WorldWideScience

Sample records for brownian dynamics model

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

    Science.gov (United States)

    Krishnamurthy, Vikram; Chung, Shin-Ho

    2005-03-01

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

  2. From Molecular Dynamics to Brownian Dynamics

    CERN Document Server

    Erban, Radek

    2014-01-01

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

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

    Science.gov (United States)

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

    2011-11-01

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

  4. Rotational Brownian Dynamics simulations of clathrin cage formation

    International Nuclear Information System (INIS)

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

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

    Science.gov (United States)

    Chavanis, Pierre-Henri; Sire, Clément

    2006-06-01

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

  6. Dynamics and Efficiency of Brownian Rotors

    CERN Document Server

    Bauer, Wolfgang R

    2008-01-01

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

  7. Brownian shape dynamics in fission

    OpenAIRE

    Randrup Jørgen; Möller Peter

    2013-01-01

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

  8. Brownian shape dynamics in fission

    Directory of Open Access Journals (Sweden)

    Randrup Jørgen

    2013-12-01

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

  9. Dynamical objectivity in quantum Brownian motion

    Science.gov (United States)

    Tuziemski, J.; Korbicz, J. K.

    2015-11-01

    Classical objectivity as a property of quantum states —a view proposed to explain the observer-independent character of our world from quantum theory, is an important step in bridging the quantum-classical gap. It was recently derived in terms of spectrum broadcast structures for small objects embedded in noisy photon-like environments. However, two fundamental problems have arisen: a description of objective motion and applicability to other types of environments. Here we derive an example of objective states of motion in quantum mechanics by showing the formation of dynamical spectrum broadcast structures in the celebrated, realistic model of decoherence —Quantum Brownian Motion. We do it for realistic, thermal environments and show their noise-robustness. This opens a potentially new method of studying the quantum-to-classical transition.

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

    CERN Document Server

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

    2009-01-01

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

  11. Combinatorial fractal Brownian motion model

    Institute of Scientific and Technical Information of China (English)

    朱炬波; 梁甸农

    2000-01-01

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

  12. Brownian motion on random dynamical landscapes

    Science.gov (United States)

    Suñé Simon, Marc; Sancho, José María; Lindenberg, Katja

    2016-03-01

    We present a study of overdamped Brownian particles moving on a random landscape of dynamic and deformable obstacles (spatio-temporal disorder). The obstacles move randomly, assemble, and dissociate following their own dynamics. This landscape may account for a soft matter or liquid environment in which large obstacles, such as macromolecules and organelles in the cytoplasm of a living cell, or colloids or polymers in a liquid, move slowly leading to crowding effects. This representation also constitutes a novel approach to the macroscopic dynamics exhibited by active matter media. We present numerical results on the transport and diffusion properties of Brownian particles under this disorder biased by a constant external force. The landscape dynamics are characterized by a Gaussian spatio-temporal correlation, with fixed time and spatial scales, and controlled obstacle concentrations.

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

    CERN Document Server

    Behringer, Hans; 10.1063/1.4761827

    2012-01-01

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

  14. Stochastic description of quantum Brownian dynamics

    Science.gov (United States)

    Yan, Yun-An; Shao, Jiushu

    2016-08-01

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

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

    Science.gov (United States)

    Guo, Zhidong; Yuan, Hongjun

    2014-07-01

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

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

    Science.gov (United States)

    Chavanis, Pierre-Henri; Sire, Clément

    2006-06-01

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

  17. 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.

  18. 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.

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

    International Nuclear Information System (INIS)

    The key to obtaining the model-free description of the dynamics of a macromolecule is the optimisation of the model-free and Brownian rotational diffusion parameters using the collected R1, R2 and steady-state NOE relaxation data. The problem of optimising the chi-squared value is often assumed to be trivial, however, the long chain of dependencies required for its calculation complicates the model-free chi-squared space. Convolutions are induced by the Lorentzian form of the spectral density functions, the linear recombinations of certain spectral density values to obtain the relaxation rates, the calculation of the NOE using the ratio of two of these rates, and finally the quadratic form of the chi-squared equation itself. Two major topological features of the model-free space complicate optimisation. The first is a long, shallow valley which commences at infinite correlation times and gradually approaches the minimum. The most severe convolution occurs for motions on two timescales in which the minimum is often located at the end of a long, deep, curved tunnel or multidimensional valley through the space. A large number of optimisation algorithms will be investigated and their performance compared to determine which techniques are suitable for use in model-free analysis. Local optimisation algorithms will be shown to be sufficient for minimisation not only within the model-free space but also for the minimisation of the Brownian rotational diffusion tensor. In addition the performance of the programs Modelfree and Dasha are investigated. A number of model-free optimisation failures were identified: the inability to slide along the limits, the singular matrix failure of the Levenberg-Marquardt minimisation algorithm, the low precision of both programs, and a bug in Modelfree. Significantly, the singular matrix failure of the Levenberg-Marquardt algorithm occurs when internal correlation times are undefined and is greatly amplified in model-free analysis by both

  20. 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)

    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

  1. Fast simulation of Brownian dynamics in a crowded environment

    OpenAIRE

    Smith, Stephen; Grima, Ramon

    2016-01-01

    Brownian dynamics simulations are an increasingly popular tool for understanding spatially-distributed biochemical reaction systems. Recent improvements in our understanding of the cellular environment show that volume exclusion effects are fundamental to reaction networks inside cells. These systems are frequently studied by incorporating inert hard spheres (crowders) into three-dimensional Brownian dynamics simulations, however these methods are extremely slow owing to the sheer number of p...

  2. Dynamical 3-Space: Anisotropic Brownian Motion Experiment

    OpenAIRE

    Cahill R. T.

    2015-01-01

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

  3. Modeling an efficient Brownian heat engine

    Science.gov (United States)

    Asfaw, Mesfin

    2008-09-01

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

  4. A Brownian model for recurrent earthquakes

    Science.gov (United States)

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

    2002-01-01

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

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

    Science.gov (United States)

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

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

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

    Science.gov (United States)

    Takasu, Masako; Tomita, Jungo

    2004-04-01

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

  7. Properties of Brownian Image Models in Scale-Space

    DEFF Research Database (Denmark)

    Pedersen, Kim Steenstrup

    2003-01-01

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

  8. Molecular dynamics test of the Brownian description of Na(+) motion in water

    Science.gov (United States)

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

    1985-01-01

    The present paper provides the results of molecular dynamics calculations on a Na(+) ion in aqueous solution. Attention is given to the sodium-oxygen and sodium-hydrogen radial distribution functions, the velocity autocorrelation function for the Na(+) ion, the autocorrelation function of the force on the stationary ion, and the accuracy of Brownian motion assumptions which are basic to hydrodynamic models of ion dyanmics in solution. It is pointed out that the presented calculations provide accurate data for testing theories of ion dynamics in solution. The conducted tests show that it is feasible to calculate Brownian friction constants for ions in aqueous solutions. It is found that for Na(+) under the considered conditions the Brownian mobility is in error by only 60 percent.

  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. Brownian dynamics simulations of ellipsoidal magnetizable particle suspensions

    Science.gov (United States)

    Torres-Díaz, I.; Rinaldi, C.

    2014-06-01

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

  11. Fast simulation of Brownian dynamics in a crowded environment

    CERN Document Server

    Smith, Stephen

    2016-01-01

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

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

    Science.gov (United States)

    Soto-Aquino, D; Rinaldi, C

    2010-10-01

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

  13. On drift parameter estimation in models with fractional Brownian motion

    CERN Document Server

    Kozachenko, Yuriy; Mishura, Yuliya

    2011-01-01

    We consider a stochastic differential equation involving standard and fractional Brownian motion with unknown drift parameter to be estimated. We investigate the standard maximum likelihood estimate of the drift parameter, two non-standard estimates and three estimates for the sequential estimation. Model strong consistency and some other properties are proved. The linear model and Ornstein-Uhlenbeck model are studied in detail. As an auxiliary result, an asymptotic behavior of the fractional derivative of the fractional Brownian motion is established.

  14. Convergence rates of posterior distributions for Brownian semimartingale models

    NARCIS (Netherlands)

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

    2006-01-01

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

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

    KAUST Repository

    Franz, Benjamin

    2013-06-19

    Two algorithms that combine Brownian dynami cs (BD) simulations with mean-field partial differential equations (PDEs) are presented. This PDE-assisted Brownian dynamics (PBD) methodology provides exact particle tracking data in parts of the domain, whilst making use of a mean-field reaction-diffusion PDE description elsewhere. The first PBD algorithm couples BD simulations with PDEs by randomly creating new particles close to the interface, which partitions the domain, and by reincorporating particles into the continuum PDE-description when they cross the interface. The second PBD algorithm introduces an overlap region, where both descriptions exist in parallel. It is shown that the overlap region is required to accurately compute variances using PBD simulations. Advantages of both PBD approaches are discussed and illustrative numerical examples are presented. © 2013 Society for Industrial and Applied Mathematics.

  16. Brownian refrigerator.

    Science.gov (United States)

    Van den Broeck, C; Kawai, R

    2006-06-01

    Onsager symmetry implies that a Brownian motor, driven by a temperature gradient, will also perform a refrigerator function upon loading. We analytically calculate the corresponding heat flow for an exactly solvable microscopic model and compare it with molecular dynamics simulations. PMID:16803223

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

    International Nuclear Information System (INIS)

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

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

    OpenAIRE

    Garnier, Nicolas; Ostrowsky, N.

    1991-01-01

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

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

    Science.gov (United States)

    Germain, David; Leocmach, Mathieu; Gibaud, Thomas

    2016-03-01

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

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

    CERN Document Server

    Erban, Radek

    2015-01-01

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

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

    International Nuclear Information System (INIS)

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

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

    Science.gov (United States)

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

    2015-03-01

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

  3. Active microrheology of Brownian suspensions via Accelerated Stokesian Dynamics simulations

    Science.gov (United States)

    Chu, Henry; Su, Yu; Gu, Kevin; Hoh, Nicholas; Zia, Roseanna

    2015-11-01

    The non-equilibrium rheological response of colloidal suspensions is studied via active microrheology utilizing Accelerated Stokesian Dynamics simulations. In our recent work, we derived the theory for micro-diffusivity and suspension stress in dilute suspensions of hydrodynamically interacting colloids. This work revealed that force-induced diffusion is anisotropic, with qualitative differences between diffusion along the line of the external force and that transverse to it, and connected these effects to the role of hydrodynamic, interparticle, and Brownian forces. This work also revealed that these forces play a similar qualitative role in the anisotropy of the stress and in the evolution of the non-equilibrium osmotic pressure. Here, we show that theoretical predictions hold for suspensions ranging from dilute to near maximum packing, and for a range of flow strengths from near-equilibrium to the pure-hydrodynamic limit.

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

    Science.gov (United States)

    Padding, J T; Briels, W J

    2014-12-28

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

  5. An exact solution to Brownian dynamics of a reversible bimolecular reaction in one dimension

    OpenAIRE

    Smith, Stephen; Grima, Ramon

    2016-01-01

    Brownian dynamics is a popular fine-grained method for simulating systems of interacting particles, such as chemical reactions. Though the method is simple to simulate, it is generally assumed that the dynamics is impossible to solve exactly and analytically, aside from some trivial systems. We here give the first exact analytical solution to a non-trivial Brownian dynamics system: the reaction $A+B\\xrightleftharpoons[]{}C$ in equilibrium in one-dimensional periodic space. The solution is a f...

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

    International Nuclear Information System (INIS)

    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

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

    International Nuclear Information System (INIS)

    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)

  8. Dynamics of non-Brownian fiber suspensions under periodic shear.

    Science.gov (United States)

    Franceschini, Alexandre; Filippidi, Emmanouela; Guazzelli, Elisabeth; Pine, David J

    2014-09-21

    We report experiments studying the dynamics of dense non-Brownian fiber suspensions subjected to periodic oscillatory shear. We find that periodic shear initially causes fibers to collide and to undergo irreversible diffusion. As time progresses, the fibers tend to orient in the vorticity direction while the number of collisions decreases. Ultimately, the system goes to one of two steady states: an absorbing steady state, where collisions cease and the fibers undergo reversible trajectories; an active state, where fibers continue to collide causing them to diffuse and undergo irreversible trajectories. Collisions between fibers can be characterized by an effective volume fraction Φ with a critical volume fraction Φc that separates absorbing from active (diffusing) steady states. The effective volume fraction Φ depends on the mean fiber orientation and thus decreases in time as fibers progressively orient under periodic shear. In the limit that the temporal evolution of Φ is slow compared to the activity relaxation time τ, all the data for all strain amplitudes and all concentrations can be scaled onto a single master curve with a functional dependence well-described by t(-β/ν)R(e(-t)R), where tR is the rescaled time. As Φ → Φc, τ diverges. Therefore, for experiments in which Φ(t) starts above Φc but goes to a steady state below Φc, departures from scaling are observed for Φ very near Φc. The critical exponents are measured to be β = 0.84 ± 0.04 and ν = 1.1 ± 0.1, which is consistent with the Manna universality class for directed percolation. PMID:25068577

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-03-21

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

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

    International Nuclear Information System (INIS)

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

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

    Science.gov (United States)

    Lévy Véhel, J.

    2013-09-01

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

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

    DEFF Research Database (Denmark)

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

    1993-01-01

    ferromagnetic phase characterizing fractional Brownian motion, whereas a value H congruent-to 0. 5, reflecting ordinary Brownian motion, applies in the paramagnetic phase. A field-induced crossover from fractional to ordinary Brownian motion has been observed in the ferromagnetic phase....

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

    Science.gov (United States)

    Mériguet, G; Jardat, M; Turq, P

    2004-09-22

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

  14. Intermittency in an interacting generalization of the geometric Brownian motion model

    International Nuclear Information System (INIS)

    We propose a minimal interacting generalization of the geometric Brownian motion model, which turns out to be formally equivalent to a model describing the dynamics of networks of analogue neurons. For sufficiently strong interactions, such systems may have many meta-stable states. Transitions between meta-stable states are associated with macroscopic reorganizations of the system, which can be triggered by random external forcing. Such a system will exhibit intermittent dynamics within a large part of its parameter space. We propose market dynamics as a possible application of this model, in which case random external forcing would correspond to the arrival of important information. The emergence of a model of interacting prices of the type considered here can be argued to follow naturally from a general argument based on integrating out all non-price degrees of freedom from the dynamics of a hypothetical complete description of economic dependences

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

    Science.gov (United States)

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

    2016-08-01

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

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

    Science.gov (United States)

    Dubina, Sean Hyun; Wedgewood, Lewis Edward

    2016-07-01

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

  17. 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.

  18. Brownian Brownian Motion-1

    OpenAIRE

    Chernov, N.; Dolgopyat, D.

    2008-01-01

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

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

    Science.gov (United States)

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

    2009-05-01

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

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

    Science.gov (United States)

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

    2008-10-01

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

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

    OpenAIRE

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

    2016-01-01

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

  2. Nonlinear Brownian motion - mean square displacement

    Directory of Open Access Journals (Sweden)

    W.Ebeling

    2004-01-01

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

  3. 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

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

    Science.gov (United States)

    Cook, Sara Iliafar

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

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

    International Nuclear Information System (INIS)

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

  6. Brownian dynamics study of the self-assembly of ligated gold nanoparticles and other colloidal systems

    Science.gov (United States)

    Khan, Siddique J.

    We carry out Brownian Dynamics Simulations to study the self-assembly of ligated gold nanoparticles for various ligand chain lengths. First, we develop a phenomenological model for an effective nanoparticle-nanoparticle pair potential by treating the ligands as flexible polymer chains. Besides van der Waals interactions, we incorporate both the free energy of mixing and elastic contributions from compression of the ligands in our effective pair potentials. The separation of the nanoparticles at the potential minimum compares well with experimental results of gold nanoparticle superlattice constants for various ligand lengths. Next, we use the calculated pair potentials as input to Brownian dynamics simulations for studying the formation of nanoparticle assembly in three dimensions. For dodecanethiol ligated nanoparticles in toluene, our model gives a relatively shallower well depth and the clusters formed after a temperature quench are compact in morphology. Simulation results for the kinetics of cluster growth in this case are compared with phase separations in binary mixtures. For decanethiol ligated nanoparticles, the model well depth is found to be deeper, and simulations show hybrid, fractal-like morphology for the clusters. Cluster morphology in this case shows a compact structure at short length scales and a fractal structure at large length scales. Growth kinetics for this deeper potential depth is compared with the diffusion-limited cluster-cluster aggregation (DLCA) model. We also did simulation studies of nanoparticle supercluster (NPSC) nucleation from a temperature quenched system. Induction periods are observed with times that yield a reasonable supercluster interfacial tension via classical nucleation theory (CNT). However, only the largest pre-nucleating clusters are dense and the cluster size can occasionally range greater than the critical size in the pre-nucleation regime until a cluster with low enough energy occurs, then nucleation ensues. Late

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

    CERN Document Server

    Schweitzer, F; Schweitzer, Frank; Holyst, Janusz

    1999-01-01

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

  8. On some Brownian functionals and their applications to moments in lognormal and Stein stochastic volatility models

    CERN Document Server

    Jakubowski, Jacek

    2011-01-01

    The aim of this paper is to present the new results concerning some functionals of Brownian motion with drift and present their applications in financial mathematics. We find a probabilistic representation of the Laplace transform of special functional of geometric Brownian motion using the squared Bessel and radial Ornstein-Uhlenbeck processes. Knowing the transition density functions of the above we obtain computable formulas for certain expectations of the concerned functional. As an example we find the moments of processes representing an asset price in the lognormal volatility ans Stein models. We also present links among the geometric Brownian motion, the Markov processes studied by Matsumoto and Yor and the hyperbolic Bessel processes.

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

    Science.gov (United States)

    Reeves, Daniel B.; Weaver, John B.

    2015-06-01

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

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

    Science.gov (United States)

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

    2013-01-01

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

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

    OpenAIRE

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

    2012-01-01

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

  12. Brownian Dynamics Simulation of two-dimensional nanosheets under extensional flow

    Science.gov (United States)

    Xu, Yueyi; Green, Micah

    2014-11-01

    We investigated the morphology change of two-dimensional nanosheets under extensional flow using a coarse-grained model. Nanosheets such as graphene are promising materials for a variety of materials and electronics applications; extensional flow fields are used to cast or process liquid nanosheet dispersions in several processing techniques, including spin coating and compression molding. Process parameters, including bending stiffness and Weissenberg numbers can have a significant impact on the nanosheet morphology and the physical properties of the finished products. We use Brownian Dynamics simulations to study the impact of external flow field on a two-dimensional bead-rod lattice model. Our model was previously demonstrated for steady shear flow. Here we studied the change of morphology of graphene over time and varied the sheet size, bending stiffness and Weissenberg number. Our results showed a flattening behavior that increases with Weissenberg number. Our results also showed significant differences between nanosheets as a function of bending stiffness, with contrasting ``plate'' and ``washrag'' results under extension. The intrinsic viscosity first experiences a drop with Weissenberg number followed by a plateau associated with maximum extension.

  13. A Brownian Dynamics Model of Kinesin in Three Dimensions Incorporating the Force-Extension Profile of the Coiled-Coil Cargo Tether

    OpenAIRE

    Atzberger, P J; Peskin, C S

    2009-01-01

    The Kinesin family of motor proteins are involved in a variety of cellular processes that transport materials and generate force. With recent advances in experimental techniques, such as optical tweezers which can probe individual molecules, there has been an increasing interest in understanding the mechanisms by which motor proteins convert chemical energy into mechanical work. Here we present a mathematical model for the chemistry and three dimensional mechanics of the Kinesin motor protein...

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

    OpenAIRE

    Germain, David; Leocmach, Mathieu; Gibaud, Thomas

    2015-01-01

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

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

    CERN Document Server

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

    2013-01-01

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

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

    Science.gov (United States)

    Cosseddu, S. M.; Khovanov, I. A.; Allen, M. P.; Rodger, P. M.; Luchinsky, D. G.; McClintock, P. V. E.

    2013-10-01

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

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

    Science.gov (United States)

    Shivamoggi, B. K.

    2016-08-01

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

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

    Science.gov (United States)

    Wei, Ling; van Winkle, David H.

    2015-03-01

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

  19. 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.

  20. 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. PMID:27088446

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

    Science.gov (United States)

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

    2012-03-01

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

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

    Science.gov (United States)

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

    2016-01-01

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

  3. Exact solution of a Brownian inchworm model for self-propulsion

    International Nuclear Information System (INIS)

    We present the exact solution of a Brownian inchworm model of a self-propelled elastic dimer which has recently been proposed, in Kumar et al 2008 Phys. Rev. E 77 020102(R), as a unifying model for the propulsion mechanisms of DNA helicase, polar rods on a vibrated surface, crawling keratocytes, and Myosin VI

  4. A comparison of lattice-Boltzmann and Brownian dynamics simulations of dilute polymer solutions

    Science.gov (United States)

    Ladd, Tony; Kekre, Rahul; Butler, Jason

    2008-11-01

    We have compared lattice-Boltzmann and Brownian dynamics simulations of a single flexible polymer, in isolation and in confined geometries. In the case of the isolated chain we find agreement to within 1% in the diffusion coefficient and the Rouse mode relaxation times. We have obtained good agreement for the concentration profiles in a bounded shear flow, but the Brownian dynamics simulations currently use a superposition of the hydrodynamic fields generated by the walls. We expect to know the effects of the inter-wall correction by the time of the meeting. We have gone to some lengths to match the conditions of both simulations as closely as possible. We use identical potential parameters and correct for the differences between the periodic boundaries used in the LB simulations and the unbounded domains used in the BD simulations. We use very long runs, of the order of 10000 times the longest relaxation time, to reduce the statistical uncertainties to less than 0.1%. We find excellent agreement in the relaxation times over a wide range of temperatures and fluid viscosity. The most quantitative agreement is achieved in the weak coupling limit, where the hydrodynamic radius of the monomers is less than one quarter of the lattice spacing.

  5. Matrix-free Brownian dynamics simulation technique for semidilute polymeric solutions

    Science.gov (United States)

    Saadat, Amir; Khomami, Bamin

    2015-09-01

    Evaluating the concentration dependence of static and dynamic properties of macromolecules in semidilute polymer solutions requires accurate calculation of long-range hydrodynamic interactions (HI) and short range excluded volume (EV) forces. In conventional Brownian dynamics simulations (BDS), computation of HI necessitates construction of a dense diffusion tensor commonly performed via Ewald summation. Krylov subspace techniques allow efficient decomposition of this tensor [computational cost scales as O (N2) , where N is the total number of beads in bead-spring representation of macromolecules in a simulation box] and computation of Brownian displacements in the box. In this paper, a matrix-free approach for calculation of HI is implemented which leads to O (N logN ) scaling of computational expense. The fidelity of the algorithm is demonstrated by evaluating the asymptotic value of center-of-mass diffusivity of polymer molecules at very low concentrations and their radius of gyration scaling as a function of number of beads for dilute and semidilute solutions (with concentrations up to 5 times the overlap concentration). In turn, a favorable comparison between our results and the blob theory is shown.

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

    CERN Document Server

    Hu, B L; Andrew Matacz

    1993-01-01

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

  7. Dynamics of Brownian particles in three-dimensional ordered porous media subject to an oscillatory force.

    Science.gov (United States)

    Chen, Shing Bor

    2015-12-01

    Brownian dynamics simulation has been employed to study the dynamic behavior of particles in three-dimensional ordered porous media subject to a sinusoidal force field. The media comprises interconnected spherical cavities arranged in a simple cubic lattice. The thermal noise assists the particles to undergo cavity hopping, leading to a displacement behavior analogous to stochastic resonance, when the imposed field is strong enough but not aligned with the aperture lines, and the oscillation frequency is not too high. The periodic mean trajectory depends on the strength, frequency, and orientation of the imposed field. At sufficiently large field strength, the periodic particle displacement can become nonsinusoidal due to the strong hindrance and pinning effect of the cavity wall. PMID:26764630

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

    Institute of Scientific and Technical Information of China (English)

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

    2013-01-01

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

  9. Modelling Migration and Economic Agglomeration with Active Brownian Particles

    CERN Document Server

    Schweitzer, F

    1999-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

    Mereghetti, Paolo; Wade, Rebecca C.

    2012-07-26

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

  11. Massively parallel simulations of Brownian dynamics particle transport in low pressure parallel-plate reactors

    International Nuclear Information System (INIS)

    An understanding of particle transport is necessary to reduce contamination of semiconductor wafers during low-pressure processing. The trajectories of particles in these reactors are determined by external forces (the most important being neutral fluid drag, thermophoresis, electrostatic, viscous ion drag, and gravitational), by Brownian motion (due to neutral and charged gas molecule collisions), and by particle inertia. Gas velocity and temperature fields are also needed for particle transport calculations, but conventional continuum fluid approximations break down at low pressures when the gas mean free path becomes comparable to chamber dimensions. Thus, in this work we use a massively parallel direct simulation Monte Carlo method to calculate low-pressure internal gas flow fields which show temperature jump and velocity slip at the reactor boundaries. Because particle residence times can be short compared to particle response times in these low-pressure systems (for which continuum diffusion theory fails), we solve the Langevin equation using a numerical Lagrangian particle tracking model which includes a fluctuating Brownian force. Because of the need for large numbers of particle trajectories to ensure statistical accuracy, the particle tracking model is also implemented on a massively parallel computer. The particle transport model is validated by comparison to the Ornstein endash Furth theoretical result for the mean square displacement of a cloud of particles. For long times, the particles tend toward a Maxwellian spatial distribution, while at short times, particle spread is controlled by their initial (Maxwellian) velocity distribution. Several simulations using these techniques are presented for particle transport and deposition in a low pressure, parallel-plate reactor geometry. The corresponding particle collection efficiencies on a wafer for different particle sizes, gas temperature gradients, and gas pressures are evaluated

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

    CERN Document Server

    Spiechowicz, J; Machura, L

    2014-01-01

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

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

    CERN Document Server

    Ribeiro, Bruno V; Elskens, Yves

    2016-01-01

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

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

    Science.gov (United States)

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

    2016-08-01

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

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

    CERN Document Server

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

    2016-01-01

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

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

    International Nuclear Information System (INIS)

    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

  17. Conduction Properties of KcsA Measured Using Brownian Dynamics with Flexible Carbonyl Groups in the Selectivity Filter

    OpenAIRE

    Chung, Shin-Ho; Corry, Ben

    2007-01-01

    In the narrow segment of an ion conducting pathway, it is likely that a permeating ion influences the positions of the nearby atoms that carry partial or full electronic charges. Here we introduce a method of incorporating the motion of charged atoms lining the pore into Brownian dynamics simulations of ion conduction. The movements of the carbonyl groups in the selectivity filter of the KcsA channel are calculated explicitly, allowing their bond lengths, bond angles, and dihedral angels to c...

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

    OpenAIRE

    LI Minghai; Liu, Yongsheng; Bansil, Rama

    2010-01-01

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

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

    Science.gov (United States)

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

    2011-06-01

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

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

    Science.gov (United States)

    Sánchez, J H; Rinaldi, C

    2009-03-15

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

  1. Understanding the structural properties of clusters in sheared aggregating systems using Brownian dynamics simulation

    Science.gov (United States)

    Markutsya, Sergiy; Fox, Rodney; Vigil, Dennis; Subramaniam, Shankar

    2009-11-01

    Nanoparticle synthesis in turbulent reactors subjects anoparticle aggregates to a homogeneous, time-varying shear flow. The shear flow results in anisotropic clusters and it is of interest to characterize the structural properties of these clusters and their effects on initiation and acceleration of aggregation, the restructuring of clusters, and their breakage. The anisotropic structure of a sheared cluster is characterized by the ratio of the major to minor axis length of the approximating ellipsoid oriented along the cluster moment of inertia tensor's principal axes. Brownian dynamics simulations show that shear flow dramatically changes the structure of aggregates by initiating the formation of more compact structures at smaller length scales perpendicular to the shear direction, and anisotropic, cigar--like structures along the shear direction. More compact clusters correspond to higher local volumetric potential energy density. Therefore, we classify the compactness and anisotropy of sheared clusters on a map of local volumetric potential energy density versus ratio of the principal values of the cluster's moment of inertia tensor. The effect of shear on breakage of clusters is characterized by the radius of gyration Rg^cr of the largest stable aggregate for a given value of the imposed steady shear rate (P'eclet number).

  2. Long-time diffusivity of DNA chains in nanochannels: A Brownian dynamics study

    Science.gov (United States)

    Jain, Aashish; Dorfman, Kevin

    2015-03-01

    The simplest approach to calculate the diffusivity of any polymer chain is to use the double sum Kirkwood formula, which is based on preaveraging approximation of diffusion tensor. The error due to the preaveraging approximation has been reported by a number of researchers in the context of free solution by computing both Kirkwood diffusivity D (K) (also known as short-time diffusivity) and long-time diffusivity DL. In nanochannels, the main approach to compute the diffusivity is the Kirkwood formula. However, the error due to the preaveraging approximation is not known in a confined system. We use Brownian dynamics simulation algorithm with excluded volume and hydrodynamic interactions to calculate both short-time and long-time diffusivities of DNA chains in nanochannels, and compare them for a range of channel sizes and DNA chain sizes. Our results indicate that the long-time diffusivity is always smaller than the short-time diffusivity, which is consistent with the result obtained in free solution using linear response theory DL

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

    Science.gov (United States)

    Elamin, Khalid; Swenson, Jan

    2015-03-01

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

  4. Statistical Inference for Time-changed Brownian Motion Credit Risk Models

    OpenAIRE

    T. R. Hurd; Zhuowei Zhou

    2011-01-01

    We consider structural credit modeling in the important special case where the log-leverage ratio of the firm is a time-changed Brownian motion (TCBM) with the time-change taken to be an independent increasing process. Following the approach of Black and Cox, one defines the time of default to be the first passage time for the log-leverage ratio to cross the level zero. Rather than adopt the classical notion of first passage, with its associated numerical challenges, we accept an alternative ...

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

    Science.gov (United States)

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

    2014-06-01

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

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

    Science.gov (United States)

    Mezzasalma, Stefano A

    2007-03-15

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2009-10-15

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

  8. Generalization of Brownian Motion with Autoregressive Increments

    CERN Document Server

    Fendick, Kerry

    2011-01-01

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

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

    International Nuclear Information System (INIS)

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

  10. Dynamics of 2D Stochastic non-Newtonian fluids driven by fractional Brownian motion

    OpenAIRE

    Li, Jin; Huang, Jianhua

    2011-01-01

    A 2D Stochastic incompressible non-Newtonian fluids driven by fractional Bronwnian motion with Hurst parameter $H \\in (1/2,1)$ is studied. The Wiener-type stochastic integrals are introduced for infinite-dimensional fractional Brownian motion. Four groups of assumptions, including the requirement of Nuclear operator or Hilbert-Schmidt operator, are discussed. The existence and regularity of stochastic convolution for the corresponding additive linear stochastic equation are obtained under eac...

  11. 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.

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

    Science.gov (United States)

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

    2016-04-01

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

  13. Brownian Motion in Minkowski Space

    Directory of Open Access Journals (Sweden)

    Paul O'Hara

    2015-06-01

    Full Text Available We construct a model of Brownian motion in Minkowski space. There are two aspects of the problem. The first is to define a sequence of stopping times associated with the Brownian “kicks” or impulses. The second is to define the dynamics of the particle along geodesics in between the Brownian kicks. When these two aspects are taken together, the Central Limit Theorem (CLT leads to temperature dependent four dimensional distributions defined on Minkowski space, for distances and 4-velocities. In particular, our processes are characterized by two independent time variables defined with respect to the laboratory frame: a discrete one corresponding to the stopping times when the impulses take place and a continuous one corresponding to the geodesic motion in-between impulses. The subsequent distributions are solutions of a (covariant pseudo-diffusion equation which involves derivatives with respect to both time variables, rather than solutions of the telegraph equation which has a single time variable. This approach simplifies some of the known problems in this context.

  14. 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.

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

    Science.gov (United States)

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

    2015-02-01

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

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

    Science.gov (United States)

    Popov, Ivan; Vitkin, Alex

    2016-01-01

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

  17. 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.

  18. Feller Processes: The Next Generation in Modeling. Brownian Motion, L\\'evy Processes and Beyond

    OpenAIRE

    Böttcher, Björn

    2010-01-01

    We present a simple construction method for Feller processes and a framework for the generation of sample paths of Feller processes. The construction is based on state space dependent mixing of L\\'evy processes. Brownian Motion is one of the most frequently used continuous time Markov processes in applications. In recent years also L\\'evy processes, of which Brownian Motion is a special case, have become increasingly popular. L\\'evy processes are spatially homogeneous, but empirical data ofte...

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

    CERN Document Server

    Li, Minghai; Bansil, Rama

    2010-01-01

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

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

    CERN Document Server

    Dai, Jim

    2011-01-01

    We consider an inventory system in which inventory level fluctuates as a Brownian motion in the absence of control. The inventory continuously accumulates cost at a rate that is a general convex function of the inventory level, which can be negative when there is a backlog. At any time, the inventory level can be adjusted by a positive or negative amount, which incurs a fixed cost and a proportional cost. The challenge is to find an adjustment policy that balances the holding cost and adjustment cost to minimize the long-run average cost. When both upward and downward fixed costs are positive, our model is an impulse control problem. When both fixed costs are zero, our model is a singular or instantaneous control problem. For the impulse control problem, we prove that a four-parameter control band policy is optimal among all feasible policies. For the singular control problem, we prove that a two-parameter control band policy is optimal. We use a lower-bound approach, widely known as "the verification theorem...

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

    International Nuclear Information System (INIS)

    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

  2. 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 ...

  3. Anomalous diffusion as modeled by a nonstationary extension of Brownian motion

    Science.gov (United States)

    Cushman, John H.; O'Malley, Daniel; Park, Moongyu

    2009-03-01

    If the mean-square displacement of a stochastic process is proportional to tβ , β≠1 , then it is said to be anomalous. We construct a family of Markovian stochastic processes with independent nonstationary increments and arbitrary but a priori specified mean-square displacement. We label the family as an extended Brownian motion and show that they satisfy a Langevin equation with time-dependent diffusion coefficient. If the time derivative of the variance of the process is homogeneous, then by computing the fractal dimension it can be shown that the complexity of the family is the same as that of the Brownian motion. For two particles initially separated by a distance x , the finite-size Lyapunov exponent (FSLE) measures the average rate of exponential separation to a distance ax . An analytical expression is developed for the FSLEs of the extended Brownian processes and numerical examples presented. The explicit construction of these processes illustrates that contrary to what has been stated in the literature, a power-law mean-square displacement is not necessarily related to a breakdown in the classical central limit theorem (CLT) caused by, for example, correlation (fractional Brownian motion or correlated continuous-time random-walk schemes) or infinite variance (Levy motion). The classical CLT, coupled with nonstationary increments, can and often does give rise to power-law moments such as the mean-square displacement.

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

    DEFF Research Database (Denmark)

    Zhu, Jie

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

  5. On collisions of Brownian particles

    OpenAIRE

    Ichiba, Tomoyuki; Karatzas, Ioannis

    2010-01-01

    We examine the behavior of $n$ Brownian particles diffusing on the real line with bounded, measurable drift and bounded, piecewise continuous diffusion coefficients that depend on the current configuration of particles. Sufficient conditions are established for the absence and for the presence of triple collisions among the particles. As an application to the Atlas model for equity markets, we study a special construction of such systems of diffusing particles using Brownian motions with refl...

  6. Archimedes’ principle for Brownian liquid

    OpenAIRE

    Burdzy, Krzysztof; Chen, Zhen-Qing; Pal, Soumik

    2011-01-01

    We consider a family of hard core objects moving as independent Brownian motions confined to a vessel by reflection. These are subject to gravitational forces modeled by drifts. The stationary distribution for the process has many interesting implications, including an illustration of the Archimedes' principle. The analysis rests on constructing reflecting Brownian motion with drift in a general open connected domain and studying its stationary distribution. In dimension two we utilize known ...

  7. Archimedes' principle for Brownian liquid

    CERN Document Server

    Burdzy, Krzysztof; Pal, Soumik

    2009-01-01

    We consider a family of hard core objects moving as independent Brownian motions confined to a vessel by reflection. These are subject to gravitational forces modeled by drifts. The stationary distribution for the process has many interesting implications, including an illustration of the Archimedes' principle. The analysis rests on constructing reflecting Brownian motion with drift in a general open connected domain and studying its stationary distribution. In dimension two we utilize known results about sphere packing.

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

    OpenAIRE

    Chavanis, Pierre-Henri; Sire, Clement

    2005-01-01

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

  9. Symmetric Brownian motor

    OpenAIRE

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

    2004-01-01

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

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

    Science.gov (United States)

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

    2016-03-01

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

  11. The application of fractional derivatives in stochastic models driven by fractional Brownian motion

    Science.gov (United States)

    Longjin, Lv; Ren, Fu-Yao; Qiu, Wei-Yuan

    2010-11-01

    In this paper, in order to establish connection between fractional derivative and fractional Brownian motion (FBM), we first prove the validity of the fractional Taylor formula proposed by Guy Jumarie. Then, by using the properties of this Taylor formula, we derive a fractional Itô formula for H∈[1/2,1), which coincides in form with the one proposed by Duncan for some special cases, whose formula is based on the Wick Product. Lastly, we apply this fractional Itô formula to the option pricing problem when the underlying of the option contract is supposed to be driven by a geometric fractional Brownian motion. The case that the drift, volatility and risk-free interest rate are all dependent on t is also discussed.

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

    OpenAIRE

    Jim Dai; Dacheng Yao

    2013-01-01

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

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

    Science.gov (United States)

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

    2013-02-01

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

  14. Deterministic Brownian Motion

    Science.gov (United States)

    Trefan, Gyorgy

    1993-01-01

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

  15. Brownian dynamics simulations of coagulation of dilute uniform and anisotropic particles under shear flow spanning low to high Peclet numbers

    Science.gov (United States)

    Mohammadi, Maziar; Larson, Eric D.; Liu, Jun; Larson, Ronald G.

    2015-01-01

    Brownian dynamics simulations are performed to study the binding kinetics in the dilute-sphere limit by considering interactions of two spheres under shear flow across the entire range of Peclet numbers, spanning both perikinetic (diffusion-controlled) and orthokinetic (flow-controlled) coagulation regimes. The dilute regime is attained by carrying out two-sphere simulations in periodic boxes of different sizes and aspect ratios and extrapolating toward the infinite box limit. Effects of particle type (Janus and isotropic particles), shear rate, hydrodynamic interactions, and inter-particle potential are explored. We find that rectangular boxes with appropriate aspect ratios overcome a particle "shadow effect" that cannot be overcome with cubic boxes unless huge boxes are used. With rectangular boxes, we obtain converged binding kinetics for the whole Peclet number range, while cubic boxes of increasing size allow converged results only in the absence of flow. We consider the effect of binding both in a secondary minimum controlled by a combination of electrostatic repulsion and depletion attraction, as well as in a primary minimum governed by induced-dipole attraction. Results are computed using both realistic interaction potentials and by replacing the potential with a simple cutoff gap distance at which binding is deemed to occur. Results agree with several existing reports including Smoluchowski predictions in the zero- and infinite-shear-rate limits, and high-Pe perturbation results of Feke and Schowalter [J. Fluid Mech. 133, 17-35 (1983)] at Peclet numbers (Pe) above 100. Finally, we compute binding times for anisotropic Janus particles which have both repulsive and attractive faces, for a wide range of Pe number.

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

    Institute of Scientific and Technical Information of China (English)

    Da-cheng YAO

    2013-01-01

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

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

    OpenAIRE

    Dai, Jim; Yao, Dacheng

    2011-01-01

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

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

    OpenAIRE

    Dai, Jim; Yao, Dacheng

    2011-01-01

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

  19. 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. 

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

    CERN Document Server

    Chapman, S Jonathan; Isaacson, Samuel A

    2015-01-01

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

  1. Hydrogen Bond in Liquid Water as a Brownian Oscillator

    Science.gov (United States)

    Woutersen, Sander; Bakker, Huib J.

    1999-09-01

    We present the first experimental observation of a vibrational dynamic Stokes shift. This dynamic Stokes shift is observed in a femtosecond pump-probe study on the OH-stretch vibration of HDO dissolved in D2O. We find that the Stokes shift has a value of approximately 70 cm-1 and occurs with a time constant of approximately 500 femtoseconds. The measurements can be accurately described by modeling the hydrogen bond in liquid water as a Brownian oscillator.

  2. 3-d Brownian dynamics simulations of the smallest units of an active biological material

    Science.gov (United States)

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

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

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

    Institute of Scientific and Technical Information of China (English)

    薛红; 吴江增

    2015-01-01

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

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

    NARCIS (Netherlands)

    Ullersma, P.

    1966-01-01

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

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

    Science.gov (United States)

    Ikeda, Tatsushi; Ito, Hironobu; Tanimura, Yoshitaka

    2015-06-01

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

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

    CERN Document Server

    Ikeda, Tatsushi; Tanimura, Yoshitaka

    2015-01-01

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

  7. Blending Brownian motion and heat equation

    CERN Document Server

    Cristiani, Emiliano

    2015-01-01

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

  8. ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS

    OpenAIRE

    HANS-PETER BERMIN

    2014-01-01

    In this paper, we show how to construct dynamic forward rate models in terms of exogenously specified eigenfunctions (or factor loadings). We also show how to link forward rate models with different number of driving Brownian motions to each other in a way consistent with the implied eigenfunctions. Finally, we discuss how to best parameterize the models in the sense of maximizing the number of free parameters for a given set of eigenfunctions.

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

    CERN Document Server

    Dai, Jim

    2011-01-01

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

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

    CERN Document Server

    Hadjiliadis, Olympia

    2007-01-01

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

  11. Canonical active Brownian motion

    OpenAIRE

    Gluck, Alexander; Huffel, Helmuth; Ilijic, Sasa

    2008-01-01

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

  12. Brownian Ratchets

    Science.gov (United States)

    Cubero, David; Renzoni, Ferruccio

    2016-01-01

    Part I. Historical Overview and Early Developments: 1. Limitations imposed by the second law of thermodynamics; 2. Fundamental models of ratchet devices; 3. General relevance of the concept of ratchet; Part II. Theoretical Foundations: 4. Classical ratchets; 5. Quantum ratchets; 6. Energetics and characterization; Part III. Experimental Realizations of Ratchet Devices: 7. Ratchets for colloidal particles; 8. Cold atom ratchets; 9. Solid state ratchets; 10. Bio-inspired molecular motors; Appendix A. Stochastic processes techniques; Appendix B. Symmetries in a 1D overdamped system; Appendix C. Floquet theory; References; Index.

  13. 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.

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

    Science.gov (United States)

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

    2016-05-01

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

  15. Radiation Reaction on Brownian Motions

    CERN Document Server

    Seto, Keita

    2016-01-01

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

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

    International Nuclear Information System (INIS)

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

  17. Quantum Brownian motion in a Landau level

    Science.gov (United States)

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

    2016-06-01

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

  18. Communication: Memory effects and active Brownian diffusion

    International Nuclear Information System (INIS)

    A self-propelled artificial microswimmer is often modeled as a ballistic Brownian particle moving with constant speed aligned along one of its axis, but changing direction due to random collisions with the environment. Similarly to thermal noise, its angular randomization is described as a memoryless stochastic process. Here, we speculate that finite-time correlations in the orientational dynamics can affect the swimmer’s diffusivity. To this purpose, we propose and solve two alternative models. In the first one, we simply assume that the environmental fluctuations governing the swimmer’s propulsion are exponentially correlated in time, whereas in the second one, we account for possible damped fluctuations of the propulsion velocity around the swimmer’s axis. The corresponding swimmer’s diffusion constants are predicted to get, respectively, enhanced or suppressed upon increasing the model memory time. Possible consequences of this effect on the interpretation of the experimental data are discussed

  19. Communication: Memory effects and active Brownian diffusion.

    Science.gov (United States)

    Ghosh, Pulak K; Li, Yunyun; Marchegiani, Giampiero; Marchesoni, Fabio

    2015-12-01

    A self-propelled artificial microswimmer is often modeled as a ballistic Brownian particle moving with constant speed aligned along one of its axis, but changing direction due to random collisions with the environment. Similarly to thermal noise, its angular randomization is described as a memoryless stochastic process. Here, we speculate that finite-time correlations in the orientational dynamics can affect the swimmer's diffusivity. To this purpose, we propose and solve two alternative models. In the first one, we simply assume that the environmental fluctuations governing the swimmer's propulsion are exponentially correlated in time, whereas in the second one, we account for possible damped fluctuations of the propulsion velocity around the swimmer's axis. The corresponding swimmer's diffusion constants are predicted to get, respectively, enhanced or suppressed upon increasing the model memory time. Possible consequences of this effect on the interpretation of the experimental data are discussed. PMID:26646861

  20. 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.

  1. Quantum trajectories for Brownian motion

    CERN Document Server

    Strunz, W T; Gisin, Nicolas; Yu, T; Strunz, Walter T.; Diosi, Lajos; Gisin, Nicolas

    1999-01-01

    We present the stochastic Schroedinger equation for the dynamics of a quantum particle coupled to a high temperature environment and apply it the dynamics of a driven, damped, nonlinear quantum oscillator. Apart from an initial slip on the environmental memory time scale, in the mean, our result recovers the solution of the known non-Lindblad quantum Brownian motion master equation. A remarkable feature of our approach is its localization property: individual quantum trajectories remain localized wave packets for all times, even for the classically chaotic system considered here, the localization being stronger the smaller $\\hbar$.

  2. Minimal model for dynamic bonding in colloidal transient networks

    Science.gov (United States)

    Krinninger, Philip; Fortini, Andrea; Schmidt, Matthias

    2016-04-01

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

  3. Cooperative Transport of Brownian Particles

    OpenAIRE

    Derenyi, Imre; Vicsek, Tamas

    1998-01-01

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

  4. Brownian ratchets and Parrondo's games

    Science.gov (United States)

    Harmer, Gregory P.; Abbott, Derek; Taylor, Peter G.; Parrondo, Juan M. R.

    2001-09-01

    Parrondo's games present an apparently paradoxical situation where individually losing games can be combined to win. In this article we analyze the case of two coin tossing games. Game B is played with two biased coins and has state-dependent rules based on the player's current capital. Game B can exhibit detailed balance or even negative drift (i.e., loss), depending on the chosen parameters. Game A is played with a single biased coin that produces a loss or negative drift in capital. However, a winning expectation is achieved by randomly mixing A and B. One possible interpretation pictures game A as a source of "noise" that is rectified by game B to produce overall positive drift—as in a Brownian ratchet. Game B has a state-dependent rule that favors a losing coin, but when this state dependence is broken up by the noise introduced by game A, a winning coin is favored. In this article we find the parameter space in which the paradoxical effect occurs and carry out a winning rate analysis. The significance of Parrondo's games is that they are physically motivated and were originally derived by considering a Brownian ratchet—the combination of the games can be therefore considered as a discrete-time Brownian ratchet. We postulate the use of games of this type as a toy model for a number of physical and biological processes and raise a number of open questions for future research.

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

    OpenAIRE

    Roy, Rahul; Saha, Kumarjit; Sarkar, Anish

    2016-01-01

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

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

    OpenAIRE

    Roy, Rahul; Saha, Kumarjit; Sarkar, Anish

    2016-01-01

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

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

    Science.gov (United States)

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

    2016-07-01

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

  8. Magnetic-field dependence of Brownian and Néel relaxation times

    Science.gov (United States)

    Dieckhoff, Jan; Eberbeck, Dietmar; Schilling, Meinhard; Ludwig, Frank

    2016-01-01

    The investigation of the rotational dynamics of magnetic nanoparticles in magnetic fields is of academic interest but also important for applications such as magnetic particle imaging where the particles are exposed to magnetic fields with amplitudes of up to 25 mT. We have experimentally studied the dependence of Brownian and Néel relaxation times on ac and dc magnetic field amplitude using ac susceptibility measurements in the frequency range between 2 Hz and 9 kHz for field amplitudes up to 9 mT. As samples, single-core iron oxide nanoparticles with core diameters between 20 nm and 30 nm were used either suspended in water-glycerol mixtures or immobilized by freeze-drying. The experimentally determined relaxation times are compared with theoretical models. It was found that the Néel relaxation time decays much faster with increasing field amplitude than the Brownian one. Whereas the dependence of the Brownian relaxation time on the ac and dc field amplitude can be well explained with existing theoretical models, a proper model for the dependence of the Néel relaxation time on ac field amplitude for particles with random distribution of easy axes is still lacking. The extrapolation of the measured relaxation times of the 25 nm core diameter particles to a 25 mT ac field with an empirical model predicts that the Brownian mechanism clearly co-determines the dynamics of magnetic nanoparticles in magnetic particle imaging applications, in agreement with magnetic particle spectroscopy data.

  9. Brownian particles in supramolecular polymer solutions

    NARCIS (Netherlands)

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

    2003-01-01

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

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

    Institute of Scientific and Technical Information of China (English)

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

    2006-01-01

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

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

    OpenAIRE

    Atzberger, P. J.

    2007-01-01

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

  12. Noncommutative Brownian motion

    CERN Document Server

    Santos, Willien O; Souza, Andre M C

    2016-01-01

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

  13. Thermal Brownian motor

    OpenAIRE

    Meurs, P.; Broeck, C. Van Den

    2005-01-01

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

  14. Role of Brownian Motion Hydrodynamics on Nanofluid Thermal Conductivity

    Energy Technology Data Exchange (ETDEWEB)

    W Evans, J Fish, P Keblinski

    2005-11-14

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

  15. Planar aggregation and the coalescing Brownian flow

    OpenAIRE

    Norris, James; Turner, Amanda

    2008-01-01

    We study a scaling limit associated to a model of planar aggregation. The model is obtained by composing certain independent random conformal maps. The evolution of harmonic measure on the boundary of the cluster is shown to converge to the coalescing Brownian flow.

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

    Science.gov (United States)

    Greives, Nicholas; Zhou, Huan-Xiang

    2012-10-01

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

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

    DEFF Research Database (Denmark)

    Urbina, José Ulises Márquez

    This thesis analysis the use of Brownian semi-stationary (BSS) processes to model the main statistical features present in turbulent time series, and some asymptotic properties of certain classes of smooth processes.  Turbulence is a complex phenomena governed by the Navier-Stokes equations. These...... equations do not represent a fully functional model and, consequently, it has been necessary to develop phenomenological models capturing main aspects of turbulent dynamics. The BSS processes were proposed as an option to model turbulent time series. In this thesis we proved, through a simulation....... We also studied the distributional properties of the increments of BSS processes with the intent to better understand why the BSS processes seem to accurately reproduce the temporal turbulent dynamics.  BSS processes in general are not semimartingales. However, there are conditions which make a BSS...

  18. Brownian Motion, "Diverse and Undulating"

    CERN Document Server

    Duplantier, Bertrand

    2016-01-01

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

  19. 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.

  20. Dynamic Latent Classification Model

    DEFF Research Database (Denmark)

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

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

  1. Resolution of sub-element length scales in Brownian dynamics simulations of biopolymer networks with geometrically exact beam finite elements

    Science.gov (United States)

    Müller, Kei W.; Meier, Christoph; Wall, Wolfgang A.

    2015-12-01

    Networks of crosslinked biopolymer filaments such as the cytoskeleton are the subject of intense research. Oftentimes, mechanics on the scale of single monomers (∼ 5 nm) govern the mechanics of the entire network (∼ 10 μm). Until now, one either resolved the small scales and lost the big (network) picture or focused on mechanics above the single-filament scale and neglected the molecular architecture. Therefore, the study of network mechanics influenced by the entire spectrum of relevant length scales has been infeasible so far. We propose a method that reconciles both small and large length scales without the otherwise inevitable loss in either numerical efficiency or geometrical (molecular) detail. Both explicitly modeled species, filaments and their crosslinkers, are discretized with geometrically exact beam finite elements of Simo-Reissner type. Through specific coupling conditions between the elements of the two species, mechanical joints can be established anywhere along a beam's centerline, enabling arbitrary densities of chemical binding sites. These binding sites can be oriented to model the monomeric architecture of polymers. First, we carefully discuss the method and then demonstrate its capabilities by means of a series of numerical examples.

  2. Dynamical model of financial markets: fluctuating `temperature' causes intermittent behavior of price changes

    OpenAIRE

    Naoki Kozuki; Nobuko Fuchikami

    2002-01-01

    We present a model of financial markets originally proposed for a turbulent flow, as a dynamic basis of its intermittent behavior. Time evolution of the price change is assumed to be described by Brownian motion in a power-law potential, where the `temperature' fluctuates slowly. The model generally yields a fat-tailed distribution of the price change. Specifically a Tsallis distribution is obtained if the inverse temperature is $\\chi^{2}$-distributed, which qualitatively agrees with intraday...

  3. Holographic Brownian Motion at Finite Density

    CERN Document Server

    Banerjee, Pinaki

    2015-01-01

    We study holographic Brownian motion of a heavy charged particle at zero and small (but finite) temperature in presence of finite density. We are primarily interested in the dynamics at (near) zero temperature which is holographically described by motion of a fundamental string in an (near-) extremal RN black hole. We compute analytically the functional form of retarded Green's function and also compare that numerically at leading order in small frequency.

  4. Brownian particles in supramolecular polymer solutions

    OpenAIRE

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

    2003-01-01

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

  5. The open quantum Brownian motions

    International Nuclear Information System (INIS)

    Using quantum parallelism on random walks as the original seed, we introduce new quantum stochastic processes, the open quantum Brownian motions. They describe the behaviors of quantum walkers—with internal degrees of freedom which serve as random gyroscopes—interacting with a series of probes which serve as quantum coins. These processes may also be viewed as the scaling limit of open quantum random walks and we develop this approach along three different lines: the quantum trajectory, the quantum dynamical map and the quantum stochastic differential equation. We also present a study of the simplest case, with a two level system as an internal gyroscope, illustrating the interplay between the ballistic and diffusive behaviors at work in these processes. Notation Hz: orbital (walker) Hilbert space, CZ in the discrete, L2(R) in the continuum Hc: internal spin (or gyroscope) Hilbert space Hsys=Hz⊗Hc: system Hilbert space Hp: probe (or quantum coin) Hilbert space, Hp=C2 ρttot: density matrix for the total system (walker + internal spin + quantum coins) ρ-bar t: reduced density matrix on Hsys: ρ-bar t=∫dxdy ρ-bar t(x,y)⊗|x〉z〈y| ρ-hat t: system density matrix in a quantum trajectory: ρ-hat t=∫dxdy ρ-hat t(x,y)⊗|x〉z〈y|. If diagonal and localized in position: ρ-hat t=ρt⊗|Xt〉z〈Xt| ρt: internal density matrix in a simple quantum trajectory Xt: walker position in a simple quantum trajectory Bt: normalized Brownian motion ξt, ξt†: quantum noises (paper)

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

    Energy Technology Data Exchange (ETDEWEB)

    Sorensen, C.M.

    1976-01-01

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

  7. Dynamical holographic QCD model

    OpenAIRE

    Li Danning; Huang Mei

    2014-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Satoshi Ota

    2016-09-01

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

  9. Modeling Dynamic Swarms

    CERN Document Server

    Ghanem, Bernard

    2011-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2013-06-03

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

  11. Dynamic factor models

    OpenAIRE

    Breitung, Jörg; Eickmeier, Sandra

    2005-01-01

    Factor models can cope with many variables without running into scarce degrees of freedom problems often faced in a regression-based analysis. In this article we review recent work on dynamic factor models that have become popular in macroeconomic policy analysis and forecasting. By means of an empirical application we demonstrate that these models turn out to be useful in investigating macroeconomic problems.

  12. 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...

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

    OpenAIRE

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

    2015-01-01

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

  14. Intrinsic and extrinsic measurement for Brownian motion

    International Nuclear Information System (INIS)

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

  15. 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.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2008-01-11

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

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

    International Nuclear Information System (INIS)

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

  18. Brownian Motion Theory and Experiment

    CERN Document Server

    Basu, K; Basu, Kasturi; Baishya, Kopinjol

    2003-01-01

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

  19. 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.

  20. Dynamic modelling of windmills

    DEFF Research Database (Denmark)

    Akhmatov, Vladislav; Knudsen, Hans

    1999-01-01

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

  1. Dynamic accelerator modeling

    International Nuclear Information System (INIS)

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

  2. Models for Dynamic Applications

    DEFF Research Database (Denmark)

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

    2011-01-01

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

  3. Speckle Patterns and 2-Dimensional Brownian Motion

    International Nuclear Information System (INIS)

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

  4. Discrete dynamical models

    CERN Document Server

    Salinelli, Ernesto

    2014-01-01

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

  5. 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.

  6. Coulomb Friction Driving Brownian Motors

    International Nuclear Information System (INIS)

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

  7. Anomalous Brownian refrigerator

    Science.gov (United States)

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

    2016-02-01

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

  8. Brownian Carnot engine

    Science.gov (United States)

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

    2016-01-01

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

  9. Effect of interfaces on the nearby Brownian motion

    CERN Document Server

    Huang, Kai

    2016-01-01

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

  10. Harmonic functions on Walsh's Brownian motion

    OpenAIRE

    Jehring, Kristin Elizabeth

    2009-01-01

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

  11. Dynamic force matching: A method for constructing dynamical coarse-grained models with realistic time dependence

    International Nuclear Information System (INIS)

    Coarse-grained (CG) models of molecular systems, with fewer mechanical degrees of freedom than an all-atom model, are used extensively in chemical physics. It is generally accepted that a coarse-grained model that accurately describes equilibrium structural properties (as a result of having a well constructed CG potential energy function) does not necessarily exhibit appropriate dynamical behavior when simulated using conservative Hamiltonian dynamics for the CG degrees of freedom on the CG potential energy surface. Attempts to develop accurate CG dynamic models usually focus on replacing Hamiltonian motion by stochastic but Markovian dynamics on that surface, such as Langevin or Brownian dynamics. However, depending on the nature of the system and the extent of the coarse-graining, a Markovian dynamics for the CG degrees of freedom may not be appropriate. In this paper, we consider the problem of constructing dynamic CG models within the context of the Multi-Scale Coarse-graining (MS-CG) method of Voth and coworkers. We propose a method of converting a MS-CG model into a dynamic CG model by adding degrees of freedom to it in the form of a small number of fictitious particles that interact with the CG degrees of freedom in simple ways and that are subject to Langevin forces. The dynamic models are members of a class of nonlinear systems interacting with special heat baths that were studied by Zwanzig [J. Stat. Phys. 9, 215 (1973)]. The properties of the fictitious particles can be inferred from analysis of the dynamics of all-atom simulations of the system of interest. This is analogous to the fact that the MS-CG method generates the CG potential from analysis of equilibrium structures observed in all-atom simulation data. The dynamic models generate a non-Markovian dynamics for the CG degrees of freedom, but they can be easily simulated using standard molecular dynamics programs. We present tests of this method on a series of simple examples that demonstrate that

  12. Dynamic force matching: A method for constructing dynamical coarse-grained models with realistic time dependence

    Energy Technology Data Exchange (ETDEWEB)

    Davtyan, Aram; Dama, James F.; Voth, Gregory A. [Department of Chemistry, The James Franck Institute, Institute for Biophysical Dynamics, and Computation Institute, The University of Chicago, Chicago, Illinois 60637 (United States); Andersen, Hans C., E-mail: hca@stanford.edu [Department of Chemistry, Stanford University, Stanford, California 94305 (United States)

    2015-04-21

    Coarse-grained (CG) models of molecular systems, with fewer mechanical degrees of freedom than an all-atom model, are used extensively in chemical physics. It is generally accepted that a coarse-grained model that accurately describes equilibrium structural properties (as a result of having a well constructed CG potential energy function) does not necessarily exhibit appropriate dynamical behavior when simulated using conservative Hamiltonian dynamics for the CG degrees of freedom on the CG potential energy surface. Attempts to develop accurate CG dynamic models usually focus on replacing Hamiltonian motion by stochastic but Markovian dynamics on that surface, such as Langevin or Brownian dynamics. However, depending on the nature of the system and the extent of the coarse-graining, a Markovian dynamics for the CG degrees of freedom may not be appropriate. In this paper, we consider the problem of constructing dynamic CG models within the context of the Multi-Scale Coarse-graining (MS-CG) method of Voth and coworkers. We propose a method of converting a MS-CG model into a dynamic CG model by adding degrees of freedom to it in the form of a small number of fictitious particles that interact with the CG degrees of freedom in simple ways and that are subject to Langevin forces. The dynamic models are members of a class of nonlinear systems interacting with special heat baths that were studied by Zwanzig [J. Stat. Phys. 9, 215 (1973)]. The properties of the fictitious particles can be inferred from analysis of the dynamics of all-atom simulations of the system of interest. This is analogous to the fact that the MS-CG method generates the CG potential from analysis of equilibrium structures observed in all-atom simulation data. The dynamic models generate a non-Markovian dynamics for the CG degrees of freedom, but they can be easily simulated using standard molecular dynamics programs. We present tests of this method on a series of simple examples that demonstrate that

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

    OpenAIRE

    Randrup, Jorgen; Moller, Peter

    2011-01-01

    Although nuclear fission can be understood qualitatively as an evolution of the nuclear shape, a quantitative description has proven to be very elusive. In particular, until now, there exists no model with demonstrated predictive power for the fission fragment mass yields. Exploiting the expected strongly damped character of nuclear dynamics, we treat the nuclear shape evolution in analogy with Brownian motion and perform random walks on five-dimensional fission potential-energy surfaces whic...

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

    Energy Technology Data Exchange (ETDEWEB)

    Pan, W.; Tartakovsky, A. M.

    2013-08-01

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

  15. Entropic forces in Brownian motion

    CERN Document Server

    Roos, Nico

    2013-01-01

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

  16. Entropic forces in Brownian motion

    Science.gov (United States)

    Roos, Nico

    2014-12-01

    Interest in the concept of entropic forces has risen considerably since Verlinde proposed in 2011 to interpret the force in Newton's second law and gravity as entropic forces. Brownian motion—the motion of a small particle (pollen) driven by random impulses from the surrounding molecules—may be the first example of a stochastic process in which such forces are expected to emerge. In this article, it is shown that at least two types of entropic force can be identified in three-dimensional Brownian motion. This analysis yields simple derivations of known results of Brownian motion, Hooke's law, and—applying an external (non-radial) force—Curie's law and the Langevin-Debye equation.

  17. Dynamic Triggering Stress Modeling

    Science.gov (United States)

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

    2008-12-01

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

  18. 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

  19. Feynman Rules For Brownian Motion

    CERN Document Server

    Hatamian, S T

    2003-01-01

    We present a perturbation theory extending a prescription due to Feynman for computing the probability density function in Brownian-motion. The method used, can be applied to a wide variety of otherwise difficult circumstances in Brownian-motion. The exact moments and kurtosis, if not the distribution itself, for many important cases can be summed for arbitrary times. As expected, the behavior at early time regime, for the sample processes considered, deviate significantly from the usual diffusion theory; a fact with important consequences in various applications such as financial physics. A new class of functions dubbed "Damped-exponential-integrals" are also identified.

  20. 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

  1. Dynamic pension funding models

    OpenAIRE

    Khalil, D.

    2006-01-01

    Achieving an adequate income in the old age to maintain the standard level of living after retirement has been a challenge to pension schemes for a long time. In fact, approaching this goal has led to a global pension crisis considering all the economic and demographic changes and the conflicting interests of employers and employees over time. This research aims to deriving different deterministic and stochastic dynamic pension funding models for defined benefit schemes within the mathematica...

  2. Some Brownian functionals and their laws

    OpenAIRE

    Donati-Martin, C.; Yor, M.

    1997-01-01

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

  3. Modelling linguistic taxonomic dynamics

    OpenAIRE

    Wichmann, Soren; Stauffer, Dietrich; Lima, F. Welington S.; Schulze, Christian

    2006-01-01

    This paper presents the results of the application of a bit-string model of languages (Schulze and Stauffer 2005) to problems of taxonomic patterns. The questions addressed include the following: (1) Which parameters are minimally ne eded for the development of a taxonomic dynamics leading to the type of distribution of language family sizes currently attested (as measured in the i number of languages per family), which appears to be a power-law? (2) How may such a model be coupled with one o...

  4. 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....

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

    Science.gov (United States)

    Shokrollahi, Foad; Kılıçman, Adem

    2016-01-01

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

  6. Dynamic wake meandering modeling

    DEFF Research Database (Denmark)

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

    We present a consistent, physically based theory for the wake meandering phenomenon, which we consider of crucial importance for the overall description of wind turbine loadings in wind farms. In its present version the model is confined to single wake situations. The model philosophy does, however......, have the potential to include also mutual wake interaction phenomenons. The basic conjecture behind the dynamic wake meandering model is that wake transportation in the atmospheric boundary layer is driven by the large scale lateral- and vertical turbulence components. Based on this conjecture a...... attractive consequence of the model being based on the underlying physical process, and it potentially opens for optimization of wind farm topology, of wind farm operation as well as of control strategies for the individual turbine. Implementation of the methodology with aeroelastic codes is straight forward...

  7. Structural dynamic modifications via models

    Indian Academy of Sciences (India)

    T K Kundra

    2000-06-01

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

  8. Perturbative theory for Brownian vortexes.

    Science.gov (United States)

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

    2015-06-01

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

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

    Science.gov (United States)

    Parlar, Mahmut

    2004-01-01

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

  10. 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...

  11. Energy and efficiency optimization of a Brownian heat engine

    Science.gov (United States)

    Bekele, Mulugeta; Yalew, Yeneneh

    2007-03-01

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

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

    OpenAIRE

    Emerson, Nathaniel D.

    2006-01-01

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

  13. Modeling of Network Dynamics: From Dynamic Nodes to Dynamic Structure

    Czech Academy of Sciences Publication Activity Database

    Kulhavý, Rudolf

    Albany, NY : The System Dynamics Society, 2008, s. 1-29. ISBN 978-1-935056-01-0. [International Conference of the System Dynamics Society /26./. Athens (GR), 20.07.2008-24.07.2008] R&D Projects: GA AV ČR IAA700750701 Institutional research plan: CEZ:AV0Z10750506 Keywords : system dynamics * Markov random fields * Bayesian inference Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2008/AS/kulhavy-modeling%20of%20network%20dynamics%20from%20dynamic%20nodes%20to%20dynamic%20structure.pdf

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

    Energy Technology Data Exchange (ETDEWEB)

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

    1993-06-23

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

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

    International Nuclear Information System (INIS)

    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

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

    Institute of Scientific and Technical Information of China (English)

    秦天奇; 王飞; 杨博; 罗懋康

    2015-01-01

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

  17. 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.

  18. Brownian Warps for Non-Rigid Registration

    DEFF Research Database (Denmark)

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

    2008-01-01

    A Brownian motion model in the group of diffeomorphisms has been introduced as inducing a least committed prior on warps. This prior is source-destination symmetric, fulfills a natural semi-group property for warps, and with probability 1 creates invertible warps. Using this as a least committed ...... images, and show that the obtained warps are also in practice source-destination symmetric and in an example on X-ray spine registration provides extrapolations from landmark point superior to those of spline solutions. Udgivelsesdato: July......A Brownian motion model in the group of diffeomorphisms has been introduced as inducing a least committed prior on warps. This prior is source-destination symmetric, fulfills a natural semi-group property for warps, and with probability 1 creates invertible warps. Using this as a least committed...... prior, we formulate a Partial Differential Equation for obtaining the maximally likely warp given matching constraints derived from the images. We solve for the free boundary conditions, and the bias toward smaller areas in the finite domain setting. Furthermore, we demonstrate the technique on 2D...

  19. Efficiency of Brownian heat engines.

    Science.gov (United States)

    Derényi, I; Astumian, R D

    1999-06-01

    We study the efficiency of one-dimensional thermally driven Brownian ratchets or heat engines. We identify and compare the three basic setups characterized by the type of the connection between the Brownian particle and the two heat reservoirs: (i) simultaneous, (ii) alternating in time, and (iii) position dependent. We make a clear distinction between the heat flow via the kinetic and the potential energy of the particle, and show that the former is always irreversible and it is only the third setup where the latter is reversible when the engine works quasistatically. We also show that in the third setup the heat flow via the kinetic energy can be reduced arbitrarily, proving that even for microscopic heat engines there is no fundamental limit of the efficiency lower than that of a Carnot cycle. PMID:11969723

  20. 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...

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

    Science.gov (United States)

    Gupta, Amit; Kumar, Ranganathan

    2007-11-01

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

  2. 100 Years of Brownian motion

    OpenAIRE

    Hänggi, Peter; Marchesoni, Fabio

    2005-01-01

    In the year 1905 Albert Einstein published four papers that raised him to a giant in the history of science of all times. These works encompass the photon hypothesis (for which he obtained the Nobel prize in 1921), his first two papers on (special) relativity theory and, of course, his first paper on Brownian motion, entitled "\\"Uber die von der molekularkinetischen Theorie der W\\"arme geforderte Bewegung von in ruhenden Fl\\"ussigkeiten suspendierten Teilchen'' (submitted on May 11, 1905). Th...

  3. Kingman's coalescent and Brownian motion

    OpenAIRE

    Berestycki, J.; Berestycki, N

    2009-01-01

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

  4. Rotational Brownian Motion on Sphere Surface and Rotational Relaxation

    Institute of Scientific and Technical Information of China (English)

    Ekrem Aydner

    2006-01-01

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

  5. Extreme fluctuations of active Brownian motion

    Science.gov (United States)

    Pietzonka, Patrick; Kleinbeck, Kevin; Seifert, Udo

    2016-05-01

    In active Brownian motion, an internal propulsion mechanism interacts with translational and rotational thermal noise and other internal fluctuations to produce directed motion. We derive the distribution of its extreme fluctuations and identify its universal properties using large deviation theory. The limits of slow and fast internal dynamics give rise to a kink-like and parabolic behavior of the corresponding rate functions, respectively. For dipolar Janus particles in two- and three-dimensions interacting with a field, we predict a novel symmetry akin to, but different from, the one related to entropy production. Measurements of these extreme fluctuations could thus be used to infer properties of the underlying, often hidden, network of states.

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

    Science.gov (United States)

    Híjar, Humberto

    2015-02-01

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

  7. 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.

  8. 100 years of Einstein's theory of Brownian motion: from pollen grains to protein trains

    OpenAIRE

    Chowdhury, Debashish

    2005-01-01

    Experimental verification of the theoretical predictions made by Albert Einstein in his paper, published in 1905, on the molecular mechanisms of Brownian motion established the existence of atoms. In the last 100 years discoveries of many facets of the ubiquitous Brownian motion has revolutionized our fundamental understanding of the role of {\\it thermal fluctuations} in the exotic structures and complex dynamics exhibited by soft matter like, for example, colloids, gels, etc. The domain of B...

  9. G- Brownian motion and Its Applications

    OpenAIRE

    EBRAHIMBEYGI, Atena; DASTRANJ, Elham

    2015-01-01

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

  10. The general dynamic model

    DEFF Research Database (Denmark)

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

    2016-01-01

    towards this goal. Here, we present an analysis of causality within the GDM and investigate its potential for the further development of island biogeographical theory. Further, we extend the GDM to include subduction-based island arcs and continental fragment islands. Location: A conceptual analysis and a...... dynamics of distinct island types are predicted to lead to markedly different evolutionary dynamics. This sets the stage for a more predictive theory incorporating the processes governing temporal dynamics of species diversity on islands....

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

    OpenAIRE

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

    2008-01-01

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

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

    International Nuclear Information System (INIS)

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

  13. Random Brownian scaling identities and splicing of Bessel processes

    OpenAIRE

    Pitman, Jim; Yor, Marc

    1998-01-01

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

  14. Building dynamic spatial environmental models

    OpenAIRE

    Karssenberg, D.J.

    2003-01-01

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

  15. Brownian motion of helical flagella.

    Science.gov (United States)

    Hoshikawa, H; Saito, N

    1979-07-01

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

  16. Modeling the complex dynamics of enzyme-pathway coevolution

    Science.gov (United States)

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

    2010-12-01

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

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

    CERN Document Server

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

    2009-01-01

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

  18. Intersection Exponents for Planar Brownian Motion

    OpenAIRE

    Lawler, Gregory F.; Werner, Wendelin

    1999-01-01

    We derive properties concerning all intersection exponents for planar Brownian motion and we define generalized exponents that, loosely speaking, correspond to noninteger numbers of Brownian paths. Some of these properties lead to general conjectures concerning the exact value of these exponents.

  19. Dimensional Properties of Fractional Brownian Motion

    Institute of Scientific and Technical Information of China (English)

    Dong Sheng WU; Yi Min XIAO

    2007-01-01

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

  20. Modelling group dynamic animal movement

    OpenAIRE

    Langrock, Roland; Hopcraft, Grant; Blackwell, Paul; Goodall, Victoria; King, Ruth; Niu, Mu; Patterson, Toby; Pedersen, Martin; Skarin, Anna; Schick, Robert Schilling

    2013-01-01

    1). Group dynamics are a fundamental aspect of many species' movements. The need to adequately model individuals' interactions with other group members has been recognized, particularly in order to differentiate the role of social forces in individual movement from environmental factors. However, to date, practical statistical methods, which can include group dynamics in animal movement models, have been lacking. 2). We consider a flexible modelling framework that distinguishes a group-level ...

  1. 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.

  2. On Brownian motion of asymmetric particles - An application as molecular motor

    OpenAIRE

    Reichelsdorfer, Martin

    2010-01-01

    Asymmetric Brownian particles are able to conduct directed average motion under non-equilibrium conditions. This can be used for the construction of molecular motors. The present paper is concerned with the extension and analysis of a biologically inspired model. Due to the often quite abstract formulation, the considerations are also relevant in the broader context of general Brownian motion of asymmetric objects. The model consists of an asymmetric two-dimensional body, which moves along a ...

  3. Modelling group dynamic animal movement

    DEFF Research Database (Denmark)

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

    2014-01-01

    , to date, practical statistical methods which can include group dynamics in animal movement models have been lacking. We consider a flexible modelling framework that distinguishes a group-level model, describing the movement of the group's centre, and an individual-level model, such that each individual...... makes its movement decisions relative to the group centroid. The basic idea is framed within the flexible class of hidden Markov models, extending previous work on modelling animal movement by means of multi-state random walks. While in simulation experiments parameter estimators exhibit some bias...... in an encamped state. Though the attraction to the group centroid is relatively weak, our model successfully captures group-influenced movement dynamics. Specifically, as compared to a regular mixture of correlated random walks, the group dynamic model more accurately predicts the non-diffusive behaviour...

  4. Dynamic Characteristics and Models

    DEFF Research Database (Denmark)

    Pedersen, Lars

    2007-01-01

    Vibration levels of flooring-systems are generally difficult to predict. Nevertheless an estimate may be needed for flooring-systems that are prone to vibrate to actions of humans in motion (e.g. grandstands, footbridges or long-span office floors). One reason for the difficulties...... is that the dynamic characteristics of a flooring-system do not only depend on material characteristics, floor dimensions and boundary conditions. They are also influenced by the presence of stationary persons on the floor, and these persons may or may not be present. Stationary persons are humans in, for example......, sitting or standing posture, and that these persons influence the dynamic characteristics of the floor (floor frequency and floor damping) is demonstrated in the paper. The mechanism of the dynamic interaction between the floor mass and the mass of stationary persons is generally not well understood...

  5. Anomalous Brownian motion and viscoelasticity of the ear's mechanoelectrical transducer

    Science.gov (United States)

    Andor-Ardó, Daniel; Kozlov, Andrei; Hudspeth, A. J.

    2009-03-01

    The Brownian motion of a particle in a complex environment is known to display anomalous power-law scaling in which the mean squared displacement is proportional to a fractional power of time. Using laser interferometry and analytical methods of microrheology, we examine nanometer-scale thermal motions of hair bundles in the internal ear and show that these cellular organelles undergo fractional Brownian motion. This anomalous scaling is caused by viscoelasticity of the gating springs, elements that transmit energy in a sound to the mechanosensitive ion channels. These results demonstrate a connection between rheology and auditory physiology, and indicate that statistical properties of the thermal noise in the ear can be determined by dynamics of a small number of key molecules.

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

    International Nuclear Information System (INIS)

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

  7. Modeling Dynamics of Information Networks

    OpenAIRE

    Rosvall, Martin; Sneppen, Kim

    2003-01-01

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

  8. Dynamical reduction models

    Energy Technology Data Exchange (ETDEWEB)

    Bassi, Angelo; Ghirardi, G.C

    2003-06-01

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

  9. Fractal Models of Earthquake Dynamics

    CERN Document Server

    Bhattacharya, Pathikrit; Kamal,; Samanta, Debashis

    2009-01-01

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

  10. 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.

  11. Dynamic Wavelet and Equivalent Models

    OpenAIRE

    Boaghe, O.M.; Billings, S A

    1998-01-01

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

  12. Building dynamic spatial environmental models

    NARCIS (Netherlands)

    Karssenberg, D.J.

    2003-01-01

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

  13. Scaling up Dynamic Topic Models

    OpenAIRE

    Bhadury, Arnab; Chen, Jianfei; Zhu, Jun; Liu, Shixia

    2016-01-01

    Dynamic topic models (DTMs) are very effective in discovering topics and capturing their evolution trends in time series data. To do posterior inference of DTMs, existing methods are all batch algorithms that scan the full dataset before each update of the model and make inexact variational approximations with mean-field assumptions. Due to a lack of a more scalable inference algorithm, despite the usefulness, DTMs have not captured large topic dynamics. This paper fills this research void, a...

  14. Validated dynamic flow model

    DEFF Research Database (Denmark)

    Knudsen, Torben

    2011-01-01

    The purpose with this deliverable 2.5 is to use fresh experimental data for validation and selection of a flow model to be used for control design in WP3-4. Initially the idea was to investigate the models developed in WP2. However, in the project it was agreed to include and focus on a additive...... model turns out not to be useful for prediction of the flow. Moreover, standard Box Jenkins model structures and multiple output auto regressive models proves to be superior as they can give useful predictions of the flow....

  15. A multiscale guide to Brownian motion

    Science.gov (United States)

    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.

  16. COLD-SAT dynamic model

    Science.gov (United States)

    Adams, Neil S.; Bollenbacher, Gary

    1992-01-01

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

  17. Dynamic Modeling of ALS Systems

    Science.gov (United States)

    Jones, Harry

    2002-01-01

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

  18. Brownian motion meets Riemann curvature

    International Nuclear Information System (INIS)

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

  19. Some Dynamic Market Models

    OpenAIRE

    Audestad, Jan Arild

    2015-01-01

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

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

    OpenAIRE

    de Lima, Levi Lopes

    2016-01-01

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

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

    OpenAIRE

    Volpe, Giorgio; Volpe, Giovanni; Gigan, Sylvain

    2014-01-01

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

  2. Renewal Structure of the Brownian Taut String

    OpenAIRE

    Schertzer, Emmanuel

    2015-01-01

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

  3. Coarse-grained model of conformation-dependent electrophoretic mobility and its influence on DNA dynamics.

    Science.gov (United States)

    Pandey, Harsh; Underhill, Patrick T

    2015-11-01

    The electrophoretic mobility of molecules such as λ-DNA depends on the conformation of the molecule. It has been shown that electrohydrodynamic interactions between parts of the molecule lead to a mobility that depends on conformation and can explain some experimental observations. We have developed a new coarse-grained model that incorporates these changes of mobility into a bead-spring chain model. Brownian dynamics simulations have been performed using this model. The model reproduces the cross-stream migration that occurs in capillary electrophoresis when pressure-driven flow is applied parallel or antiparallel to the electric field. The model also reproduces the change of mobility when the molecule is stretched significantly in an extensional field. We find that the conformation-dependent mobility can lead to a new type of unraveling of the molecule in strong fields. This occurs when different parts of the molecule have different mobilities and the electric field is large. PMID:26651689

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-07-15

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

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

    International Nuclear Information System (INIS)

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

  6. DYNAMIC TEACHING RATIO PEDAGOGIC MODEL

    OpenAIRE

    Chen Jiaying; Wee Keat Kheng; Soh Guan Kiong

    2010-01-01

    This paper outlines an innovative pedagogic model, Dynamic Teaching Ratio (DTR) Pedagogic Model, for learning design and teaching strategy aimed at the postsecondary technical education. The model draws on the theory of differential learning, which is widely recognized as an important tool for engaging students and addressing the individual needs of all students. The DTR model caters to the different abilities, interest or learning needs of students and provides different learning approaches ...

  7. Modeling Cultural Dynamics

    OpenAIRE

    Gabora, Liane

    2008-01-01

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

  8. Dynamic model of procrastination

    OpenAIRE

    Vraný, Martin

    2009-01-01

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

  9. Modeling Love Dynamics

    OpenAIRE

    Rinaldi, S.

    2015-01-01

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

  10. Dynamic model of procrastination

    OpenAIRE

    Vrany, Martin

    2010-01-01

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

  11. Modeling correlated human dynamics

    CERN Document Server

    Wang, Peng; Zhou, Tao; Wang, Bing-Hong

    2010-01-01

    Current models of human activity are fundamentally stochastic such as the priority-queue model and the cascading nonhomogeneous poisson model, partly because of the lack of short-term correlation in some human activities. In this paper, we study the activity pattern of individual blog-posting and find significant short-term correlation as well as the heavy-tailed nature. Interestingly, when the time lag K is less than 10 the correlation coefficient decays as a power law and when K is more than 10 it decrease exponentially. Moreover, we also find that the exponents of the interevent time distribution depend on the Activity of the users. We think there is another kind of human activity which is driven by personal interest/preference and is characterized by the correlation and this dependent relationship. A simple model based on the personal preference was supposed by us. Different from the previous studies which only focused on the exponent, our model reproduced all these three key features: the heavy-tails, th...

  12. Modeling Cultural Dynamics

    CERN Document Server

    Gabora, Liane

    2008-01-01

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

  13. Onsager coefficients of a Brownian Carnot cycle

    OpenAIRE

    Izumida, Yuki; Okuda, Koji

    2010-01-01

    We study a Brownian Carnot cycle introduced by T. Schmiedl and U. Seifert [Europhys. Lett. \\textbf{81}, 20003 (2008)] from a viewpoint of the linear irreversible thermodynamics. By considering the entropy production rate of this cycle, we can determine thermodynamic forces and fluxes of the cycle and calculate the Onsager coefficients for general protocols, that is, arbitrary schedules to change the potential confining the Brownian particle. We show that these Onsager coefficients contain the...

  14. 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.

  15. Modeling tumor evolutionary dynamics

    Directory of Open Access Journals (Sweden)

    Beatriz eStransky

    2013-02-01

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

  16. Brownian relaxation of an inelastic sphere in air

    Science.gov (United States)

    Bird, G. A.

    2016-06-01

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

  17. Stochastic oscillator with random mass: New type of Brownian motion

    Science.gov (United States)

    Gitterman, M.

    2014-02-01

    The model of a stochastic oscillator subject to additive random force, which includes the Brownian motion, is widely used for analysis of different phenomena in physics, chemistry, biology, economics and social science. As a rule, by the appropriate choice of units one assumes that the particle’s mass is equal to unity. However, for the case of an additional multiplicative random force, the situation is more complicated. As we show in this review article, for the cases of random frequency or random damping, the mass cannot be excluded from the equations of motion, and, for example, besides the restriction of the size of Brownian particle, some restrictions exist also of its mass. In addition to these two types of multiplicative forces, we consider the random mass, which describes, among others, the Brownian motion with adhesion. The fluctuations of mass are modeled as a dichotomous noise, and the first two moments of coordinates show non-monotonic dependence on the parameters of oscillator and noise. In the presence of an additional periodic force an oscillator with random mass is characterized by the stochastic resonance phenomenon, when the appearance of noise increases the input signal.

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

    Institute of Scientific and Technical Information of China (English)

    杨晓东; R.V.N.MELNIK

    2008-01-01

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

  19. Brownian dynamics of confined rigid bodies

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-10-14

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

  20. Brownian dynamics of confined rigid bodies

    Science.gov (United States)

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

    2015-10-01

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

  1. Global/Local Dynamic Models

    Energy Technology Data Exchange (ETDEWEB)

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

    2006-10-10

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

  2. 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

    Science.gov (United States)

    Möller, Peter; Ichikawa, Takatoshi

    2015-12-01

    We propose a method to calculate the two-dimensional (2D) fission-fragment yield Y(Z,N) versus both proton and neutron number, with inclusion of odd-even staggering effects in both variables. The approach is to use 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 Q2), neck d , left nascent fragment spheroidal deformation ɛ_{f1}, right nascent fragment deformation ɛ_{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.

  3. 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.)

  4. 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

    International Nuclear Information System (INIS)

    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 Q2), neck d, left nascent fragment spheroidal deformation εf1, right nascent fragment deformation εf2 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.)

  5. 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)

    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

  6. Study of superionic conductors dynamics by continued diffusion model

    International Nuclear Information System (INIS)

    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.)

  7. Stochastic Calculus with respect to multifractional Brownian motion

    CERN Document Server

    Lebovits, Joachim

    2011-01-01

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

  8. An Otto Engine Dynamic Model

    Directory of Open Access Journals (Sweden)

    Florian Ion Tiberiu Petrescu

    2016-03-01

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

  9. DYNAMIC TEACHING RATIO PEDAGOGIC MODEL

    Directory of Open Access Journals (Sweden)

    Chen Jiaying

    2010-11-01

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

  10. Business model dynamics and innovation

    DEFF Research Database (Denmark)

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

    2011-01-01

    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 and...... routine research into the concept of business model. The main focus of the paper is on strategic and terminological issues. Findings – The paper offers a new, process-based conceptualization of business model, which recognizes and integrates the role of individual agency. Based on this, it distinguishes...... and specifies four different types of business model change: business model creation, extension, revision, and termination. Each type of business model change is associated with specific challenges. Practical implications – The proposed typology can serve as a basis for developing a management tool to...

  11. DYNAMIC MODELING OF METAMORPHIC MECHANISM

    Institute of Scientific and Technical Information of China (English)

    2003-01-01

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

  12. 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.

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

    International Nuclear Information System (INIS)

    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 Cd2+ 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 Cd2+ ions under different values of proxy environmental factor parameters. With the only chemistry considered was oxidation, the simulation was able to replicate Cd2+ 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 Cd2+ ions and complexity of tracking of individual atoms of Cd at the same time

  14. Ideal bulk pressure of active Brownian particles

    Science.gov (United States)

    Speck, Thomas; Jack, Robert L.

    2016-06-01

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

  15. Noncolliding Brownian Motion and Determinantal Processes

    Science.gov (United States)

    Katori, Makoto; Tanemura, Hideki

    2007-12-01

    A system of one-dimensional Brownian motions (BMs) conditioned never to collide with each other is realized as (i) Dyson's BM model, which is a process of eigenvalues of hermitian matrix-valued diffusion process in the Gaussian unitary ensemble (GUE), and as (ii) the h-transform of absorbing BM in a Weyl chamber, where the harmonic function h is the product of differences of variables (the Vandermonde determinant). The Karlin-McGregor formula gives determinantal expression to the transition probability density of absorbing BM. We show from the Karlin-McGregor formula, if the initial state is in the eigenvalue distribution of GUE, the noncolliding BM is a determinantal process, in the sense that any multitime correlation function is given by a determinant specified by a matrix-kernel. By taking appropriate scaling limits, spatially homogeneous and inhomogeneous infinite determinantal processes are derived. We note that the determinantal processes related with noncolliding particle systems have a feature in common such that the matrix-kernels are expressed using spectral projections of appropriate effective Hamiltonians. On the common structure of matrix-kernels, continuity of processes in time is proved and general property of the determinantal processes is discussed.

  16. The Multivariate Mixture Dynamics Model: Shifted dynamics and correlation skew

    OpenAIRE

    Brigo, Damiano; Pisani, Camilla; RAPISARDA, FRANCESCO

    2015-01-01

    The Multi Variate Mixture Dynamics model is a tractable, dynamical, arbitrage-free multivariate model characterized by transparency on the dependence structure, since closed form formulae for terminal correlations, average correlations and copula function are available. It also allows for complete decorrelation between assets and instantaneous variances. Each single asset is modelled according to a lognormal mixture dynamics model, and this univariate version is widely used in the industry du...

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

    OpenAIRE

    Hu, Mingshang; Wang, Falei

    2016-01-01

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

  18. Brownian Motion After Einstein and Smoluchowski: Some New Applications and New Experiments

    International Nuclear Information System (INIS)

    The first half of this review describes the development in mathematical models of Brownian motion after Einstein's and Smoluchowski's seminal papers and current applications to optical tweezers. This instrument of choice among single-molecule biophysicists is also an instrument of such precision that it requires an understanding of Brownian motion beyond Einstein's and Smoluchowski's for its calibration, and can measure effects not present in their theories. This is illustrated with some applications, current and potential. It is also shown how addition of a controlled forced motion on the nano-scale of the thermal motion of the tweezed object can improve the calibration of the instrument in general, and make calibration possible also in complex surroundings. The second half of the present re- view, starting with Sect. 9, describes the co-evolution of biological motility models with models of Brownian motion, including recent results for how to derive cell-type-specific motility models from experimental cell trajectories. (author)

  19. Dynamical models of cortical circuits.

    OpenAIRE

    Wolf, Fred; Engelken, Rainer; Puelma-Touzel, Maximilian; Weidinger, Juan Daniel Flórez; Neef, Andreas

    2014-01-01

    Cortical neurons operate within recurrent neuronal circuits. Dissecting their operation is key to understanding information processing in the cortex and requires transparent and adequate dynamical models of circuit function. Convergent evidence from experimental and theoretical studies indicates that strong feedback inhibition shapes the operating regime of cortical circuits. For circuits operating in inhibition-dominated regimes, mathematical and computational studies over the past several y...

  20. Dynamic models for monetary transmission

    OpenAIRE

    Paolo Giudici; Laura Parisi

    2015-01-01

    Monetary policies, either actual or perceived, cause changes in monetary interest rates. These changes impact the economy through financial institutions, which react to changes in the monetary rates with changes in their administered rates, on both deposits and lendings. The dynamics of administered bank interest rates in response to changes in money market rates is essential to examine the impact of monetary policies on the economy. Chong et al. (2006) proposed an error correction model to s...

  1. Dynamics of nonautonomous chemostat models

    OpenAIRE

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

    2015-01-01

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

  2. Numerical models of supershell dynamics

    International Nuclear Information System (INIS)

    Superbubbles play an important role in determining the state of the ISM in both spiral and irregular galaxies. The authors are modeling supershell dynamics in both homogeneous and stratified atmospheres using ZEUS, a 2-D hydrocode. They find that when a superbubble blows out of a Gaussian atmosphere, the cold, dense shell is not greatly accelerated.In addition, the authors believe that they observe the Vishniac overstability in radiative, decelerating shells

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

    International Nuclear Information System (INIS)

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

  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. Dynamics Modeling of Heavy Special Driving Simulator

    Institute of Scientific and Technical Information of China (English)

    2008-01-01

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

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

    CERN Document Server

    Moller, P

    2015-01-01

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

  7. Dynamical models of NGC 3115

    OpenAIRE

    Emsellem, Eric; Dejonghe, Herwig; Bacon, Roland

    1998-01-01

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

  8. Brownian semistationary processes and volatility/intermittency

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole Eiler; Schmiegel, Jürgen

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

  9. Diffusion of torqued active Brownian particles

    Science.gov (United States)

    Sevilla, Francisco J.

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

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

    CERN Document Server

    Wang, Gaoyuan

    2016-01-01

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

  11. Minimal Cost of a Brownian Risk without Ruin

    CERN Document Server

    Luo, Shangzhen

    2011-01-01

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

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

    Science.gov (United States)

    Wang, Gaoyuan; Battefeld, Thorsten

    2016-09-01

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

  13. Dynamical model of brushite precipitation

    Science.gov (United States)

    Oliveira, Cristina; Georgieva, Petia; Rocha, Fernando; Ferreira, António; Feyo de Azevedo, Sebastião

    2007-07-01

    The objectives of this work are twofold. From academic point of view the aim is to build a dynamical macro model to fit the material balance and explain the main kinetic mechanisms that govern the transformation of the hydroxyapatite (HAP) into brushite and the growth of brushite, based on laboratory experiments and collected database. From practical point of view, the aim is to design a reliable process simulator that can be easily imbedded in industrial software for model driven monitoring, optimization and control purposes. Based upon a databank of laboratory measurements of the calcium concentration in solution (on-line) and the particle size distribution (off-line) a reliable dynamical model of the dual nature of brushite particle formation for a range of initial concentrations of the reagents was derived as a system of ordinary differential equations of time. The performance of the model is tested with respect to the predicted evolution of mass of calcium in solution and the average (in mass) particle size along time. Results obtained demonstrate a good agreement between the model time trajectories and the available experimental data for a number of different initial concentrations of reagents.

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

    Science.gov (United States)

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

    2011-03-01

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

  15. 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.

  16. Intermittency and multifractional Brownian character of geomagnetic time series

    Directory of Open Access Journals (Sweden)

    G. Consolini

    2013-07-01

    Full Text Available The Earth's magnetosphere exhibits a complex behavior in response to the solar wind conditions. This behavior, which is described in terms of mutifractional Brownian motions, could be the consequence of the occurrence of dynamical phase transitions. On the other hand, it has been shown that the dynamics of the geomagnetic signals is also characterized by intermittency at the smallest temporal scales. Here, we focus on the existence of a possible relationship in the geomagnetic time series between the multifractional Brownian motion character and the occurrence of intermittency. In detail, we investigate the multifractional nature of two long time series of the horizontal intensity of the Earth's magnetic field as measured at L'Aquila Geomagnetic Observatory during two years (2001 and 2008, which correspond to different conditions of solar activity. We propose a possible double origin of the intermittent character of the small-scale magnetic field fluctuations, which is related to both the multifractional nature of the geomagnetic field and the intermittent character of the disturbance level. Our results suggest a more complex nature of the geomagnetic response to solar wind changes than previously thought.

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

    OpenAIRE

    Sakaguchi, Hidetsugu

    2006-01-01

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

  18. Kolmogorov complexity and the geometry of Brownian motion

    OpenAIRE

    Fouche, Willem L.

    2014-01-01

    In this paper, we continue the study of the geometry of Brownian motions which are encoded by Kolmogorov-Chaitin random reals (complex oscillations). We unfold Kolmogorov-Chaitin complexity in the context of Brownian motion and specifically to phenomena emerging from the random geometric patterns generated by a Brownian motion.

  19. Itô's formula with respect to fractional Brownian motion and its application

    Directory of Open Access Journals (Sweden)

    W. Dai

    1996-01-01

    Full Text Available Fractional Brownian motion (FBM with Hurst index 1/2Brownian motion. Then, as an application, we propose and study a fractional Brownian Scholes stochastic model which includes the standard Black-Scholes model as a special case and is able to account for long range dependence in modeling the price of a risky asset. This article is dedicated to the memory of Roland L. Dobrushin.

  20. Dynamic pricing models for electronic business

    Indian Academy of Sciences (India)

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

    2005-04-01

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

  1. Linear irreversible thermodynamic performance analyses for a generalized irreversible thermal Brownian refrigerator

    Directory of Open Access Journals (Sweden)

    Zemin Ding, Lingen Chen, Yanlin Ge, Fengrui Sun

    2015-01-01

    Full Text Available On the basis of a generalized model of irreversible thermal Brownian refrigerator, the Onsager coefficients and the analytical expressions for maximum coefficient of performance (COP and the COP at maximum cooling load are derived by using the theory of linear irreversible thermodynamics (LIT. The influences of heat leakage and the heat flow via the kinetic energy change of the particles on the LIT performance of the refrigerator are analyzed. It is shown that when the two kinds of irreversible heat flows are ignored, the Brownian refrigerator is built with the condition of tight coupling between fluxes and forces and it will operate in a reversible regime with zero entropy generation. Moreover, the results obtained by using the LIT theory are compared with those obtained by using the theory of finite time thermodynamics (FTT. It is found that connection between the LIT and FTT performances of the refrigerator can be interpreted by the coupling strength, and the theory of LIT and FTT can be used in a complementary way to analyze in detail the performance of the irreversible thermal Brownian refrigerators. Due to the consideration of several irreversibilities in the model, the results obtained about the Brownian refrigerator are of general significance and can be used to analyze the performance of several different kinds of Brownian refrigerators.

  2. Micromachined Linear Brownian Motor: Transportation of Nanobeads by Brownian Motion Using Three-Phase Dielectrophoretic Ratchet

    Science.gov (United States)

    Altintas, Ersin; Böhringer, Karl F.; Fujita, Hiroyuki

    2008-11-01

    Nanosystems operating in liquid media may suffer from random Brownian motion due to thermal fluctuations. Biomolecular motors exploit these random fluctuations to generate a controllable directed movement. Inspired by nature, we proposed and realized a nano-system based on Brownian motion of nanobeads for linear transport in microfluidic channels. The channels limit the degree-of-freedom of the random motion of beads into one dimension, which was rectified by a three-phase dielectrophoretic ratchet biasing the spatial probability distribution of the nanobead towards the transportation direction. We micromachined the proposed device and experimentally traced the rectified motion of nanobeads and observed the shift in the bead distribution as a function of applied voltage. We identified three regions of operation; (1) a random motion region, (2) a Brownian motor region, and (3) a pure electric actuation region. Transportation in the Brownian motor region required less applied voltage compared to the pure electric transport.

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

    Science.gov (United States)

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

    2015-08-01

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

  4. 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.

  5. Dynamical modeling of tidal streams

    CERN Document Server

    Bovy, Jo

    2014-01-01

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

  6. Brownian shape motion: Fission fragment mass distributions

    OpenAIRE

    Sierk Arnold J.; Randrup Jørgen; Möller Peter

    2012-01-01

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

  7. Brownian coagulation at high particle concentrations

    NARCIS (Netherlands)

    Trzeciak, T. M.

    2012-01-01

    The process of Brownian coagulation, whereby particles are brought together by thermal motion and grow by collisions, is one of the most fundamental processes influencing the final properties of particulate matter in a variety of technically important systems. It is of importance in colloids, emulsi

  8. Brownian motion an introduction to stochastic processes

    CERN Document Server

    Schilling, René L; Böttcher, Björn

    2014-01-01

    Stochastic processes occur everywhere in sciences and engineering, and need to be understood by applied mathematicians, engineers and scientists alike. This is a first course introducing the reader gently to the subject. Brownian motions are a stochastic process, central to many applications and easy to treat.

  9. Brownian shape motion: Fission fragment mass distributions

    Directory of Open Access Journals (Sweden)

    Sierk Arnold J.

    2012-02-01

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

  10. Chaos, Dissipation and Quantal Brownian Motion

    OpenAIRE

    Cohen, Doron

    1999-01-01

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

  11. DYNAMICAL MODEL OF ELECTROMAGNETIC DRIVE

    Directory of Open Access Journals (Sweden)

    Trunev A. P.

    2016-02-01

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

  12. 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 in...... [Barndorff-Nielsen, O.E., J.M. Corcuera and M. Podolskij (2011): Multipower variation for Brownian semistationary processes. Bernoulli 17(4), 1159-1194; Barndorff-Nielsen, O.E., J.M. Corcuera and M. Podolskij (2012): Limit theorems for functionals of higher order differences of Brownian semi......-stationary processes. In "Prokhorov and Contemporary Probability Theory", Springer.] and present some new connections to fractional diffusion models. We apply our probabilistic results to construct a family of estimators for the smoothness parameter of the BSS process. In this context we develop estimates with gaps...

  13. Eigenvalue Dynamics for Multimatrix Models

    CERN Document Server

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

    2016-01-01

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

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

    Science.gov (United States)

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

    2016-10-01

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

  15. Dynamical models of NGC 3115

    CERN Document Server

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

    1998-01-01

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

  16. Slowdown in branching Brownian motion with inhomogeneous variance

    OpenAIRE

    Maillard, Pascal; Zeitouni, Ofer

    2013-01-01

    We consider a model of Branching Brownian Motion with time-inhomogeneous variance of the form \\sigma(t/T), where \\sigma is a strictly decreasing function. Fang and Zeitouni (2012) showed that the maximal particle's position M_T is such that M_T-v_\\sigma T is negative of order T^{-1/3}, where v_\\sigma is the integral of the function \\sigma over the interval [0,1]. In this paper, we refine we refine this result and show the existence of a function m_T, such that M_T-m_T converges in law, as T\\t...

  17. COLD-SAT Dynamic Model Computer Code

    Science.gov (United States)

    Bollenbacher, G.; Adams, N. S.

    1995-01-01

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

  18. Characterizing and modeling citation dynamics

    CERN Document Server

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

    2011-01-01

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

  19. Dynamical modeling of tidal streams

    Energy Technology Data Exchange (ETDEWEB)

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

    2014-11-01

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

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

    Science.gov (United States)

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

    2015-11-01

    Recent experiments showing scaling of the intrachromosomal contact probability, P (s )˜s-1 with the genomic distance s , are interpreted to mean a self-similar fractal-like chromosome organization. However, scaling of P (s ) varies across organisms, requiring an explanation. We illustrate dynamical arrest in a highly confined space as a discriminating marker for genome organization, by modeling chromosomes inside a nucleus as a homopolymer confined to a sphere of varying sizes. Brownian dynamics simulations show that the chain dynamics slows down as the polymer volume fraction (ϕ ) inside the confinement approaches a critical value ϕc. The universal value of ϕc∞≈0.44 for a sufficiently long polymer (N ≫1 ) allows us to discuss genome dynamics using ϕ as the sole parameter. Our study shows that the onset of glassy dynamics is the reason for the segregated chromosome organization in humans (N ≈3 ×109, ϕ ≳ϕc∞), whereas chromosomes of budding yeast (N ≈108, ϕ organization.

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

    International Nuclear Information System (INIS)

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-02-15

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

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

    Science.gov (United States)

    Volpe, Giorgio; Volpe, Giovanni; Gigan, Sylvain

    2014-01-01

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

  4. Floods and Societies: Dynamic Modeling

    Science.gov (United States)

    Di Baldassarre, G.; Viglione, A.; Carr, G.; Kuil, L., Jr.; Brandimarte, L.; Bloeschl, G.

    2014-12-01

    There is growing concern that future flood losses and fatalities might increase significantly in many regions of the world because of rapid urbanization in deltas and floodplains, in addition to sea level rise and climate change. To better anticipate long-term trajectories of future flood risk, there is a need to treat floodplains and deltas as fully coupled human-physical systems. Here we propose a novel approach to explore the long-term behavior emerging from the mutual interactions and feedbacks between physical and social systems. The implementation of our modeling framework shows that green societies, which cope with flooding by resettling out of floodplains, are more resilient to increasing flood frequency than technological societies, which deal with flooding by building levees. Also, we show that when coupled dynamics are accounted for, flood-poor periods could (paradoxically) be more dangerous than flood-rich periods.

  5. Functionals of Brownian motion, localization and metric graphs

    Energy Technology Data Exchange (ETDEWEB)

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

    2005-09-16

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

  6. Functionals of Brownian motion, localization and metric graphs

    International Nuclear Information System (INIS)

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

  7. Ergodic Properties of Fractional Brownian-Langevin Motion

    CERN Document Server

    Deng, Weihua

    2008-01-01

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

  8. From Lagrangian to Brownian motion

    International Nuclear Information System (INIS)

    We present a Lagrangian describing an idealized liquid interacting with a particle immersed in it. We show that the equation describing the motion of the particle as a functional of the initial conditions of the liquid incorporates noise and friction, which are attributed to specific dynamical processes. The equation is approximated to yield a Langevin equation with parameters depending on the Lagrangian and the temperature of the liquid. The origin of irreversibility and dissipation is discussed

  9. Brownian Thermal Noise in Multilayer Coated Mirrors

    CERN Document Server

    Hong, Ting; Gustafson, Eric K; Adhikari, Rana X; Chen, Yanbei

    2012-01-01

    We analyze the Brownian thermal noise of a multi-layer dielectric coating, used in high-precision optical measurements including interferometric gravitational-wave detectors. We assume the coating material to be isotropic, and therefore study thermal noises arising from shear and bulk losses of the coating materials. We show that coating noise arises not only from layer thickness fluctuations, but also from fluctuations of the interface between the coating and substrate, driven by internal fluctuating stresses of the coating. In addition, the non-zero photoeleastic coefficients of the thin films modifies the influence of the thermal noise on the laser field. The thickness fluctuations of different layers are statistically independent, however, there exists a finite coherence between layers and the substrate-coating interface. Taking into account uncertainties in material parameters, we show that significant uncertainties still exist in estimating coating Brownian noise.

  10. 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...

  11. Brownian thermal noise in multilayer coated mirrors

    Science.gov (United States)

    Hong, Ting; Yang, Huan; Gustafson, Eric K.; Adhikari, Rana X.; Chen, Yanbei

    2013-04-01

    We analyze the Brownian thermal noise of a multilayer dielectric coating used in high-precision optical measurements, including interferometric gravitational-wave detectors. We assume the coating material to be isotropic, and therefore study thermal noises arising from shear and bulk losses of the coating materials. We show that coating noise arises not only from layer thickness fluctuations, but also from fluctuations of the interface between the coating and substrate, driven by fluctuating shear stresses of the coating. Although thickness fluctuations of different layers are statistically independent, there exists a finite coherence between the layers and the substrate-coating interface. In addition, photoelastic coefficients of the thin layers (so far not accurately measured) further influence the thermal noise, although at a relatively low level. Taking into account uncertainties in material parameters, we show that significant uncertainties still exist in estimating coating Brownian noise.

  12. Brownian coagulation at high particle concentrations

    OpenAIRE

    Trzeciak, T. M.

    2012-01-01

    The process of Brownian coagulation, whereby particles are brought together by thermal motion and grow by collisions, is one of the most fundamental processes influencing the final properties of particulate matter in a variety of technically important systems. It is of importance in colloids, emulsions, flocculation, air pollution, soot formation, materials manufacture and growth of interstellar dust, to name a few of its applications. With continuous progress in particulate matter processing...

  13. Frustrated Brownian Motion of Nonlocal Solitary Waves

    International Nuclear Information System (INIS)

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

  14. The quantum brownian particle and memory effects

    International Nuclear Information System (INIS)

    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)

  15. Dynamic Models of Robots with Elastic Hinges

    Science.gov (United States)

    Krakhmalev, O. N.

    2016-04-01

    Two dynamic models of robots with elastic hinges are considered. Dynamic models are the implementation of the method based on the Lagrange equation using the transformation matrices of elastic coordinates. Dynamic models make it possible to determine the elastic deviations from programmed motion trajectories caused by elastic deformations in hinges, which are taken into account in directions of change of the corresponding generalized coordinates. One model is the exact implementation of the Lagrange method and makes it possible to determine the total elastic deviation of the robot from the programmed motion trajectory. Another dynamic model is approximated and makes it possible to determine small elastic quasi-static deviations and elastic vibrations. The results of modeling the dynamics by two models are compared to the example of a two-link manipulator system. The considered models can be used when performing investigations of the mathematical accuracy of the robots.

  16. Bivariate dynamic probit models for panel data

    OpenAIRE

    Alfonso Miranda

    2010-01-01

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

  17. Dynamical model for virus spread

    CERN Document Server

    Camelo-Neto, G

    1995-01-01

    The steady state properties of the mean density population of infected cells in a viral spread is simulated by a general forest fire like cellular automaton model with two distinct populations of cells ( permissive and resistant ones) and studied in the framework of the mean field approximation. Stochastic dynamical ingredients are introduced in this model to mimic cells regeneration (with probability {\\it p}) and to consider infection processes by other means than contiguity (with probability {\\it f}). Simulations are carried on a L \\times L square lattice considering the eight first neighbors. The mean density population of infected cells (D_i) is measured as function of the regeneration probability {\\it p}, and analyzed for small values of the ratio {\\it f/p } and for distinct degrees of the cell resistance. The results obtained by a mean field like approach recovers the simulations results. The role of the resistant parameter R (R \\geq 2) on the steady state properties is investigated and discussed in com...

  18. 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.

  19. 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. PMID:23496491

  20. Mathematical model of the dynamics of psychotherapy

    OpenAIRE

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

    2011-01-01

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

  1. Integral dynamical models singularities, signals and control

    CERN Document Server

    Sidorov, Denis

    2014-01-01

    This volume provides a broad introduction to nonlinear integral dynamical models and new classes of evolutionary integral equations. It may be used as an advanced textbook by postgraduate students to study integral dynamical models and their applications in machine learning, electrical and electronic engineering, operations research and image analysis. Contents:Introduction and OverviewVolterra Models of Evolving Dynamical Systems:Volterra Equations of the First Kind with Piecewise Continuous KernelsVolterra Matrix Equation of th

  2. 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.

  3. Monitoring autocorrelated process: A geometric Brownian motion process approach

    Science.gov (United States)

    Li, Lee Siaw; Djauhari, Maman A.

    2013-09-01

    Autocorrelated process control is common in today's modern industrial process control practice. The current practice of autocorrelated process control is to eliminate the autocorrelation by using an appropriate model such as Box-Jenkins models or other models and then to conduct process control operation based on the residuals. In this paper we show that many time series are governed by a geometric Brownian motion (GBM) process. Therefore, in this case, by using the properties of a GBM process, we only need an appropriate transformation and model the transformed data to come up with the condition needs in traditional process control. An industrial example of cocoa powder production process in a Malaysian company will be presented and discussed to illustrate the advantages of the GBM approach.

  4. Narrow escape for a stochastically gated Brownian ligand.

    Science.gov (United States)

    Reingruber, Jürgen; Holcman, David

    2010-02-17

    Molecular activation in cellular microdomains is usually characterized by a forward binding rate, which is the reciprocal of the arrival time of a ligand to a key target. Upon chemical interactions or conformational changes, a Brownian ligand may randomly switch between different states, and when target activation is possible in a specific state only, switching can significantly alter the activation process. The main goal of this paper is to study the mean time for a switching ligand to activate a small substrate, modelled as the time to exit a microdomain through a small absorbing window on the surface. We present the equations for the mean sojourn times the ligand spends in each state, and study the escape process with switching between two states in dimension one and three. When the ligand can exit in only one of the two states, we find that switching always decreases its sojourn time in the state where it can exit. Moreover, the fastest exit is obtained when the ligand diffuses most of the time in the state with the maximal diffusion coefficient, although this may imply that it spends most of the time 'hidden' in the state where it cannot exit. We discuss the physical mechanisms responsible for this apparent paradox. In dimension three we confirm our results with Brownian simulations. Finally, we suggest possible applications in cellular biology. PMID:21389363

  5. Forward looking dynamics in spatial CGE modelling

    OpenAIRE

    Bröcker, Johannes; Korzhenevych, Artem

    2011-01-01

    This paper sets up a multiregional dynamic framework by combining the optimal savings model with investment adjustment costs and the spatially disaggregated model with Dixit-Stiglitz structure in the modern sector. Because of increasing product diversity on the dynamic equilibrium path, the model belongs to the category of semi-endogenous growth models. The distinction of goods, factors, firms, and households by location, and the incorporation of trade costs in the model allow to study a vari...

  6. Continuum limits of random matrices and the Brownian carousel

    OpenAIRE

    Valko, Benedek; Virag, Balint

    2007-01-01

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

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

    Institute of Scientific and Technical Information of China (English)

    洪文明; 钟惠芳

    2001-01-01

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

  8. Model of Flavor Gauge Dynamics

    Czech Academy of Sciences Publication Activity Database

    Hošek, Jiří; Smetana, Adam

    Berlin: Springer, 2014, s. 83-126. ISBN 978-3-319-07072-8 R&D Projects: GA ČR GA202/06/0734; GA MŠk LA08015; GA MŠk LA08032 Institutional support: RVO:61389005 Keywords : dynamical electroweak symmetry breaking * top-quark condensation * neutriono condensation * strong Yukawa dynamics * flavor gauge dynamics Subject RIV: BE - Theoretical Physics

  9. Model of Strong Yukawa Dynamics

    Czech Academy of Sciences Publication Activity Database

    Hošek, Jiří; Smetana, Adam

    Berlin: Springer, 2014, s. 59-81. ISBN 978-3-319-07072-8 R&D Projects: GA ČR GA202/06/0734; GA MŠk LA08015; GA MŠk LA08032 Institutional support: RVO:61389005 Keywords : dynamical electroweak symmetry breaking * top-quark condensation * neutriono condensation * strong Yukawa dynamics * flavor gauge dynamics Subject RIV: BE - Theoretical Physics

  10. Multidimensional Langevin Modeling of Nonoverdamped Dynamics

    Science.gov (United States)

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

    2015-07-01

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

  11. An immune based dynamic intrusion detection model

    Institute of Scientific and Technical Information of China (English)

    LI Tao

    2005-01-01

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

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

    Science.gov (United States)

    Randrup, Jørgen; Möller, Peter

    2011-04-01

    Although nuclear fission can be understood qualitatively as an evolution of the nuclear shape, a quantitative description has proven to be very elusive. In particular, until now, there existed no model with demonstrated predictive power for the fission-fragment mass yields. Exploiting the expected strongly damped character of nuclear dynamics, we treat the nuclear shape evolution in analogy with Brownian motion and perform random walks on five-dimensional fission potential-energy surfaces which were calculated previously and are the most comprehensive available. Test applications give good reproduction of highly variable experimental mass yields. This novel general approach requires only a single new global parameter, namely, the critical neck size at which the mass split is frozen in, and the results are remarkably insensitive to its specific value. PMID:21517377

  13. Workflow-Based Dynamic Enterprise Modeling

    Institute of Scientific and Technical Information of China (English)

    黄双喜; 范玉顺; 罗海滨; 林慧萍

    2002-01-01

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

  14. Dynamical model of the kinesin protein motor

    CERN Document Server

    Nesterov, Alexander I; Ramírez, Mónica F

    2016-01-01

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

  15. The Challenges to Coupling Dynamic Geospatial Models

    Energy Technology Data Exchange (ETDEWEB)

    Goldstein, N

    2006-06-23

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

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

    International Nuclear Information System (INIS)

    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)

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

    Science.gov (United States)

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

    2011-03-01

    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(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.

  18. Hydration dynamics near a model protein surface

    International Nuclear Information System (INIS)

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

  19. X-Ray photon correlation spectroscopy study of Brownian motion of gold colloids in glycerol

    International Nuclear Information System (INIS)

    We report x-ray photon correlation spectroscopy studies of the static structure factor and dynamic correlation function of a gold colloid dispersed in the viscous liquid glycerol. We find a diffusion coefficient for Brownian motion of the gold colloid which agrees well with that extrapolated from measurements made with visible light, but which was determined on an optically opaque sample and in a wave-vector range inaccessible to visible light

  20. Dynamic Factor Models for the Volatility Surface

    DEFF Research Database (Denmark)

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

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

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

    Science.gov (United States)

    Salgado-García, R.

    2016-07-01

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

  2. Active Brownian motion of an asymmetric rigid particle

    CERN Document Server

    Mammadov, Gulmammad

    2012-01-01

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

  3. Langevin theory of anomalous Brownian motion made simple

    International Nuclear Information System (INIS)

    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.

  4. Brownian motion of interacting particles

    Energy Technology Data Exchange (ETDEWEB)

    Ackerson, B.J.

    1976-01-01

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

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

    Science.gov (United States)

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

    2014-01-01

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

  6. Polar Functions of Multiparameter Bifractional Brownian Sheets

    Institute of Scientific and Technical Information of China (English)

    Zhen-long Chen

    2009-01-01

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

  7. Brownian motion of particles in nematic fluids

    Science.gov (United States)

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

    2011-03-01

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

  8. Metastable states in Brownian energy landscape

    OpenAIRE

    Cheliotis, Dimitris

    2015-01-01

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

  9. Brownian transport in corrugated channels with inertia

    Science.gov (United States)

    Ghosh, P. K.; Hänggi, P.; Marchesoni, F.; Nori, F.; Schmid, G.

    2012-08-01

    Transport of suspended Brownian particles dc driven along corrugated narrow channels is numerically investigated in the regime of finite damping. We show that inertial corrections cannot be neglected as long as the width of the channel bottlenecks is smaller than an appropriate particle diffusion length, which depends on the the channel corrugation and the drive intensity. With such a diffusion length being inversely proportional to the damping constant, transport through sufficiently narrow obstructions turns out to be always sensitive to the viscosity of the suspension fluid. The inertia corrections to the transport quantifiers, mobility, and diffusivity markedly differ for smoothly and sharply corrugated channels.

  10. Brownian transport in corrugated channels with inertia

    CERN Document Server

    Ghosh, P K; Marchesoni, F; Nori, F; Schmid, G; 10.1103/PhysRevE.86.021112

    2012-01-01

    The transport of suspended Brownian particles dc-driven along corrugated narrow channels is numerically investigated in the regime of finite damping. We show that inertial corrections cannot be neglected as long as the width of the channel bottlenecks is smaller than an appropriate particle diffusion length, which depends on the the channel corrugation and the drive intensity. Being such a diffusion length inversely proportional to the damping constant, transport through sufficiently narrow obstructions turns out to be always sensitive to the viscosity of the suspension fluid. The inertia corrections to the transport quantifiers, mobility and diffusivity, markedly differ for smoothly and sharply corrugated channels.

  11. Arithmetic area for m planar Brownian paths

    CERN Document Server

    Desbois, Jean

    2012-01-01

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

  12. Arithmetic area for m planar Brownian paths

    OpenAIRE

    Desbois, Jean; Ouvry, Stephane

    2012-01-01

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

  13. The relativistic Brownian motion: Interdisciplinary applications

    International Nuclear Information System (INIS)

    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.

  14. 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...

  15. Dynamic modeling under linear-exponential loss

    OpenAIRE

    Stanislav Anatolyev

    2006-01-01

    We develop a methodology of parametric modeling of time series dynamics when the underlying loss function is linear-exponential (Linex). We propose to directly model the dynamics of the conditional expectation that determines the optimal predictor. The procedure hinges on the exponential quasi maximum likelihood interpretation of the Linex loss and nicely fits the multiple error modeling framework. Many conclusions relating to estimation, inference and forecasting follow from results already ...

  16. A qualitative dynamical model for cardiotocography simulation

    OpenAIRE

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

    2015-01-01

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

  17. System dynamics modeling: from mechanics to chemistry

    OpenAIRE

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

    2008-01-01

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

  18. Stochastic transition model for pedestrian dynamics

    OpenAIRE

    Schultz, Michael

    2012-01-01

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

  19. Very Large System Dynamics Models - Lessons Learned

    Energy Technology Data Exchange (ETDEWEB)

    Jacob J. Jacobson; Leonard Malczynski

    2008-10-01

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

  20. Magnetoviscous model fluids

    CERN Document Server

    Kröger, M; Hess, S

    2003-01-01

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

  1. Langevin Theory of Anomalous Brownian Motion Made Simple

    Science.gov (United States)

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

    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…

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

    Institute of Scientific and Technical Information of China (English)

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

    2003-01-01

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

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

    NARCIS (Netherlands)

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

    2010-01-01

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

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

    International Nuclear Information System (INIS)

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

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

    Science.gov (United States)

    Kirksey, H. Graden; Jones, Richard F.

    1988-01-01

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

  6. Human systems dynamics: Toward a computational model

    Science.gov (United States)

    Eoyang, Glenda H.

    2012-09-01

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

  7. Simulation analysis of a dynamic ridesharing model

    OpenAIRE

    Guasch Petit, Antonio; Figueras Jové, Jaume; Fonseca Casas, Pau; Montañola Sales, Cristina; Casanovas Garcia, Josep

    2014-01-01

    A dynamic ridesharing service is a system that enables drivers and riders to arrange one-time shared rides, with sufficient convenience and flexibility to be used on a daily basis. The quality of a dynamic ridesharing service is critical for commuters who need to reach their end destination on time every day. To ensure satisfactory quality, the waiting times in a ridesharing service must be low. This paper describes a dynamic ridesharing model proposal for commuters living in a small comm...

  8. Adoption dynamics: sequential or synchronous modelling

    OpenAIRE

    Hardouin, Cécile

    2012-01-01

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

  9. Equivalent dynamic model of DEMES rotary joint

    Science.gov (United States)

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

    2016-07-01

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

  10. Modeling the Dynamics of an Information System

    Directory of Open Access Journals (Sweden)

    Jacek Unold

    2003-11-01

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

  11. Human walking dynamics: modeling, identification and control

    Directory of Open Access Journals (Sweden)

    Schiehlen W.

    2014-01-01

    Full Text Available Human gait simulation is a complex dynamical problem that requires, in addition to the mechanical model, the observance of muscle activations, neural excitations, and energetic and aesthetic considerations. After an short review on the historical development two- and three-dimensional models using multibody system dynamics are presented. The identification of the muscle actuation during human walking is based on data in literature comparing the resultant torques to each other. The control design uses inverse dynamics approaches and an optimization framework minimizing the metabolical energy consumption and improving the aesthetics. Numerical simulation results are shown for planar as well as spatial models.

  12. Dynamics modelling of biolistic gene guns

    International Nuclear Information System (INIS)

    The gene transfer process using biolistic gene guns is a highly dynamic process. To achieve good performance, the process needs to be well understood and controlled. Unfortunately, no dynamic model is available in the open literature for analysing and controlling the process. This paper proposes such a model. Relationships of the penetration depth with the helium pressure, the penetration depth with the acceleration distance, and the penetration depth with the micro-carrier radius are presented. Simulations have also been conducted. The results agree well with experimental results in the open literature. The contribution of this paper includes a dynamic model for improving and manipulating performance of the biolistic gene gun

  13. Nanofluidic Brownian Ratchet via atomically-stepped surfaces

    Science.gov (United States)

    Rahmani, Amir; Colosqui, Carlos

    2015-11-01

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

  14. Dynamic coupling of three hydrodynamic models

    Science.gov (United States)

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

    2008-12-01

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

  15. On a non-linear transformation between Brownian martingales

    CERN Document Server

    Shkolnikov, Mykhaylo

    2012-01-01

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

  16. Brownian Motion as a Limit to Physical Measuring Processes

    DEFF Research Database (Denmark)

    Niss, Martin

    2016-01-01

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

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

    Science.gov (United States)

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

    2016-02-01

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

  18. Nonlinear Dynamics Traction Battery Modeling

    OpenAIRE

    Szumanowski, Antoni

    2010-01-01

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

  19. Dynamic High Frequency Trading Models

    OpenAIRE

    Andersen, Espen Teie

    2009-01-01

    This thesis considers constructing high-frequency quantitative trading models. The work is a continuation of my project thesis (spring 2009) and Birgitte Ringstad Vartdal's master thesis (2000). We build our trading model through what we call the Layer Approach. This includes letting different layers take control of the different risk and decision mechanisms of our system. The underlying regression model is the Rydberg-Shephard model, the regression models are fitted to a moving data set to ...

  20. 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...

  1. Constructing kinetic models to elucidate structural dynamics of a complete RNA polymerase II elongation cycle

    International Nuclear Information System (INIS)

    The RNA polymerase II elongation is central in eukaryotic transcription. Although multiple intermediates of the elongation complex have been identified, the dynamical mechanisms remain elusive or controversial. Here we build a structure-based kinetic model of a full elongation cycle of polymerase II, taking into account transition rates and conformational changes characterized from both single molecule experimental studies and computational simulations at atomistic scale. Our model suggests a force-dependent slow transition detected in the single molecule experiments corresponds to an essential conformational change of a trigger loop (TL) opening prior to the polymerase translocation. The analyses on mutant study of E1103G and on potential sequence effects of the translocation substantiate this proposal. Our model also investigates another slow transition detected in the transcription elongation cycle which is independent of mechanical force. If this force-independent slow transition happens as the TL gradually closes upon NTP binding, the analyses indicate that the binding affinity of NTP to the polymerase has to be sufficiently high. Otherwise, one infers that the slow transition happens pre-catalytically but after the TL closing. Accordingly, accurate determination of intrinsic properties of NTP binding is demanded for an improved characterization of the polymerase elongation. Overall, the study provides a working model of the polymerase II elongation under a generic Brownian ratchet mechanism, with most essential structural transition and functional kinetics elucidated. (paper)

  2. A new dynamics model for traffic flow

    Institute of Scientific and Technical Information of China (English)

    2001-01-01

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

  3. Wind Farm Decentralized Dynamic Modeling With Parameters

    DEFF Research Database (Denmark)

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

    2010-01-01

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

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

    Science.gov (United States)

    Schmidt, David K.

    1989-01-01

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

  5. DYNAMIC AND REALTIME MODELLING OF UBIQUITOUS INTERACTION

    Directory of Open Access Journals (Sweden)

    Imen Ismail

    2016-02-01

    Full Text Available Ubiquitous systems require user to be dynamically and realtime informed in order to make his current activity increasingly easy. First, this paper presents and discusses a method to model the realtime interaction of the user with a ubiquitous system based on Petri-nets modelling technology. The goal deals with investigating dynamically the appropriate form of interaction depending on the context of the user. Thus, the interaction model structure should be dynamically improved with respect to the current and particular activity or goal of the user to better cope with his runtime requirements. This mechanism has been characterized as “models mutation”. Secondly, this paper proves the dynamic construction of models while basing on the dynamic composition of services. The ultimate purpose is to take advantage of the ontology of service written in OWL-S in order to describe the dynamic aspect of Petri-nets based models, especially, the realtime and automatic composition of such models. Simulation work has been conducted to validate the proposed approach.

  6. System Dynamics Modelling for a Balanced Scorecard

    DEFF Research Database (Denmark)

    Nielsen, Steen; Nielsen, Erland Hejn

    2008-01-01

    Purpose - To construct a dynamic model/framework inspired by a case study based on an international company. As described by the theory, one of the main difficulties of BSC is to foresee the time lag dimension of different types of indicators and their combined dynamic effects. Design/methodology/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......-and-effect relationships based on knowledge and experience. Through three different scenarios we demonstrate the effects of different drivers on the profit and on RoCE (Return on Capital Employed). Findings - Our results show that a minimal change in one of our base variables (skills, customer base or work in process) may...

  7. Constructing minimal models for complex system dynamics

    Science.gov (United States)

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

    2015-05-01

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

  8. Automated adaptive inference of phenomenological dynamical models

    Science.gov (United States)

    Daniels, Bryan C.; Nemenman, Ilya

    2015-08-01

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

  9. Ten simple rules for dynamic causal modeling.

    NARCIS (Netherlands)

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

    2010-01-01

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

  10. MODELING MICROBUBBLE DYNAMICS IN BIOMEDICAL APPLICATIONS

    Institute of Scientific and Technical Information of China (English)

    CHAHINE Georges L.; HSIAO Chao-Tsung

    2012-01-01

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

  11. General quantum Brownian motion with initially correlated and nonlinearly coupled environment

    International Nuclear Information System (INIS)

    The dynamics of an open quantum system exhibiting the quantum Brownian motion is analyzed when the coupling between the system and its environment is nonlinear, and the system and the reservoir are initially correlated. For couplings quadratic in the environment variables, the influence functional for the system is obtained perturbatively up to second order in the coupling constant, and then the propagator is explicitly evaluated when the particle is under the influence of a harmonic potential and an additional anharmonic potential, the so-called washboard potential. As an application of the propagator, the master equation and the Wigner equation are obtained for the quantum Brownian particle moving in a harmonic potential for the generalized correlated initial condition, and then for the specific case of the simplified 'thermal' initial condition. The system is shown to obey the corresponding fluctuation-dissipation theorem

  12. Bayesian semiparametric dynamic Nelson-Siegel model

    NARCIS (Netherlands)

    C. Cakmakli

    2011-01-01

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

  13. Nonparametric and semiparametric dynamic additive regression models

    DEFF Research Database (Denmark)

    Scheike, Thomas Harder; Martinussen, Torben

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

  14. Dynamic Modeling of ThermoFluid Systems

    DEFF Research Database (Denmark)

    Jensen, Jakob Munch

    2003-01-01

    The objective of the present study has been to developed dynamic models for two-phase flow in pipes (evaporation and condensation). Special attention has been given to modeling evaporators for refrigeration plant particular dry-expansion evaporators. Models of different complexity have been formu...

  15. Quantum kinetic Heisenberg models: a unique dynamics

    International Nuclear Information System (INIS)

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

  16. Identification and Modelling of Linear Dynamic Systems

    Directory of Open Access Journals (Sweden)

    Stanislav Kocur

    2006-01-01

    Full Text Available System identification and modelling are very important parts of system control theory. System control is only as good as good is created model of system. So this article deals with identification and modelling problems. There are simple classification and evolution of identification methods, and then the modelling problem is described. Rest of paper is devoted to two most known and used models of linear dynamic systems.

  17. Dynamic Modeling of a Wind Turbine System

    OpenAIRE

    Liseth, Hilde Evensen

    2011-01-01

    The objective of this paper is to derive a simple dynamic model of a wind turbine system, with focus on mechanical conditions. The investigated system is assumed to be a 10 MW reference wind turbine, with variable speed operations and a direct-drive permanent magnet synchronous generator. The model will include the mechanical dynamics where the joint inertia, the electromagnetic torque and the aerodynamic torque will influence the turbine rotational speed. Three different control strategies f...

  18. 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.

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

    Directory of Open Access Journals (Sweden)

    Carlos Borau

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

  20. Optimal control of a stochastic processing system driven by a fractional Brownian motion input

    OpenAIRE

    Ghosh, Arka P.; Roitershtein, Alexander; Weerasinghe, Ananda

    2010-01-01

    We consider a stochastic control model driven by a fractional Brownian motion. This model is a formal approximation to a queueing network with an ON-OFF input process. We study stochastic control problems associated with the long-run average cost, the infinite-horizon discounted cost, and the finite-horizon cost. In addition, we find a solution to a constrained minimization problem as an application of our solution to the long-run average cost problem. We also establish Abel...

  1. Dynamics of two nonlinear oligopoly models

    Science.gov (United States)

    Ibrahim, Adyda

    2014-06-01

    This paper considers an n firms oligopoly model with isoelastic demand function and linear cost function. This model is introduced in two different dynamical systems. In the first system, firms are assumed have naive expectation, while in the second system, firms are assumed to have bounded rationality. We study the dynamics of both dynamical systems in the special case of firms behaving identically. The main result shows that as the number of firm increases, the equilibrium in the first system becomes unstable when the number of firms is greater than four, while in the second system, there is a change in the region of stability for the equilibrium.

  2. Swarm Intelligence for Urban Dynamics Modelling

    International Nuclear Information System (INIS)

    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.

  3. Three-Dimensional Dynamic Cutting Model

    CERN Document Server

    Ispas, Constantin; Gérard, Alain; Bardac, Doru

    2009-01-01

    The determination of a dynamic law of cut is complex and often very difficult to develop. Several formulations were developed, in very complex ways being given that 3 AD crosses from there, the number of variables is much higher than out of orthogonal cut. The existence of the plan of displacements and the correlations with the elastic characteristics of the machining system thus make it possible to simplify the dynamic model 3D. A dynamic model on the basis of experimental approach is proposed. Simulation is in concord with the experimental results.

  4. 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. PMID:19105788

  5. Multi-scale modelling and dynamics

    Science.gov (United States)

    Müller-Plathe, Florian

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

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

    DEFF Research Database (Denmark)

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

    2007-01-01

    The first half of this review describes the development in mathematical models of Brownian motion after Einstein's and Smoluchowski's seminal papers and current applications to optical tweezers. This instrument of choice among single-molecule biophysicists is also an instrument of such precision...... that it requires an understanding of Brownian motion beyond Einstein's and Smoluchowski's for its calibration, and can measure effects not present in their theories. This is illustrated with some applications, current and potential. It is also shown how addition of a controlled forced motion on the...... nano-scale of the thermal motion of the tweezed object can improve the calibration of the instrument in general, and make calibration possible also in complex surroundings. The second half of the present review, starting with Sect. 9, describes the co-evolution of biological motility models with models...

  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. Haptics-based dynamic implicit solid modeling.

    Science.gov (United States)

    Hua, Jing; Qin, Hong

    2004-01-01

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

  11. Hybrid scheme for Brownian semistationary processes

    DEFF Research Database (Denmark)

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

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

  12. Arithmetic area for m planar Brownian paths

    International Nuclear Information System (INIS)

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

  13. Arithmetic area for m planar Brownian paths

    Science.gov (United States)

    Desbois, Jean; Ouvry, Stéphane

    2012-05-01

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

  14. 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.

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

    DEFF Research Database (Denmark)

    Bork, Lasse; Møller, Stig Vinther

    2015-01-01

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

  16. Hausdorff Dimension of Cut Points for Brownian Motion

    OpenAIRE

    Lawler, Gregory

    1996-01-01

    Let $B$ be a Brownian motion in $R^d$, $d=2,3$. A time $t\\in [0,1]$ is called a cut time for $B[0,1]$ if $B[0,t) \\cap B(t,1] = \\emptyset$. We show that the Hausdorff dimension of the set of cut times equals $1 - \\zeta$, where $\\zeta = \\zeta_d$ is the intersection exponent. The theorem, combined with known estimates on $\\zeta_3$, shows that the percolation dimension of Brownian motion (the minimal Hausdorff dimension of a subpath of a Brownian path) is strictly greater than one in $R^3$.

  17. The Brownian Cactus I. Scaling limits of discrete cactuses

    CERN Document Server

    Curien, Nicolas; Miermont, Grégory

    2011-01-01

    The cactus of a pointed graph is a discrete tree associated with this graph. Similarly, with every pointed geodesic metric space $E$, one can associate an $\\R$-tree called the continuous cactus of $E$. We prove under general assumptions that the cactus of random planar maps distributed according to Boltzmann weights and conditioned to have a fixed large number of vertices converges in distribution to a limiting space called the Brownian cactus, in the Gromov-Hausdorff sense. Moreover, the Brownian cactus can be interpreted as the continuous cactus of the so-called Brownian map.

  18. An excursion approach to maxima of the Brownian bridge

    Science.gov (United States)

    Perman, Mihael; Wellner, Jon A.

    2016-01-01

    Distributions of functionals of Brownian bridge arise as limiting distributions in non-parametric statistics. In this paper we will give a derivation of distributions of extrema of the Brownian bridge based on excursion theory for Brownian motion. The idea of rescaling and conditioning on the local time has been used widely in the literature. In this paper it is used to give a unified derivation of a number of known distributions, and a few new ones. Particular cases of calculations include the distribution of the Kolmogorov-Smirnov statistic and the Kuiper statistic.

  19. The exit distribution for iterated Brownian motion in cones

    OpenAIRE

    Banuelos, Rodrigo; DeBlassie, Dante

    2004-01-01

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

  20. Dynamics of Internal Models in Game Players

    CERN Document Server

    Taiji, M; Taiji, Makoto; Ikegami, Takashi

    1998-01-01

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

  1. A stochastic evolutionary model for survival dynamics

    CERN Document Server

    Fenner, Trevor; Loizou, George

    2014-01-01

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

  2. Stochastic transition model for pedestrian dynamics

    CERN Document Server

    Schultz, Michael

    2012-01-01

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

  3. Spatial Pattern Dynamics in Aquatic Ecosystem Modelling

    NARCIS (Netherlands)

    Hong Li

    2009-01-01

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

  4. Identification of Dynamic Stochastic General Equilibrium Models

    OpenAIRE

    Morris, Stephen David

    2014-01-01

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

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

    NARCIS (Netherlands)

    Elhorst, J. Paul

    2012-01-01

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

  6. Concept-Oriented Modeling of Dynamic Behavior

    NARCIS (Netherlands)

    Breedveld, P.C.; Borutzky, Wolfgang

    2011-01-01

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

  7. Recursive Linear Models of Dynamic Economies

    OpenAIRE

    Lars Peter Hansen; Sargent, Thomas J.

    1990-01-01

    This paper describes a class of dynamic stochastic linear quadratic equilibrium models. A model is specified by naming lists of matrices that determine preferences, technology, and the information structure. Aggregate equilibrium allocations and prices are computed by solving a social planning problem in the form of an optimal linear regulator. Heterogeneity among agents is permitted. Several examples are computed.

  8. Cosmological model with dynamical curvature

    CERN Document Server

    Stichel, Peter C

    2016-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Castro C.

    2006-01-01

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

  10. Adaptation dynamics of the quasispecies model

    Indian Academy of Sciences (India)

    Kavita Jain

    2008-08-01

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

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

    Science.gov (United States)

    Torres-Carbajal, Alexis; Castañeda-Priego, Ramón

    2016-07-14

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

  12. ReaDDy--a software for particle-based reaction-diffusion dynamics in crowded cellular environments.

    Directory of Open Access Journals (Sweden)

    Johannes Schöneberg

    Full Text Available We introduce the software package ReaDDy for simulation of detailed spatiotemporal mechanisms of dynamical processes in the cell, based on reaction-diffusion dynamics with particle resolution. In contrast to other particle-based reaction kinetics programs, ReaDDy supports particle interaction potentials. This permits effects such as space exclusion, molecular crowding and aggregation to be modeled. The biomolecules simulated can be represented as a sphere, or as a more complex geometry such as a domain structure or polymer chain. ReaDDy bridges the gap between small-scale but highly detailed molecular dynamics or Brownian dynamics simulations and large-scale but little-detailed reaction kinetics simulations. ReaDDy has a modular design that enables the exchange of the computing core by efficient platform-specific implementations or dynamical models that are different from Brownian dynamics.

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

    Science.gov (United States)

    Sugioka, Hideyuki

    2016-03-01

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

  14. Experimental Modeling of Dynamic Systems

    DEFF Research Database (Denmark)

    Knudsen, Morten Haack

    2006-01-01

    insight. It is based on a sensitivity approach that is useful for choice of model structure, for experiment design, and for accuracy verification. The method is implemented in the Matlab toolkit Senstools. The method and the presentation have been developed with generally preferred learning styles in mind...

  15. Dynamical Modeling of Surface Tension

    Science.gov (United States)

    Brackbill, Jeremiah U.; Kothe, Douglas B.

    1996-01-01

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

  16. Modeling of Dynamic FRC Formation

    Science.gov (United States)

    Mok, Yung; Barnes, Dan; Dettrick, Sean

    2010-11-01

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

  17. Induction generator models in dynamic simulation tools

    DEFF Research Database (Denmark)

    Knudsen, Hans; Akhmatov, Vladislav

    1999-01-01

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

  18. Modeling the Dynamics of Compromised Networks

    Energy Technology Data Exchange (ETDEWEB)

    Soper, B; Merl, D M

    2011-09-12

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

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

    International Nuclear Information System (INIS)

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

    Energy Technology Data Exchange (ETDEWEB)

    Karzar-Jeddi, Mehdi; Fan, Tai-Hsi, E-mail: thfan@engr.uconn.edu [Department of Mechanical Engineering, University of Connecticut, Storrs, Connecticut 06269-3139 (United States); Tuinier, Remco [Van' t Hoff Laboratory for Physical and Colloid Chemistry, Debye Institute, Department of Chemistry, Utrecht University, Padualaan 8, 3584 CH, Utrecht (Netherlands); DSM ChemTech R and D, P.O. Box 18, 6160 MD Geleen (Netherlands); Taniguchi, Takashi [Graduate School of Engineering, Kyoto University Katsura Campus, Nishikyo-ku, Kyoto 615-8510 (Japan)

    2014-06-07

    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.