includes continuous resistance and multibody hydrodynamic interactions

    Science.gov (United States)

    Butler, Jason E.; Shaqfeh, Eric S. G.

    2005-01-01

    Using methods adapted from the simulation of suspension dynamics, we have developed a Brownian dynamics algorithm with multibody hydrodynamic interactions for simulating the dynamics of polymer molecules. The polymer molecule is modeled as a chain composed of a series of inextensible, rigid rods with constraints at each joint to ensure continuity of the chain. The linear and rotational velocities of each segment of the polymer chain are described by the slender-body theory of Batchelor [J. Fluid Mech. 44, 419 (1970)]. To include hydrodynamic interactions between the segments of the chain, the line distribution of forces on each segment is approximated by making a Legendre polynomial expansion of the disturbance velocity on the segment, where the first two terms of the expansion are retained in the calculation. Thus, the resulting linear force distribution is specified by a center of mass force, couple, and stresslet on each segment. This method for calculating the hydrodynamic interactions has been successfully used to simulate the dynamics of noncolloidal suspensions of rigid fibers [O. G. Harlen, R. R. Sundararajakumar, and D. L. Koch, J. Fluid Mech. 388, 355 (1999); J. E. Butler and E. S. G. Shaqfeh, J. Fluid Mech. 468, 204 (2002)]. The longest relaxation time and center of mass diffusivity are among the quantities calculated with the simulation technique. Comparisons are made for different levels of approximation of the hydrodynamic interactions, including multibody interactions, two-body interactions, and the "freely draining" case with no interactions. For the short polymer chains studied in this paper, the results indicate a difference in the apparent scaling of diffusivity with polymer length for the multibody versus two-body level of approximation for the hydrodynamic interactions.

  3. Testing the applicability of Nernst-Planck theory in ion channels: comparisons with Brownian dynamics simulations.

    Directory of Open Access Journals (Sweden)

    Chen Song

    Full Text Available The macroscopic Nernst-Planck (NP theory has often been used for predicting ion channel currents in recent years, but the validity of this theory at the microscopic scale has not been tested. In this study we systematically tested the ability of the NP theory to accurately predict channel currents by combining and comparing the results with those of Brownian dynamics (BD simulations. To thoroughly test the theory in a range of situations, calculations were made in a series of simplified cylindrical channels with radii ranging from 3 to 15 Å, in a more complex 'catenary' channel, and in a realistic model of the mechanosensitive channel MscS. The extensive tests indicate that the NP equation is applicable in narrow ion channels provided that accurate concentrations and potentials can be input as the currents obtained from the combination of BD and NP match well with those obtained directly from BD simulations, although some discrepancies are seen when the ion concentrations are not radially uniform. This finding opens a door to utilising the results of microscopic simulations in continuum theory, something that is likely to be useful in the investigation of a range of biophysical and nano-scale applications and should stimulate further studies in this direction.

  4. Testing the applicability of Nernst-Planck theory in ion channels: comparisons with Brownian dynamics simulations.

    Science.gov (United States)

    Song, Chen; Corry, Ben

    2011-01-01

    The macroscopic Nernst-Planck (NP) theory has often been used for predicting ion channel currents in recent years, but the validity of this theory at the microscopic scale has not been tested. In this study we systematically tested the ability of the NP theory to accurately predict channel currents by combining and comparing the results with those of Brownian dynamics (BD) simulations. To thoroughly test the theory in a range of situations, calculations were made in a series of simplified cylindrical channels with radii ranging from 3 to 15 Å, in a more complex 'catenary' channel, and in a realistic model of the mechanosensitive channel MscS. The extensive tests indicate that the NP equation is applicable in narrow ion channels provided that accurate concentrations and potentials can be input as the currents obtained from the combination of BD and NP match well with those obtained directly from BD simulations, although some discrepancies are seen when the ion concentrations are not radially uniform. This finding opens a door to utilising the results of microscopic simulations in continuum theory, something that is likely to be useful in the investigation of a range of biophysical and nano-scale applications and should stimulate further studies in this direction.

  5. 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.

  6. Characteristics of broadband slow earthquakes explained by a Brownian model

    Science.gov (United States)

    Ide, S.; Takeo, A.

    2017-12-01

    Brownian slow earthquake (BSE) model (Ide, 2008; 2010) is a stochastic model for the temporal change of seismic moment release by slow earthquakes, which can be considered as a broadband phenomena including tectonic tremors, low frequency earthquakes, and very low frequency (VLF) earthquakes in the seismological frequency range, and slow slip events in geodetic range. Although the concept of broadband slow earthquake may not have been widely accepted, most of recent observations are consistent with this concept. Then, we review the characteristics of slow earthquakes and how they are explained by BSE model. In BSE model, the characteristic size of slow earthquake source is represented by a random variable, changed by a Gaussian fluctuation added at every time step. The model also includes a time constant, which divides the model behavior into short- and long-time regimes. In nature, the time constant corresponds to the spatial limit of tremor/SSE zone. In the long-time regime, the seismic moment rate is constant, which explains the moment-duration scaling law (Ide et al., 2007). For a shorter duration, the moment rate increases with size, as often observed for VLF earthquakes (Ide et al., 2008). The ratio between seismic energy and seismic moment is constant, as shown in Japan, Cascadia, and Mexico (Maury et al., 2017). The moment rate spectrum has a section of -1 slope, limited by two frequencies corresponding to the above time constant and the time increment of the stochastic process. Such broadband spectra have been observed for slow earthquakes near the trench axis (Kaneko et al., 2017). This spectrum also explains why we can obtain VLF signals by stacking broadband seismograms relative to tremor occurrence (e.g., Takeo et al., 2010; Ide and Yabe, 2014). The fluctuation in BSE model can be non-Gaussian, as far as the variance is finite, as supported by the central limit theorem. Recent observations suggest that tremors and LFEs are spatially characteristic

  7. 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...

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

    KAUST Repository

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

    2015-01-01

    © 2015 American Chemical Society. Solvent-free polymer-grafted nanoparticle fluids consist of inorganic core particles fluidized by polymers tethered to their surfaces. The attachment of the suspending fluid to the particle surface creates a strong penalty for local variations in the fluid volume surrounding the particles. As a model of such a suspension we perform Brownian dynamics of an equilibrium system consisting of hard spheres which experience a many-particle potential proportional to the variance of the Voronoi volumes surrounding each particle (E = α(Vi-V0)2). The coefficient of proportionality α can be varied such that pure hard sphere dynamics is recovered as α → 0, while an incompressible array of hairy particles is obtained as α →. As α is increased the distribution of Voronoi volumes becomes narrower, the mean coordination number of the particle increases and the variance in the number of nearest neighbors decreases. The nearest neighbor peaks in the pair distribution function are suppressed and shifted to larger radial separations as the constraint acts to maintain relatively uniform interstitial regions. The structure factor of the model suspension satisfies S(k=0) → 0 as α → in accordance with expectation for a single component (particle plus tethered fluid) incompressible system. The tracer diffusivity of the particles is reduced by the volume constraint and goes to zero at φ 0.52, indicating an earlier glass transition than has been observed in hard sphere suspensions. The total pressure of the suspension grows in proportion to (αkBT)1/2 as the strength of the volume-constraint potential grows. This stress arises primarily from the interparticle potential forces, while the hard-sphere collisional contribution to the stress is suppressed by the volume constraint.

  9. 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.

  10. BROMOCEA Code: An Improved Grand Canonical Monte Carlo/Brownian Dynamics Algorithm Including Explicit Atoms.

    Science.gov (United States)

    Solano, Carlos J F; Pothula, Karunakar R; Prajapati, Jigneshkumar D; De Biase, Pablo M; Noskov, Sergei Yu; Kleinekathöfer, Ulrich

    2016-05-10

    All-atom molecular dynamics simulations have a long history of applications studying ion and substrate permeation across biological and artificial pores. While offering unprecedented insights into the underpinning transport processes, MD simulations are limited in time-scales and ability to simulate physiological membrane potentials or asymmetric salt solutions and require substantial computational power. While several approaches to circumvent all of these limitations were developed, Brownian dynamics simulations remain an attractive option to the field. The main limitation, however, is an apparent lack of protein flexibility important for the accurate description of permeation events. In the present contribution, we report an extension of the Brownian dynamics scheme which includes conformational dynamics. To achieve this goal, the dynamics of amino-acid residues was incorporated into the many-body potential of mean force and into the Langevin equations of motion. The developed software solution, called BROMOCEA, was applied to ion transport through OmpC as a test case. Compared to fully atomistic simulations, the results show a clear improvement in the ratio of permeating anions and cations. The present tests strongly indicate that pore flexibility can enhance permeation properties which will become even more important in future applications to substrate translocation.

  11. 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.

  12. 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.

  13. Conserved linear dynamics of single-molecule Brownian motion

    Science.gov (United States)

    Serag, Maged F.; Habuchi, Satoshi

    2017-06-01

    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.

  14. Conserved linear dynamics of single-molecule Brownian motion

    KAUST Repository

    Serag, Maged F.; Habuchi, Satoshi

    2017-01-01

    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.

  15. Presentation of quantum Brownian movement in the collective coordinate method

    International Nuclear Information System (INIS)

    Oksak, A.I.; Sukhanov, A.D.

    2003-01-01

    Two explicitly solved models of quantum randomized processes described by the Langevin equation, i. e. a free quantum Brownian particle and a quantum Brownian harmonic oscillator, are considered. The Hamiltonian (string) realization of the models reveals soliton-like structure of classical solutions. Accordingly, the method of zero mode collective coordinate is an adequate means for describing the models quantum dynamics [ru

  16. 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

  17. Brownian dynamics simulations of an order-disorder transition in sheared sterically stabilized colloidal suspensions

    International Nuclear Information System (INIS)

    Rigos, A.A.; Wilemski, G.

    1992-01-01

    The shear thinning behavior of a sterically stabilized nonaqueous colloidal suspension was investigated using nonequilibrium Brownian dynamics simulations of systems with 108 and 256 particles. At a volume fraction of 0.4, the suspension is thixotropic: it has a reversible shear thinning transition from a disordered state to an ordered, lamellar state with triangularly packed strings of particles. The time scale for the transition is set by the free particle diffusion constant. For the smaller system, the transition occurs gradually with increasing shear rate. For the larger system, the transition is sharp and discontinuous shear thinning is found. 34 refs., 9 figs., 1 tab

  18. Friction between Two Brownian Particles in a Lennard-Jones Solvent: A Molecular Dynamics Simulation Study

    International Nuclear Information System (INIS)

    Lee, Song Hi

    2010-01-01

    We presented a molecular dynamics (MD) simulation study of friction behavior between two very massive Brownian particles (BPs) oriented along the z axis with BP centers at -R 12 /2 and R 12 /2 in a Lennard-Jones solvent as a function of the inter-particle separation, R 12 . In order to fix the BPs in space an MD simulation method with the mass of the BP as 10 90 g/mol was employed in which the total momentum of the system was conserved. The cross friction coefficients of x- and y-components are nearly insensitive to R 12 but that of z-component varies with R 12 in good accord with the simple hydrodynamic approximation. On the other hand, the self-friction coefficients are estimated as a very small difference from the single particle friction coefficients, ξ 0 , at all inter-particle separations which agrees with the simple hydrodynamic approximation. Consequently ξ (-) xx is nearly independent of R 12 and equal to its asymptotic value of twice the single particle friction coefficient, and the other relative friction, ξ (-) zz , is in good agreement with the simple hydrodynamic approximation. Molecular theory of Brownian motion of a single heavy particle in a fluid had received a considerable attention in earlier years. After molecular dynamics (MD) simulation technique was utilized, this subject has been widely studied by a variety of MD simulation methods. The common issues here were about the long time behavior of the force and velocity autocorrelation functions, the system size dependent friction coefficient of a massive Brownian particle, and test of the Stokes-Einstein law

  19. Efficient Brownian Dynamics of rigid colloids in linear flow fields based on the grand mobility matrix

    Science.gov (United States)

    Palanisamy, Duraivelan; den Otter, Wouter K.

    2018-05-01

    We present an efficient general method to simulate in the Stokesian limit the coupled translational and rotational dynamics of arbitrarily shaped colloids subject to external potential forces and torques, linear flow fields, and Brownian motion. The colloid's surface is represented by a collection of spherical primary particles. The hydrodynamic interactions between these particles, here approximated at the Rotne-Prager-Yamakawa level, are evaluated only once to generate the body's (11 × 11) grand mobility matrix. The constancy of this matrix in the body frame, combined with the convenient properties of quaternions in rotational Brownian Dynamics, enables an efficient simulation of the body's motion. Simulations in quiescent fluids yield correct translational and rotational diffusion behaviour and sample Boltzmann's equilibrium distribution. Simulations of ellipsoids and spherical caps under shear, in the absence of thermal fluctuations, yield periodic orbits in excellent agreement with the theories by Jeffery and Dorrepaal. The time-varying stress tensors provide the Einstein coefficient and viscosity of dilute suspensions of these bodies.

  20. Friction tensor for a pair of Brownian particles: Spurious finite-size effects and molecular dynamics estimates

    International Nuclear Information System (INIS)

    Bocquet, L.; Hansen, J.P.; Piasecki, J.

    1997-01-01

    In this work, we show that in any finite system, the binary friction tenser for two Brownian particles cannot be directly estimated from an evaluation of the microscopic Green Kubo formula, involving the time integral of force-force autocorrelation functions. This pitfall is associated with a subtle inversion of the thermodynamic and long-time limits and leads to spurious results for the estimates of the friction matrix based on molecular dynamics simulations. Starting from a careful analysis of the coupled Langevin equations for two interacting Brownian particles, we derive a method to circumvent these effects and extract the binary friction tenser from the correlation function matrix of the instantaneous forces exerted by the bath particles on the fixed Brownian particles, and from the relaxation of the total momentum of the bath in a finite system. The general methodology is applied to the case of two hard or soft Brownian spheres in a bath of light particles. Numerical estimates of the relevant correlation functions and of the resulting self and mutual components of the matrix of friction tensors are obtained by molecular dynamics simulations for various spacings between the Brownian particles

  1. NMR signals within the generalized Langevin model for fractional Brownian motion

    Science.gov (United States)

    Lisý, Vladimír; Tóthová, Jana

    2018-03-01

    The methods of Nuclear Magnetic Resonance belong to the best developed and often used tools for studying random motion of particles in different systems, including soft biological tissues. In the long-time limit the current mathematical description of the experiments allows proper interpretation of measurements of normal and anomalous diffusion. The shorter-time dynamics is however correctly considered only in a few works that do not go beyond the standard memoryless Langevin description of the Brownian motion (BM). In the present work, the attenuation function S (t) for an ensemble of spin-bearing particles in a magnetic-field gradient, expressed in a form applicable for any kind of stationary stochastic dynamics of spins with or without a memory, is calculated in the frame of the model of fractional BM. The solution of the model for particles trapped in a harmonic potential is obtained in an exceedingly simple way and used for the calculation of S (t). In the limit of free particles coupled to a fractal heat bath, the results compare favorably with experiments acquired in human neuronal tissues. The effect of the trap is demonstrated by introducing a simple model for the generalized diffusion coefficient of the particle.

  2. 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.

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

    International Nuclear Information System (INIS)

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

    2010-01-01

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

  4. Ergodicity breaking and ageing of underdamped Brownian dynamics with quenched disorder

    Science.gov (United States)

    Guo, Wei; Li, Yong; Song, Wen-Hua; Du, Lu-Chun

    2018-03-01

    The dynamics of an underdamped Brownian particle moving in one-dimensional quenched disorder under the action of an external force is investigated. Within the tailored parameter regime, the transiently anomalous diffusion and ergodicity breaking, spanning several orders of magnitude in time, have been obtained. The ageing nature of the system weakens as the dissipation of the system increases for other given parameters. Its origin is ascribed to the highly local heterogeneity of the disorder. Two kinds of approximations (in the stationary state), respectively, for large bias and large damping are derived. These results may be helpful in further understanding the nontrivial response of nonlinear dynamics, and also have potential applications to experiments and activities of biological processes.

  5. From Levy to Brownian: a computational model based on biological fluctuation.

    Directory of Open Access Journals (Sweden)

    Surya G Nurzaman

    Full Text Available BACKGROUND: Theoretical studies predict that Lévy walks maximizes the chance of encountering randomly distributed targets with a low density, but Brownian walks is favorable inside a patch of targets with high density. Recently, experimental data reports that some animals indeed show a Lévy and Brownian walk movement patterns when forage for foods in areas with low and high density. This paper presents a simple, Gaussian-noise utilizing computational model that can realize such behavior. METHODOLOGY/PRINCIPAL FINDINGS: We extend Lévy walks model of one of the simplest creature, Escherichia coli, based on biological fluctuation framework. We build a simulation of a simple, generic animal to observe whether Lévy or Brownian walks will be performed properly depends on the target density, and investigate the emergent behavior in a commonly faced patchy environment where the density alternates. CONCLUSIONS/SIGNIFICANCE: Based on the model, animal behavior of choosing Lévy or Brownian walk movement patterns based on the target density is able to be generated, without changing the essence of the stochastic property in Escherichia coli physiological mechanism as explained by related researches. The emergent behavior and its benefits in a patchy environment are also discussed. The model provides a framework for further investigation on the role of internal noise in realizing adaptive and efficient foraging behavior.

  6. From Lévy to Brownian: a computational model based on biological fluctuation.

    Science.gov (United States)

    Nurzaman, Surya G; Matsumoto, Yoshio; Nakamura, Yutaka; Shirai, Kazumichi; Koizumi, Satoshi; Ishiguro, Hiroshi

    2011-02-03

    Theoretical studies predict that Lévy walks maximizes the chance of encountering randomly distributed targets with a low density, but Brownian walks is favorable inside a patch of targets with high density. Recently, experimental data reports that some animals indeed show a Lévy and Brownian walk movement patterns when forage for foods in areas with low and high density. This paper presents a simple, Gaussian-noise utilizing computational model that can realize such behavior. We extend Lévy walks model of one of the simplest creature, Escherichia coli, based on biological fluctuation framework. We build a simulation of a simple, generic animal to observe whether Lévy or Brownian walks will be performed properly depends on the target density, and investigate the emergent behavior in a commonly faced patchy environment where the density alternates. Based on the model, animal behavior of choosing Lévy or Brownian walk movement patterns based on the target density is able to be generated, without changing the essence of the stochastic property in Escherichia coli physiological mechanism as explained by related researches. The emergent behavior and its benefits in a patchy environment are also discussed. The model provides a framework for further investigation on the role of internal noise in realizing adaptive and efficient foraging behavior.

  7. Fractional Langevin Equation Model for Characterization of Anomalous Brownian Motion from NMR Signals

    Science.gov (United States)

    Lisý, Vladimír; Tóthová, Jana

    2018-02-01

    Nuclear magnetic resonance is often used to study random motion of spins in different systems. In the long-time limit the current mathematical description of the experiments allows proper interpretation of measurements of normal and anomalous diffusion. The shorter-time dynamics is however correctly considered only in a few works that do not go beyond the standard Langevin theory of the Brownian motion (BM). In the present work, the attenuation function S (t) for an ensemble of spins in a magnetic-field gradient, expressed in a form applicable for any kind of stationary stochastic dynamics of spins with or without a memory, is calculated in the frame of the model of fractional BM. The solution of the model for particles trapped in a harmonic potential is obtained in a simple way and used for the calculation of S (t). In the limit of free particles coupled to a fractal heat bath, the results compare favorably with experiments acquired in human neuronal tissues.

  8. Interpretation of NMR relaxation properties of Pin1, a two-domain protein, based on Brownian dynamic simulations

    International Nuclear Information System (INIS)

    Bernado, Pau; Fernandes, Miguel X.; Jacobs, Doris M.; Fiebig, Klaus; Garcia de la Torre, Jose; Pons, Miquel

    2004-01-01

    Many important proteins contain multiple domains connected by flexible linkers. Inter-domain motion is suggested to play a key role in many processes involving molecular recognition. Heteronuclear NMR relaxation is sensitive to motions in the relevant time scales and could provide valuable information on the dynamics of multi-domain proteins. However, the standard analysis based on the separation of global tumbling and fast local motions is no longer valid for multi-domain proteins undergoing internal motions involving complete domains and that take place on the same time scale than the overall motion.The complexity of the motions experienced even for the simplest two-domain proteins are difficult to capture with simple extensions of the classical Lipari-Szabo approach. Hydrodynamic effects are expected to dominate the motion of the individual globular domains, as well as that of the complete protein. Using Pin1 as a test case, we have simulated its motion at the microsecond time scale, at a reasonable computational expense, using Brownian Dynamic simulations on simplified models. The resulting trajectories provide insight on the interplay between global and inter-domain motion and can be analyzed using the recently published method of isotropic Reorientational Mode Dynamics which offer a way of calculating their contribution to heteronuclear relaxation rates. The analysis of trajectories computed with Pin1 models of different flexibility provides a general framework to understand the dynamics of multi-domain proteins and explains some of the observed features in the relaxation rate profile of free Pin1

  9. Interpretation of NMR relaxation properties of Pin1, a two-domain protein, based on Brownian dynamic simulations

    Energy Technology Data Exchange (ETDEWEB)

    Bernado, Pau [Institut de Biologie Structurale, Jean Pierre Ebel (France); Fernandes, Miguel X. [Universidad de Murcia, Departamento de Quimica Fisica, Facultad de Quimica (Spain); Jacobs, Doris M. [Johann Wolfgang Goethe-Universitaet Frankfurt, Institut fuer Organische Chemie und Chemische Biologie (Germany); Fiebig, Klaus [Affinium Pharmaceuticals (Canada); Garcia de la Torre, Jose [Universidad de Murcia, Departamento de Quimica Fisica, Facultad de Quimica (Spain); Pons, Miquel [Laboratori de RMN de Biomolecules, Parc Cientific de Barcelona (Spain)], E-mail: mpons@ub.edu

    2004-05-15

    Many important proteins contain multiple domains connected by flexible linkers. Inter-domain motion is suggested to play a key role in many processes involving molecular recognition. Heteronuclear NMR relaxation is sensitive to motions in the relevant time scales and could provide valuable information on the dynamics of multi-domain proteins. However, the standard analysis based on the separation of global tumbling and fast local motions is no longer valid for multi-domain proteins undergoing internal motions involving complete domains and that take place on the same time scale than the overall motion.The complexity of the motions experienced even for the simplest two-domain proteins are difficult to capture with simple extensions of the classical Lipari-Szabo approach. Hydrodynamic effects are expected to dominate the motion of the individual globular domains, as well as that of the complete protein. Using Pin1 as a test case, we have simulated its motion at the microsecond time scale, at a reasonable computational expense, using Brownian Dynamic simulations on simplified models. The resulting trajectories provide insight on the interplay between global and inter-domain motion and can be analyzed using the recently published method of isotropic Reorientational Mode Dynamics which offer a way of calculating their contribution to heteronuclear relaxation rates. The analysis of trajectories computed with Pin1 models of different flexibility provides a general framework to understand the dynamics of multi-domain proteins and explains some of the observed features in the relaxation rate profile of free Pin1.

  10. 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.

  11. Dynamics of a Brownian particle in a plasma in the long-time limit

    International Nuclear Information System (INIS)

    Dickman, R.; Varley, R.L.

    1981-01-01

    The velocity autocorrelation function (VAF) of a Brownian particle in a plasma is calculated in the long-time limit. The Brownian particle VAF exhibits the same qualitative behavior as the electron VAF in a one-component plasma: oscillations at the plasma frequency and decay approx. t -3 sup(/) 2 . (orig.)

  12. DNA breathing dynamics: analytic results for distribution functions of relevant Brownian functionals.

    Science.gov (United States)

    Bandyopadhyay, Malay; Gupta, Shamik; Segal, Dvira

    2011-03-01

    We investigate DNA breathing dynamics by suggesting and examining several Brownian functionals associated with bubble lifetime and reactivity. Bubble dynamics is described as an overdamped random walk in the number of broken base pairs. The walk takes place on the Poland-Scheraga free-energy landscape. We suggest several probability distribution functions that characterize the breathing process, and adopt the recently studied backward Fokker-Planck method and the path decomposition method as elegant and flexible tools for deriving these distributions. In particular, for a bubble of an initial size x₀, we derive analytical expressions for (i) the distribution P(t{f}|x₀) of the first-passage time t{f}, characterizing the bubble lifetime, (ii) the distribution P(A|x₀) of the area A until the first-passage time, providing information about the effective reactivity of the bubble to processes within the DNA, (iii) the distribution P(M) of the maximum bubble size M attained before the first-passage time, and (iv) the joint probability distribution P(M,t{m}) of the maximum bubble size M and the time t{m} of its occurrence before the first-passage time. These distributions are analyzed in the limit of small and large bubble sizes. We supplement our analytical predictions with direct numericalsimulations of the related Langevin equation, and obtain a very good agreement in the appropriate limits. The nontrivial scaling behavior of the various quantities analyzed here can, in principle, be explored experimentally.

  13. Brownian dynamics simulations of sequence-dependent duplex denaturation in dynamically superhelical DNA

    Science.gov (United States)

    Mielke, Steven P.; Grønbech-Jensen, Niels; Krishnan, V. V.; Fink, William H.; Benham, Craig J.

    2005-09-01

    The topological state of DNA in vivo is dynamically regulated by a number of processes that involve interactions with bound proteins. In one such process, the tracking of RNA polymerase along the double helix during transcription, restriction of rotational motion of the polymerase and associated structures, generates waves of overtwist downstream and undertwist upstream from the site of transcription. The resulting superhelical stress is often sufficient to drive double-stranded DNA into a denatured state at locations such as promoters and origins of replication, where sequence-specific duplex opening is a prerequisite for biological function. In this way, transcription and other events that actively supercoil the DNA provide a mechanism for dynamically coupling genetic activity with regulatory and other cellular processes. Although computer modeling has provided insight into the equilibrium dynamics of DNA supercoiling, to date no model has appeared for simulating sequence-dependent DNA strand separation under the nonequilibrium conditions imposed by the dynamic introduction of torsional stress. Here, we introduce such a model and present results from an initial set of computer simulations in which the sequences of dynamically superhelical, 147 base pair DNA circles were systematically altered in order to probe the accuracy with which the model can predict location, extent, and time of stress-induced duplex denaturation. The results agree both with well-tested statistical mechanical calculations and with available experimental information. Additionally, we find that sites susceptible to denaturation show a propensity for localizing to supercoil apices, suggesting that base sequence determines locations of strand separation not only through the energetics of interstrand interactions, but also by influencing the geometry of supercoiling.

  14. [Application of Brownian dynamics to the description of transmembrane ion flow as exemplified by the chloride channel of glycine receptor].

    Science.gov (United States)

    Boronovskiĭ, S E; Nartsissov, Ia R

    2009-01-01

    Using the Brownian dynamics of the movement of hydrated ion in a viscous water solution, a mathematical model has been built, which describes the transport of charged particles through a single protein pore in a lipid membrane. The dependences of transmembrane ion currents on ion concentrations in solution have been obtained. It was shown that, if the geometry of a membrane pore is identical to that of the inner part of the glycine receptor channel and there is no ion selectivity, then the values of both chloride and sodium currents are not greater than 0.5 pA at the physiological concentrations of these ions. If local charge heterogeneity caused by charged amino acid residues of transmembrane protein segments is included into the model calculations, the chloride current increases to about 3.7 pA, which exceeds more than seven times the value for sodium ions under the conditions of the complex channel geometry in the range of physiological concentrations of ions in the solution. The model takes changes in the density of charge distribution both inside the channel and near the protein surface into account. The alteration of pore geometry can be also considered as a parameter at the researcher's option. Thus, the model appears as an effective tool for the description of transmembrane currents for other types of membrane channels.

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

    International Nuclear Information System (INIS)

    Hu, B.L.; Matacz, A.

    1994-01-01

    The quantum Brownian motion paradigm provides a unified framework where one can see the interconnection of some basic quantum statistical processes such as decoherence, dissipation, particle creation, noise, and fluctuation. The present paper continues the investigation begun in earlier papers on the quantum Brownian motion in a general environment via the influence functional formalism. Here, the Brownian particle is coupled linearly to a bath of the most general time-dependent quadratic oscillators. This bath of parametric oscillators minics a scalar field, while the motion of the Brownian particle modeled by a single oscillator could be used to depict the behavior of a particle detector, a quantum field mode, or the scale factor of the Universe. An important result of this paper is the derivation of the influence functional encompassing the noise and dissipation kernels in terms of the Bogolubov coefficients, thus setting the stage for the influence functional formalism treatment of problems in quantum field theory in curved spacetime. This method enables one to trace the source of statistical processes such as decoherence and dissipation to vacuum fluctuations and particle creation, and in turn impart a statistical mechanical interpretation of quantum field processes. With this result we discuss the statistical mechanical origin of quantum noise and thermal radiance from black holes and from uniformly accelerated observers in Minkowski space as well as from the de Sitter universe discovered by Hawking, Unruh, and Gibbons and Hawking. We also derive the exact evolution operator and master equation for the reduced density matrix of the system interacting with a parametric oscillator bath in an initial squeezed thermal state. These results are useful for decoherence and back reaction studies for systems and processes of interest in semiclassical cosmology and gravity. Our model and results are also expected to be useful for related problems in quantum optics

  16. 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.

  17. 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.

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

    Science.gov (United States)

    Hoda, Nazish; Kumar, Satish

    2007-12-01

    The adsorption of single polyelectrolyte molecules in shear flow is studied using Brownian dynamics simulations with hydrodynamic interaction (HI). Simulations are performed with bead-rod and bead-spring chains, and electrostatic interactions are incorporated through a screened Coulombic potential with excluded volume accounted for by the repulsive part of a Lennard-Jones potential. A correction to the Rotne-Prager-Yamakawa tensor is derived that accounts for the presence of a planar wall. The simulations show that migration away from an uncharged wall, which is due to bead-wall HI, is enhanced by increases in the strength of flow and intrachain electrostatic repulsion, consistent with kinetic theory predictions. When the wall and polyelectrolyte are oppositely charged, chain behavior depends on the strength of electrostatic screening. For strong screening, chains get depleted from a region close to the wall and the thickness of this depletion layer scales as N1/3Wi2/3 at high Wi, where N is the chain length and Wi is the Weissenberg number. At intermediate screening, bead-wall electrostatic attraction competes with bead-wall HI, and it is found that there is a critical Weissenberg number for desorption which scales as N-1/2κ-3(lB∣σq∣)3/2, where κ is the inverse screening length, lB is the Bjerrum length, σ is the surface charge density, and q is the bead charge. When the screening is weak, adsorbed chains are observed to align in the vorticity direction at low shear rates due to the effects of repulsive intramolecular interactions. At higher shear rates, the chains align in the flow direction. The simulation method and results of this work are expected to be useful for a number of applications in biophysics and materials science in which polyelectrolyte adsorption plays a key role.

  19. Brownian entanglement

    International Nuclear Information System (INIS)

    Allahverdyan, A.E.; Khrennikov, A.; Nieuwenhuizen, Th.M.

    2005-01-01

    For two classical Brownian particles an analog of continuous-variable quantum entanglement is presented: The common probability distribution of the two coordinates and the corresponding coarse-grained velocities cannot always be prepared via mixing of any factorized distributions referring to the two particles separately. This is possible for particles which have interacted in the past, but do not interact at present. Three factors are crucial for the effect: (1) separation of time scales of coordinate and momentum which motivates the definition of coarse-grained velocities; (2) the resulting uncertainty relations between the coordinate of the Brownian particle and the change of its coarse-grained velocity; (3) the fact that the coarse-grained velocity, though pertaining to a single Brownian particle, is defined on a common context of two particles. The Brownian entanglement is a consequence of a coarse-grained description and disappears for a finer resolution of the Brownian motion. Analogies with the quantum situation are discussed, as well as possibilities of experimental realization of the effect in examples of macroscopic Brownian motion

  20. 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.

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

    International Nuclear Information System (INIS)

    Yannouleas, C.

    1984-05-01

    From the purely quantal RPA description of the damped harmonic oscillator and of the corresponding Brownian Motion within the full space (phonon subspace plus reservoir), a master equation (as well as a Fokker-Planck equation) for the reduced density matrix (for the reduced Wigner function, respectively) within the phonon subspace is extracted. The RPA master equation agrees with the master equation derived by the time-dependent perturbative approaches which utilize Tamm-Dancoff Hilbert spaces and invoke the rotating wave approximation. Since the RPA yields a full, as well as a contracted description, it can account for both the kinetic and the unperturbed oscillator momenta. The RPA description of the quantal Brownian Motion contrasts with the descriptions provided by the time perturbative approaches whether they invoke or not the rotating wave approximation. The RPA description also contrasts with the phenomenological phase space quantization. (orig.)

  2. Molecular dynamics and brownian dynamics investigation of ion permeation and anesthetic halothane effects on a proton-gated ion channel.

    Science.gov (United States)

    Cheng, Mary Hongying; Coalson, Rob D; Tang, Pei

    2010-11-24

    Bacterial Gloeobacter violaceus pentameric ligand-gated ion channel (GLIC) is activated to cation permeation upon lowering the solution pH. Its function can be modulated by anesthetic halothane. In the present work, we integrate molecular dynamics (MD) and Brownian dynamics (BD) simulations to elucidate the ion conduction, charge selectivity, and halothane modulation mechanisms in GLIC, based on recently resolved X-ray crystal structures of the open-channel GLIC. MD calculations of the potential of mean force (PMF) for a Na(+) revealed two energy barriers in the extracellular domain (R109 and K38) and at the hydrophobic gate of transmembrane domain (I233), respectively. An energy well for Na(+) was near the intracellular entrance: the depth of this energy well was modulated strongly by the protonation state of E222. The energy barrier for Cl(-) was found to be 3-4 times higher than that for Na(+). Ion permeation characteristics were determined through BD simulations using a hybrid MD/continuum electrostatics approach to evaluate the energy profiles governing the ion movement. The resultant channel conductance and a near-zero permeability ratio (P(Cl)/P(Na)) were comparable to experimental data. On the basis of these calculations, we suggest that a ring of five E222 residues may act as an electrostatic gate. In addition, the hydrophobic gate region may play a role in charge selectivity due to a higher dehydration energy barrier for Cl(-) ions. The effect of halothane on the Na(+) PMF was also evaluated. Halothane was found to perturb salt bridges in GLIC that may be crucial for channel gating and open-channel stability, but had no significant impact on the single ion PMF profiles.

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

    Science.gov (United States)

    Ilday, Serim; Akguc, Gursoy B.; Tokel, Onur; Makey, Ghaith; Yavuz, Ozgun; Yavuz, Koray; Pavlov, Ihor; Ilday, F. Omer; Gulseren, Oguz

    We report a new dynamical self-assembly mechanism, where judicious use of convective and strong Brownian forces enables effective patterning of colloidal nanoparticles that are almost two orders of magnitude smaller than the laser beam. Optical trapping or tweezing effects are not involved, but the laser is used to create steep thermal gradients through multi-photon absorption, and thereby guide the colloids through convective forces. Convective forces can be thought as a positive feedback mechanism that helps to form and reinforce pattern, while Brownian motion act as a competing negative feedback mechanism to limit the growth of the pattern, as well as to increase the possibilities of bifurcation into different patterns, analogous to the competition observed in reaction-diffusion systems. By steering stochastic processes through these forces, we are able to gain control over the emergent pattern such as to form-deform-reform of a pattern, to change its shape and transport it spatially within seconds. This enables us to dynamically initiate and control large patterns comprised of hundreds of colloids. Further, by not relying on any specific chemical, optical or magnetic interaction, this new method is, in principle, completely independent of the material type being assembled.

  4. A hydrodynamic formalism for Brownian systems

    International Nuclear Information System (INIS)

    Pina, E.; Rosales, M.A.

    1981-01-01

    A formal hydrodynamic approach to Brownian motion is presented and the corresponding equations are derived. Hydrodynamic quantities are expressed in terms of the physical variables characterizing the Brownian systems. Contact is made with the hydrodynamic model of Quantum Mechanics. (author)

  5. 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.

  6. Brownian motion in short range random potentials

    International Nuclear Information System (INIS)

    Romero, A.H.; Romero, A.H.; Sancho, J.M.

    1998-01-01

    A numerical study of Brownian motion of noninteracting particles in random potentials is presented. The dynamics are modeled by Langevin equations in the high friction limit. The random potentials are Gaussian distributed and short ranged. The simulations are performed in one and two dimensions. Different dynamical regimes are found and explained. Effective subdiffusive exponents are obtained and commented on. copyright 1998 The American Physical Society

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

    NARCIS (Netherlands)

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

    2015-01-01

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

  8. Dynamical mean-field theory and weakly non-linear analysis for the phase separation of active Brownian particles

    Energy Technology Data Exchange (ETDEWEB)

    Speck, Thomas [Institut für Physik, Johannes Gutenberg-Universität Mainz, Staudingerweg 7-9, 55128 Mainz (Germany); Menzel, Andreas M.; Bialké, Julian; Löwen, Hartmut [Institut für Theoretische Physik II, Heinrich-Heine-Universität, D-40225 Düsseldorf (Germany)

    2015-06-14

    Recently, we have derived an effective Cahn-Hilliard equation for the phase separation dynamics of active Brownian particles by performing a weakly non-linear analysis of the effective hydrodynamic equations for density and polarization [Speck et al., Phys. Rev. Lett. 112, 218304 (2014)]. Here, we develop and explore this strategy in more detail and show explicitly how to get to such a large-scale, mean-field description starting from the microscopic dynamics. The effective free energy emerging from this approach has the form of a conventional Ginzburg-Landau function. On the coarsest scale, our results thus agree with the mapping of active phase separation onto that of passive fluids with attractive interactions through a global effective free energy (motility-induced phase transition). Particular attention is paid to the square-gradient term necessary for the phase separation kinetics. We finally discuss results from numerical simulations corroborating the analytical results.

  9. Dynamical stability of the one-dimensional rigid Brownian rotator: the role of the rotator’s spatial size and shape

    Science.gov (United States)

    Jeknić-Dugić, Jasmina; Petrović, Igor; Arsenijević, Momir; Dugić, Miroljub

    2018-05-01

    We investigate dynamical stability of a single propeller-like shaped molecular cogwheel modelled as the fixed-axis rigid rotator. In the realistic situations, rotation of the finite-size cogwheel is subject to the environmentally-induced Brownian-motion effect that we describe by utilizing the quantum Caldeira-Leggett master equation. Assuming the initially narrow (classical-like) standard deviations for the angle and the angular momentum of the rotator, we investigate the dynamics of the first and second moments depending on the size, i.e. on the number of blades of both the free rotator as well as of the rotator in the external harmonic field. The larger the standard deviations, the less stable (i.e. less predictable) rotation. We detect the absence of the simple and straightforward rules for utilizing the rotator’s stability. Instead, a number of the size-related criteria appear whose combinations may provide the optimal rules for the rotator dynamical stability and possibly control. In the realistic situations, the quantum-mechanical corrections, albeit individually small, may effectively prove non-negligible, and also revealing subtlety of the transition from the quantum to the classical dynamics of the rotator. As to the latter, we detect a strong size-dependence of the transition to the classical dynamics beyond the quantum decoherence process.

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

    Science.gov (United States)

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

    2016-06-01

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

  11. Stochastic interest model driven by compound Poisson process andBrownian motion with applications in life contingencies

    Directory of Open Access Journals (Sweden)

    Shilong Li

    2018-03-01

    Full Text Available In this paper, we introduce a class of stochastic interest model driven by a compoundPoisson process and a Brownian motion, in which the jumping times of force of interest obeyscompound Poisson process and the continuous tiny fluctuations are described by Brownian motion, andthe adjustment in each jump of interest force is assumed to be random. Based on the proposed interestmodel, we discuss the expected discounted function, the validity of the model and actuarial presentvalues of life annuities and life insurances under different parameters and distribution settings. Ournumerical results show actuarial values could be sensitive to the parameters and distribution settings,which shows the importance of introducing this kind interest model.

  12. The effect of various conductivity and viscosity models considering Brownian motion on nanofluids mixed convection flow and heat transfer

    Directory of Open Access Journals (Sweden)

    H. R. Ehteram

    2016-01-01

    Full Text Available In this paper the effect of using various models for conductivity and viscosity considering Brownian motion of nanoparticles is investigated. This study is numerically conducted inside a cavity full of Water-Al2O3 nanofluid at the case of mixed convection heat transfer. The effect of some parameters such as the nanoparticle volume fraction, Rayleigh, Richardson and Reynolds numbers has been examined. The governing equations with specified boundary conditions has been solved using finite volume method. A computer code has been prepared for this purpose. The results are presented in form of stream functions, isotherms, Nusselt number and the flow power with and without the Brownian motion taken into consideration. The results show that for all the applied models the stream functions and isotherm have approximately same patterns and no considerable difference has been observed. In all the studied models when considering the Brownian motion, the average Nusselt number is higher than not taking this effect into account. The models of Koo-Kleinstreuer and Li-Kleinstreuer give almost same values for the maximum stream function and average Nusselt number. It is also true about the models of Vajjha-Das and Xiao et al.

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

    International Nuclear Information System (INIS)

    Lim, S C; Teo, L P

    2009-01-01

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

  14. Dynamic tracking of a nano-particle in fluids under Brownian motions

    International Nuclear Information System (INIS)

    Wu, X C; Zhang, W J; Sammynaiken, R

    2008-01-01

    Most previous studies on H 2 S were devoted to its toxic effects. However, recently there have been increasing evidences which show that endogenously generated H 2 S in specific mammalian tissues has certain significant positive physiological effects such as a neuromodulator and vasorelaxant in a membrane receptor-independent manner. In order to know the functions of endogenous H 2 S, low concentration and high accuracy measurement of H 2 S is a must. Furthermore, this measurement is desired to be real-time and non-invasive. It is reported that low concentration and nano quantity of H 2 S can be detected in water solutions and sera using carbon nanotubes with the fluorescence by confocal laser scanning microscopy. However, because of the Brownian motion of the small particle (carbon nanotube), a control system must be developed to track the movement of the particle in fluids. In this paper, we present a study to track a carbon nanotube which absorbs H 2 S in water or serum using a Raman microscope or confocal laser scanning microscope. In particular, we developed a novel control system for this task. Simulation has shown that our system works very well.

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

    International Nuclear Information System (INIS)

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

    2015-01-01

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

  16. 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

  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. One-dimensional Brownian motion of charged nanoparticles along microtubules: a model system for weak binding interactions.

    Science.gov (United States)

    Minoura, Itsushi; Katayama, Eisaku; Sekimoto, Ken; Muto, Etsuko

    2010-04-21

    Various proteins are known to exhibit one-dimensional Brownian motion along charged rodlike polymers, such as microtubules (MTs), actin, and DNA. The electrostatic interaction between the proteins and the rodlike polymers appears to be crucial for one-dimensional Brownian motion, although the underlying mechanism has not been fully clarified. We examined the interactions of positively-charged nanoparticles composed of polyacrylamide gels with MTs. These hydrophilic nanoparticles bound to MTs and displayed one-dimensional Brownian motion in a charge-dependent manner, which indicates that nonspecific electrostatic interaction is sufficient for one-dimensional Brownian motion. The diffusion coefficient decreased exponentially with an increasing particle charge (with the exponent being 0.10 kBT per charge), whereas the duration of the interaction increased exponentially (exponent of 0.22 kBT per charge). These results can be explained semiquantitatively if one assumes that a particle repeats a cycle of binding to and movement along an MT until it finally dissociates from the MT. During the movement, a particle is still electrostatically constrained in the potential valley surrounding the MT. This entire process can be described by a three-state model analogous to the Michaelis-Menten scheme, in which the two parameters of the equilibrium constant between binding and movement, and the rate of dissociation from the MT, are derived as a function of the particle charge density. This study highlights the possibility that the weak binding interactions between proteins and rodlike polymers, e.g., MTs, are mediated by a similar, nonspecific charge-dependent mechanism. Copyright 2010 Biophysical Society. Published by Elsevier Inc. All rights reserved.

  19. On the Generalized Brownian Motion and its Applications in Finance

    DEFF Research Database (Denmark)

    Høg, Esben; Frederiksen, Per; Schiemert, Daniel

    This paper deals with dynamic term structure models (DTSMs) and proposes a new way to handle the limitation of the classical affine models. In particular, the paper expands the exibility of the DTSMs by applying generalized Brownian motions with dependent increments as the governing force...... of the state variables instead of standard Brownian motions. This is a new direction in pricing non defaultable bonds. By extending the theory developed by Dippon & Schiemert (2006a), the paper developes a bond market with memory, and proves the absence of arbitrage. The framework is readily extendable...

  20. Brownian dynamics simulation of a polymer chain in a solid-state nanopore attached to a molecular stop

    Science.gov (United States)

    Wells, Craig; Hulings, Zachery; Melnikov, Dmitriy; Gracheva, Maria

    We study a nanopore inside a silicon dioxide membrane submerged in a KCl solution with a negatively charged polymer chain of varying lengths whose movement is described using Brownian dynamics. The polymer is attached to a molecule with a radius larger than that of the nanopore's which acts as a molecular stop, allowing the chain to thread the nanopore but preventing it from translocating. We found that the polymer chain's variation of movement along the nanopore decreased when increasing applied biases and chain lengths for portions of the chain closest to the molecular stop. The chain displacement within the pore is also compared to a freely translocating polymer where preliminary results show the free polymer having a greater variation in the radial direction. Overall, our preliminary results indicate that the radial direction of the polymer chain is dominated by the confinement in the narrow nanopore with restrictions imposed by the molecular stop and bias playing a lesser role. Understanding the interaction behavior of the polymer chain-stop molecule may lead to methods that decrease movement variation, facilitating an improvement on characterizing and identification of molecules. NSF DMR and CBET Grant No. 1352218.

  1. Conduction properties of KcsA measured using brownian dynamics with flexible carbonyl groups in the selectivity filter.

    Science.gov (United States)

    Chung, Shin-Ho; Corry, Ben

    2007-07-01

    In the narrow segment of an ion conducting pathway, it is likely that a permeating ion influences the positions of the nearby atoms that carry partial or full electronic charges. Here we introduce a method of incorporating the motion of charged atoms lining the pore into Brownian dynamics simulations of ion conduction. The movements of the carbonyl groups in the selectivity filter of the KcsA channel are calculated explicitly, allowing their bond lengths, bond angles, and dihedral angels to change in response to the forces acting upon them. By systematically changing the coefficients of bond stretching and of angle bending, the carbon and oxygen atoms can be made to fluctuate from their fixed positions by varying mean distances. We show that incorporating carbonyl motion in this way does not alter the mechanism of ion conduction and only has a small influence on the computed current. The slope conductance of the channel increases by approximately 25% when the root mean-square fluctuations of the carbonyl groups are increased from 0.01 to 0.61 A. The energy profiles and the number of resident ions in the channel remain unchanged. The method we utilized here can be extended to allow the movement of glutamate or aspartate side chains lining the selectivity filters of other ionic channels.

  2. On the Brownian motion of a massive sphere suspended in a hard-sphere fluid. II. Molecular dynamics estimates of the friction coefficient

    International Nuclear Information System (INIS)

    Bocquet, L.; Hansen, J.P.; Piasecki, J.

    1994-01-01

    The friction coefficient γ exerted by a hard-sphere fluid on an infinitely massive Brownian sphere is calculated for several size ratios Σ/σ where Σ and σ are the diameters of the Brownian and fluid spheres, respectively. The exact microscopic expression derived in part I of this work from kinetic theory is transformed and shown to be proportional to the time integral of the autocorrelation function of the momentum transferred from the fluid to the Brownian sphere during instantaneous collisions. Three different methods are described to extract the friction coefficient from molecular dynamics simulations carried out on finite systems. The three independent methods lead to estimates of γ which agree within statistical errors (typically 5%). The results are compared to the predictions of Enskog theory and of the hydrodynamic Stokes law. The former breaks down as the size ratio and/or the packing fraction of the fluid increase. Somewhat surprisingly, Stokes' law is found to hold with stick boundary conditions, in the range 1 ≤ Σ/σ ≤ 4.5 explored in the present simulations, with a hydrodynamic diameter d=Σ. The analysis of the molecular dynamics data on the basis of Stokes' law with slip boundary conditions is less conclusive, although the right trend is found as Σ/σ increases

  3. A mathematical model of single target site location by Brownian movement in subcellular compartments.

    Science.gov (United States)

    Kuthan, Hartmut

    2003-03-07

    The location of distinct sites is mandatory for many cellular processes. In the subcompartments of the cell nucleus, only very small numbers of diffusing macromolecules and specific target sites of some types may be present. In this case, we are faced with the Brownian movement of individual macromolecules and their "random search" for single/few specific target sites, rather than bulk-averaged diffusion and multiple sites. In this article, I consider the location of a distant central target site, e.g. a globular protein, by individual macromolecules executing unbiased (i.e. drift-free) random walks in a spherical compartment. For this walk-and-capture model, the closed-form analytic solution of the first passage time probability density function (p.d.f.) has been obtained as well as the first and second moment. In the limit of a large ratio of the radii of the spherical diffusion space and central target, well-known relations for the variance and the first two moments for the exponential p.d.f. were found to hold with high accuracy. These calculations reinforce earlier numerical results and Monte Carlo simulations. A major implication derivable from the model is that non-directed random movement is an effective means for locating single sites in submicron-sized compartments, even when the diffusion coefficients are comparatively small and the diffusing species are present in one copy only. These theoretical conclusions are underscored numerically for effective diffusion constants ranging from 0.5 to 10.0 microm(2) s(-1), which have been reported for a couple of nuclear proteins in their physiological environment. Spherical compartments of submicron size are, for example, the Cajal bodies (size: 0.1-1.0 microm), which are present in 1-5 copies in the cell nucleus. Within a small Cajal body of radius 0.1 microm a single diffusing protein molecule (with D=0.5 microm(2) s(-1)) would encounter a medium-sized protein of radius 2.5 nm within 1 s with a probability near

  4. Feller processes: the next generation in modeling. Brownian motion, Lévy processes and beyond.

    Directory of Open Access Journals (Sweden)

    Björn Böttcher

    Full Text Available We present a simple construction method for Feller processes and a framework for the generation of sample paths of Feller processes. The construction is based on state space dependent mixing of Lévy processes. Brownian Motion is one of the most frequently used continuous time Markov processes in applications. In recent years also Lévy processes, of which Brownian Motion is a special case, have become increasingly popular. Lévy processes are spatially homogeneous, but empirical data often suggest the use of spatially inhomogeneous processes. Thus it seems necessary to go to the next level of generalization: Feller processes. These include Lévy processes and in particular brownian motion as special cases but allow spatial inhomogeneities. Many properties of Feller processes are known, but proving the very existence is, in general, very technical. Moreover, an applicable framework for the generation of sample paths of a Feller process was missing. We explain, with practitioners in mind, how to overcome both of these obstacles. In particular our simulation technique allows to apply Monte Carlo methods to Feller processes.

  5. Analyzing animal movements using Brownian bridges.

    Science.gov (United States)

    Horne, Jon S; Garton, Edward O; Krone, Stephen M; Lewis, Jesse S

    2007-09-01

    By studying animal movements, researchers can gain insight into many of the ecological characteristics and processes important for understanding population-level dynamics. We developed a Brownian bridge movement model (BBMM) for estimating the expected movement path of an animal, using discrete location data obtained at relatively short time intervals. The BBMM is based on the properties of a conditional random walk between successive pairs of locations, dependent on the time between locations, the distance between locations, and the Brownian motion variance that is related to the animal's mobility. We describe two critical developments that enable widespread use of the BBMM, including a derivation of the model when location data are measured with error and a maximum likelihood approach for estimating the Brownian motion variance. After the BBMM is fitted to location data, an estimate of the animal's probability of occurrence can be generated for an area during the time of observation. To illustrate potential applications, we provide three examples: estimating animal home ranges, estimating animal migration routes, and evaluating the influence of fine-scale resource selection on animal movement patterns.

  6. Conception of Brownian coil

    OpenAIRE

    Zhang, Jiayuan

    2018-01-01

    This article proposes a conception of Brownian coil. Brownian coil is a tiny coil with the same size of pollen. Once immersed into designed magnetic field and liquid, the coil will be moved and deformed macroscopically, due to the microscopic thermodynamic molecular collisions. Such deformation and movement will change the magnetic flux through the coil, by which an ElectroMotive Force (EMF) is produced. In this work, Brownian heat exchanger and Brownian generator are further designed to tran...

  7. A bimodal temom model for particle Brownian coagulation in the continuum-slip regime

    Directory of Open Access Journals (Sweden)

    He Qing

    2016-01-01

    Full Text Available In this paper, a bimodal Taylor-series expansion moment of method is proposed to deal with Brownian coagulation in the continuum-slip regime, where the non-linear terms in the Cunningham correction factor is approximated by Taylor-series expansion technology. The results show that both the number concentration and volume fraction decrease with time in the smaller mode due to the intra and inter coagulation, and the asymptotic behavior of the larger mode is as same as that in the continuum regime.

  8. 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. 

  9. 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.

  10. Stock price prediction using geometric Brownian motion

    Science.gov (United States)

    Farida Agustini, W.; Restu Affianti, Ika; Putri, Endah RM

    2018-03-01

    Geometric Brownian motion is a mathematical model for predicting the future price of stock. The phase that done before stock price prediction is determine stock expected price formulation and determine the confidence level of 95%. On stock price prediction using geometric Brownian Motion model, the algorithm starts from calculating the value of return, followed by estimating value of volatility and drift, obtain the stock price forecast, calculating the forecast MAPE, calculating the stock expected price and calculating the confidence level of 95%. Based on the research, the output analysis shows that geometric Brownian motion model is the prediction technique with high rate of accuracy. It is proven with forecast MAPE value ≤ 20%.

  11. Brownian modulated optical nanoprobes

    International Nuclear Information System (INIS)

    Behrend, C.J.; Anker, J.N.; Kopelman, R.

    2004-01-01

    Brownian modulated optical nanoprobes (Brownian MOONs) are fluorescent micro- and nanoparticles that resemble moons: one hemisphere emits a bright fluorescent signal, while an opaque metal darkens the other hemisphere. Brownian motion causes the particles to tumble and blink erratically as they rotate literally through the phases of the moon. The fluctuating probe signals are separated from optical and electronic backgrounds using principal components analysis or images analysis. Brownian MOONs enable microrheological measurements on size scales and timescales that are difficult to study with other methods. Local chemical concentrations can be measured simultaneously, using spectral characteristics of indicator dyes embedded within the MOONs

  12. On the Humble Origins of the Brownian Entropic Force

    OpenAIRE

    Neumann, Richard M.

    2015-01-01

    Recognition that certain forces arising from the averaging of the multiple impacts of a solute particle by the surrounding solvent particles undergoing random thermal motion can be of an entropic nature has led to the incorporation of these forces and their related entropies into theoretical protocols ranging from molecular-dynamics simulations to the modeling of quarkonium suppression in particle physics. Here we present a rigorous derivation of this Brownian entropic force by means of the c...

  13. Microscopic derivation of open quantum Brownian motion: a particular example

    International Nuclear Information System (INIS)

    Sinayskiy, Ilya; Petruccione, Francesco

    2015-01-01

    The microscopic derivation of a new type of Brownian motion, namely open quantum Brownian motion (OQBM) is presented. The quantum master equation for OQBM is derived for a weakly driven system interacting with a decoherent environment. Examples of the dynamics for initial Gaussian and non-Gaussian distributions are presented. Both examples demonstrate convergence of the OQBM dynamics to Gaussian distributions. (topical article)

  14. One-Dimensional Brownian Motion of Charged Nanoparticles along Microtubules: A Model System for Weak Binding Interactions

    OpenAIRE

    Minoura, Itsushi; Katayama, Eisaku; Sekimoto, Ken; Muto, Etsuko

    2010-01-01

    Various proteins are known to exhibit one-dimensional Brownian motion along charged rodlike polymers, such as microtubules (MTs), actin, and DNA. The electrostatic interaction between the proteins and the rodlike polymers appears to be crucial for one-dimensional Brownian motion, although the underlying mechanism has not been fully clarified. We examined the interactions of positively-charged nanoparticles composed of polyacrylamide gels with MTs. These hydrophilic nanoparticles bound to MTs ...

  15. Dynamical correlations for circular ensembles of random matrices

    International Nuclear Information System (INIS)

    Nagao, Taro; Forrester, Peter

    2003-01-01

    Circular Brownian motion models of random matrices were introduced by Dyson and describe the parametric eigenparameter correlations of unitary random matrices. For symmetric unitary, self-dual quaternion unitary and an analogue of antisymmetric Hermitian matrix initial conditions, Brownian dynamics toward the unitary symmetry is analyzed. The dynamical correlation functions of arbitrary number of Brownian particles at arbitrary number of times are shown to be written in the forms of quaternion determinants, similarly as in the case of Hermitian random matrix models

  16. The Brownian loop soup

    OpenAIRE

    Lawler, Gregory F.; Werner, Wendelin

    2003-01-01

    We define a natural conformally invariant measure on unrooted Brownian loops in the plane and study some of its properties. We relate this measure to a measure on loops rooted at a boundary point of a domain and show how this relation gives a way to ``chronologically add Brownian loops'' to simple curves in the plane.

  17. How does a scanning ribosomal particle move along the 5'-untranslated region of eukaryotic mRNA? Brownian Ratchet model.

    Science.gov (United States)

    Spirin, Alexander S

    2009-11-17

    A model of the ATP-dependent unidirectional movement of the 43S ribosomal initiation complex (=40S ribosomal subunit + eIF1 + eIF1A + eIF2.GTP.Met-tRNA(i) + eIF3) during scanning of the 5'-untranslated region of eukaryotic mRNA is proposed. The model is based on the principles of molecular Brownian ratchet machines and explains several enigmatic data concerning the scanning complex. In this model, the one-dimensional diffusion of the ribosomal initiation complex along the mRNA chain is rectified into the net-unidirectional 5'-to-3' movement by the Feynman ratchet-and-pawl mechanism. The proposed mechanism is organized by the heterotrimeric protein eIF4F (=eIF4A + eIF4E + eIF4G), attached to the scanning ribosomal particle via eIF3, and the RNA-binding protein eIF4B that is postulated to play the role of the pawl. The energy for the useful work of the ratchet-and-pawl mechanism is supplied from ATP hydrolysis induced by the eIF4A subunit: ATP binding and its hydrolysis alternately change the affinities of eIF4A for eIF4B and for mRNA, resulting in the restriction of backward diffusional sliding of the 43S ribosomal complex along the mRNA chain, while stochastic movements ahead are allowed.

  18. Dynamics of unwinding of a simple entaglement

    NARCIS (Netherlands)

    Wiegel, F.W.; Michels, J.P.J.

    1987-01-01

    The dynamics of unwinding of a simple entanglement is studied in two ways, firstly using an optimal path approximation in the Rouse model and secondly by simulating the movement of a more realistic model using Brownian molecular dynamics

  19. Dynamic stochastic accumulation model with application to pension savings management

    Directory of Open Access Journals (Sweden)

    Melicherčik Igor

    2010-01-01

    Full Text Available We propose a dynamic stochastic accumulation model for determining optimal decision between stock and bond investments during accumulation of pension savings. Stock prices are assumed to be driven by the geometric Brownian motion. Interest rates are modeled by means of the Cox-Ingersoll-Ross model. The optimal decision as a solution to the corresponding dynamic stochastic program is a function of the duration of saving, the level of savings and the short rate. Qualitative and quantitative properties of the optimal solution are analyzed. The model is tested on the funded pillar of the Slovak pension system. The results are calculated for various risk preferences of a saver.

  20. Dissipation and decoherence in Brownian motion

    Energy Technology Data Exchange (ETDEWEB)

    Bellomo, Bruno [Dipartimento di Scienze Fisiche ed Astronomiche dell' Universita di Palermo, Via Archirafi, 36, 90123 Palermo (Italy); Barnett, Stephen M [Department of Physics, University of Strathclyde, Glasgow G4 0NG (United Kingdom); Jeffers, John [Department of Physics, University of Strathclyde, Glasgow G4 0NG (United Kingdom)

    2007-05-15

    We consider the evolution of a Brownian particle described by a measurement-based master equation. We derive the solution to this equation for general initial conditions and apply it to a Gaussian initial state. We analyse the effects of the diffusive terms, present in the master equation, and describe how these modify uncertainties and coherence length. This allows us to model dissipation and decoherence in quantum Brownian motion.

  1. Brownian quasi-particles in statistical physics

    International Nuclear Information System (INIS)

    Tellez-Arenas, A.; Fronteau, J.; Combis, P.

    1979-01-01

    The idea of a Brownian quasi-particle and the associated differentiable flow (with nonselfadjoint forces) are used here in the context of a stochastic description of the approach towards statistical equilibrium. We show that this quasi-particle flow acquires, at equilibrium, the principal properties of a conservative Hamiltonian flow. Thus the model of Brownian quasi-particles permits us to establish a link between the stochastic description and the Gibbs description of statistical equilibrium

  2. 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.

  3. Dynamic Models of Insurgent Activity

    Science.gov (United States)

    2014-05-19

    one dimension that has recently been studied in the computer science community. The model involves movement with a speed proportional to a “fear...more realistic model of human locomotion. The movement of the criminal agents follows a biased Levy flight with step sizes distributed according to a...power-law distribution. The biased Brownian motion of the original model is then derived as a special case. Starting with an agent-based model, we

  4. Swarming behavior of gradient-responsive Brownian particles in a porous medium

    Science.gov (United States)

    Grančič, Peter; Štěpánek, František

    2012-07-01

    Active targeting by Brownian particles in a fluid-filled porous environment is investigated by computer simulation. The random motion of the particles is enhanced by diffusiophoresis with respect to concentration gradients of chemical signals released by the particles in the proximity of a target. The mathematical model, based on a combination of the Brownian dynamics method and a diffusion problem is formulated in terms of key parameters that include the particle diffusiophoretic mobility and the signaling threshold (the distance from the target at which the particles release their chemical signals). The results demonstrate that even a relatively simple chemical signaling scheme can lead to a complex collective behavior of the particles and can be a very efficient way of guiding a swarm of Brownian particles towards a target, similarly to the way colonies of living cells communicate via secondary messengers.

  5. 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

  6. O'Connell's process as a vicious Brownian motion

    International Nuclear Information System (INIS)

    Katori, Makoto

    2011-01-01

    Vicious Brownian motion is a diffusion scaling limit of Fisher's vicious walk model, which is a system of Brownian particles in one dimension such that if two motions meet they kill each other. We consider the vicious Brownian motions conditioned never to collide with each other and call it noncolliding Brownian motion. This conditional diffusion process is equivalent to the eigenvalue process of the Hermitian-matrix-valued Brownian motion studied by Dyson [J. Math. Phys. 3, 1191 (1962)]. Recently, O'Connell [Ann. Probab. (to be published)] introduced a generalization of the noncolliding Brownian motion by using the eigenfunctions (the Whittaker functions) of the quantum Toda lattice in order to analyze a directed polymer model in 1 + 1 dimensions. We consider a system of one-dimensional Brownian motions with a long-ranged killing term as a generalization of the vicious Brownian motion and construct the O'Connell process as a conditional process of the killing Brownian motions to survive forever.

  7. Relaxation property of the fractional Brownian particle

    International Nuclear Information System (INIS)

    Wang Litan; Lung, C.W.

    1988-08-01

    Dynamic susceptibility of a diffusion system associated with the fractional Brownian motion (fBm) was examined for the fractal property of the Non-Debye relaxation process. The comparisons between fBm and other approaches were made. Anomalous diffusion and the Non-Debye relaxation processes were discussed with this approach. (author). 8 refs, 1 fig

  8. 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.

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

    Science.gov (United States)

    Buchin, Kevin; Sijben, Stef; van Loon, E Emiel; Sapir, Nir; Mercier, Stéphanie; Marie Arseneau, T Jean; Willems, Erik P

    2015-01-01

    The Brownian bridge movement model (BBMM) provides a biologically sound approximation of the movement path of an animal based on discrete location data, and is a powerful method to quantify utilization distributions. Computing the utilization distribution based on the BBMM while calculating movement parameters directly from the location data, may result in inconsistent and misleading results. We show how the BBMM can be extended to also calculate derived movement parameters. Furthermore we demonstrate how to integrate environmental context into a BBMM-based analysis. We develop a computational framework to analyze animal movement based on the BBMM. In particular, we demonstrate how a derived movement parameter (relative speed) and its spatial distribution can be calculated in the BBMM. We show how to integrate our framework with the conceptual framework of the movement ecology paradigm in two related but acutely different ways, focusing on the influence that the environment has on animal movement. First, we demonstrate an a posteriori approach, in which the spatial distribution of average relative movement speed as obtained from a "contextually naïve" model is related to the local vegetation structure within the monthly ranging area of a group of wild vervet monkeys. Without a model like the BBMM it would not be possible to estimate such a spatial distribution of a parameter in a sound way. Second, we introduce an a priori approach in which atmospheric information is used to calculate a crucial parameter of the BBMM to investigate flight properties of migrating bee-eaters. This analysis shows significant differences in the characteristics of flight modes, which would have not been detected without using the BBMM. Our algorithm is the first of its kind to allow BBMM-based computation of movement parameters beyond the utilization distribution, and we present two case studies that demonstrate two fundamentally different ways in which our algorithm can be applied to

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

    International Nuclear Information System (INIS)

    Zhang Yong; Koo Kim, Chul; Lee, Kong-Ju-Bock

    2008-01-01

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

  11. The Asymptotic Behavior of Particle Size Distribution Undergoing Brownian Coagulation Based on the Spline-Based Method and TEMOM Model

    Directory of Open Access Journals (Sweden)

    Qing He

    2018-01-01

    Full Text Available In this paper, the particle size distribution is reconstructed using finite moments based on a converted spline-based method, in which the number of linear system of equations to be solved reduced from 4m × 4m to (m + 3 × (m + 3 for (m + 1 nodes by using cubic spline compared to the original method. The results are verified by comparing with the reference firstly. Then coupling with the Taylor-series expansion moment method, the evolution of particle size distribution undergoing Brownian coagulation and its asymptotic behavior are investigated.

  12. 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

    using only the self-field arising from the bias current applied to the sensors as excitation field. We present measurements on a suspension of magnetic beads with a nominal diameter of 250 nm vs. temperature and find that the observations are consistent with the Cole-Cole model for Brownian relaxation...... with a constant hydrodynamic bead diameter when the temperature dependence of the viscosity of water is taken into account. These measurements demonstrate the feasibility of performing measurements of the Brownian relaxation response in a lab-on-a-chip system and constitute the first step towards an integrated...... biosensor based on the detection of the dynamic response of magnetic beads....

  13. Fractional Brownian motion and long term clinical trial recruitment.

    Science.gov (United States)

    Zhang, Qiang; Lai, Dejian

    2011-05-01

    Prediction of recruitment in clinical trials has been a challenging task. Many methods have been studied, including models based on Poisson process and its large sample approximation by Brownian motion (BM), however, when the independent incremental structure is violated for BM model, we could use fractional Brownian motion to model and approximate the underlying Poisson processes with random rates. In this paper, fractional Brownian motion (FBM) is considered for such conditions and compared to BM model with illustrated examples from different trials and simulations.

  14. Modeling dynamic swarms

    KAUST Repository

    Ghanem, Bernard; Ahuja, Narendra

    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

  15. In Silico Neuro-Oncology: Brownian Motion-Based Mathematical Treatment as a Potential Platform for Modeling the Infiltration of Glioma Cells into Normal Brain Tissue

    Science.gov (United States)

    Antonopoulos, Markos; Stamatakos, Georgios

    2015-01-01

    Intensive glioma tumor infiltration into the surrounding normal brain tissues is one of the most critical causes of glioma treatment failure. To quantitatively understand and mathematically simulate this phenomenon, several diffusion-based mathematical models have appeared in the literature. The majority of them ignore the anisotropic character of diffusion of glioma cells since availability of pertinent truly exploitable tomographic imaging data is limited. Aiming at enriching the anisotropy-enhanced glioma model weaponry so as to increase the potential of exploiting available tomographic imaging data, we propose a Brownian motion-based mathematical analysis that could serve as the basis for a simulation model estimating the infiltration of glioblastoma cells into the surrounding brain tissue. The analysis is based on clinical observations and exploits diffusion tensor imaging (DTI) data. Numerical simulations and suggestions for further elaboration are provided. PMID:26309390

  16. Meandering Brownian Donkeys

    Science.gov (United States)

    Eichhorn, R.; Reimann, P.

    2004-04-01

    We consider a Brownian particle whose motion is confined to a ``meandering'' pathway and which is driven away from thermal equilibrium by an alternating external force. This system exhibits absolute negative mobility, i.e. when an external static force is applied the particle moves in the direction opposite to that force. We reveal the physical mechanism behind this ``donkey-like'' behavior, and derive analytical approximations that are in excellent agreement with numerical results.

  17. Meandering Brownian Donkeys

    International Nuclear Information System (INIS)

    Eichhorn, R.; Reimann, P.

    2004-01-01

    We consider a Brownian particle whose motion is confined to a ''meandering'' pathway and which is driven away from thermal equilibrium by an alternating external force. This system exhibits absolute negative mobility, i.e. when an external static force is applied the particle moves in the direction opposite to that force. We reveal the physical mechanism behind this ''donkey-like'' behavior, and derive analytical approximations that are in excellent agreement with numerical results. (author)

  18. 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.

  19. An adjustable Brownian heat engine

    International Nuclear Information System (INIS)

    Asfaw, Mesfin; Bekele, Mulugeta

    2002-09-01

    A microscopic heat engine is modeled as a Brownian particle in a sawtooth potential (with load) moving through a highly viscous medium driven by the thermal kick it gets from alternately placed hot and cold heat reservoirs. We found a closed form expression for the current as a function of the parameters characterizing the model. Depending on the values these model parameters take, the engine is also found to function as a refrigerator. Expressions for the efficiency as well as for the refrigerator performance are also reported. Study of how these quantities depend on the model parameters enabled us in identifying the points in the parameter space where the engine performs either with maximum power or with optimized efficiency. The corresponding efficiencies of the engine are then compared with those of the endoreversible and Carnot engines. (author)

  20. A Dynamical Theory of Markovian Diffusion

    OpenAIRE

    Davidson, Mark

    2001-01-01

    A dynamical treatment of Markovian diffusion is presented and several applications discussed. The stochastic interpretation of quantum mechanics is considered within this framework. A model for Brownian movement which includes second order quantum effects is derived.

  1. 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...

  2. Equivalent Dynamic Models.

    Science.gov (United States)

    Molenaar, Peter C M

    2017-01-01

    Equivalences of two classes of dynamic models for weakly stationary multivariate time series are discussed: dynamic factor models and autoregressive models. It is shown that exploratory dynamic factor models can be rotated, yielding an infinite set of equivalent solutions for any observed series. It also is shown that dynamic factor models with lagged factor loadings are not equivalent to the currently popular state-space models, and that restriction of attention to the latter type of models may yield invalid results. The known equivalent vector autoregressive model types, standard and structural, are given a new interpretation in which they are conceived of as the extremes of an innovating type of hybrid vector autoregressive models. It is shown that consideration of hybrid models solves many problems, in particular with Granger causality testing.

  3. Non-Markovian quantum Brownian motion in one dimension in electric fields

    Science.gov (United States)

    Shen, H. Z.; Su, S. L.; Zhou, Y. H.; Yi, X. X.

    2018-04-01

    Quantum Brownian motion is the random motion of quantum particles suspended in a field (or an effective field) resulting from their collision with fast-moving modes in the field. It provides us with a fundamental model to understand various physical features concerning open systems in chemistry, condensed-matter physics, biophysics, and optomechanics. In this paper, without either the Born-Markovian or rotating-wave approximation, we derive a master equation for a charged-Brownian particle in one dimension coupled with a thermal reservoir in electric fields. The effect of the reservoir and the electric fields is manifested as time-dependent coefficients and coherent terms, respectively, in the master equation. The two-photon correlation between the Brownian particle and the reservoir can induce nontrivial squeezing dynamics to the particle. We derive a current equation including the source from the driving fields, transient current from the system flowing into the environment, and the two-photon current caused by the non-rotating-wave term. The presented results then are compared with that given by the rotating-wave approximation in the weak-coupling limit, and these results are extended to a more general quantum network involving an arbitrary number of coupled-Brownian particles. The presented formalism might open a way to better understand exactly the non-Markovian quantum network.

  4. Constructive role of Brownian motion: Brownian motors and Stochastic Resonance

    Science.gov (United States)

    Hänggi, Peter

    2005-03-01

    Noise is usually thought of as the enemy of order rather as a constructive influence. For the phenomena of Stochastic Resonance [1] and Brownian motors [2], however, stochastic noise can play a beneficial role in enhancing detection and/or facilitating directed transmission of information in absence of biasing forces. Brownian motion assisted Stochastic Resonance finds useful applications in physical, technological, biological and biomedical contexts [1,3]. The basic principles that underpin Stochastic Resonance are elucidated and novel applications for nonlinear classical and quantum systems will be addressed. The presence of non-equilibrium disturbances enables to rectify Brownian motion so that quantum and classical objects can be directed around on a priori designed routes in biological and physical systems (Brownian motors). In doing so, the energy from the haphazard motion of (quantum) Brownian particles is extracted to perform useful work against an external load. This very concept together with first experimental realizations are discussed [2,4,5]. [1] L. Gammaitoni, P. Hä'nggi, P. Jung and F. Marchesoni, Stochastic Resonance, Rev. Mod. Phys. 70, 223 (1998).[2] R. D. Astumian and P. Hä'nggi, Brownian motors, Physics Today 55 (11), 33 (2002).[3] P. Hä'nggi, Stochastic Resonace in Physics and Biology, ChemPhysChem 3, 285 (2002).[4] H. Linke, editor, Special Issue on Brownian Motors, Applied Physics A 75, No. 2 (2002).[5] P. Hä'nggi, F. Marchesoni, F. Nori, Brownian motors, Ann. Physik (Leipzig) 14, xxx (2004); cond-mat/0410033.

  5. From a stochastic to a macroscopic approach to brownian motion

    International Nuclear Information System (INIS)

    Bocquet, L.

    1998-01-01

    In this lecture, we examine the dynamics of suspensions of mesoscopic (Brownian) particles in a molecular fluid, starting from first principles. We introduce the technique of multiple time-scales to derive the Fokker-Planck equation for a single, or for a set of interacting Brownian particles, starting from the Liouville equation for the full system (Brownian particles and discrete bath). The limitations of the Fokker-Planck equation will then be emphasized. In particular, we shall point out that under ''standard'' experimental conditions, the Fokker-Planck description cannot be correct and that non-Markovian effects are expected. A microscopic description in the true experimental limit confirms this breakdown and leads to a ''generalized'' (non-Markovian and non-local in velocity space) Fokker-Planck equation, which describes the thermalization of the Brownian particle. (author)

  6. The open quantum Brownian motions

    International Nuclear Information System (INIS)

    Bauer, Michel; Bernard, Denis; Tilloy, Antoine

    2014-01-01

    Using quantum parallelism on random walks as the original seed, we introduce new quantum stochastic processes, the open quantum Brownian motions. They describe the behaviors of quantum walkers—with internal degrees of freedom which serve as random gyroscopes—interacting with a series of probes which serve as quantum coins. These processes may also be viewed as the scaling limit of open quantum random walks and we develop this approach along three different lines: the quantum trajectory, the quantum dynamical map and the quantum stochastic differential equation. We also present a study of the simplest case, with a two level system as an internal gyroscope, illustrating the interplay between the ballistic and diffusive behaviors at work in these processes. Notation H z : orbital (walker) Hilbert space, C Z in the discrete, L 2 (R) in the continuum H c : internal spin (or gyroscope) Hilbert space H sys =H z ⊗H c : system Hilbert space H p : probe (or quantum coin) Hilbert space, H p =C 2 ρ t tot : density matrix for the total system (walker + internal spin + quantum coins) ρ-bar t : reduced density matrix on H sys : ρ-bar t =∫dxdy ρ-bar t (x,y)⊗|x〉 z 〈y| ρ-hat t : system density matrix in a quantum trajectory: ρ-hat t =∫dxdy ρ-hat t (x,y)⊗|x〉 z 〈y|. If diagonal and localized in position: ρ-hat t =ρ t ⊗|X t 〉 z 〈X t | ρ t : internal density matrix in a simple quantum trajectory X t : walker position in a simple quantum trajectory B t : normalized Brownian motion ξ t , ξ t † : quantum noises (paper)

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

    International Nuclear Information System (INIS)

    Plyukhin, A.V.

    2013-01-01

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

  8. 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...... be applied to formulate, analyse and solve these dynamic problems and how in the case of the fuel cell problem the model consists of coupledmeso and micro scale models. It is shown how data flows are handled between the models and how the solution is obtained within the modelling environment....

  9. 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...

  10. Eigenfunction statistics of Wishart Brownian ensembles

    International Nuclear Information System (INIS)

    Shukla, Pragya

    2017-01-01

    We theoretically analyze the eigenfunction fluctuation measures for a Hermitian ensemble which appears as an intermediate state of the perturbation of a stationary ensemble by another stationary ensemble of Wishart (Laguerre) type. Similar to the perturbation by a Gaussian stationary ensemble, the measures undergo a diffusive dynamics in terms of the perturbation parameter but the energy-dependence of the fluctuations is different in the two cases. This may have important consequences for the eigenfunction dynamics as well as phase transition studies in many areas of complexity where Brownian ensembles appear. (paper)

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

    KAUST Repository

    von Schwerin, Erik; Szepessy, Anders

    2010-01-01

    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.

  12. 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.

  13. Intrinsic and extrinsic measurement for Brownian motion

    International Nuclear Information System (INIS)

    Castro-Villarreal, Pavel

    2014-01-01

    Based upon the Smoluchowski equation on curved manifolds, three physical observables are considered for Brownian displacement, namely geodesic displacement s, Euclidean displacement δR, and projected displacement δR ⊥ . The Weingarten–Gauss equations are used to calculate the mean-square Euclidean displacements in the short-time regime. Our findings show that from an extrinsic point of view the geometry of the space affects the Brownian motion in such a way that the particle’s diffusion is decelerated, contrasting with the intrinsic point of view where dynamics is controlled by the sign of the Gaussian curvature (Castro-Villarreal, 2010 J. Stat. Mech. P08006). Furthermore, it is possible to give exact formulas for 〈δR〉 and 〈δR 2 〉 on spheres and minimal surfaces, which are valid for all values of time. In the latter case, surprisingly, Brownian motion corresponds to the usual diffusion in flat geometries, albeit minimal surfaces have non-zero Gaussian curvature. Finally, the two-dimensional case is emphasized due to its close relation to surface self-diffusion in fluid membranes. (paper)

  14. Interacting Brownian Swarms: Some Analytical Results

    Directory of Open Access Journals (Sweden)

    Guillaume Sartoretti

    2016-01-01

    Full Text Available We consider the dynamics of swarms of scalar Brownian agents subject to local imitation mechanisms implemented using mutual rank-based interactions. For appropriate values of the underlying control parameters, the swarm propagates tightly and the distances separating successive agents are iid exponential random variables. Implicitly, the implementation of rank-based mutual interactions, requires that agents have infinite interaction ranges. Using the probabilistic size of the swarm’s support, we analytically estimate the critical interaction range below that flocked swarms cannot survive. In the second part of the paper, we consider the interactions between two flocked swarms of Brownian agents with finite interaction ranges. Both swarms travel with different barycentric velocities, and agents from both swarms indifferently interact with each other. For appropriate initial configurations, both swarms eventually collide (i.e., all agents interact. Depending on the values of the control parameters, one of the following patterns emerges after collision: (i Both swarms remain essentially flocked, or (ii the swarms become ultimately quasi-free and recover their nominal barycentric speeds. We derive a set of analytical flocking conditions based on the generalized rank-based Brownian motion. An extensive set of numerical simulations corroborates our analytical findings.

  15. Active Brownian particles with velocity-alignment and active fluctuations

    International Nuclear Information System (INIS)

    Großmann, R; Schimansky-Geier, L; Romanczuk, P

    2012-01-01

    We consider a model of active Brownian particles (ABPs) with velocity alignment in two spatial dimensions with passive and active fluctuations. Here, active fluctuations refers to purely non-equilibrium stochastic forces correlated with the heading of an individual active particle. In the simplest case studied here, they are assumed to be independent stochastic forces parallel (speed noise) and perpendicular (angular noise) to the velocity of the particle. On the other hand, passive fluctuations are defined by a noise vector independent of the direction of motion of a particle, and may account, for example, for thermal fluctuations. We derive a macroscopic description of the ABP gas with velocity-alignment interaction. Here, we start from the individual-based description in terms of stochastic differential equations (Langevin equations) and derive equations of motion for the coarse-grained kinetic variables (density, velocity and temperature) via a moment expansion of the corresponding probability density function. We focus here on the different impact of active and passive fluctuations on onset of collective motion and show how active fluctuations in the active Brownian dynamics can change the phase-transition behaviour of the system. In particular, we show that active angular fluctuations lead to an earlier breakdown of collective motion and to the emergence of a new bistable regime in the mean-field case. (paper)

  16. The colour of thermal noise in classical Brownian motion: a feasibility study of direct experimental observation

    International Nuclear Information System (INIS)

    Berg-Soerensen, Kirstine; Flyvbjerg, Henrik

    2005-01-01

    One hundred years after Einstein modelled Brownian motion, a central aspect of this motion in incompressible fluids has not been verified experimentally: the thermal noise that drives the Brownian particle, is not white, as in Einstein's simple theory. It is slightly coloured, due to hydrodynamics and the fluctuation-dissipation theorem. This theoretical result from the 1970s was prompted by computer simulation results in apparent violation of Einstein's theory. We discuss how a direct experimental observation of this colour might be carried out by using optical tweezers to separate the thermal noise from the particle's dynamic response to it. Since the thermal noise is almost white, very good statistics is necessary to resolve its colour. That requires stable equipment and long recording times, possibly making this experiment one for the future only. We give results for experimental requirements and for stochastic errors as functions of experimental window and measurement time, and discuss some potential sources of systematic errors

  17. Nuclear resonant scattering of synchrotron radiation from nuclei in the Brownian motion

    International Nuclear Information System (INIS)

    Razdan, Ashok

    2003-01-01

    The time evolution of the coherent forward scattering of the synchrotron radiation for resonant nuclei in Brownian motion is studied. Apart from target thickness, the appearance of the dynamical beats also depends on 'α' which is the ratio of the harmonic force constant to the damping force constant of harmonic oscillator undergoing Brownian motion

  18. Dynamic accelerator modeling

    International Nuclear Information System (INIS)

    Nishimura, Hiroshi.

    1993-05-01

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

  19. Dynamic panel data models

    NARCIS (Netherlands)

    Bun, M.J.G.; Sarafidis, V.

    2013-01-01

    This Chapter reviews the recent literature on dynamic panel data models with a short time span and a large cross-section. Throughout the discussion we considerlinear models with additional endogenous covariates. First we give a broad overview of available inference methods placing emphasis on GMM.

  20. 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.

  1. 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.

  2. Fractional Brownian motion with a reflecting wall

    Science.gov (United States)

    Wada, Alexander H. O.; Vojta, Thomas

    2018-02-01

    Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of Monte Carlo simulations. Whereas the mean-square displacement of the particle shows the expected anomalous diffusion behavior ˜tα , the interplay between the geometric confinement and the long-time memory leads to a highly non-Gaussian probability density function with a power-law singularity at the barrier. In the superdiffusive case α >1 , the particles accumulate at the barrier leading to a divergence of the probability density. For subdiffusion α implications of these findings, in particular, for applications that are dominated by rare events.

  3. 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.

  4. Molecular motors that digest their track to rectify Brownian motion: processive movement of exonuclease enzymes.

    Science.gov (United States)

    Xie, Ping

    2009-09-16

    A general model is presented for the processive movement of molecular motors such as λ-exonuclease, RecJ and exonuclease I that use digestion of a DNA track to rectify Brownian motion along this track. Using this model, the translocation dynamics of these molecular motors is studied. The sequence-dependent pausing of λ-exonuclease, which results from a site-specific high affinity DNA interaction, is also studied. The theoretical results are consistent with available experimental data. Moreover, the model is used to predict the lifetime distribution and force dependence of these paused states.

  5. Molecular motors that digest their track to rectify Brownian motion: processive movement of exonuclease enzymes

    International Nuclear Information System (INIS)

    Xie Ping

    2009-01-01

    A general model is presented for the processive movement of molecular motors such as λ-exonuclease, RecJ and exonuclease I that use digestion of a DNA track to rectify Brownian motion along this track. Using this model, the translocation dynamics of these molecular motors is studied. The sequence-dependent pausing of λ-exonuclease, which results from a site-specific high affinity DNA interaction, is also studied. The theoretical results are consistent with available experimental data. Moreover, the model is used to predict the lifetime distribution and force dependence of these paused states.

  6. 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.

  7. Effective diffusion of confined active Brownian swimmers

    Science.gov (United States)

    Sandoval, Mario; Dagdug, Leonardo

    2014-11-01

    We find theoretically the effect of confinement and thermal fluctuations, on the diffusivity of a spherical active swimmer moving inside a two-dimensional narrow cavity of general shape. The explicit formulas for the effective diffusion coefficient of a swimmer moving inside two particular cavities are presented. We also compare our analytical results with Brownian Dynamics simulations and we obtain excellent agreement. L.D. thanks Consejo Nacional de Ciencia y Tecnologia (CONACyT) Mexico, for partial support by Grant No. 176452. M. S. thanks CONACyT and Programa de Mejoramiento de Profesorado (PROMEP) for partially funding this work under Grant No. 103.5/13/6732.

  8. DYNAMIC LOAD DAMPER MODELING

    Directory of Open Access Journals (Sweden)

    Loktev Aleksey Alekseevich

    2013-01-01

    Full Text Available The authors present their findings associated with their modeling of a dynamic load damper. According to the authors, the damper is to be installed onto a structure or its element that may be exposed to impact, vibration or any other dynamic loading. The damper is composed of paralleled or consecutively connected viscous and elastic elements. The authors study the influence of viscosity and elasticity parameters of the damper produced onto the regular displacement of points of the structure to be protected and onto the regular acceleration transmitted immediately from the damper to the elements positioned below it.

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

    Directory of Open Access Journals (Sweden)

    Kaminsky A. V.

    2010-04-01

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

  10. 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.

  11. Deterministic Brownian motion generated from differential delay equations.

    Science.gov (United States)

    Lei, Jinzhi; Mackey, Michael C

    2011-10-01

    This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential delay equation and then numerically investigate the probabilistic properties of chaotic solutions of the same equation. Our results show that solutions of the deterministic equation with randomly selected initial conditions display a Gaussian-like density for long time, but the densities are supported on an interval of finite measure. Using these chaotic solutions as velocities, we are able to produce Brownian-like motions, which show statistical properties akin to those of a classical Brownian motion over both short and long time scales. Several conjectures are formulated for the probabilistic properties of the solution of the differential delay equation. Numerical studies suggest that these conjectures could be "universal" for similar types of "chaotic" dynamics, but we have been unable to prove this.

  12. 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

  13. On-chip measurements of Brownian relaxation vs. concentration of 40nm magnetic beads

    DEFF Research Database (Denmark)

    Østerberg, Frederik Westergaard; Rizzi, Giovanni; Hansen, Mikkel Fougt

    2012-01-01

    We present on-chip Brownian relaxation measurements on a logarithmic dilution series of 40 nm beads dispersed in water with bead concentrations between 16 mu g/ml and 4000 mu g/ml. The measurements are performed using a planar Hall effect bridge sensor at frequencies up to 1 MHz. No external fields...... are needed as the beads are magnetized by the field generated by the applied sensor bias current. We show that the Brownian relaxation frequency can be extracted from fitting the Cole-Cole model to measurements for bead concentrations of 64 mu g/ml or higher and that the measured dynamic magnetic response...... is proportional to the bead concentration. For bead concentrations higher than or equal to 500 mu g/ml, we extract a hydrodynamic diameter of 47(1) nm for the beads, which is close to the nominal bead size of 40 nm. Furthermore, we study the signal vs. bead concentration at a fixed frequency close to the Brownian...

  14. Dynamical chiral bag model

    International Nuclear Information System (INIS)

    Colanero, K.; Chu, M.-C.

    2002-01-01

    We study a dynamical chiral bag model, in which massless fermions are confined within an impenetrable but movable bag coupled to meson fields. The self-consistent motion of the bag is obtained by solving the equations of motion exactly assuming spherical symmetry. When the bag interacts with an external meson wave we find three different kinds of resonances: fermionic, geometric, and σ resonances. We discuss the phenomenological implications of our results

  15. Model for macroevolutionary dynamics.

    Science.gov (United States)

    Maruvka, Yosef E; Shnerb, Nadav M; Kessler, David A; Ricklefs, Robert E

    2013-07-02

    The highly skewed distribution of species among genera, although challenging to macroevolutionists, provides an opportunity to understand the dynamics of diversification, including species formation, extinction, and morphological evolution. Early models were based on either the work by Yule [Yule GU (1925) Philos Trans R Soc Lond B Biol Sci 213:21-87], which neglects extinction, or a simple birth-death (speciation-extinction) process. Here, we extend the more recent development of a generic, neutral speciation-extinction (of species)-origination (of genera; SEO) model for macroevolutionary dynamics of taxon diversification. Simulations show that deviations from the homogeneity assumptions in the model can be detected in species-per-genus distributions. The SEO model fits observed species-per-genus distributions well for class-to-kingdom-sized taxonomic groups. The model's predictions for the appearance times (the time of the first existing species) of the taxonomic groups also approximately match estimates based on molecular inference and fossil records. Unlike estimates based on analyses of phylogenetic reconstruction, fitted extinction rates for large clades are close to speciation rates, consistent with high rates of species turnover and the relatively slow change in diversity observed in the fossil record. Finally, the SEO model generally supports the consistency of generic boundaries based on morphological differences between species and provides a comparator for rates of lineage splitting and morphological evolution.

  16. 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

  17. RETRAN dynamic slip model

    International Nuclear Information System (INIS)

    McFadden, J.H.; Paulsen, M.P.; Gose, G.C.

    1981-01-01

    Thermal-hydraulic codes in general use for system calculations are based on extensive analyses of loss-of-coolant accidents following the postulated rupture of a large coolant pipe. In this study, time-dependent equation for the slip velocity in a two-phase flow condition has been incorporated into the RETRAN-02 computer code. This model addition was undertaken to remove a limitation in RETRAN-01 associated with the homogeneous equilibrium mixture model. The dynamic slip equation was derived from a set of two-fluid conservation equations. 18 refs

  18. Brownian movement and molecular reality

    CERN Document Server

    Perrin, Jean

    2005-01-01

    How do we know that molecules really exist? An important clue came from Brownian movement, a concept developed in 1827 by botanist Robert Brown, who noticed that tiny objects like pollen grains shook and moved erratically when viewed under a microscope. Nearly 80 years later, in 1905, Albert Einstein explained this ""Brownian motion"" as the result of bombardment by molecules. Einstein offered a quantitative explanation by mathematically estimating the average distance covered by the particles over time as a result of molecular bombardment. Four years later, Jean Baptiste Perrin wrote Brownia

  19. Contact dynamics math model

    Science.gov (United States)

    Glaese, John R.; Tobbe, Patrick A.

    1986-01-01

    The Space Station Mechanism Test Bed consists of a hydraulically driven, computer controlled six degree of freedom (DOF) motion system with which docking, berthing, and other mechanisms can be evaluated. Measured contact forces and moments are provided to the simulation host computer to enable representation of orbital contact dynamics. This report describes the development of a generalized math model which represents the relative motion between two rigid orbiting vehicles. The model allows motion in six DOF for each body, with no vehicle size limitation. The rotational and translational equations of motion are derived. The method used to transform the forces and moments from the sensor location to the vehicles' centers of mass is also explained. Two math models of docking mechanisms, a simple translational spring and the Remote Manipulator System end effector, are presented along with simulation results. The translational spring model is used in an attempt to verify the simulation with compensated hardware in the loop results.

  20. Asset pricing puzzles explained by incomplete Brownian equilibria

    DEFF Research Database (Denmark)

    Christensen, Peter Ove; Larsen, Kasper

    We examine a class of Brownian based models which produce tractable incomplete equilibria. The models are based on finitely many investors with heterogeneous exponential utilities over intermediate consumption who receive partially unspanned income. The investors can trade continuously on a finit...... markets. Consequently, our model can simultaneously help explaining the risk-free rate and equity premium puzzles....

  1. 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...

  2. Entropic Approach to Brownian Movement.

    Science.gov (United States)

    Neumann, Richard M.

    1980-01-01

    A diffusional driving force, called the radial force, which is responsible for the increase with time of the scalar separation between a fixed point and a particle undergoing three-dimensional Brownian motion, is derived using Boltzmann's equation. (Author/HM)

  3. Quantum equations from Brownian motions

    International Nuclear Information System (INIS)

    Rajput, B.S.

    2011-01-01

    Classical Schrodinger and Dirac equations have been derived from Brownian motions of a particle, it has been shown that the classical Schrodinger equation can be transformed to usual Schrodinger Quantum equation on applying Heisenberg uncertainty principle between position and momentum while Dirac Quantum equation follows it's classical counter part on applying Heisenberg uncertainly principle between energy and time without applying any analytical continuation. (author)

  4. 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...

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

    International Nuclear Information System (INIS)

    Yeh, L.

    1993-01-01

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

  6. Non-colliding Brownian Motions and the Extended Tacnode Process

    Science.gov (United States)

    Johansson, Kurt

    2013-04-01

    We consider non-colliding Brownian motions with two starting points and two endpoints. The points are chosen so that the two groups of Brownian motions just touch each other, a situation that is referred to as a tacnode. The extended kernel for the determinantal point process at the tacnode point is computed using new methods and given in a different form from that obtained for a single time in previous work by Delvaux, Kuijlaars and Zhang. The form of the extended kernel is also different from that obtained for the extended tacnode kernel in another model by Adler, Ferrari and van Moerbeke. We also obtain the correlation kernel for a finite number of non-colliding Brownian motions starting at two points and ending at arbitrary points.

  7. 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.

  8. 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.

  9. GIS and dynamic phenomena modeling

    Czech Academy of Sciences Publication Activity Database

    Klimešová, Dana

    2006-01-01

    Roč. 4, č. 4 (2006), s. 11-15 ISSN 0139-570X Institutional research plan: CEZ:AV0Z10750506 Keywords : dynamic modelling * temporal analysis * dynamics evaluation * temporal space Subject RIV: BC - Control Systems Theory

  10. Dynamic colloidal assembly pathways via low dimensional models

    Energy Technology Data Exchange (ETDEWEB)

    Yang, Yuguang; Bevan, Michael A., E-mail: mabevan@jhu.edu [Chemical and Biomolecular Engineering, Johns Hopkins University, Baltimore, Maryland 21218 (United States); Thyagarajan, Raghuram; Ford, David M. [Chemical Engineering, University of Massachusetts, Amherst, Massachusetts 01003 (United States)

    2016-05-28

    Here we construct a low-dimensional Smoluchowski model for electric field mediated colloidal crystallization using Brownian dynamic simulations, which were previously matched to experiments. Diffusion mapping is used to infer dimensionality and confirm the use of two order parameters, one for degree of condensation and one for global crystallinity. Free energy and diffusivity landscapes are obtained as the coefficients of a low-dimensional Smoluchowski equation to capture the thermodynamics and kinetics of microstructure evolution. The resulting low-dimensional model quantitatively captures the dynamics of different assembly pathways between fluid, polycrystal, and single crystals states, in agreement with the full N-dimensional data as characterized by first passage time distributions. Numerical solution of the low-dimensional Smoluchowski equation reveals statistical properties of the dynamic evolution of states vs. applied field amplitude and system size. The low-dimensional Smoluchowski equation and associated landscapes calculated here can serve as models for predictive control of electric field mediated assembly of colloidal ensembles into two-dimensional crystalline objects.

  11. Slow kinetics of Brownian maxima.

    Science.gov (United States)

    Ben-Naim, E; Krapivsky, P L

    2014-07-18

    We study extreme-value statistics of Brownian trajectories in one dimension. We define the maximum as the largest position to date and compare maxima of two particles undergoing independent Brownian motion. We focus on the probability P(t) that the two maxima remain ordered up to time t and find the algebraic decay P ∼ t(-β) with exponent β = 1/4. When the two particles have diffusion constants D(1) and D(2), the exponent depends on the mobilities, β = (1/π) arctan sqrt[D(2)/D(1)]. We also use numerical simulations to investigate maxima of multiple particles in one dimension and the largest extension of particles in higher dimensions.

  12. 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...

  13. 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.

  14. 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

  15. 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.

  16. Random motion and Brownian rotation

    International Nuclear Information System (INIS)

    Wyllie, G.

    1980-01-01

    The course is centred on the Brownian motion - the random movement of molecules arising from thermal fluctuations of the surrounding medium - and starts with the classical theory of A. Einstein, M.v. Smoluchowski and P. Langevin. The first part of this article is quite elementary, and several of the questions raised in it have been instructively treated in a much more sophisticated way in recent reviews by Pomeau and Resibois and by Fox. This simple material may nevertheless be helpful to some readers whose main interest lies in approaching the work on Brownian rotation reviewed in the latter part of the present article. The simplest, and most brutally idealised, problem in our field of interest is that of the random walk in one dimension of space. Its solution leads on, through the diffusivity-mobility relation of Einstein, to Langevin's treatment of the Brownian motion. The application of these ideas to the movement of a molecule in a medium of similar molecules is clearly unrealistic, and much energy has been devoted to finding a suitable generalisation. We shall discuss in particular ideas due to Green, Zwanzig and Mori. (orig./WL)

  17. Hydrodynamic interactions induce movement against an external load in a ratchet dimer Brownian motor.

    Science.gov (United States)

    Fornés, José A

    2010-01-15

    We use the Brownian dynamics with hydrodynamic interactions simulation in order to describe the movement of a elastically coupled dimer Brownian motor in a ratchet potential. The only external forces considered in our system were the load, the random thermal noise and an unbiased thermal fluctuation. For a given set of parameters we observe direct movement against the load force if hydrodynamic interactions were considered.

  18. Operator Fractional Brownian Motion and Martingale Differences

    Directory of Open Access Journals (Sweden)

    Hongshuai Dai

    2014-01-01

    Full Text Available It is well known that martingale difference sequences are very useful in applications and theory. On the other hand, the operator fractional Brownian motion as an extension of the well-known fractional Brownian motion also plays an important role in both applications and theory. In this paper, we study the relation between them. We construct an approximation sequence of operator fractional Brownian motion based on a martingale difference sequence.

  19. 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).

  20. Derivation of the Boltzmann Equation for Financial Brownian Motion: Direct Observation of the Collective Motion of High-Frequency Traders

    Science.gov (United States)

    Kanazawa, Kiyoshi; Sueshige, Takumi; Takayasu, Hideki; Takayasu, Misako

    2018-03-01

    A microscopic model is established for financial Brownian motion from the direct observation of the dynamics of high-frequency traders (HFTs) in a foreign exchange market. Furthermore, a theoretical framework parallel to molecular kinetic theory is developed for the systematic description of the financial market from microscopic dynamics of HFTs. We report first on a microscopic empirical law of traders' trend-following behavior by tracking the trajectories of all individuals, which quantifies the collective motion of HFTs but has not been captured in conventional order-book models. We next introduce the corresponding microscopic model of HFTs and present its theoretical solution paralleling molecular kinetic theory: Boltzmann-like and Langevin-like equations are derived from the microscopic dynamics via the Bogoliubov-Born-Green-Kirkwood-Yvon hierarchy. Our model is the first microscopic model that has been directly validated through data analysis of the microscopic dynamics, exhibiting quantitative agreements with mesoscopic and macroscopic empirical results.

  1. 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.

  2. Anomalous yet Brownian.

    Science.gov (United States)

    Wang, Bo; Anthony, Stephen M; Bae, Sung Chul; Granick, Steve

    2009-09-08

    We describe experiments using single-particle tracking in which mean-square displacement is simply proportional to time (Fickian), yet the distribution of displacement probability is not Gaussian as should be expected of a classical random walk but, instead, is decidedly exponential for large displacements, the decay length of the exponential being proportional to the square root of time. The first example is when colloidal beads diffuse along linear phospholipid bilayer tubes whose radius is the same as that of the beads. The second is when beads diffuse through entangled F-actin networks, bead radius being less than one-fifth of the actin network mesh size. We explore the relevance to dynamic heterogeneity in trajectory space, which has been extensively discussed regarding glassy systems. Data for the second system might suggest activated diffusion between pores in the entangled F-actin networks, in the same spirit as activated diffusion and exponential tails observed in glassy systems. But the first system shows exceptionally rapid diffusion, nearly as rapid as for identical colloids in free suspension, yet still displaying an exponential probability distribution as in the second system. Thus, although the exponential tail is reminiscent of glassy systems, in fact, these dynamics are exceptionally rapid. We also compare with particle trajectories that are at first subdiffusive but Fickian at the longest measurement times, finding that displacement probability distributions fall onto the same master curve in both regimes. The need is emphasized for experiments, theory, and computer simulation to allow definitive interpretation of this simple and clean exponential probability distribution.

  3. Hybrid dynamics for currency modeling

    OpenAIRE

    Theodosopoulos, Ted; Trifunovic, Alex

    2006-01-01

    We present a simple hybrid dynamical model as a tool to investigate behavioral strategies based on trend following. The multiplicative symbolic dynamics are generated using a lognormal diffusion model for the at-the-money implied volatility term structure. Thus, are model exploits information from derivative markets to obtain qualititative properties of the return distribution for the underlier. We apply our model to the JPY-USD exchange rate and the corresponding 1mo., 3mo., 6mo. and 1yr. im...

  4. Intrinsic dynamics of heart regulatory systems on short timescales: from experiment to modelling

    International Nuclear Information System (INIS)

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

    2009-01-01

    We discuss open problems related to the stochastic modelling 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 timescales 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 modelling 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

  5. The characteristic function of rough Heston models

    OpenAIRE

    Euch, Omar El; Rosenbaum, Mathieu

    2016-01-01

    It has been recently shown that rough volatility models, where the volatility is driven by a fractional Brownian motion with small Hurst parameter, provide very relevant dynamics in order to reproduce the behavior of both historical and implied volatilities. However, due to the non-Markovian nature of the fractional Brownian motion, they raise new issues when it comes to derivatives pricing. Using an original link between nearly unstable Hawkes processes and fractional volatility models, we c...

  6. Rotational and translational Brownian motion

    International Nuclear Information System (INIS)

    Coffey, W.T.; Salford Univ.

    1980-01-01

    In this review it is proposed to summarise the work on the theory of the translational and rotational Brownian movement which has been carried on over roughly the past 30 years. The review is intended to take the form of a tutorial paper rather than a list of the results obtained by the various investigators over the period in question. In this vein then it seems appropriate to firstly give a brief account of those parts of the theory of probability which are relevant to the problems under discussion. (orig.)

  7. Computer Modelling of Dynamic Processes

    Directory of Open Access Journals (Sweden)

    B. Rybakin

    2000-10-01

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

  8. Decay ratio for third order Brownian oscillators

    International Nuclear Information System (INIS)

    Konno, H.; Kanemoto, S.

    1998-01-01

    We have obtained the analytical expressions of the decay ratios for two types of third order Brownian oscillators which are generalizations of the second order Brownian oscillator driven by the Gaussian-white noise. The resulting expressions will provide us useful baseline information for more complicated practical problems and their applications

  9. Brownian Optimal Stopping and Random Walks

    International Nuclear Information System (INIS)

    Lamberton, D.

    2002-01-01

    One way to compute the value function of an optimal stopping problem along Brownian paths consists of approximating Brownian motion by a random walk. We derive error estimates for this type of approximation under various assumptions on the distribution of the approximating random walk

  10. Asian Option Pricing with Monotonous Transaction Costs under Fractional Brownian Motion

    Directory of Open Access Journals (Sweden)

    Di Pan

    2013-01-01

    Full Text Available Geometric-average Asian option pricing model with monotonous transaction cost rate under fractional Brownian motion was established. The method of partial differential equations was used to solve this model and the analytical expressions of the Asian option value were obtained. The numerical experiments show that Hurst exponent of the fractional Brownian motion and transaction cost rate have a significant impact on the option value.

  11. Brownian Motion of Boomerang Colloidal Particles

    Science.gov (United States)

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

    2014-03-01

    We present experimental and theoretical studies on the Brownian motion of boomerang colloidal particles confined between two glass plates. Our experimental observations show that the mean displacements are biased towards the center of hydrodynamic stress (CoH), and that the mean-square displacements exhibit a crossover from short-time faster to long-time slower diffusion with the short-time diffusion coefficients dependent on the points used for tracking. A model based on Langevin theory elucidates that these behaviors are ascribed to the superposition of two diffusive modes: the ellipsoidal motion of the CoH and the rotational motion of the tracking point with respect to the CoH.

  12. Biased and flow driven Brownian motion in periodic channels

    Science.gov (United States)

    Martens, S.; Straube, A.; Schmid, G.; Schimansky-Geier, L.; Hänggi, P.

    2012-02-01

    In this talk we will present an expansion of the common Fick-Jacobs approximation to hydrodynamically as well as by external forces driven Brownian transport in two-dimensional channels exhibiting smoothly varying periodic cross-section. We employ an asymptotic analysis to the components of the flow field and to stationary probability density for finding the particles within the channel in a geometric parameter. We demonstrate that the problem of biased Brownian dynamics in a confined 2D geometry can be replaced by Brownian motion in an effective periodic one-dimensional potential ψ(x) which takes the external bias, the change of the local channel width, and the flow velocity component in longitudinal direction into account. In addition, we study the influence of the external force magnitude, respectively, the pressure drop of the fluid on the particle transport quantities like the averaged velocity and the effective diffusion coefficient. The critical ratio between the external force and pressure drop where the average velocity equals zero is identified and the dependence of the latter on the channel geometry is derived. Analytic findings are confirmed by numerical simulations of the particle dynamics in a reflection symmetric sinusoidal channel.

  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

    asymmetry drive the water ow in a preferential direction. We systematically modified the magnitude of the applied thermal gradient and the axial position of the fixed points. The analysis involves measurement of the vibrational modes in the CNTs using a Fast Fourier Transform (FFT) algorithm. We observed......Brownian molecular motors are nanoscale machines that exploit thermal fluctuations for directional motion by employing mechanisms such as the Feynman-Smoluchowski ratchet. In this study, using Non Equilibrium Molecular Dynamics, we propose a novel thermal Brownian motor for pumping water through...... Carbon Nanotubes (CNTs). To achieve this we impose a thermal gradient along the axis of a CNT filled with water and impose, in addition, a spatial asymmetry by flxing specific zones on the CNT in order to modify the vibrational modes of the CNT. We find that the temperature gradient and imposed spatial...

  14. Brownian motion of tethered nanowires.

    Science.gov (United States)

    Ota, Sadao; Li, Tongcang; Li, Yimin; Ye, Ziliang; Labno, Anna; Yin, Xiaobo; Alam, Mohammad-Reza; Zhang, Xiang

    2014-05-01

    Brownian motion of slender particles near a boundary is ubiquitous in biological systems and in nanomaterial assembly, but the complex hydrodynamic interaction in those systems is still poorly understood. Here, we report experimental and computational studies of the Brownian motion of silicon nanowires tethered on a substrate. An optical interference method enabled direct observation of microscopic rotations of the slender bodies in three dimensions with high angular and temporal resolutions. This quantitative observation revealed anisotropic and angle-dependent hydrodynamic wall effects: rotational diffusivity in inclined and azimuth directions follows different power laws as a function of the length, ∼ L(-2.5) and ∼ L(-3), respectively, and is more hindered for smaller inclined angles. In parallel, we developed an implicit simulation technique that takes the complex wire-wall hydrodynamic interactions into account efficiently, the result of which agreed well with the experimentally observed angle-dependent diffusion. The demonstrated techniques provide a platform for studying the microrheology of soft condensed matters, such as colloidal and biological systems near interfaces, and exploring the optimal self-assembly conditions of nanostructures.

  15. Structural dynamic modifications via models

    Indian Academy of Sciences (India)

    The study shows that as many as half of the matrix ... the dynamicist's analytical modelling skill which would appear both in the numerator as. Figure 2. ..... Brandon J A 1990 Strategies for structural dynamic modification (New York: John Wiley).

  16. 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.

  17. 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.

  18. 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.

  19. A multiscale guide to Brownian motion

    International Nuclear Information System (INIS)

    Grebenkov, Denis S; Belyaev, Dmitry; Jones, Peter W

    2016-01-01

    We revise the Lévy construction of Brownian motion as a simple though rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based ‘geometrical features’ at multiple length scales with random weights. Such a wavelet representation gives a closed formula mapping of the unit interval onto the functional space of Brownian paths. This formula elucidates many classical results about Brownian motion (e.g., non-differentiability of its path), providing an intuitive feeling for non-mathematicians. The illustrative character of the wavelet representation, along with the simple structure of the underlying probability space, is different from the usual presentation of most classical textbooks. Similar concepts are discussed for the Brownian bridge, fractional Brownian motion, the Ornstein-Uhlenbeck process, Gaussian free fields, and fractional Gaussian fields. Wavelet representations and dyadic decompositions form the basis of many highly efficient numerical methods to simulate Gaussian processes and fields, including Brownian motion and other diffusive processes in confining domains. (topical review)

  20. Dynamical correlations for vicious random walk with a wall

    International Nuclear Information System (INIS)

    Nagao, Taro

    2003-01-01

    A one-dimensional system of nonintersecting Brownian particles is constructed as the diffusion scaling limit of Fisher's vicious random walk model. N Brownian particles start from the origin at time t=0 and undergo mutually avoiding motion until a finite time t=T. Dynamical correlation functions among the walkers are exactly evaluated in the case with a wall at the origin. Taking an asymptotic limit N→∞, we observe discontinuous transitions in the dynamical correlations. It is further shown that the vicious walk model with a wall is equivalent to a parametric random matrix model describing the crossover between the Bogoliubov-deGennes universality classes

  1. RETRAN dynamic slip model

    International Nuclear Information System (INIS)

    McFadden, J.H.; Paulsen, M.P.; Gose, G.C.

    1981-01-01

    A time dependent equation for the slip velocity in a two-phase flow condition has been incorporated into a developmental version of the RETRAN computer code. This model addition has been undertaken to remove a limitation in RETRAN-01 associated with the homogeneous equilibrium mixture model. In this paper, the development of the slip model is summarized and the corresponding constitutive equations are discussed. Comparisons of RETRAN analyses with steady-state void fraction data and data from the Semiscale S-02-6 small break test are also presented

  2. Modeling Propellant Tank Dynamics

    Data.gov (United States)

    National Aeronautics and Space Administration — The main objective of my work will be to develop accurate models of self-pressurizing propellant tanks for use in designing hybrid rockets. The first key goal is to...

  3. Stochastic dynamic modeling of regular and slow earthquakes

    Science.gov (United States)

    Aso, N.; Ando, R.; Ide, S.

    2017-12-01

    diffusion appears much slower than the particle velocity of each molecule. The concept of stochastic triggering originates in the Brownian walk model [Ide, 2008], and the present study introduces the stochastic dynamics into dynamic simulations. The stochastic dynamic model has the potential to explain both regular and slow earthquakes more realistically.

  4. Brownian motion using video capture

    International Nuclear Information System (INIS)

    Salmon, Reese; Robbins, Candace; Forinash, Kyle

    2002-01-01

    Although other researchers had previously observed the random motion of pollen grains suspended in water through a microscope, Robert Brown's name is associated with this behaviour based on observations he made in 1828. It was not until Einstein's work in the early 1900s however, that the origin of this irregular motion was established to be the result of collisions with molecules which were so small as to be invisible in a light microscope (Einstein A 1965 Investigations on the Theory of the Brownian Movement ed R Furth (New York: Dover) (transl. Cowper A D) (5 papers)). Jean Perrin in 1908 (Perrin J 1923 Atoms (New York: Van Nostrand-Reinhold) (transl. Hammick D)) was able, through a series of painstaking experiments, to establish the validity of Einstein's equation. We describe here the details of a junior level undergraduate physics laboratory experiment where students used a microscope, a video camera and video capture software to verify Einstein's famous calculation of 1905. (author)

  5. Modelling group dynamic animal movement

    DEFF Research Database (Denmark)

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

    2014-01-01

    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......, 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......Group dynamic movement is a fundamental aspect of many species' movements. The need to adequately model individuals' interactions with other group members has been recognised, particularly in order to differentiate the role of social forces in individual movement from environmental factors. However...

  6. Collective motion of active Brownian particles with polar alignment.

    Science.gov (United States)

    Martín-Gómez, Aitor; Levis, Demian; Díaz-Guilera, Albert; Pagonabarraga, Ignacio

    2018-04-04

    We present a comprehensive computational study of the collective behavior emerging from the competition between self-propulsion, excluded volume interactions and velocity-alignment in a two-dimensional model of active particles. We consider an extension of the active brownian particles model where the self-propulsion direction of the particles aligns with the one of their neighbors. We analyze the onset of collective motion (flocking) in a low-density regime (10% surface area) and show that it is mainly controlled by the strength of velocity-alignment interactions: the competition between self-propulsion and crowding effects plays a minor role in the emergence of flocking. However, above the flocking threshold, the system presents a richer pattern formation scenario than analogous models without alignment interactions (active brownian particles) or excluded volume effects (Vicsek-like models). Depending on the parameter regime, the structure of the system is characterized by either a broad distribution of finite-sized polar clusters or the presence of an amorphous, highly fluctuating, large-scale traveling structure which can take a lane-like or band-like form (and usually a hybrid structure which is halfway in between both). We establish a phase diagram that summarizes collective behavior of polar active brownian particles and propose a generic mechanism to describe the complexity of the large-scale structures observed in systems of repulsive self-propelled particles.

  7. 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,

  8. Generative Models of Conformational Dynamics

    OpenAIRE

    Langmead, Christopher James

    2014-01-01

    Atomistic simulations of the conformational dynamics of proteins can be performed using either Molecular Dynamics or Monte Carlo procedures. The ensembles of three-dimensional structures produced during simulation can be analyzed in a number of ways to elucidate the thermodynamic and kinetic properties of the system. The goal of this chapter is to review both traditional and emerging methods for learning generative models from atomistic simulation data. Here, the term ‘generative’ refers to a...

  9. New methods for simulation of fractional Brownian motion

    International Nuclear Information System (INIS)

    Yin, Z.M.

    1996-01-01

    We present new algorithms for simulation of fractional Brownian motion (fBm) which comprises a set of important random functions widely used in geophysical and physical modeling, fractal image (landscape) simulating, and signal processing. The new algorithms, which are both accurate and efficient, allow us to generate not only a one-dimensional fBm process, but also two- and three-dimensional fBm fields. 23 refs., 3 figs

  10. Brownian motion in a flowing fluid revisited

    International Nuclear Information System (INIS)

    Ramshaw, J.D.

    1981-01-01

    It is shown how the phenomenon of osmosis may be treated using the phenomenological theory of Brownian motion in a flowing fluid. The theory is also generalized to include viscous stresses in the particle and mixture momentum equations

  11. 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.

  12. A multiscale approach to Brownian motors

    International Nuclear Information System (INIS)

    Pavliotis, G.A.

    2005-01-01

    The problem of Brownian motion in a periodic potential, under the influence of external forcing, which is either random or periodic in time, is studied in this Letter. Multiscale techniques are used to derive general formulae for the steady state particle current and the effective diffusion tensor. These formulae are then applied to calculate the effective diffusion coefficient for a Brownian particle in a periodic potential driven simultaneously by additive Gaussian white and colored noise. Our theoretical findings are supported by numerical simulations

  13. On some generalization of fractional Brownian motions

    International Nuclear Information System (INIS)

    Wang Xiaotian; Liang Xiangqian; Ren Fuyao; Zhang Shiying

    2006-01-01

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

  14. Deep inelastic collisions viewed as Brownian motion

    International Nuclear Information System (INIS)

    Gross, D.H.E.; Freie Univ. Berlin

    1980-01-01

    Non-equilibrium transport processes like Brownian motion, are studied since perhaps 100 years and one should ask why does one not use these theories to explain deep inelastic collision data. These theories have reached a high standard of sophistication, experience, and precision that I believe them to be very usefull for our problem. I will try to sketch a possible form of an advanced theory of Brownian motion that seems to be suitable for low energy heavy ion collisions. (orig./FKS)

  15. Area distribution of an elastic Brownian motion

    International Nuclear Information System (INIS)

    Rajabpour, M A

    2009-01-01

    We calculate the excursion and meander area distributions of the elastic Brownian motion by using the self-adjoint extension of the Hamiltonian of the free quantum particle on the half line. We also give some comments on the area of the Brownian motion bridge on the real line with the origin removed. We will focus on the power of self-adjoint extension to investigate different possible boundary conditions for the stochastic processes. We also discuss some possible physical applications.

  16. Containing Terrorism: A Dynamic Model

    Directory of Open Access Journals (Sweden)

    Giti Zahedzadeh

    2017-06-01

    Full Text Available The strategic interplay between counterterror measures and terror activity is complex. Herein, we propose a dynamic model to depict this interaction. The model generates stylized prognoses: (i under conditions of inefficient counterterror measures, terror groups enjoy longer period of activity but only if recruitment into terror groups remains low; high recruitment shortens the period of terror activity (ii highly efficient counterterror measures effectively contain terror activity, but only if recruitment remains low. Thus, highly efficient counterterror measures can effectively contain terrorism if recruitment remains restrained. We conclude that the trajectory of the dynamics between counterterror measures and terror activity is heavily altered by recruitment.

  17. Exact master equation for a noncommutative Brownian particle

    International Nuclear Information System (INIS)

    Costa Dias, Nuno; Nuno Prata, Joao

    2009-01-01

    We derive the Hu-Paz-Zhang master equation for a Brownian particle linearly coupled to a bath of harmonic oscillators on the plane with spatial noncommutativity. The results obtained are exact to all orders in the noncommutative parameter. As a by-product we derive some miscellaneous results such as the equilibrium Wigner distribution for the reservoir of noncommutative oscillators, the weak coupling limit of the master equation and a set of sufficient conditions for strict purity decrease of the Brownian particle. Finally, we consider a high-temperature Ohmic model and obtain an estimate for the time scale of the transition from noncommutative to ordinary quantum mechanics. This scale is considerably smaller than the decoherence scale

  18. Synchronization and collective motion of globally coupled Brownian particles

    International Nuclear Information System (INIS)

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

    2014-01-01

    In this work, we study a system of passive Brownian (non-self-propelled) particles in two dimensions, interacting only through a social-like force (velocity alignment in this case) that resembles Kuramoto's coupling among phase oscillators. We show that the kinematical stationary states of the system go from a phase in thermal equilibrium with no net flux of particles, to far-from-equilibrium phases exhibiting collective motion by increasing the coupling among particles. The mechanism that leads to the instability of the equilibrium phase relies on the competition between two time scales, namely, the mean collision time of the Brownian particles in a thermal bath and the time it takes for a particle to orient its direction of motion along the direction of motion of the group. Our results show a clear connection between collective motion and the Kuramoto model for synchronization, in our case, for the direction of motion of the particles. (paper)

  19. A dynamic force balance model for colloidal expansion and its DLVO-based application.

    Science.gov (United States)

    Liu, Longcheng; Moreno, Luis; Neretnieks, Ivars

    2009-01-20

    A force balance model that describes the dynamic expansion of colloidal bentonite gels/sols is presented. The colloidal particles are assumed to consist of one or several thin sheets with the other dimensions much larger than their thickness. The forces considered include van der Waals force, diffuse double layer force, thermal force giving rise to Brownian motion, gravity, as well as friction force. The model results in an expression resembling the instationary diffusion equation but with an immensely variable diffusivity. This diffusivity is strongly influenced by the concentration of counterions as well as by the particle concentration in the colloid gel/sol. The properties of the model are explored and discussed, exemplified by the upward expansion of an originally highly compacted bentonite tablet in a test tube. Examples are presented for a number of cases with ionic concentrations varying between very dilute waters up to several molar of counterions. The volume fraction of particles ranges from 40% to very dilute sols.

  20. Study of superionic conductors dynamics by continued diffusion model

    International Nuclear Information System (INIS)

    Bennai, M.

    1993-12-01

    The superionic conductors form a special category of solids characterized by their remarkable transport properties and are in general, Simplified as being constituted by the superposition of two inter penetrable crystal lattices. The ions of the first one form a rigid structure through which the other ions of opposite charge diffuse in quasi-liquid way. Basing on experimental and theoretical arguments, it was proved necessary to adopt a model of N-body continued diffusion which the basic theory is that of brownian movement. This thesis deals with the study of the dynamic structure factor S (q,w) and its line half width by the method of development in continued fractions issued from the Mori theory. With regard to the analytical difficulty met at the time of the static correlations functions calculation, the homogeneous approximation was applied and the notion of effective strength was introduced. So, it was obtained general relationships which give the static correlation functions, only in term of the static structure factor of liquids and effective potential. 98 refs.; 22 figs. (F.M.)

  1. A dynamical model of terrorism

    Directory of Open Access Journals (Sweden)

    Firdaus Udwadia

    2006-01-01

    Full Text Available This paper develops a dynamical model of terrorism. We consider the population in a given region as being made up of three primary components: terrorists, those susceptible to both terrorist and pacifist propaganda, and nonsusceptibles, or pacifists. The dynamical behavior of these three populations is studied using a model that incorporates the effects of both direct military/police intervention to reduce the terrorist population, and nonviolent, persuasive intervention to influence the susceptibles to become pacifists. The paper proposes a new paradigm for studying terrorism, and looks at the long-term dynamical evolution in time of these three population components when such interventions are carried out. Many important features—some intuitive, others not nearly so—of the nature of terrorism emerge from the dynamical model proposed, and they lead to several important policy implications for the management of terrorism. The different circumstances in which nonviolent intervention and/or military/police intervention may be beneficial, and the specific conditions under which each mode of intervention, or a combination of both, may be useful, are obtained. The novelty of the model presented herein is that it deals with the time evolution of terrorist activity. It appears to be one of the few models that can be tested, evaluated, and improved upon, through the use of actual field data.

  2. Brownian relaxation of an inelastic sphere in air

    Energy Technology Data Exchange (ETDEWEB)

    Bird, G. A., E-mail: gab@gab.com.au [University of Sydney, Sydney, NSW 2006 (Australia)

    2016-06-15

    The procedures that are used to calculate the forces and moments on an aerodynamic body in the rarefied gas of the upper atmosphere are applied to a small sphere of the size of an aerosol particle at sea level. While the gas-surface interaction model that provides accurate results for macroscopic bodies may not be appropriate for bodies that are comprised of only about a thousand atoms, it provides a limiting case that is more realistic than the elastic model. The paper concentrates on the transfer of energy from the air to an initially stationary sphere as it acquires Brownian motion. Individual particle trajectories vary wildly, but a clear relaxation process emerges from an ensemble average over tens of thousands of trajectories. The translational and rotational energies in equilibrium Brownian motion are determined. Empirical relationships are obtained for the mean translational and rotational relaxation times, the mean initial power input to the particle, the mean rates of energy transfer between the particle and air, and the diffusivity. These relationships are functions of the ratio of the particle mass to an average air molecule mass and the Knudsen number, which is the ratio of the mean free path in the air to the particle diameter. The ratio of the molecular radius to the particle radius also enters as a correction factor. The implications of Brownian relaxation for the second law of thermodynamics are discussed.

  3. 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...

  4. Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations

    International Nuclear Information System (INIS)

    Jumarie, Guy

    2004-01-01

    There are presently two different models of fractional Brownian motions available in the literature: the Riemann-Liouville fractional derivative of white noise on the one hand, and the complex-valued Brownian motion of order n defined by using a random walk in the complex plane, on the other hand. The paper provides a comparison between these two approaches, and in addition, takes this opportunity to contribute some complements. These two models are more or less equivalent on the theoretical standpoint for fractional order between 0 and 1/2, but their practical significances are quite different. Otherwise, for order larger than 1/2, the fractional derivative model has no counterpart in the complex plane. These differences are illustrated by an example drawn from mathematical finance. Taylor expansion of fractional order provides the expression of fractional difference in terms of finite difference, and this allows us to improve the derivation of Fokker-Planck equation and Kramers-Moyal expansion, and to get more insight in their relation with stochastic differential equations of fractional order. In the case of multi-fractal systems, the Fokker-Planck equation can be solved by using path integrals, and the fractional dynamic equations of the state moments of the stochastic system can be easily obtained. By combining fractional derivative and complex white noise of order n, one obtains a family of complex-valued fractional Brownian motions which exhibits long-range dependence. The conclusion outlines suggestions for further research, mainly regarding Lorentz transformation of fractional noises

  5. Generative Models of Conformational Dynamics

    Science.gov (United States)

    Langmead, Christopher James

    2014-01-01

    Atomistic simulations of the conformational dynamics of proteins can be performed using either Molecular Dynamics or Monte Carlo procedures. The ensembles of three-dimensional structures produced during simulation can be analyzed in a number of ways to elucidate the thermodynamic and kinetic properties of the system. The goal of this chapter is to review both traditional and emerging methods for learning generative models from atomistic simulation data. Here, the term ‘generative’ refers to a model of the joint probability distribution over the behaviors of the constituent atoms. In the context of molecular modeling, generative models reveal the correlation structure between the atoms, and may be used to predict how the system will respond to structural perturbations. We begin by discussing traditional methods, which produce multivariate Gaussian models. We then discuss GAMELAN (GrAphical Models of Energy LANdscapes), which produces generative models of complex, non-Gaussian conformational dynamics (e.g., allostery, binding, folding, etc) from long timescale simulation data. PMID:24446358

  6. 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...

  7. 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.

  8. 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.

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

    International Nuclear Information System (INIS)

    Agusdinata, Datu Buyung; Amouie, Mahbod; Xu, Tao

    2015-01-01

    Due to their favorable electrical and optical properties, quantum dots (QDs) nanostructures have found numerous applications including nanomedicine and photovoltaic cells. However, increased future production, use, and disposal of engineered QD products also raise concerns about their potential environmental impacts. The objective of this work is to establish a modeling framework for predicting the diffusion dynamics and concentration of toxic materials released from Trioctylphosphine oxide-capped CdSe. To this end, an agent-based model simulation with reaction kinetics and Brownian motion dynamics was developed. Reaction kinetics is used to model the stability of surface capping agent particularly due to oxidation process. The diffusion of toxic Cd 2+ ions in aquatic environment was simulated using an adapted Brownian motion algorithm. A calibrated parameter to reflect sensitivity to reaction rate is proposed. The model output demonstrates the stochastic spatial distribution of toxic Cd 2+ ions under different values of proxy environmental factor parameters. With the only chemistry considered was oxidation, the simulation was able to replicate Cd 2+ ion release from Thiol-capped QDs in aerated water. The agent-based method is the first to be developed in the QDs application domain. It adds both simplicity of the solubility and rate of release of Cd 2+ ions and complexity of tracking of individual atoms of Cd at the same time

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-12-15

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

  11. 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...

  12. 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.

  13. 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,

  14. Modelling MIZ dynamics in a global model

    Science.gov (United States)

    Rynders, Stefanie; Aksenov, Yevgeny; Feltham, Daniel; Nurser, George; Naveira Garabato, Alberto

    2016-04-01

    Exposure of large, previously ice-covered areas of the Arctic Ocean to the wind and surface ocean waves results in the Arctic pack ice cover becoming more fragmented and mobile, with large regions of ice cover evolving into the Marginal Ice Zone (MIZ). The need for better climate predictions, along with growing economic activity in the Polar Oceans, necessitates climate and forecasting models that can simulate fragmented sea ice with a greater fidelity. Current models are not fully fit for the purpose, since they neither model surface ocean waves in the MIZ, nor account for the effect of floe fragmentation on drag, nor include sea ice rheology that represents both the now thinner pack ice and MIZ ice dynamics. All these processes affect the momentum transfer to the ocean. We present initial results from a global ocean model NEMO (Nucleus for European Modelling of the Ocean) coupled to the Los Alamos sea ice model CICE. The model setup implements a novel rheological formulation for sea ice dynamics, accounting for ice floe collisions, thus offering a seamless framework for pack ice and MIZ simulations. The effect of surface waves on ice motion is included through wave pressure and the turbulent kinetic energy of ice floes. In the multidecadal model integrations we examine MIZ and basin scale sea ice and oceanic responses to the changes in ice dynamics. We analyse model sensitivities and attribute them to key sea ice and ocean dynamical mechanisms. The results suggest that the effect of the new ice rheology is confined to the MIZ. However with the current increase in summer MIZ area, which is projected to continue and may become the dominant type of sea ice in the Arctic, we argue that the effects of the combined sea ice rheology will be noticeable in large areas of the Arctic Ocean, affecting sea ice and ocean. With this study we assert that to make more accurate sea ice predictions in the changing Arctic, models need to include MIZ dynamics and physics.

  15. The mode coupling theory in the FDR-preserving field theory of interacting Brownian particles

    International Nuclear Information System (INIS)

    Kim, Bongsoo; Kawasaki, Kyozi

    2007-01-01

    We develop a renormalized perturbation theory for the dynamics of interacting Brownian particles, which preserves the fluctuation-dissipation relation order by order. We then show that the resulting one-loop theory gives a closed equation for the density correlation function, which is identical with that in the standard mode coupling theory. (fast track communication)

  16. Social Dynamics Modeling and Inference

    Science.gov (United States)

    2018-03-29

    the experiment(s)/ theory and equipment or analyses. Development of innovative theoretical model and methodologies with experimental verifications...information. The methodology based on communication and information theory (thanks to leave at MIT supported by this research) is described in [J1], [C2...a dynamic system [C1] and as a social learning mechanism in details [J4]. Furthermore, by incentive seeding and rewiring connections, information

  17. Experimental Studies of the Brownian Diffusion of Boomerang Colloidal Particle in a Confined Geometry

    Science.gov (United States)

    Chakrabarty, Ayan; Wang, Feng; Joshi, Bhuwan; Wei, Qi-Huo

    2011-03-01

    Recent studies shows that the boomerang shaped molecules can form various kinds of liquid crystalline phases. One debated topic related to boomerang molecules is the existence of biaxial nematic liquid crystalline phase. Developing and optical microscopic studies of colloidal systems of boomerang particles would allow us to gain better understanding of orientation ordering and dynamics at ``single molecule'' level. Here we report the fabrication and experimental studies of the Brownian motion of individual boomerang colloidal particles confined between two glass plates. We used dark-field optical microscopy to directly visualize the Brownian motion of the single colloidal particles in a quasi two dimensional geometry. An EMCCD was used to capture the motion in real time. An indigenously developed imaging processing algorithm based on MatLab program was used to precisely track the position and orientation of the particles with sub-pixel accuracy. The experimental finding of the Brownian diffusion of a single boomerang colloidal particle will be discussed.

  18. Achieving swift equilibration of a Brownian particle using flow-fields

    Science.gov (United States)

    Patra, Ayoti; Jarzynski, Christopher

    Can a system be driven to a targeted equilibrium state on a timescale that is much shorter than its natural equilibration time? In a recent experiment, the swift equilibration of an overdamped Brownian particle was achieved by use of an appropriately designed, time-dependent optical trap potential. Motivated by these results, we develop a general theoretical approach for guiding an ensemble of Brownian particles to track the instantaneous equilibrium distribution of a desired potential U (q , t) . In our approach, we use flow-fields associated with the parametric evolution of the targeted equilibrium state to construct an auxiliary potential U (q , t) , such that dynamics under the composite potential U (t) + U (t) achieves the desired evolution. Our results establish a close connection between the swift equilibration of Brownian particles, quantum shortcuts to adiabaticity, and the dissipationless driving of a classical, Hamiltonian system.

  19. Financial Brownian Particle in the Layered Order-Book Fluid and Fluctuation-Dissipation Relations

    Science.gov (United States)

    Yura, Yoshihiro; Takayasu, Hideki; Sornette, Didier; Takayasu, Misako

    2014-03-01

    We introduce a novel description of the dynamics of the order book of financial markets as that of an effective colloidal Brownian particle embedded in fluid particles. The analysis of comprehensive market data enables us to identify all motions of the fluid particles. Correlations between the motions of the Brownian particle and its surrounding fluid particles reflect specific layering interactions; in the inner layer the correlation is strong and with short memory, while in the outer layer it is weaker and with long memory. By interpreting and estimating the contribution from the outer layer as a drag resistance, we demonstrate the validity of the fluctuation-dissipation relation in this nonmaterial Brownian motion process.

  20. 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.

  1. Coupling of lever arm swing and biased Brownian motion in actomyosin.

    Science.gov (United States)

    Nie, Qing-Miao; Togashi, Akio; Sasaki, Takeshi N; Takano, Mitsunori; Sasai, Masaki; Terada, Tomoki P

    2014-04-01

    An important unresolved problem associated with actomyosin motors is the role of Brownian motion in the process of force generation. On the basis of structural observations of myosins and actins, the widely held lever-arm hypothesis has been proposed, in which proteins are assumed to show sequential structural changes among observed and hypothesized structures to exert mechanical force. An alternative hypothesis, the Brownian motion hypothesis, has been supported by single-molecule experiments and emphasizes more on the roles of fluctuating protein movement. In this study, we address the long-standing controversy between the lever-arm hypothesis and the Brownian motion hypothesis through in silico observations of an actomyosin system. We study a system composed of myosin II and actin filament by calculating free-energy landscapes of actin-myosin interactions using the molecular dynamics method and by simulating transitions among dynamically changing free-energy landscapes using the Monte Carlo method. The results obtained by this combined multi-scale calculation show that myosin with inorganic phosphate (Pi) and ADP weakly binds to actin and that after releasing Pi and ADP, myosin moves along the actin filament toward the strong-binding site by exhibiting the biased Brownian motion, a behavior consistent with the observed single-molecular behavior of myosin. Conformational flexibility of loops at the actin-interface of myosin and the N-terminus of actin subunit is necessary for the distinct bias in the Brownian motion. Both the 5.5-11 nm displacement due to the biased Brownian motion and the 3-5 nm displacement due to lever-arm swing contribute to the net displacement of myosin. The calculated results further suggest that the recovery stroke of the lever arm plays an important role in enhancing the displacement of myosin through multiple cycles of ATP hydrolysis, suggesting a unified movement mechanism for various members of the myosin family.

  2. Reflection Negative Kernels and Fractional Brownian Motion

    Directory of Open Access Journals (Sweden)

    Palle E. T. Jorgensen

    2018-06-01

    Full Text Available In this article we study the connection of fractional Brownian motion, representation theory and reflection positivity in quantum physics. We introduce and study reflection positivity for affine isometric actions of a Lie group on a Hilbert space E and show in particular that fractional Brownian motion for Hurst index 0 < H ≤ 1 / 2 is reflection positive and leads via reflection positivity to an infinite dimensional Hilbert space if 0 < H < 1 / 2 . We also study projective invariance of fractional Brownian motion and relate this to the complementary series representations of GL 2 ( R . We relate this to a measure preserving action on a Gaussian L 2 -Hilbert space L 2 ( E .

  3. Statistical modelling of subdiffusive dynamics in the cytoplasm of living cells: A FARIMA approach

    Science.gov (United States)

    Burnecki, K.; Muszkieta, M.; Sikora, G.; Weron, A.

    2012-04-01

    Golding and Cox (Phys. Rev. Lett., 96 (2006) 098102) tracked the motion of individual fluorescently labelled mRNA molecules inside live E. coli cells. They found that in the set of 23 trajectories from 3 different experiments, the automatically recognized motion is subdiffusive and published an intriguing microscopy video. Here, we extract the corresponding time series from this video by image segmentation method and present its detailed statistical analysis. We find that this trajectory was not included in the data set already studied and has different statistical properties. It is best fitted by a fractional autoregressive integrated moving average (FARIMA) process with the normal-inverse Gaussian (NIG) noise and the negative memory. In contrast to earlier studies, this shows that the fractional Brownian motion is not the best model for the dynamics documented in this video.

  4. Engineering Autonomous Chemomechanical Nanomachines Using Brownian Ratchets

    Science.gov (United States)

    Lavella, Gabriel

    Nanoscale machines which directly convert chemical energy into mechanical work are ubiquitous in nature and are employed to perform a diverse set of tasks such as transporting molecules, maintaining molecular gradients, and providing motion to organisms. Their widespread use in nature suggests that large technological rewards can be obtained by designing synthetic machines that use similar mechanisms. This thesis addresses the technological adaptation of a specific mechanism known as the Brownian ratchet for the design of synthetic autonomous nanomachines. My efforts were focused more specifically on synthetic chemomechanical ratchets which I deem will be broadly applicable in the life sciences. In my work I have theoretically explored the biophysical mechanisms and energy landscapes that give rise to the ratcheting phenomena and devised devices that operate off these principles. I demonstrate two generations of devices that produce mechanical force/deformation in response to a user specified ligand. The first generation devices, fabricatied using a combination nanoscale lithographic processes and bioconjugation techniques, were used to provide evidence that the proposed ratcheting phenomena can be exploited in synthetic architectures. Second generation devices fabricated using self-assembled DNA/hapten motifs were constructed to gain a precise understanding of ratcheting dynamics and design constraints. In addition, the self-assembled devices enabled fabrication en masse, which I feel will alleviate future experimental hurdles in analysis and facilitate its adaptation to technologies. The product of these efforts is an architecture that has the potential to enable numerous technologies in biosensing and drug delivery. For example, the coupling of molecule-specific actuation to the release of drugs or signaling molecules from nanocapsules or porous materials could be transformative. Such architectures could provide possible avenues to pressing issues in biology and

  5. 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.

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

    International Nuclear Information System (INIS)

    Wang, Gaoyuan; Battefeld, Thorsten

    2016-01-01

    We develope a computationally efficient extension of the Dyson Brownian Motion (DBM) algorithm to generate random function in C"2 locally. We further explain that random functions generated via DBM show an unstable growth as the traversed distance increases. This feature restricts the use of such functions considerably if they are to be used to model globally defined ones. The latter is the case if one uses random functions to model landscapes in string theory. We provide a concrete example, based on a simple axionic potential often used in cosmology, to highlight this problem and also offer an ad hoc modification of DBM that suppresses this growth to some degree.

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

    Energy Technology Data Exchange (ETDEWEB)

    Wang, Gaoyuan; Battefeld, Thorsten [Institute for Astrophysics, University of Goettingen,Friedrich Hund Platz 1, D-37077 Goettingen (Germany)

    2016-09-05

    We develope a computationally efficient extension of the Dyson Brownian Motion (DBM) algorithm to generate random function in C{sup 2} locally. We further explain that random functions generated via DBM show an unstable growth as the traversed distance increases. This feature restricts the use of such functions considerably if they are to be used to model globally defined ones. The latter is the case if one uses random functions to model landscapes in string theory. We provide a concrete example, based on a simple axionic potential often used in cosmology, to highlight this problem and also offer an ad hoc modification of DBM that suppresses this growth to some degree.

  8. Eigenfunction expansion for fractional Brownian motions

    International Nuclear Information System (INIS)

    Maccone, C.

    1981-01-01

    The fractional Brownian motions, a class of nonstationary stochastic processes defined as the Riemann-Liouville fractional integral/derivative of the Brownian motion, are studied. It is shown that these processes can be regarded as the output of a suitable linear system of which the input is the white noise. Their autocorrelation is then derived with a study of their standard-deviation curves. Their power spectra are found by resorting to the nonstationary spectral theory. And finally their eigenfunction expansion (Karhunen-Loeve expansion) is obtained: the eigenfunctions are proved to be suitable Bessel functions and the eigenvalues zeros of the Bessel functions. (author)

  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. Dynamics of complexation of a charged dendrimer by linear polyelectrolyte: Computer modelling

    NARCIS (Netherlands)

    Lyulin, S.V.; Darinskii, A.A.; Lyulin, A.V.

    2007-01-01

    Brownian-dynamics simulations have been performed for complexes formed by a charged dendrimer and a long oppositely charged linear polyelectrolyte when overcharging phenomenon is always observed. After a complex formation the orientational mobility of the individual dendrimer bonds, the fluctuations

  11. Generalized Arcsine Laws for Fractional Brownian Motion.

    Science.gov (United States)

    Sadhu, Tridib; Delorme, Mathieu; Wiese, Kay Jörg

    2018-01-26

    The three arcsine laws for Brownian motion are a cornerstone of extreme-value statistics. For a Brownian B_{t} starting from the origin, and evolving during time T, one considers the following three observables: (i) the duration t_{+} the process is positive, (ii) the time t_{last} the process last visits the origin, and (iii) the time t_{max} when it achieves its maximum (or minimum). All three observables have the same cumulative probability distribution expressed as an arcsine function, thus the name arcsine laws. We show how these laws change for fractional Brownian motion X_{t}, a non-Markovian Gaussian process indexed by the Hurst exponent H. It generalizes standard Brownian motion (i.e., H=1/2). We obtain the three probabilities using a perturbative expansion in ϵ=H-1/2. While all three probabilities are different, this distinction can only be made at second order in ϵ. Our results are confirmed to high precision by extensive numerical simulations.

  12. 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,

  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. 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.

  15. 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.

  16. Modeling the dynamics of choice.

    Science.gov (United States)

    Baum, William M; Davison, Michael

    2009-06-01

    A simple linear-operator model both describes and predicts the dynamics of choice that may underlie the matching relation. We measured inter-food choice within components of a schedule that presented seven different pairs of concurrent variable-interval schedules for 12 food deliveries each with no signals indicating which pair was in force. This measure of local choice was accurately described and predicted as obtained reinforcer sequences shifted it to favor one alternative or the other. The effect of a changeover delay was reflected in one parameter, the asymptote, whereas the effect of a difference in overall rate of food delivery was reflected in the other parameter, rate of approach to the asymptote. The model takes choice as a primary dependent variable, not derived by comparison between alternatives-an approach that agrees with the molar view of behaviour.

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

    Science.gov (United States)

    Metzler, R; Jeon, J-H; Cherstvy, A G

    2016-10-01

    The dynamics of constituents and the surface response of cellular membranes-also in connection to the binding of various particles and macromolecules to the membrane-are still a matter of controversy in the membrane biophysics community, particularly with respect to crowded membranes of living biological cells. We here put into perspective recent single particle tracking experiments in the plasma membranes of living cells and supercomputing studies of lipid bilayer model membranes with and without protein crowding. Special emphasis is put on the observation of anomalous, non-Brownian diffusion of both lipid molecules and proteins embedded in the lipid bilayer. While single component, pure lipid bilayers in simulations exhibit only transient anomalous diffusion of lipid molecules on nanosecond time scales, the persistence of anomalous diffusion becomes significantly longer ranged on the addition of disorder-through the addition of cholesterol or proteins-and on passing of the membrane lipids to the gel phase. Concurrently, experiments demonstrate the anomalous diffusion of membrane embedded proteins up to macroscopic time scales in the minute time range. Particular emphasis will be put on the physical character of the anomalous diffusion, in particular, the occurrence of ageing observed in the experiments-the effective diffusivity of the measured particles is a decreasing function of time. Moreover, we present results for the time dependent local scaling exponent of the mean squared displacement of the monitored particles. Recent results finding deviations from the commonly assumed Gaussian diffusion patterns in protein crowded membranes are reported. The properties of the displacement autocorrelation function of the lipid molecules are discussed in the light of their appropriate physical anomalous diffusion models, both for non-crowded and crowded membranes. In the last part of this review we address the upcoming field of membrane distortion by elongated membrane

  18. Dynamical modeling of tidal streams

    International Nuclear Information System (INIS)

    Bovy, Jo

    2014-01-01

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

  19. Elastic moduli of a Brownian colloidal glass former

    Science.gov (United States)

    Fritschi, S.; Fuchs, M.

    2018-01-01

    The static, dynamic and flow-dependent shear moduli of a binary mixture of Brownian hard disks are studied by an event-driven molecular dynamics simulation. Thereby, the emergence of rigidity close to the glass transition encoded in the static shear modulus G_∞ is accessed by three methods. Results from shear stress auto-correlation functions, elastic dispersion relations, and the elastic response to strain deformations upon the start-up of shear flow are compared. This enables one to sample the time-dependent shear modulus G(t) consistently over several decades in time. By that a very precise specification of the glass transition point and of G_∞ is feasible. Predictions by mode coupling theory of a finite shear modulus at the glass transition, of α-scaling in fluid states close to the transition, and of shear induced decay in yielding glass states are tested and broadly verified.

  20. Brownian motion in Robertson-Walker spacetimes from electromagnetic vacuum fluctuations

    International Nuclear Information System (INIS)

    Bessa, Carlos H. G.; Bezerra, V. B.; Ford, L. H.

    2009-01-01

    We consider the effects of the vacuum fluctuations of a quantized electromagnetic field on particles in an expanding universe. We find that these particles typically undergo Brownian motion and acquire a nonzero mean squared velocity that depends on the scale factor of the universe. This Brownian motion can be interpreted as due to noncancellation of anticorrelated vacuum fluctuations in the time-dependent background spacetime. Alternatively, one can interpret this effect as the particles acquiring energy from the background spacetime geometry, a phenomenon that cannot occur in a static spacetime. We treat several types of coupling between the electromagnetic field and the particles and several model universes. We also consider both free particles, which, on the average, move on geodesics, and particles in bound systems. There are significant differences between these two cases, which illustrates that nongeodesic motion alters the effects of the vacuum fluctuations. We discuss the possible applications of this Brownian motion effect to cosmological scenarios.

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

    International Nuclear Information System (INIS)

    Radiom, Milad; Ducker, William; Robbins, Brian; Paul, Mark

    2015-01-01

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

  2. System Dynamics Modelling for a Balanced Scorecard

    DEFF Research Database (Denmark)

    Nielsen, Steen; Nielsen, Erland Hejn

    2008-01-01

    /methodology/approach - We use a case study model to develop time or dynamic dimensions by using a System Dynamics modelling (SDM) approach. The model includes five perspectives and a number of financial and non-financial measures. All indicators are defined and related to a coherent number of different cause...... have a major influence on other indicators and profit and may be impossible to predict without using a dynamic model. Practical implications - The model may be used as the first step in quantifying the cause-and-effect relationships of an integrated BSC model. Using the System Dynamics model provides......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...

  3. Algorithms for testing of fractional dynamics: a practical guide to ARFIMA modelling

    International Nuclear Information System (INIS)

    Burnecki, Krzysztof; Weron, Aleksander

    2014-01-01

    In this survey paper we present a systematic methodology which demonstrates how to identify the origins of fractional dynamics. We consider three mechanisms which lead to it, namely fractional Brownian motion, fractional Lévy stable motion and an autoregressive fractionally integrated moving average (ARFIMA) process but we concentrate on the ARFIMA modelling. The methodology is based on statistical tools for identification and validation of the fractional dynamics, in particular on an ARFIMA parameter estimator, an ergodicity test, a self-similarity index estimator based on sample p-variation and a memory parameter estimator based on sample mean-squared displacement. A complete list of algorithms needed for this is provided in appendices A–F. Finally, we illustrate the methodology on various empirical data and show that ARFIMA can be considered as a universal model for fractional dynamics. Thus, we provide a practical guide for experimentalists on how to efficiently use ARFIMA modelling for a large class of anomalous diffusion data. (paper)

  4. Alveolar bone-loss area localization in periodontitis radiographs based on threshold segmentation with a hybrid feature fused of intensity and the H-value of fractional Brownian motion model.

    Science.gov (United States)

    Lin, P L; Huang, P W; Huang, P Y; Hsu, H C

    2015-10-01

    Periodontitis involves progressive loss of alveolar bone around the teeth. Hence, automatic alveolar bone-loss (ABL) measurement in periapical radiographs can assist dentists in diagnosing such disease. In this paper, we propose an effective method for ABL area localization and denote it as ABLIfBm. ABLIfBm is a threshold segmentation method that uses a hybrid feature fused of both intensity and texture measured by the H-value of fractional Brownian motion (fBm) model, where the H-value is the Hurst coefficient in the expectation function of a fBm curve (intensity change) and is directly related to the value of fractal dimension. Adopting leave-one-out cross validation training and testing mechanism, ABLIfBm trains weights for both features using Bayesian classifier and transforms the radiograph image into a feature image obtained from a weighted average of both features. Finally, by Otsu's thresholding, it segments the feature image into normal and bone-loss regions. Experimental results on 31 periodontitis radiograph images in terms of mean true positive fraction and false positive fraction are about 92.5% and 14.0%, respectively, where the ground truth is provided by a dentist. The results also demonstrate that ABLIfBm outperforms (a) the threshold segmentation method using either feature alone or a weighted average of the same two features but with weights trained differently; (b) a level set segmentation method presented earlier in literature; and (c) segmentation methods based on Bayesian, K-NN, or SVM classifier using the same two features. Our results suggest that the proposed method can effectively localize alveolar bone-loss areas in periodontitis radiograph images and hence would be useful for dentists in evaluating degree of bone-loss for periodontitis patients. Copyright © 2015 Elsevier Ireland Ltd. All rights reserved.

  5. Review of various dynamic modeling methods and development of an intuitive modeling method for dynamic systems

    International Nuclear Information System (INIS)

    Shin, Seung Ki; Seong, Poong Hyun

    2008-01-01

    Conventional static reliability analysis methods are inadequate for modeling dynamic interactions between components of a system. Various techniques such as dynamic fault tree, dynamic Bayesian networks, and dynamic reliability block diagrams have been proposed for modeling dynamic systems based on improvement of the conventional modeling methods. In this paper, we review these methods briefly and introduce dynamic nodes to the existing Reliability Graph with General Gates (RGGG) as an intuitive modeling method to model dynamic systems. For a quantitative analysis, we use a discrete-time method to convert an RGGG to an equivalent Bayesian network and develop a software tool for generation of probability tables

  6. 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.

  7. Functionals of Brownian motion, localization and metric graphs

    International Nuclear Information System (INIS)

    Comtet, Alain; Desbois, Jean; Texier, Christophe

    2005-01-01

    We review several results related to the problem of a quantum particle in a random environment. In an introductory part, we recall how several functionals of Brownian motion arise in the study of electronic transport in weakly disordered metals (weak localization). Two aspects of the physics of the one-dimensional strong localization are reviewed: some properties of the scattering by a random potential (time delay distribution) and a study of the spectrum of a random potential on a bounded domain (the extreme value statistics of the eigenvalues). Then we mention several results concerning the diffusion on graphs, and more generally the spectral properties of the Schroedinger operator on graphs. The interest of spectral determinants as generating functions characterizing the diffusion on graphs is illustrated. Finally, we consider a two-dimensional model of a charged particle coupled to the random magnetic field due to magnetic vortices. We recall the connection between spectral properties of this model and winding functionals of planar Brownian motion. (topical review)

  8. Supply based on demand dynamical model

    Science.gov (United States)

    Levi, Asaf; Sabuco, Juan; Sanjuán, Miguel A. F.

    2018-04-01

    We propose and numerically analyze a simple dynamical model that describes the firm behaviors under uncertainty of demand. Iterating this simple model and varying some parameter values, we observe a wide variety of market dynamics such as equilibria, periodic, and chaotic behaviors. Interestingly, the model is also able to reproduce market collapses.

  9. Opinion dynamics model based on quantum formalism

    Energy Technology Data Exchange (ETDEWEB)

    Artawan, I. Nengah, E-mail: nengahartawan@gmail.com [Theoretical Physics Division, Department of Physics, Udayana University (Indonesia); Trisnawati, N. L. P., E-mail: nlptrisnawati@gmail.com [Biophysics, Department of Physics, Udayana University (Indonesia)

    2016-03-11

    Opinion dynamics model based on quantum formalism is proposed. The core of the quantum formalism is on the half spin dynamics system. In this research the implicit time evolution operators are derived. The analogy between the model with Deffuant dan Sznajd models is discussed.

  10. Nonisothermal Brownian motion: Thermophoresis as the macroscopic manifestation of thermally biased molecular motion.

    Science.gov (United States)

    Brenner, Howard

    2005-12-01

    A quiescent single-component gravity-free gas subject to a small steady uniform temperature gradient T, despite being at rest, is shown to experience a drift velocity UD=-D* gradient ln T, where D* is the gas's nonisothermal self-diffusion coefficient. D* is identified as being the gas's thermometric diffusivity alpha. The latter differs from the gas's isothermal isotopic self-diffusion coefficient D, albeit only slightly. Two independent derivations are given of this drift velocity formula, one kinematical and the other dynamical, both derivations being strictly macroscopic in nature. Within modest experimental and theoretical uncertainties, this virtual drift velocity UD=-alpha gradient ln T is shown to be constitutively and phenomenologically indistinguishable from the well-known experimental and theoretical formulas for the thermophoretic velocity U of a macroscopic (i.e., non-Brownian) non-heat-conducting particle moving under the influence of a uniform temperature gradient through an otherwise quiescent single-component rarefied gas continuum at small Knudsen numbers. Coupled with the size independence of the particle's thermophoretic velocity, the empirically observed equality, U=UD, leads naturally to the hypothesis that these two velocities, the former real and the latter virtual, are, in fact, simply manifestations of the same underlying molecular phenomenon, namely the gas's Brownian movement, albeit biased by the temperature gradient. This purely hydrodynamic continuum-mechanical equality is confirmed by theoretical calculations effected at the kinetic-molecular level on the basis of an existing solution of the Boltzmann equation for a quasi-Lorentzian gas, modulo small uncertainties pertaining to the choice of collision model. Explicitly, this asymptotically valid molecular model allows the virtual drift velocity UD of the light gas and the thermophoretic velocity U of the massive, effectively non-Brownian, particle, now regarded as the tracer particle

  11. Brownian motion, martingales, and stochastic calculus

    CERN Document Server

    Le Gall, Jean-François

    2016-01-01

    This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested i...

  12. Relating structure and dynamics in organisation models

    NARCIS (Netherlands)

    Jonker, C.M.; Treur, J.

    2003-01-01

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

  13. Description of surface quadrupole oscillations of heated spherical nuclei in the Brownian-motion approximation

    International Nuclear Information System (INIS)

    Svin'in, I.R.

    1982-01-01

    The Brownian motion of a quadrupole quantum oscillator is considered as a model of surface quadrupole oscillations of heated spherical nuclei. The integrals of the motion related to energy and angular momentum conservation are constructed and the wave functions are obtained for states with definite values of these integrals of the motion in the phonon representation

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

    Science.gov (United States)

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

    2012-08-01

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

  15. 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 ...

  16. Current fluctuations of interacting active Brownian particles

    OpenAIRE

    Pre, Trevor Grand; Limmer, David T.

    2018-01-01

    We derive the distribution function for particle currents for a system of interacting active Brownian particles in the long time limit using large deviation theory and a weighted many body expansion. We find the distribution is non-Gaussian, except in the limit of passive particles. The non-Gaussian fluctuations can be understood from the effective potential the particles experience when conditioned on a given current. This potential suppresses fluctuations of the particle's orientation, and ...

  17. Time-averaged MSD of Brownian motion

    OpenAIRE

    Andreanov, Alexei; Grebenkov, Denis

    2012-01-01

    We study the statistical properties of the time-averaged mean-square displacements (TAMSD). This is a standard non-local quadratic functional for inferring the diffusion coefficient from an individual random trajectory of a diffusing tracer in single-particle tracking experiments. For Brownian motion, we derive an exact formula for the Laplace transform of the probability density of the TAMSD by mapping the original problem onto chains of coupled harmonic oscillators. From this formula, we de...

  18. Frustrated Brownian Motion of Nonlocal Solitary Waves

    International Nuclear Information System (INIS)

    Folli, V.; Conti, C.

    2010-01-01

    We investigate the evolution of solitary waves in a nonlocal medium in the presence of disorder. By using a perturbational approach, we show that an increasing degree of nonlocality may largely hamper the Brownian motion of self-trapped wave packets. The result is valid for any kind of nonlocality and in the presence of nonparaxial effects. Analytical predictions are compared with numerical simulations based on stochastic partial differential equations.

  19. The quantum brownian particle and memory effects

    International Nuclear Information System (INIS)

    Britani, J.R.; Mizrahi, S.S.; Pimentel, B.M.

    1991-01-01

    The Quantum Brownian particle, immersed in a heat bath, is described by a statistical operator whose evolution is ruled by a Generalized Master Equation (GME). The heat bath degrees of freedom are considered to be either white noise or coloured noise correlated,while the GME is considered under either the Markov or Non-Markov approaches. The comparison between these considerations are fully developed and their physical meaning is discussed. (author)

  20. Optimum analysis of a Brownian refrigerator.

    Science.gov (United States)

    Luo, X G; Liu, N; He, J Z

    2013-02-01

    A Brownian refrigerator with the cold and hot reservoirs alternating along a space coordinate is established. The heat flux couples with the movement of the Brownian particles due to an external force in the spatially asymmetric but periodic potential. After using the Arrhenius factor to describe the behaviors of the forward and backward jumps of the particles, the expressions for coefficient of performance (COP) and cooling rate are derived analytically. Then, through maximizing the product of conversion efficiency and heat flux flowing out, a new upper bound only depending on the temperature ratio of the cold and hot reservoirs is found numerically in the reversible situation, and it is a little larger than the so-called Curzon and Ahlborn COP ε(CA)=(1/√[1-τ])-1. After considering the irreversible factor owing to the kinetic energy change of the moving particles, we find the optimized COP is smaller than ε(CA) and the external force even does negative work on the Brownian particles when they jump from a cold to hot reservoir.

  1. Time rescaling and Gaussian properties of the fractional Brownian motions

    International Nuclear Information System (INIS)

    Maccone, C.

    1981-01-01

    The fractional Brownian motions are proved to be a class of Gaussian (normal) stochastic processes suitably rescaled in time. Some consequences affecting their eigenfunction expansion (Karhunen-Loeve expansion) are inferred. A known formula of Cameron and Martin is generalized. The first-passage time probability density is found. The partial differential equation of the fractional Brownian diffusion is obtained. And finally the increments of the fractional Brownian motions are proved to be independent for nonoverlapping time intervals. (author)

  2. 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

  3. Dynamic modelling of nuclear steam generators

    International Nuclear Information System (INIS)

    Kerlin, T.W.; Katz, E.M.; Freels, J.; Thakkar, J.

    1980-01-01

    Moving boundary, nodal models with dynamic energy balances, dynamic mass balances, quasi-static momentum balances, and an equivalent single channel approach have been developed for steam generators used in nuclear power plants. The model for the U-tube recirculation type steam generator is described and comparisons are made of responses from models of different complexity; non-linear versus linear, high-order versus low order, detailed modeling of the control system versus a simple control assumption. The results of dynamic tests on nuclear power systems show that when this steam generator model is included in a system simulation there is good agreement with actual plant performance. (author)

  4. Dynamic Airspace Managment - Models and Algorithms

    OpenAIRE

    Cheng, Peng; Geng, Rui

    2010-01-01

    This chapter investigates the models and algorithms for implementing the concept of Dynamic Airspace Management. Three models are discussed. First two models are about how to use or adjust air route dynamically in order to speed up air traffic flow and reduce delay. The third model gives a way to dynamically generate the optimal sector configuration for an air traffic control center to both balance the controller’s workload and save control resources. The first model, called the Dynami...

  5. 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.......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...

  6. System dynamics modelling of situation awareness

    CSIR Research Space (South Africa)

    Oosthuizen, R

    2015-11-01

    Full Text Available . The feedback loops and delays in the Command and Control system also contribute to the complex dynamic behavior. This paper will build on existing situation awareness models to develop a System Dynamics model to support a qualitative investigation through...

  7. An Agent Model Integrating an Adaptive Model for Environmental Dynamics

    NARCIS (Netherlands)

    Treur, J.; Umair, M.

    2011-01-01

    The environments in which agents are used often may be described by dynamical models, e.g., in the form of a set of differential equations. In this paper, an agent model is proposed that can perform model-based reasoning about the environment, based on a numerical (dynamical system) model of the

  8. Hydration dynamics near a model protein surface

    International Nuclear Information System (INIS)

    Russo, Daniela; Hura, Greg; Head-Gordon, Teresa

    2003-01-01

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

  9. Non-intersecting Brownian walkers and Yang-Mills theory on the sphere

    International Nuclear Information System (INIS)

    Forrester, Peter J.; Majumdar, Satya N.; Schehr, Gregory

    2011-01-01

    We study a system of N non-intersecting Brownian motions on a line segment [0,L] with periodic, absorbing and reflecting boundary conditions. We show that the normalized reunion probabilities of these Brownian motions in the three models can be mapped to the partition function of two-dimensional continuum Yang-Mills theory on a sphere respectively with gauge groups U(N), Sp(2N) and SO(2N). Consequently, we show that in each of these Brownian motion models, as one varies the system size L, a third order phase transition occurs at a critical value L=L c (N)∼√(N) in the large N limit. Close to the critical point, the reunion probability, properly centered and scaled, is identical to the Tracy-Widom distribution describing the probability distribution of the largest eigenvalue of a random matrix. For the periodic case we obtain the Tracy-Widom distribution corresponding to the GUE random matrices, while for the absorbing and reflecting cases we get the Tracy-Widom distribution corresponding to GOE random matrices. In the absorbing case, the reunion probability is also identified as the maximal height of N non-intersecting Brownian excursions ('watermelons' with a wall) whose distribution in the asymptotic scaling limit is then described by GOE Tracy-Widom law. In addition, large deviation formulas for the maximum height are also computed.

  10. The Onsager reciprocity relation and generalized efficiency of a thermal Brownian motor

    International Nuclear Information System (INIS)

    Tian-Fu, Gao; Jin-Can, Chen; Yue, Zhang

    2009-01-01

    Based on a general model of Brownian motors, the Onsager coefficients and generalized efficiency of a thermal Brownian motor are calculated analytically. It is found that the Onsager reciprocity relation holds and the Onsager coefficients are not affected by the kinetic energy change due to the particle's motion. Only when the heat leak in the system is negligible can the determinant of the Onsager matrix vanish. Moreover, the influence of the main parameters characterizing the model on the generalized efficiency of the Brownian motor is discussed in detail. The characteristic curves of the generalized efficiency varying with these parameters are presented, and the maximum generalized efficiency and the corresponding optimum parameters are determined. The results obtained here are of general significance. They are used to analyze the performance characteristics of the Brownian motors operating in the three interesting cases with zero heat leak, zero average drift velocity or a linear response relation, so that some important conclusions in current references are directly included in some limit cases of the present paper. (general)

  11. A Trio of Brownian Donkeys

    Science.gov (United States)

    van den Broeck, C.; Cleuren, B.; Kawai, R.; Kambon, M.

    A previously introduced model (B. Cleuren and C. Van den Broeck, Europhys. Lett. 54, 1 (2001)) is studied numerically. Pure negative mobility is found for the minimum number of three interacting walkers.

  12. A one-dimensional gravitationally interacting gas and the convex minorant of Brownian motion

    International Nuclear Information System (INIS)

    Suidan, T M

    2001-01-01

    The surprising connection between a one-dimensional gravitationally interacting gas of sticky particles and the convex minorant process generated by Brownian motion on [0,1] is studied. A study is made of the dynamics of this 1-D gas system by identifying three distinct clustering regimes and the time scales at which they occur. At the critical moment of time the mass distribution of the gas can be computed in terms of functionals of the convex minorant process

  13. Auditory hair cell centrioles undergo confined Brownian motion throughout the developmental migration of the kinocilium.

    Science.gov (United States)

    Lepelletier, Léa; de Monvel, Jacques Boutet; Buisson, Johanna; Desdouets, Chantal; Petit, Christine

    2013-07-02

    Planar polarization of the forming hair bundle, the mechanosensory antenna of auditory hair cells, depends on the poorly characterized center-to-edge displacement of a primary cilium, the kinocilium, at their apical surface. Taking advantage of the gradient of hair cell differentiation along the cochlea, we reconstituted a map of the kinocilia displacements in the mouse embryonic cochlea. We then developed a cochlear organotypic culture and video-microscopy approach to monitor the movements of the kinocilium basal body (mother centriole) and its daughter centriole, which we analyzed using particle tracking and modeling. We found that both hair cell centrioles undergo confined Brownian movements around their equilibrium positions, under the apparent constraint of a radial restoring force of ∼0.1 pN. This magnitude depended little on centriole position, suggesting nonlinear interactions with constraining, presumably cytoskeletal elements. The only dynamic change observed during the period of kinocilium migration was a doubling of the centrioles' confinement area taking place early in the process. It emerges from these static and dynamic observations that kinocilia migrate gradually in parallel with the organization of hair cells into rows during cochlear neuroepithelium extension. Analysis of the confined motion of hair cell centrioles under normal and pathological conditions should help determine which structures contribute to the restoring force exerting on them. Copyright © 2013 Biophysical Society. Published by Elsevier Inc. All rights reserved.

  14. 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 substantia......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...

  15. Adaptive numerical modeling of dynamic crack propagation

    International Nuclear Information System (INIS)

    Adouani, H.; Tie, B.; Berdin, C.; Aubry, D.

    2006-01-01

    We propose an adaptive numerical strategy that aims at developing reliable and efficient numerical tools to model dynamic crack propagation and crack arrest. We use the cohesive zone theory as behavior of interface-type elements to model crack. Since the crack path is generally unknown beforehand, adaptive meshing is proposed to model the dynamic crack propagation. The dynamic study requires the development of specific solvers for time integration. As both geometry and finite element mesh of the studied structure evolve in time during transient analysis, the stability behavior of dynamic solver becomes a major concern. For this purpose, we use the space-time discontinuous Galerkin finite element method, well-known to provide a natural framework to manage meshes that evolve in time. As an important result, we prove that the space-time discontinuous Galerkin solver is unconditionally stable, when the dynamic crack propagation is modeled by the cohesive zone theory, which is highly non-linear. (authors)

  16. Langevin theory of anomalous Brownian motion made simple

    International Nuclear Information System (INIS)

    Tothova, Jana; Vasziova, Gabriela; Lisy, VladimIr; Glod, Lukas

    2011-01-01

    During the century from the publication of the work by Einstein (1905 Ann. Phys. 17 549) Brownian motion has become an important paradigm in many fields of modern science. An essential impulse for the development of Brownian motion theory was given by the work of Langevin (1908 C. R. Acad. Sci., Paris 146 530), in which he proposed an 'infinitely more simple' description of Brownian motion than that by Einstein. The original Langevin approach has however strong limitations, which were rigorously stated after the creation of the hydrodynamic theory of Brownian motion (1945). Hydrodynamic Brownian motion is a special case of 'anomalous Brownian motion', now intensively studied both theoretically and in experiments. We show how some general properties of anomalous Brownian motion can be easily derived using an effective method that allows one to convert the stochastic generalized Langevin equation into a deterministic Volterra-type integro-differential equation for the mean square displacement of the particle. Within the Gibbs statistics, the method is applicable to linear equations of motion with any kind of memory during the evolution of the system. We apply it to memoryless Brownian motion in a harmonic potential well and to Brownian motion in fluids, taking into account the effects of hydrodynamic memory. Exploring the mathematical analogy between Brownian motion and electric circuits, which are at nanoscales also described by the generalized Langevin equation, we calculate the fluctuations of charge and current in RLC circuits that are in contact with the thermal bath. Due to the simplicity of our approach it could be incorporated into graduate courses of statistical physics. Once the method is established, it allows bringing to the attention of students and effectively solving a number of attractive problems related to Brownian motion.

  17. Behavior of aerosols undergoing Brownian coagulation, Brownian diffusion and gravitational settling in a closed chamber

    International Nuclear Information System (INIS)

    Okuyama, Kikuo; Kousaka, Yasuo; Yoshida, Tetsuo

    1976-01-01

    The behavior of aerosols undergoing Brownian coagulation. Brownian diffusion and gravitational settling in a closed chamber was studied by solving the basic equation, the so-called population balance equation, numerically for a polydisperse aerosol system and analytically for a monodisperse system, and then the results were examined by experiment. In solving the basic equation, two dimensionless parameters, which are determined by the initial properties of an aerosol and the chamber dimension and also characterize the relative effects of Brownian coagulation and Brownian diffusion to gravitational settling, were introduced in order to generalize the behavior under arbitrary conditions. The calculated results, the time-dependent changes in particle number concentration and particle size distribution for a polydisperse system, were presented graphically by using the above two parameters. And further using these parameters, the domains of the three controlling factors were mapped to show the extent of each effect of these factors under various conditions for a monodisperse system. Some of the calculated results were compared with the experimental results obtained by the ultramicroscopic size analysis previously developed by the authors. (auth.)

  18. Modeling Gas Dynamics in California Sea Lions

    Science.gov (United States)

    2015-09-30

    W. and Fahlman, A. (2009). Could beaked whales get the bends?. Effect of diving behaviour and physiology on modelled gas exchange for three species...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

  19. A Dynamic Model of Sustainment Investment

    Science.gov (United States)

    2015-02-01

    Sustainment System Dynamics Model 11 Figure 7: Core Structure of Sustainment Work 12 Figure 8: Bandwagon Effect Loop 13 Figure 9: Limits to Growth Loop 14...Dynamics Model sustainment capacity sustainment performance gap Bandwagon Effect R1 Limits to Growth B1 S Work Smarter B3 Work Bigger B2 desired...which is of concern primarily when using the model as a vehicle for research. Figure 8 depicts a reinforcing loop called the “ Bandwagon Effect

  20. Modeling the Dynamic Digestive System Microbiome†

    OpenAIRE

    Estes, Anne M.

    2015-01-01

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

  1. Revealing virtual processes of a quantum Brownian particle in phase space

    International Nuclear Information System (INIS)

    Maniscalco, S

    2005-01-01

    The short-time dynamics of a quantum Brownian particle in a harmonic potential is studied in phase space. An exact non-Markovian analytic approach to calculate the time evolution of the Wigner function is presented. The dynamics of the Wigner function of an initially squeezed state is analysed. It is shown that virtual exchanges of energy between the particle and the reservoir, characterizing the non-Lindblad short-time dynamics where system-reservoir correlations are not negligible, show up in phase space

  2. The relativistic Brownian motion: Interdisciplinary applications

    International Nuclear Information System (INIS)

    Aragones-Munoz, A; Sandoval-Villalbazo, A

    2010-01-01

    Relativistic Brownian motion theory will be applied to the study of analogies between physical and economic systems, emphasizing limiting cases in which Gaussian distributions are no longer valid. The characteristic temperatures of the particles will be associated with the concept of variance, and this will allow us to choose whether the pertinent distribution is classical or relativistic, while working specific situations. The properties of particles can be interpreted as economic variables, in order to study the behavior of markets in terms of Levy financial processes, since markets behave as stochastic systems. As far as we know, the application of the Juettner distribution to the study of economic systems is a new idea.

  3. Time-averaged MSD of Brownian motion

    International Nuclear Information System (INIS)

    Andreanov, Alexei; Grebenkov, Denis S

    2012-01-01

    We study the statistical properties of the time-averaged mean-square displacements (TAMSD). This is a standard non-local quadratic functional for inferring the diffusion coefficient from an individual random trajectory of a diffusing tracer in single-particle tracking experiments. For Brownian motion, we derive an exact formula for the Laplace transform of the probability density of the TAMSD by mapping the original problem onto chains of coupled harmonic oscillators. From this formula, we deduce the first four cumulant moments of the TAMSD, the asymptotic behavior of the probability density and its accurate approximation by a generalized Gamma distribution

  4. Time-averaged MSD of Brownian motion

    Science.gov (United States)

    Andreanov, Alexei; Grebenkov, Denis S.

    2012-07-01

    We study the statistical properties of the time-averaged mean-square displacements (TAMSD). This is a standard non-local quadratic functional for inferring the diffusion coefficient from an individual random trajectory of a diffusing tracer in single-particle tracking experiments. For Brownian motion, we derive an exact formula for the Laplace transform of the probability density of the TAMSD by mapping the original problem onto chains of coupled harmonic oscillators. From this formula, we deduce the first four cumulant moments of the TAMSD, the asymptotic behavior of the probability density and its accurate approximation by a generalized Gamma distribution.

  5. Laser light scattering in Brownian medium

    International Nuclear Information System (INIS)

    Suwono; Santoso, Budi; Baiquni, A.

    1983-01-01

    The principle of laser light scattering in Brownian medium and photon correlation spectroscopy are described in detail. Their application to the study of the behaviour of a polystyrene latex solution are discussed. The auto-correlation function of light scattered by the polystyrene latex solution in various angle, various temperature and in various sample times, have been measured. Information on the translation diffusion coefficient and size on the particle can be obtained from the auto-correlation function. Good agreement between the available data and experiment is shown. (author)

  6. Differential equation models for sharp threshold dynamics.

    Science.gov (United States)

    Schramm, Harrison C; Dimitrov, Nedialko B

    2014-01-01

    We develop an extension to differential equation models of dynamical systems to allow us to analyze probabilistic threshold dynamics that fundamentally and globally change system behavior. We apply our novel modeling approach to two cases of interest: a model of infectious disease modified for malware where a detection event drastically changes dynamics by introducing a new class in competition with the original infection; and the Lanchester model of armed conflict, where the loss of a key capability drastically changes the effectiveness of one of the sides. We derive and demonstrate a step-by-step, repeatable method for applying our novel modeling approach to an arbitrary system, and we compare the resulting differential equations to simulations of the system's random progression. Our work leads to a simple and easily implemented method for analyzing probabilistic threshold dynamics using differential equations. Published by Elsevier Inc.

  7. Quantum description of the Brownian movement in an external field

    International Nuclear Information System (INIS)

    Svin'in, I.R.

    1976-01-01

    The Schroedinger equation for brownian motion in an external field is obtained on the basis of the classical Langevin equation. The specific features of the approach proposed are illustrated by the example of the brownian motion of the quantum oscillator. The influence of the fluctuations on the various physical quantities is considered

  8. Diffusion in one dimensional random medium and hyperbolic Brownian motion

    International Nuclear Information System (INIS)

    Comtet, A.; Monthus, C.; Paris-6 Univ., 75

    1995-03-01

    Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. This relationship is analyzed in detail and various distributions are studied using stochastic calculus and functional integration. (author) 17 refs

  9. Nonlinear dynamic phenomena in the beer model

    DEFF Research Database (Denmark)

    Mosekilde, Erik; Laugesen, Jakob Lund

    2007-01-01

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

  10. 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...

  11. Dynamic least-squares kernel density modeling of Fokker-Planck equations with application to neural population.

    Science.gov (United States)

    Shotorban, Babak

    2010-04-01

    The dynamic least-squares kernel density (LSQKD) model [C. Pantano and B. Shotorban, Phys. Rev. E 76, 066705 (2007)] is used to solve the Fokker-Planck equations. In this model the probability density function (PDF) is approximated by a linear combination of basis functions with unknown parameters whose governing equations are determined by a global least-squares approximation of the PDF in the phase space. In this work basis functions are set to be Gaussian for which the mean, variance, and covariances are governed by a set of partial differential equations (PDEs) or ordinary differential equations (ODEs) depending on what phase-space variables are approximated by Gaussian functions. Three sample problems of univariate double-well potential, bivariate bistable neurodynamical system [G. Deco and D. Martí, Phys. Rev. E 75, 031913 (2007)], and bivariate Brownian particles in a nonuniform gas are studied. The LSQKD is verified for these problems as its results are compared against the results of the method of characteristics in nondiffusive cases and the stochastic particle method in diffusive cases. For the double-well potential problem it is observed that for low to moderate diffusivity the dynamic LSQKD well predicts the stationary PDF for which there is an exact solution. A similar observation is made for the bistable neurodynamical system. In both these problems least-squares approximation is made on all phase-space variables resulting in a set of ODEs with time as the independent variable for the Gaussian function parameters. In the problem of Brownian particles in a nonuniform gas, this approximation is made only for the particle velocity variable leading to a set of PDEs with time and particle position as independent variables. Solving these PDEs, a very good performance by LSQKD is observed for a wide range of diffusivities.

  12. Dynamic queuing transmission model for dynamic network loading

    DEFF Research Database (Denmark)

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

    2017-01-01

    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...

  13. 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.

  14. 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.

  15. Directed transport of confined Brownian particles with torque

    Science.gov (United States)

    Radtke, Paul K.; Schimansky-Geier, Lutz

    2012-05-01

    We investigate the influence of an additional torque on the motion of Brownian particles confined in a channel geometry with varying width. The particles are driven by random fluctuations modeled by an Ornstein-Uhlenbeck process with given correlation time τc. The latter causes persistent motion and is implemented as (i) thermal noise in equilibrium and (ii) noisy propulsion in nonequilibrium. In the nonthermal process a directed transport emerges; its properties are studied in detail with respect to the correlation time, the torque, and the channel geometry. Eventually, the transport mechanism is traced back to a persistent sliding of particles along the even boundaries in contrast to scattered motion at uneven or rough ones.

  16. 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 (

  17. Some dynamical aspects of interacting quintessence model

    Indian Academy of Sciences (India)

    Binayak S Choudhury

    2018-03-16

    Mar 16, 2018 ... Accelerated expansion of the Universe; quintessence; dynamical system; Friedmann–Lemaitre–. Robertson–Walker ... accepted theoretical model. One of the .... Thus, quintessence loses its self-strength and gives dark matter.

  18. Modeling of truck's braking dynamics with ABS

    Directory of Open Access Journals (Sweden)

    Maxym DYACHUK

    2014-09-01

    Full Text Available In the article some questions of ABS simulation on the basis of plane vehicle's dynamics and automatic modeling are considered. The author's algorithm of ABS modulators control is presented.

  19. Linear response approach to active Brownian particles in time-varying activity fields

    Science.gov (United States)

    Merlitz, Holger; Vuijk, Hidde D.; Brader, Joseph; Sharma, Abhinav; Sommer, Jens-Uwe

    2018-05-01

    In a theoretical and simulation study, active Brownian particles (ABPs) in three-dimensional bulk systems are exposed to time-varying sinusoidal activity waves that are running through the system. A linear response (Green-Kubo) formalism is applied to derive fully analytical expressions for the torque-free polarization profiles of non-interacting particles. The activity waves induce fluxes that strongly depend on the particle size and may be employed to de-mix mixtures of ABPs or to drive the particles into selected areas of the system. Three-dimensional Langevin dynamics simulations are carried out to verify the accuracy of the linear response formalism, which is shown to work best when the particles are small (i.e., highly Brownian) or operating at low activity levels.

  20. Comment on 'Finding viscosity of liquids from Brownian motion at students' laboratory' and 'Brownian motion using video capture'

    International Nuclear Information System (INIS)

    Greczylo, Tomasz; Debowska, Ewa

    2007-01-01

    The authors make comments and remarks on the papers by Salmon et al (2002 Eur. J. Phys. 23 249-53) and their own (2005 Eur. J. Phys. 26 827-33) concerning Brownian motion in two-dimensional space. New, corrected results of calculations and measurements for students' experiments on finding the viscosity of liquids from Brownian motion are presented. (letters and comments)

  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. Bond graph modeling of nuclear reactor dynamics

    International Nuclear Information System (INIS)

    Tylee, J.L.

    1981-01-01

    A tenth-order linear model of a pressurized water reactor (PWR) is developed using bond graph techniques. The model describes the nuclear heat generation process and the transfer of this heat to the reactor coolant. Comparisons between the calculated model response and test data from a small-scale PWR show the model to be an adequate representation of the actual plant dynamics. Possible application of the model in an advanced plant diagnostic system is discussed

  3. Swarm Intelligence for Urban Dynamics Modelling

    International Nuclear Information System (INIS)

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

    2009-01-01

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

  4. Swarm Intelligence for Urban Dynamics Modelling

    Science.gov (United States)

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

    2009-04-01

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

  5. Understanding and Modeling Teams As Dynamical Systems

    Science.gov (United States)

    Gorman, Jamie C.; Dunbar, Terri A.; Grimm, David; Gipson, Christina L.

    2017-01-01

    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. PMID:28744231

  6. Dynamical models of spiral galaxies

    International Nuclear Information System (INIS)

    Grosbol, P.

    1990-01-01

    The effects of changing the basic parameters of rotation curve steepness, amount of bulge, and pitch angle of the imposed spiral pattern in the galactic model of Contoupolos and Grosbel (1986) are investigated. The general conclusions of the model are confirmed and shown to be insensitive to the specific choice of parameters for the galactic potential. The exact amplitude at which the nonlinear effects at the 4:1 resonance become important do, however, depend on the model

  7. 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.

  8. 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.

  9. 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

  10. Discrete dynamic modeling of cellular signaling networks.

    Science.gov (United States)

    Albert, Réka; Wang, Rui-Sheng

    2009-01-01

    Understanding signal transduction in cellular systems is a central issue in systems biology. Numerous experiments from different laboratories generate an abundance of individual components and causal interactions mediating environmental and developmental signals. However, for many signal transduction systems there is insufficient information on the overall structure and the molecular mechanisms involved in the signaling network. Moreover, lack of kinetic and temporal information makes it difficult to construct quantitative models of signal transduction pathways. Discrete dynamic modeling, combined with network analysis, provides an effective way to integrate fragmentary knowledge of regulatory interactions into a predictive mathematical model which is able to describe the time evolution of the system without the requirement for kinetic parameters. This chapter introduces the fundamental concepts of discrete dynamic modeling, particularly focusing on Boolean dynamic models. We describe this method step-by-step in the context of cellular signaling networks. Several variants of Boolean dynamic models including threshold Boolean networks and piecewise linear systems are also covered, followed by two examples of successful application of discrete dynamic modeling in cell biology.

  11. 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.

  12. Dynamic Modelling with "MLE-Energy Dynamic" for Primary School

    Science.gov (United States)

    Giliberti, Enrico; Corni, Federico

    During the recent years simulation and modelling are growing instances in science education. In primary school, however, the main use of software is the simulation, due to the lack of modelling software tools specially designed to fit/accomplish the needs of primary education. In particular primary school teachers need to use simulation in a framework that is both consistent and simple enough to be understandable by children [2]. One of the possible area to approach modelling is about the construction of the concept of energy, in particular for what concerns the relations among substance, potential, power [3]. Following the previous initial research results with this approach [2], and with the static version of the software MLE Energy [1], we suggest the design and the experimentation of a dynamic modelling software—MLE dynamic-capable to represent dynamically the relations occurring when two substance-like quantities exchange energy, modifying their potential. By means of this software the user can graphically choose the dependent and independent variables and leave the other parameters fixed. The software has been initially evaluated, during a course of science education with a group of primary school teachers-to-be, to test the ability of the software to improve teachers' way of thinking in terms of substance-like quantities and their effects (graphical representation of the extensive, intensive variables and their mutual relations); moreover, the software has been tested with a group of primary school teachers, asking their opinion about the software didactical relevance in the class work.

  13. 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.

  14. Negative mobility of a Brownian particle: Strong damping regime

    Science.gov (United States)

    Słapik, A.; Łuczka, J.; Spiechowicz, J.

    2018-02-01

    We study impact of inertia on directed transport of a Brownian particle under non-equilibrium conditions: the particle moves in a one-dimensional periodic and symmetric potential, is driven by both an unbiased time-periodic force and a constant force, and is coupled to a thermostat of temperature T. Within selected parameter regimes this system exhibits negative mobility, which means that the particle moves in the direction opposite to the direction of the constant force. It is known that in such a setup the inertial term is essential for the emergence of negative mobility and it cannot be detected in the limiting case of overdamped dynamics. We analyse inertial effects and show that negative mobility can be observed even in the strong damping regime. We determine the optimal dimensionless mass for the presence of negative mobility and reveal three mechanisms standing behind this anomaly: deterministic chaotic, thermal noise induced and deterministic non-chaotic. The last origin has never been reported. It may provide guidance to the possibility of observation of negative mobility for strongly damped dynamics which is of fundamental importance from the point of view of biological systems, all of which in situ operate in fluctuating environments.

  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. Dynamic Modelling Of A SCARA Robot

    Science.gov (United States)

    Turiel, J. Perez; Calleja, R. Grossi; Diez, V. Gutierrez

    1987-10-01

    This paper describes a method for modelling industrial robots that considers dynamic approach to manipulation systems motion generation, obtaining the complete dynamic model for the mechanic part of the robot and taking into account the dynamic effect of actuators acting at the joints. For a four degree of freedom SCARA robot we obtain the dynamic model for the basic (minimal) configuration, that is, the three degrees of freedom that allow us to place the robot end effector in a desired point, using the Lagrange Method to obtain the dynamic equations in matrix form. The manipulator is considered to be a set of rigid bodies inter-connected by joints in the form of simple kinematic pairs. Then, the state space model is obtained for the actuators that move the robot joints, uniting the models of the single actuators, that is, two DC permanent magnet servomotors and an electrohydraulic actuator. Finally, using a computer simulation program written in FORTRAN language, we can compute the matrices of the complete model.

  17. Dynamic modeling of IGCC power plants

    International Nuclear Information System (INIS)

    Casella, F.; Colonna, P.

    2012-01-01

    Integrated Gasification Combined Cycle (IGCC) power plants are an effective option to reduce emissions and implement carbon-dioxide sequestration. The combination of a very complex fuel-processing plant and a combined cycle power station leads to challenging problems as far as dynamic operation is concerned. Dynamic performance is extremely relevant because recent developments in the electricity market push toward an ever more flexible and varying operation of power plants. A dynamic model of the entire system and models of its sub-systems are indispensable tools in order to perform computer simulations aimed at process and control design. This paper presents the development of the lumped-parameters dynamic model of an entrained-flow gasifier, with special emphasis on the modeling approach. The model is implemented into software by means of the Modelica language and validated by comparison with one set of data related to the steady operation of the gasifier of the Buggenum power station in the Netherlands. Furthermore, in order to demonstrate the potential of the proposed modeling approach and the use of simulation for control design purposes, a complete model of an exemplary IGCC power plant, including its control system, has been developed, by re-using existing models of combined cycle plant components; the results of a load dispatch ramp simulation are presented and shortly discussed. - Highlights: ► The acausal dynamic model of an entrained gasifier has been developed. ► The model can be used to perform system optimization and control studies. ► The model has been validated using field data. ► Model use is illustrated with an example showing the transient of an IGCC plant.

  18. Automated adaptive inference of phenomenological dynamical models

    Science.gov (United States)

    Daniels, Bryan

    Understanding the dynamics of biochemical systems can seem impossibly complicated at the microscopic level: detailed properties of every molecular species, including those that have not yet been discovered, could be important for producing macroscopic behavior. The profusion of data in this area has raised the hope that microscopic dynamics might be recovered in an automated search over possible models, yet the combinatorial growth of this space has limited these techniques to systems that contain only a few interacting species. We take a different approach inspired by coarse-grained, phenomenological models in physics. Akin to a Taylor series producing Hooke's Law, forgoing microscopic accuracy allows us to constrain the search over dynamical models to a single dimension. This makes it feasible to infer dynamics with very limited data, including cases in which important dynamical variables are unobserved. We name our method Sir Isaac after its ability to infer the dynamical structure of the law of gravitation given simulated planetary motion data. Applying the method to output from a microscopically complicated but macroscopically simple biological signaling model, it is able to adapt the level of detail to the amount of available data. Finally, using nematode behavioral time series data, the method discovers an effective switch between behavioral attractors after the application of a painful stimulus.

  19. Online Learning of Industrial Manipulators' Dynamics Models

    DEFF Research Database (Denmark)

    Polydoros, Athanasios

    2017-01-01

    , 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...... 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...

  20. 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.

  1. 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

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

    NARCIS (Netherlands)

    Elhorst, J. Paul

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

  3. A Discrete Dynamical Model of Signed Partitions

    Directory of Open Access Journals (Sweden)

    G. Chiaselotti

    2013-01-01

    Full Text Available We use a discrete dynamical model with three evolution rules in order to analyze the structure of a partially ordered set of signed integer partitions whose main properties are actually not known. This model is related to the study of some extremal combinatorial sum problems.

  4. Dynamic Factor Models for the Volatility Surface

    DEFF Research Database (Denmark)

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

    The implied volatility surface is the collection of volatilities implied by option contracts for different strike prices and time-to-maturity. We study factor models to capture the dynamics of this three-dimensional implied volatility surface. Three model types are considered to examine desirable...

  5. Dynamical modeling of surface tension

    International Nuclear Information System (INIS)

    Brackbill, J.U.; Kothe, D.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 might be made more useful. Specifically, we consider a derivation of the CSF equations from a minimization of surface energy as outlined by Jacqmin. 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 are discussed

  6. Directed motion of a Brownian motor in a temperature gradient

    Science.gov (United States)

    Liu, Yibing; Nie, Wenjie; Lan, Yueheng

    2017-05-01

    Directed motion of mesoscopic systems in a non-equilibrium environment is of great interest to both scientists and engineers. Here, the translation and rotation of a Brownian motor is investigated under non-equilibrium conditions. An anomalous directed translation is found if the two heads of the Brownian motor are immersed in baths with different particle masses, which is hinted in the analytic computation and confirmed by the numerical simulation. Similar consideration is also used to find the directed movement in the single rotational and translational degree of freedom of the Brownian motor when residing in one thermal bath with a temperature gradient.

  7. Brownian motion probe for water-ethanol inhomogeneous mixtures

    Science.gov (United States)

    Furukawa, Kazuki; Judai, Ken

    2017-12-01

    Brownian motion provides information regarding the microscopic geometry and motion of molecules, insofar as it occurs as a result of molecular collisions with a colloid particle. We found that the mobility of polystyrene beads from the Brownian motion in a water-ethanol mixture is larger than that predicted from the liquid shear viscosity. This indicates that mixing water and ethanol is inhomogeneous in micron-sized probe beads. The discrepancy between the mobility of Brownian motion and liquid mobility can be explained by the way the rotation of the beads in an inhomogeneous viscous solvent converts the translational movement.

  8. Conformal geometry and invariants of 3-strand Brownian braids

    International Nuclear Information System (INIS)

    Nechaev, Sergei; Voituriez, Raphael

    2005-01-01

    We propose a simple geometrical construction of topological invariants of 3-strand Brownian braids viewed as world lines of 3 particles performing independent Brownian motions in the complex plane z. Our construction is based on the properties of conformal maps of doubly-punctured plane z to the universal covering surface. The special attention is paid to the case of indistinguishable particles. Our method of conformal maps allows us to investigate the statistical properties of the topological complexity of a bunch of 3-strand Brownian braids and to compute the expectation value of the irreducible braid length in the non-Abelian case

  9. Breaking the symmetry of a Brownian motor with symmetric potentials

    International Nuclear Information System (INIS)

    Hagman, H; Zelan, M; Dion, C M

    2011-01-01

    The directed transport of Brownian particles requires a system with an asymmetry and with non-equilibrium noise. Here we investigate numerically alternative ways of fulfilling these requirements for a two-state Brownian motor, realized with Brownian particles alternating between two phase-shifted, symmetric potentials. We show that, besides the previously known spatio-temporal asymmetry based on unequal transfer rates between the potentials, inequalities in the potential depths, the frictions, or the equilibrium temperatures of the two potentials also generate the required asymmetry. We also show that the effects of the thermal noise and the noise of the transfer's randomness depend on the way the asymmetry is induced.

  10. Session 6: Dynamic Modeling and Systems Analysis

    Science.gov (United States)

    Csank, Jeffrey; Chapman, Jeffryes; May, Ryan

    2013-01-01

    These presentations cover some of the ongoing work in dynamic modeling and dynamic systems analysis. The first presentation discusses dynamic systems analysis and how to integrate dynamic performance information into the systems analysis. The ability to evaluate the dynamic performance of an engine design may allow tradeoffs between the dynamic performance and operability of a design resulting in a more efficient engine design. The second presentation discusses the Toolbox for Modeling and Analysis of Thermodynamic Systems (T-MATS). T-MATS is a Simulation system with a library containing the basic building blocks that can be used to create dynamic Thermodynamic Systems. Some of the key features include Turbo machinery components, such as turbines, compressors, etc., and basic control system blocks. T-MAT is written in the Matlab-Simulink environment and is open source software. The third presentation focuses on getting additional performance from the engine by allowing the limit regulators only to be active when a limit is danger of being violated. Typical aircraft engine control architecture is based on MINMAX scheme, which is designed to keep engine operating within prescribed mechanical/operational safety limits. Using a conditionally active min-max limit regulator scheme, additional performance can be gained by disabling non-relevant limit regulators

  11. Mesoscale Models of Fluid Dynamics

    Science.gov (United States)

    Boghosian, Bruce M.; Hadjiconstantinou, Nicolas G.

    During the last half century, enormous progress has been made in the field of computational materials modeling, to the extent that in many cases computational approaches are used in a predictive fashion. Despite this progress, modeling of general hydrodynamic behavior remains a challenging task. One of the main challenges stems from the fact that hydrodynamics manifests itself over a very wide range of length and time scales. On one end of the spectrum, one finds the fluid's "internal" scale characteristic of its molecular structure (in the absence of quantum effects, which we omit in this chapter). On the other end, the "outer" scale is set by the characteristic sizes of the problem's domain. The resulting scale separation or lack thereof as well as the existence of intermediate scales are key to determining the optimal approach. Successful treatments require a judicious choice of the level of description which is a delicate balancing act between the conflicting requirements of fidelity and manageable computational cost: a coarse description typically requires models for underlying processes occuring at smaller length and time scales; on the other hand, a fine-scale model will incur a significantly larger computational cost.

  12. Modelling biased human trust dynamics

    NARCIS (Netherlands)

    Hoogendoorn, M.; Jaffry, S.W.; Maanen, P.P. van; Treur, J.

    2013-01-01

    Abstract. Within human trust related behaviour, according to the literature from the domains of Psychology and Social Sciences often non-rational behaviour can be observed. Current trust models that have been developed typically do not incorporate non-rational elements in the trust formation

  13. Parallel Molecular Distributed Detection With Brownian Motion.

    Science.gov (United States)

    Rogers, Uri; Koh, Min-Sung

    2016-12-01

    This paper explores the in vivo distributed detection of an undesired biological agent's (BAs) biomarkers by a group of biological sized nanomachines in an aqueous medium under drift. The term distributed, indicates that the system information relative to the BAs presence is dispersed across the collection of nanomachines, where each nanomachine possesses limited communication, computation, and movement capabilities. Using Brownian motion with drift, a probabilistic detection and optimal data fusion framework, coined molecular distributed detection, will be introduced that combines theory from both molecular communication and distributed detection. Using the optimal data fusion framework as a guide, simulation indicates that a sub-optimal fusion method exists, allowing for a significant reduction in implementation complexity while retaining BA detection accuracy.

  14. Brownian motion with multiplicative noises revisited

    International Nuclear Information System (INIS)

    Kuroiwa, T; Miyazaki, K

    2014-01-01

    The Langevin equation with multiplicative noise and a state-dependent transport coefficient should always complemented with the proper interpretation rule of the noise, such as the Itô and Stratonovich conventions. Although the mathematical relationship between the different rules and how to translate from one rule to another are well established, the subject of which is a more physically natural rule still remains controversial. In this communication, we derive the overdamped Langevin equation with multiplicative noise for Brownian particles, by systematically eliminating the fast degrees of freedom of the underdamped Langevin equation. The Langevin equations obtained here vary depending on the choice of the noise conventions but they are different representations for an identical phenomenon. The results apply to multi-variable, nonequilibrium, non-stationary systems, and other general settings. (fast track communication)

  15. Factorization Procedure for Harmonically Bound Brownian Particle

    International Nuclear Information System (INIS)

    Omolo, JK.

    2006-01-01

    The method of factorization to solve the problem of the one-dimensional harmonically bound Brownian particle was applied. Assuming the the rapidily fluctuating random force is Gaussian and has an infinitely short correlation time, explicit expressions for the position-position,velocity-velocity, and the position-velocity correlation functions, which are also use to write down appropriate distribution functions were used. The correlation and distribution functions for the complex quantity (amplititude) which provides the expressions for the position and velocity of the particle are calculated. Finally, Fokker-Planck equations for the joint probability distribution functions for the amplititude and it's complex conjugate as well as for the position and velocity of the particle are obtained. (author)

  16. Yukawa Potential, Panharmonic Measure and Brownian Motion

    Directory of Open Access Journals (Sweden)

    Antti Rasila

    2018-05-01

    Full Text Available This paper continues our earlier investigation, where a walk-on-spheres (WOS algorithm for Monte Carlo simulation of the solutions of the Yukawa and the Helmholtz partial differential equations (PDEs was developed by using the Duffin correspondence. In this paper, we investigate the foundations behind the algorithm for the case of the Yukawa PDE. We study the panharmonic measure, which is a generalization of the harmonic measure for the Yukawa PDE. We show that there are natural stochastic definitions for the panharmonic measure in terms of the Brownian motion and that the harmonic and the panharmonic measures are all mutually equivalent. Furthermore, we calculate their Radon–Nikodym derivatives explicitly for some balls, which is a key result behind the WOS algorithm.

  17. Dynamic model for a boiling water reactor

    International Nuclear Information System (INIS)

    Muscettola, M.

    1963-07-01

    A theoretical formulation is derived for the dynamics of a boiling water reactor of the pressure tube and forced circulation type. Attention is concentrated on neutron kinetics, fuel element heat transfer dynamics, and the primary circuit - that is the boiling channel, riser, steam drum, downcomer and recirculating pump of a conventional La Mont loop. Models for the steam and feedwater plant are not derived. (author)

  18. 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.

  19. Stochastic interactions of two Brownian hard spheres in the presence of depletants

    International Nuclear Information System (INIS)

    Karzar-Jeddi, Mehdi; Fan, Tai-Hsi; Tuinier, Remco; Taniguchi, Takashi

    2014-01-01

    A quantitative analysis is presented for the stochastic interactions of a pair of Brownian hard spheres in non-adsorbing polymer solutions. The hard spheres are hypothetically trapped by optical tweezers and allowed for random motion near the trapped positions. The investigation focuses on the long-time correlated Brownian motion. The mobility tensor altered by the polymer depletion effect is computed by the boundary integral method, and the corresponding random displacement is determined by the fluctuation-dissipation theorem. From our computations it follows that the presence of depletion layers around the hard spheres has a significant effect on the hydrodynamic interactions and particle dynamics as compared to pure solvent and uniform polymer solution cases. The probability distribution functions of random walks of the two interacting hard spheres that are trapped clearly shift due to the polymer depletion effect. The results show that the reduction of the viscosity in the depletion layers around the spheres and the entropic force due to the overlapping of depletion zones have a significant influence on the correlated Brownian interactions

  20. Brownian motion in complex fluids: venerable field and frontier of modern physics

    International Nuclear Information System (INIS)

    Vizcarra-Rendon, A.; Medina-Noyola, M.; Ruiz-Estrada, H.; Arauz-Lara, J.L.

    1989-01-01

    This paper reviews the current status of our understanding of tracer-diffusion phenomena in colloidal suspensions. This is the most direct observation of the Brownian motion executed by labelled Brownian particles interacting with the rest of colloidal particles in a suspension. The fundamental description of this phenomenon constitutes today one of the most relevant problems in the process of understanding the dynamic properties of this important class of complex fluids, from the experimental and theoretical perspective of physical research. This paper describes the recent developments in the extension of the classical theory of Brownian motion and its application to the description of the effects of direct and hydrodynamic interactions among colloidal particles. As a result, a coherent pictured has emerged in which the agreement between theory and experiment from nature fields of physics. The moral of the paper is that the use of well established concepts as statistical physics, assisted by modern experimental techniques, are contributing to transform complex fluids into a more amialbe class of materials from the point of view of the physicist. (Author)

  1. The verification of the Taylor-expansion moment method for the nanoparticle coagulation in the entire size regime due to Brownian motion

    International Nuclear Information System (INIS)

    Yu Mingzhou; Lin Jianzhong; Jin Hanhui; Jiang Ying

    2011-01-01

    The closure of moment equations for nanoparticle coagulation due to Brownian motion in the entire size regime is performed using a newly proposed method of moments. The equations in the free molecular size regime and the continuum plus near-continuum regime are derived separately in which the fractal moments are approximated by three-order Taylor-expansion series. The moment equations for coagulation in the entire size regime are achieved by the harmonic mean solution and the Dahneke’s solution. The results produced by the quadrature method of moments (QMOM), the Pratsinis’s log-normal moment method (PMM), the sectional method (SM), and the newly derived Taylor-expansion moment method (TEMOM) are presented and compared in accuracy and efficiency. The TEMOM method with Dahneke’s solution produces the most accurate results with a high efficiency than other existing moment models in the entire size regime, and thus it is recommended to be used in the following studies on nanoparticle dynamics due to Brownian motion.

  2. A dynamical model for multifragmentation

    International Nuclear Information System (INIS)

    Ngo, H.; Ighezou, F.Z.; Ngo, C.

    1999-01-01

    The surface multifragmentation of highly excited (compression and thermal excitation) 208 Pb is investigated with a finite temperature spherical TDHF approximation coupled to a restructured aggregation model. This approach is discussed in terms of the data available from ALADIN collaboration at GSI on gold ion induced reactions on C, Al and Cu targets at 600 MeV/u excitation energy. The calculation showed that the slowest fragments originate in the nuclear volume while the smaller, faster fragments are emitted from surface

  3. Nonlinear Dynamic Models in Advanced Life Support

    Science.gov (United States)

    Jones, Harry

    2002-01-01

    To facilitate analysis, ALS systems are often assumed to be linear and time invariant, but they usually have important nonlinear and dynamic aspects. Nonlinear dynamic behavior can be caused by time varying inputs, changes in system parameters, nonlinear system functions, closed loop feedback delays, and limits on buffer storage or processing rates. Dynamic models are usually cataloged according to the number of state variables. The simplest dynamic models are linear, using only integration, multiplication, addition, and subtraction of the state variables. A general linear model with only two state variables can produce all the possible dynamic behavior of linear systems with many state variables, including stability, oscillation, or exponential growth and decay. Linear systems can be described using mathematical analysis. Nonlinear dynamics can be fully explored only by computer simulations of models. Unexpected behavior is produced by simple models having only two or three state variables with simple mathematical relations between them. Closed loop feedback delays are a major source of system instability. Exceeding limits on buffer storage or processing rates forces systems to change operating mode. Different equilibrium points may be reached from different initial conditions. Instead of one stable equilibrium point, the system may have several equilibrium points, oscillate at different frequencies, or even behave chaotically, depending on the system inputs and initial conditions. The frequency spectrum of an output oscillation may contain harmonics and the sums and differences of input frequencies, but it may also contain a stable limit cycle oscillation not related to input frequencies. We must investigate the nonlinear dynamic aspects of advanced life support systems to understand and counter undesirable behavior.

  4. System Dynamics Modeling of Multipurpose Reservoir Operation

    Directory of Open Access Journals (Sweden)

    Ebrahim Momeni

    2006-03-01

    Full Text Available System dynamics, a feedback – based object – oriented simulation approach, not only represents complex dynamic systemic systems in a realistic way but also allows the involvement of end users in model development to increase their confidence in modeling process. The increased speed of model development, the possibility of group model development, the effective communication of model results, and the trust developed in the model due to user participation are the main strengths of this approach. The ease of model modification in response to changes in the system and the ability to perform sensitivity analysis make this approach more attractive compared with systems analysis techniques for modeling water management systems. In this study, a system dynamics model was developed for the Zayandehrud basin in central Iran. This model contains river basin, dam reservoir, plains, irrigation systems, and groundwater. Current operation rule is conjunctive use of ground and surface water. Allocation factor for each irrigation system is computed based on the feedback from groundwater storage in its zone. Deficit water is extracted from groundwater.The results show that applying better rules can not only satisfy all demands such as Gawkhuni swamp environmental demand, but it can also  prevent groundwater level drawdown in future.

  5. Modeling and identification in structural dynamics

    OpenAIRE

    Jayakumar, Paramsothy

    1987-01-01

    Analytical modeling of structures subjected to ground motions is an important aspect of fully dynamic earthquake-resistant design. In general, linear models are only sufficient to represent structural responses resulting from earthquake motions of small amplitudes. However, the response of structures during strong ground motions is highly nonlinear and hysteretic. System identification is an effective tool for developing analytical models from experimental data. Testing of full-scale prot...

  6. 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.

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

    Science.gov (United States)

    Sibani, Paolo; Boettcher, Stefan

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

  8. Asymptotic theory for Brownian semi-stationary processes with application to turbulence

    DEFF Research Database (Denmark)

    Corcuera, José Manuel; Hedevang, Emil; Pakkanen, Mikko S.

    2013-01-01

    This paper presents some asymptotic results for statistics of Brownian semi-stationary (BSS) processes. More precisely, we consider power variations of BSS processes, which are based on high frequency (possibly higher order) differences of the BSS model. We review the limit theory discussed......, which allow to obtain a valid central limit theorem for the critical region. Finally, we apply our statistical theory to turbulence data....

  9. 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.

  10. Modeling Dynamic Regulatory Processes in Stroke

    Science.gov (United States)

    McDermott, Jason E.; Jarman, Kenneth; Taylor, Ronald; Lancaster, Mary; Shankaran, Harish; Vartanian, Keri B.; Stevens, Susan L.; Stenzel-Poore, Mary P.; Sanfilippo, Antonio

    2012-01-01

    The ability to examine the behavior of biological systems in silico has the potential to greatly accelerate the pace of discovery in diseases, such as stroke, where in vivo analysis is time intensive and costly. In this paper we describe an approach for in silico examination of responses of the blood transcriptome to neuroprotective agents and subsequent stroke through the development of dynamic models of the regulatory processes observed in the experimental gene expression data. First, we identified functional gene clusters from these data. Next, we derived ordinary differential equations (ODEs) from the data relating these functional clusters to each other in terms of their regulatory influence on one another. Dynamic models were developed by coupling these ODEs into a model that simulates the expression of regulated functional clusters. By changing the magnitude of gene expression in the initial input state it was possible to assess the behavior of the networks through time under varying conditions since the dynamic model only requires an initial starting state, and does not require measurement of regulatory influences at each time point in order to make accurate predictions. We discuss the implications of our models on neuroprotection in stroke, explore the limitations of the approach, and report that an optimized dynamic model can provide accurate predictions of overall system behavior under several different neuroprotective paradigms. PMID:23071432

  11. Coupling population dynamics with earth system models: the POPEM model.

    Science.gov (United States)

    Navarro, Andrés; Moreno, Raúl; Jiménez-Alcázar, Alfonso; Tapiador, Francisco J

    2017-09-16

    Precise modeling of CO 2 emissions is important for environmental research. This paper presents a new model of human population dynamics that can be embedded into ESMs (Earth System Models) to improve climate modeling. Through a system dynamics approach, we develop a cohort-component model that successfully simulates historical population dynamics with fine spatial resolution (about 1°×1°). The population projections are used to improve the estimates of CO 2 emissions, thus transcending the bulk approach of existing models and allowing more realistic non-linear effects to feature in the simulations. The module, dubbed POPEM (from Population Parameterization for Earth Models), is compared with current emission inventories and validated against UN aggregated data. Finally, it is shown that the module can be used to advance toward fully coupling the social and natural components of the Earth system, an emerging research path for environmental science and pollution research.

  12. Dynamical properties of the Rabi model

    International Nuclear Information System (INIS)

    Hu, Binglu; Zhou, Huili; Chen, Shujie; Xianlong, Gao; Wang, Kelin

    2017-01-01

    We study the dynamical properties of the quantum Rabi model using a systematic expansion method. Based on the observation that the parity symmetry of the Rabi model is kept during evolution of the states, we decompose the initial state and the time-dependent one into positive and negative parity parts expanded by superposition of the coherent states. The evolutions of the corresponding positive and the negative parities are obtained, in which the expansion coefficients in the dynamical equations are known from the derived recurrence relation. (paper)

  13. Conformal correlation functions in the Brownian loop soup

    Science.gov (United States)

    Camia, Federico; Gandolfi, Alberto; Kleban, Matthew

    2016-01-01

    We define and study a set of operators that compute statistical properties of the Brownian loop soup, a conformally invariant gas of random Brownian loops (Brownian paths constrained to begin and end at the same point) in two dimensions. We prove that the correlation functions of these operators have many of the properties of conformal primaries in a conformal field theory, and compute their conformal dimension. The dimensions are real and positive, but have the novel feature that they vary continuously as a periodic function of a real parameter. We comment on the relation of the Brownian loop soup to the free field, and use this relation to establish that the central charge of the loop soup is twice its intensity.

  14. Conformal correlation functions in the Brownian loop soup

    Energy Technology Data Exchange (ETDEWEB)

    Camia, Federico, E-mail: federico.camia@nyu.edu [New York University Abu Dhabi (United Arab Emirates); VU University, Amsterdam (Netherlands); Gandolfi, Alberto, E-mail: albertogandolfi@nyu.edu [New York University Abu Dhabi (United Arab Emirates); Università di Firenze (Italy); Kleban, Matthew, E-mail: kleban@nyu.edu [New York University Abu Dhabi (United Arab Emirates); Center for Cosmology and Particle Physics, Department of Physics, New York University (United States)

    2016-01-15

    We define and study a set of operators that compute statistical properties of the Brownian loop soup, a conformally invariant gas of random Brownian loops (Brownian paths constrained to begin and end at the same point) in two dimensions. We prove that the correlation functions of these operators have many of the properties of conformal primaries in a conformal field theory, and compute their conformal dimension. The dimensions are real and positive, but have the novel feature that they vary continuously as a periodic function of a real parameter. We comment on the relation of the Brownian loop soup to the free field, and use this relation to establish that the central charge of the loop soup is twice its intensity.

  15. Conformal correlation functions in the Brownian loop soup

    Directory of Open Access Journals (Sweden)

    Federico Camia

    2016-01-01

    Full Text Available We define and study a set of operators that compute statistical properties of the Brownian loop soup, a conformally invariant gas of random Brownian loops (Brownian paths constrained to begin and end at the same point in two dimensions. We prove that the correlation functions of these operators have many of the properties of conformal primaries in a conformal field theory, and compute their conformal dimension. The dimensions are real and positive, but have the novel feature that they vary continuously as a periodic function of a real parameter. We comment on the relation of the Brownian loop soup to the free field, and use this relation to establish that the central charge of the loop soup is twice its intensity.

  16. An explicit local uniform large deviation bound for Brownian bridges

    NARCIS (Netherlands)

    Wittich, O.

    2005-01-01

    By comparing curve length in a manifold and a standard sphere, we prove a local uniform bound for the exponent in the Large Deviation formula that describes the concentration of Brownian bridges to geodesics.

  17. Near-Field, On-Chip Optical Brownian Ratchets.

    Science.gov (United States)

    Wu, Shao-Hua; Huang, Ningfeng; Jaquay, Eric; Povinelli, Michelle L

    2016-08-10

    Nanoparticles in aqueous solution are subject to collisions with solvent molecules, resulting in random, Brownian motion. By breaking the spatiotemporal symmetry of the system, the motion can be rectified. In nature, Brownian ratchets leverage thermal fluctuations to provide directional motion of proteins and enzymes. In man-made systems, Brownian ratchets have been used for nanoparticle sorting and manipulation. Implementations based on optical traps provide a high degree of tunability along with precise spatiotemporal control. Here, we demonstrate an optical Brownian ratchet based on the near-field traps of an asymmetrically patterned photonic crystal. The system yields over 25 times greater trap stiffness than conventional optical tweezers. Our technique opens up new possibilities for particle manipulation in a microfluidic, lab-on-chip environment.

  18. Manipulation and controlled amplification of Brownian motion of microcantilever sensors

    International Nuclear Information System (INIS)

    Mehta, Adosh; Cherian, Suman; Hedden, David; Thundat, Thomas

    2001-01-01

    Microcantilevers, such as those used in atomic force microscopy, undergo Brownian motion due to mechanical thermal noise. The root mean square amplitude of the Brownian motion of a cantilever typically ranges from 0.01--0.1 nm, which limits its use in practical applications. Here we describe a technique by which the Brownian amplitude and the Q factor in air and water can be amplified by three and two orders of magnitude, respectively. This technique is similar to a positive feedback oscillator, wherein the Brownian motion of the vibrating cantilever controls the frequency output of the oscillator. This technique can be exploited to improve sensitivity of microcantilever-based chemical and biological sensors, especially for sensors in liquid environments

  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...... formulated. The different models deviate with respect to the detail¿s included and calculation time in connection with simulation. The models have been implemented in a new library named ThermoTwoPhase to the programming language Modelica. A test rig has been built with an evaporator instrumented in a way...

  20. Research on nonlinear stochastic dynamical price model

    International Nuclear Information System (INIS)

    Li Jiaorui; Xu Wei; Xie Wenxian; Ren Zhengzheng

    2008-01-01

    In consideration of many uncertain factors existing in economic system, nonlinear stochastic dynamical price model which is subjected to Gaussian white noise excitation is proposed based on deterministic model. One-dimensional averaged Ito stochastic differential equation for the model is derived by using the stochastic averaging method, and applied to investigate the stability of the trivial solution and the first-passage failure of the stochastic price model. The stochastic price model and the methods presented in this paper are verified by numerical studies

  1. Modelling environmental dynamics. Advances in goematic solutions

    Energy Technology Data Exchange (ETDEWEB)

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

    2008-07-01

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

  2. Modeling emotional dynamics : currency versus field.

    Energy Technology Data Exchange (ETDEWEB)

    Sallach, D .L.; Decision and Information Sciences; Univ. of Chicago

    2008-08-01

    Randall Collins has introduced a simplified model of emotional dynamics in which emotional energy, heightened and focused by interaction rituals, serves as a common denominator for social exchange: a generic form of currency, except that it is active in a far broader range of social transactions. While the scope of this theory is attractive, the specifics of the model remain unconvincing. After a critical assessment of the currency theory of emotion, a field model of emotion is introduced that adds expressiveness by locating emotional valence within its cognitive context, thereby creating an integrated orientation field. The result is a model which claims less in the way of motivational specificity, but is more satisfactory in modeling the dynamic interaction between cognitive and emotional orientations at both individual and social levels.

  3. Directed Transport of Brownian Particles in a Periodic Channel

    International Nuclear Information System (INIS)

    Jiang Jie; Ai Bao-Quan; Wu Jian-Chun

    2015-01-01

    The transport of Brownian particles in the infinite channel within an external force along the axis of the channel has been studied. In this paper, we study the transport of Brownian particle in the infinite channel within an external force along the axis of the channel and an external force in the transversal direction. In this more sophisticated situation, some property is similar to the simple situation, but some interesting property also appears. (paper)

  4. Volume of the domain visited by N spherical Brownian particles

    International Nuclear Information System (INIS)

    Berezhkovskii, A.M.

    1994-01-01

    The average value and variance of the volume of the domain visited in time t by N spherical Brownian particles starting initially at the same point are presented as quadratures of the solutions of simple diffusion problems of the survival of a point Brownian particle in the presence of one and two spherical traps. As an illustration, explicit time dependences are obtained for the average volume in one and three dimensions

  5. Fast orthogonal transforms and generation of Brownian paths.

    Science.gov (United States)

    Leobacher, Gunther

    2012-04-01

    We present a number of fast constructions of discrete Brownian paths that can be used as alternatives to principal component analysis and Brownian bridge for stratified Monte Carlo and quasi-Monte Carlo. By fast we mean that a path of length [Formula: see text] can be generated in [Formula: see text] floating point operations. We highlight some of the connections between the different constructions and we provide some numerical examples.

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

    DEFF Research Database (Denmark)

    Lebovits, Joachim; Podolskij, Mark

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

  7. 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.

  8. 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.

  9. Modeling initial contact dynamics during ambulation with dynamic simulation.

    Science.gov (United States)

    Meyer, Andrew R; Wang, Mei; Smith, Peter A; Harris, Gerald F

    2007-04-01

    Ankle-foot orthoses are frequently used interventions to correct pathological gait. Their effects on the kinematics and kinetics of the proximal joints are of great interest when prescribing ankle-foot orthoses to specific patient groups. Mathematical Dynamic Model (MADYMO) is developed to simulate motor vehicle crash situations and analyze tissue injuries of the occupants based multibody dynamic theories. Joint kinetics output from an inverse model were perturbed and input to the forward model to examine the effects of changes in the internal sagittal ankle moment on knee and hip kinematics following heel strike. Increasing the internal ankle moment (augmentation, equivalent to gastroc-soleus contraction) produced less pronounced changes in kinematic results at the hip, knee and ankle than decreasing the moment (attenuation, equivalent to gastroc-soleus relaxation). Altering the internal ankle moment produced two distinctly different kinematic curve morphologies at the hip. Decreased internal ankle moments increased hip flexion, peaking at roughly 8% of the gait cycle. Increasing internal ankle moments decreased hip flexion to a lesser degree, and approached normal at the same point in the gait cycle. Increasing the internal ankle moment produced relatively small, well-behaved extension-biased kinematic results at the knee. Decreasing the internal ankle moment produced more substantial changes in knee kinematics towards flexion that increased with perturbation magnitude. Curve morphologies were similar to those at the hip. Immediately following heel strike, kinematic results at the ankle showed movement in the direction of the internal moment perturbation. Increased internal moments resulted in kinematic patterns that rapidly approach normal after initial differences. When the internal ankle moment was decreased, differences from normal were much greater and did not rapidly decrease. This study shows that MADYMO can be successfully applied to accomplish forward

  10. A Stochastic Model for Malaria Transmission Dynamics

    Directory of Open Access Journals (Sweden)

    Rachel Waema Mbogo

    2018-01-01

    Full Text Available Malaria is one of the three most dangerous infectious diseases worldwide (along with HIV/AIDS and tuberculosis. In this paper we compare the disease dynamics of the deterministic and stochastic models in order to determine the effect of randomness in malaria transmission dynamics. Relationships between the basic reproduction number for malaria transmission dynamics between humans and mosquitoes and the extinction thresholds of corresponding continuous-time Markov chain models are derived under certain assumptions. The stochastic model is formulated using the continuous-time discrete state Galton-Watson branching process (CTDSGWbp. The reproduction number of deterministic models is an essential quantity to predict whether an epidemic will spread or die out. Thresholds for disease extinction from stochastic models contribute crucial knowledge on disease control and elimination and mitigation of infectious diseases. Analytical and numerical results show some significant differences in model predictions between the stochastic and deterministic models. In particular, we find that malaria outbreak is more likely if the disease is introduced by infected mosquitoes as opposed to infected humans. These insights demonstrate the importance of a policy or intervention focusing on controlling the infected mosquito population if the control of malaria is to be realized.

  11. 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.

  12. 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

  13. 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.

  14. Performance Estimation for Two-Dimensional Brownian Rotary Ratchet Systems

    Science.gov (United States)

    Tutu, Hiroki; Horita, Takehiko; Ouchi, Katsuya

    2015-04-01

    Within the context of the Brownian ratchet model, a molecular rotary system that can perform unidirectional rotations induced by linearly polarized ac fields and produce positive work under loads was studied. The model is based on the Langevin equation for a particle in a two-dimensional (2D) three-tooth ratchet potential of threefold symmetry. The performance of the system is characterized by the coercive torque, i.e., the strength of the load competing with the torque induced by the ac driving field, and the energy efficiency in force conversion from the driving field to the torque. We propose a master equation for coarse-grained states, which takes into account the boundary motion between states, and develop a kinetic description to estimate the mean angular momentum (MAM) and powers relevant to the energy balance equation. The framework of analysis incorporates several 2D characteristics and is applicable to a wide class of models of smooth 2D ratchet potential. We confirm that the obtained expressions for MAM, power, and efficiency of the model can enable us to predict qualitative behaviors. We also discuss the usefulness of the torque/power relationship for experimental analyses, and propose a characteristic for 2D ratchet systems.

  15. 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.

  16. BWR stability using a reducing dynamical model

    International Nuclear Information System (INIS)

    Ballestrin Bolea, J. M.; Blazquez Martinez, J. B.

    1990-01-01

    BWR stability can be treated with reduced order dynamical models. When the parameters of the model came from dynamical models. When the parameters of the model came from experimental data, the predictions are accurate. In this work an alternative derivation for the void fraction equation is made, but remarking the physical structure of the parameters. As the poles of power/reactivity transfer function are related with the parameters, the measurement of the poles by other techniques such as noise analysis will lead to the parameters, but the system of equations is non-linear. Simple parametric calculation of decay ratio are performed, showing why BWRs become unstable when they are operated at low flow and high power. (Author)

  17. Natural convection in nano-fluids: Are the thermophoresis and Brownian motion effects significant in nano-fluid heat transfer enhancement?

    International Nuclear Information System (INIS)

    Haddad, Zoubida; Abu-Nada, Eiyad; Oztop, Hakan F.; Mataoui, Amina

    2012-01-01

    Natural convection heat transfer and fluid flow of CuO-Water nano-fluids is studied using the Rayleigh-Benard problem. A two component non-homogenous equilibrium model is used for the nano-fluid that incorporates the effects of Brownian motion and thermophoresis. Variable thermal conductivity and variable viscosity are taken into account in this work. Finite volume method is used to solve governing equations. Results are presented by streamlines, isotherms, nano-particle distribution, local and mean Nusselt numbers and nano-particle profiles at top and bottom side. Comparison of two cases as absence of Brownian and thermophoresis effects and presence of Brownian and thermophoresis effects showed that higher heat transfer is formed with the presence of Brownian and thermophoresis effect. In general, by considering the role of thermophoresis and Brownian motion, an enhancement in heat transfer is observed at any volume fraction of nano-particles. However, the enhancement is more pronounced at low volume fraction of nano-particles and the heat transfer decreases by increasing nano-particle volume fraction. On the other hand, by neglecting the role of thermophoresis and Brownian motion, deterioration in heat transfer is observed and this deterioration elevates by increasing the volume fraction of nano-particles. (authors)

  18. Modelling the Dynamics of Emotional Awareness

    NARCIS (Netherlands)

    Thilakarathne, D.J.; Treur, J.; Schaub, T.

    2014-01-01

    In this paper, based on literature from Cognitive and Affective Neuroscience, a computational agent model is introduced incorporating the role of emotional awareness states in the dynamics of action generation. More specifically, it covers both automatic, unconscious (bottom-up) and more cognitive

  19. Object Oriented Modelling and Dynamical Simulation

    DEFF Research Database (Denmark)

    Wagner, Falko Jens; Poulsen, Mikael Zebbelin

    1998-01-01

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

  20. 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...

  1. CFTSIM-ITER dynamic fuel cycle model

    International Nuclear Information System (INIS)

    Busigin, A.; Gierszewski, P.

    1998-01-01

    Dynamic system models have been developed for specific tritium systems with considerable detail and for integrated fuel cycles with lesser detail (e.g. D. Holland, B. Merrill, Analysis of tritium migration and deposition in fusion reactor systems, Proceedings of the Ninth Symposium Eng. Problems of Fusion Research (1981); M.A. Abdou, E. Vold, C. Gung, M. Youssef, K. Shin, DT fuel self-sufficiency in fusion reactors, Fusion Technol. (1986); G. Spannagel, P. Gierszewski, Dynamic tritium inventory of a NET/ITER fuel cycle with lithium salt solution blanket, Fusion Eng. Des. (1991); W. Kuan, M.A. Abdou, R.S. Willms, Dynamic simulation of a proposed ITER tritium processing system, Fusion Technol. (1995)). In order to provide a tool to understand and optimize the behavior of the ITER fuel cycle, a dynamic fuel cycle model called CFTSIM is under development. The CFTSIM code incorporates more detailed ITER models, specifically for the important isotope separation system, and also has an easier-to-use graphical interface. This paper provides an overview of CFTSIM Version 1.0. The models included are those with significant and varying tritium inventories over a test campaign: fueling, plasma and first wall, pumping, fuel cleanup, isotope separation and storage. An illustration of the results is shown. (orig.)

  2. The quantum Rabi model: solution and dynamics

    International Nuclear Information System (INIS)

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

    2017-01-01

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

  3. A complete dynamic model of primary sedimentation.

    Science.gov (United States)

    Paraskevas, P; Kolokithas, G; Lekkas, T

    1993-11-01

    A dynamic mathematical model for the primary clarifier of a wastewater treatment plant is described, which is represented by a general tanks-in-series model, to simulate insufficient mixing. The model quantifies successfully the diurnal response of both the suspended and dissolved species. It is general enough, so that the values of the parameters can be replaced with those applicable to a specific case. The model was verified through data from the Biological Centre of Metamorfosi, in Athens, Greece, and can be used to assist in the design of new plants or in the analysis and output predictions of existing ones.

  4. Dynamic Modeling of CDS Index Tranche Spreads

    DEFF Research Database (Denmark)

    Dorn, Jochen

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

  5. Uncertainty and its propagation in dynamics models

    International Nuclear Information System (INIS)

    Devooght, J.

    1994-01-01

    The purpose of this paper is to bring together some characteristics due to uncertainty when we deal with dynamic models and therefore to propagation of uncertainty. The respective role of uncertainty and inaccuracy is examined. A mathematical formalism based on Chapman-Kolmogorov equation allows to define a open-quotes subdynamicsclose quotes where the evolution equation takes the uncertainty into account. The problem of choosing or combining models is examined through a loss function associated to a decision

  6. Dynamic multibody modeling for tethered space elevators

    Science.gov (United States)

    Williams, Paul

    2009-08-01

    This paper presents a fundamental modeling strategy for dealing with powered and propelled bodies moving along space tethers. The tether is divided into a large number of discrete masses, which are connected by viscoelastic springs. The tether is subject to the full range of forces expected in Earth orbit in a relatively simple manner. Two different models of the elevator dynamics are presented. In order to capture the effect of the elevator moving along the tether, the elevator dynamics are included as a separate body in both models. One model treats the elevator's motion dynamically, where propulsive and friction forces are applied to the elevator body. The second model treats the elevator's motion kinematically, where the distance along the tether is determined by adjusting the lengths of tether on either side of the elevator. The tether model is used to determine optimal configurations for the space elevator. A modal analysis of two different configurations is presented which show that the fundamental mode of oscillation is a pendular one around the anchor point with a period on the order of 160 h for the in-plane motion, and 24 h for the out-of-plane motion. Numerical simulation results of the effects of the elevator moving along the cable are presented for different travel velocities and different elevator masses.

  7. Sepsis progression and outcome: a dynamical model

    Directory of Open Access Journals (Sweden)

    Gessler Damian DG

    2006-02-01

    Full Text Available Abstract Background Sepsis (bloodstream infection is the leading cause of death in non-surgical intensive care units. It is diagnosed in 750,000 US patients per annum, and has high mortality. Current understanding of sepsis is predominately observational and correlational, with only a partial and incomplete understanding of the physiological dynamics underlying the syndrome. There exists a need for dynamical models of sepsis progression, based upon basic physiologic principles, which could eventually guide hourly treatment decisions. Results We present an initial mathematical model of sepsis, based on metabolic rate theory that links basic vascular and immunological dynamics. The model includes the rate of vascular circulation, a surrogate for the metabolic rate that is mechanistically associated with disease progression. We use the mass-specific rate of blood circulation (SRBC, a correlate of the body mass index, to build a differential equation model of circulation, infection, organ damage, and recovery. This introduces a vascular component into an infectious disease model that describes the interaction between a pathogen and the adaptive immune system. Conclusion The model predicts that deviations from normal SRBC correlate with disease progression and adverse outcome. We compare the predictions with population mortality data from cardiovascular disease and cancer and show that deviations from normal SRBC correlate with higher mortality rates.

  8. Mineral vein dynamics modeling (FRACS). Phase 1

    Energy Technology Data Exchange (ETDEWEB)

    Urai, J.; Virgo, S.; Arndt, M. [RWTH Aachen (Germany). Geologie-Endogene Dynamik] [and others

    2013-07-15

    The Mineral Vein Dynamics Modeling group ''FRACS'' is a team of 7 research groups from the Universities of Mainz, Aachen, Tuebingen, Karlsruhe, Bayreuth, ETH Zuerich and Glasgow working on an understanding of the dynamic development of fracturing, fluid flow and fracture sealing. World-class field laboratories, especially carbonate sequences from the Oman Mountains are studied and classified. State of the art numerical programs are written, expanded and used to simulate the dynamic interaction of fracturing, flow and resealing and the results are compared with the natural examples. Newest analytical technologies including laser scanning, high resolution X-ray microtomography, fluid inclusion and isotope analysis are performed to understand and compare the results of simulations with natural examples. A new statistical program was developed to classify the natural fracture and vein systems and compare them with dynamic numerical simulations and analytical models. The results of the first project phase are extremely promising. Most of the numerical models have been developed up to the stage where they can be used to simulate the natural examples. The models allow a definition of the first proxies for high fluid pressure and tectonic stresses. It was found out that the Oman Mountains are a complex and very dynamic system that constantly fractures and reseals from the scale of small veins up to the scale of large normal and strike slip faults. The numerical simulations also indicate that the permeability of such systems is not a constant but that the system adjusts to the driving force, for ex-ample high fluid pressure. When the system reseals fast a fluctuating behavior can be observed in the models where the system constantly fractures and reseals, which is in accordance with the observation of the natural laboratory.

  9. Direct modeling for computational fluid dynamics

    Science.gov (United States)

    Xu, Kun

    2015-06-01

    All fluid dynamic equations are valid under their modeling scales, such as the particle mean free path and mean collision time scale of the Boltzmann equation and the hydrodynamic scale of the Navier-Stokes (NS) equations. The current computational fluid dynamics (CFD) focuses on the numerical solution of partial differential equations (PDEs), and its aim is to get the accurate solution of these governing equations. Under such a CFD practice, it is hard to develop a unified scheme that covers flow physics from kinetic to hydrodynamic scales continuously because there is no such governing equation which could make a smooth transition from the Boltzmann to the NS modeling. The study of fluid dynamics needs to go beyond the traditional numerical partial differential equations. The emerging engineering applications, such as air-vehicle design for near-space flight and flow and heat transfer in micro-devices, do require further expansion of the concept of gas dynamics to a larger domain of physical reality, rather than the traditional distinguishable governing equations. At the current stage, the non-equilibrium flow physics has not yet been well explored or clearly understood due to the lack of appropriate tools. Unfortunately, under the current numerical PDE approach, it is hard to develop such a meaningful tool due to the absence of valid PDEs. In order to construct multiscale and multiphysics simulation methods similar to the modeling process of constructing the Boltzmann or the NS governing equations, the development of a numerical algorithm should be based on the first principle of physical modeling. In this paper, instead of following the traditional numerical PDE path, we introduce direct modeling as a principle for CFD algorithm development. Since all computations are conducted in a discretized space with limited cell resolution, the flow physics to be modeled has to be done in the mesh size and time step scales. Here, the CFD is more or less a direct

  10. New concepts for dynamic plant uptake models

    DEFF Research Database (Denmark)

    Rein, Arno; Legind, Charlotte Nielsen; Trapp, Stefan

    2011-01-01

    Models for the prediction of chemical uptake into plants are widely applied tools for human and wildlife exposure assessment, pesticide design and for environmental biotechnology such as phytoremediation. Steady-state considerations are often applied, because they are simple and have a small data...... need. However, often the emission pattern is non-steady. Examples are pesticide spraying, or the application of manure and sewage sludge on agricultural fields. In these scenarios, steady-state solutions are not valid, and dynamic simulation is required. We compared different approaches for dynamic...

  11. 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.

  12. 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.

  13. Friction modelling of preloaded tube contact dynamics

    International Nuclear Information System (INIS)

    Hassan, M.A.; Rogers, R.J.

    2004-01-01

    Many loosely supported components are subjected to flow-induced vibration leading to localized wear. Life prediction depends on robust and accurate modelling of the nonlinear dynamics as the components interact with their supports. The output of such analysis is the component dynamic response and impact forces, including friction forces during stick-slip motions. Such results are used to determine the normal work rates, which are utilized to predict fretting wear damage. Accurate estimates of these parameters are essential. This paper presents simulations of a loosely supported fuel-channel tube subject to turbulence excitation. The effects of tube/support clearance and preload are investigated. Several friction models, including velocity-limited, spring-damper, and force-balance are utilized. A comparison of these models is carried out to investigate their accuracy. The results show good agreement with experimental work rates when a simple iterative procedure to update the friction forces is used. (authors)

  14. 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.

  15. Dynamic Circuit Model for Spintronic Devices

    KAUST Repository

    Alawein, Meshal; Fariborzi, Hossein

    2017-01-01

    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.

  16. 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.

  17. Friction modelling of preloaded tube contact dynamics

    International Nuclear Information System (INIS)

    Hassan, M.A.; Rogers, R.J.

    2005-01-01

    Many loosely supported components are subjected to flow-induced vibration leading to localized wear. Life prediction depends on robust and accurate modelling of the nonlinear dynamics as the components interact with their supports. The output of such analysis is the component dynamic response and impact forces, including friction forces during stick-slip motions. Such results are used to determine the normal work rates, which are utilized to predict fretting wear damage. Accurate estimates of these parameters are essential. This paper presents simulations of a loosely supported fuel-channel tube subject to turbulence excitation. The effects of tube/support clearance and preload are investigated. Several friction models, including velocity-limited, spring-damper and force-balance are utilized. A comparison of these models is carried out to investigate their accuracy. The results show good agreement with experimental work rates when a simple iterative procedure to update the friction forces is used

  18. 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 ...

  19. 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.

  20. Collisional model for granular impact dynamics.

    Science.gov (United States)

    Clark, Abram H; Petersen, Alec J; Behringer, Robert P

    2014-01-01

    When an intruder strikes a granular material from above, the grains exert a stopping force which decelerates and stops the intruder. Many previous studies have used a macroscopic force law, including a drag force which is quadratic in velocity, to characterize the decelerating force on the intruder. However, the microscopic origins of the force-law terms are still a subject of debate. Here, drawing from previous experiments with photoelastic particles, we present a model which describes the velocity-squared force in terms of repeated collisions with clusters of grains. From our high speed photoelastic data, we infer that "clusters" correspond to segments of the strong force network that are excited by the advancing intruder. The model predicts a scaling relation for the velocity-squared drag force that accounts for the intruder shape. Additionally, we show that the collisional model predicts an instability to rotations, which depends on the intruder shape. To test this model, we perform a comprehensive experimental study of the dynamics of two-dimensional granular impacts on beds of photoelastic disks, with different profiles for the leading edge of the intruder. We particularly focus on a simple and useful case for testing shape effects by using triangular-nosed intruders. We show that the collisional model effectively captures the dynamics of intruder deceleration and rotation; i.e., these two dynamical effects can be described as two different manifestations of the same grain-scale physical processes.

  1. Next Generation Carbon-Nitrogen Dynamics Model

    Science.gov (United States)

    Xu, C.; Fisher, R. A.; Vrugt, J. A.; Wullschleger, S. D.; McDowell, N. G.

    2012-12-01

    Nitrogen is a key regulator of vegetation dynamics, soil carbon release, and terrestrial carbon cycles. Thus, to assess energy impacts on the global carbon cycle and future climates, it is critical that we have a mechanism-based and data-calibrated nitrogen model that simulates nitrogen limitation upon both above and belowground carbon dynamics. In this study, we developed a next generation nitrogen-carbon dynamic model within the NCAR Community Earth System Model (CESM). This next generation nitrogen-carbon dynamic model utilized 1) a mechanistic model of nitrogen limitation on photosynthesis with nitrogen trade-offs among light absorption, electron transport, carboxylation, respiration and storage; 2) an optimal leaf nitrogen model that links soil nitrogen availability and leaf nitrogen content; and 3) an ecosystem demography (ED) model that simulates the growth and light competition of tree cohorts and is currently coupled to CLM. Our three test cases with changes in CO2 concentration, growing temperature and radiation demonstrate the model's ability to predict the impact of altered environmental conditions on nitrogen allocations. Currently, we are testing the model against different datasets including soil fertilization and Free Air CO2 enrichment (FACE) experiments across different forest types. We expect that our calibrated model will considerably improve our understanding and predictability of vegetation-climate interactions.itrogen allocation model evaluations. The figure shows the scatter plots of predicted and measured Vc,max and Jmax scaled to 25 oC (i.e.,Vc,max25 and Jmax25) at elevated CO2 (570 ppm, test case one), reduced radiation in canopy (0.1-0.9 of the radiation at the top of canopy, test case two) and reduced growing temperature (15oC, test case three). The model is first calibrated using control data under ambient CO2 (370 ppm), radiation at the top of the canopy (621 μmol photon/m2/s), the normal growing temperature (30oC). The fitted model

  2. 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.

  3. Diffusion limit of Lévy-Lorentz gas is Brownian motion

    Science.gov (United States)

    Magdziarz, Marcin; Szczotka, Wladyslaw

    2018-07-01

    In this paper we analyze asymptotic behaviour of a stochastic process called Lévy-Lorentz gas. This process is aspecial kind of continuous-time random walk in which walker moves in the fixed environment composed of scattering points. Upon each collision the walker performs a flight to the nearest scattering point. This type of dynamics is observed in Lévy glasses or long quenched polymers. We show that the diffusion limit of Lévy-Lorentz gas with finite mean distance between scattering centers is the standard Brownian motion. Thus, for long times the behaviour of the Lévy-Lorentz gas is close to the diffusive regime.

  4. Analysing the temporal dynamics of model performance for hydrological models

    NARCIS (Netherlands)

    Reusser, D.E.; Blume, T.; Schaefli, B.; Zehe, E.

    2009-01-01

    The temporal dynamics of hydrological model performance gives insights into errors that cannot be obtained from global performance measures assigning a single number to the fit of a simulated time series to an observed reference series. These errors can include errors in data, model parameters, or

  5. Theory of relativistic Brownian motion in the presence of electromagnetic field in (1+1) dimension

    Science.gov (United States)

    Mukhopadhyay, Annesh; Bandyopadhyay, M.; Bhamidipati, C.

    2018-04-01

    In this work, we consider the relativistic generalization of the theory of Brownian motion for the (1+1) dimensional case, which is again consistent with Einstein's special theory of relativity and reduces to standard Brownian motion in the Newtonian limit. All the generalizations are made considering Special theory of relativity into account. The particle under consideration has a velocity close to the speed of light and is a free Brownian particle suspended in a heat bath. With this generalization the velocity probability density functions are also obtained using Ito, Stratonovich and Hanggi-Klimontovich approach of pre-point, mid-point and post-point discretization rule. Subsequently, in our work, we have obtained the relativistic Langevin equations in the presence of an electromagnetic field. Finally, taking a special case of a constant vector potential and a constant electric field into account the Langevin equations are solved for the momentum and subsequently the velocity of the particle. Using a similar approach to the Fokker-planck equations of motion, the velocity distributions are also obtained in the presence of a constant vector potential and are plotted, which shows essential deviations from the one obtained without a potential. Our constant potential model can be realized in an optical potential.

  6. 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. .

  7. Spherical particle Brownian motion in viscous medium as non-Markovian random process

    International Nuclear Information System (INIS)

    Morozov, Andrey N.; Skripkin, Alexey V.

    2011-01-01

    The Brownian motion of a spherical particle in an infinite medium is described by the conventional methods and integral transforms considering the entrainment of surrounding particles of the medium by the Brownian particle. It is demonstrated that fluctuations of the Brownian particle velocity represent a non-Markovian random process. The features of Brownian motion in short time intervals and in small displacements are considered. -- Highlights: → Description of Brownian motion considering the entrainment of medium is developed. → We find the equations for statistical characteristics of impulse fluctuations. → Brownian motion at small time intervals is considered. → Theoretical results and experimental data are compared.

  8. Five challenges in modelling interacting strain dynamics

    Directory of Open Access Journals (Sweden)

    Paul S. Wikramaratna

    2015-03-01

    Full Text Available Population epidemiological models where hosts can be infected sequentially by different strains have the potential to help us understand many important diseases. Researchers have in recent years started to develop and use such models, but the extra layer of complexity from multiple strains brings with it many technical challenges. It is therefore hard to build models which have realistic assumptions yet are tractable. Here we outline some of the main challenges in this area. First we begin with the fundamental question of how to translate from complex small-scale dynamics within a host to useful population models. Next we consider the nature of so-called “strain space”. We describe two key types of host heterogeneities, and explain how models could help generate a better understanding of their effects. Finally, for diseases with many strains, we consider the challenge of modelling how immunity accumulates over multiple exposures.

  9. 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.

  10. Experimental investigation of granular dynamics close to the jamming transition

    Science.gov (United States)

    Caballero, G.; Kolb, E.; Lindner, A.; Lanuza, J.; Clément, E.

    2005-06-01

    We present different experiments on dense granular assemblies with the aim of clarifying the notion of 'jamming transition' for these assemblies of non-Brownian particles. The experimental set-ups differ in the way in which external perturbations are applied in order to unjam the systems. The first experiment monitors the response to a locally applied deformation of a model packing at rest. The two other experiments study local and collective dynamics in a granular assembly weakly excited by vibration.

  11. Modeling the dynamic characteristics of pneumatic muscle.

    Science.gov (United States)

    Reynolds, D B; Repperger, D W; Phillips, C A; Bandry, G

    2003-03-01

    A pneumatic muscle (PM) system was studied to determine whether a three-element model could describe its dynamics. As far as the authors are aware, this model has not been used to describe the dynamics of PM. A new phenomenological model consists of a contractile (force-generating) element, spring element, and damping element in parallel. The PM system was investigated using an apparatus that allowed precise and accurate actuation pressure (P) control by a linear servo-valve. Length change of the PM was measured by a linear potentiometer. Spring and damping element functions of P were determined by a static perturbation method at several constant P values. These results indicate that at constant P, PM behaves as a spring and damper in parallel. The contractile element function of P was determined by the response to a step input in P, using values of spring and damping elements from the perturbation study. The study showed that the resulting coefficient functions of the three-element model describe the dynamic response to the step input of P accurately, indicating that the static perturbation results can be applied to the dynamic case. This model is further validated by accurately predicting the contraction response to a triangular P waveform. All three elements have pressure-dependent coefficients for pressure P in the range 207 < or = P < or = 621 kPa (30 < or = P < or = 90 psi). Studies with a step decrease in P (relaxation of the PM) indicate that the damping element coefficient is smaller during relaxation than contraction.

  12. ITER Dynamic Tritium Inventory Modeling Code

    International Nuclear Information System (INIS)

    Cristescu, Ioana-R.; Doerr, L.; Busigin, A.; Murdoch, D.

    2005-01-01

    A tool for tritium inventory evaluation within each sub-system of the Fuel Cycle of ITER is vital, with respect to both the process of licensing ITER and also for operation. It is very likely that measurements of total tritium inventories may not be possible for all sub-systems, however tritium accounting may be achieved by modeling its hold-up within each sub-system and by validating these models in real-time against the monitored flows and tritium streams between the systems. To get reliable results, an accurate dynamic modeling of the tritium content in each sub-system is necessary. In order to optimize the configuration and operation of the ITER fuel cycle, a dynamic fuel cycle model was developed progressively in the decade up to 2000-2001. As the design for some sub-systems from the fuel cycle (i.e. Vacuum pumping, Neutral Beam Injectors (NBI)) have substantially progressed meanwhile, a new code developed under a different platform to incorporate these modifications has been developed. The new code is taking over the models and algorithms for some subsystems, such as Isotope Separation System (ISS); where simplified models have been previously considered, more detailed have been introduced, as for the Water Detritiation System (WDS). To reflect all these changes, the new code developed inside EU participating team was nominated TRIMO (Tritium Inventory Modeling), to emphasize the use of the code on assessing the tritium inventory within ITER

  13. 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...

  14. 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.

  15. Modeling of Dynamic Responses in Building Insulation

    Directory of Open Access Journals (Sweden)

    Anna Antonyová

    2015-10-01

    Full Text Available In this research a measurement systemwas developedfor monitoring humidity and temperature in the cavity between the wall and the insulating material in the building envelope. This new technology does not disturb the insulating material during testing. The measurement system can also be applied to insulation fixed ten or twenty years earlier and sufficiently reveals the quality of the insulation. A mathematical model is proposed to characterize the dynamic responses in the cavity between the wall and the building insulation as influenced by weather conditions.These dynamic responses are manifested as a delay of both humidity and temperature changes in the cavity when compared with the changes in the ambient surrounding of the building. The process is then modeled through numerical methods and statistical analysis of the experimental data obtained using the new system of measurement.

  16. Dynamic energy-demand models. A comparison

    International Nuclear Information System (INIS)

    Yi, Feng

    2000-01-01

    This paper compares two second-generation dynamic energy demand models, a translog (TL) and a general Leontief (GL), in the study of price elasticities and factor substitutions of nine Swedish manufacturing industries: food, textiles, wood, paper, printing, chemicals, non-metallic minerals, base metals and machinery. Several model specifications are tested with likelihood ratio test. There is a disagreement on short-run adjustments; the TL model accepts putty-putty production technology of immediate adjustments, implying equal short- and long-run price elasticities of factors, while the GL model rejects immediate adjustments, giving out short-run elasticities quite different from the long-run. The two models also disagree in substitutability in many cases. 21 refs

  17. The dynamic radiation environment assimilation model (DREAM)

    International Nuclear Information System (INIS)

    Reeves, Geoffrey D.; Koller, Josef; Tokar, Robert L.; Chen, Yue; Henderson, Michael G.; Friedel, Reiner H.

    2010-01-01

    The Dynamic Radiation Environment Assimilation Model (DREAM) is a 3-year effort sponsored by the US Department of Energy to provide global, retrospective, or real-time specification of the natural and potential nuclear radiation environments. The DREAM model uses Kalman filtering techniques that combine the strengths of new physical models of the radiation belts with electron observations from long-term satellite systems such as GPS and geosynchronous systems. DREAM includes a physics model for the production and long-term evolution of artificial radiation belts from high altitude nuclear explosions. DREAM has been validated against satellites in arbitrary orbits and consistently produces more accurate results than existing models. Tools for user-specific applications and graphical displays are in beta testing and a real-time version of DREAM has been in continuous operation since November 2009.

  18. Molecular dynamics modeling of polymer flammability

    International Nuclear Information System (INIS)

    Nyden, M.R.; Brown, J.E.; Lomakin, S.M.

    1992-01-01

    Molecular dynamic simulations were used to identify factors which promote char formation during the thermal degradation of polymers. Computer movies based on these simulations, indicate that cross-linked model polymers tend to undergo further cross-linking when burned, eventually forming a high molecular weight, thermally stable char. This paper reports that the prediction was confirmed by char yield measurements made on γ and e - -irradiated polyethylene and chemically cross-linked poly(methyl methacrylate)

  19. Dynamical chaos and beam-beam models

    International Nuclear Information System (INIS)

    Izrailev, F.M.

    1990-01-01

    Some aspects of the nonlinear dynamics of beam-beam interaction for simple one-dimensional and two-dimensional models of round and flat beams are discussed. The main attention is paid to the stochasticity threshold due to the overlapping of nonlinear resonances. The peculiarities of a round beam are investigated in view of using the round beams in storage rings to get high luminosity. 16 refs.; 7 figs

  20. Dynamical Model for Indoor Radon Concentration Monitoring

    Czech Academy of Sciences Publication Activity Database

    Brabec, Marek; Jílek, K.

    2009-01-01

    Roč. 20, č. 6 (2009), s. 718-729 ISSN 1180-4009. [TIES 2007. Annual Meeting of the International Environmental Society /18./. Mikulov, 16.08.2007-20.08.2007] Institutional research plan: CEZ:AV0Z10300504 Keywords : non-parametric regression * dynamic modeling * time-varying coefficients Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 1.000, year: 2009

  1. Dynamical symmetries of the shell model

    International Nuclear Information System (INIS)

    Van Isacker, P.

    2000-01-01

    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. A model for nuclear research reactor dynamics

    Energy Technology Data Exchange (ETDEWEB)

    Barati, Ramin, E-mail: Barati.ramin@aut.ac.ir; Setayeshi, Saeed, E-mail: setayesh@aut.ac.ir

    2013-09-15

    Highlights: • A thirty-fourth order model is used to simulate the dynamics of a research reactor. • We consider delayed neutrons fraction as a function of time. • Variable fuel and temperature reactivity coefficients are used. • WIMS, BORGES and CITVAP codes are used for initial condition calculations. • Results are in agreement with experimental data rather than common codes. -- Abstract: In this paper, a useful thirty-fourth order model is presented to simulate the kinetics and dynamics of a research reactor core. The model considers relevant physical phenomena that govern the core such as reactor kinetics, reactivity feedbacks due to coolant and fuel temperatures (Doppler effects) with variable reactivity coefficients, xenon, samarium, boron concentration, fuel burn up and thermal hydraulics. WIMS and CITVAP codes are used to extract neutron cross sections and calculate the initial neuron flux respectively. The purpose is to present a model with results similar to reality as much as possible with reducing common simplifications in reactor modeling to be used in different analyses such as reactor control, functional reliability and safety. The model predictions are qualified by comparing with experimental data, detailed simulations of reactivity insertion transients, and steady state for Tehran research reactor reported in the literature and satisfactory results have been obtained.

  3. New method dynamically models hydrocarbon fractionation

    Energy Technology Data Exchange (ETDEWEB)

    Kesler, M.G.; Weissbrod, J.M.; Sheth, B.V. [Kesler Engineering, East Brunswick, NJ (United States)

    1995-10-01

    A new method for calculating distillation column dynamics can be used to model time-dependent effects of independent disturbances for a range of hydrocarbon fractionation. It can model crude atmospheric and vacuum columns, with relatively few equilibrium stages and a large number of components, to C{sub 3} splitters, with few components and up to 300 equilibrium stages. Simulation results are useful for operations analysis, process-control applications and closed-loop control in petroleum, petrochemical and gas processing plants. The method is based on an implicit approach, where the time-dependent variations of inventory, temperatures, liquid and vapor flows and compositions are superimposed at each time step on the steady-state solution. Newton-Raphson (N-R) techniques are then used to simultaneously solve the resulting finite-difference equations of material, equilibrium and enthalpy balances that characterize distillation dynamics. The important innovation is component-aggregation and tray-aggregation to contract the equations without compromising accuracy. This contraction increases the N-R calculations` stability. It also significantly increases calculational speed, which is particularly important in dynamic simulations. This method provides a sound basis for closed-loop, supervisory control of distillation--directly or via multivariable controllers--based on a rigorous, phenomenological column model.

  4. Dynamic analysis of a parasite population model

    Science.gov (United States)

    Sibona, G. J.; Condat, C. A.

    2002-03-01

    We study the dynamics of a model that describes the competitive interaction between an invading species (a parasite) and its antibodies in an living being. This model was recently used to examine the dynamical competition between Tripanosoma cruzi and its antibodies during the acute phase of Chagas' disease. Depending on the antibody properties, the model yields three types of outcomes, corresponding, respectively, to healing, chronic disease, and host death. Here, we study the dynamics of the parasite-antibody interaction with the help of simulations, obtaining phase trajectories and phase diagrams for the system. We show that, under certain conditions, the size of the parasite inoculation can be crucial for the infection outcome and that a retardation in the stimulated production of an antibody species may result in the parasite gaining a definitive advantage. We also find a criterion for the relative sizes of the parameters that are required if parasite-generated decoys are indeed to help the invasion. Decoys may also induce a qualitatively different outcome: a limit cycle for the antibody-parasite population phase trajectories.

  5. 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.

  6. Dynamical model of birdsong maintenance and control

    Science.gov (United States)

    Abarbanel, Henry D. I.; Talathi, Sachin S.; Mindlin, Gabriel; Rabinovich, Misha; Gibb, Leif

    2004-11-01

    The neuroethology of song learning, production, and maintenance in songbirds presents interesting similarities to human speech. We have developed a biophysical model of the manner in which song could be maintained in adult songbirds. This model may inform us about the human counterpart to these processes. In songbirds, signals generated in nucleus High Vocal center (HVc) follow a direct route along a premotor pathway to the robust nucleus of the archistriatum (RA) as well as an indirect route to RA through the anterior forebrain pathway (AFP): the neurons of RA are innervated from both sources. HVc expresses very sparse bursts of spikes having interspike intervals of about 2ms . The expressions of these bursts arrive at the RA with a time difference ΔT≈50±10ms between the two pathways. The observed combination of AMPA and NMDA receptors at RA projection neurons suggests that long-term potentiation and long-term depression can both be induced by spike timing plasticity through the pairing of the HVc and AFP signals. We present a dynamical model that stabilizes this synaptic plasticity through a feedback from the RA to the AFP using known connections. The stabilization occurs dynamically and is absent when the RA→AFP connection is removed. This requires a dynamical selection of ΔT . The model does this, and ΔT lies within the observed range. Our model represents an illustration of a functional consequence of activity-dependent plasticity directly connected with neuroethological observations. Within the model the parameters of the AFP, and thus the magnitude of ΔT , can also be tuned to an unstable regime. This means that destabilization might be induced by neuromodulation of the AFP.

  7. Nonparametric modeling of dynamic functional connectivity in fmri data

    DEFF Research Database (Denmark)

    Nielsen, Søren Føns Vind; Madsen, Kristoffer H.; Røge, Rasmus

    2015-01-01

    dynamic changes. The existing approaches modeling dynamic connectivity have primarily been based on time-windowing the data and k-means clustering. We propose a nonparametric generative model for dynamic FC in fMRI that does not rely on specifying window lengths and number of dynamic states. Rooted...

  8. Chancroid transmission dynamics: a mathematical modeling approach.

    Science.gov (United States)

    Bhunu, C P; Mushayabasa, S

    2011-12-01

    Mathematical models have long been used to better understand disease transmission dynamics and how to effectively control them. Here, a chancroid infection model is presented and analyzed. The disease-free equilibrium is shown to be globally asymptotically stable when the reproduction number is less than unity. High levels of treatment are shown to reduce the reproduction number suggesting that treatment has the potential to control chancroid infections in any given community. This result is also supported by numerical simulations which show a decline in chancroid cases whenever the reproduction number is less than unity.

  9. Population Model with a Dynamic Food Supply

    Science.gov (United States)

    Dickman, Ronald; da Silva Nascimento, Jonas

    2009-09-01

    We propose a simple population model including the food supply as a dynamic variable. In the model, survival of an organism depends on a certain minimum rate of food consumption; a higher rate of consumption is required for reproduction. We investigate the stationary behavior under steady food input, and the transient behavior of growth and decay when food is present initially but is not replenished. Under a periodic food supply, the system exhibits period-doubling bifurcations and chaos in certain ranges of the reproduction rate. Bifurcations and chaos are favored by a slow reproduction rate and a long period of food-supply oscillation.

  10. 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.

  11. 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.

  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. Quadratic tracer dynamical models tobacco growth

    International Nuclear Information System (INIS)

    Qiang Jiyi; Hua Cuncai; Wang Shaohua

    2011-01-01

    In order to study the non-uniformly transferring process of some tracer dosages, we assume that the absorption of some tracer by tobacco is a quadratic function of the tracer quantity of the tracer in the case of fast absorption, whereas the exclusion of the tracer from tobacco is a linear function of the tracer quantity in the case of slow exclusion, after the tracer is introduced into tobacco once at zero time. A single-compartment quadratic dynamical model of Logistic type is established for the leaves of tobacco. Then, a two-compartment quadratic dynamical model is established for leaves and calms of the tobacco. Qualitative analysis of the models shows that the tracer applied to the leaves of the tobacco is excluded finally; however, the tracer stays at the tobacco for finite time. Two methods are also given for computing the parameters in the models. Finally, the results of the models are verified by the 32 P experiment for the absorption of tobacco. (authors)

  14. A multiscale model for virus capsid dynamics.

    Science.gov (United States)

    Chen, Changjun; Saxena, Rishu; Wei, Guo-Wei

    2010-01-01

    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.

  15. 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.

  16. 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. © The Author 2017. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com

  17. AFDM: An Advanced Fluid-Dynamics Model

    International Nuclear Information System (INIS)

    Bohl, W.R.; Parker, F.R.; Wilhelm, D.; Goutagny, L.; Ninokata, H.

    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

  18. 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...

  19. 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.

  20. 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.