A Brownian Energy Depot Model of the Basilar Membrane Oscillation with a Braking Mechanism
Zhang, Yong; Lee, Kong-Ju-Bock; Park, Youngah
2008-01-01
High auditory sensitivity, sharp frequency selectivity, and otoacoustic emissions are signatures of active amplification of the cochlea. The human ear can also detect very large amplitude sound without being damaged as long as the exposed time is not too long. The outer hair cells are believed as the best candidate for the active force generator of the mammalian cochlea. In this paper, we propose a new model for the basilar membrane oscillation which successfully describes both the active and the protective mechanisms by employing an energy depot concept and a critical velocity of the basilar membrane. One of the main results is that thermal noise in the absence of external stimulation can be amplified leading to the spontaneous basilar membrane oscillation. The compressive response of the basilar membrane at the characteristic frequency and the dynamic response to the stimulation are consistent with the experimental results as expected. Our model also shows the nonlinear distortion of the response of the bas...
Free Energies and Fluctuations for the Unitary Brownian Motion
Dahlqvist, Antoine
2016-12-01
We show that the Laplace transforms of traces of words in independent unitary Brownian motions converge towards an analytic function on a non trivial disc. These results allow one to study the asymptotic behavior of Wilson loops under the unitary Yang-Mills measure on the plane with a potential. The limiting objects obtained are shown to be characterized by equations analogue to Schwinger-Dyson's ones, named here after Makeenko and Migdal.
Tsekov, Roumen
2016-06-01
A Brownian harmonic oscillator, which dissipates energy either by friction or via emission of electromagnetic radiation, is considered. This Brownian emitter is driven by the surrounding thermo-quantum fluctuations, which are theoretically described by the fluctuation-dissipation theorem. It is shown how the Abraham-Lorentz force leads to dependence of the half-width on the peak frequency of the oscillator amplitude spectral density. It is found that for the case of a charged particle moving in vacuum at zero temperature, its root-mean-square velocity fluctuation is a universal constant, equal to roughly 1/18 of the speed of light. The relevant Fokker-Planck and Smoluchowski equations are also derived.
Free energy and entropy production rate for a Brownian particle that walks on overdamped medium
Taye, Mesfin Asfaw
2016-09-01
We derive general expressions for the free energy, entropy production, and entropy extraction rates for a Brownian particle that walks in a viscous medium where the dynamics of its motion is governed by the Langevin equation. It is shown that, when the system is out of equilibrium, it constantly produces entropy and at the same time extracts entropy out of the system. Its entropy production and extraction rates decrease in time and saturate to a constant value. In the long-time limit, the rate of entropy production balances the rate of entropy extraction and, at equilibrium, both entropy production and extraction rates become zero. Moreover, considering different model systems, not only do we investigate how various thermodynamic quantities behave in time but also we discuss the fluctuation theorem in detail.
Burdzy, Krzysztof; Pal, Soumik
2010-01-01
We prove that the distance between two reflected Brownian motions outside a sphere in a 3-dimensional flat torus does not converge to 0, a.s., if the radius of the sphere is sufficiently small, relative to the size of the torus.
Randrup, Jorgen
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 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.
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.
DEFF Research Database (Denmark)
Johnson, Philip M.; Xu, Yongwen; Brewer, Robert S.;
2013-01-01
Satisfying the radically different requirements and operating assumptions of the next generation smart grid requires new kinds of software that enable research and experimentation into the ways that electrical energy production and consumption can be collected, analyzed, visualized, and provided...... to consumers. Since 2009, we have been designing, implementing, and evaluating an open source software "stack" to facilitate this research. This software stack consists of two custom systems called WattDepot and Makahiki, along with the open source components they rely upon (Java, Restlet, Postgres, Python...
Sun, Bo; Lin, Jiayi; Darby, Ellis; Grosberg, Alexander Y.; Grier, David G.
2009-07-01
Mechanical equilibrium at zero temperature does not necessarily imply thermodynamic equilibrium at finite temperature for a particle confined by a static but nonconservative force field. Instead, the diffusing particle can enter into a steady state characterized by toroidal circulation in the probability flux, which we call a Brownian vortex. The circulatory bias in the particle’s thermally driven trajectory is not simply a deterministic response to the solenoidal component of the force but rather reflects interplay between advection and diffusion in which thermal fluctuations extract work from the nonconservative force field. As an example of this previously unrecognized class of stochastic heat engines, we consider a colloidal sphere diffusing in a conventional optical tweezer. We demonstrate both theoretically and experimentally that nonconservative optical forces bias the particle’s fluctuations into toroidal vortexes whose circulation can reverse direction with temperature or laser power.
Techno-economic analysis of decentralized biomass processing depots.
Lamers, Patrick; Roni, Mohammad S; Tumuluru, Jaya S; Jacobson, Jacob J; Cafferty, Kara G; Hansen, Jason K; Kenney, Kevin; Teymouri, Farzaneh; Bals, Bryan
2015-10-01
Decentralized biomass processing facilities, known as biomass depots, may be necessary to achieve feedstock cost, quantity, and quality required to grow the future U.S. bioeconomy. In this paper, we assess three distinct depot configurations for technical difference and economic performance. The depot designs were chosen to compare and contrast a suite of capabilities that a depot could perform ranging from conventional pelleting to sophisticated pretreatment technologies. Our economic analyses indicate that depot processing costs are likely to range from ∼US$30 to US$63 per dry metric tonne (Mg), depending upon the specific technology implemented and the energy consumption for processing equipment such as grinders and dryers. We conclude that the benefits of integrating depots into the overall biomass feedstock supply chain will outweigh depot processing costs and that incorporation of this technology should be aggressively pursued.
The Operation Exergy Analysis for Crude Oil Depot Energy System%原油库能量系统的运行(火用)分析
Institute of Scientific and Technical Information of China (English)
成庆林; 王洋; 余涛; 孙晓丽
2012-01-01
With the increase of our country's crude oil reserves capacity, energy consumption in oil depot production will further increase. For this kind of complex and dynamic energy consumption system composed of oil storage tank, transfer pump, heating furnace and the other energy consumption unit according to certain topological relationships, the thermodynamics exergy analysis which can be used to reflect the true value and utilization degree of enengy is applied to perform a comprehensive analysis from the view of energy quality. Firstly, the sequential modular approach was used to determine the node parameters of oil depot unit module. Then according to the technological process, the gray box exergy model of oil depot system was established. Furthermore, the positive equilibrium exergy efficiency, exergy loss coefficient and anti-balance efficiency formula were given out. The case study of exergy analysis application in a certain oil depot shows that the exergy loss coefficient of furnace is 73. 99% , which is the maximum loss in oil depot. Among its various exergy losses, exergy loss of heat exchange is up to 47%. Therefore, it is important to improve energy level match in heat exchange process of furnace for increasing the exergy efficiency of oil depot.%随着我国原油储备能力的增加,原油库的生产能耗将进一步增大.对于油库这种由储油罐、输油泵、加热炉等用能单元按照一定拓扑关系连接组成的总能系统,热力学(火用)分析方法可从能质角度对其进行全面分析,反映能的真正价值和利用程度.首先采用序贯模块法确定油库系统各单元模块的节点参数,然后根据工艺流程的特点,建立了系统(火用)分析的灰箱模型,给出了正平衡(火用)效率、(火用)损系数及反平衡(火用)效率的计算式.对某油库进行(火用)分析的应用实例研究,结果表明加热炉的(炯)损系数为73.99％,是油库(火用)损最大的设备；在其各项(火用)
Brownian ratchets in physics and biology
Bier, Martin
1997-06-01
Thirty years ago Feynman et al. presented a paradox in the Lectures on Physics: an imagined device could let Brownian motion do work by allowing it in one direction and blocking it in the opposite direction. In the chapter Feynman et al. eventually show that such ratcheting can only be achieved if there is, in compliance with the basic conservation laws, some energy input from an external source. Now that technology is going into ever smaller dimensions, ratcheting Brownian motion seems to be a real possibility in nanotechnological applications. Furthermore, Brownian motion plays an essential role in the action of motor proteins (individual molecules that convert chemical energy into motion).
Efficiency of Brownian heat engines.
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.
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.
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 baths1. However, this bound needs to be reinterpreted at microscopic scales, where molecular bio-motors2 and some artificial micro-engines3-5 operate. As described by stochastic thermodynamics6,7, energy transfers in microscopic systems are random and thermal fluctuations induce transient decreases of entropy, allowing for possible violations of the Carnot limit8. 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 temperatures9-11. 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.
Van Den Broek, Martijn; Van Den Broeck, Christian
2007-01-01
We present the exact analysis of a chiral Brownian motor and heat pump. Optimization of the construction predicts, for a nanoscale device, frequencies of the order of kHz and cooling rates of the order of femtojoule per second.
van den Broek, M; Van den Broeck, C
2008-04-04
We present the exact analysis of a chiral Brownian motor and heat pump. Optimization of the construction predicts, for a nanoscale device, frequencies of the order of kHz and cooling rates of the order of femtojoule per second.
Roynette, Bernard
2009-01-01
Penalising a process is to modify its distribution with a limiting procedure, thus defining a new process whose properties differ somewhat from those of the original one. We are presenting a number of examples of such penalisations in the Brownian and Bessel processes framework. The Martingale theory plays a crucial role. A general principle for penalisation emerges from these examples. In particular, it is shown in the Brownian framework that a positive sigma-finite measure takes a large class of penalisations into account.
DEFF Research Database (Denmark)
Chapoy, Larry Lawrence; DuPré, Donald B.
1978-01-01
An expression is derived for the anisotropic fluorescent emission in uniaxial liquid crystals where fluorescent sites governed by an initial nonrandom distribution of orientations are subject to rotational Brownian motion. The possibility of nonparallelism of absorption and emission oscillators...
Noncommutative Brownian motion
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.
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.
Malgaretti, Paolo; Pagonabarraga, Ignacio; Rubi, J Miguel
2013-05-21
We analyze the dynamics of Brownian ratchets in a confined environment. The motion of the particles is described by a Fick-Jakobs kinetic equation in which the presence of boundaries is modeled by means of an entropic potential. The cases of a flashing ratchet, a two-state model, and a ratchet under the influence of a temperature gradient are analyzed in detail. We show the emergence of a strong cooperativity between the inherent rectification of the ratchet mechanism and the entropic bias of the fluctuations caused by spatial confinement. Net particle transport may take place in situations where none of those mechanisms leads to rectification when acting individually. The combined rectification mechanisms may lead to bidirectional transport and to new routes to segregation phenomena. Confined Brownian ratchets could be used to control transport in mesostructures and to engineer new and more efficient devices for transport at the nanoscale.
Anomalous Brownian Refrigerator
Rana, Shubhashis; Pal, P. S.; Saha, Arnab; Jayannavar, A. M.
2015-01-01
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 particle 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 ...
Brownian Motion, "Diverse and Undulating"
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.
DEPOT: A Database of Environmental Parameters, Organizations and Tools
Energy Technology Data Exchange (ETDEWEB)
CARSON,SUSAN D.; HUNTER,REGINA LEE; MALCZYNSKI,LEONARD A.; POHL,PHILLIP I.; QUINTANA,ENRICO; SOUZA,CAROLINE A.; HIGLEY,KATHRYN; MURPHIE,WILLIAM
2000-12-19
The Database of Environmental Parameters, Organizations, and Tools (DEPOT) has been developed by the Department of Energy (DOE) as a central warehouse for access to data essential for environmental risk assessment analyses. Initial efforts have concentrated on groundwater and vadose zone transport data and bioaccumulation factors. DEPOT seeks to provide a source of referenced data that, wherever possible, includes the level of uncertainty associated with these parameters. Based on the amount of data available for a particular parameter, uncertainty is expressed as a standard deviation or a distribution function. DEPOT also provides DOE site-specific performance assessment data, pathway-specific transport data, and links to environmental regulations, disposal site waste acceptance criteria, other environmental parameter databases, and environmental risk assessment models.
Brownian motion from molecular dynamics
Shin, Hyun Kyung; Talkner, Peter; Lee, Eok Kyun
2010-01-01
Brownian motion of single particles with various masses M and diameters D is studied by molecular dynamics simulations. Besides the momentum auto-correlation function of the Brownian particle the memory function and the fluctuating force which enter the generalized Langevin equation of the Brownian particle are determined and their dependence on mass and diameter are investigated for two different fluid densities. Deviations of the fluctuating force distribution from a Gaussian form are observed for small particle diameters. For heavy particles the deviations of the fluctuating force from the total force acting on the Brownian particle decrease linearly with the mass ratio m/M where m denotes the mass of a fluid particle.
Brownian Motion Theory and Experiment
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.
Archimedes' principle for Brownian liquid
Burdzy, Krzysztof; Chen, Zhen-Qing; 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 ...
Archimedes' principle for Brownian liquid
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.
Anomalous Brownian refrigerator
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.
Generalization of Brownian Motion with Autoregressive Increments
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...
Sharman, E D; Lancaster, P A; Krehbiel, C R; Hilton, G G; Stein, D R; Desilva, U; Horn, G W
2013-05-01
Fifty-five normal-weaned Angus steers (268 ± 22 kg; 265 ± 16 d of age) were used to evaluate the effects of starch- vs. fiber-based energy supplements for stocker cattle grazing low-quality dormant native range on growth performance, body composition, and adipose tissue development of different fat depots. Steers were randomly allotted to 4 treatments: 1.02 kg·steer(-1)·d(-1) of a 40% CP cottonseed meal-based supplement (CON), corn/soybean meal-based supplement fed at 1% of BW (CORN), soybean hull/soybean meal-based supplement fed at 1% of BW (SBH), or dried distillers grains with solubles fed at 1% of BW (DDGS). All supplements were individually fed 5 d/wk during the 121-d winter grazing phase. After winter grazing, 3 steers per treatment were harvested to determine body composition and carcass characteristics, and collect subcutaneous (SC) and perirenal (PR) adipose tissue samples. The remaining steers grazed cool-season grass pastures for 74 d without supplementation before finishing. Steers were fed a common finishing diet for 113 d before harvest, at which time carcass characteristics were collected at a commercial abattoir. Energy supplementation increased (P Energy supplementation increased (P 0.13) 12th rib fat thickness or marbling score at intermediate harvest compared with CON steers. The mRNA expression of genes involved in lipogenesis and markers of adipogenesis were greater (P energy-supplemented steers compared with CON steers but not in SC adipose tissue. Fiber-supplemented steers had greater (P energy-supplemented steers had greater (P energy supplementation nor type of energy supplement influenced intramuscular fat deposition in stocker cattle grazing dormant native range. These data suggest that the total energy intake and stage of animal maturity during grazing supplementation were not great enough to influence marbling deposition.
Harmonic functions on Walsh's Brownian motion
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...
The Home Depot Upgrades its Corporate Building Prototype
Energy Technology Data Exchange (ETDEWEB)
none,
2013-03-01
The Home Depot partnered with the Department of Energy (DOE) to develop and implement solutions to build new, low-energy buildings that are at least 50% below Standard 90.1-2007 of the American Society of Heating, Refrigerating, and Air-Conditioning Engineers (ASHRAE), the American National Standards Institute (ANSI), and the Illuminating Engineering Society of North America (IESNA) as part of DOE’s Commercial Building Partnerships (CBP) Program.
A simple model for Brownian motion leading to the Langevin equation
Grooth, de Bart G.
1999-01-01
A simple one-dimensional model is presented for the motion of a Brownian particle. It is shown how the collisions between a Brownian particle and its surrounding molecules lead to the Langevin equation, the power spectrum of the stochastic force, and the equipartition of kinetic energy.
Brownian Motion and General Relativity
O'Hara, Paul
2013-01-01
We construct a model of Brownian Motion on a pseudo-Riemannian manifold associated with general relativity. There are two aspects of the problem: The first is to define a sequence of stopping times associated with the Brownian "kicks" or impulses. The second is to define the dynamics of the particle along geodesics in between the Brownian kicks. When these two aspects are taken together, we can associate various distributions with the motion. We will find that the statistics of space-time events will obey a temperature dependent four dimensional Gaussian distribution defined over the quaternions which locally can be identified with Minkowski space. Analogously, the statistics of the 4-velocities will obey a kind of Maxwell-Juttner distribution. In contrast to previous work, our processes are characterized by two independent proper time variables defined with respect to the laboratory frame: a discrete one corresponding to the stopping times when the impulses take place and a continuous one corresponding to th...
Entropic forces in Brownian motion
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.
Brownian movement and molecular reality
Perrin, Jean
2005-01-01
How do we know that molecules really exist? An important clue came from Brownian movement, a concept developed in 1827 by botanist Robert Brown, who noticed that tiny objects like pollen grains shook and moved erratically when viewed under a microscope. Nearly 80 years later, in 1905, Albert Einstein explained this ""Brownian motion"" as the result of bombardment by molecules. Einstein offered a quantitative explanation by mathematically estimating the average distance covered by the particles over time as a result of molecular bombardment. Four years later, Jean Baptiste Perrin wrote Brownia
Network technology for depot modernization
Energy Technology Data Exchange (ETDEWEB)
Hostick, C.J.
1990-12-01
This report was prepared by the Pacific Northwest Laboratory to summarize existing and emerging information system technology and standards applicable to Depot System Command (DESCOM) modernization efforts. The intent of this summarization is to provide the Revitalization of Army Depots for the Year 2000 (READY 2000) team a clear understanding of the enabling information system technologies required to support effective modernization activities. Much of the information contained in this report was acquired during the last year in support of the US Army Armament, Munitions, and Chemical Command (AMCCOM) Facility Integrated Manufacturing Management System (FIMMS) project at PNL, which is targeting the modernization of plant-wide information systems at Army Ammunition Plants. The objective of information system modernization is to improve the effectiveness of an organization in performing its mission. Information system modernization strives to meet this objective by creating an environment where data is electronically captured near the source and readily available to all areas of the organization. Advanced networks, together with related information system technology, are the enabling mechanisms that make modern information system infrastructures possible. The intent of this paper is to present an overview of advanced information system network technology to support depot modernization planners in making technology management decisions. Existing and emerging Open System Interconnection (OSI) and Government Open System Interconnection Profile (GOSIP) standards are explained, as well as a brief assessment of existing products compliant with these standards. Finally, recommendations for achieving plant-wide integration using existing products are presented, and migration strategies for full OSI compliance are introduced. 5 refs., 16 figs. (JF)
Near-field optically driven Brownian motors (Conference Presentation)
Wu, Shao-Hua; Huang, Ningfeng; Jaquay, Eric; Povinelli, Michelle L.
2016-09-01
Brownian ratchets are of fundamental interest in fields from statistical physics to molecular motors. The realization of Brownian ratchets in engineered systems opens up the potential to harness thermal energy for directed motion, with applications in transport and sorting of nanoparticles. Implementations based on optical traps provide a high degree of tunability along with precise spatiotemporal control. Near-field optical methods provide particular flexibility and ease of on-chip integration with other microfluidic components. Here, we demonstrate the first all-optical, near-field Brownian ratchet. Our approach uses an asymmetrically patterned photonic crystal and yields an ultra-stable trap stiffness of 253.6 pN/nm-W, 100x greater than conventional optical tweezers. By modulating the laser power, optical ratcheting with transport speed of 1 micron/s can be achieved, allowing a variety of dynamical lab-on-a-chip applications. The resulting transport speed matches well with the theoretical prediction.
Space Transportation Infrastructure Supported By Propellant Depots
Smitherman, David; Woodcock, Gordon
2012-01-01
A space transportation infrastructure is described that utilizes propellant depot servicing platforms to support all foreseeable missions in the Earth-Moon vicinity and deep space out to Mars. The infrastructure utilizes current expendable launch vehicle (ELV) systems such as the Delta IV Heavy, Atlas V, and Falcon 9, for all crew, cargo, and propellant launches to orbit. Propellant launches are made to Low-Earth-Orbit (LEO) Depot and an Earth-Moon Lagrange Point 1 (L1) Depot to support a new reusable in-space transportation vehicles. The LEO Depot supports missions to Geosynchronous Earth Orbit (GEO) for satellite servicing and to L1 for L1 Depot missions. The L1 Depot supports Lunar, Earth-Sun L2 (ESL2), Asteroid and Mars Missions. New vehicle design concepts are presented that can be launched on current 5 meter diameter ELV systems. These new reusable vehicle concepts include a Crew Transfer Vehicle (CTV) for crew transportation between the LEO Depot, L1 Depot and missions beyond L1; a new reusable lunar lander for crew transportation between the L1 Depot and the lunar surface; and Mars orbital Depot are based on International Space Station (ISS) heritage hardware. Data provided includes the number of launches required for each mission utilizing current ELV systems (Delta IV Heavy or equivalent) and the approximate vehicle masses and propellant requirements. Also included is a discussion on affordability with ideas on technologies that could reduce the number of launches required and thoughts on how this infrastructure include competitive bidding for ELV flights and propellant services, developments of new reusable in-space vehicles and development of a multiuse infrastructure that can support many government and commercial missions simultaneously.
Thermodynamic characteristics of a Brownian heat pump in a spatially periodic temperature field
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
This paper has studied the thermodynamic performance of a thermal Brownian heat pump,which consists of Brownian particles moving at a periodic sawtooth potential with external forces and contacting with the alternating hot and cold reservoirs along the space coordinate.The heat flows driven by both potential and kinetic energies are taken into account.The analytical expressions for the heating load,coefficient of performance(COP) and power input of the Brownian heat pump are derived and the performance characteristics are obtained by numerical calculations.It is shown that due to the heat flow via the change of kinetic energy of the particles,the Brownian heat pump is always irreversible and the COP can never attain the Carnot COP.The study has also investigated the influences of the operating parameters,i.e.the external force,barrier height of the potential,asymmetry of the sawtooth potential and temperature ratio of the heat reservoirs,on the performance of the Brownian heat pump.The effective regions of external force and barrier height of the potential in which the Brownian motor can operates as a heat pump are determined.The results show that the performance of the Brownian heat pump greatly depends on the parameters;if the parameters are properly chosen,the Brownian heat pump may be controlled to operate in the optimal regimes.
The Numerical Investigation of Temperature and Velocity Distribution in the High-Bay Depot
Directory of Open Access Journals (Sweden)
Xuehong Wu
2014-07-01
Full Text Available High-bay depot plays an important role in the storage industry. Due to large and high space of high-bay depot, it is difficult to make temperature distribution uniform, which will influence the storage time of raw materials. In this paper, the aim is to find the reasonable air supply and energy-saving method; a supply-air method of high-bay depot is investigated as an example. The results show the radius and spacing of the supply-air inlet have great influence on temperature distribution. The temperature nonuniformity coefficient of summer is smaller than that of winter. The investigated results can provide a theoretical reference for the high-bay depot design and economic operation.
Ratcheted electrophoresis of Brownian particles
Kowalik, Mikołaj; Bishop, Kyle J. M.
2016-05-01
The realization of nanoscale machines requires efficient methods by which to rectify unbiased perturbations to perform useful functions in the presence of significant thermal noise. The performance of such Brownian motors often depends sensitively on their operating conditions—in particular, on the relative rates of diffusive and deterministic motions. In this letter, we present a type of Brownian motor that uses contact charge electrophoresis of a colloidal particle within a ratcheted channel to achieve directed transport or perform useful work against an applied load. We analyze the stochastic dynamics of this model ratchet to show that it functions under any operating condition—even in the limit of strong thermal noise and in contrast to existing ratchets. The theoretical results presented here suggest that ratcheted electrophoresis could provide a basis for electrochemically powered, nanoscale machines capable of transport and actuation of nanoscale components.
Brownian motion and stochastic calculus
Karatzas, Ioannis
1998-01-01
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...
Radiation Reaction on Brownian Motions
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.
2009-09-01
of Representatives DEPOT MAINTENANCE Improved Strategic Planning Needed to Ensure That Army and Marine Corps Depots Can Meet Future...Depot Maintenance. Improved Strategic Planning Needed to Ensure That Army and Marine Corps Depots Can Meet Future Maintenance Requirements 5a... Strategic Planning Needed to Ensure That Army and Marine Corps Depots Can Meet Future Maintenance Requirements Highlights of GAO-09-865, a report to
Forecasting Wartime Depot-Level Component Workloads.
1985-01-01
Baseline Study the NALC assumed that all failures sent to the depot must be repaired, despite the fact that ASO plans to buy war reserve stock to...be bought to fill these demands. Note, however, that the stock buy for the 0 exponential pipeline case is somewhat less than that required for the...daily demands on depot supply to BCN rates Minimum workload 200 - Baseline- 23 month scenario -Low BCM 175 - .. . High BCM7i. -- Hgh BCM half sortie 150
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.
Molecular Motors: Power Strokes Outperform Brownian Ratchets.
Wagoner, Jason A; Dill, Ken A
2016-07-07
Molecular motors convert chemical energy (typically from ATP hydrolysis) to directed motion and mechanical work. Their actions are often described in terms of "Power Stroke" (PS) and "Brownian Ratchet" (BR) mechanisms. Here, we use a transition-state model and stochastic thermodynamics to describe a range of mechanisms ranging from PS to BR. We incorporate this model into Hill's diagrammatic method to develop a comprehensive model of motor processivity that is simple but sufficiently general to capture the full range of behavior observed for molecular motors. We demonstrate that, under all conditions, PS motors are faster, more powerful, and more efficient at constant velocity than BR motors. We show that these differences are very large for simple motors but become inconsequential for complex motors with additional kinetic barrier steps.
Cost and Precision of Brownian Clocks
Barato, Andre C
2016-01-01
Brownian clocks are biomolecular networks that can count time. A paradigmatic example are proteins that go through a cycle thus regulating some oscillatory behaviour in a living system. Typically, such a cycle requires free energy often provided by ATP hydrolysis. We investigate the relation between the precision of such a clock and its thermodynamic costs. For clocks driven by a constant thermodynamic force, a given precision requires a minimal cost that diverges as the uncertainty of the clock vanishes. In marked contrast, we show that a clock driven by a periodic variation of an external protocol can achieve arbitrary precision at arbitrarily low cost. This result constitutes a fundamental difference between processes driven by a fixed thermodynamic force and those driven periodically. As a main technical tool, we map a periodically driven system with a deterministic protocol to one subject to an external protocol that changes in stochastic time intervals, which simplifies calculations significantly. In th...
Brownian motion of helical flagella.
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.
de Boer, J.; Hubeny, V.E.; Rangamani, M.; Shigemori, M.
2009-01-01
We study Brownian motion and the associated Langevin equation in AdS/CFT. The Brownian particle is realized in the bulk spacetime as a probe fundamental string in an asymptotically AdS black hole background, stretching between the AdS boundary and the horizon. The modes on the string are excited by
Generalized functionals of Brownian motion
Directory of Open Access Journals (Sweden)
N. U. Ahmed
1994-01-01
Full Text Available In this paper we discuss some recent developments in the theory of generalized functionals of Brownian motion. First we give a brief summary of the Wiener-Ito multiple Integrals. We discuss some of their basic properties, and related functional analysis on Wiener measure space. then we discuss the generalized functionals constructed by Hida. The generalized functionals of Hida are based on L2-Sobolev spaces, thereby, admitting only Hs, s∈R valued kernels in the multiple stochastic integrals. These functionals are much more general than the classical Wiener-Ito class. The more recent development, due to the author, introduces a much more broad class of generalized functionals which are based on Lp-Sobolev spaces admitting kernels from the spaces p,s, s∈R. This allows analysis of a very broad class of nonlinear functionals of Brownian motion, which can not be handled by either the Wiener-Ito class or the Hida class. For s≤0, they represent generalized functionals on the Wiener measure space like Schwarz distributions on finite dimensional spaces. In this paper we also introduce some further generalizations, and construct a locally convex topological vector space of generalized functionals. We also present some discussion on the applications of these results.
Depot specific differences during adipogenesis of porcine stromal-vascular cells.
Samulin, Johanna; Lien, Sigbjørn; Grindflek, Eli; Berget, Ingunn; Ruyter, Bente; Sundvold, Hilde
2008-05-01
Recently a role of adipose tissue as an endocrine organ secreting factors involved in the regulation of whole-body energy homeostasis has emerged. Preadipocytes in different fat depots have distinct adipogenic potential and the metabolic activity differs between mature adipocytes of different depot origins. Here we describe the proliferation and differentiation of stromal-vascular cells derived from subcutaneous and visceral fat depots of adult pigs. We demonstrate that subcutaneous porcine preadipocytes proliferate more actively and that individual subcutaneous adipocytes have a more rapid accumulation of triacylglycerols than visceral cells. During differentiation, subcutaneous and visceral preadipocytes showed similar gene expression patterns with increased expression of adiponectin (APM1), adipocyte-specific fatty acid binding protein (FABP4), catalase (CAT), and peroxisome proliferator-activated receptor gamma 2 (PPARG2). Furthermore, initial data showing depot-originated effects on the expression of CAT, carnitine palmitoyl transferase 1B (CPT1B) and FABP4 suggest possible depot specific differences in the function and metabolism of mature porcine adipocytes.
Brownian relaxation of an inelastic sphere in air
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.
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.
Blending Brownian motion and heat equation
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.
Locating Depots for Capacitated Vehicle Routing
DEFF Research Database (Denmark)
Gørtz, Inge Li; Nagarajan, Viswanath
2011-01-01
We study a location-routing problem in the context of capacitated vehicle routing. The input to k-LocVRP is a set of demand locations in a metric space and a fleet of k vehicles each of capacity Q. The objective is to locate k depots, one for each vehicle, and compute routes for the vehicles so...
Fluctuation relations for a driven Brownian particle
Imparato, A.; Peliti, L.
2006-08-01
We consider a driven Brownian particle, subject to both conservative and nonconservative applied forces, whose probability evolves according to the Kramers equation. We derive a general fluctuation relation, expressing the ratio of the probability of a given Brownian path in phase space with that of the time-reversed path, in terms of the entropy flux to the heat reservoir. This fluctuation relation implies those of Seifert, Jarzynski, and Gallavotti-Cohen in different special cases.
Amoeba-inspired nanoarchitectonic computing implemented using electrical Brownian ratchets.
Aono, M; Kasai, S; Kim, S-J; Wakabayashi, M; Miwa, H; Naruse, M
2015-06-12
In this study, we extracted the essential spatiotemporal dynamics that allow an amoeboid organism to solve a computationally demanding problem and adapt to its environment, thereby proposing a nature-inspired nanoarchitectonic computing system, which we implemented using a network of nanowire devices called 'electrical Brownian ratchets (EBRs)'. By utilizing the fluctuations generated from thermal energy in nanowire devices, we used our system to solve the satisfiability problem, which is a highly complex combinatorial problem related to a wide variety of practical applications. We evaluated the dependency of the solution search speed on its exploration parameter, which characterizes the fluctuation intensity of EBRs, using a simulation model of our system called 'AmoebaSAT-Brownian'. We found that AmoebaSAT-Brownian enhanced the solution searching speed dramatically when we imposed some constraints on the fluctuations in its time series and it outperformed a well-known stochastic local search method. These results suggest a new computing paradigm, which may allow high-speed problem solving to be implemented by interacting nanoscale devices with low power consumption.
A discrete impulsive model for random heating and Brownian motion
Ramshaw, John D.
2010-01-01
The energy of a mechanical system subjected to a random force with zero mean increases irreversibly and diverges with time in the absence of friction or dissipation. This random heating effect is usually encountered in phenomenological theories formulated in terms of stochastic differential equations, the epitome of which is the Langevin equation of Brownian motion. We discuss a simple discrete impulsive model that captures the essence of random heating and Brownian motion. The model may be regarded as a discrete analog of the Langevin equation, although it is developed ab initio. Its analysis requires only simple algebraic manipulations and elementary averaging concepts, but no stochastic differential equations (or even calculus). The irreversibility in the model is shown to be a consequence of a natural causal stochastic condition that is closely analogous to Boltzmann's molecular chaos hypothesis in the kinetic theory of gases. The model provides a simple introduction to several ostensibly more advanced topics, including random heating, molecular chaos, irreversibility, Brownian motion, the Langevin equation, and fluctuation-dissipation theorems.
Engineered swift equilibration of a Brownian particle
Martínez, Ignacio A.; Petrosyan, Artyom; Guéry-Odelin, David; Trizac, Emmanuel; Ciliberto, Sergio
2016-09-01
A fundamental and intrinsic property of any device or natural system is its relaxation time τrelax, which is the time it takes to return to equilibrium after the sudden change of a control parameter. Reducing τrelax is frequently necessary, and is often obtained by a complex feedback process. To overcome the limitations of such an approach, alternative methods based on suitable driving protocols have been recently demonstrated, for isolated quantum and classical systems. Their extension to open systems in contact with a thermostat is a stumbling block for applications. Here, we design a protocol, named Engineered Swift Equilibration (ESE), that shortcuts time-consuming relaxations, and we apply it to a Brownian particle trapped in an optical potential whose properties can be controlled in time. We implement the process experimentally, showing that it allows the system to reach equilibrium 100 times faster than the natural equilibration rate. We also estimate the increase of the dissipated energy needed to get such a time reduction. The method paves the way for applications in micro- and nano-devices, where the reduction of operation time represents as substantial a challenge as miniaturization.
Quantum Brownian motion representation for the quantum field modes
Arteaga, Daniel
2007-01-01
Any pair of modes of opposite momentum of any interacting quantum field theory can be regarded as an open quantum system. Provided that the state of the field is stationary, homogeneous and isotropic, under a Gaussian approximation the two-mode system can be equivalently represented in terms of a pair of quantum Brownian oscillators, namely, by two identical harmonic oscillators linearly coupled to an effective environment. The precise details of the correspondence are explained, and its usefulness is commented. As an example of application, the interpretation of the imaginary part of the retarded self-energy in a general background state is rederived.
An Approach to Enhance the Efficiency of a Brownian Heat Engine
Institute of Scientific and Technical Information of China (English)
ZHANG Yan-Ping; HE Ji-Zhou; XIAO Yu-Ling
2011-01-01
A Brownian microscopic heat engine, driven by temperature difference and consisting of a Brownian particle moving in a sawtooth potential with an external load, is investigated. The heat Hows, driven by both potential and kinetic energies, are taken into account. Based on the master equation, the expressions for efficiency and power output are derived analytically, and performance characteristic curves are plotted. It is shown that the heat How via the kinetic energy of the particle decreases. The efficiency of the engine is enhanced, but the power output reduces as the a shape parameter of the sawtooth potential increases. The influence of the a shape parameter on efficiency and power output is then analyzed in detail.%A Brownian microscopic heat engine,driven by temperature difference and consisting of a Brownian particle moving in a sawtooth potential with an external load,is investigated.The heat flows,driven by both potential and kinetic energies,are taken into account.Based on the master equation,the expressions for efficiency and power output are derived analytically,and performance characteristic curves are plotted.It is shown that the heat flow via the kinetic energy of the particle decreases.The efficiency of the engine is enhanced,but the power output reduces as the α shape parameter of the sawtooth potential increases.The influence of the α shape parameter on efficiency and power output is then analyzed in detail.Like the Carnot cycle,the Brownian heat engine can extract work from the temperature difference between heat reservoirs,where the Brownian working material operates as a transducer of thermal energy into mechanical work.In the last few decades,the study of Brownian heat engines has received considerable attention,not only for the construction of the miniaturized engine that helps us utilize energy resources at microscopic scales,but also for a better understanding of nonequilibrium statistical physics.[1-3] The thermodynamic properties of the
Brownian semistationary processes and conditional full support
Pakkanen, Mikko S
2010-01-01
In this note, we study the infinite-dimensional conditional laws of Brownian semistationary processes. Motivated by the fact that these processes are typically not semimartingales, we present sufficient conditions ensuring that a Brownian semistationary process has conditional full support, a property introduced by Guasoni, R\\'asonyi, and Schachermayer [Ann. Appl. Probab., 18 (2008) pp. 491--520]. By the results of Guasoni, R\\'asonyi, and Schachermayer, this property has two important implications. It ensures, firstly, that the process admits no free lunches under proportional transaction costs, and secondly, that it can be approximated pathwise (in the sup norm) by semimartingales that admit equivalent martingale measures.
Diffusion of torqued active Brownian particles
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
Brownian coagulation at high particle concentrations
Trzeciak, T. M.
2012-01-01
The process of Brownian coagulation, whereby particles are brought together by thermal motion and grow by collisions, is one of the most fundamental processes influencing the final properties of particulate matter in a variety of technically important systems. It is of importance in colloids, emulsi
Brownian particles in supramolecular polymer solutions
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
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 ap...
Fatty acid composition of fat depots in wintering Canada geese
Austin, J.E.
1993-01-01
I determined the fatty acid composition of subcutaneous, abdominal, visceral, and leg saddle depots in adult female Canada Geese (Branta canadensis) wintering in north-central Missouri during October 1984-March 1985. Mean levels of C14:0, C16:0, C16:1, C18:0, C18:1, C18:2, and C18:3 generally were highest in the subcutaneous and abdominal depots. The ratio of saturated to unsaturated fats was highest in the leg saddle depot and lowest in the abdominal depot. I also assessed the differences among sexes, seasons, and years in fatty acid composition of abdominal fat depots in adult geese collected during October-March, 1985-1987. Adult females had consistently higher levels of C14:0 in abdominal depots than males. Fatty acid composition of the abdominal depot differed among years but not by season. In the abdominal depot, C14:0, C16:0, C16:1, and C18:1 were higher in 1986-1987 compared with the previous two years, whereas C18:3 was highest in 1984-1985. Differences among years reflected changes in winter diet. Fatty acids of wintering geese were similar to those previously found in breeding Canada Geese.
Directory of Open Access Journals (Sweden)
Josue Moura Romao
Full Text Available Adipose tissue plays a critical role in energy homeostasis and metabolism. There is sparse understanding of the molecular regulation at the protein level of bovine adipose tissues, especially within different fat depots under different nutritional regimes. The objective of this study was to analyze the differences in protein expression between bovine subcutaneous and visceral fat depots in steers fed different diets and to identify the potential regulatory molecular mechanisms of protein expression. Subcutaneous and visceral fat tissues were collected from 16 British-continental steers (15.5 month old fed a high-fat diet (7.1% fat, n=8 or a control diet (2.7% fat, n=8. Protein expression was profiled using label free quantification LC-MS/MS and expression of selected transcripts was evaluated using qRT-PCR. A total of 682 proteins were characterized and quantified with fat depot having more impact on protein expression, altering the level of 51.0% of the detected proteins, whereas diet affected only 5.3%. Functional analysis revealed that energy production and lipid metabolism were among the main functions associated with differentially expressed proteins between fat depots, with visceral fat being more metabolically active than subcutaneous fat as proteins associated with lipid and energy metabolism were upregulated. The expression of several proteins was significantly correlated to subcutaneous fat thickness and adipocyte size, indicating their potential as adiposity markers. A poor correlation (r=0.245 was observed between mRNA and protein levels for 9 genes, indicating that many proteins may be subjected to post-transcriptional regulation. A total of 8 miRNAs were predicted to regulate more than 20% of lipid metabolism proteins differentially expressed between fat depots, suggesting that miRNAs play a role in adipose tissue regulation. Our results show that proteomic changes support the distinct metabolic and physiological characteristics
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.
Amoeba-inspired nanoarchitectonic computing implemented using electrical Brownian ratchets
Aono, M.; Kasai, S.; Kim, S.-J.; Wakabayashi, M.; Miwa, H.; Naruse, M.
2015-06-01
In this study, we extracted the essential spatiotemporal dynamics that allow an amoeboid organism to solve a computationally demanding problem and adapt to its environment, thereby proposing a nature-inspired nanoarchitectonic computing system, which we implemented using a network of nanowire devices called ‘electrical Brownian ratchets (EBRs)’. By utilizing the fluctuations generated from thermal energy in nanowire devices, we used our system to solve the satisfiability problem, which is a highly complex combinatorial problem related to a wide variety of practical applications. We evaluated the dependency of the solution search speed on its exploration parameter, which characterizes the fluctuation intensity of EBRs, using a simulation model of our system called ‘AmoebaSAT-Brownian’. We found that AmoebaSAT-Brownian enhanced the solution searching speed dramatically when we imposed some constraints on the fluctuations in its time series and it outperformed a well-known stochastic local search method. These results suggest a new computing paradigm, which may allow high-speed problem solving to be implemented by interacting nanoscale devices with low power consumption.
Institute of Scientific and Technical Information of China (English)
Ling GAI; Jing-lu ZHANG; Hui-zhen ZHANG; Ping GAI; Yong-hong LIU
2009-01-01
Objective To compare bone mineral density (BMD) between users of intramuscular depot medroxyprogesterone acetate(DMPA) and nonhormonal control subjects. Methods The study included 68 women aged between 25 and 40 years using depot medroxyprogesterone acetate for 24 months and 59 women aged between 25 and 40 years using nonhormonal contraception as control subjects. BMD of the lumbar spine and femoral neck were obtained using dual energy X-ray absorptiometry. Results At 24 months of treatment, as compared with baseline, the mean BMD in lumbar spine and femoral neck was decreased by 5.5% and 5.9%, respectively. Lumbar spine and femoral neck BMD in women who used DMPA were significantly decreased compared with the subjects in nonuser (P<0.001). Conclusion These results show BMD declined during using DMPA in women aged 25 -40 years old.
Brownian motion, martingales, and stochastic calculus
Le Gall, Jean-François
2016-01-01
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested i...
Brownian motion on random dynamical landscapes
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.
Feedback control in a coupled Brownian ratchet
Institute of Scientific and Technical Information of China (English)
Gao Tian-Fu; Liu Feng-Shan; Chen Jin-Can
2012-01-01
On the basis of the double-well ratchet potential which can be calculated theoretically and implemented experimentally,the influences of the time delay,the coupling constant,and the asymmetric parameter of the potential on the performance of a delayed feedback ratchet consisting of two Brownian particles coupled mutually with a linear elastic force are investigated.The centre-of-mass velocity of two coupled Brownian particles.the average effective diffusion coefficient,and the Pe number are calculated.It is found that the parameters are affected by not only the time delay and coupling constant but also the asymmetric parameter of the double-well ratchet potential.It is also found that the enhancement of the current may be obtained by varying the coupling constant of the system for the weak coupling case.It is expected that the results obtained here may be observed in some physical and biological systems.
Radiation Reaction for a Charged Brownian Particle
Vlasov, A A
2002-01-01
As it is known a model of a charged particle with finite size is a good tool to consider the effects of self- action and backreaction, caused by electromagnetic radiation. In this work the "size" of a charged particle is induced by its stochastic Brownian vibration. Appropriate equation of particle's motion with radiation force is derived. It is shown that the solutions of this equation correctly describe the effects of radiation reaction.
Ising model for a Brownian donkey
Cleuren, B.; Van den Broeck, C.
2001-04-01
We introduce a thermal engine consisting of N interacting Brownian particles moving in a periodic potential, featuring an alternation of hot and cold symmetric peaks. A discretized Ising-like version is solved analytically. In response to an external force, absolute negative mobility is observed for N >= 4. For N → ∞ a nonequilibrium phase transition takes place with a spontaneous symmetry breaking entailing the appearance of a current in the absence of an external force.
Directory of Open Access Journals (Sweden)
Xiuquan eMa
2015-01-01
Full Text Available Adipocyte differentiation and its impact on restriction or expansion of particular adipose tissue depots has physiological and pathophysiological significance in view of the different functions of these depots. Brown or beige fat [BAT] expansion can enhance thermogenesis, lipid oxidation, insulin sensitivity and glucose tolerance; conversely expanded visceral fat [VAT] is associated with insulin resistance, low grade inflammation, dyslipidaemia and cardiometabolic risk. The largest depot, subcutaneous white fat [WAT], has important beneficial characteristics including storage of lipid out of harms way and secretion of adipokines, especially leptin and adiponectin, with positive metabolic effects including lipid oxidation, energy utilisation, enhanced insulin action and an anti-inflammatory role. The absence of these functions in lipodystrophies leads to major metabolic disturbances. An ability to expand WAT adipocyte differentiation would seem an important defence mechanism against the detrimental effects of energy excess and limit harmful accumulation of lipid in ectopic sites, such as liver and muscle.Adipocyte differentiation involves a transcriptional cascade with PPARg being most important in WAT but less so in VAT, with increased angiogenesis also critical. The transcription factor, Islet1, is fairly specific to VAT and in vitro inhibits adipocyte differentiation. The physiological importance of Islet1 requires further study. Basic control of differentiation is similar in BAT but important differences include the effect of PGC-1a on mitochondrial biosynthesis and upregulation of UCP1; also PRDM16 plays a pivotal role in expression of the BAT phenotype.Modulation of the capacity or function of these different adipose tissue depots, by altering adipocyte differentiation or other means, holds promise for interventions that can be helpful in human disease, particularly cardiometabolic disorders associated with the world wide explosion of
Dynamics of Brownian motors in deformable medium
Woulaché, Rosalie Laure; Kepnang Pebeu, Fabrice Maxime; Kofané, Timoléon C.
2016-10-01
The directed transport in a one-dimensional overdamped, Brownian motor subjected to a travelling wave potential with variable shape and exposed to an external bias is studied numerically. We focus our attention on the class of Remoissenet-Peyrard parametrized on-site potentials with slight modification, whose shape can be varied as a function of a parameter s, recovering the sine-Gordon shape as the special case. We demonstrate that in the presence of the travelling wave potential the observed dynamical properties of the Brownian motor which crucially depends on the travelling wave speed, the intensity of the noise and the external load is significantly influenced also by the geometry of the system. In particular, we notice that systems with sharp wells and broad barriers favour the transport under the influence of an applied load. The efficiency of transport of Brownian motors in deformable systems remains equal to 1 (in the absence of an applied load) up to a critical value of the travelling wave speed greater than that of the pure sine-Gordon shape.
Simulations of magnetic nanoparticle Brownian motion.
Reeves, Daniel B; Weaver, John B
2012-12-15
Magnetic nanoparticles are useful in many medical applications because they interact with biology on a cellular level thus allowing microenvironmental investigation. An enhanced understanding of the dynamics of magnetic particles may lead to advances in imaging directly in magnetic particle imaging or through enhanced MRI contrast and is essential for nanoparticle sensing as in magnetic spectroscopy of Brownian motion. Moreover, therapeutic techniques like hyperthermia require information about particle dynamics for effective, safe, and reliable use in the clinic. To that end, we have developed and validated a stochastic dynamical model of rotating Brownian nanoparticles from a Langevin equation approach. With no field, the relaxation time toward equilibrium matches Einstein's model of Brownian motion. In a static field, the equilibrium magnetization agrees with the Langevin function. For high frequency or low amplitude driving fields, behavior characteristic of the linearized Debye approximation is reproduced. In a higher field regime where magnetic saturation occurs, the magnetization and its harmonics compare well with the effective field model. On another level, the model has been benchmarked against experimental results, successfully demonstrating that harmonics of the magnetization carry enough information to infer environmental parameters like viscosity and temperature.
Properties of Brownian Image Models in Scale-Space
DEFF Research Database (Denmark)
Pedersen, Kim Steenstrup
2003-01-01
In this paper it is argued that the Brownian image model is the least committed, scale invariant, statistical image model which describes the second order statistics of natural images. Various properties of three different types of Gaussian image models (white noise, Brownian and fractional...... Brownian images) will be discussed in relation to linear scale-space theory, and it will be shown empirically that the second order statistics of natural images mapped into jet space may, within some scale interval, be modeled by the Brownian image model. This is consistent with the 1/f 2 power spectrum...... law that apparently governs natural images. Furthermore, the distribution of Brownian images mapped into jet space is Gaussian and an analytical expression can be derived for the covariance matrix of Brownian images in jet space. This matrix is also a good approximation of the covariance matrix...
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.
Radiological Final Status Survey of the Hammond Depot, Hammond, Indiana
Energy Technology Data Exchange (ETDEWEB)
T.J. Vitkus
2008-04-07
ORISE conducted extensive scoping, characterization, and final status surveys of land areas and structures at the DNSC’s Hammond Depot located in Hammond, Indiana in multiple phases during 2005, 2006 and 2007.
Expandable Cryogenic Tankage for On Orbit Depot Storage Project
National Aeronautics and Space Administration — The proposed expandable depot storage tanks would make it possible to have an on-orbit tank larger in volume than any existing or planned launch vehicles. The size...
Collective Transport of Coupled Brownian Motors with Low Randomness
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
The transport properties of coupled Brownian motors in rocking ratchet are investigated via solving single particle have been found. In the regime of low-to-moderate D, the average velocity of elastically coupled Brownian with the increase of a single Brownian motor. The results exhibit an interesting cooperative behavior between coupled particles subjected to a rocking force, which can generate directed transport with low randomness or high transport coherence in symmetrical periodic potential.
Application of Brownian model in the northwestern Beijing, China
Institute of Scientific and Technical Information of China (English)
冉洪流; 周本刚
2004-01-01
The mathematic theory of Brownian passage-time model and its difference from other recurrence models such asPoisson, lognormal, gamma and Weibull, were introduced. We assessed and analyzed the earthquake probabilitiesof the major faults with the elapsed time much greater than the recurrence interval in the northwest region of Beijing (China) in 100-year by using both Brownian passage-time model and Poisson model, and concluded that thecalculated results obtained from Brownian passage-time model is more reasonable.
Performance of Brownian-motion-generated universal portfolios
Tan, Choon Peng; Pang, Sook Theng
2014-06-01
Investment in a market of m stocks is considered. Generating a universal portfolio using m independent Brownian motions is demonstrated. The asymptotic behaviour of a Brownian-motion-generated universal portfolio is described. The empirical performance of such portfolios on some selected three-stock data sets is analysed. Investment wealth can be increased by varying the drift coefficients or parameters of the Brownian motions.
Brownian Motion and its Conditional Descendants
Garbaczewski, Piotr
It happened before [1] that I have concluded my publication with a special dedication to John R. Klauder. Then, the reason was John's PhD thesis [2] and the questions (perhaps outdated in the eyes of the band-wagon jumpers, albeit still retaining their full vitality [3]): (i) What are the uses of the classical (c-number, non-Grassmann) spinor fields, especially nonlinear ones, what are they for at all ? (ii) What are, if any, the classical partners for Fermi models and fields in particular ? The present dedication, even if not as conspicuously motivated as the previous one by John's research, nevertheless pertains to investigations pursued by John through the years and devoted to the analysis of random noise. Sometimes, re-reading old papers and re-analysing old, frequently forgotten ideas might prove more rewarding than racing the fashions. Following this attitude, let us take as the departure point Schrödinger's original suggestion [4] of the existence of a special class of random processes, which have their origin in the Einstein-Smoluchowski theory of the Brownian motion and its Wiener's codification. The original analysis due to Schrodinger of the probabilistic significance of the heat equation and of its time adjoint in parallel, remained unnoticed by the physics community, and since then forgotten. It reappeared however in the mathematical literature as an inspiration to generalise the concept of Markovian diffusions to the case of Bernstein stochastic processes. But, it stayed without consequences for a deeper understanding of the possible physical phenomena which might underly the corresponding abstract formalism. Schrödinger's objective was to initiate investigations of possible links between quantum theory and the theory of Brownian motion, an attempt which culminated later in the so-called Nelson's stochastic mechanics [8] and its encompassing formalism [7] in which the issue of the Brownian implementation of quantum dynamics is placed in the
Brownian transport in corrugated channels with inertia
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.
Effective diffusion of confined active Brownian swimmers
Sandoval, Mario; Dagdug, Leonardo
2014-11-01
We find theoretically the effect of confinement and thermal fluctuations, on the diffusivity of a spherical active swimmer moving inside a two-dimensional narrow cavity of general shape. The explicit formulas for the effective diffusion coefficient of a swimmer moving inside two particular cavities are presented. We also compare our analytical results with Brownian Dynamics simulations and we obtain excellent agreement. L.D. thanks Consejo Nacional de Ciencia y Tecnologia (CONACyT) Mexico, for partial support by Grant No. 176452. M. S. thanks CONACyT and Programa de Mejoramiento de Profesorado (PROMEP) for partially funding this work under Grant No. 103.5/13/6732.
Cooperative rectification in confined Brownian ratchets.
Malgaretti, Paolo; Pagonabarraga, Ignacio; Rubí, J Miguel
2012-01-01
We analyze the rectified motion of a Brownian particle in a confined environment. We show the emergence of strong cooperativity between the inherent rectification of the ratchet mechanism and the entropic bias of the fluctuations caused by spatial confinement. Net particle transport may develop even in situations where separately the ratchet and the geometric restrictions do not give rise to particle motion. The combined rectification effects can lead to bidirectional transport depending on particle size, resulting in a different route for segregation. The reported mechanism can be used to control transport in mesostructures and nanodevices in which particles move in a reduced space.
The Isolation Time of Poisson Brownian motions
Peres, Yuval; Stauffer, Alexandre
2011-01-01
Let the nodes of a Poisson point process move independently in $\\R^d$ according to Brownian motions. We study the isolation time for a target particle that is placed at the origin, namely how long it takes until there is no node of the Poisson point process within distance $r$ of it. We obtain asymptotics for the tail probability which are tight up to constants in the exponent in dimension $d\\geq 3$ and tight up to logarithmic factors in the exponent for dimensions $d=1,2$.
Quantum Darwinism in Quantum Brownian Motion
Blume-Kohout, Robin; Zurek, Wojciech H.
2008-12-01
Quantum Darwinism—the redundant encoding of information about a decohering system in its environment—was proposed to reconcile the quantum nature of our Universe with apparent classicality. We report the first study of the dynamics of quantum Darwinism in a realistic model of decoherence, quantum Brownian motion. Prepared in a highly squeezed state—a macroscopic superposition—the system leaves records whose redundancy increases rapidly with initial delocalization. Redundancy appears rapidly (on the decoherence time scale) and persists for a long time.
LINEAR SEARCH FOR A BROWNIAN TARGET MOTION
Institute of Scientific and Technical Information of China (English)
A. B. El-Rayes; Abd El-Moneim A. Mohamed; Hamdy M. Abou Gabal
2003-01-01
A target is assumed to move according to a Brownian motion on the real line.The searcher starts from the origin and moves in the two directions from the starting point.The object is to detect the target.The purpose of this paper is to find the conditions under which the expected value of the first meeting time of the searcher and the target is finite,and to show the existence of a search plan which made this expected value minimum.
Locating Depots for Capacitated Vehicle Routing
Goertz, Inge Li
2011-01-01
We study a location-routing problem in the context of capacitated vehicle routing. The input is a set of demand locations in a metric space and a fleet of k vehicles each of capacity Q. The objective is to locate k depots, one for each vehicle, and compute routes for the vehicles so that all demands are satisfied and the total cost is minimized. Our main result is a constant-factor approximation algorithm for this problem. To achieve this result, we reduce to the k-median-forest problem, which generalizes both k-median and minimum spanning tree, and which might be of independent interest. We give a (3+c)-approximation algorithm for k-median-forest, which leads to a (12+c)-approximation algorithm for the above location-routing problem, for any constant c>0. The algorithm for k-median-forest is just t-swap local search, and we prove that it has locality gap 3+2/t; this generalizes the corresponding result known for k-median. Finally we consider the "non-uniform" k-median-forest problem which has different cost ...
Optimal Control of Stochastic Systems Driven by Fractional Brownian Motions
2014-10-09
motions and other stochastic processes. For the control of both continuous time and discrete time finite dimensional linear systems with quadratic...problems for stochastic partial differential equations driven by fractional Brownian motions are explicitly solved. For the control of a continuous time...2010 30-Jun-2014 Approved for Public Release; Distribution Unlimited Final Report: Optimal Control of Stochastic Systems Driven by Fractional Brownian
Velazquez-Marti, B.; Annevelink, E.
2008-01-01
Many linear programming models have been developed to model the logistics of bio-energy chains. These models help to determine the best set-up of bio-energy chains. Most of them use network structures built up from nodes with one or more depots, and arcs connecting these depots. Each depot is source
Velazquez-Marti, B.; Annevelink, E.
2008-01-01
Many linear programming models have been developed to model the logistics of bio-energy chains. These models help to determine the best set-up of bio-energy chains. Most of them use network structures built up from nodes with one or more depots, and arcs connecting these depots. Each depot is source
Inducing Tropical Cyclones to Undergo Brownian Motion
Hodyss, D.; McLay, J.; Moskaitis, J.; Serra, E.
2014-12-01
Stochastic parameterization has become commonplace in numerical weather prediction (NWP) models used for probabilistic prediction. Here, a specific stochastic parameterization will be related to the theory of stochastic differential equations and shown to be affected strongly by the choice of stochastic calculus. From an NWP perspective our focus will be on ameliorating a common trait of the ensemble distributions of tropical cyclone (TC) tracks (or position), namely that they generally contain a bias and an underestimate of the variance. With this trait in mind we present a stochastic track variance inflation parameterization. This parameterization makes use of a properly constructed stochastic advection term that follows a TC and induces its position to undergo Brownian motion. A central characteristic of Brownian motion is that its variance increases with time, which allows for an effective inflation of an ensemble's TC track variance. Using this stochastic parameterization we present a comparison of the behavior of TCs from the perspective of the stochastic calculi of Itô and Stratonovich within an operational NWP model. The central difference between these two perspectives as pertains to TCs is shown to be properly predicted by the stochastic calculus and the Itô correction. In the cases presented here these differences will manifest as overly intense TCs, which, depending on the strength of the forcing, could lead to problems with numerical stability and physical realism.
The Fractional Langevin Equation: Brownian Motion Revisited
Mainardi, Francesco
2008-01-01
We have revisited the Brownian motion on the basis of the fractional Langevin equation which turns out to be a particular case of the generalized Langevin equation introduced by Kubo on 1966. The importance of our approach is to model the Brownian motion more realistically than the usual one based on the classical Langevin equation, in that it takes into account also the retarding effects due to hydrodynamic backflow, i.e. the added mass and the Basset memory drag. On the basis of the two fluctuation-dissipation theorems and of the techniques of the Fractional Calculus we have provided the analytical expressions of the correlation functions (both for the random force and the particle velocity) and of the mean squared particle displacement. The random force has been shown to be represented by a superposition of the usual white noise with a "fractional" noise. The velocity correlation function is no longer expressed by a simple exponential but exhibits a slower decay, proportional to $t^{-3/2}$ as $t \\to \\infty...
Architecture Study for a Fuel Depot Supplied from Lunar Assets
Perrin, Thomas M.; Casler, James G.
2016-01-01
This architecture study sought to determine the optimum architecture for a fuel depot supplied from lunar assets. Four factors - the location of propellant processing (on the Moon or on the depot), the depot location (on the Moon, L1, GEO, or LEO), the propellant transfer location (L1, GEO, or LEO), and the propellant transfer method (bulk fuel or canister exchange) were combined to identify 18 candidate architectures. Two design reference missions (DRMs) - a commercial satellite servicing mission and a Government cargo mission to Mars - created demand for propellants, while a propellant delivery DRM examined supply issues. The study concluded Earth-Moon L1 is the best location for an orbiting depot. For all architectures, propellant boiloff was less than anticipated, and was far overshadowed by delta-v requirements and resulting fuel consumption. Bulk transfer is the most flexible for both the supplier and customer. However, since canister exchange bypasses the transfer of bulk cryogens and necessary chilldown losses, canister exchange shows promise and merits further investigation. Overall, this work indicates propellant consumption and loss is an essential factor in assessing fuel depot architectures.
Postinjection Delirium/Sedation Syndrome with Olanzapine Depot Injection
Sarangula, Sadhvi Mythili; Mythri, Starlin Vijay; Sanjay, Y.; Reddy, M. S.
2016-01-01
After 1 year of introduction of olanzapine long-acting injectable (LAI) in India, many psychiatrists believe that it is a very affordable, well-tolerated, and effective second generation long-acting antipsychotic depot compared to not well tolerated but cheap first generation antipsychotic depots and to other second generation depots which are costly. However, reports of its possible adverse events in clinical settings are not yet published. We report what probably might be the first case of postinjection delirium/sedation syndrome (PDSS) in India. Although the occurrence is uncommon, incorrect understanding of this event may hinder the future use of the potentially useful olanzapine LAI. We review the available literature on the proposed diagnostic guidelines, mechanism of this event, precautions, and management of PDSS. PMID:27570354
From Molecular Dynamics to Brownian Dynamics
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.
Brownian Ratchets: Transport Controlled by Thermal Noise
Kula, J.; Czernik, T.; Łuczka, J.
1998-02-01
We analyze directed transport of overdamped Brownian particles in a 1D spatially periodic potential that are subjected to both zero-mean thermal equilibrium Nyquist noise and zero-mean exponentially correlated dichotomous fluctuations. We show that particles can reverse the direction of average motion upon a variation of noise parameters if two fundamental symmetries, namely, the reflection symmetry of the spatial periodic structure, and the statistical symmetry of dichotomous fluctuations, are broken. There is a critical thermal noise intensity Dc, or equivalently a critical temperature Tc, at which the mean velocity of particles is zero. Below Tc and above Tc particles move in opposite directions. At fixed temperature, there is a region of noise parameters in which particles of different linear size are transported in opposite directions.
Parallel Molecular Distributed Detection with Brownian Motion.
Rogers, Uri; Koh, Min-Sung
2016-12-05
This paper explores the in vivo distributed detection of an undesired biological agent's (BAs) biomarkers by a group of biological sized nanomachines in an aqueous medium under drift. The term distributed, indicates that the system information relative to the BAs presence is dispersed across the collection of nanomachines, where each nanomachine possesses limited communication, computation, and movement capabilities. Using Brownian motion with drift, a probabilistic detection and optimal data fusion framework, coined molecular distributed detection, will be introduced that combines theory from both molecular communication and distributed detection. Using the optimal data fusion framework as a guide, simulation indicates that a suboptimal fusion method exists, allowing for a significant reduction in implementation complexity while retaining BA detection accuracy.
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.
Lecture Notes on Quantum Brownian Motion
Erdos, Laszlo
2010-01-01
Einstein's kinetic theory of the Brownian motion, based upon light water molecules continuously bombarding a heavy pollen, provided an explanation of diffusion from the Newtonian mechanics. Since the discovery of quantum mechanics it has been a challenge to verify the emergence of diffusion from the Schr\\"odinger equation. The first step in this program is to verify the linear Boltzmann equation as a certain scaling limit of a Schr\\"odinger equation with random potential. In the second step, one considers a longer time scale that corresponds to infinitely many Boltzmann collisions. The intuition is that the Boltzmann equation then converges to a diffusive equation similarly to the central limit theorem for Markov processes with sufficient mixing. In these lecture notes (prepared for the Les Houches summer school in 2010 August) we present the mathematical tools to rigorously justify this intuition. The new material relies on joint papers with H.-T. Yau and M. Salmhofer.
Thermal equilibrium of two quantum Brownian particles
Valente, D M
2009-01-01
The influence of the environment in the thermal equilibrium properties of a bipartite continuous variable quantum system is studied. The problem is treated within a system-plus-reservoir approach. The considered model reproduces the conventional Brownian motion when the two particles are far apart and induces an effective interaction between them, depending on the choice of the spectral function of the bath. The coupling between the system and the environment guarantees the translational invariance of the system in the absence of an external potential. The entanglement between the particles is measured by the logarithmic negativity, which is shown to monotonically decrease with the increase of the temperature. A range of finite temperatures is found in which entanglement is still induced by the reservoir.
Guidelines for establishing a donor human milk depot.
Geraghty, Sheela R; List, Betsy A; Morrow, Georgia B
2010-02-01
Human milk is the preferred choice for infant feeding. When a sick or premature infant's own mother's milk is unavailable, donor human milk is becoming more widely used. Many potential milk donors do not live within close proximity to the 10 North American not-for-profit milk banks. Transporting milk via commercial carriers can be inconvenient and costly for recipient banks. A network of donor human milk depots is one practical way to increase the quantity of available donor human milk. This article provides guidelines and practical suggestions for establishing a donor human milk depot.
NASA Shuttle Logistics Depot (NSLD) - The application of ATE
Simpkins, Lorenz G.; Jenkins, Henry C.; Mauceri, A. Jack
1990-01-01
The concept of the NASA Shuttle Logistics Depot (NSLD) developed for the Space Shuttle Orbiter Program is described. The function of the NSLD at Cape Canaveral is to perform the acceptance and diagnostic testing of the Shuttle's space-rated line-replaceable units and shop-replaceable units (SRUs). The NSLD includes a comprehensive electronic automatic test station, program development stations, and assorted manufacturing support equipment (including thermal and vibration test equipment, special test equipment, and a card SRU test system). The depot activities also include the establishment of the functions for manufacturing of mechanical parts, soldering, welding, painting, clean room operation, procurement, and subcontract management.
Relativistic Brownian motion: from a microscopic binary collision model to the Langevin equation.
Dunkel, Jörn; Hänggi, Peter
2006-11-01
The Langevin equation (LE) for the one-dimensional relativistic Brownian motion is derived from a microscopic collision model. The model assumes that a heavy pointlike Brownian particle interacts with the lighter heat bath particles via elastic hard-core collisions. First, the commonly known, nonrelativistic LE is deduced from this model, by taking into account the nonrelativistic conservation laws for momentum and kinetic energy. Subsequently, this procedure is generalized to the relativistic case. There, it is found that the relativistic stochastic force is still delta correlated (white noise) but no longer corresponds to a Gaussian white noise process. Explicit results for the friction and momentum-space diffusion coefficients are presented and discussed.
Directory of Open Access Journals (Sweden)
K. C. Lee
2013-02-01
Full Text Available Multifractional Brownian motions have become popular as flexible models in describing real-life signals of high-frequency features in geoscience, microeconomics, and turbulence, to name a few. The time-changing Hurst exponent, which describes regularity levels depending on time measurements, and variance, which relates to an energy level, are two parameters that characterize multifractional Brownian motions. This research suggests a combined method of estimating the time-changing Hurst exponent and variance using the local variation of sampled paths of signals. The method consists of two phases: initially estimating global variance and then accurately estimating the time-changing Hurst exponent. A simulation study shows its performance in estimation of the parameters. The proposed method is applied to characterization of atmospheric stability in which descriptive statistics from the estimated time-changing Hurst exponent and variance classify stable atmosphere flows from unstable ones.
Lee, K. C.
2013-02-01
Multifractional Brownian motions have become popular as flexible models in describing real-life signals of high-frequency features in geoscience, microeconomics, and turbulence, to name a few. The time-changing Hurst exponent, which describes regularity levels depending on time measurements, and variance, which relates to an energy level, are two parameters that characterize multifractional Brownian motions. This research suggests a combined method of estimating the time-changing Hurst exponent and variance using the local variation of sampled paths of signals. The method consists of two phases: initially estimating global variance and then accurately estimating the time-changing Hurst exponent. A simulation study shows its performance in estimation of the parameters. The proposed method is applied to characterization of atmospheric stability in which descriptive statistics from the estimated time-changing Hurst exponent and variance classify stable atmosphere flows from unstable ones.
Langevin model for a Brownian system with directed motion
Ambía, Francisco; Híjar, Humberto
2016-08-01
We propose a model for an active Brownian system that exhibits one-dimensional directed motion. This system consists of two Brownian spherical particles that interact through an elastic potential and have time-dependent radii. We suggest an algorithm by which the sizes of the particles can be varied, such that the center of mass of the system is able to move at an average constant speed in one direction. The dynamics of the system is studied theoretically using a Langevin model, as well as from Brownian Dynamics simulations.
The Brownian Cactus I. Scaling limits of discrete cactuses
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.
Critical Brownian sheet does not have double points
Dalang, Robert C; Nualart, Eulalia; Wu, Dongsheng; Xiao, Yimin
2010-01-01
We derive a decoupling formula for the Brownian sheet which has the following ready consequence: An $N$-parameter Brownian sheet in $\\R^d$ has double points if and only if $2(d-2N)
Biased Brownian motion in narrow channels with asymmetry and anisotropy
To, Kiwing; Peng, Zheng
2016-11-01
We study Brownian motion of a single millimeter size bead confined in a quasi-two-dimensional horizontal channel with built-in anisotropy and asymmetry. Channel asymmetry is implemented by ratchet walls while anisotropy is introduced using a channel base that is grooved along the channel axis so that a bead can acquire a horizontal impulse perpendicular to the longitudinal direction when it collides with the base. When energy is injected to the channel by vertical vibration, the combination of asymmetric walls and anisotropic base induces an effective force which drives the bead into biased diffusive motion along the channel axis with diffusivity and drift velocity increase with vibration strength. The magnitude of this driving force, which can be measured in experiments of tilted channel, is found to be consistent to those obtained from dynamic mobility and position probability distribution measurements. These results are explained by a simple collision model that suggests the random kinetic energies transfer between different translational degrees of freedom may be turned into useful work in the presence of asymmetry and anisotropy.
Technology requirements for an orbiting fuel depot: A necessary element of a space infrastructure
Stubbs, R. M.; Corban, R. R.; Willoughby, A. J.
1988-01-01
Advanced planning within NASA has identified several bold space exploration initiatives. The successful implementation of these missions will require a supporting space infrastructure which would include a fuel depot, an orbiting facility to store, transfer and process large quantities of cryogenic fluids. In order to adequately plan the technology development programs required to enable the construction and operation of a fuel depot, a multidisciplinary workshop was convened to assess critical technologies and their state of maturity. Since technology requirements depend strongly on the depot design assumptions, several depot concepts are presented with their effect on criticality ratings. Over 70 depot-related technology areas are addressed.
Technology requirements for an orbiting fuel depot - A necessary element of a space infrastructure
Stubbs, R. M.; Corban, R. R.; Willoughby, A. J.
1988-01-01
Advanced planning within NASA has identified several bold space exploration initiatives. The successful implementation of these missions will require a supporting space infrastructure which would include a fuel depot, an orbiting facility to store, transfer and process large quantities of cryogenic fluids. In order to adequately plan the technology development programs required to enable the construction and operation of a fuel depot, a multidisciplinary workshop was convened to assess critical technologies and their state of maturity. Since technology requirements depend strongly on the depot design assumptions, several depot concepts are presented with their effect of criticality ratings. Over 70 depot-related technology areas are addressed.
Computer-aided acquisition and logistics support (CALS): Concept of Operations for Depot Maintenance
Energy Technology Data Exchange (ETDEWEB)
Bourgeois, N.C.; Greer, D.K.
1993-04-01
This CALS Concept of Operations for Depot Maintenance provides the foundation strategy and the near term tactical plan for CALS implementation in the depot maintenance environment. The user requirements enumerated and the overarching architecture outlined serve as the primary framework for implementation planning. The seamless integration of depot maintenance business processes and supporting information systems with the emerging global CALS environment will be critical to the efficient realization of depot user's information requirements, and as, such will be a fundamental theme in depot implementations.
Rotational Brownian Dynamics simulations of clathrin cage formation
Energy Technology Data Exchange (ETDEWEB)
Ilie, Ioana M.; Briels, Wim J. [Computational BioPhysics, Faculty of Science and Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); MESA+ Institute for Nanotechnology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); Otter, Wouter K. den, E-mail: w.k.denotter@utwente.nl [Computational BioPhysics, Faculty of Science and Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); MESA+ Institute for Nanotechnology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); Multi Scale Mechanics, Faculty of Engineering Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands)
2014-08-14
The self-assembly of nearly rigid proteins into ordered aggregates is well suited for modeling by the patchy particle approach. Patchy particles are traditionally simulated using Monte Carlo methods, to study the phase diagram, while Brownian Dynamics simulations would reveal insights into the assembly dynamics. However, Brownian Dynamics of rotating anisotropic particles gives rise to a number of complications not encountered in translational Brownian Dynamics. We thoroughly test the Rotational Brownian Dynamics scheme proposed by Naess and Elsgaeter [Macromol. Theory Simul. 13, 419 (2004); Naess and Elsgaeter Macromol. Theory Simul. 14, 300 (2005)], confirming its validity. We then apply the algorithm to simulate a patchy particle model of clathrin, a three-legged protein involved in vesicle production from lipid membranes during endocytosis. Using this algorithm we recover time scales for cage assembly comparable to those from experiments. We also briefly discuss the undulatory dynamics of the polyhedral cage.
Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions
Directory of Open Access Journals (Sweden)
Pengju Duan
2013-01-01
Full Text Available This paper deals with a new class of reflected backward stochastic differential equations driven by countable Brownian motions. The existence and uniqueness of the RBSDEs are obtained via Snell envelope and fixed point theorem.
Optimal tuning of a confined Brownian information engine
Park, Jong-Min; Lee, Jae Sung; Noh, Jae Dong
2016-03-01
A Brownian information engine is a device extracting mechanical work from a single heat bath by exploiting the information on the state of a Brownian particle immersed in the bath. As for engines, it is important to find the optimal operating condition that yields the maximum extracted work or power. The optimal condition for a Brownian information engine with a finite cycle time τ has been rarely studied because of the difficulty in finding the nonequilibrium steady state. In this study, we introduce a model for the Brownian information engine and develop an analytic formalism for its steady-state distribution for any τ . We find that the extracted work per engine cycle is maximum when τ approaches infinity, while the power is maximum when τ approaches zero.
Holographic Brownian motion and time scales in strongly coupled plasmas
Energy Technology Data Exchange (ETDEWEB)
Atmaja, Ardian Nata [Research Center for Physics, Indonesian Institute of Sciences (LIPI), Kompleks PUSPITEK Serpong, Tangerang 15310 (Indonesia); Indonesia Center for Theoretical and Mathematical Physics (ICTMP), Bandung 40132 (Indonesia); Boer, Jan de [Institute for Theoretical Physics, University of Amsterdam, Valckenierstraat 65, 1018 XE Amsterdam (Netherlands); Shigemori, Masaki [Yukawa Institute for Theoretical Physics (YITP), Kyoto University, Kitashirakawa Oiwakecho, Sakyo-ku, Kyoto 606-8502 (Japan); Hakubi Center, Kyoto University, Yoshida-Ushinomiyacho, Sakyo-ku, Kyoto 606-8501 (Japan)
2014-03-15
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. Based on a simple kinetic theory, we first argue that the mean-free-path time is related to the connected 4-point function of the random force felt by the Brownian particle. Then, by holographically computing the 4-point function and regularizing the IR divergence appearing in the computation, we write down a general formula for the mean-free-path time, and apply it to the STU black hole which corresponds to plasma charged under three U(1)R-charges. The result indicates that the Brownian particle collides with many plasma constituents simultaneously.
Parameter Estimation for Generalized Brownian Motion with Autoregressive Increments
Fendick, Kerry
2011-01-01
This paper develops methods for estimating parameters for a generalization of Brownian motion with autoregressive increments called a Brownian ray with drift. We show that a superposition of Brownian rays with drift depends on three types of parameters - a drift coefficient, autoregressive coefficients, and volatility matrix elements, and we introduce methods for estimating each of these types of parameters using multidimensional times series data. We also cover parameter estimation in the contexts of two applications of Brownian rays in the financial sphere: queuing analysis and option valuation. For queuing analysis, we show how samples of queue lengths can be used to estimate the conditional expectation functions for the length of the queue and for increments in its net input and lost potential output. For option valuation, we show how the Black-Scholes-Merton formula depends on the price of the security on which the option is written through estimates not only of its volatility, but also of a coefficient ...
Rotational Brownian dynamics simulations of clathrin cage formation.
Ilie, Ioana M; den Otter, Wouter K; Briels, Wim J
2014-08-14
The self-assembly of nearly rigid proteins into ordered aggregates is well suited for modeling by the patchy particle approach. Patchy particles are traditionally simulated using Monte Carlo methods, to study the phase diagram, while Brownian Dynamics simulations would reveal insights into the assembly dynamics. However, Brownian Dynamics of rotating anisotropic particles gives rise to a number of complications not encountered in translational Brownian Dynamics. We thoroughly test the Rotational Brownian Dynamics scheme proposed by Naess and Elsgaeter [Macromol. Theory Simul. 13, 419 (2004); Naess and Elsgaeter Macromol. Theory Simul. 14, 300 (2005)], confirming its validity. We then apply the algorithm to simulate a patchy particle model of clathrin, a three-legged protein involved in vesicle production from lipid membranes during endocytosis. Using this algorithm we recover time scales for cage assembly comparable to those from experiments. We also briefly discuss the undulatory dynamics of the polyhedral cage.
Locoregional cancer therapy using polymer-based drug depots
Ramazani, Farshad; van Nostrum, Cornelis F.; Storm, G; Kiessling, Fabian; Lammers, Twan; Hennink, Wim E.; Kok, Robbert J.
2016-01-01
Locoregional delivery of anticancer drugs is an attractive approach to minimize adverse effects associated with intravenous chemotherapy. Polymer-based drug depots injected or implanted intratumorally or adjacent to the tumor can provide long-term local drug exposure. This review highlights studies
Radiological Scoping Survey of the Scotia Depot Scotia, New York
Energy Technology Data Exchange (ETDEWEB)
E. N. Bailey
2005-02-05
At the request of the Defense Logistics Agency, the Oak Ridge Institute for Science and Education conducted radiological scoping surveys of the Scotia Depot during the period of September 24 through 27, 2007. The scoping survey included visual inspections and limited radiological surveys performed in accordance with area classification that included surface scans, total and removable activity measurements, and soil sampling.
Orbiting Depot and Reusable Lander for Lunar Transportation
Petro, Andrew
2009-01-01
A document describes a conceptual transportation system that would support exploratory visits by humans to locations dispersed across the surface of the Moon and provide transport of humans and cargo to sustain one or more permanent Lunar outpost. The system architecture reflects requirements to (1) minimize the amount of vehicle hardware that must be expended while maintaining high performance margins and (2) take advantage of emerging capabilities to produce propellants on the Moon while also enabling efficient operation using propellants transported from Earth. The system would include reusable single- stage lander spacecraft and a depot in a low orbit around the Moon. Each lander would have descent, landing, and ascent capabilities. A crew-taxi version of the lander would carry a pressurized crew module; a cargo version could carry a variety of cargo containers. The depot would serve as a facility for storage and for refueling with propellants delivered from Earth or propellants produced on the Moon. The depot could receive propellants and cargo sent from Earth on a variety of spacecraft. The depot could provide power and orbit maintenance for crew vehicles from Earth and could serve as a safe haven for lunar crews pending transport back to Earth.
Response of Brownian Fluctuations to External Forces
Laub, Jeffrey William
Millikan's law of particle fall is an empirical result which shows the dependence of particle fall rate in a gas on particle radius and host gas density. The size of submicron particles in gases has long been determined by Millikan's law. The dominant factor is Stokes' law with a correction added to account for the physics of slip. However, it was recently shown by Kim and Fedele that Brownian fluctuations affect the fall rate while showing no anomalies in the density dependence of the rms displacement. The effect was an enhancement of the fall rate of small particles as the density of the host gas is increased. This enhancement showed a size dependence in the form of a smooth transition from the one of decreasing fall rate with increasing density for large particles (~0.4 μm radius) to another of increasing fall rate with increasing gas density for small particles ( ~0.15mum radius). The magnitude of the anomaly is determined by how the rms Brownian velocity compares with its fall rate. In an effort to understand the effect of Brownian fluctuations coupling with gravity, a new experiment has been carried out where an AC field was applied to force particles to fluctuate more in the vertical direction on one hand and where a constant DC field was applied to change the effective force of gravity on the other. These fields were applied to a charged oil drop in the 0.2 to 0.3 μm radius range falling in a nitrogen environment. Displacements over a 4 second time interval were repeatedly measured in both the vertical and horizontal directions. The original experimental apparatus was used with some modifications. The modifications included computer automation of particle control and data taking to allow for longer use of the same particle, up to 120 hours, and to facilitate application of the additional fields. The objective was to make large particles appear to be smaller via forced oscillations and make them fall faster or slower via the DC bias to effect the change in
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.
Brownian motion and gambling: from ratchets to paradoxical games
Parrondo, J M R
2014-01-01
Two losing gambling games, when alternated in a periodic or random fashion, can produce a winning game. This paradox has been inspired by certain physical systems capable of rectifying fluctuations: the so-called Brownian ratchets. In this paper we review this paradox, from Brownian ratchets to the most recent studies on collective games, providing some intuitive explanations of the unexpected phenomena that we will find along the way.
Brownian Motion of a Classical Particle in Quantum Environment
Tsekov, R.
2017-01-01
The Klein-Kramers equation, governing the Brownian motion of a classical particle in quantum environment under the action of an arbitrary external potential, is derived. Quantum temperature and friction operators are introduced and at large friction the corresponding Smoluchowski equation is obtained. Introducing the Bohm quantum potential, this Smoluchowski equation is extended to describe the Brownian motion of a quantum particle in quantum environment.
Directory of Open Access Journals (Sweden)
Hyun-Jeong Lee
Full Text Available Adipocytes mainly function as energy storage and endocrine cells. Adipose tissues showed the biological and genetic difference based on their depots. The difference of adipocytes between depots might be influenced by the inherent genetic programing for adipogenesis. We used RNA-seq technique to investigate the transcriptomes in 3 adipose tissues of omental (O, subcutaneous (S and intramuscular (I fats in cattle. Sequence reads were obtained from Illumina HiSeq2000 and mapped to the bovine genome using Tophat2. Differentially expressed genes (DEG between adipose tissues were detected by EdgeR. We identified 5797, 2156, and 5455 DEGs in the comparison between OI, OS, and IS respectively and also found 5657 DEGs in the comparison between the intramuscular and the combined omental and subcutaneous fats (C (FDR<0.01. Depot specifically up- and down- regulated DEGs were 853 in S, 48 in I, and 979 in O. The numbers of DEGs and functional annotation studies suggested that I had the different genetic profile compared to other two adipose tissues. In I, DEGs involved in the developmental process (eg. EGR2, FAS, and KLF7 were up-regulated and those in the immune system process were down-regulated. Many DEGs from the adipose tissues were enriched in the various GO terms of developmental process and KEGG pathway analysis showed that the ECM-receptor interaction was one of commonly enriched pathways in all of the 3 adipose tissues and also functioned as a sub-pathway of other enriched pathways. However, genes involved in the ECM-receptor interaction were differentially regulated depending on the depots. Collagens, main ECM constituents, were significantly up-regulated in S and integrins, transmembrane receptors, were up-regulated in I. Different laminins were up-regulated in the different depots. This comparative transcriptome analysis of three adipose tissues suggested that the interactions between ECM components and transmembrane receptors of fat cells
From Brownian motion to power of fluctuations
Directory of Open Access Journals (Sweden)
B. Berche
2012-12-01
Full Text Available The year 2012 marks the 140th birth anniversary of Marian Smoluchowski (28.05.1872-5.09.1917, a man who "made ground-breaking contribution to the theory of Brownian motion, the theory of sedimentation, the statistical nature of the Second Law, the theory and practice of density fluctuations (critical opalescence. During his final years of scientific creativity his pioneering theory of coagulation and diffusion-limited reaction rate appeared. These outstanding achievements present true gems which dominate the description of soft matter physics and chemical physics as well as the related areas up till now!" This quotation was taken from the lecture by Peter Hanggi given at international conference Statistical Physics: Modern Trends and Applications that took place in Lviv, Ukraine on July 3-6, 2012 (see conference web-page for more details and was dedicated to the commemoration of Smoluchowski's work. This and forthcoming issues of the Condensed Matter Physics contain papers presented at this conference.
Glassy dynamics of Brownian particles with velocity-dependent friction
Yazdi, Anoosheh; Sperl, Matthias
2016-09-01
We consider a two-dimensional model system of Brownian particles in which slow particles are accelerated while fast particles are damped. The motion of the individual particles is described by a Langevin equation with Rayleigh-Helmholtz velocity-dependent friction. In the case of noninteracting particles, the time evolution equations lead to a non-Gaussian velocity distribution. The velocity-dependent friction allows negative values of the friction or energy intakes by slow particles, which we consider active motion, and also causes breaking of the fluctuation dissipation relation. Defining the effective temperature proportional to the second moment of velocity, it is shown that for a constant effective temperature the higher the noise strength, the lower the number of active particles in the system. Using the Mori-Zwanzig formalism and the mode-coupling approximation, the equations of motion for the density autocorrelation function are derived. The equations are solved using the equilibrium structure factors. The integration-through-transients approach is used to derive a relation between the structure factor in the stationary state considering the interacting forces, and the conventional equilibrium static structure factor.
From Brownian Dynamics to Markov Chain: An Ion Channel Example
Chen, Wan
2014-02-27
A discrete rate theory for multi-ion channels is presented, in which the continuous dynamics of ion diffusion is reduced to transitions between Markovian discrete states. In an open channel, the ion permeation process involves three types of events: an ion entering the channel, an ion escaping from the channel, or an ion hopping between different energy minima in the channel. The continuous dynamics leads to a hierarchy of Fokker-Planck equations, indexed by channel occupancy. From these the mean escape times and splitting probabilities (denoting from which side an ion has escaped) can be calculated. By equating these with the corresponding expressions from the Markov model, one can determine the Markovian transition rates. The theory is illustrated with a two-ion one-well channel. The stationary probability of states is compared with that from both Brownian dynamics simulation and the hierarchical Fokker-Planck equations. The conductivity of the channel is also studied, and the optimal geometry maximizing ion flux is computed. © 2014 Society for Industrial and Applied Mathematics.
From Brownian Dynamics to Markov Chain: an Ion Channel Example
Chen, Wan; Chapman, S Jonathan
2012-01-01
A discrete rate theory for general 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 the Markovian transition rates can be determined. 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 maximi...
Energy Technology Data Exchange (ETDEWEB)
Roberts, Joseph Owen [National Renewable Energy Lab. (NREL), Golden, CO (United States); Mosey, Gail [National Renewable Energy Lab. (NREL), Golden, CO (United States)
2013-11-01
The U.S. Environmental Protection Agency (EPA), in accordance with the RE-Powering America's Land initiative, selected the Newport Indiana Chemical Depot site in Newport, Indiana, for a feasibility study of renewable energy production. The National Renewable Energy Laboratory (NREL) was contacted to provide technical assistance for this project. The purpose of this report is to assess the sitefor possible wind turbine electrical generator installation and estimate the cost, performance, and site impacts of different wind energy options. In addition, the report recommends financing options that could assist in the implementation of a wind system at the site.
Kranendonk, Mariette E. G.; van Herwaarden, Joost A.; Stupkova, Tereza; de Jager, Wilco; Vink, Aryan; Moll, Frans L.; Kalkhoven, Eric; Visseren, Frank L. J.
2015-01-01
Objective: Abdominal obesity is associated with insulin resistance and metabolic syndrome. However, specific contributions of distinct adipose tissue (AT) depots to metabolic complications of obesity are still unclear. In this study, the inflammatory profile of four distinct abdominal AT-depots and
Effect of interfaces on the nearby Brownian motion
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...
An Organizational Analysis of Marine Corps Recruit Depot, San Diego
2003-03-01
generations, e.g., Gen-X and millennials . e. Process/Subsystems This design factor addresses: 1. Financial Management, Measurement and Controls...As the RTR CO says, “the beauty of this place is just basic Marine Corps leadership. MOS regardless.”70 More specifically, it’s “leadership...The fact that we can question what we are doing is beautiful .”74 He has begun a planning culture within Depot staff offices. Such thinking in
Buserelin-depot in the treatment of prostate cancer
Directory of Open Access Journals (Sweden)
G. P. Kolesnikov
2015-01-01
Full Text Available The high incidence of prostate cancer (PC and the considerably wide use of hormone therapy for its treatment as an individual modalityfor its advanced forms (Т3–Т4, N1, M1, recurrences, and progression after local treatments (radical prostatectomy, radiation therapy and for combined treatment as neoadjuvant and adjuvant therapies determine the importance of a sufficient range of hormonal drugs at an urologic oncologist’s disposal. Among the luteinizing hormone-releasing hormone (LHRH agonists, there is rather long-known Buserelin made in Russia, the clinical efficacy of which is highly competitive with foreign analogs. The paper presents the results of a 3-month trial of the efficiency and safety of Buserelin depot treatment in 20 patients aged 53 to 87 years with morphologically verified PC. The patients with PC showed a gradual decrease in the mean values of prostate-specific antigen (PCA from81.2 to 27.8 and 23.0 ng / ml at 2 and 3 months of Buserelin depot therapy, respectively. The performed therapy could achieve reductions in testosterone levels from 168 ng / dl at baseline to 21 and 19.8 ng / dl postcastration at 1 and 3 months of the therapy.All the patients tolerated Buserelin depot therapy without having clinically significant adverse reactions. The most common complaints were hyperhidrosis and hot flushes, which are typical of all LHRH agonists and which are not marked in the treatment with other drugs of this group.Conclusion. Buserelin depot 3.75 mg is a highly effective Russian drug to treat hormone-dependent PC. Its administration causes a reduction in PSA levels and ensures a steady decline in serum testosterone concentrations to the postcastration level without causing serious side effects. The findings do not differ from those when foreign LHRH analogues are used.
A Brownian Dynamics Approach to ESR Line Shape Calculations
Wright, Matthew P.
The work presented in this thesis uses a Monte Carlo technique to simulate spectra for 14N spin-labels and 15N spin labels. The algorithm presented here also has the capability to produce simulated spectra for any admixture of 14N and 15N. The algorithm makes use of `iterative loops' to model Brownian rotational diffusion and for the repeated evaluation of the spectral correlation function (relaxation function). The method described in this work starts with a derivation of an angular dependent "Spin Hamiltonian" that when diagonalized yields orientation dependent eigenvalues. The resulting eigenvalue equations are later used to calculate the energy trajectories of a nitroxide spin-label undergoing rotational diffusion. The energy trajectories are then used to evaluate the relaxation function. The absorption spectrum is obtained by applying a Fourier transform to the relaxation function. However, the application of the Fourier transform to the relaxation function produces "leakage" effects that manifest as spurious peaks in the first derivative spectrum. To counter "leakage" effects a data windowing function was applied to the relaxation function prior to the Fourier transform. In order to test the accuracy of this algorithm, simulated spectra for 14N, and 15N spin labels diffusing in a glycerol-water mixture as well as a 14N-15N admixture diffusing in the same solvent were produced and compared to experimental spectra. An attempt to quantify the level of agreement was made by calculating the mean square residual of the simulated and experimental spectra. The main spectral features were reproduced with reasonable fidelity by the simulated spectra.
From generalized Langevin equations to Brownian dynamics and embedded Brownian dynamics
Ma, Lina; Li, Xiantao; Liu, Chun
2016-09-01
We present the reduction of generalized Langevin equations to a coordinate-only stochastic model, which in its exact form involves a forcing term with memory and a general Gaussian noise. It will be shown that a similar fluctuation-dissipation theorem still holds at this level. We study the approximation by the typical Brownian dynamics as a first approximation. Our numerical test indicates how the intrinsic frequency of the kernel function influences the accuracy of this approximation. In the case when such an approximate is inadequate, further approximations can be derived by embedding the nonlocal model into an extended dynamics without memory. By imposing noises in the auxiliary variables, we show how the second fluctuation-dissipation theorem is still exactly satisfied.
Quantum Brownian motion model for the stock market
Meng, Xiangyi; Zhang, Jian-Wei; Guo, Hong
2016-06-01
It is believed by the majority today that the efficient market hypothesis is imperfect because of market irrationality. Using the physical concepts and mathematical structures of quantum mechanics, we construct an econophysical framework for the stock market, based on which we analogously map massive numbers of single stocks into a reservoir consisting of many quantum harmonic oscillators and their stock index into a typical quantum open system-a quantum Brownian particle. In particular, the irrationality of stock transactions is quantitatively considered as the Planck constant within Heisenberg's uncertainty relationship of quantum mechanics in an analogous manner. We analyze real stock data of Shanghai Stock Exchange of China and investigate fat-tail phenomena and non-Markovian behaviors of the stock index with the assistance of the quantum Brownian motion model, thereby interpreting and studying the limitations of the classical Brownian motion model for the efficient market hypothesis from a new perspective of quantum open system dynamics.
Brownian dynamics simulations with hard-body interactions: Spherical particles
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...
Stochastic calculus for fractional Brownian motion and related processes
Mishura, Yuliya S
2008-01-01
The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. Among these are results about Levy characterization of fractional Brownian motion, maximal moment inequalities for Wiener integrals including the values 0
Brownian Dynamics of charged particles in a constant magnetic field
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.
Population pharmacokinetic modeling of a subcutaneous depot for GnRH antagonist degarelix
DEFF Research Database (Denmark)
Tornøe, Christoffer Wenzel; Agersø, Henrik; Nielsen, Henrik Aalborg;
Purpose. The objective of this study is to develop a population pharmacokinetic (PK) model that describes the subcutaneous (SC) depot formation of gonadotropin-releasing hormone (GnRH) antagonist degarelix, which is being developed for treatment of prostate cancer, exhibiting dose-volume and dose...... depot model describes the PK profile of GnRH antagonist degarelix. This modeling approach might also be applicable for other depot-formulated drugs exhibiting complex PK profiles....
Population Pharmacokinetic Modeling of a Subcutaneous Depot for GnRH Antagonist Degarelix
DEFF Research Database (Denmark)
Tornøe, Christoffer Wenzel; Agersø, Henrik; Nielsen, Henrik Aalborg;
2004-01-01
Purpose. The objective of this study is to develop a population pharmacokinetic (PK) model that describes the subcutaneous (SC) depot formation of gonadotropin-releasing hormone ( GnRH) antagonist degarelix, which is being developed for treatment of prostate cancer, exhibiting dose-volume and dose...... depot model describes the PK profile of GnRH antagonist degarelix. This modeling approach might also be applicable for other depot-formulated drugs exhibiting complex PK profiles....
Stochastic description of quantum Brownian dynamics
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
Wrapping Brownian motion and heat kernels I: compact Lie groups
Maher, David G
2010-01-01
An important object of study in harmonic analysis is the heat equation. On a Euclidean space, the fundamental solution of the associated semigroup is known as the heat kernel, which is also the law of Brownian motion. Similar statements also hold in the case of a Lie group. By using the wrapping map of Dooley and Wildberger, we show how to wrap a Brownian motion to a compact Lie group from its Lie algebra (viewed as a Euclidean space) and find the heat kernel. This is achieved by considering It\\^o type stochastic differential equations and applying the Feynman-Ka\\v{c} theorem.
Brownian motion of solitons in a Bose-Einstein condensate.
Aycock, Lauren M; Hurst, Hilary M; Efimkin, Dmitry K; Genkina, Dina; Lu, Hsin-I; Galitski, Victor M; Spielman, I B
2017-03-07
We observed and controlled the Brownian motion of solitons. We launched solitonic excitations in highly elongated [Formula: see text] Bose-Einstein condensates (BECs) and showed that a dilute background of impurity atoms in a different internal state dramatically affects the soliton. With no impurities and in one dimension (1D), these solitons would have an infinite lifetime, a consequence of integrability. In our experiment, the added impurities scatter off the much larger soliton, contributing to its Brownian motion and decreasing its lifetime. We describe the soliton's diffusive behavior using a quasi-1D scattering theory of impurity atoms interacting with a soliton, giving diffusion coefficients consistent with experiment.
Two-sided reflection of Markov-modulated Brownian motion
D'Auria, B.; Ivanovs, J.; Kella, O.; Mandjes, M.
2012-01-01
This article considers a Markov-modulated Brownian motion with a two-sided reflection. For this doubly-reflected process we compute the Laplace transform of the stationary distribution, as well as the average loss rates at both barriers. Our approach relies on spectral properties of the matrix polyn
The reduction in the brownian motion of electrometers
Milatz, J.M.W.; Zolingen, J.J. van; Iperen, B.B. van
1953-01-01
A method is described to reduce the Brownian deflections of electrometer systems. This is achieved by replacing the air damping by a special type of artificial damping. The latter is realised by means of a photoelectric amplifier containing a differentiating circuit, comp. fig. 1. The amount of ligh
Entropy production of a Brownian ellipsoid in the overdamped limit.
Marino, Raffaele; Eichhorn, Ralf; Aurell, Erik
2016-01-01
We analyze the translational and rotational motion of an ellipsoidal Brownian particle from the viewpoint of stochastic thermodynamics. The particle's Brownian motion is driven by external forces and torques and takes place in an heterogeneous thermal environment where friction coefficients and (local) temperature depend on space and time. Our analysis of the particle's stochastic thermodynamics is based on the entropy production associated with single particle trajectories. It is motivated by the recent discovery that the overdamped limit of vanishing inertia effects (as compared to viscous fricion) produces a so-called "anomalous" contribution to the entropy production, which has no counterpart in the overdamped approximation, when inertia effects are simply discarded. Here we show that rotational Brownian motion in the overdamped limit generates an additional contribution to the "anomalous" entropy. We calculate its specific form by performing a systematic singular perturbation analysis for the generating function of the entropy production. As a side result, we also obtain the (well-known) equations of motion in the overdamped limit. We furthermore investigate the effects of particle shape and give explicit expressions of the "anomalous entropy" for prolate and oblate spheroids and for near-spherical Brownian particles.
Brownian molecular rotors: Theoretical design principles and predicted realizations
Schönborn, Jan Boyke; Herges, Rainer; Hartke, Bernd
2009-06-01
We propose simple design concepts for molecular rotors driven by Brownian motion and external photochemical switching. Unidirectionality and efficiency of the motion is measured by explicit simulations. Two different molecular scaffolds are shown to yield viable molecular rotors when decorated with suitable substituents.
Rotational Brownian Dynamics simulations of clathrin cage formation
Ilie, I.M.; Otter, den W.K.; Briels, W.J.
2014-01-01
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 assem
Brownian dynamics determine universality of charge transport in ionic liquids
Energy Technology Data Exchange (ETDEWEB)
Sangoro, Joshua R [ORNL; Iacob, Ciprian [University of Leipzig; Mierzwa, Michal [University of Silesia, Uniwersytecka, Katowice, Poland; Paluch, Marian [University of Silesia, Uniwersytecka, Katowice, Poland; Kremer, Friedrich [University of Leipzig
2012-01-01
Broadband dielectric spectroscopy is employed to investigate charge transport in a variety of glass-forming ionic liquids over wide frequency, temperature and pressure ranges. Using a combination of Einstein, Einstein-Smoluchowski, and Langevin relations, the observed universal scaling of charge transport in ionic liquids is traced back to the dominant role of Brownian dynamics.
Wrapping Brownian motion and heat kernels II: symmetric spaces
Maher, David G
2010-01-01
In this paper we extend our previous results on wrapping Brownian motion and heat kernels onto compact Lie groups to various symmetric spaces, where a global generalisation of Rouvi\\`ere's formula and the $e$-function are considered. Additionally, we extend some of our results to complex Lie groups, and certain non-compact symmetric spaces.
Distribution of maximum loss of fractional Brownian motion with drift
Çağlar, Mine; Vardar-Acar, Ceren
2013-01-01
In this paper, we find bounds on the distribution of the maximum loss of fractional Brownian motion with H >= 1/2 and derive estimates on its tail probability. Asymptotically, the tail of the distribution of maximum loss over [0, t] behaves like the tail of the marginal distribution at time t.
Thermodynamic laws and equipartition theorem in relativistic Brownian motion.
Koide, T; Kodama, T
2011-06-01
We extend the stochastic energetics to a relativistic system. The thermodynamic laws and equipartition theorem are discussed for a relativistic Brownian particle and the first and the second law of thermodynamics in this formalism are derived. The relation between the relativistic equipartition relation and the rate of heat transfer is discussed in the relativistic case together with the nature of the noise term.
Microstructure from simulated Brownian suspension flows at large shear rate
Morris, Jeffrey F.; Katyal, Bhavana
2002-06-01
Pair microstructure of concentrated Brownian suspensions in simple-shear flow is studied by sampling of configurations from dynamic simulations by the Stokesian Dynamics technique. Simulated motions are three dimensional with periodic boundary conditions to mimic an infinitely extended suspension. Hydrodynamic interactions through Newtonian fluid and Brownian motion are the only physical influences upon the motion of the monodisperse hard-sphere particles. The dimensionless parameters characterizing the suspension are the particle volume fraction and Péclet number, defined, respectively, as φ=(4π/3)na3 with n the number density and a the sphere radius, and Pe=6πηγ˙a3/kT with η the fluid viscosity, γ˙ the shear rate, and kT the thermal energy. The majority of the results reported are from simulations at Pe=1000; results of simulations at Pe=1, 25, and 100 are also reported for φ=0.3 and φ=0.45. The pair structure is characterized by the pair distribution function, g(r)=P1|1(r)/n, where P1|1(r) is the conditional probability of finding a pair at a separation vector r. The structure under strong shearing exhibits an accumulation of pair probability at contact, and angular distortion (from spherical symmetry at Pe=0), with both effects increasing with Pe. Flow simulations were performed at Pe=1000 for eight volume fractions in the range 0.2⩽φ⩽0.585. For φ=0.2-0.3, the pair structure at contact, g(|r|=2)≡g(2), is found to exhibit a single region of strong correlation, g(2)≫1, at points around the axis of compression, with a particle-deficient wake in the extensional zones. A qualitative change in microstructure is observed between φ=0.3 and φ=0.37. For φ⩾0.37, the maximum g(2) lies at points in the shear plane nearly on the x axis of the bulk simple shear flow Ux=γ˙y, while at smaller φ, the maximum g(2) lies near the compressional axis; long-range string ordering is not observed. For φ=0.3 and φ=0.45, g(2)˜Pe0.7 for 1⩽Pe⩽1000, a
Gas production and transport in artificial sludge depots.
van Kessel, T; van Kesteren, W G M
2002-01-01
This paper presents a study to determine the impact of gas production in dredging sludge on the storage capacity of artificial sludge depots. Gas is produced as a result of the decomposition of organic material present in dredging spoil. This process, in which methane and carbon dioxide are formed, may lead to expansion of sludge layers, partly or even completely counterbalancing consolidation. The study shows that, even with a very conservative estimation of the rate of gas production, accumulation of gas occurs as convective and diffusive transport proceed very slowly. Nucleation of gas bubbles occurs already at a limited oversaturation of pore water. During their growth, bubbles push aside the surrounding grain matrix. Resulting stresses may initiate cracks around bubbles. If these cracks join, they may form channels stretching out to the depot surface and along which gas may escape. However, channels are only stable to a limited depth below which bubble accumulation may continue. The gas content at which sufficient cracks and channels are formed to balance the rate of gas production with the rate of outflow strongly depends on the constitutive properties of the dredging sludge considered. In sludge with a high shear strength (> 10 kPa), stable channels are created already at low deformations. However, a large expansion may occur in sludge with a low strength. The present study shows that accumulation of gas may continue until a bulk density less than that of water is attained. This is equivalent to a gas fraction of about 25-37%, depending on the initial water content of the sludge. Only then can gas escape as a result of instabilities in the sediment matrix. This should be well taken into account during the design and management of artificial depots.
Directory of Open Access Journals (Sweden)
Jhon Jairo Santa Chávez
2016-01-01
Full Text Available This paper presents a multiobjective ant colony algorithm for the Multi-Depot Vehicle Routing Problem with Backhauls (MDVRPB where three objectives of traveled distance, traveling times and total consumption of energy are minimized. An ant colony algorithm is proposed to solve the MDVRPB. The solution scheme allows one to find a set of ordered solutions in Pareto fronts by considering the concept of dominance. The effectiveness of the proposed approach is examined by considering a set of instances adapted from the literature. The computational results show high quality results within short computing times.
Pharmacokinetics in Elderly Women of Benzyl Alcohol From an Oil Depot
Kalicharan, Raween; El Amrani, Mohsin; Schot, Peter; Vromans, Herman|info:eu-repo/dai/nl/073088803
2016-01-01
Pharmaceutical oil depots are meant to release active substances at a sustained rate. Most of these depots contain benzyl alcohol (BOH) to facilitate the production and administration. Because BOH changes the solubility of components in both the body fluid and the oil formulation, it is relevant to
Treating allergic rhinitis with depot-steroid injections increase risk of osteoporosis and diabetes
DEFF Research Database (Denmark)
Aasbjerg, Kristian; Torp-Pedersen, Christian; Vaag, Allan
2013-01-01
In Denmark, 23% of the adult population have allergic rhinitis. We have previously demonstrated that a majority of hay fever patients are treated with depot-steroid injections in violation of the guidelines. It has been hypothesised that 1-2 annual depot-steroid injections are not harmful...
Comparison of heuristic approaches for the multiple depot vehicle scheduling problem
A.S. Pepin; G. Desaulniers (Guy); A. Hertz (Alain); D. Huisman (Dennis)
2006-01-01
textabstractGiven a set of timetabled tasks, the multi-depot vehicle scheduling problem is a well-known problem that consists of determining least-cost schedules for vehicles assigned to several depots such that each task is accomplished exactly once by a vehicle. In this paper, we propose to compar
Institute of Scientific and Technical Information of China (English)
Xu Sheng-Hua; Sun Zhi-Wei; Li Xu; Jin Tong Wang
2012-01-01
Simultaneous orthokinetic and perikinetic coagulations(SOPCs)are studied for small and large Peclet numbers(Pe)using Brownian dynamics simulation.The results demonstrate that the contributions of the Brownian motion and the shear flow to the overall coagulation rate are basically not additive.At the early stages of coagulation with small Peclet numbers,the ratio of overall coagulation rate to the rate of pure perikinetic coagulation is proportional to Pe1/2,while with high Peclet numbers,the ratio of overall coagulation rate to the rate of pure orthokinetic coagulation is proportional to pe-1/2.Moreover,our results show that the aggregation rate generally changes with time for the SOPC,which is different from that for pure preikinetic and pure orthokinetic coagulations.By comparing the SOPC with pure preikinetic and pure orthokinetic coagulations,we show that the redistribution of particles due to Brownian motion can play a very important role in the SOPC.In addition,the effects of redistribution in the directions perpendicular and parallel to the shear flow direction are different.This perspective explains the behavior of coagulation due to the joint effects of the Brownian motion(perikinetic)and the fluid motion(orthokinetic).
Artificial immune algorithm for multi-depot vehicle scheduling problems
Wu, Zhongyi; Wang, Donggen; Xia, Linyuan; Chen, Xiaoling
2008-10-01
In the fast-developing logistics and supply chain management fields, one of the key problems in the decision support system is that how to arrange, for a lot of customers and suppliers, the supplier-to-customer assignment and produce a detailed supply schedule under a set of constraints. Solutions to the multi-depot vehicle scheduling problems (MDVRP) help in solving this problem in case of transportation applications. The objective of the MDVSP is to minimize the total distance covered by all vehicles, which can be considered as delivery costs or time consumption. The MDVSP is one of nondeterministic polynomial-time hard (NP-hard) problem which cannot be solved to optimality within polynomial bounded computational time. Many different approaches have been developed to tackle MDVSP, such as exact algorithm (EA), one-stage approach (OSA), two-phase heuristic method (TPHM), tabu search algorithm (TSA), genetic algorithm (GA) and hierarchical multiplex structure (HIMS). Most of the methods mentioned above are time consuming and have high risk to result in local optimum. In this paper, a new search algorithm is proposed to solve MDVSP based on Artificial Immune Systems (AIS), which are inspirited by vertebrate immune systems. The proposed AIS algorithm is tested with 30 customers and 6 vehicles located in 3 depots. Experimental results show that the artificial immune system algorithm is an effective and efficient method for solving MDVSP problems.
From neutrophils to macrophages: differences in regional adipose tissue depots.
Dam, V; Sikder, T; Santosa, S
2016-01-01
Currently, we do not fully understand the underlying mechanisms of how regional adiposity promotes metabolic dysregulation. As adipose tissue expands, there is an increase in chronic systemic low-grade inflammation due to greater infiltration of immune cells and production of cytokines. This chronic inflammation is thought to play a major role in the development of metabolic complications and disease such as insulin resistance and diabetes. We know that different adipose tissue depots contribute differently to the risk of metabolic disease. People who have an upper body fat distribution around the abdomen are at greater risk of disease than those who tend to store fat in their lower body around the hips and thighs. Thus, it is conceivable that adipose tissue depots contribute differently to the inflammatory milieu as a result of varied infiltration of immune cell types. In this review, we describe the role and function of major resident immune cells in the development of adipose tissue inflammation and discuss their regional differences in the context of metabolic disease risk. We find that although initial studies have found regional differences, a more comprehensive understanding of how immune cells interrupt adipose tissue homeostasis is needed.
Brownian nanoimaging of interface dynamics and ligand-receptor binding at cell surfaces in 3-D.
Kuznetsov, Igor R; Evans, Evan A
2013-04-01
We describe a method for nanoimaging interfacial dynamics and ligand-receptor binding at surfaces of live cells in 3-D. The imaging probe is a 1-μm diameter glass bead confined by a soft laser trap to create a "cloud" of fluctuating states. Using a facile on-line method of video image analysis, the probe displacements are reported at ~10 ms intervals with bare precisions (±SD) of 4-6 nm along the optical axis (elevation) and 2 nm in the transverse directions. We demonstrate how the Brownian distributions are analyzed to characterize the free energy potential of each small probe in 3-D taking into account the blur effect of its motions during CCD image capture. Then, using the approach to image interactions of a labeled probe with lamellae of leukocytic cells spreading on cover-glass substrates, we show that deformations of the soft distribution in probe elevations provide both a sensitive long-range sensor for defining the steric topography of a cell lamella and a fast telemetry for reporting rare events of probe binding with its surface receptors. Invoking established principles of Brownian physics and statistical thermodynamics, we describe an off-line method of super resolution that improves precision of probe separations from a non-reactive steric boundary to ~1 nm.
Non-Brownian diffusion in lipid membranes: Experiments and simulations.
Metzler, R; Jeon, J-H; Cherstvy, A G
2016-10-01
The dynamics of constituents and the surface response of cellular membranes-also in connection to the binding of various particles and macromolecules to the membrane-are still a matter of controversy in the membrane biophysics community, particularly with respect to crowded membranes of living biological cells. We here put into perspective recent single particle tracking experiments in the plasma membranes of living cells and supercomputing studies of lipid bilayer model membranes with and without protein crowding. Special emphasis is put on the observation of anomalous, non-Brownian diffusion of both lipid molecules and proteins embedded in the lipid bilayer. While single component, pure lipid bilayers in simulations exhibit only transient anomalous diffusion of lipid molecules on nanosecond time scales, the persistence of anomalous diffusion becomes significantly longer ranged on the addition of disorder-through the addition of cholesterol or proteins-and on passing of the membrane lipids to the gel phase. Concurrently, experiments demonstrate the anomalous diffusion of membrane embedded proteins up to macroscopic time scales in the minute time range. Particular emphasis will be put on the physical character of the anomalous diffusion, in particular, the occurrence of ageing observed in the experiments-the effective diffusivity of the measured particles is a decreasing function of time. Moreover, we present results for the time dependent local scaling exponent of the mean squared displacement of the monitored particles. Recent results finding deviations from the commonly assumed Gaussian diffusion patterns in protein crowded membranes are reported. The properties of the displacement autocorrelation function of the lipid molecules are discussed in the light of their appropriate physical anomalous diffusion models, both for non-crowded and crowded membranes. In the last part of this review we address the upcoming field of membrane distortion by elongated membrane
Multiscale Reaction-Diffusion Algorithms: PDE-Assisted Brownian Dynamics
Franz, Benjamin
2013-06-19
Two algorithms that combine Brownian dynami cs (BD) simulations with mean-field partial differential equations (PDEs) are presented. This PDE-assisted Brownian dynamics (PBD) methodology provides exact particle tracking data in parts of the domain, whilst making use of a mean-field reaction-diffusion PDE description elsewhere. The first PBD algorithm couples BD simulations with PDEs by randomly creating new particles close to the interface, which partitions the domain, and by reincorporating particles into the continuum PDE-description when they cross the interface. The second PBD algorithm introduces an overlap region, where both descriptions exist in parallel. It is shown that the overlap region is required to accurately compute variances using PBD simulations. Advantages of both PBD approaches are discussed and illustrative numerical examples are presented. © 2013 Society for Industrial and Applied Mathematics.
Quantum mechanics and the square root of the Brownian motion
Frasca, Marco
2014-01-01
Using the Euler--Maruyama technique, we show that a class of Wiener processes exists that are obtained by computing an arbitrary positive power of them. This can be accomplished with a proper set of definitions that makes meaningful the realization at discrete times of these processes and make them computable. Then, we are able to show that quantum mechanics is not directly a stochastic process characterizing Brownian motion but rather its square root. Schr\\"odinger equation is immediately derived without further assumptions as the Fokker--Planck equation for this process. This generalizes without difficulty to a Clifford algebra that makes immediate the introduction of spin and a generalization to the Dirac equation. A relevant conclusion is that the introduction of spin is essential to recover the Brownian motion from its square root.
Brownian transport controlled by dichotomic and thermal fluctuations
Kula, J.; Kostur, M.; Łuczka, J.
1998-09-01
We study transport of Brownian particles in spatially periodic structures, driven by both thermal equilibrium fluctuations and dichotomic noise of zero mean values. Introducing specific scaling, we show that the dimensionless Newton-Langevin type equation governing the motion of Brownian particles is very well approximated by the overdamped dynamics; inertial effects can be neglected because for generic systems dimensionless mass is many orders less than a dimensionless friction coefficient. An exact probability current, proportional to the mean drift velocity of particles, is obtained for a piecewise linear spatially periodic potential. We analyze in detail properties of the macroscopic averaged motion of particles. In dependence on statistics of both sources of fluctuations, the directed transport of particles exhibits such distinctive non-monotonic behavior as: bell-shaped dependence (there exists optimal statistics of fluctuations maximizing velocity) and reversal in the direction of macroscopic motion (there exists critical statistics at which the drift velocity is zero).
The genealogy of extremal particles of Branching Brownian Motion
Arguin, Louis-Pierre; Kistler, Nicola
2010-01-01
Branching Brownian Motion describes a system of particles which diffuse in space and split into offsprings according to a certain random mechanism. In virtue of the groundbreaking work by M. Bramson on the convergence of solutions of the Fisher-KPP equation to traveling waves, the law of the rightmost particle in the limit of large times is rather well understood. In this work, we address the full statistics of the extremal particles (first-, second-, third- etc. largest). In particular, we prove that in the large $t-$limit, such particles descend with overwhelming probability from ancestors having split either within a distance of order one from time $0$, or within a distance of order one from time $t$. The approach relies on characterizing, up to a certain level of precision, the paths of the extremal particles. As a byproduct, a heuristic picture of Branching Brownian Motion ``at the edge'' emerges, which sheds light on the still unknown limiting extremal process.
Pressure and phase equilibria in interacting active brownian spheres.
Solon, Alexandre P; Stenhammar, Joakim; Wittkowski, Raphael; Kardar, Mehran; Kafri, Yariv; Cates, Michael E; Tailleur, Julien
2015-05-15
We derive a microscopic expression for the mechanical pressure P in a system of spherical active Brownian particles at density ρ. Our exact result relates P, defined as the force per unit area on a bounding wall, to bulk correlation functions evaluated far away from the wall. It shows that (i) P(ρ) is a state function, independent of the particle-wall interaction; (ii) interactions contribute two terms to P, one encoding the slow-down that drives motility-induced phase separation, and the other a direct contribution well known for passive systems; and (iii) P is equal in coexisting phases. We discuss the consequences of these results for the motility-induced phase separation of active Brownian particles and show that the densities at coexistence do not satisfy a Maxwell construction on P.
Fast simulation of Brownian dynamics in a crowded environment
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...
On a nonstandard Brownian motion and its maximal function
Andrade, Bernardo B. de
2015-07-01
This article uses Radically Elementary Probability Theory (REPT) to prove results about the Wiener walk (the radically elementary Brownian motion) without the technical apparatus required by stochastic integration. The techniques used replace measure-theoretic tools by discrete probability and the rigorous use of infinitesimals. Specifically, REPT is applied to the results in Palacios (The American Statistician, 2008) to calculate certain expectations related to the Wiener walk and its maximal function. Because Palacios uses mostly combinatorics and no measure theory his results carry over through REPT with minimal changes. The paper also presents a construction of the Wiener walk which is intended to mimic the construction of Brownian motion from "continuous" white noise. A brief review of the nonstandard model on which REPT is based is given in the Appendix in order to minimize the need for previous exposure to the subject.
Multiscale reaction-diffusion algorithms: PDE-assisted Brownian dynamics
Franz, Benjamin; Chapman, S Jonathan; Erban, Radek
2012-01-01
Two algorithms that combine Brownian dynamics (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 to accurately compute variances using the PBD simulation requires the overlap region. Advantages of both PBD approaches are discussed and illustrative numerical examples are presented.
CNT based thermal Brownian motor to pump water in nanodevices
DEFF Research Database (Denmark)
Oyarzua, Elton; Zambrano, Harvey; Walther, Jens Honore
2016-01-01
Brownian molecular motors are nanoscale machines that exploit thermal fluctuations for directional motion by employing mechanisms such as the Feynman-Smoluchowski ratchet. In this study, using Non Equilibrium Molecular Dynamics, we propose a novel thermal Brownian motor for pumping water through...... Carbon Nanotubes (CNTs). To achieve this we impose a thermal gradient along the axis of a CNT filled with water and impose, in addition, a spatial asymmetry by flxing specific zones on the CNT in order to modify the vibrational modes of the CNT. We find that the temperature gradient and imposed spatial...... asymmetry drive the water ow in a preferential direction. We systematically modified the magnitude of the applied thermal gradient and the axial position of the fixed points. The analysis involves measurement of the vibrational modes in the CNTs using a Fast Fourier Transform (FFT) algorithm. We observed...
Quantum and classical correlations in quantum Brownian motion
Eisert, J; Plenio, M. B.
2001-01-01
We investigate the entanglement properties of the joint state of a distinguished quantum system and its environment in the quantum Brownian motion model. This model is a frequent starting point for investigations of environment-induced superselection. Using recent methods from quantum information theory, we show that there exists a large class of initial states for which no entanglement will be created at all times between the system of salient interest and the environment. If the distinguish...
Analytical studies of Spectrum Broadcast Structures in Quantum Brownian Motion
2016-01-01
Spectrum Broadcast Structures are a new and fresh concept in the quantum-to-classical transition, introduced recently in the context of decoherence and the appearance of objective features in quantum mechanics. These are specific quantum state structures, responsible for an apparent objectivity of a decohered state of a system. Recently they have been shown to appear in the well known Quantum Brownian Motion model, however the final analysis relied on numerics. Here, after a presentation of t...
On the Generalized Brownian Motion and its Applications in Finance
DEFF Research Database (Denmark)
Høg, Esben; Frederiksen, Per; Schiemert, Daniel
of the state variables instead of standard Brownian motions. This is a new direction in pricing non defaultable bonds. By extending the theory developed by Dippon & Schiemert (2006a), the paper developes a bond market with memory, and proves the absence of arbitrage. The framework is readily extendable...... to other markets or multi factors. As a complement the paper shows an example of how to derive the implied bond pricing parameters using the ordinary Kalman filter....
The frustrated Brownian motion of nonlocal solitary waves
Folli, Viola
2010-01-01
We investigate the evolution of solitary waves in a nonlocal medium in the presence of disorder. By using a perturbational approach, we show that an increasing degree of nonlocality may largely hamper the Brownian motion of self-trapped wave-packets. The result is valid for any kind of nonlocality and in the presence of non-paraxial effects. Analytical predictions are compared with numerical simulations based on stochastic partial differential equation
On the Spectral Gap of Brownian Motion with Jump Boundary
Kolb, Martin
2011-01-01
In this paper we consider the Brownian motion with jump boundary and present a new proof of a recent result of Li, Leung and Rakesh concerning the exact convergence rate in the one-dimensional case. Our methods are different and mainly probabilistic relying on coupling methods adapted to the special situation under investigation. Moreover, we answer a question raised by Ben-Ari and Pinsky concerning the dependence of the spectral gap on the jump distribution in a multi-dimensional setting.
Coupling of Brownian motions and Perelman's L-functional
Kuwada, Kazumasa
2010-01-01
We show that on a manifold whose Riemannian metric evolves under backwards Ricci flow two Brownian motions can be coupled in such a way that the expectation of their normalized L-distance is non-increasing. As an immediate corollary we obtain a new proof of a recent result of Topping (J. reine angew. Math. 636 (2009), 93-122), namely that the normalized L-transportation cost between two solutions of the heat equation is non-increasing as well.
Continuous state branching processes in random environment: The Brownian case
Palau, Sandra; Pardo, Juan Carlos
2015-01-01
We consider continuous state branching processes that are perturbed by a Brownian motion. These processes are constructed as the unique strong solution of a stochastic differential equation. The long-term extinction and explosion behaviours are studied. In the stable case, the extinction and explosion probabilities are given explicitly. We find three regimes for the asymptotic behaviour of the explosion probability and, as in the case of branching processes in random environment, we find five...
The Brownian Cactus I. Scaling limits of discrete cactuses
Curien, Nicolas; Gall, Jean-François Le; 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 $\\mathbb{R}$-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,...
Analysis of a Brownian heat engine with ecological criteria
Açıkkalp, Emin
2016-12-01
The purpose of this study is to investigate the Brownian heat engine with thermo-ecological function ( ECF) and ecological coefficient of performance ( ECOP). Potential and kinetic heat flows are taken into account. Different parameters are considered in the analyses. Beside the thermo-ecological function and ecological coefficient of performance, the basic thermodynamics parameters involving power output and efficiency are investigated. Results are presented numerically and the optimum points of the system are determined.
Fractional Brownian motions: memory, diffusion velocity, and correlation functions
Fuliński, A.
2017-02-01
Fractional Brownian motions (FBMs) have been observed recently in the measured trajectories of individual molecules or small particles in the cytoplasm of living cells and in other dense composite systems, among others. Various types of FBMs differ in a number of ways, including the strength, range and type of damping of the memory encoded in their definitions, but share several basic characteristics: distributions, non-ergodic properties, and scaling of the second moment, which makes it difficult to determine which type of Brownian motion (fractional or normal) the measured trajectory belongs to. Here, we show, by introducing FBMs with regulated range and strength of memory, that it is the structure of memory which determines their physical properties, including mean velocity of diffusion; therefore, the course and kinetics of several processes (including coagulation and some chemical reactions). We also show that autocorrelation functions possess characteristic features which enable identification of an observed FBM, and of the type of memory governing its trajectory. In memoriam Marian Smoluchowski, on the 100th anniversary of the publication of his seminal papers on Brownian motion and diffusion-limited kinetics.
Reflected Brownian motions in the KPZ universality class
Weiss, Thomas; Spohn, Herbert
2017-01-01
This book presents a detailed study of a system of interacting Brownian motions in one dimension. The interaction is point-like such that the n-th Brownian motion is reflected from the Brownian motion with label n-1. This model belongs to the Kardar-Parisi-Zhang (KPZ) universality class. In fact, because of the singular interaction, many universal properties can be established with rigor. They depend on the choice of initial conditions. Discussion addresses packed and periodic initial conditions (Chapter 5), stationary initial conditions (Chapter 6), and mixtures thereof (Chapter 7). The suitably scaled spatial process will be proven to converge to an Airy process in the long time limit. A chapter on determinantal random fields and another one on Airy processes are added to have the notes self-contained. These notes serve as an introduction to the KPZ universality class, illustrating the main concepts by means of a single model only. The notes will be of interest to readers from interacting diffusion processe...
Non-conservative optical forces and Brownian vortexes
Sun, Bo
Optical manipulation using optical tweezers has been widely adopted in physics, chemical engineering and biology. While most applications and fundamental studies of optical trapping have focused on optical forces resulting from intensity gradients, we have also explored the role of radiation pressure, which is directed by phase gradients in beams of light. Interestingly, radiation pressure turns out to be a non-conservative force and drives trapped objects out of thermodynamic equilibrium with their surrounding media. We have demonstrated the resulting nonequilibrium effects experimentally by tracking the thermally driven motions of optically trapped colloidal spheres using holographic video microscopy. Rather than undergoing equilibrium thermal fluctuations, as has been assumed for more than a quarter century, a sphere in an optical tweezer enters into a stochastic steady-state characterized by closed loops in its probability current density. These toroidal vortexes constitute a bias in the particle's otherwise random thermal fluctuations arising at least indirectly from a solenoidal component in the optical force. This surprising effect is a particular manifestation of a more general class of noise-driven machines that we call Brownian vortexes. This previously unrecognized class of stochastic heat engines operates on qualitatively different principles from such extensively studied nonequilibrium systems as thermal ratchets and Brownian motors. Among its interesting properties, a Brownian vortex can reverse its direction with changes in temperature or equivalent control parameters.
Brownian dynamics without Green's functions
Energy Technology Data Exchange (ETDEWEB)
Delong, Steven; Donev, Aleksandar, E-mail: donev@courant.nyu.edu [Courant Institute of Mathematical Sciences, New York University, New York, New York 10012 (United States); Usabiaga, Florencio Balboa; Delgado-Buscalioni, Rafael [Departamento de Física Teórica de la Materia Condensada and Condensed Matter Physics Center (IFIMAC), Univeridad Autónoma de Madrid, Madrid 28049 (Spain); Griffith, Boyce E. [Courant Institute of Mathematical Sciences, New York University, New York, New York 10012 (United States); Leon H. Charney Division of Cardiology, Department of Medicine, New York University School of Medicine, New York, New York 10016 (United States)
2014-04-07
We develop a Fluctuating Immersed Boundary (FIB) method for performing Brownian dynamics simulations of confined particle suspensions. Unlike traditional methods which employ analytical Green's functions for Stokes flow in the confined geometry, the FIB method uses a fluctuating finite-volume Stokes solver to generate the action of the response functions “on the fly.” Importantly, we demonstrate that both the deterministic terms necessary to capture the hydrodynamic interactions among the suspended particles, as well as the stochastic terms necessary to generate the hydrodynamically correlated Brownian motion, can be generated by solving the steady Stokes equations numerically only once per time step. This is accomplished by including a stochastic contribution to the stress tensor in the fluid equations consistent with fluctuating hydrodynamics. We develop novel temporal integrators that account for the multiplicative nature of the noise in the equations of Brownian dynamics and the strong dependence of the mobility on the configuration for confined systems. Notably, we propose a random finite difference approach to approximating the stochastic drift proportional to the divergence of the configuration-dependent mobility matrix. Through comparisons with analytical and existing computational results, we numerically demonstrate the ability of the FIB method to accurately capture both the static (equilibrium) and dynamic properties of interacting particles in flow.
Semicircular Canals Circumvent Brownian Motion Overload of Mechanoreceptor Hair Cells.
Directory of Open Access Journals (Sweden)
Mees Muller
Full Text Available Vertebrate semicircular canals (SCC first appeared in the vertebrates (i.e. ancestral fish over 600 million years ago. In SCC the principal mechanoreceptors are hair cells, which as compared to cochlear hair cells are distinctly longer (70 vs. 7 μm, 10 times more compliant to bending (44 vs. 500 nN/m, and have a 100-fold higher tip displacement threshold (< 10 μm vs. <400 nm. We have developed biomechanical models of vertebrate hair cells where the bundle is approximated as a stiff, cylindrical elastic rod subject to friction and thermal agitation. Our models suggest that the above differences aid SCC hair cells in circumventing the masking effects of Brownian motion noise of about 70 nm, and thereby permit transduction of very low frequency (<10 Hz signals. We observe that very low frequency mechanoreception requires increased stimulus amplitude, and argue that this is adaptive to circumvent Brownian motion overload at the hair bundles. We suggest that the selective advantage of detecting such low frequency stimuli may have favoured the evolution of large guiding structures such as semicircular canals and otoliths to overcome Brownian Motion noise at the level of the mechanoreceptors of the SCC.
Stochastic Calculus with respect to multifractional Brownian motion
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...
Single potassium niobate nano/microsized particles as local mechano-optical Brownian probes
Mor, Flavio M.; Sienkiewicz, Andrzej; Magrez, Arnaud; Forró, László; Jeney, Sylvia
2016-03-01
Perovskite alkaline niobates, due to their strong nonlinear optical properties, including birefringence and the capability to produce second-harmonic generation (SHG) signals, attract a lot of attention as potential candidates for applications as local nano/microsized mechano-optical probes. Here, we report on an implementation of photonic force microscopy (PFM) to explore the Brownian motion and optical trappability of monocrystalline potassium niobate (KNbO3) nano/microsized particles having sizes within the range of 50 to 750 nm. In particular, we exploit the anisotropic translational diffusive regime of the Brownian motion to quantify thermal fluctuations and optical forces of singly-trapped KNbO3 particles within the optical trapping volume of a PFM microscope. We also show that, under near-infrared (NIR) excitation of the highly focused laser beam of the PFM microscope, a single optically-trapped KNbO3 particle reveals a strong SHG signal manifested by a narrow peak (λem = 532 nm) at half the excitation wavelength (λex = 1064 nm). Moreover, we demonstrate that the thus induced SHG emission can be used as a local light source that is capable of optically exciting molecules of an organic dye, Rose Bengal (RB), which adhere to the particle surface, through the mechanism of luminescence energy transfer (LET).Perovskite alkaline niobates, due to their strong nonlinear optical properties, including birefringence and the capability to produce second-harmonic generation (SHG) signals, attract a lot of attention as potential candidates for applications as local nano/microsized mechano-optical probes. Here, we report on an implementation of photonic force microscopy (PFM) to explore the Brownian motion and optical trappability of monocrystalline potassium niobate (KNbO3) nano/microsized particles having sizes within the range of 50 to 750 nm. In particular, we exploit the anisotropic translational diffusive regime of the Brownian motion to quantify thermal
Energy Technology Data Exchange (ETDEWEB)
Eranki, Pragnya L.; Manowitz, David H.; Bals, Bryan D.; Izaurralde, Roberto C.; Kim, Seungdo; Dale, Bruce E.
2013-07-23
An array of feedstock is being evaluated as potential raw material for cellulosic biofuel production. Thorough assessments are required in regional landscape settings before these feedstocks can be cultivated and sustainable management practices can be implemented. On the processing side, a potential solution to the logistical challenges of large biorefi neries is provided by a network of distributed processing facilities called local biomass processing depots. A large-scale cellulosic ethanol industry is likely to emerge soon in the United States. We have the opportunity to influence the sustainability of this emerging industry. The watershed-scale optimized and rearranged landscape design (WORLD) model estimates land allocations for different cellulosic feedstocks at biorefinery scale without displacing current animal nutrition requirements. This model also incorporates a network of the aforementioned depots. An integrated life cycle assessment is then conducted over the unified system of optimized feedstock production, processing, and associated transport operations to evaluate net energy yields (NEYs) and environmental impacts.
The Linehaul-Feeder Vehicle Routing Problem with Virtual Depots and Time Windows
Directory of Open Access Journals (Sweden)
Huey-Kuo Chen
2011-01-01
Full Text Available This paper addresses the linehaul-feeder vehicle routing problem with virtual depots and time windows (LFVRPTW. Small and large vehicles deliver services to customers within time constraints; small vehicles en route may reload commodities from either the physical depot or from the larger vehicle at a virtual depot before continuing onward. A two-stage solution heuristic involving Tabu search is proposed to solve this problem. The test results show that the LFVRPTW performs better than the vehicle routing problem with time windows in terms of both objective value and the number of small vehicles dispatched.
Intrinsic differences in adipocyte precursor cells from different white fat depots
DEFF Research Database (Denmark)
Macotela, Yazmín; Emanuelli, Brice; Mori, Marcelo A;
2012-01-01
Obesity and body fat distribution are important risk factors for the development of type 2 diabetes and metabolic syndrome. Evidence has accumulated that this risk is related to intrinsic differences in behavior of adipocytes in different fat depots. In the current study, we demonstrate...... is higher in obesity-prone C57BL/6 mice than obesity-resistant 129 mice, and the number in both depots is increased by up to 270% by exposure of mice to high-fat diet. Thus, APCs from visceral and subcutaneous depots are dynamic populations, which have intrinsic differences in gene expression...
Sex dimorphism and depot differences in adipose tissue function.
White, Ursula A; Tchoukalova, Yourka D
2014-03-01
Obesity, characterized by excessive adiposity, is a risk factor for many metabolic pathologies, such as type 2 diabetes mellitus (T2DM). Numerous studies have shown that adipose tissue distribution may be a greater predictor of metabolic health. Upper-body fat (visceral and subcutaneous abdominal) is commonly associated with the unfavorable complications of obesity, while lower-body fat (gluteal-femoral) may be protective. Current research investigations are focused on analyzing the metabolic properties of adipose tissue, in order to better understand the mechanisms that regulate fat distribution in both men and women. This review will highlight the adipose tissue depot- and sex-dependent differences in white adipose tissue function, including adipogenesis, adipose tissue developmental patterning, the storage and release of fatty acids, and secretory function. This article is part of a Special Issue entitled: Modulation of Adipose Tissue in Health and Disease.
The case for a centralized repair depot for Space Shuttle
Enlow, R. D.
1985-01-01
The first priority of the NSTS program is to make the Space Shuttle system fully operational and cost effective in providing routine access to space. In support of this priority an integrated logistics support system was planned, structured and is being implemented to support a launch-on-time goal of 95 percent. In achieving a 95 percent spares 'fill rate' in an environment of small fleet size, highly unique and high cost assets, significant spares cost can be incurred. A major portion of these costs are for the additional spares required when repair or acquisition times are lengthy. This paper provides a fundamental analysis of the costs and other factors involved in the spare and repair process and provides an optimized cost and process solution for the Space Shuttle program - a centralized repair depot located at KSC.
Hausdorff measures of the image, graph and level set of bifractional Brownian motion
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
Let BH,K = {BH,K(t), t ∈ R+} be a bifractional Brownian motion in Rd. This process is a selfsimilar Gaussian process depending on two parameters H and K and it constitutes a natural generalization of fractional Brownian motion (which is obtained for K = 1). The exact Hausdorff measures of the image, graph and the level set of BH,K are investigated. The results extend the corresponding results proved by Talagrand and Xiao for fractional Brownian motion.
When fractional Brownian motion does not behave as a continuous function with bounded variation?
Azmoodeh, Ehsan; Valkeila, Esko
2010-01-01
If we compose a smooth function g with fractional Brownian motion B with Hurst index H > 1/2, then the resulting change of variables formula [or It/^o- formula] has the same form as if fractional Brownian motion would be a continuous function with bounded variation. In this note we prove a new integral representation formula for the running maximum of a continuous function with bounded variation. Moreover we show that the analogue to fractional Brownian motion fails.
Convergence in Law to Operator Fractional Brownian Motion of Riemann-Liouville Type
Institute of Scientific and Technical Information of China (English)
Hong Shuai DAI
2013-01-01
In this paper,we extend the well-studied fractional Brownian motion of Riemann-Liouville type to the multivariate case,and the corresponding processes are called operator fractional Brownian motions of Riemann-Liouville type.We also provide two results on approximation to operator fractional Brownian motions of Riemann-Liouville type.The first approximation is based on a Poisson process,and the second one is based on a sequence of I.I.D.random variables.
How superdiffusion gets arrested: ecological encounters explain shift from Lévy to Brownian movement
de Jager, Monique; Bartumeus, Frederic; Kölzsch, Andrea; Franz J. Weissing; Hengeveld, Geerten M; Nolet, Bart A.; Herman, Peter M. J.; van de Koppel, Johan
2014-01-01
Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when foraging in resource-poor environments. Yet, empirical studies reveal animals moving in a Brownian fashion when resources are abundant. We demonstrate that Einstein's original theory of collision-induc...
Self-intersection local times and collision local times of bifractional Brownian motions
Institute of Scientific and Technical Information of China (English)
2009-01-01
In this paper, we consider the local time and the self-intersection local time for a bifractional Brownian motion, and the collision local time for two independent bifractional Brownian motions. We mainly prove the existence and smoothness of the self-intersection local time and the collision local time, through the strong local nondeterminism of bifractional Brownian motion, L2 convergence and Chaos expansion.
Karhunen-Loève Expansion for the Second Order Detrended Brownian Motion
Directory of Open Access Journals (Sweden)
Yongchun Zhou
2014-01-01
Full Text Available Based on the norm in the Hilbert Space L2[0,1], the second order detrended Brownian motion is defined as the orthogonal component of projection of the standard Brownian motion into the space spanned by nonlinear function subspace. Karhunen-Loève expansion for this process is obtained together with the relationship of that of a generalized Brownian bridge. As applications, Laplace transform, large deviation, and small deviation are given.
Replenishment policies for Empty Containers in an Inland Multi-depot System
DEFF Research Database (Denmark)
Dang, Quang-Vinh; Nielsen, Izabela Ewa; Yun, W. Y.
2013-01-01
This research focuses on the problem of positioning empty containers in a port area with multiple depots. Three options are considered: positioning from other overseas ports, inland positioning between depots and leasing. The policies for empty-container management are as follows: a coordinated (s......, S) inventory policy for overseas positioning, a (ri, Ri) policy at each depot for inland positioning, and a simple leasing policy with zero lead-time and infinite capacity. For the inland positioning policy, four different methods are proposed to reposition empty containers between depots....... The objective is to obtain the optimal policy in order to minimize the expected total cost consisting of: inventory holding, overseas positioning, inland positioning and leasing costs. A simulation-based genetic algorithm is developed to find near-optimal policies. Numerical examples are given to demonstrate...
Directory of Open Access Journals (Sweden)
Bruna Kelly Sousa Hirata
2015-01-01
Full Text Available Due to the high incidence and severity of obesity and its related disorders, it is highly desirable to develop new strategies to treat or even to prevent its development. We have previously described that Ginkgo biloba extract (GbE improved insulin resistance and reduced body weight gain of obese rats. In the present study we aimed to evaluate the effect of GbE on both inflammatory cascade and insulin signaling in retroperitoneal fat depot of diet-induced obese rats. Rats were fed with high fat diet for 2 months and thereafter treated for 14 days with 500 mg/kg of GbE. Rats were then euthanized and samples from retroperitoneal fat depot were used for western blotting, RT-PCR, and ELISA experiments. The GbE treatment promoted a significant reduction on both food/energy intake and body weight gain in comparison to the nontreated obese rats. In addition, a significant increase of both Adipo R1 and IL-10 gene expressions and IR and Akt phosphorylation was also observed, while NF-κB p65 phosphorylation and TNF-α levels were significantly reduced. Our data suggest that GbE might have potential as a therapy to treat obesity-related metabolic diseases, with special interest to treat obese subjects resistant to adhere to a nutritional education program.
Directory of Open Access Journals (Sweden)
Zhou Shengli
2008-08-01
Full Text Available Abstract Background The co-morbidities of obesity are tied to location of excess fat in the intra-abdominal as compared to subcutaneous white adipose tissue (WAT depot. Genes distinctly expressed in WAT depots may impart depot-dependent physiological functions. To identify such genes, we prepared subtractive cDNA libraries from murine subcutaneous (SC or intra-abdominal epididymal (EP white adipocytes. Results Differential screening and qPCR validation identified 7 transcripts with 2.5-fold or greater enrichment in EP vs. SC adipocytes. Boc, a component of the hedgehog signaling pathway demonstrated highest enrichment (~12-fold in EP adipocytes. We also identified a dramatic enrichment in SC adipocytes vs. EP adipocytes and in SC WAT vs. EP WAT for transcript(s for the major urinary proteins (Mups, small secreted proteins with pheromone functions that are members of the lipocalin family. Expression of Boc and Mup transcript was further assessed in murine tissues, adipogenesis models, and obesity. qPCR analysis reveals that EP WAT is a major site of expression of Boc transcript. Furthermore, Boc transcript expression decreased in obese EP WAT with a concomitant upregulation of Boc transcript in the obese SC WAT depot. Assessment of the Boc binding partner Cdon in adipose tissue and cell fractions thereof, revealed transcript expression similar to Boc; suggestive of a role for the Boc-Cdon axis in WAT depot function. Mup transcripts were predominantly expressed in liver and in the SC and RP WAT depots and increased several thousand-fold during differentiation of primary murine preadipocytes to adipocytes. Mup transcripts were also markedly reduced in SC WAT and liver of ob/ob genetically obese mice compared to wild type. Conclusion Further assessment of WAT depot-enriched transcripts may uncover distinctions in WAT depot gene expression that illuminate the physiological impact of regional adiposity.
An Assessment of External Organizational Marketing at Naval Aviation Depot (NADEP) North Island
2005-12-01
Logistics Command (ALC) at McClellan Air Force Base ( AFB ) in Sacramento , California. The second facility identified was the San Antonio ALC at Kelly...appointed BRAC Commission recommended the closure of 2 out of 5 of the United States Air Force’s aviation depots. The first was the Sacramento Aviation... AFB in San Antonio, Texas. To the commission, these two depots represented redundant production capacity that was already available at the
A Variable Neighborhood Search-Based Heuristic for the Multi-Depot Vehicle Routing Problem
Directory of Open Access Journals (Sweden)
Arif Imran
2013-01-01
Full Text Available The multi-depot vehicle routing problem (MDVRP is addressed using an adaptation of the variable neighborhood search (VNS. The proposed VNS algorithm besides using several neighborhoods and a number of local searches has a number of additional features. These include a scheme for identifying borderline customers, a diversivication procedure and a mechanism that aggregates and disaggregates routes between depots. The proposed algorithm is tested on the data instances from the literature and produces competitive results.
Random functions via Dyson Brownian Motion: progress and problems
Energy Technology Data Exchange (ETDEWEB)
Wang, Gaoyuan; Battefeld, Thorsten [Institute for Astrophysics, University of Goettingen,Friedrich Hund Platz 1, D-37077 Goettingen (Germany)
2016-09-05
We develope a computationally efficient extension of the Dyson Brownian Motion (DBM) algorithm to generate random function in C{sup 2} locally. We further explain that random functions generated via DBM show an unstable growth as the traversed distance increases. This feature restricts the use of such functions considerably if they are to be used to model globally defined ones. The latter is the case if one uses random functions to model landscapes in string theory. We provide a concrete example, based on a simple axionic potential often used in cosmology, to highlight this problem and also offer an ad hoc modification of DBM that suppresses this growth to some degree.
A parity breaking Ising chain Hamiltonian as a Brownian motor
Cornu, F.; Hilhorst, H. J.
2014-10-01
We consider the translationally invariant but parity (left-right symmetry) breaking Ising chain Hamiltonian {\\cal H} =-{U_2}\\sumk sksk+1 - {U_3}\\sumk sksk+1sk+3 and let this system evolve by Kawasaki spin exchange dynamics. Monte Carlo simulations show that perturbations forcing this system off equilibrium make it act as a Brownian molecular motor which, in the lattice gas interpretation, transports particles along the chain. We determine the particle current under various different circumstances, in particular as a function of the ratio {U_3}/{U_2} and of the conserved magnetization M=\\sum_ksk . The symmetry of the U3 term in the Hamiltonian is discussed.
Non-Markovian quantum Brownian motion of a harmonic oscillator
Energy Technology Data Exchange (ETDEWEB)
Tang, J.
1994-02-01
We apply the density-matrix method to the study of quantum Brownian motion of a harmonic oscillator coupled to a heat bath, a system investigated previously by Caldeira and Leggett using a different method. Unlike the earlier work, in our derivation of the master equation the non-Markovian terms are maintained. Although the same model of interaction is used, discrepancy is found between their results and our equation in the Markovian limit. We also point out that the particular interaction model used by both works cannot lead to the phenomenological generalized Langevin theory of Kubo.
Some Results on Fractional Brownian Sheets and Their Local Times
Institute of Scientific and Technical Information of China (English)
Zong-mao Cheng; Zheng-yan Lin
2008-01-01
Let BHO={BHO(t),E RN+} be a real-valued fractional Brownian sheet. Define the (N,d)-Ganssian random field BH by where BH1,..., BHd are independent copies of BHO. The existence and joint continuity of local times of BH is proven in some given conditions in [22]. We then study further properties of the local times of BH, such as the moments of increments of local times, the large increments and the maximum moduli of continuity of local times and as a result, we answer the questions posed in [22].
Cavity-enhanced optical detection of carbon nanotube Brownian motion
Stapfner, S; Hunger, D; Weig, E M; Reichel, J; Favero, I
2012-01-01
Optical cavities with small mode volume are well-suited to detect the vibration of sub-wavelength sized objects. Here we employ a fiber-based, high-finesse optical microcavity to detect the Brownian motion of a freely suspended carbon nanotube at room temperature under vacuum. The optical detection resolves deflections of the oscillating tube down to 50pm/Hz^1/2. A full vibrational spectrum of the carbon nanotube is obtained and confirmed by characterization of the same device in a scanning electron microscope. Our work successfully extends the principles of high-sensitivity optomechanical detection to molecular scale nanomechanical systems.
Isolated zeros for Brownian motion with variable drift
Antunović, Tonći; Peres, Yuval; Ruscher, Julia
2010-01-01
It is well known that standard one-dimensional Brownian motion B(t) has no isolated zeros almost surely. We show that for any alpha<1/2 there are alpha-H\\"older continuous functions f(t) for which the process B(t)-f(t) has isolated zeros with positive probability. We also prove that for any f(t), the zero set of B(t)-f(t) has Hausdorff dimension at least 1/2 with positive probability, and 1/2 is an upper bound if f(t) is 1/2-H\\"older continuous or of bounded variation.
A Flashing Model for Transport of Brownian Motors
Institute of Scientific and Technical Information of China (English)
赵同军; 展永; 吴建海; 王永宏
2002-01-01
A flashing coloured noise model is proposed to describe the motion of a molecular motor. In this model,the overdamped Brownian particle moves in an asymmetric periodic potential with a tashing Ornstein-Ulenbeck coloured noise. The relationship between the current and the parameters-such as the intensity, the correlation time of coloured noise and the flip rate of the noise-is discussed using the Monte Carlo simulation method.Current reversal occurs with the change of the correlation time and the flip rate of coloured noise, which may be related to the directed motion and the current reversal of molecular motors.
Random functions via Dyson Brownian Motion: progress and problems
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.
Random Functions via Dyson Brownian Motion: Progress and Problems
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.
Whitening filter and innovational representation of fractional Brownian motion
Energy Technology Data Exchange (ETDEWEB)
Wang Xiaotian [School of Mathematical sciences, South China University of Technology, Guangzhou 510640 (China)], E-mail: swa001@126.com; Wu Min [School of Mathematical sciences, South China University of Technology, Guangzhou 510640 (China)
2009-03-15
In this paper, by means of fractional differential-integral technique we give a new whitening filter formula for fractional Brownian motion defined by Mandelbrot and van Ness [Mandelbrot BB, van Ness JW. SIAM Rev 1968;10(4):422]. This new formula has potential use in time series analysis and in detecting signals as Barton and Vincent Poor [Barton RJ, Vincent Poor H. IEEE Trans Inform Theory 1988;34(5):943] have shown. Another potential application of it is behavioral finance, where the arbitrage opportunities that come from the reversal effect of stock returns, can be eliminated by such a formula.
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.
Properties of the Collision Efficiency of Nanoparticles in Brownian Coagulation
Institute of Scientific and Technical Information of China (English)
WANG Yu-Ming; LIN Jian-Zhong; CHEN Zhong-Li
2011-01-01
The collision efficiency of nanoparticles with diameters from 100 nm to 750nm in the Brownian coagulation is studied by building and solving numerically the equations of particle collision in the presence of the van der Waals force, the elastic deformation force, the Stokes resistance, the lubrication force and the electrostatic force. The results show that the collision efficiency decreases overall with the increasing particle diameter. It is found that there exists an abrupt increase in the collision efficiency when the particle diameter is equals to 550 nm. Finally a new expression for the collision efficiency is presented.
Analysis of Brownian Dynamics Simulations of Reversible Bimolecular Reactions
Lipková, Jana
2011-01-01
A class of Brownian dynamics algorithms for stochastic reaction-diffusion models which include reversible bimolecular reactions is presented and analyzed. The method is a generalization of the λ-bcȳ model for irreversible bimolecular reactions which was introduced in [R. Erban and S. J. Chapman, Phys. Biol., 6(2009), 046001]. The formulae relating the experimentally measurable quantities (reaction rate constants and diffusion constants) with the algorithm parameters are derived. The probability of geminate recombination is also investigated. © 2011 Society for Industrial and Applied Mathematics.
Permutation entropy of fractional Brownian motion and fractional Gaussian noise
Energy Technology Data Exchange (ETDEWEB)
Zunino, L. [Centro de Investigaciones Opticas, C.C. 124 Correo Central, 1900 La Plata (Argentina); Departamento de Ciencias Basicas, Facultad de Ingenieria, Universidad Nacional de La Plata (UNLP), 1900 La Plata (Argentina); Departamento de Fisica, Facultad de Ciencias Exactas, Universidad Nacional de La Plata, 1900 La Plata (Argentina)], E-mail: lucianoz@ciop.unlp.edu.ar; Perez, D.G. [Instituto de Fisica, Pontificia Universidad Catolica de Valparaiso (PUCV), 23-40025 Valparaiso (Chile)], E-mail: dario.perez@ucv.cl; Martin, M.T. [Instituto de Fisica (IFLP), Facultad de Ciencias Exactas, Universidad Nacional de La Plata and Argentina' s National Council (CCT-CONICET), C.C. 727, 1900 La Plata (Argentina)], E-mail: mtmartin@fisica.unlp.edu.ar; Garavaglia, M. [Centro de Investigaciones Opticas, C.C. 124 Correo Central, 1900 La Plata (Argentina); Departamento de Fisica, Facultad de Ciencias Exactas, Universidad Nacional de La Plata, 1900 La Plata (Argentina)], E-mail: garavagliam@ciop.unlp.edu.ar; Plastino, A. [Instituto de Fisica (IFLP), Facultad de Ciencias Exactas, Universidad Nacional de La Plata and Argentina' s National Council (CCT-CONICET), C.C. 727, 1900 La Plata (Argentina)], E-mail: plastino@fisica.unlp.edu.ar; Rosso, O.A. [Centre for Bioinformatics, Biomarker Discovery and Information-Based Medicine, School of Electrical Engineering and Computer Science, The University of Newcastle, University Drive, Callaghan NSW 2308 (Australia); Chaos and Biology Group, Instituto de Calculo, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, Pabellon II, Ciudad Universitaria, 1428 Ciudad de Buenos Aires (Argentina)], E-mail: oarosso@fibertel.com.ar
2008-06-30
We have worked out theoretical curves for the permutation entropy of the fractional Brownian motion and fractional Gaussian noise by using the Bandt and Shiha [C. Bandt, F. Shiha, J. Time Ser. Anal. 28 (2007) 646] theoretical predictions for their corresponding relative frequencies. Comparisons with numerical simulations show an excellent agreement. Furthermore, the entropy-gap in the transition between these processes, observed previously via numerical results, has been here theoretically validated. Also, we have analyzed the behaviour of the permutation entropy of the fractional Gaussian noise for different time delays.
Minimal Cost of a Brownian Risk without Ruin
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).
Entropic Ratchet transport of interacting active Brownian particles
Energy Technology Data Exchange (ETDEWEB)
Ai, Bao-Quan, E-mail: aibq@hotmail.com [Laboratory of Quantum Engineering and Quantum Materials, School of Physics and Telecommunication Engineering, South China Normal University, 510006 Guangzhou (China); He, Ya-Feng [College of Physics Science and Technology, Hebei University, 071002 Baoding (China); Zhong, Wei-Rong, E-mail: wrzhong@jnu.edu.cn [Department of Physics and Siyuan Laboratory, College of Science and Engineering, Jinan University, 510632 Guangzhou (China)
2014-11-21
Directed transport of interacting active (self-propelled) Brownian particles is numerically investigated in confined geometries (entropic barriers). The self-propelled velocity can break thermodynamical equilibrium and induce the directed transport. It is found that the interaction between active particles can greatly affect the ratchet transport. For attractive particles, on increasing the interaction strength, the average velocity first decreases to its minima, then increases, and finally decreases to zero. For repulsive particles, when the interaction is very weak, there exists a critical interaction at which the average velocity is minimal, nearly tends to zero, however, for the strong interaction, the average velocity is independent of the interaction.
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…
Linear filtering with fractional Brownian motion in the signal and observation processes
Directory of Open Access Journals (Sweden)
M. L. Kleptsyna
1999-01-01
Full Text Available Integral equations for the mean-square estimate are obtained for the linear filtering problem, in which the noise generating the signal is a fractional Brownian motion with Hurst index h∈(3/4,1 and the noise in the observation process includes a fractional Brownian motion as well as a Wiener process.
Energy Technology Data Exchange (ETDEWEB)
Greczylo, Tomasz; Debowska, Ewa [Institute of Experimental Physics, Wroclaw University, pl. Maxa Borna 9, 50-204 Wroclaw (Poland)
2007-09-15
The authors make comments and remarks on the papers by Salmon et al (2002 Eur. J. Phys. 23 249-53) and their own (2005 Eur. J. Phys. 26 827-33) concerning Brownian motion in two-dimensional space. New, corrected results of calculations and measurements for students' experiments on finding the viscosity of liquids from Brownian motion are presented. (letters and comments)
Transient aging in fractional Brownian and Langevin-equation motion.
Kursawe, Jochen; Schulz, Johannes; Metzler, Ralf
2013-12-01
Stochastic processes driven by stationary fractional Gaussian noise, that is, fractional Brownian motion and fractional Langevin-equation motion, are usually considered to be ergodic in the sense that, after an algebraic relaxation, time and ensemble averages of physical observables coincide. Recently it was demonstrated that fractional Brownian motion and fractional Langevin-equation motion under external confinement are transiently nonergodic-time and ensemble averages behave differently-from the moment when the particle starts to sense the confinement. Here we show that these processes also exhibit transient aging, that is, physical observables such as the time-averaged mean-squared displacement depend on the time lag between the initiation of the system at time t=0 and the start of the measurement at the aging time t(a). In particular, it turns out that for fractional Langevin-equation motion the aging dependence on t(a) is different between the cases of free and confined motion. We obtain explicit analytical expressions for the aged moments of the particle position as well as the time-averaged mean-squared displacement and present a numerical analysis of this transient aging phenomenon.
Time integration for particle Brownian motion determined through fluctuating hydrodynamics
Delmotte, Blaise
2015-01-01
Fluctuating hydrodynamics has been successfully combined with several computational methods to rapidly compute the correlated random velocities of Brownian particles. In the overdamped limit where both particle and fluid inertia are ignored, one must also account for a Brownian drift term in order to successfully update the particle positions. In this paper, we introduce and study a midpoint time integration scheme we refer to as the drifter-corrector (DC) that resolves the drift term for fluctuating hydrodynamics-based methods even when constraints are imposed on the fluid flow to obtain higher-order corrections to the particle hydrodynamic interactions. We explore this scheme in the context of the fluctuating force-coupling method (FCM) where the constraint is imposed on the rate-of-strain averaged over the volume occupied by the particle. For the DC, the constraint need only be imposed once per time step, leading to a significant reduction in computational cost with respect to other schemes. In fact, for f...
CNT based thermal Brownian motor to pump water in nanodevices
Oyarzua, Elton; Zambrano, Harvey; Walther, J. H.
2016-11-01
Brownian molecular motors are nanoscale machines that exploit thermal fluctuations for directional motion by employing mechanisms such as the Feynman-Smoluchowski ratchet. In this study, using Non Equilibrium Molecular Dynamics, we propose a novel thermal Brownian motor for pumping water through Carbon Nanotubes (CNTs). To achieve this we impose a thermal gradient along the axis of a CNT filled with water and impose, in addition, a spatial asymmetry by fixing specific zones on the CNT in order to modify the vibrational modes of the CNT. We find that the temperature gradient and imposed spatial asymmetry drive the water flow in a preferential direction. We systematically modified the magnitude of the applied thermal gradient and the axial position of the fixed points. The analysis involves measurement of the vibrational modes in the CNTs using a Fast Fourier Transform (FFT) algorithm. We observed water flow in CNTs of 0.94, 1.4 and 2.0 nm in diameter, reaching a maximum velocity of 5 m/s for a thermal gradient of 3.3 K/nm. The proposed thermal motor is capable of delivering a continuous flow throughout a CNT, providing a useful tool for driving liquids in nanofluidic devices by exploiting thermal gradients. We aknowledge partial support from Fondecyt project 11130559.
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.
The effect of temperature dependence of viscosity on a Brownian heat engine
Taye, Mesfin Asfaw; Duki, Solomon Fekade
2015-12-01
We modeled a Brownian heat engine as a Brownian particle that hops in a periodic ratchet potential where the ratchet potential is coupled with a spatially varying temperature. The strength for the viscous friction γ( x) is considered to decrease exponentially when the temperature T( x) of the medium increases ( γ( x) = B e - AT( x)) as proposed originally by Reynolds [O. Reynolds, Phil. Trans. R. Soc. London 177, 157 (1886)]. Our result depicts that the velocity of the motor is considerably higher when the viscous friction is temperature dependent than that of the case where the viscous friction is temperature independent. The dependence of the efficiency η as well as the coefficient of performance of the refrigerator P ref on model parameters is also explored. If the motor designed to achieve a high velocity against a frictional drag, in the absence of external load f, we show that Carnot efficiency or Carnot refrigerator is unattainable even at quasistatic limit as long as the viscous friction is temperature dependent A ≠ 0. On the contrary, in the limit A → 0 or in general in the presence of an external load (for any A) f ≠ 0, at quasistatic limit, Carnot efficiency or Carnot refrigerator is attainable as long as the heat exchange via kinetic energy is omitted. For all cases, far from quasistatic limit, the efficiency and the coefficient of performance of the refrigerator are higher for constant γ case than the case where γ is temperature dependent. On the other hand, if one includes the heat exchange at the boundary of the heat baths, Carnot efficiency or Carnot refrigerator is unattainable even at quasistatic limit. Moreover, the dependence for the optimized and maximum power efficiencies on the determinant model parameters is explored.
Performance Gains of Propellant Management Devices for Liquid Hydrogen Depots
Hartwig, Jason W.; McQuillen, John B.; Chato, David J.
2013-01-01
This paper presents background, experimental design, and preliminary experimental results for the liquid hydrogen bubble point tests conducted at the Cryogenic Components Cell 7 facility at the NASA Glenn Research Center in Cleveland, Ohio. The purpose of the test series was to investigate the parameters that affect liquid acquisition device (LAD) performance in a liquid hydrogen (LH2) propellant tank, to mitigate risk in the final design of the LAD for the Cryogenic Propellant Storage and Transfer Technology Demonstration Mission, and to provide insight into optimal LAD operation for future LH2 depots. Preliminary test results show an increase in performance and screen retention over the low reference LH2 bubble point value for a 325 2300 screen in three separate ways, thus improving fundamental LH2 LAD performance. By using a finer mesh screen, operating at a colder liquid temperature, and pressurizing with a noncondensible pressurant gas, a significant increase in margin is achieved in bubble point pressure for LH2 screen channel LADs.
Measurement of ground and nearby building vibration and noise induced by trains in a metro depot.
Zou, Chao; Wang, Yimin; Wang, Peng; Guo, Jixing
2015-12-01
Metro depots are where subway trains are parked and where maintenance is carried out. They usually occupy the largest ground areas in metro projects. Due to land utilization problems, Chinese cities have begun to develop over-track buildings above metro depots for people's life and work. The frequently moving trains, when going into and out of metro depots, can cause excessive vibration and noise to over-track buildings and adversely affect the living quality of the building occupants. Considering the current need of reliable experimental data for the construction of metro depots, field measurements of vibration and noise on the ground and inside a nearby 3-story building subjected to moving subway trains were conducted in a metro depot at Guangzhou, China. The amplitudes and frequency contents of velocity levels were quantified and compared. The composite A-weighted equivalent sound levels and maximum sound levels were captured. The predicted models for vibration and noise of metro depot were proposed based on existing models and verified. It was found that the vertical vibrations were significantly greater than the horizontal vibrations on the ground and inside the building near the testing line. While at the throat area, the horizontal vibrations near the curved track were remarkably greater than the vertical vibrations. The attenuation of the vibrations with frequencies above 50 Hz was larger than the ones below 50 Hz, and the frequencies of vibration transmitting to adjacent buildings were mainly within 10-50 Hz. The largest equivalent sound level generated in the throat area was smaller than the testing line one, but the instantaneous maximum sound level induced by wheels squeal, contact between wheels and rail joints as well as turnout was close to or even greater than the testing line one. The predicted models gave a first estimation for design and assessment of newly built metro depots.
Hopkins, Paul; Fortini, Andrea; Archer, Andrew J; Schmidt, Matthias
2010-12-14
We describe a test particle approach based on dynamical density functional theory (DDFT) for studying the correlated time evolution of the particles that constitute a fluid. Our theory provides a means of calculating the van Hove distribution function by treating its self and distinct parts as the two components of a binary fluid mixture, with the "self " component having only one particle, the "distinct" component consisting of all the other particles, and using DDFT to calculate the time evolution of the density profiles for the two components. We apply this approach to a bulk fluid of Brownian hard spheres and compare to results for the van Hove function and the intermediate scattering function from Brownian dynamics computer simulations. We find good agreement at low and intermediate densities using the very simple Ramakrishnan-Yussouff [Phys. Rev. B 19, 2775 (1979)] approximation for the excess free energy functional. Since the DDFT is based on the equilibrium Helmholtz free energy functional, we can probe a free energy landscape that underlies the dynamics. Within the mean-field approximation we find that as the particle density increases, this landscape develops a minimum, while an exact treatment of a model confined situation shows that for an ergodic fluid this landscape should be monotonic. We discuss possible implications for slow, glassy, and arrested dynamics at high densities.
Energy Technology Data Exchange (ETDEWEB)
Pisani, F
2000-02-15
In the fast igniter scheme, a recent approach proposed for the inertial confinement fusion, the idea is to dissociate the fuel ignition phase from its compression. The ignition phase would be then achieved by means of an external energy source: a fast electron beam generated by the interaction with an ultra-intense laser. The main goal of this work is to study the mechanisms of the hot electron energy transfer to the compressed fuel. We intent in particular to study the role of the electric and collisional effects involved in the hot electron propagation in a medium with properties similar to the compressed fuel. We carried out two experiments, one at the Vulcan laser facility (England) and the second one at the new LULI 100 TW laser (France). During the first experiment, we obtained the first results on the hot electron propagation in a dense and hot plasma. The innovating aspect of this work was in particular the use of the laser-shock technique to generate high pressures, allowing the strongly correlated and degenerated plasma to be created. The role of the electric and magnetic effects due to the space charge associated with the fast electron beam has been investigated in the second experiment. Here we studied the propagation in materials with different electrical characteristics: an insulator and a conductor. The analysis of the results showed that only by taking into account simultaneously the two propagation mechanisms (collisions and electric effects) a correct treatment of the energy deposition is possible. We also showed the importance of taking into account the induced modifications due to the electrons beam crossing the target, especially the induced heating. (author)
Depot medroxyprogesterone in the management of benign prostatic hyperplasia.
Onu, P E
1995-01-01
The effects of depot medroxyprogesterone (DMPA), a 5 alpha-reductase, luteinizing-hormone release and human androgen receptor adhesion inhibitor, were assessed in 80 patients with benign prostatic hyperplasia (BPH) in a double-blind, placebo-controlled study. Patients were randomized to DMPA 150 mg single-dose intramuscular injection or placebo in a similar fashion. The following changes were seen with DMPA after 3 months (duration of DMPA effect): (1) serum testosterone reached castration levels within 3 days as compared to no changes in the placebo group; (2) the prostate volume was reduced by 25% compared to a 3% decrease with placebo (p < 0.001); (3) maximum urinary-flow rates increased by 3.7 ml/s compared to placebo (p < 0.001); (4) total urinary symptom scores decreased by 4.9 points compared to a nonsignificant decrease with placebo (p < 0.005). There was a 2.5-point decrease in irritative symptoms (urinary frequency, nocturia and urgency) as compared to a nonsignificant decrease with placebo (p < 0.005). After 3 months, the urinary symptoms and urodynamic changes were reversed but significantly greater than the baseline values (p < 0.001). The prostates showed regrowth to the initial sizes within 18-36 weeks. DMPA was better tolerated, except for a higher incidence of impotence, decreased libido and ejaculatory disorders, than in the placebo group. The quality of life is improved with DMPA since it did not produce hot flashes. It was concluded that single-dose DMPA 150 mg is a safe and effective treatment for prostatic obstruction where potency is a secondary consideration.
Active Brownian motion of an asymmetric rigid particle
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.
Probabilities on the Heisenberg group limit theorems and Brownian motion
Neuenschwander, Daniel
1996-01-01
The Heisenberg group comes from quantum mechanics and is the simplest non-commutative Lie group. While it belongs to the class of simply connected nilpotent Lie groups, it turns out that its special structure yields many results which (up to now) have not carried over to this larger class. This book is a survey of probabilistic results on the Heisenberg group. The emphasis lies on limit theorems and their relation to Brownian motion. Besides classical probability tools, non-commutative Fourier analysis and functional analysis (operator semigroups) comes in. The book is intended for probabilists and analysts interested in Lie groups, but given the many applications of the Heisenberg group, it will also be useful for theoretical phycisists specialized in quantum mechanics and for engineers.
Semicircular canals circumvent Brownian Motion overload of mechanoreceptor hair cells
DEFF Research Database (Denmark)
Muller, Mees; Heeck, Kier; Elemans, Coen P H
2016-01-01
Vertebrate semicircular canals (SCC) first appeared in the vertebrates (i.e. ancestral fish) over 600 million years ago. In SCC the principal mechanoreceptors are hair cells, which as compared to cochlear hair cells are distinctly longer (70 vs. 7 μm), 10 times more compliant to bending (44 vs. 500...... nN/m), and have a 100-fold higher tip displacement threshold (hair cells where the bundle is approximated as a stiff, cylindrical elastic rod subject to friction and thermal agitation. Our models suggest that the above...... differences aid SCC hair cells in circumventing the masking effects of Brownian motion noise of about 70 nm, and thereby permit transduction of very low frequency (
The genealogy of branching Brownian motion with absorption
Berestycki, Julien; Schweinsberg, Jason
2010-01-01
We consider a system of particles which perform branching Brownian motion with negative drift and are killed upon reaching zero, in the near-critical regime where the total population stays roughly constant with approximately N particles. We show that the characteristic time scale for the evolution of this population is of order (log N)^3, in the sense that when time is measured in these units, the scaled number of particles converges to a variant of Neveu's continuous-state branching process. Furthermore, the genealogy of the particles is then governed by a coalescent process known as the Bolthausen-Sznitman coalescent. This validates the non-rigorous predictions by Brunet, Derrida, Muller, and Munier for a closely related model.
Brownian motion near a liquid-gas interface
Benavides-Parra, Juan Carlos; Jacinto-Méndez, Damián; Brotons, Guillaume; Carbajal-Tinoco, Mauricio D.
2016-09-01
By using digital video microscopy, we study the three-dimensional displacement of fluorescent colloidal particles that are located close to a water-air interface. Our technique takes advantage of the diffraction pattern generated by fluorescent spheres that are found below the focal plane of the microscope objective. By means of image analysis software, we are able to determine the spatial location of a few beads in a sequence of digital images, which allows us to reconstruct their trajectories. From their corresponding mean square displacements, we get the diffusion coefficients in the directions parallel and perpendicular to the interface. We find a qualitatively different kind of diffusion between the two directions, in agreement with theoretical predictions that are obtained from established models as well as our own proposals. Quite interesting, we observe the enhanced Brownian motion in the parallel direction.
Optimal dividends in the Brownian motion risk model with interest
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.
Mean-squared-displacement statistical test for fractional Brownian motion
Sikora, Grzegorz; Burnecki, Krzysztof; Wyłomańska, Agnieszka
2017-03-01
Anomalous diffusion in crowded fluids, e.g., in cytoplasm of living cells, is a frequent phenomenon. A common tool by which the anomalous diffusion of a single particle can be classified is the time-averaged mean square displacement (TAMSD). A classical mechanism leading to the anomalous diffusion is the fractional Brownian motion (FBM). A validation of such process for single-particle tracking data is of great interest for experimentalists. In this paper we propose a rigorous statistical test for FBM based on TAMSD. To this end we analyze the distribution of the TAMSD statistic, which is given by the generalized chi-squared distribution. Next, we study the power of the test by means of Monte Carlo simulations. We show that the test is very sensitive for changes of the Hurst parameter. Moreover, it can easily distinguish between two models of subdiffusion: FBM and continuous-time random walk.
Blowup and Conditionings of $\\psi$-super Brownian Exit Measures
Athreya, Siva R
2011-01-01
We extend earlier results on conditioning of super-Brownian motion to general branching rules. We obtain representations of the conditioned process, both as an $h$-transform, and as an unconditioned superprocess with immigration along a branching tree. Unlike the finite-variance branching setting, these trees are no longer binary, and strictly positive mass can be created at branch points. This construction is singular in the case of stable branching. We analyze this singularity first by approaching the stable branching function via analytic approximations. In this context the singularity of the stable case can be attributed to blow up of the mass created at the first branch of the tree. Other ways of approaching the stable case yield a branching tree that is different in law. To explain this anomaly we construct a family of martingales whose backbones have multiple limit laws.
Momentum conserving Brownian dynamics propagator for complex soft matter fluids.
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.
Diffusion in crowded biological environments: applications of Brownian dynamics
Directory of Open Access Journals (Sweden)
Długosz Maciej
2011-03-01
Full Text Available Abstract Biochemical reactions in living systems occur in complex, heterogeneous media with total concentrations of macromolecules in the range of 50 - 400 mgml. Molecular species occupy a significant fraction of the immersing medium, up to 40% of volume. Such complex and volume-occupied environments are generally termed 'crowded' and/or 'confined'. In crowded conditions non-specific interactions between macromolecules may hinder diffusion - a major process determining metabolism, transport, and signaling. Also, the crowded media can alter, both qualitatively and quantitatively, the reactions in vivo in comparison with their in vitro counterparts. This review focuses on recent developments in particle-based Brownian dynamics algorithms, their applications to model diffusive transport in crowded systems, and their abilities to reproduce and predict the behavior of macromolecules under in vivo conditions.
Temporal Correlations of the Running Maximum of a Brownian Trajectory
Bénichou, Olivier; Krapivsky, P. L.; Mejía-Monasterio, Carlos; Oshanin, Gleb
2016-08-01
We study the correlations between the maxima m and M of a Brownian motion (BM) on the time intervals [0 ,t1] and [0 ,t2], with t2>t1. We determine the exact forms of the distribution functions P (m ,M ) and P (G =M -m ), and calculate the moments E {(M-m ) k} and the cross-moments E {mlMk} with arbitrary integers l and k . We show that correlations between m and M decay as √{t1/t2 } when t2/t1→∞ , revealing strong memory effects in the statistics of the BM maxima. We also compute the Pearson correlation coefficient ρ (m ,M ) and the power spectrum of Mt, and we discuss a possibility of extracting the ensemble-averaged diffusion coefficient in single-trajectory experiments using a single realization of the maximum process.
Non-Markovian expansion in quantum Brownian motion
Fraga, Eduardo S.; Krein, Gastão; Palhares, Letícia F.
2014-01-01
We consider the non-Markovian Langevin evolution of a dissipative dynamical system in quantum mechanics in the path integral formalism. After discussing the role of the frequency cutoff for the interaction of the system with the heat bath and the kernel and noise correlator that follow from the most common choices, we derive an analytic expansion for the exact non-Markovian dissipation kernel and the corresponding colored noise in the general case that is consistent with the fluctuation-dissipation theorem and incorporates systematically non-local corrections. We illustrate the modifications to results obtained using the traditional (Markovian) Langevin approach in the case of the exponential kernel and analyze the case of the non-Markovian Brownian motion. We present detailed results for the free and the quadratic cases, which can be compared to exact solutions to test the convergence of the method, and discuss potentials of a general nonlinear form.
Momentum conserving Brownian dynamics propagator for complex soft matter fluids
Energy Technology Data Exchange (ETDEWEB)
Padding, J. T. [Department of Chemical Engineering and Chemistry, Eindhoven University of Technology, P.O. Box 513, 5600 MB, Eindhoven (Netherlands); Briels, W. J. [Computational Biophysics, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands)
2014-12-28
We present a Galilean invariant, momentum conserving first order Brownian dynamics scheme for coarse-grained simulations of highly frictional soft matter systems. Friction forces are taken to be with respect to moving background material. The motion of the background material is described by locally averaged velocities in the neighborhood of the dissolved coarse coordinates. The velocity variables are updated by a momentum conserving scheme. The properties of the stochastic updates are derived through the Chapman-Kolmogorov and Fokker-Planck equations for the evolution of the probability distribution of coarse-grained position and velocity variables, by requiring the equilibrium distribution to be a stationary solution. We test our new scheme on concentrated star polymer solutions and find that the transverse current and velocity time auto-correlation functions behave as expected from hydrodynamics. In particular, the velocity auto-correlation functions display a long time tail in complete agreement with hydrodynamics.
Analytical studies of spectrum broadcast structures in quantum Brownian motion
Tuziemski, J.; Korbicz, J. K.
2016-11-01
Spectrum broadcast structures are a new and fresh concept in the quantum-to-classical transition, introduced recently in the context of decoherence and the appearance of objective features in quantum mechanics. These are specific quantum state structures, responsible for the objectivization of the decohered state of a system. Recently, they have been demonstrated by means of the well-known quantum Brownian motion model of the recoilless limit (infinitely massive central system), as the principal interest lies in information transfer from the system to the environment. However, a final analysis relied on numerics. Here, after a presentation of the main concepts, we perform analytical studies of the model, showing the timescales and the efficiency of the spectrum broadcast structure formation. We consider a somewhat simplified environment, being random with a uniform distribution of frequencies.
Effects of Brownian motion on freezing of PCM containing nanoparticles
Directory of Open Access Journals (Sweden)
Abdollahzadeh Jamalabadi M.Y.
2016-01-01
Full Text Available Enhancement of thermal and heat transfer capabilities of phase change materials with addition of nanoparticles is reported. The mixed nanofluid of phase change material and nanoparticles presents a high thermal conductivity and low heat capacity and latent heat, in comparison with the base fluid. In order to present the thermophysical effects of nanoparticles, a solidification of nanofluid in a rectangular enclosure with natural convection induced by different wall temperatures is considered. The results show that the balance between the solidification acceleration by nanoparticles and slowing-down by phase change material gives rise to control the medium temperature. It indicates that this kind of mixture has great potential in various applications which requires temperature regulation. Also, the Brownian motion of nanoparticles enhances the convective heat transfer much more than the conductive transfer.
Quantum Brownian motion near a point-like reflecting boundary
De Lorenci, V A; Silva, M M
2014-01-01
The Brownian motion of a test particle interacting with a quantum scalar field in the presence of a perfectly reflecting boundary is studied in (1 + 1)-dimensional flat spacetime. Particularly, the expressions for dispersions in velocity and position of the particle are explicitly derived and their behaviors examined. The results are similar to those corresponding to an electric charge interacting with a quantum electromagnetic field near a reflecting plane boundary, mainly regarding the divergent behavior of the dispersions at the origin (where the boundary is placed), and at the time interval corresponding to a round trip of a light pulse between the particle and the boundary. We close by addressing some effects of allowing the position of the particle to fluctuate.
Brownian motion on Lie groups and open quantum systems
Energy Technology Data Exchange (ETDEWEB)
Aniello, P; Marmo, G; Ventriglia, F [Dipartimento di Scienze Fisiche dell' Universita di Napoli ' Federico II' and Istituto Nazionale di Fisica Nucleare (INFN), Sezione di Napoli, Complesso Universitario di Monte S. Angelo, via Cintia, I-80126 Napoli (Italy); Kossakowski, A, E-mail: paolo.aniello@na.infn.i, E-mail: kossak@fyzika.umk.p, E-mail: marmo@na.infn.i, E-mail: ventriglia@na.infn.i [MECENAS, Universita di Napoli ' Federico II' , via Mezzocannone 8, I-80134 Napoli (Italy)
2010-07-02
We study the twirling semigroups of (super) operators, namely certain quantum dynamical semigroups that are associated, in a natural way, with the pairs formed by a projective representation of a locally compact group and a convolution semigroup of probability measures on this group. The link connecting this class of semigroups of operators with (classical) Brownian motion is clarified. It turns out that every twirling semigroup associated with a finite-dimensional representation is a random unitary semigroup, and, conversely, every random unitary semigroup arises as a twirling semigroup. Using standard tools of the theory of convolution semigroups of measures and of convex analysis, we provide a complete characterization of the infinitesimal generator of a twirling semigroup associated with a finite-dimensional unitary representation of a Lie group.
Brownian motion on Lie groups and open quantum systems
Aniello, P.; Kossakowski, A.; Marmo, G.; Ventriglia, F.
2010-07-01
We study the twirling semigroups of (super) operators, namely certain quantum dynamical semigroups that are associated, in a natural way, with the pairs formed by a projective representation of a locally compact group and a convolution semigroup of probability measures on this group. The link connecting this class of semigroups of operators with (classical) Brownian motion is clarified. It turns out that every twirling semigroup associated with a finite-dimensional representation is a random unitary semigroup, and, conversely, every random unitary semigroup arises as a twirling semigroup. Using standard tools of the theory of convolution semigroups of measures and of convex analysis, we provide a complete characterization of the infinitesimal generator of a twirling semigroup associated with a finite-dimensional unitary representation of a Lie group.
Brownian motion on Lie groups and open quantum systems
Aniello, P; Marmo, G; Ventriglia, F
2010-01-01
We study the twirling semigroups of (super)operators, namely, certain quantum dynamical semigroups that are associated, in a natural way, with the pairs formed by a projective representation of a locally compact group and a convolution semigroup of probability measures on this group. The link connecting this class of semigroups of operators with (classical) Brownian motion is clarified. It turns out that every twirling semigroup associated with a finite-dimensional representation is a random unitary semigroup, and, conversely, every random unitary semigroup arises as a twirling semigroup. Using standard tools of the theory of convolution semigroups of measures and of convex analysis, we provide a complete characterization of the infinitesimal generator of a twirling semigroup associated with a finite-dimensional unitary representation of a Lie group.
On the first-passage time of integrated Brownian motion
Directory of Open Access Journals (Sweden)
Christian H. Hesse
2005-01-01
Full Text Available Let (Bt;t≥0 be a Brownian motion process starting from B0=ν and define Xν(t=∫0tBsds. For a≥0, set τa,ν:=inf{t:Xν(t=a} (with inf φ=∞. We study the conditional moments of τa,ν given τa,ν<∞. Using martingale methods, stopping-time arguments, as well as the method of dominant balance, we obtain, in particular, an asymptotic expansion for the conditional mean E(τa,ν|τa,ν<∞ as ν→∞. Through a series of simulations, it is shown that a truncation of this expansion after the first few terms provides an accurate approximation to the unknown true conditional mean even for small ν.
BROWNIAN HEAT TRANSFER ENHANCEMENT IN THE TURBULENT REGIME
Directory of Open Access Journals (Sweden)
Suresh Chandrasekhar
2016-08-01
Full Text Available The paper presents convection heat transfer of a turbulent flow Al2O3/water nanofluid in a circular duct. The duct is a under constant and uniform heat flux. The paper computationally investigates the system’s thermal behavior in a wide range of Reynolds number and also volume concentration up to 6%. To obtain the nanofluid thermophysical properties, the Hamilton-Crosser model along with the Brownian motion effect are utilized. Then the thermal performance of the system with the nanofluid is compared to the conventional systems which use water as the working fluid. The results indicate that the use of nanofluid of 6% improves the heat transfer rate up to 36.8% with respect to pure water. Therefore, using the Al2O3/water nanofluid instead of water can be a great choice when better heat transfer is needed.
Institute of Scientific and Technical Information of China (English)
N·安布泽志昂; K·斯里尼瓦桑; K·钱德拉塞卡兰; R·坎达沙密; 海治
2012-01-01
The problem of laminar fluid flow resulted from the stretching of a vertical surface with variable stream conditions in a nanofluid due to solar energ was investigated numerically.The model used for the nanofluid incorporated the effects of Brownian motion and thermophoresis in the presence of thermal stratification.The symmetry groups admitted by the corresponding boundary value problem were obtained by using a special form of Lie group transformations viz.scaling group of transformations.An exact solution was obtained for translation symmetry and numerical solutions for scaling symmetry.This solution depended on a Lewis number,Brownian motion parameter,thermal stratification parameter and thermophoretic parameter.The conclusion was drawn that the flow field and temperature and nanoparticle volume fraction profiles were significantly influenced by these parameters.Nanofluids were shown to increase the thermal conductivity and convective heat transfer performance of the base liquids.Nanoparticles in the base fluid also offered the potential of improving the radiative properties of the liquids,leading to an increase in the efficiency of direct absorption solar collectors.%在太阳辐射下的纳米流体中,数值地研究竖向延伸壁面具有可变流条件时的层流运动.使用的纳米流体模型为,在热分层中综合考虑了Brown运动和热泳的影响.应用一个特殊形式的Lie群变换,即缩放群变换,得到相应边值问题的对称群.对平移对称群得到一个精确解,对缩放对称群得到数值解.数值解依赖于Lewis数、Brown运动参数、热分层参数和热泳参数.得到结论:上述参数明显地影响着流场、温度和纳米粒子体积率的分布.显示出纳米流体提高了基流体热传导率和对流的热交换性能,基流体中的纳米粒子还具有改善液体辐射性能的作用,直接提高了太阳能集热器的吸热效率.
Photovoltaic power generation technology in metro depot%光伏发电技术在地铁车辆段中的应用研究
Institute of Scientific and Technical Information of China (English)
徐海东
2016-01-01
Photovoltaic generation technology in metro depot is studied in this paper. Using photovoltaic power technology not only reduce the demand for electricity, but also achieve the goal of energy conservation and emission reduction.%本文对光伏发电技术在地铁车辆段中的应用进行了研究。采用光伏发电技术不仅可以减少地铁对市网电能的需求，同时能够达到节能减排的目标。
A 3/2-Approximation Algorithm for Multiple Depot Multiple Traveling Salesman Problem
Xu, Zhou; Rodrigues, Brian
As an important extension of the classical traveling salesman problem (TSP), the multiple depot multiple traveling salesman problem (MDMTSP) is to minimize the total length of a collection of tours for multiple vehicles to serve all the customers, where each vehicle must start or stay at its distinct depot. Due to the gap between the existing best approximation ratios for the TSP and for the MDMTSP in literature, which are 3/2 and 2, respectively, it is an open question whether or not a 3/2-approximation algorithm exists for the MDMTSP. We have partially addressed this question by developing a 3/2-approximation algorithm, which runs in polynomial time when the number of depots is a constant.
Multi-depot Vehicle Routing Problem with Pickup and Delivery Requests
Sombuntham, Pandhapon; Kachitvichyanukul, Voratas
2010-10-01
This paper considers a multi-depot vehicle routing problem with pickup and delivery requests. In the problem of interest, each location may have goods for both pickup and delivery with multiple delivery locations that may not be the depots. These characteristics are quite common in industrial practice. A particle swarm optimization algorithm with multiple social learning structures is proposed for solving the practical case of multi-depot vehicle routing problem with simultaneous pickup and delivery and time window. A new decoding procedure is implemented using the PSO class provided in the ETLib object library. Computational experiments are carried out using the test instances for the pickup and delivery problem with time windows (PDPTW) as well as a newly generated instance. The preliminary results show that the proposed algorithm is able to provide good solutions to most of the test problems.
Artificial intelligence technology assessment for the US Army Depot System Command
Energy Technology Data Exchange (ETDEWEB)
Pennock, K A
1991-07-01
This assessment of artificial intelligence (AI) has been prepared for the US Army's Depot System Command (DESCOM) by Pacific Northwest Laboratory. The report describes several of the more promising AI technologies, focusing primarily on knowledge-based systems because they have been more successful in commercial applications than any other AI technique. The report also identifies potential Depot applications in the areas of procedural support, scheduling and planning, automated inspection, training, diagnostics, and robotic systems. One of the principal objectives of the report is to help decisionmakers within DESCOM to evaluate AI as a possible tool for solving individual depot problems. The report identifies a number of factors that should be considered in such evaluations. 22 refs.
Effect of Brownian Coagulation on the Liquid-liquid Decomposition in Gas-atomized Alloy Drops
Institute of Scientific and Technical Information of China (English)
Jiuzhou ZHAO; Lingling GAO; Jie HE; L.Ratke
2006-01-01
Modeling and simulation have been carried out for Al-Pb alloys to investigate the Brownian coagulation effect on the microstructure development in a gas-atomized drop during the liquid-liquid decomposition.The results indicate that Brownian coagulation has a weak effect on the nucleation and a relatively strong effect on coarsening the minority phase droplets. The influence of Brownian coagulation on the liquid-liquid decomposition decreases with the increase in the diameter (or the decrease in the cooling rate) of the atomized drop.
DEFF Research Database (Denmark)
Donolato, M.; Sogne, E.; Dalslet, Bjarke Thomas
2011-01-01
We demonstrate the detection of the Brownian relaxation frequency of 250 nm diameter magnetic beads using a lab-on-chip platform based on current lines for exciting the beads with alternating magnetic fields and highly sensitive magnetic tunnel junction (MTJ) sensors with a superparamagnetic free...... layer. The first harmonic out-of-phase component of the MTJ response gives the imaginary part of the magnetic bead susceptibility, which peaks at the Brownian relaxation frequency. This work paves the way to on-chip implementation of Brownian magnetorelaxometry in innovative "lab-on-a-bead" assays...
A Stability Result for Stochastic Differential Equations Driven by Fractional Brownian Motions
Directory of Open Access Journals (Sweden)
Bruno Saussereau
2012-01-01
Full Text Available We study the stability of the solutions of stochastic differential equations driven by fractional Brownian motions with Hurst parameter greater than half. We prove that when the initial conditions, the drift, and the diffusion coefficients as well as the fractional Brownian motions converge in a suitable sense, then the sequence of the solutions of the corresponding equations converge in Hölder norm to the solution of a stochastic differential equation. The limit equation is driven by the limit fractional Brownian motion and its coefficients are the limits of the sequence of the coefficients.
Are depot as effective as oral antipsychotics on first-episode psychosis?
Orus, Cristián; Aceituno, David
2016-05-23
Depot antipsychotics have been generally used in patients with chronic schizophrenia with adherence problems to oral therapy. However, it has been suggested they can be a good alternative in earlier stages too. Searching in Epistemonikos database, which is maintained by screening 30 databases, we identified three systematic reviews including two pertinent randomized trials. We combined the evidence using meta-analysis and generated a summary of findings table following the GRADE approach. We concluded it is not clear whether there are differences between depot and oral antipsychotics in first-episode psychosis because the certainty of the available evidence is very low.
Mücke, Norbert; Klenin, Konstantin; Kirmse, Robert; Bussiek, Malte; Herrmann, Harald; Hafner, Mathias; Langowski, Jörg
2009-01-01
Nanomechanical properties of filamentous biopolymers, such as the persistence length, may be determined from two-dimensional images of molecules immobilized on surfaces. For a single filament in solution, two principal adsorption scenarios are possible. Both scenarios depend primarly on the interaction strength between the filament and the support: i) For interactions in the range of the thermal energy, the filament can freely equilibrate on the surface during adsorption; ii) For interactions much stronger than the thermal energy, the filament will be captured by the surface without having equilibrated. Such a ‘trapping’ mechanism leads to more condensed filament images and hence to a smaller value for the apparent persistence length. To understand the capture mechanism in more detail we have performed Brownian dynamics simulations of relatively short filaments by taking the two extreme scenarios into account. We then compared these ‘ideal’ adsorption scenarios with observed images of immobilized vimentin intermediate filaments on different surfaces. We found a good agreement between the contours of the deposited vimentin filaments on mica (‘ideal’ trapping) and on glass (‘ideal’ equilibrated) with our simulations. Based on these data, we have developed a strategy to reliably extract the persistence length of short worm-like chain fragments or network forming filaments with unknown polymer-surface interactions. PMID:19888472
Directory of Open Access Journals (Sweden)
Norbert Mücke
Full Text Available Nanomechanical properties of filamentous biopolymers, such as the persistence length, may be determined from two-dimensional images of molecules immobilized on surfaces. For a single filament in solution, two principal adsorption scenarios are possible. Both scenarios depend primarily on the interaction strength between the filament and the support: i For interactions in the range of the thermal energy, the filament can freely equilibrate on the surface during adsorption; ii For interactions much stronger than the thermal energy, the filament will be captured by the surface without having equilibrated. Such a 'trapping' mechanism leads to more condensed filament images and hence to a smaller value for the apparent persistence length. To understand the capture mechanism in more detail we have performed Brownian dynamics simulations of relatively short filaments by taking the two extreme scenarios into account. We then compared these 'ideal' adsorption scenarios with observed images of immobilized vimentin intermediate filaments on different surfaces. We found a good agreement between the contours of the deposited vimentin filaments on mica ('ideal' trapping and on glass ('ideal' equilibrated with our simulations. Based on these data, we have developed a strategy to reliably extract the persistence length of short worm-like chain fragments or network forming filaments with unknown polymer-surface interactions.
Yu, Zu-Guo; Zhang, Huan; Huang, Da-Wen; Lin, Yong; Anh, Vo
2016-03-01
Many studies have shown that additional information can be gained on time series by investigating their associated complex networks. In this work, we investigate the multifractal property and Laplace spectrum of the horizontal visibility graphs (HVGs) constructed from fractional Brownian motions. We aim to identify via simulation and curve fitting the form of these properties in terms of the Hurst index H. First, we use the sandbox algorithm to study the multifractality of these HVGs. It is found that multifractality exists in these HVGs. We find that the average fractal dimension of HVGs approximately satisfies the prominent linear formula =2-H ; while the average information dimension and average correlation dimension are all approximately bi-linear functions of H when H≥slant 0.15 . Then, we calculate the spectrum and energy for the general Laplacian operator and normalized Laplacian operator of these HVGs. We find that, for the general Laplacian operator, the average logarithm of second-smallest eigenvalue , the average logarithm of third-smallest eigenvalue , and the average logarithm of maximum eigenvalue of these HVGs are approximately linear functions of H; while the average Laplacian energy is approximately a quadratic polynomial function of H. For the normalized Laplacian operator, and of these HVGs approximately satisfy linear functions of H; while and are approximately a 4th and cubic polynomial function of H respectively.
Depo-Provera (depot medroxyprogesterone acetate use after bariatric surgery
Directory of Open Access Journals (Sweden)
Lam C
2016-09-01
Full Text Available Clarissa Lam,1 Amitasrigowri S Murthy2,3 1New York University School of Medicine, 2Department of Obstetrics and Gynecology, Bellevue Hospital Center, New York University School of Medicine, 3New York University Langone Medical Center, New York, NY, USA Abstract: In the US, obesity rates are increasing greatly. The Centers for Disease Control and Prevention estimates that 68.5% of Americans, including 63.9% of adult women older than 20 years, are overweight (body mass index between 25 kg/m2 and 29.9 kg/m2 or obese (body mass index >30 kg/m2. In light of this, it is not surprising that the rates of bariatric surgery have also been increasing. When considering the metabolic changes associated with both bariatric surgery and contraceptive use, in combination with the unique medical considerations of obese women, it is indisputable that clear guidelines are needed when counseling obese patients of reproductive age after bariatric surgery. In this literature review, we focus on depot medroxyprogesterone acetate (DMPA and the implications of its use in obese women, preweight and postweight loss following bariatric surgery. Both DMPA use and bariatric surgery are known to cause bone loss, but it is still unclear whether there is an additive effect of the two factors on bone loss and whether either of these factors directly leads to an increased risk of bone fracture. The current consensus guidelines do not impose a restriction on the use of DMPA after bariatric surgery. DMPA use is associated with weight gain, and it is unclear whether weight loss blunting occurs with the use of DMPA after bariatric surgery. Prior studies had demonstrated an association with weight gain in adolescents, and therefore, those prescribing DMPA use after bariatric surgery in adolescents should proceed with caution. Adult women do not have a similar response to the use of DMPA. DMPA use has rarely been associated with increased risk of venous thromboembolism (VTE. The
Fan, Xi-Liang
2012-01-01
In the paper, Harnack inequalities are established for stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H<1/2$. As applications, strong Feller property, log-Harnack inequality and entropy-cost inequality are given.
Moderate deviations for the quenched mean of the super-Brownian motion with random immigration
Institute of Scientific and Technical Information of China (English)
2008-01-01
Moderate deviations for the quenched mean of the super-Brownian motion with random immigration are proved for 3≤d≤6, which fills in the gap between central limit theorem(CLT)and large deviation principle(LDP).
Mean Mobility and Rotation Number in Time-inhomogenous Brownian Ratchets
Institute of Scientific and Technical Information of China (English)
张雪娟
2004-01-01
@@ Recently, Brownian ratchets have attracted considerable attention due to their abitlity to realize a unidirectional transport only throught the use of a proper asymmetry and thermal noise fluctuation, for recent review, see[1,2].
On the weak convergence of super-Brownian motion with immigration
Institute of Scientific and Technical Information of China (English)
2009-01-01
We prove fluctuation limit theorems for the occupation times of super-Brownian motion with immigration. The weak convergence of the processes is established, which improves the results in references. The limiting processes are Gaussian processes.
Asian Option Pricing with Monotonous Transaction Costs under Fractional Brownian Motion
Directory of Open Access Journals (Sweden)
Di Pan
2013-01-01
Full Text Available Geometric-average Asian option pricing model with monotonous transaction cost rate under fractional Brownian motion was established. The method of partial differential equations was used to solve this model and the analytical expressions of the Asian option value were obtained. The numerical experiments show that Hurst exponent of the fractional Brownian motion and transaction cost rate have a significant impact on the option value.
Applying Brownian motion to the study of birth-death chains
Markowsky, Greg
2011-01-01
Basic properties of Brownian motion are used to derive two results concerning birth-death chains. First, the probability of extinction is calculated. Second, sufficient conditions on the transition probabilities of a birth-death chain are given to ensure that the expected value of the chain converges to a limit. The theory of Brownian motion local time figures prominently in the proof of the second result.
Self-intersection local times and collision local times of bifractional Brownian motions
Institute of Scientific and Technical Information of China (English)
JIANG YiMing; WANG YongJin
2009-01-01
In this paper, we consider the local time and the self-intersection local time for a bifrac-tional Brownish motion, and the collision local time for two independent bifractional Brownian motions. We mainly prove the existence and smoothness of the self-intersection local time and the collision local time, through the strong local nondeterminism of bifractional Brownian motion, L2 convergence and Chaos expansion.
The Pricing of Vulnerable Options in a Fractional Brownian Motion Environment
Directory of Open Access Journals (Sweden)
Chao Wang
2015-01-01
Full Text Available Under the assumption of the stock price, interest rate, and default intensity obeying the stochastic differential equation driven by fractional Brownian motion, the jump-diffusion model is established for the financial market in fractional Brownian motion setting. With the changes of measures, the traditional pricing method is simplified and the general pricing formula is obtained for the European vulnerable option with stochastic interest rate. At the same time, the explicit expression for it comes into being.
Communication: Green-Kubo approach to the average swim speed in active Brownian systems
Sharma, A.; Brader, J. M.
2016-10-01
We develop an exact Green-Kubo formula relating nonequilibrium averages in systems of interacting active Brownian particles to equilibrium time-correlation functions. The method is applied to calculate the density-dependent average swim speed, which is a key quantity entering coarse grained theories of active matter. The average swim speed is determined by integrating the equilibrium autocorrelation function of the interaction force acting on a tagged particle. Analytical results are validated using Brownian dynamics simulations.
Energy Technology Data Exchange (ETDEWEB)
Costigan, K.R.
1998-11-01
Deseret Chemical Depot is one of the US Army`s storage facilities for its stockpile of chemical weapon agents. Congress has directed the Department of Defense to eliminate the aging stockpiles, which have existed since the end of World War II, and the US Army is destroying these lethal chemical munitions. Although the danger is slight, accurate predictions of the wind field in the valley are necessary for dispersion calculations in the event of an accident involving toxic chemicals at the depot. There are several small communities in Rush and Tooele valleys, including the town of Tooele, and Salt Lake City is located 65 km to the Northeast of Deseret Chemical Depot South area, at 1,300 m MSL and beyond the Oquirrh Mountains. The purpose of this report is to carry out three-dimensional numerical simulations of the atmospheric circulations in the region around Deseret Chemical Depot with the Higher Order Turbulence Model for Atmospheric Circulations (HOTMAC) and to evaluate the performance of the model. The code had been modified to assimilate local meteorological observations through the use of Newtonian nudging. The nudging scheme takes advantage of the extensive network of local observations in the valley.
Terbutaline depot tablets in childhood asthma. A double-blind controlled study
DEFF Research Database (Denmark)
Foged, N; Høst, A; Ljungholm, K
1985-01-01
. The design of the study was double-blind, cross-over, with a randomized allocation of the drugs. Both drugs improved the lung function significantly. The children had significantly less coughing during the night when they took depot tablets than when they took ordinary tablets. The side effects were few...
A framework for measuring efficiency levels :The case of express depots
Banaszewska, A.; Cruijssen, F.C.A.M.; Dullaert, W.; Lemmen-Gerdessen, van J.C.
2012-01-01
The efficiency and effectiveness in any distribution network is largely determined by the performance of depots in such a network. The purpose of this study is to develop a methodological framework to evaluate the performance of distribution centers of express companies. The framework is based on Da
Nanosized sustained-release drug depots fabricated using modified tri-axial electrospinning.
Yang, Guang-Zhi; Li, Jiao-Jiao; Yu, Deng-Guang; He, Mei-Feng; Yang, Jun-He; Williams, Gareth R
2017-01-27
Nanoscale drug depots, comprising a drug reservoir surrounded by a carrier membrane, are much sought after in contemporary pharmaceutical research. Using cellulose acetate (CA) as a filament-forming polymeric matrix and ferulic acid (FA) as a model drug, nanoscale drug depots in the form of core-shell fibers were designed and fabricated using a modified tri-axial electrospinning process. This employed a solvent mixture as the outer working fluid, as a result of which a robust and continuous preparation process could be achieved. The fiber-based depots had a linear morphology, smooth surfaces, and an average diameter of 0.62±0.07μm. Electron microscopy data showed them to have clear core-shell structures, with the FA encapsulated inside a CA shell. X-ray diffraction and IR spectroscopy results verified that FA was present in the crystalline physical form. In vitro dissolution tests revealed that the fibers were able to provide close to zero-order release over 36h, with no initial burst release and minimal tailing-off. The release properties of the depot systems were much improved over monolithic CA/FA fibers, which exhibited a significant burst release and also considerable tailing-off at the end of the release experiment. Here we thus demonstrate the concept of using modified tri-axial electrospinning to design and develop new types of heterogeneous nanoscale biomaterials.
2016-06-01
Production Plants at Albany and Barstow. bDLA does not fully manage the storage and distribution functions, and the service has retained some functions... production line at the industrial site where inventory items are actually used. According to DLA and service officials, this arrangement has...depot maintenance production reviews conducted by senior service officials that demonstrated this heightened attention to backorder resolution
Virutamasen, P; Leepipatpaiboon, S; Kriengsinyot, R; Vichaidith, P; Muia, PN; SekaddeKigondu, CB; Mati, JKG; Forest, MG; Dikkeschei, LD; Wolthers, BG; dArcangues, C
1996-01-01
Normal postpartum women, who had a spontaneous vaginal delivery of one full-term male infant, free of congenital abnormalities and other diseases, were recruited for this study. Thirteen women received 150 mg depot-medroxyprogesterone acetate (DMPA), intramuscularly on days 42 + 1 and 126 + 1 postpa
Modelling Collective Opinion Formation by Means of Active Brownian Particles
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...
Virial pressure in systems of spherical active Brownian particles.
Winkler, Roland G; Wysocki, Adam; Gompper, Gerhard
2015-09-01
The pressure of suspensions of self-propelled objects is studied theoretically and by simulation of spherical active Brownian particles (ABPs). We show that for certain geometries, the mechanical pressure as force/area of confined systems can be equally expressed by bulk properties, which implies the existence of a nonequilibrium equation of state. Exploiting the virial theorem, we derive expressions for the pressure of ABPs confined by solid walls or exposed to periodic boundary conditions. In both cases, the pressure comprises three contributions: the ideal-gas pressure due to white-noise random forces, an activity-induced pressure ("swim pressure"), which can be expressed in terms of a product of the bare and a mean effective particle velocity, and the contribution by interparticle forces. We find that the pressure of spherical ABPs in confined systems explicitly depends on the presence of the confining walls and the particle-wall interactions, which has no correspondence in systems with periodic boundary conditions. Our simulations of three-dimensional ABPs in systems with periodic boundary conditions reveal a pressure-concentration dependence that becomes increasingly nonmonotonic with increasing activity. Above a critical activity and ABP concentration, a phase transition occurs, which is reflected in a rapid and steep change of the pressure. We present and discuss the pressure for various activities and analyse the contributions of the individual pressure components.
Brownian dynamics simulations of nanosheet solutions under shear.
Xu, Yueyi; Green, Micah J
2014-07-14
The flow-induced conformation dynamics of nanosheets are simulated using a Brownian Dynamics (BD) formulation applied to a bead-rod sheetlike molecular model. This is the first-ever use of BD to simulate flow-induced dynamics of two-dimensional structures. Using this framework, we simulate dilute suspensions of coarse-grained nanosheets and compute conformation dynamics for simple shear flow. The data show power law scaling relationships between nanosheet parameters (such as bending moduli and molecular weight) and the resulting intrinsic viscosity and conformation. For nonzero bending moduli, an effective dimension of 2.77 at equilibrium is calculated from the scaling relationship between radius of gyration and molecular weight. We also find that intrinsic viscosity varies with molecular weight with an exponent of 2.12 ± 0.23; this dependence is significantly larger than those found for linear polymers. Weak shear thinning is observed at high Weissenberg number (Wi). This simulation method provides a computational basis for developing manufacturing processes for nanosheet-derived materials by relating flow forces and nanosheet parameters to the resulting material morphology.
Brownian aggregation rate of colloid particles with several active sites
Energy Technology Data Exchange (ETDEWEB)
Nekrasov, Vyacheslav M.; Yurkin, Maxim A.; Chernyshev, Andrei V., E-mail: chern@ns.kinetics.nsc.ru [Institute of Chemical Kinetics and Combustion, Institutskaya 3, 630090 Novosibirsk (Russian Federation); Physics Department, Novosibirsk State University, Pirogova 2, 630090 Novosibirsk (Russian Federation); Polshchitsin, Alexey A. [Institute of Chemical Kinetics and Combustion, Institutskaya 3, 630090 Novosibirsk (Russian Federation); JSC “VECTOR-BEST”, PO BOX 492, Novosibirsk 630117 (Russian Federation); Yakovleva, Galina E. [JSC “VECTOR-BEST”, PO BOX 492, Novosibirsk 630117 (Russian Federation); Maltsev, Valeri P. [Institute of Chemical Kinetics and Combustion, Institutskaya 3, 630090 Novosibirsk (Russian Federation); Physics Department, Novosibirsk State University, Pirogova 2, 630090 Novosibirsk (Russian Federation); Department of Preventive Medicine, Novosibirsk State Medical University, Krasny Prospect 52, 630091 Novosibirsk (Russian Federation)
2014-08-14
We theoretically analyze the aggregation kinetics of colloid particles with several active sites. Such particles (so-called “patchy particles”) are well known as chemically anisotropic reactants, but the corresponding rate constant of their aggregation has not yet been established in a convenient analytical form. Using kinematic approximation for the diffusion problem, we derived an analytical formula for the diffusion-controlled reaction rate constant between two colloid particles (or clusters) with several small active sites under the following assumptions: the relative translational motion is Brownian diffusion, and the isotropic stochastic reorientation of each particle is Markovian and arbitrarily correlated. This formula was shown to produce accurate results in comparison with more sophisticated approaches. Also, to account for the case of a low number of active sites per particle we used Monte Carlo stochastic algorithm based on Gillespie method. Simulations showed that such discrete model is required when this number is less than 10. Finally, we applied the developed approach to the simulation of immunoagglutination, assuming that the formed clusters have fractal structure.
Intermediate scattering function of an anisotropic active Brownian particle
Kurzthaler, Christina; Leitmann, Sebastian; Franosch, Thomas
2016-10-01
Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the directed motion. So far most studies consider the lowest order moments of the displacements only, while more general spatio-temporal information on the stochastic motion is provided in scattering experiments. Here we derive analytically exact expressions for the directly measurable intermediate scattering function for a mesoscopic model of a single, anisotropic active Brownian particle in three dimensions. The mean-square displacement and the non-Gaussian parameter of the stochastic process are obtained as derivatives of the intermediate scattering function. These display different temporal regimes dominated by effective diffusion and directed motion due to the interplay of translational and rotational diffusion which is rationalized within the theory. The most prominent feature of the intermediate scattering function is an oscillatory behavior at intermediate wavenumbers reflecting the persistent swimming motion, whereas at small length scales bare translational and at large length scales an enhanced effective diffusion emerges. We anticipate that our characterization of the motion of active agents will serve as a reference for more realistic models and experimental observations.
Phase transition in non-brownian fiber suspensions
Franceschini, Alexandre; Filippidi, Emmanouella; Guazzelli, Elizabeth; Pine, David
2012-11-01
The simple shear of a suspension of fibers tends to align them with the flow direction. We previously reported that the oscillatory shear of neutrally buoyant non-Brownian fibers align them with the vorticity (Franceschini A. et al. PRL, 2011). We interpreted this phenomenon as the minimization of a ``corrected volume fraction'' defined as a function of the strain amplitude, the average orientation and the volume fraction. Below a critical value of this parameter, the system becomes fully reversible after a few periods. Above it, fluctuations remain and the fibers align with the vorticity, subsequently reducing the value of this corrected volume fraction. We present here the collective behavior of fibers constrained at the liquid-air interface. By pinning the liquid on the wall of a Couette cell, we can have a flat interface. By modifying the surface of the fibers, we get rid of most of surface tension mediated fiber-fiber interactions. In this 2D configuration we can measure spatial correlations, as well as the position and orientation of every fiber at each shear cycle. We similarly define a ``corrected surface fraction'' and see how this parameter help us understand the difference between the surface behavior and the suspension behavior. This work was supported by the NSF through the NYU MRSEC, Award DMR:0820341. Additional support was provided by a Lavoisier Fellowship (AF) and from the Onassis Foundation (EF).
Beyond multifractional Brownian motion: new stochastic models for geophysical modelling
Directory of Open Access Journals (Sweden)
J. Lévy Véhel
2013-09-01
Full Text Available Multifractional Brownian motion (mBm has proved to be a useful tool in various areas of geophysical modelling. Although a versatile model, mBm is of course not always an adequate one. We present in this work several other stochastic processes which could potentially be useful in geophysics. The first alternative type is that of self-regulating processes: these are models where the local regularity is a function of the amplitude, in contrast to mBm where it is tuned exogenously. We demonstrate the relevance of such models for digital elevation maps and for temperature records. We also briefly describe two other types of alternative processes, which are the counterparts of mBm and of self-regulating processes when the intensity of local jumps is considered in lieu of local regularity: multistable processes allow one to prescribe the local intensity of jumps in space/time, while this intensity is governed by the amplitude for self-stabilizing processes.
Heat shock proteins: in vivo heat treatments reveal adipose tissue depot-specific effects.
Rogers, Robert S; Beaudoin, Marie-Soleil; Wheatley, Joshua L; Wright, David C; Geiger, Paige C
2015-01-01
Heat treatments (HT) and the induction of heat shock proteins (HSPs) improve whole body and skeletal muscle insulin sensitivity while decreasing white adipose tissue (WAT) mass. However, HSPs in WAT have been understudied. The purpose of the present study was to examine patterns of HSP expression in WAT depots, and to examine the effects of a single in vivo HT on WAT metabolism. Male Wistar rats received HT (41°C, 20 min) or sham treatment (37°C), and 24 h later subcutaneous, epididymal, and retroperitoneal WAT depots (SCAT, eWAT, and rpWAT, respectively) were removed for ex vivo experiments and Western blotting. SCAT, eWAT, and rpWAT from a subset of rats were also cultured separately and received a single in vitro HT or sham treatment. HSP72 and HSP25 expression was greatest in more metabolically active WAT depots (i.e., eWAT and rpWAT) compared with the SCAT. Following HT, HSP72 increased in all depots with the greatest induction occurring in the SCAT. In addition, HSP25 increased in the rpWAT and eWAT, while HSP60 increased in the rpWAT only in vivo. Free fatty acid (FFA) release from WAT explants was increased following HT in the rpWAT only, and fatty acid reesterification was decreased in the rpWAT but increased in the SCAT following HT. HT increased insulin responsiveness in eWAT, but not in SCAT or rpWAT. Differences in HSP expression and induction patterns following HT further support the growing body of literature differentiating distinct WAT depots in health and disease.
Haliloglu, Turkan; Bahar, Ivet; Erman, Burak
1996-08-01
The behavior of a single polyethylene chain grafted to an impenetrable surface, under shear flow, is investigated using Brownian dynamics simulations. Both short-range conformational energies and excluded volume effects are included in the model. Simulations are performed in good and poor solvent conditions in order to explore the effect of solvent quality. The shear flow is represented by the superposition of a force profile increasing linearly with the distance from the surface. Distribution of rotational angles, chain dimensions, components of the radius of gyration, segment density distribution, average layer thickness, and average orientation of bond vectors with respect to flow direction are determined and compared with other studies. Above a certain value of the shear rate, a significant increase in chain dimensions is observed for both good and poor solvents, the transition from coiled to stretched state being sharper in poor solvent. In good solvent, chain dimensions along the two perpendicular directions to the flow direction diminish with increasing shear rate. On the other hand, in poor solvent, there is an overall expansion in chain dimensions in all directions at low shear rates, which is subsequently followed by the orientation and alignment of the chain along the direction of flow. The experimentally observed increase in chain dimensions normal to the flow field at low shear rates is evidenced for the first time by simulations.
Brownian particle-kinetics in a superparamagnetic ferrofluid subjected to static magnetic-field
Trisnanto, Suko Bagus; Kitamoto, Yoshitaka
2017-01-01
The stochastic Brownian particle-kinetics in a superparamagnetic ferrofluid at room temperature is of significance in nullifying total magnetization vectors of the suspended particles. Correspondingly, the apparent magnetization response observed under static magnetic field shows no hysteresis loop, but being linear at a given finite field-difference. Owing to this superparamagnetism, we propose a differential magnetometry to analyze the static field-induced particle-kinetics and further to identify the effective field-strength in reorienting particle-moments toward the applied field direction. A polydispersive ferrofluid containing iron-oxide nanoparticles, in practice, is subjected to a very-low oscillatory-field, immediately after applying the static-field. For a given frequency, we confirm a decreasing ac susceptibility as dc field-strength increases, which suggests a statistically less fluctuating magnetization-vectors. Via numerical integration of ac susceptibility recorded, we furthermore estimate the nonlinear quasi-static magnetization at various measurement frequencies. The resulting nonlinearity is attributable to the contributing relaxation dynamics of the particles. More importantly, the difference between dc and ac susceptibilities is found to be field-strength and frequency-dependent. Its value is further maximized at an effective field-strength, from which we identified the coexisting energy-barriers.
2014-09-26
AD-AI5? 461 VALIDATION OF THE ALGORITHM FOR DEPOT TCTO LABOR COSTS / FOR THE COMPONENT.. (U) INFORMATION SPECTRUM INC ARLINGTON VA S J EINHORN 12 APR...U VALIDATION OF THE ALGORITHM FOR DEPOT TCTO LABOR COSTS I FOR C THE COMPONENT SUPPORT COST SYSTEM (D160B) Contract No. F33600-82-C-0543 12 April 1984...tasks," including a user survey. This report provides the verification and validation of the algorithm called "Depot TCTO Labor Costs." The costs of
Local times and excursion theory for Brownian motion a tale of Wiener and Itô measures
Yen, Ju-Yi
2013-01-01
This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths. Realizations of Brownian excursion processes may be translated in terms of the realizations of a Wiener process under certain conditions. With this aim in mind, the monograph presents applications to topics which are not usually treated with the same tools, e.g.: arc sine law, laws of functionals of Brownian motion, and the Feynman-Kac formula.
Kanatsu, Youhei; Sato, Masahide
2015-01-01
Large grains of a close-packed colloidal crystal have been experimentally shown to form in an inverted pyramidal pit by sedimentation [S. Matsuo et al., Appl. Phys. Lett. 82, 4285 (2003)]. Keeping this experiment in mind, we study the crystallization of Brownian particles. We carry out Brownian dynamics simulations in an inverted pyramidal-shaped container. The Brownian particles settle out toward the apex of the container by a uniform external force. If the apex angle is suitable, large grai...
Brownian Ratchets in Biophysics: from Diffusing Phospholipids to Polymerizing Actin Filaments
van Oudenaarden, Alexander
2000-03-01
In the 'Feynman Lectures on Physics' Feynman introduces a mechanical ratchet and pawl subjected to thermal fluctuations to demonstrate the impossibility to violate the second law of thermodynamics. Since this introduction the Brownian ratchet has evolved from Gedanken experiments to real experiments in the interdisciplinary sciences such as biophysics and biochemistry. In this symposium I will present two experiments in which the concept Brownian ratchet is of key importance. The first experiment addresses a so-called geometrical Brownian ratchet [1]. This ratchet consists of a two-dimensional microfabricated periodic array of asymmetric diffusion barriers. As an experimental realization of a two-dimensional fluid of Brownian particles, a bilayer of phospholipid molecules is used. I will demonstrate that the geometrical Brownian ratchet can be used as a molecular sieve to separate mixtures of membrane molecules without the need to extract them from the membrane. In the second experiment I explore the spontaneous symmetry breaking of polymerizing actin networks [2]. Small submicron size beads coated uniformly with a protein that catalyzes actin polymerization, are initially surrounded by a symmetrical cloud of actin filaments. This symmetry can be broken spontaneously after which the beads undergo directional motion with constant velocity. I will present a simple stochastic theory, in which each filament is modeled as an elastic Brownian ratchet that qualitatively reproduces the experimental results. The presence of the bead couples the dynamics of different filaments which results in a complex collective system of interacting Brownian ratchets that exhibits an emergent symmetry breaking behavior. [1] A. van Oudenaarden and S. G. Boxer, Science 285, 1046 (1999). [2] A. van Oudenaarden and J. A. Theriot, Nature Cell Biology 1, 493 (1999).
Liechty, Karl
2011-01-01
We study the distribution of the maximal height of the outermost path in the model of $N$ nonintersecting Brownian excursions as $N\\to \\infty$, showing that it converges in the proper scaling to the Tracy-Widom distribution for the largest eigenvalue of the Gaussian orthogonal ensemble. This is as expected from the viewpoint that the maximal height of the outermost path converges to the maximum of the Airy process. Our proof is based on Riemann-Hilbert analyis of a system of discrete orthogonal polynomials with a Gaussian weight in the double scaling limit as this system approaches saturation. We consequently compute the asymptotics of the free energy and the reproducing kernel of the corresponding discrete orthogonal polynomial ensemble in the critical scaling in which the density of particles approaches saturation. Both of these results can be viewed as dual to the case in which the mean density of eigenvalues in a random matrix model is vanishing at one point.
Raschka, C; Ruda, L; Wenning, P; von Stemm, C-I; Pfarrer, C; Huber, K; Meyer, U; Dänicke, S; Rehage, J
2016-07-01
Ultrasonography was used as a noninvasive method for quantitative estimation of the subcutaneous and abdominal adipose tissue depots in dairy cattle. The prediction model was created and validated with a total of 29 German Holstein cows; 6 were in early lactation (≤100 d in milk [DIM]) and 16 were in advanced lactation (101 to 292 DIM). Seven cows were nonpregnant and nonlactating and had been off milk for 350 to 450 d. Transcutaneous assessment of the thickness of subcutaneous and retroperitoneal adipose tissue was done at 16 sites on the body surface of all cows. After completion of the ultrasonographic measurements, the cows were slaughtered and the adipose depots were separately weighed. A stepwise multivariate regression analysis of the ultrasonographic variables was performed to estimate the slaughter weights of the different fat depots. Slaughter weights of the fat depots ranged from 5.0 to 43.0 kg for subcutaneous adipose tissue (SCAT), from 13.7 to 98.8 kg for abdominal adipose tissue (AAT), from 3.4 to 30.3 kg for retroperitoneal adipose tissue (RPAT), from 5.2 to 39.6 kg for omental adipose tissue (OMAT), and from 4.0 to 35.8 kg for mesenteric adipose tissue (MAT). The relationship between calculated amount of fat and slaughter weight of fat had coefficients of determination () and root mean square errors (kg) of 0.88 and 3.4, respectively, for SCAT; 0.94 and 6.1, respectively, for AAT; 0.94 and 1.7, respectively, for RPAT; 0.83 and 3.2, respectively, for OMAT; and 0.95 and 1.6, respectively, for MAT. The accuracy of ultrasonographic measurement of the different fat depots appears sufficient for the quantitative assessment of internal and subcutaneous fat stores in cows. This method is noninvasive and therefore allows safe and repeated monitoring of the amount of stored fat in different adipose tissue depots of German Holsteins cows.
National Aeronautics and Space Administration — We intend to develop the technology for lightweight composite structure suitable for both cryogenic fuel depot storage as well as human in-space habitat. These will...
Two-component Brownian coagulation: Monte Carlo simulation and process characterization
Institute of Scientific and Technical Information of China (English)
Haibo Zhao; Chu guang Zheng
2011-01-01
The compositional distribution within aggregates of a given size is essential to the functionality of composite aggregates that are usually enlarged by rapid Brownian coagulation.There is no analytical solution for the process of such two-component systems.Monte Carlo method is an effective numerical approach for two-component coagulation.In this paper,the differentially weighted Monte Carlo method is used to investigate two-component Brownian coagulation,respectively,in the continuum regime,the freemolecular regime and the transition regime.It is found that ( 1 ) for Brownian coagulation in the continuum regime and in the free-molecular regime,the mono-variate compositional distribution,i.e.,the number density distribution function of one component amount (in the form of volume of the component in aggregates) satisfies self-preserving form the same as particle size distribution in mono-component Brownian coagulation; (2) however,for Brownian coagulation in the transition regime the mono-variate compositional distribution cannot reach self-similarity; and (3) the bivariate compositional distribution,i.e.,the combined number density distribution function of two component amounts in the three regimes satisfies a semi self-preserving form.Moreover,other new features inherent to aggregative mixing are also demonstrated; e.g.,the degree of mixing between components,which is largely controlled by the initial compositional mass fraction,improves as aggregate size increases.
Directory of Open Access Journals (Sweden)
Ryo Kanada
Full Text Available Kinesin is a family of molecular motors that move unidirectionally along microtubules (MT using ATP hydrolysis free energy. In the family, the conventional two-headed kinesin was experimentally characterized to move unidirectionally through "walking" in a hand-over-hand fashion by coordinated motions of the two heads. Interestingly a single-headed kinesin, a truncated KIF1A, still can generate a biased Brownian movement along MT, as observed by in vitro single molecule experiments. Thus, KIF1A must use a different mechanism from the conventional kinesin to achieve the unidirectional motions. Based on the energy landscape view of proteins, for the first time, we conducted a set of molecular simulations of the truncated KIF1A movements over an ATP hydrolysis cycle and found a mechanism exhibiting and enhancing stochastic forward-biased movements in a similar way to those in experiments. First, simulating stand-alone KIF1A, we did not find any biased movements, while we found that KIF1A with a large friction cargo-analog attached to the C-terminus can generate clearly biased Brownian movements upon an ATP hydrolysis cycle. The linked cargo-analog enhanced the detachment of the KIF1A from MT. Once detached, diffusion of the KIF1A head was restricted around the large cargo which was located in front of the head at the time of detachment, thus generating a forward bias of the diffusion. The cargo plays the role of a diffusional anchor, or cane, in KIF1A "walking."
Study on design of oil depot downloading crane loading vapor recovery%石油库下装鹤管装车油气回收工艺设计
Institute of Scientific and Technical Information of China (English)
李一庆
2012-01-01
简述了石油库油气回收的重要意义,介绍了油气回收方法及油库采用下装鹤管密闭装车方式及吸附法油气回收工艺设计方案,指出了在运用油气回收系统时的注意事项.结果表明石油库应用油气回收技术具有安全、环保、节能、经济等多重功效.%This paper briefly described the significance of the oil depots and gas recovery. Brief introduction of conventional oil, gas recovery methods, details of the oil depot using the sealed tube of downloading crane loading and assay oil and gas recovery process design were shown in this paper. The design pointed out the precautions in the use of oil and gas recovery system. The results showed that the oil depot application of oil and gas recovery technology had multiple effects, such as safety, environmental protection, energy saving, economic.
Kim, Kyungsook; Park, Ji Hoon; Park, Seung Hun; Lee, Hye Yun; Kim, Jae Ho; Kim, Moon Suk
2016-12-01
Here, a click-cross-linked small intestine submucosa (SIS) drug depot is described for the treatment of rheumatoid arthritis (RA). To the best of the knowledge, there have been no studies related to the intra-articular injection of methotrexate (Met)-loaded click-cross-linkable SIS (Met-loaded Cx-SIS) for RA treatment. As the key objective of this work, injectable formulations of tetrazine-modified SIS (TE-SIS) and transcyclooctene-modified SIS (TC-SIS) are employed as drug depots. Within a few seconds, the simple mixing of equal amounts of TE-SIS and TC-SIS suspensions forms a gelatinous click-cross-linked SIS (Cx-SIS) drug depot in vitro and in vivo. The formed Cx-SIS depot is maintained in the articular joint over an extended period, while SIS alone rapidly disappears. Injectable formulations of Met-loaded Cx-SIS and Met-loaded SIS are prepared and then injected into articular joints to form drug depots. Compared to animals treated with Met-loaded SIS, RA animals treated with Met-loaded Cx-SIS show effective RA repair, as well as extensive regeneration of chondrocytes and glycosaminoglycan deposits. Collectively, these results indicate that the Met-loaded Cx-SIS depot is successfully formed after intra-articular injection of click-cross-linkable SIS, and that this formulation induces long-lasting Met release and allows Met to act effectively in the articular joint, resulting in RA repair.
EMERGENCY SUPPLY FOR MULTI-DEPOT PROBLEM IN CERTAIN AND UNCERTAIN CIRCUMSTANCES
Institute of Scientific and Technical Information of China (English)
刘春林; 施建军
2001-01-01
It is well known that the most prominent characteristic of emergency systems is the limit of time. A scheme must be made in much shorter time, and the retrieval vehicle should be able to reach the emergency site in the earliest time according to the proposed scheme so that the emergency event is dealt with as early as possible. This paper deals with multi-depot problems in two cases: (1) When the duration or time needed by the retrieval vehicle arriving at the emergency site from each depot is a non-negative real number, a single-objective (or min-max) and a two-phase problems on the earliest-emergency-activity-start-time (EEAST) are considered. (2) When the duration is regarded as an interval number, we consider the problem of finding an optimal scheme meeting a given deadline t with maximum possibility (or truth value).
Barnard, Sunelle A; Pieters, Marlien; De Lange, Zelda
2016-11-01
Increased plasma plasminogen activator inhibitor-1 (PAI-1) level is considered a mechanistic pathway through which obesity contributes to increased cardiovascular disease risk. Abdominal adipose tissue specifically, is a major PAI-1 source with visceral adipose tissue (VAT), an ectopic fat depot, generally considered to produce more PAI-1 than subcutaneous adipose tissue. However, this does not necessarily lead to increased plasma PAI-1 levels. This review provides an overview of studies investigating the association between body fat distribution and plasma PAI-1 levels. It discusses factors that influence this relationship and also considers the contribution of other tissue to plasma PAI-1 levels, placing the relative contribution of adipose tissue into perspective. In conclusion, the relationship between VAT and plasma PAI-1 levels is not fixed but can be modulated by a number of factors such as the size of the subcutaneous adipose tissue depot, ethnicity, possibly genetics and other obesity-related metabolic abnormalities.
Jin, Junchen
2016-01-01
The shunting schedule of electric multiple units depot (SSED) is one of the essential plans for high-speed train maintenance activities. This paper presents a 0-1 programming model to address the problem of determining an optimal SSED through automatic computing. The objective of the model is to minimize the number of shunting movements and the constraints include track occupation conflicts, shunting routes conflicts, time durations of maintenance processes, and shunting running time. An enhanced particle swarm optimization (EPSO) algorithm is proposed to solve the optimization problem. Finally, an empirical study from Shanghai South EMU Depot is carried out to illustrate the model and EPSO algorithm. The optimization results indicate that the proposed method is valid for the SSED problem and that the EPSO algorithm outperforms the traditional PSO algorithm on the aspect of optimality. PMID:27436998
Molecular dynamics test of the Brownian description of Na(+) motion in water
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.
Holographic Brownian Motion in Three-Dimensional Gödel Black Hole
Directory of Open Access Journals (Sweden)
J. Sadeghi
2014-01-01
Full Text Available 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.
Quantum power source: putting in order of a Brownian motion without Maxwell's demon
Aristov, Vitaly V.; Nikulov, A. V.
2003-07-01
The problem of possible violation of the second law of thermodynamics is discussed. It is noted that the task of the well known challenge to the second law called Maxwell's demon is put in order a chaotic perpetual motion and if any ordered Brownian motion exists then the second law can be broken without this hypothetical intelligent entity. The postulate of absolute randomness of any Brownian motion saved the second law in the beginning of the 20th century when it was realized as perpetual motion. This postulate can be proven in the limits of classical mechanics but is not correct according to quantum mechanics. Moreover some enough known quantum phenomena, such as the persistent current at non-zero resistance, are an experimental evidence of the non-chaotic Brownian motion with non-zero average velocity. An experimental observation of a dc quantum power soruce is interperted as evidence of violation of the second law.
Statistical Properties of Thermal Noise Driving the Brownian Particles in Fluids
Directory of Open Access Journals (Sweden)
Tóthová Jana
2016-01-01
Full Text Available In several recent works high-resolution interferometric detection allowed to study the Brownian motion of optically trapped microparticles in air and fluids. The observed positional fluctuations of the particles are well described by the generalized Langevin equation with the Boussinesq-Basset “history force” instead of the Stokes friction, which is valid only for the steady motion. Recently, also the time correlation function of the thermal random force Fth driving the Brownian particles through collisions with the surrounding molecules has been measured. In the present contribution we propose a method to describe the statistical properties of Fth in incompressible fluids. Our calculations show that the time decay of the correlator 〈Fth(tFth(0〉 is significantly slower than that found in the literature. It is also shown how the “color” of the thermal noise can be determined from the measured positions of the Brownian particles.
Jeon, Jae-Hyung; Metzler, Ralf
2010-02-01
Motivated by subdiffusive motion of biomolecules observed in living cells, we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and restricted to a finite domain. We investigate by analytic calculations and simulations how time-averaged observables (e.g., the time-averaged mean-squared displacement and displacement correlation) are affected by spatial confinement and dimensionality. In particular, we study the degree of weak ergodicity breaking and scatter between different single trajectories for this confined motion in the subdiffusive domain. The general trend is that deviations from ergodicity are decreased with decreasing size of the movement volume and with increasing dimensionality. We define the displacement correlation function and find that this quantity shows distinct features for fractional Brownian motion, fractional Langevin equation, and continuous time subdiffusion, such that it appears an efficient measure to distinguish these different processes based on single-particle trajectory data.
Brownian motion of a charged test particle in vacuum between two conducting plates
Yu, Hongwei; Chen, Jun
2004-12-01
The Brownian motion of a charged test particle caused by quantum electromagnetic vacuum fluctuations between two perfectly conducting plates is examined and the mean squared fluctuations in the velocity and position of the test particle are calculated. Our results show that the Brownian motion in the direction normal to the plates is reinforced in comparison to that in the single plate case. The effective temperature associated with this normal Brownian motion could be three times as large as that in the single plate case. However, the negative dispersions for the velocity and position in the longitudinal directions, which could be interpreted as reducing the quantum uncertainties of the particle, acquire positive corrections due to the presence of the second plate, and are thus weakened.
Brownian motion of a charged test particle in vacuum between two conducting plates
Yu, H; Yu, Hongwei; Chen, Jun
2004-01-01
The Brownian motion of a charged test particle caused by quantum electromagnetic vacuum fluctuations between two perfectly conducting plates is examined and the mean squared fluctuations in the velocity and position of the test particle are calculated. Our results show that the Brownian motion in the direction normal to the plates is reinforced in comparison to that in the single-plate case. The effective temperature associated with this normal Brownian motion could be three times as large as that in the single-plate case. However, the negative dispersions for the velocity and position in the longitudinal directions, which could be interpreted as reducing the quantum uncertainties of the particle, acquire positive corrections due to the presence of the second plate, and are thus weakened.
On-chip Brownian relaxation measurements of magnetic nanobeads in the time domain
DEFF Research Database (Denmark)
Østerberg, Frederik Westergaard; Rizzi, Giovanni; Hansen, Mikkel Fougt
2013-01-01
We present and demonstrate a new method for on-chip Brownian relaxation measurements on magnetic nanobeads in the time domain using magnetoresistive sensors. The beads are being magnetized by the sensor self-field arising from the bias current passed through the sensors and thus no external...... magnetic fields are needed. First, the method is demonstrated on Brownian relaxation measurements of beads with nominal sizes of 40, 80, 130, and 250 nm. The results are found to compare well to those obtained by an already established measurement technique in the frequency domain. Next, we demonstrate...... the time and frequency domain methods on Brownian relaxation detection of clustering of streptavidin coated magnetic beads in the presence of different concentrations of biotin-conjugated bovine serum albumin and obtain comparable results. In the time domain, a measurement is carried out in less than 30 s...
Brownian ratchets from statistical physics to bio and nano-motors
Cubero, David
2016-01-01
Illustrating the development of Brownian ratchets, from their foundations, to their role in the description of life at the molecular scale and in the design of artificial nano-machinery, this text will appeal to both advanced graduates and researchers entering the field. Providing a self-contained introduction to Brownian ratchets, devices which rectify microscopic fluctuations, Part I avoids technicalities and sets out the broad range of physical systems where the concept of ratchets is relevant. Part II supplies a single source for a complete and modern theoretical analysis of ratchets in regimes such as classical vs quantum and stochastic vs deterministic, and in Part III readers are guided through experimental developments in different physical systems, each highlighting a specific unique feature of ratchets. The thorough and systematic approach to the topic ensures that this book provides a complete guide to Brownian ratchets for newcomers and established researchers in physics, biology and biochemistry.
Quantum Brownian motion in a bath of parametric oscillators a model for system-field interactions
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...
Probing Brownian relaxation in water-glycerol mixtures using magnetic hyperthermia
Nemala, Humeshkar; Milgie, Michael; Wadehra, Anshu; Thakur, Jagdish; Naik, Vaman; Naik, Ratna
2013-03-01
Generation of heat by magnetic nanoparticles in the presence of an external oscillating magnetic field is known as magnetic hyperthermia (MHT). This heat is generated by two mechanisms: the Neel relaxation and Brownian relaxation. While the internal spin relaxation of the nanoparticles known as Neel relaxation is largely dependent on the magnetic properties of the nanoparticles, the physical motion of the particle or the Brownian relaxation is largely dependent on the viscous properties of the carrier liquid. The MHT properties of dextran coated iron oxide nanoparticles have been investigated at a frequency of 400KHz. To understand the influence of Brownian relaxation on heating, we probe the MHT properties of these ferrofluids in water-glycerol mixtures of varying viscosities. The heat generation is quantified using the specific absorption rate (SAR) and its maximum at a particular temperature is discussed with reference to the viscosity.
Financial Brownian Particle in the Layered Order-Book Fluid and Fluctuation-Dissipation Relations
Yura, Yoshihiro; Takayasu, Hideki; Sornette, Didier; Takayasu, Misako
2014-03-01
We introduce a novel description of the dynamics of the order book of financial markets as that of an effective colloidal Brownian particle embedded in fluid particles. The analysis of comprehensive market data enables us to identify all motions of the fluid particles. Correlations between the motions of the Brownian particle and its surrounding fluid particles reflect specific layering interactions; in the inner layer the correlation is strong and with short memory, while in the outer layer it is weaker and with long memory. By interpreting and estimating the contribution from the outer layer as a drag resistance, we demonstrate the validity of the fluctuation-dissipation relation in this nonmaterial Brownian motion process.
(Quantum) Fractional Brownian Motion and Multifractal Processes under the Loop of a Tensor Networks
Descamps, Benoît
2016-01-01
We derive fractional Brownian motion and stochastic processes with multifractal properties using a framework of network of Gaussian conditional probabilities. This leads to the derivation of new representations of fractional Brownian motion. These constructions are inspired from renormalization. The main result of this paper consists of constructing each increment of the process from two-dimensional gaussian noise inside the light-cone of each seperate increment. Not only does this allows us to derive fractional Brownian motion, we can introduce extensions with multifractal flavour. In another part of this paper, we discuss the use of the multi-scale entanglement renormalization ansatz (MERA), introduced in the study critical systems in quantum spin lattices, as a method for sampling integrals with respect to such multifractal processes. After proper calibration, a MERA promises the generation of a sample of size $N$ of a multifractal process in the order of $O(N\\log(N))$, an improvement over the known method...
Effect of depot medroxyprogesterone acetate on bone mineral density in adolescent women
Institute of Scientific and Technical Information of China (English)
ZHANG Mei-hua; ZHANG Wei; ZHANG Ai-dong; YANG Yan; GAI Ling
2013-01-01
Background Depot medroxyprogesterone acetate (DMPA) as a hormonal contraceptive is highly effective and widely used,but it may reduce bone mineral density (BMD) and increase the risk of osteoporosis.We compared BMD between users of intramuscular DMPA and nonhormonal subjects.Methods The study included 102 women aged between 16 and 18 years using DMPA for 24 months and 97 women aged between 16 and 18 years using nonhormonal contraception as nonusers control group.BMD of the lumbar spine and femoral neck was measured every 12 months for 24 months using dual-energy X-ray absorptiometry,comparing mean BMD changes in DMPA users and nonusers.Results There were no significant differences between groups at baseline in age,gynecologic age,body mass index (BMI),lumbar spine BMD and femoral neck BMD,etc.At 24 months of DMPA treatment,the mean percentage change from baseline in lumbar spine and femoral neck BMD values had decreased by 1.88％ and 2.32％,respectively.The mean lumbar spine and femoral neck BMD in DMPA group at 24 months were not significantly different compared to baseline (P=-0.212 and P=0.106,respectively).In comparison,in nonhormonal control group,there was a trend toward increasing BMD.At 24 months of observation,the mean percentage change from baseline in lumbar spine and femoral neck BMD had increased by 2.08％ and 1.46％,respectively.There were no significant difference compared to baseline (P=-0.160 and P=-0.288,respectively).Mean BMD at the spine and femoral neck did not differ significantly between DMPA users and nonusers over 12-month,but the BMD values at both anatomical sites were significantly lower in DMPA users compared with nonusers after 24-month treatment (P=-0.009 and P=-0.009,respectively).Conclusion The evidence of our study suggested that the use of DMPA for short-term (＜12-month) has no significant effects on BMD at spine and femoral neck,but long-term exposure to DMPA may prevent the bone mass accrual in adolescents.
Using Depot Inventory Position to Determine Transportation Mode of Retrograde Reparable Assets
2005-03-01
could be used as a factor and shows the serviceable inventory could prove useful as well. 46 In his book The Goal, Eli Goldratt (1992) suggests...process, as this will just waste resources and not speed up the system ( Goldratt , 1992). If the depot is considered the bottleneck based on its... Goldratt , Eliyahu M. The Goa (Second Edition). Great Barrington MA. The North River Press, 1992. Hall, Patricia K. and Paul R. Murphy. “The
HALF-DOSE DEPOT TRIPTORELIN COMPARABLE TO REDUCED DAILY BUSERELIN: A RANDOMIZED CLINICAL TRIAL
Directory of Open Access Journals (Sweden)
L. Safdarian
2007-09-01
Full Text Available Pituitary suppression by depot GnRH agonist may be excessive for ovarian stimulation. This study compares the efficacy of a single half-dose depot triptorelin and reduced-dose daily buserelin in a long protocol ICSI/ET. METHODS: A total of 182 patients were randomized into two groups using sealed envelopes. Pituitary desensitization was obtained in group 1 (91 patients with half-dose (1.87 mg depot triptorelin in the mid-luteal phase of their menstrual cycle, and in group 2 (91 patients with standard daily dose (0.5 mg buserelin, which was then reduced to 0.25 mg at the start of human menopausal gonadotropin (HMG stimulation. RESULTS: No significant differences were found among those who received HCG in terms of clinical pregnancy rate (34.4% in both groups, implantation rate (14.8% in group 1 versus 11.1% in group 2, fertilization rate (93.3 versus 95.6%, poor response rate (11.1 versus 6.7%, and miscarriage rate (11.1 versus 7.8%. No significant differences were seen in number of HMG ampoules used, follicles at HCG administration, and oocytes retrieved. The number of days of stimulation was significantly reduced in group 2 (11.2 +/- 1.8 in group 1 versus 10.6 +/- 1.9, p = 0.030. CONCLUSION: A half-dose of depot triptorelin can be successfully used in ovarian stimulation instead of reduced-dose daily buserelin, with more patient comfort and reduced stress and cost of injections.
Preliminary Assessment/Site Investigation: Tooele Army Depot, Utah. Volume 2. South Area
1988-12-29
Classification) Preliminary Assessment/Site Investigation, Toefle Army Depot., Utah; Volume ’fl-South Area Q2 PERSONAL AUTHOR(S) Andris Lapins CPG, Li 3a...Regulations CERCLA Comprehensive Environmental Response, Compensation and Liability Act CES Civil Engineering Squadron CGW Chemistry Groundwater File CRL...area around s rEAD . 2-12 Low humidity is a characteristic of the valley climate and visibility is generally good. During winter months, however, storm
Vaginal Atrophy following Long-Term Depot Medroxyprogesterone Acetate Use: A Case Report
Directory of Open Access Journals (Sweden)
Christie Walker
2013-01-01
Full Text Available Depot medroxyprogesterone acetate (DMPA is a commonly used form of contraception, with noncontraceptive benefits for the user. The mode of action is through the suppression of ovulation. It leads to hypoestrogenism which causes dryness of the vagina and dyspareunia. We present in this paper a patient that was very symptomatic with regard to vaginal atrophic changes determined by vaginal cytology. This side effect may become increasingly more common as we see more long-term use of DMPA.
Directory of Open Access Journals (Sweden)
Cynthia Warrick
2006-09-01
Full Text Available An interdisciplinary environmental assessment team from the Howard University Environmental Justice Partnership (HUEJP conducted a site visit and assessment of the Defense Depot of Memphis, Tennessee in February of 2000. This depot was built in the late 1940Ã¢Â€Â™s for storage of numerous chemicals and munitions. As the years progressed, many Memphis citizens have grown to believe that the activities and chemical stockpile located at this site have negatively affected the health environment of their residents. There is anecdotal evidence and documentation of numerous cancers and other illnesses in those local territories, and specifically, at the Memphis Depot site. Currently, this depot is closed and in remediation by the local government. Particularly, citizens of the Rozelle community have started a campaign to investigate any signs of exposure pathways to noted health risks. The HUEJP was contacted and asked to investigate the community concerns. Obliging to the request, we aimed to sample at three drainage sites and a residential site, talk to local citizens, and gain any additional information that would be helpful in relieving anxiety in the Rozelle community. Soil, sediment, and water samples were collected and analyzed for total organic carbon, inorganic anions, and heavy metals. These data show that for the four sites sampled, the highest concentrations of organic compounds and heavy metals were located either within a residential area or in an area with a direct transport pathway to the community. Atomic absorption analysis revealed detectable amounts of cadmium, lead and chromium metals at all sites with direct transport pathways into the residential community, with chromium concentrations being far in excess of the EPA standard limits.
Hybrid tabu search for the multi-depot vehicle routing problem
Hu, Shan-Liang
2010-07-01
A hybrid tabu search for the multi-depot vehicle routing problem is considered in this paper. The purpose of the proposed approach is to decrease the number of used vehicles and the total travel cost. An extensive numerical experiment was performed on benchmark problem instances available in literature, the computational results are presented to show the high effectiveness and performance of the proposed approaches.
An Archeological Overview and Management Plan for Tooele Army Depot North and South
1984-03-29
is located in the northeast corner of the Depot.- Aside from CAMUS , this is the major activity area on the South Post. The developed portion, located... Albert Sidney Johnston, the officer in charge of an 1857 expedition to Utah, was instructed to find a suitable location for a permanent post near Salt...City: State of Utah. Department of Natural resources, Technical Publication No. 69.* Reagan, Albert B. 1934a. The Shoshone-Gosiute (Goshute), or
2016-11-01
facilities, equipment, processes, and technology . Section 2464 requires DOD to provide a Biennial Core Report to Congress that includes information for the...equipment, processes, and technology for each category of maintenance work being done. Recognizing the important role of the depots in supporting U.S...criteria outlined in Standards for Internal Control in the Federal Government,15 for example, that management should design control activities so
Low Volatile Organic Compound Containing Wash Primer for Letterkenny Army Depot
2012-09-01
contains non- chromate based corrosion inhibitors . Hentzen Coatings Inc’s product, coded 16708TEP/16709CEH, and Deft’s product, coded 02GN084, were...testing at Cape Canaveral and a demonstration at Letterkenny Army Depot in Chambersburg, PA. 15. SUBJECT TERMS CARC, corrosion , coating 16...industry standard for chemical agent resistant coatings (CARC) systems due to exceptional adhesion, substrate passivation, and corrosion inhibition
2014-01-01
and reducing the time horizons of firm orders passed to the depots. It could start by shifting all production planning to six-month intervals. After...degree on repair process flow time, and, in some services, retrograde time. This reduces the amount of inventory the closed-loop system needs to meet...We should also note that a disruption in the retrograde pipeline from Iraq to Kuwait and then back to the United States also hampered Figure 4.5
Tsong, Tian Yow; Chang, Cheng-Hung
2003-04-01
This article reviews some concepts of the Brownian Ratchet which are relevant to our discussion of mechanisms of action of Na,K-ATPase, a universal ion pump and an elemental motor protein of the biological cell. Under wide ranges of ionic compositions it can hydrolyze an ATP and use the γ-phosphorous bond energy of ATP to pump 3 Na + out of, and 2 K + into the cell, both being uphill transport. During the ATP-dependent pump cycle, the enzyme oscillates between E1 and E2 states. Our experiment replaces ATP with externally applied electric field of various waveforms, amplitudes, and frequencies. The field enforced-oscillation, or fluctuation of E1 and E2 states enables the enzyme to harvest energy from the applied field and convert it to the chemical gradient energy of cations. A theory of electroconformational coupling (TEC), which embodies all the essential features of the Brownian Ratchet, successfully simulates these experimental results. Our analysis based on a four-state TEC model indicates that the equilibrium and the rate constants of the transport system define the frequency and the amplitude of the field for the optimal activation. Waveform, frequency, and amplitude are three elements of signal. Thus, electric signal of the ion pump is found by TEC analysis of the experimental data. Electric noise (white) superimposed on an electric signal changes the pump efficiency and produces effects similar to the stochastic resonance reported in other biological systems. The TEC concept is compared with the most commonly used Michaelis-Menten enzyme mechanism (MME) for similarities and differences. Both MME and TEC are catalytic wheels, which recycle the catalyst in each turnover. However, a MME can only catalyze reaction of descending free energy while a TEC enzyme can catalyze reaction of ascending free energy by harvesting needed energy from an off-equilibrium electric noise. The TEC mechanism is shown to be applicable to other biological motors and engines, as
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.
On-chip measurements of Brownian relaxation vs. concentration of 40nm magnetic beads
DEFF Research Database (Denmark)
Østerberg, Frederik Westergaard; Rizzi, Giovanni; Hansen, Mikkel Fougt
2012-01-01
are needed as the beads are magnetized by the field generated by the applied sensor bias current. We show that the Brownian relaxation frequency can be extracted from fitting the Cole-Cole model to measurements for bead concentrations of 64 mu g/ml or higher and that the measured dynamic magnetic response......We present on-chip Brownian relaxation measurements on a logarithmic dilution series of 40 nm beads dispersed in water with bead concentrations between 16 mu g/ml and 4000 mu g/ml. The measurements are performed using a planar Hall effect bridge sensor at frequencies up to 1 MHz. No external fields...
Accumulation of Microswimmers near a Surface Mediated by Collision and Rotational Brownian Motion
Li, Guanglai; Tang, Jay X.
2009-08-01
In this Letter we propose a kinematic model to explain how collisions with a surface and rotational Brownian motion give rise to accumulation of microswimmers near a surface. In this model, an elongated microswimmer invariably travels parallel to the surface after hitting it from an oblique angle. It then swims away from the surface, facilitated by rotational Brownian motion. Simulations based on this model reproduce the density distributions measured for the small bacteria E. coli and Caulobacter crescentus, as well as for the much larger bull spermatozoa swimming between two walls.
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...
Survival probability of mutually killing Brownian motions and the O'Connell process
Katori, Makoto
2011-01-01
Recently O'Connell introduced an interacting diffusive particle system in order to study a directed polymer model in 1+1 dimensions. The infinitesimal generator of the process is a harmonic transform of the quantum Toda-lattice Hamiltonian by the Whittaker function. As a physical interpretation of this construction, we show that the O'Connell process without drift is realized as a system of mutually killing Brownian motions conditioned that all particles survive forever. When the characteristic length of interaction killing other particles goes to zero, the process is reduced to the noncolliding Brownian motion (the Dyson model).
Institute of Scientific and Technical Information of China (English)
ZHANG Jia-Lin; YU Hong-Wei
2005-01-01
@@ We show that the velocity and position dispersions of a test particle with a nonzero constant classical velocity undergoing Brownian motion caused by electromagnetic vacuum fluctuations in a space with plane boundaries can be obtained from those of the static case by Lorentz transformation. We explicitly derive the Lorentz transformations relating the dispersions of the two cases and then apply them to the case of the Brownian motion of a test particle with a constant classical velocity parallel to the boundary between two conducting planes. Our results show that the influence of a nonzero initial velocity is negligible for nonrelativistic test particles.
Brownian motion in a singular potential and a fractal renewal process
Ouyang, H. F.; Huang, Z. Q.; Ding, E. J.
1995-10-01
We have proposed a model for the one-dimensional Brownian motion of a single particle in a singular potential field in our previous paper [Phys. Rev. E 50, 2491 (1994)]. In this Brief Report, we further discuss this model and show that, in some special cases, the Brownian motion can be considered as a finite-valued alternating renewal process, which has been investigated by Lowen and Teich [Phys. Rev. E 47, 992 (1993)]. The numerical results here are in agreement with those drawn by Lowen and Teich.
Feedback control of two-headed Brownian motors in flashing ratchet potential
Institute of Scientific and Technical Information of China (English)
Zhao A-Ke; Zhang Hong-Wei; Li Yu-Xiao
2010-01-01
We presented a detailed investigation on the movement of two-headed Brownian motors in an asymmetric potential under a feedback control. By numerical simulations the direct current is obtained. The current is periodic in the initial length of spring. There is an optimal value of the spring constant. And the dependence of the current on the opposing force is reversed. Then we found that when the change of the temperature and the opposing force have optimal values, the Brownian motors can also obtain the optimal efficiency.
Brownian agents and active particles collective dynamics in the natural and social sciences
Schweitzer, Frank
2007-01-01
""This book lays out a vision for a coherent framework for understanding complex systems"" (from the foreword by J. Doyne Farmer). By developing the genuine idea of Brownian agents, the author combines concepts from informatics, such as multiagent systems, with approaches of statistical many-particle physics. This way, an efficient method for computer simulations of complex systems is developed which is also accessible to analytical investigations and quantitative predictions. The book demonstrates that Brownian agent models can be successfully applied in many different contexts, ranging from
Finding viscosity of liquids from Brownian motion at students' laboratory
Energy Technology Data Exchange (ETDEWEB)
Greczylo, Tomasz; Debowska, Ewa [Institute of Experimental Physics, Wroclaw University, pl. Maxa Borna 9, 50-204 Wroclaw (Poland)
2005-09-01
Brownian motion appears to be a good subject for investigation at advanced students' laboratory [1]. The paper presents such an investigation carried out in Physics Laboratory II at the Institute of Experimental Physics of Wroclaw University. The experiment has been designed to find viscosity of liquids from Brownian motion phenomenon. Authors use modern technology that helps to proceed with measurements and makes the procedure less time and effort consuming. Discussion of the process of setting up the experiment and the results obtained for three different solutions of glycerin in water are presented. Advantages and disadvantages of the apparatus are pointed out along with descriptions of possible future uses.
Roberts, Christopher C; Chang, Chia-En A
2016-08-25
We present the second-generation GeomBD Brownian dynamics software for determining interenzyme intermediate transfer rates and substrate association rates in biomolecular complexes. Substrate and intermediate association rates for a series of enzymes or biomolecules can be compared between the freely diffusing disorganized configuration and various colocalized or complexed arrangements for kinetic investigation of enhanced intermediate transfer. In addition, enzyme engineering techniques, such as synthetic protein conjugation, can be computationally modeled and analyzed to better understand changes in substrate association relative to native enzymes. Tools are provided to determine nonspecific ligand-receptor association residence times, and to visualize common sites of nonspecific association of substrates on receptor surfaces. To demonstrate features of the software, interenzyme intermediate substrate transfer rate constants are calculated and compared for all-atom models of DNA origami scaffold-bound bienzyme systems of glucose oxidase and horseradish peroxidase. Also, a DNA conjugated horseradish peroxidase enzyme was analyzed for its propensity to increase substrate association rates and substrate local residence times relative to the unmodified enzyme. We also demonstrate the rapid determination and visualization of common sites of nonspecific ligand-receptor association by using HIV-1 protease and an inhibitor, XK263. GeomBD2 accelerates simulations by precomputing van der Waals potential energy grids and electrostatic potential grid maps, and has a flexible and extensible support for all-atom and coarse-grained force fields. Simulation software is written in C++ and utilizes modern parallelization techniques for potential grid preparation and Brownian dynamics simulation processes. Analysis scripts, written in the Python scripting language, are provided for quantitative simulation analysis. GeomBD2 is applicable to the fields of biophysics, bioengineering
Directory of Open Access Journals (Sweden)
Stanković Žana
2013-01-01
Full Text Available Background/Aim. There is a high rate of schizophrenic patients who do not adhere to their prescribed therapy, despite the implementation of antipsychotic long-acting injections and the introduction of atypical antipsychotics. The aim of this study was to investigate the differences in sociodemographic, clinical and medication adherence variables between the two groups of schizophrenic patients on maintenance therapy with depot antipsychotic fluphenazine decanoate and oral antipsychotics only as well as a correlation between the medication adherence and other examined variables. Methods. A total of 56 patients of both genders, aged < 60 years, with the diagnosis of schizophrenia (F20 (ICD-10, 1992 clinically stable for at least 6 months were introduced in this cross-sectional study. The patients from the depot group (n = 19 were on classical depot antipsychotic fluphenazine decanoate administering intramuscularly every 4 weeks (with or without oral antipsychotic augmentation and the patients from the oral group (n = 37 were on oral therapy alone with classical or atypical antipsychotics, either as monotherapy or combined. The Positive and Negative Syndrome Scale (PANSS was used to assess symptom severity. Item G12 of the PANSS was used to assess insight into the illness. The patients completed the Medical Adherence Rating Scale (MARS was used to assess adherence to the therapy. A higher MARS score indicates behavior [Medical Adherence Questionnaire (MAQ subscale] and attitudes toward medication [Drug Attitude Inventory (DAI subscale] that are more consistent with treatment adherence. The exclusion criteria were determined. The Pearson's χ2 test was used to compare categorical variables, Student's t-test to compare continuous variables and Pearson's correlation to test the correlation significance; p = 0.05. Results. Significant betweengroup differences in age, illness duration, chlorpromazine equivalents, PANSS score and DAI subscore were found
Top 10 Research Questions Related to Energy Balance
Shook, Robin P.; Hand, Gregory A.; Blair, Steven N.
2014-01-01
Obesity is the result of a mismatch between the amount of calories consumed and the amount of calories expended during an extended period of time. This relationship is described by the energy balance equation, which states the rate of change in energy storage depots in the body are equal to the rate of energy intake minus the rate of energy…
EFFECTIVE DIFFUSION AND EFFECTIVE DRAG COEFFICIENT OF A BROWNIAN PARTICLE IN A PERIODIC POTENTIAL
Institute of Scientific and Technical Information of China (English)
Hongyun Wang
2011-01-01
We study the stochastic motion of a Brownian particle driven by a constant force over a static periodic potential.We show that both the effective diffusion and the effective drag coefficient are mathematically well-defined and we derive analytic expressions for these two quantities.We then investigate the asymptotic behaviors of the effective diffusion and the effective drag coefficient,respectively,for small driving force and for large driving force.In the case of small driving force,the effective diffusion is reduced from its Brownian value by a factor that increases exponentially with the amplitude of the potential.The effective drag coefficient is increased by approximately the same factor.As a result,the Einstein relation between the diffusion coefficient and the drag coefficient is approximately valid when the driving force is small.For moderately large driving force,both the effective diffusion and the effective drag coefficient are increased from their Brownian values,and the Einstein relation breaks down. In the limit of very large driving force,both the effective diffusion and the effective drag coefficient converge to their Brownian values and the Einstein relation is once again valid.
Influence of Brownian Diffusion on Levitation of Bodies in Magnetic Fluid
Directory of Open Access Journals (Sweden)
V. Bashtovoi
2013-12-01
Full Text Available The present work deals with experimental investigation of the levitation of magnetic and non-magnetic bodies in a magnetic fluid when essentially influenced by Brownian diffusion of magnetic particles in it. It is established that the point of levitation of bodies in a magnetic fluid varies with time.
Brownian motion and parabolic Anderson model in a renormalized Poisson potential
Chen, Xia; Kulik, Alexey M.
2012-01-01
A method known as renormalization is proposed for constructing some more physically realistic random potentials in a Poisson cloud. The Brownian motion in the renormalized random potential and related parabolic Anderson models are modeled. With the renormalization, for example, the models consistent to Newton’s law of universal attraction can be rigorously constructed.
On the cumulants of increments for two classes of Brownian semi-stationary processes
DEFF Research Database (Denmark)
Urbina, José Ulises Márquez
2015-01-01
In this article we obtain formulae for the cumulants of the increments of two classes of Brownian semi-stationary (BSS) processes. The first class corresponds to BSS processes where the volatility is a Lévy semi-stationary process and the second class consists in BSS processes where the volatilit...
Some scaled limit theorems for an immigration super-Brownian motion
Institute of Scientific and Technical Information of China (English)
ZHANG Mei
2008-01-01
In this paper, the small time limit behaviors for an immigration super-Brownian motion are studied, where the immigration is determined by Lebesgue measure. We first prove a functional central limit theorem, and then study the large and moderate deviations associated with this central tendency.
From Levy to Brownian: a computational model based on biological fluctuation.
Directory of Open Access Journals (Sweden)
Surya G Nurzaman
Full Text Available BACKGROUND: Theoretical studies predict that Lévy walks maximizes the chance of encountering randomly distributed targets with a low density, but Brownian walks is favorable inside a patch of targets with high density. Recently, experimental data reports that some animals indeed show a Lévy and Brownian walk movement patterns when forage for foods in areas with low and high density. This paper presents a simple, Gaussian-noise utilizing computational model that can realize such behavior. METHODOLOGY/PRINCIPAL FINDINGS: We extend Lévy walks model of one of the simplest creature, Escherichia coli, based on biological fluctuation framework. We build a simulation of a simple, generic animal to observe whether Lévy or Brownian walks will be performed properly depends on the target density, and investigate the emergent behavior in a commonly faced patchy environment where the density alternates. CONCLUSIONS/SIGNIFICANCE: Based on the model, animal behavior of choosing Lévy or Brownian walk movement patterns based on the target density is able to be generated, without changing the essence of the stochastic property in Escherichia coli physiological mechanism as explained by related researches. The emergent behavior and its benefits in a patchy environment are also discussed. The model provides a framework for further investigation on the role of internal noise in realizing adaptive and efficient foraging behavior.
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Szozda, Benedykt
This paper generalizes the integration theory for volatility modulated Brownian-driven Volterra processes onto the space G∗ of Potthoff--Timpel distributions. Sufficient conditions for integrability of generalized processes are given, regularity results and properties of the integral are discusse...
DEFF Research Database (Denmark)
E. Barndorff-Nielsen, Ole; Benth, Fred Espen; Szozda, Benedykt
This paper generalizes the integration theory for volatility modulated Brownian-driven Volterra processes onto the space G* of Potthoff-Timpel distributions. Sufficient conditions for integrability of generalized processes are given, regularity results and properties of the integral are discussed...
Moderate Deviation for the Single Point Catalytic Super-Brownian Motion
Institute of Scientific and Technical Information of China (English)
Xu YANG; Mei ZHANG
2012-01-01
We establish the moderate deviation for the density process of the single point catalytic super-Brownian motion.The main tools are the abstract G(a)rtner-Ellis theorem,Dawson-G(a)rtner theorem and the contraction principle.The rate function is expressed by the Fenchel-Legendre transform of log-exponential moment generation function.
Some scaled limit theorems for an immigration super-Brownian motion
Institute of Scientific and Technical Information of China (English)
2008-01-01
In this paper,the small time limit behaviors for an immigration super-Brownian motion are studied,where the immigration is determined by Lebesgue measure.We first prove a functional central limit theorem,and then study the large and moderate deviations associated with this central tendency.
Accumulation of microswimmers near surface due to steric confinement and rotational Brownian motion
Li, Guanglai; Tang, Jay
2009-03-01
Microscopic swimmers display some intriguing features dictated by Brownian motion, low Reynolds number fluid mechanics, and boundary confinement. We re-examine the reported accumulation of swimming bacteria or bull spermatozoa near the boundaries of a fluid chamber, and propose a kinematic model to explain how collision with surface, confinement and rotational Brownian motion give rise to the accumulation of micro-swimmers near a surface. In this model, an elongated microswimmer invariably travels parallel to the surface after hitting it from any incident angle. It then takes off and swims away from the surface after some time due to rotational Brownian motion. Based on this analysis, we obtain through computer simulation steady state density distributions that reproduce the ones measured for the small bacteria E coli and Caulobacter crescentus, as well as for the much larger bull spermatozoa swimming near surfaces. These results suggest strongly that Brownian dynamics and surface confinement are the dominant factors for the accumulation of microswimmers near a surface.
Brownian motion with variable drift: 0-1 laws, hitting probabilities and Hausdorff dimension
Peres, Yuval
2010-01-01
By the Cameron--Martin theorem, if a function $f$ is in the Dirichlet space $D$, then $B+f$ has the same a.s. properties as standard Brownian motion, $B$. In this paper we examine properties of $B+f$ when $f \
Successive Approximation of SFDEs with Finite Delay Driven by G-Brownian Motion
Directory of Open Access Journals (Sweden)
Litan Yan
2013-01-01
Full Text Available We consider the stochastic functional differential equations with finite delay driven by G-Brownian motion. Under the global Carathéodory conditions we prove the existence and uniqueness, and as an application, we price the European call option when the underlying asset's price follows such an equation.
Pricing Perpetual American Put Option in theMixed Fractional Brownian Motion
Institute of Scientific and Technical Information of China (English)
2015-01-01
Under the assumption of the underlying asset is driven by the mixed fractional Brownian motion, we obtain the mixed fractionalBlack-Scholes partial differential equation by fractional Ito formula, and the pricing formula of perpetual American put option bythis partial differential equation theory.
Brownian Motion on a Pseudo Sphere in Minkowski Space R^l_v
Jiang, Xiaomeng; Li, Yong
2016-10-01
For a Brownian motion moving on a pseudo sphere in Minkowski space R^l_v of radius r starting from point X, we obtain the distribution of hitting a fixed point on this pseudo sphere with l≥ 3 by solving Dirichlet problems. The proof is based on the method of separation of variables and the orthogonality of trigonometric functions and Gegenbauer polynomials.
Some Properties of Stochastic Differential Equations Driven by the G-Brownian Motion
Institute of Scientific and Technical Information of China (English)
Qian LIN
2013-01-01
In this paper,we study the property of continuous dependence on the parameters of stochastic integrals and solutions of stochastic differential equations driven by the G-Brownian motion.In addition,the uniqueness and comparison theorems for those stochastic differential equations with non-Lipschitz coefficients are obtained.
Directory of Open Access Journals (Sweden)
Ljubomir Gigović
2016-04-01
Full Text Available This paper suggests spatial multi-criteria model in order to assist decision makers in the selection of sites which are suitable for ammunition depots (AD. They represent military facilities which have more criteria that need to be matched than civil structures. The proposed model is based on combined use of Geographic information systems (GIS and multi-criteria techniques. The model application is presented in the case study of Carpathian region, the Eastern part of Serbia. The model deals with nine restrictions and six evaluation criteria. Decision Making Trial and Evaluation Laboratory—Analytic Network Process (DEMATEL-ANP multi-criteria techniques are used to determine weight coefficients of evaluation criteria. Along with the above mentioned methods, this paper introduces a new technique for the multi-criteria decision making—MAIRCA (MultiAttributive Ideal-Real Comparative Analysis method. The MAIRCA method is used for the ranking and selection of suitable locations. The results have shown that 45 km2 of the Carpathian region is very suitable for ammunition depot construction. The MAIRCA method chose location L1 as the most appropriate. Sensitivity analysis shows that the model is capable of identifying a suitable ammunition depot location. This approach can be helpful in determining suitable ammunition depot locations in other regions with similar geographic conditions and can also be successfully used for the suitability assessment of existing ammunition depots.
Using Genetic Algorithm For Winter Maintenance Operations: Multi Depot K-Chinese Postman Problem
Directory of Open Access Journals (Sweden)
İbrahim Zeki Akyurt
2015-02-01
Full Text Available In this study, the assignment and routing problem of one of Istanbul’s winter maintenance activities, salt pouring, was scrutinized. The starting point of the study considers the high cost of winter maintenance work, a shrinking assigned budget, high numbers of vehicles and streets to service that the increase in difficulty to solve the problem due to their high numbers. In this respect, the problem was modeled as multi depot k-Chinese postman problem, a type of arc routing problem. This mathematical model was solved by genetic algorithm. For comparison, the current solution, Clarke and Wright Algorithm and Sweep Algorithm were used.
Directory of Open Access Journals (Sweden)
Mingzhou Li, Honglong Wu, Tao Wang, Yudong Xia, Long Jin, Anan Jiang, Li Zhu, Lei Chen, Ruiqiang Li, Xuewei Li
2012-01-01
Full Text Available It is well established that the metabolic risk factors of obesity and its comorbidities are more attributed to adipose tissue distribution rather than total adipose mass. Since emerging evidence suggests that epigenetic regulation plays an important role in the aetiology of obesity, we conducted a genome-wide methylation analysis on eight different adipose depots of three pig breeds living within comparable environments but displaying distinct fat level using methylated DNA immunoprecipitation sequencing. We aimed to investigate the systematic association between anatomical location-specific DNA methylation status of different adipose depots and obesity-related phenotypes. We show here that compared to subcutaneous adipose tissues which primarily modulate metabolic indicators, visceral adipose tissues and intermuscular adipose tissue, which are the metabolic risk factors of obesity, are primarily associated with impaired inflammatory and immune responses. This study presents epigenetic evidence for functionally relevant methylation differences between different adipose depots.
Rabinowicz, E F; Opler, L A; Owen, D R; Knight, R A
1996-08-01
The Dot Enumeration Perceptual Organization Task (DEPOT) evaluates the validity of 2 specific competing cognitive models of early input dysfunction in schizophrenic individuals: a primary Stage 1, sensory store, perceptual organization deficit vs. a Stage 2, short-term visual memory (STVM) deficit. DEPOT was also designed to assess the hypothesis that schizophrenic individuals tend to perform poorly on all cognitive tasks. In DEPOT both number and form judgments are made about the same dot patterns. A response delay manipulation assesses the persistence and operation of STVM. The study included 41 psychotic inpatients (8 with acute and 16 with chronic schizophrenia and 7 with bipolar and 10 with nonbipolar affective disorder) and 38 controls (22 college students and 16 hospital personnel). Although the pattern of results was consistent with neither the Stage 1 deficit nor the general deficit hypotheses, a Stage 2, STVM deficit hypothesis could account parsimoniously for the data.
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Behrouz Afshar-Nadjafi
2017-01-01
Full Text Available In this paper, we consider the time-dependent multi-depot vehicle routing problem. The objective is to minimize the total heterogeneous fleet cost assuming that the travel time between locations depends on the departure time. Also, hard time window constraints for the customers and limitation on maximum number of the vehicles in depots must be satisfied. The problem is formulated as a mixed integer programming model. A constructive heuristic procedure is proposed for the problem. Also, the efficiency of the proposed algorithm is evaluated on 180 test problems. The obtained computational results indicate that the procedure is capable to obtain a satisfying solution.
Directory of Open Access Journals (Sweden)
Davide Mercadante
Full Text Available Pectin methylesterases (PMEs hydrolyze the methylester groups that are found on the homogalacturonan (HG chains of pectic polysaccharides in the plant cell wall. Plant and bacterial PMEs are especially interesting as the resulting de-methylesterified (carboxylated sugar residues are found to be arranged contiguously, indicating a so-called processive nature of these enzymes. Here we report the results of continuum electrostatics calculations performed along the molecular dynamics trajectory of a PME-HG-decasaccharide complex. In particular it was observed that, when the methylester groups of the decasaccharide were arranged in order to mimic the just-formed carboxylate product of de-methylesterification, a net unidirectional sliding of the model decasaccharide was subsequently observed along the enzyme's binding groove. The changes that occurred in the electrostatic binding energy and protein dynamics during this translocation provide insights into the mechanism by which the enzyme rectifies Brownian motions to achieve processivity. The free energy that drives these molecular motors is thus demonstrated to be incorporated endogenously in the methylesterified groups of the HG chains and is not supplied exogenously.
Assessing Relative Volatility/Intermittency/Energy Dissipation
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole E.; Pakkanen, Mikko; Schmiegel, Jürgen
We introduce the notion of relative volatility/intermittency and demonstrate how relative volatility statistics can be used to estimate consistently the temporal variation of volatility/intermittency even when the data of interest are generated by a non-semimartingale, or a Brownian semistationary...... process in particular. While this estimation method is motivated by the assessment of relative energy dissipation in empirical data of turbulence, we apply it also to energy price data. Moreover, we develop a probabilistic asymptotic theory for relative power variations of Brownian semistationary...... processes and Ito semimartingales and discuss how it can be used for inference on relative volatility/intermittency....
Relationships between rodent white adipose fat pads and human white adipose fat depots
Directory of Open Access Journals (Sweden)
Daniella E. Chusyd
2016-04-01
Full Text Available The objective of this review was to compare and contrast the physiological and metabolic profiles of rodent white adipose fat pads with white adipose fat depots in humans. Human fat distribution and its metabolic consequences have received extensive attention, but much of what has been tested in translational research has relied heavily on rodents. Unfortunately, the validity of using rodent fat pads as a model of human adiposity has received less attention. There is a surprisingly lack of studies demonstrating an analogous relationship between rodent and human adiposity on obesity-related comorbidities. Therefore, we aimed to compare known similarities and disparities in terms of white adipose tissue development and distribution, sexual dimorphism, weight loss, adipokine secretion, and aging. While the literature supports the notion that many similarities exist between rodents and humans, notable differences emerge related to fat deposition and function of white adipose tissue. Thus, further research is warranted to more carefully define the strengths and limitations of rodent white adipose tissue as a model for humans, with a particular emphasis on comparable fat depots, such as mesenteric fat.
A Fuzzy Goal Programming for a Multi-Depot Distribution Problem
Nunkaew, Wuttinan; Phruksaphanrat, Busaba
2010-10-01
A fuzzy goal programming model for solving a Multi-Depot Distribution Problem (MDDP) is proposed in this research. This effective proposed model is applied for solving in the first step of Assignment First-Routing Second (AFRS) approach. Practically, a basic transportation model is firstly chosen to solve this kind of problem in the assignment step. After that the Vehicle Routing Problem (VRP) model is used to compute the delivery cost in the routing step. However, in the basic transportation model, only depot to customer relationship is concerned. In addition, the consideration of customer to customer relationship should also be considered since this relationship exists in the routing step. Both considerations of relationships are solved using Preemptive Fuzzy Goal Programming (P-FGP). The first fuzzy goal is set by a total transportation cost and the second fuzzy goal is set by a satisfactory level of the overall independence value. A case study is used for describing the effectiveness of the proposed model. Results from the proposed model are compared with the basic transportation model that has previously been used in this company. The proposed model can reduce the actual delivery cost in the routing step owing to the better result in the assignment step. Defining fuzzy goals by membership functions are more realistic than crisps. Furthermore, flexibility to adjust goals and an acceptable satisfactory level for decision maker can also be increased and the optimal solution can be obtained.
Experience with octreotide depot in the treatment of castration-resistant prostate cancer
Directory of Open Access Journals (Sweden)
G. P. Kolesnikov
2015-01-01
Full Text Available Castration-resistant prostate cancer (CRPC is one of the most complex and unsolved problems in urologic oncology. The somatostatin analogue octreotide depot made in Russia may be used for its treatment. The paper gives the results of a trial of the efficiency and safety of treatment with octreotide depot 30 mg and dexamethasone in 20 patients aged 58 to 89 years with CRPC during continued androgen deprivation therapy. The duration of the trial was 3 months. A response was assessed from the serum levels of prostate-specific antigen (PCA, the time course of changes in general and biochemical blood test values, the degree of pain syndrome, and improvement in quality of life in a patient. A total response in reducing PSA was obtained in 70 % of the patents; overall, the best results were achieved in the group receiving octreotide before chemotherapy with docetaxel. The tolerability of octreotide deport with dexamethasone was good in all cases; no obvious adverse hematological and clinical reactions were noted.
A tabu-search heuristic for solving the multi-depot vehicle scheduling problem
Directory of Open Access Journals (Sweden)
Gilmar D'Agostini Oliveira Casalinho
2014-08-01
Full Text Available Currently the logistical problems are relying quite significantly on Operational Research in order to achieve greater efficiency in their operations. Among the problems related to the vehicles scheduling in a logistics system, the Multiple Depot Vehicle Scheduling Problem (MDVSP has been addressed in several studies. The MDVSP presupposes the existence of depots that affect the planning of sequences to which travel must be performed. Often, exact methods cannot solve large instances encountered in practice and in order to take them into account, several heuristic approaches are being developed. The aim of this study was thus to solve the MDVSP using a meta-heuristic based on tabu-search method. The main motivation for this work came from the indication that only recently the use of meta-heuristics is being applied to MDVSP context (Pepin et al. 2008 and, also, the limitations listed by Rohde (2008 in his study, which used the branch-and-bound in one of the steps of the heuristic presented to solve the problem, which has increased the time resolution. The research method for solving this problem was based on adaptations of traditional techniques of Operational Research, and provided resolutions presenting very competitive results for the MDVSP such as the cost of the objective function, number of vehicles used and computational time.
Mirror coupling of reflecting Brownian motion and an application to Chavel's conjecture
Pascu, Mihai N
2010-01-01
In a series of papers, Burdzy et. al. introduced the \\emph{mirror coupling} of reflecting Brownian motions in a smooth bounded domain $D\\subset \\mathbb{R}^{d}$, and used it to prove certain properties of eigenvalues and eigenfunctions of the Neumann Laplaceian on $D$. In the present paper we show that the construction of the mirror coupling can be extended to the case when the two Brownian motions live in different domains $D_{1},D_{2}\\subset \\mathbb{R}^{d}$. As an application of the construction, we derive a unifying proof of the two main results concerning the validity of Chavel's conjecture on the domain monotonicity of the Neumann heat kernel, due to I. Chavel (\\cite{Chavel}), respectively W. S. Kendall (\\cite{Kendall}).
A surface-bound molecule that undergoes optically biased Brownian rotation
Hutchison, James A.; Uji-I, Hiroshi; Deres, Ania; Vosch, Tom; Rocha, Susana; Müller, Sibylle; Bastian, Andreas A.; Enderlein, Jörg; Nourouzi, Hassan; Li, Chen; Herrmann, Andreas; Müllen, Klaus; de Schryver, Frans; Hofkens, Johan
2014-02-01
Developing molecular systems with functions analogous to those of macroscopic machine components, such as rotors, gyroscopes and valves, is a long-standing goal of nanotechnology. However, macroscopic analogies go only so far in predicting function in nanoscale environments, where friction dominates over inertia. In some instances, ratchet mechanisms have been used to bias the ever-present random, thermally driven (Brownian) motion and drive molecular diffusion in desired directions. Here, we visualize the motions of surface-bound molecular rotors using defocused fluorescence imaging, and observe the transition from hindered to free Brownian rotation by tuning medium viscosity. We show that the otherwise random rotations can be biased by the polarization of the excitation light field, even though the associated optical torque is insufficient to overcome thermal fluctuations. The biased rotation is attributed instead to a fluctuating-friction mechanism in which photoexcitation of the rotor strongly inhibits its diffusion rate.
Institute of Scientific and Technical Information of China (English)
Feng Yu; Lin Jian-Zhong
2008-01-01
The collision efficiency in the Brownian coagulation is investigated. A new mechanical model of collision between two identical spherical particles is proposed, and a set of corresponding collision equations is established. The equations are solved numerically, thereby obtaining the collision efficiency for the monodisperse dioctyl phthalate spherical aerosols with diameters ranging from 100 to 760 nm in the presence of van der Waals force and the elastic deformation force.The calculated collision efficiency, in agreement with the experimental data qualitatively, decreases with the increase of particle diameter except a small peak appearing in the particles with a diameter of 510 nm. The results show that the interparticle elastic deformation force cannot be neglected in the computation of particle Brownian coagulation.Finally, a set of new expressions relating collision efficiency to particle diameter is established.
The exact Hausdorff measures for the graph and image of a multidimensional iterated Brownian motion
Institute of Scientific and Technical Information of China (English)
2007-01-01
Let {W(t),t∈R}, {B(t),t∈R+} be two independent Brownian motions on R with W(0) = B(0) = 0. In this paper, we shall consider the exact Hausdorff measures for the image and graph sets of the d-dimensional iterated Brownian motion X(t), where X(t) = (Xi(t),... ,Xd(t)) and X1(t),... ,Xd(t) are d independent copies of Y(t) = W(B(t)). In particular, for any Borel set Q (?) (0,∞), the exact Hausdorff measures of the image X(Q) = {X(t) : t∈Q} and the graph GrX(Q) = {(t, X(t)) :t∈Q}are established.
The exact Hausdorff measures for the graph and image of a multidimensional iterated Brownian motion
Institute of Scientific and Technical Information of China (English)
Rong-mao ZHANG; Zheng-yan LIN
2007-01-01
Let {W(t),t ∈ R}, {B(t),t ∈ R+} be two independent Brownian motions on R with W(0) = B(0) = 0. In this paper, we shall consider the exact Hausdorff measures for the image and graph sets of the d-dimensional iterated Brownian motion X(t), where X(t) = (X1(t),..., Xd(t))and X1(t),... ,Xd(t) are d independent copies of Y(t) = W(B(t)). In particular, for any Borel set Q (∈) (0, oo), the exact Hausdorff measures of the image X(Q) = {X(t) ∶ t ∈ Q} and the graph GrX(Q) = {(t, X(t))∶ t ∈ Q} are established.
Dwell time of a Brownian interacting molecule in a cellular microdomain
Taflia, A; Taflia, Adi; Holcman, David
2006-01-01
The time spent by an interacting Brownian molecule inside a bounded microdomain has many applications in cellular biology, because the number of bounds is a quantitative signal, which can initiate a cascade of chemical reactions and thus has physiological consequences. In the present article, we propose to estimate the mean time spent by a Brownian molecule inside a microdomain $\\Omega$ which contains small holes on the boundary and agonist molecules located inside. We found that the mean time depends on several parameters such as the backward binding rate (with the agonist molecules), the mean escape time from the microdomain and the mean time a molecule reaches the binding sites (forward binding rate). In addition, we estimate the mean and the variance of the number of bounds made by a molecule before it exits $\\Omega$. These estimates rely on a boundary layer analysis of a conditional mean first passage time, solution of a singular partial differential equation. In particular, we apply the present results ...
A weak limit theorem for numerical approximation of Brownian semi-stationary processes
DEFF Research Database (Denmark)
Podolskij, Mark; Thamrongrat, Nopporn
In this paper we present a weak limit theorem for a numerical approximation of Brownian semi-stationary processes studied in [14]. In the original work of [14] the authors propose to use Fourier transformation to embed a given one dimensional (Levy) Brownian semi-stationary process into a two......-parameter stochastic field. For the latter they use a simple iteration procedure and study the strong approximation error of the resulting numerical scheme given that the volatility process is fully observed. In this work we present the corresponding weak limit theorem for the setting, where the volatility....../drift process needs to be numerically simulated. In particular, weak approximation errors for smooth test functions can be obtained from our asymptotic theory....
Impurity driven Brownian motion of solitons in elongated Bose-Einstein Condensates
Aycock, L M; Genkina, D; Lu, H -I; Galitski, V; Spielman, I B
2016-01-01
Solitons, spatially-localized, mobile excitations resulting from an interplay between nonlinearity and dispersion, are ubiquitous in physical systems from water channels and oceans to optical fibers and Bose-Einstein condensates (BECs). For the first time, we observed and controlled the Brownian motion of solitons. We launched long-lived dark solitons in highly elongated $^{87}\\rm{Rb}$ BECs and showed that a dilute background of impurity atoms in a different internal state dramatically affects the soliton. With no impurities and in one-dimension (1-D), these solitons would have an infinite lifetime, a consequence of integrability. In our experiment, the added impurities scatter off the much larger soliton, contributing to its Brownian motion and decreasing its lifetime. We describe the soliton's diffusive behavior using a quasi-1-D scattering theory of impurity atoms interacting with a soliton, giving diffusion coefficients consistent with experiment.
Appuhamillage, Thilanka; Thomann, Enrique; Waymire, Edward; Wood, Brian
2010-01-01
Advective skew dispersion is a natural Markov process defined by a diffusion with drift across an interface of jump discontinuity in a piecewise constant diffusion coefficient. In the absence of drift, this process may be represented as a function of $\\alpha$-skew Brownian motion for a uniquely determined value of $\\alpha=\\alpha^*$; see Ramirez et al. (2006). In the present paper, the analysis is extended to the case of nonzero drift. A determination of the (joint) distributions of key functionals of standard skew Brownian motion together with some associated probabilistic semigroup and local time theory is given for these purposes. An application to the dispersion of a solute concentration across an interface is provided that explains certain symmetries and asymmetries in recently reported laboratory experiments conducted at Lawrence-Livermore Berkeley Labs by Berkowitz et al. (2009).
A Simple Discrete Model of Brownian Motors: Time-periodic Markov Chains
Ge, Hao; Jiang, Da-Quan; Qian, Min
2006-05-01
In this paper, we consider periodically inhomogeneous Markov chains, which can be regarded as a simple version of physical model—Brownian motors. We introduce for them the concepts of periodical reversibility, detailed balance, entropy production rate and circulation distribution. We prove the equivalence of the following statements: The time-periodic Markov chain is periodically reversible; It is in detailed balance; Kolmogorov's cycle condition is satisfied; Its entropy production rate vanishes; Every circuit and its reversed circuit have the same circulation weight. Hence, in our model of Markov chains, the directed transport phenomenon of Brownian motors, i.e. the existence of net circulation, can occur only in nonequilibrium and irreversible systems. Moreover, we verify the large deviation property and the Gallavotti-Cohen fluctuation theorem of sample entropy production rates of the Markov chain.
Simulation paradoxes related to a fractional Brownian motion with small Hurst index
Makogin, Vitalii
2016-01-01
We consider the simulation of sample paths of a fractional Brownian motion with small values of the Hurst index and estimate the behavior of the expected maximum. We prove that, for each fixed $N$, the error of approximation $\\mathbf {E}\\max_{t\\in[0,1]}B^H(t)-\\mathbf {E}\\max_{i=\\overline{1,N}}B^H(i/N)$ grows rapidly to $\\infty$ as the Hurst index tends to 0.
Random variables as pathwise integrals with respect to fractional Brownian motion
Mishura, Yuliya; Valkeila, Esko
2011-01-01
We show that a pathwise stochastic integral with respect to fractional Brownian motion with an adapted integrand $g$ can have any prescribed distribution, moreover, we give both necessary and sufficient conditions when random variables can be represented in this form. We also prove that any random variable is a value of such integral in some improper sense. We discuss some applications of these results, in particular, to fractional Black--Scholes model of financial market.
Array-induced collective transport in the Brownian motion of coupled nonlinear oscillator systems
Zheng, Zhigang; Hu, Bambi; Hu, Gang
1998-01-01
Brownian motion of an array of harmonically coupled particles subject to a periodic substrate potential and driven by an external bias is investigated. In the linear response limit (small bias), the coupling between particles may enhance the diffusion process, depending on the competition between the harmonic chain and the substrate potential. An analytical formula of the diffusion rate for the single-particle case is also obtained. In the nonlinear response regime, the moving kink may become...
Shukla, Pragya
2004-01-01
We find that the statistics of levels undergoing metal-insulator transition in systems with multi-parametric Gaussian disorders and non-interacting electrons behaves in a way similar to that of the single parametric Brownian ensembles \\cite{dy}. The latter appear during a Poisson $\\to$ Wigner-Dyson transition, driven by a random perturbation. The analogy provides the analytical evidence for the single parameter scaling of the level-correlations in disordered systems as well as a tool to obtai...
Environmental context explains Lévy and Brownian movement patterns of marine predators
Nicolas E Humphries; Queiroz, Nuno; Dyer, Jennifer R.M.; Pade, Nicolas G.; Musyl, Michael K.; Schaefer, Kurt M.; Fuller, Daniel W.; Brunnschweiler, Juerg M.; Thomas K. Doyle; Jonathan D.R. Houghton; Hays, Graeme C.; Jones, Catherine S.; Noble, Leslie R.; Wearmouth, Victoria J.; Southall, Emily J.
2010-01-01
An optimal search theory, the so-called Lévy-flight foraging hypothesis, predicts that predators should adopt search strategies known as Lévy flights where prey is sparse and distributed unpredictably, but that Brownian movement is sufficiently efficient for locating abundant prey. Empirical studies have generated controversy because the accuracy of statistical methods that have been used to identify Lévy behaviour has recently been questioned. Consequently, whether foragers exhibit Lévy flig...
Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion
Kamrani, Minoo; Jamshidi, Nahid
2017-03-01
This work was intended as an attempt to motivate the approximation of quasi linear evolution equations driven by infinite-dimensional fractional Brownian motion with Hurst parameter H >1/2 . The spatial approximation method is based on Galerkin and the temporal approximation is based on implicit Euler scheme. An error bound and the convergence of the numerical method are given. The numerical results show usefulness and accuracy of the method.
Study of Submicron Particle Size Distribution by Laser Doppler Measurement of Brownian Motion.
1987-01-30
regime considered here, heat transfer from the submicron particles by forced convection and natural convection are negligible due to the extremely small...physical processes begin to influence the Brownian motion characteristics at high laser beam intensity. An analysis of the effects of thermophoresis and...photon pressure was carried out. The effect of thermophoresis due to the uneven heating of the particle by the laser beam was found to be a major
Stability of Linear Stochastic Differential Equations with Respect to Fractional Brownian Motion
Institute of Scientific and Technical Information of China (English)
SHU Hui-sheng; CHEN Chun-li; WEI Guo-liang
2009-01-01
This paper is concerned with the stochastically stability for the m -dimensional linear stochastic differential equations with respect to fractional Brownian motion (FBM) with Hurst parameter H∈ (1/2, 1). On the basis of the pioneering work of Duncan and Hu, a Ito's formula is given.An improved derivative operator to Lyapunov functions is constructed, and the sufficient conditions for the stochastically stability of linear stochastic differential equations driven by FBM are established. These extend the stochastic Lyapunov stability theories.
Intersection local times of independent Brownian motions as generalized white noise functionals
Albeverio, Sergio; Oliveira, Maria João; Streit, Ludwig
2001-01-01
The original publication is available at http://www.springerlink.com/content/14jtbl19nh37ggtx/fulltext.pdf A "chaos expansion" of the intersection local time functional of two independent Brownian motions in Rd is given. The expansion is in terms of normal products of white noise (corresponding to multiple Wiener integrals). As a consequence of the local structure of the normal products, the kernel functions in the expansion are explicitly given and exhibit clearly the dimension depende...
Fractional Brownian motion, the Matern process, and stochastic modeling of turbulent dispersion
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...
Feller processes: the next generation in modeling. Brownian motion, Levy processes and beyond.
Directory of Open Access Journals (Sweden)
Björn Böttcher
Full Text Available We present a simple construction method for Feller processes and a framework for the generation of sample paths of Feller processes. The construction is based on state space dependent mixing of Lévy processes. Brownian Motion is one of the most frequently used continuous time Markov processes in applications. In recent years also Lévy processes, of which Brownian Motion is a special case, have become increasingly popular. Lévy processes are spatially homogeneous, but empirical data often suggest the use of spatially inhomogeneous processes. Thus it seems necessary to go to the next level of generalization: Feller processes. These include Lévy processes and in particular brownian motion as special cases but allow spatial inhomogeneities. Many properties of Feller processes are known, but proving the very existence is, in general, very technical. Moreover, an applicable framework for the generation of sample paths of a Feller process was missing. We explain, with practitioners in mind, how to overcome both of these obstacles. In particular our simulation technique allows to apply Monte Carlo methods to Feller processes.
Feller processes: the next generation in modeling. Brownian motion, Lévy processes and beyond.
Böttcher, Björn
2010-12-03
We present a simple construction method for Feller processes and a framework for the generation of sample paths of Feller processes. The construction is based on state space dependent mixing of Lévy processes. Brownian Motion is one of the most frequently used continuous time Markov processes in applications. In recent years also Lévy processes, of which Brownian Motion is a special case, have become increasingly popular. Lévy processes are spatially homogeneous, but empirical data often suggest the use of spatially inhomogeneous processes. Thus it seems necessary to go to the next level of generalization: Feller processes. These include Lévy processes and in particular brownian motion as special cases but allow spatial inhomogeneities. Many properties of Feller processes are known, but proving the very existence is, in general, very technical. Moreover, an applicable framework for the generation of sample paths of a Feller process was missing. We explain, with practitioners in mind, how to overcome both of these obstacles. In particular our simulation technique allows to apply Monte Carlo methods to Feller processes.
Bessel processes and hyperbolic Brownian motions stopped at different random times
D'Ovidio, Mirko
2010-01-01
Iterated Bessel processes R^\\gamma(t), t>0, \\gamma>0 and their counterparts on hyperbolic spaces, i.e. hyperbolic Brownian motions B^{hp}(t), t>0 are examined and their probability laws derived. The higher-order partial differential equations governing the distributions of I_R(t)=_1R^\\gamma(_2R^\\gamma(t)), t>0 and J_R(t) =_1R^\\gamma(|_2R^\\gamma(t)|^2), t>0 are obtained and discussed. Processes of the form R^\\gamma(T_t), t>0, B^{hp}(T_t), t>0 where T_t=\\inf{s: B(s)=t} are examined and numerous probability laws derived, including the Student law, the arcsin laws (also their asymmetric versions), the Lamperti distribution of the ratio of independent positively skewed stable random variables and others. For the process R^{\\gamma}(T^\\mu_t), t>0 (where T^\\mu_t = \\inf{s: B^\\mu(s)=t} and B^\\mu is a Brownian motion with drift \\mu) the explicit probability law and the governing equation are obtained. For the hyperbolic Brownian motions on the Poincar\\'e half-spaces H^+_2, H^+_3 we study B^{hp}(T_t), t>0 and the corresp...
Fractional brownian functions as mathematical models of natural rhythm in architecture.
Cirovic, Ivana M
2014-10-01
Carl Bovill suggested and described a method of generating rhythm in architecture with the help of fractional Brownian functions, as they are mathematical models of natural rhythm. A relationship established in the stated procedure between fractional Brownian functions as models of rhythm, and the observed group of architectural elements, is recognized as an analogical relationship, and the procedure of generating rhythm as a process of analogical transfer from the natural domain to the architectural domain. Since analogical transfer implies relational similarity of two domains, and the establishment of one-to-one correspondence, this paper is trying to determine under which conditions such correspondence could be established. For example, if the values of the observed visual feature of architectural elements are not similar to each other in a way in which they can form a monotonically increasing, or a monotonically decreasing bounded sequence, then the structural alignment and the one-to-one correspondence with a single fractional Brownian function cannot be established, hence, this function is deemed inappropriate as a model for the architectural rhythm. In this case we propose overlapping of two or more functions, so that each of them is an analog for one subset of mutually similar values of the visual feature of architectural elements.
Vertices of the least concave majorant of Brownian motion with parabolic drift
Groeneboom, Piet
2010-01-01
It was shown in Groeneboom (1983) that the least concave majorant of one-sided Brownian motion without drift can be characterized by a jump process with independent increments, which is the inverse of the process of slopes of the least concave majorant. This result can be used to prove the result of Sparre Andersen (1954) that the number of vertices of the smallest concave majorant of the empirical distribution function of a sample of size n from the uniform distribution on [0,1] is asymptotically normal, with an asymptotic expectation and variance which are both of order log n. A similar (Markovian) inverse jump process was introduced in Groeneboom (1989), in an analysis of the least concave majorant of two-sided Brownian motion with a parabolic drift. This process is quite different from the process for one-sided Brownian motion without drift: the number of vertices in a (corresponding slopes) interval has an expectation proportional to the length of the interval and the variance of the number of vertices i...
Agarwal, Pooja; Khan, Shaheb R; Verma, Subash C; Beg, Muheeb; Singh, Kavita; Mitra, Kalyan; Gaikwad, Anil N; Akhtar, Md Sohail; Krishnan, Manju Y
2014-07-01
The adipocytes are one of the non-professional phagocytes postulated to be a haven for Mycobacterium tuberculosis during persistence in the human host. The adipocyte - M. tuberculosis interaction data available to date are ex vivo. The present study was primarily aimed to investigate M. tuberculosis infection of adipocytes in course of infection of mouse model. Using primary murine adipocytes, the study first confirmed the infection and immunomodulation of natural adipocytes by M. tuberculosis. The bacilli could be isolated form visceral, subcutaneous, peri renal and mesenteric adipose depots of immunocompetent mice infected with M. tuberculosis intravenously. The bacilli could be isolated from adipocytes and the stromal vascular fraction, even though the numbers were significantly higher in the latter. The bacterial burden in the adipose depots was comparable to those in lungs in the early phase of infection. But with time, the burden in the adipose depots was either decreased or kept under control, despite the increasing burden in the lungs. Infected mice treated with standard anti tubercular drugs, despite effective elimination of bacterial loads in the lungs, continued to harbour M. tuberculosis in adipose depots at loads similar to untreated mice in the late infection phase.
Jing, Shuai
2010-01-01
We study the existence of a unique solution to semilinear fractional backward doubly stochastic differential equation driven by a Brownian motion and a fractional Brownian motion with Hurst parameter less than 1/2. Here the stochastic integral with respect to the fractional Brownian motion is the extended divergence operator and the one with respect to Brownian motion is It\\^o's backward integral. For this we use the technique developed by R.Buckdahn to analyze stochastic differential equations on the Wiener space, which is based on the Girsanov theorem and the Malliavin calculus, and we reduce the backward doubly stochastic differential equation to a backward stochastic differential equation driven by the Brownian motion. We also prove that the solution of semilinear fractional backward doubly stochastic differential equation defines the unique stochastic viscosity solution of a semilinear stochastic partial differential equation driven by a fractional Brownian motion.
AUTOMATED GUIDED VEHICLE (AGV SYSTEMS AND ROUTING PROBLEM IN DEPOT MAINTENANCE
Directory of Open Access Journals (Sweden)
Fatih YİĞİT
2003-02-01
Full Text Available When full automation is realized in factory automation, material handing systems (MHS have a fairly important role. The most technological development among MHS's has been concentrated on Automated Guided Vehicle (AGV systems. An AGV is an unmanned vehicle capable of following an external guidance signal to deliver a unit load from destination to destination. Nowadays, there are a lot of applications lie along service sector to industrial sector because of flexibilities of AGVs. In this study, these subjects have been applied on the Army Aviation Depot Maintenance where aircraft's and aircraft parts can be maintained and overhauled is an application fields of AGV, requiring AGV numbers and AGV routing. The AGV routing problem and traveling sales person (TSP problems are identical problems; where the AGV routing problem is formulated as a zero one integer programming. Examples are presented to demonstrate the approach and LINGO has been used to solve the example.
Leuprolide Acetate 1-Month Depot for Central Precocious Puberty: Hormonal Suppression and Recovery
Directory of Open Access Journals (Sweden)
Neely EKirk
2011-01-01
Full Text Available Methods. This prospective US multicenter trial of leuprolide acetate 1-month depot (7.5–15 mg for central precocious puberty utilized an open-label treatment period, long-term follow-up, and adult callback. Forty-nine females Results. Subjects were treated for years. Mean peak GnRH-stimulated LH and FSH were prepubertal after the first dose and remained suppressed throughout treatment. During treatment, mean estradiol decreased to the limit of detection and mean testosterone decreased but remained above prepubertal norms. During posttreatment follow-up ( years, all patients achieved a pubertal hormonal response within 1 year and menses were reported in all females ≥12 years old. No impairment of reproductive function was observed at adulthood (mean age: 24.8 years.
Inhorn, Marcia C
2017-03-01
Dubai-one of the seven United Arab Emirates and the Middle East's only "global city"-is gaining a reputation as a transnational medical tourism hub. Characterized by its "medical cosmopolitanism," Dubai is now attracting medical travelers from around the world, some of whom are seeking assisted conception. Dubai is fast becoming known as a new transnational "reprohub" for intracytoplasmic sperm injection (ICSI), the variant of in vitro fertilization designed to overcome male infertility. Based on ethnographic research conducted in one of the country's most cosmopolitan clinics, this article explores the ICSI treatment quests of infertile men coming to Dubai from scores of other nations. The case of an infertile British-Moroccan man is highlighted to demonstrate why ICSI is a particularly compelling "masculine hope technology" for infertile Muslim men. Thus, Muslim men who face barriers to ICSI access in their home countries may become "reprotravelers" to Dubai, an emergent ICSI depot.
LEUPRORELIN ACETATE DEPOT (ELIGARD IN THE TREATMENT OF PROSTATE CANCER: WHAT DO PATIENTS WIN?
Directory of Open Access Journals (Sweden)
V. B. Matveev
2010-01-01
Full Text Available Eligard (leupropelin acetate, Atrigel delivery system is a synthetic analogue of luteinizing-hormone-realizing hormone (LHRH, which causes a rapid reduction in the level of testosterone to the concentration comparable with that after surgical castration. Eligard demonstrated a considerable advantage over other LHRH analogues in the depth of androgenic suppression and in the frequency of transient increases in testosterone levels at the beginning and during therapy. Eligard is available as 1-, 3-, and 6-month depot formulations, which allows a flexible approach to be applied to individually making up a therapy regimen. Eligard is as effective as castration therapy techniques. Treatment with this drug shows the low frequency of side effects and is well tolerated by patients.
LEUPRORELIN ACETATE DEPOT (ELIGARD IN THE TREATMENT OF PROSTATE CANCER: WHAT DO PATIENTS WIN?
Directory of Open Access Journals (Sweden)
V. B. Matveev
2014-08-01
Full Text Available Eligard (leupropelin acetate, Atrigel delivery system is a synthetic analogue of luteinizing-hormone-realizing hormone (LHRH, which causes a rapid reduction in the level of testosterone to the concentration comparable with that after surgical castration. Eligard demonstrated a considerable advantage over other LHRH analogues in the depth of androgenic suppression and in the frequency of transient increases in testosterone levels at the beginning and during therapy. Eligard is available as 1-, 3-, and 6-month depot formulations, which allows a flexible approach to be applied to individually making up a therapy regimen. Eligard is as effective as castration therapy techniques. Treatment with this drug shows the low frequency of side effects and is well tolerated by patients.
Immunomagnetic Separation of Fat Depot-Specific Sca1high Adipose-Derived Stem Cells (Ascs)
Barnes, Richard H; Chun, Tae-Hwa
2016-01-01
The isolation of adipose-derived stem cells (ASCs) is an important method in the field of adipose tissue biology, adipogenesis, and extracellular matrix (ECM) remodeling. In vivo, ECM-rich environment consisting of fibrillar collagens provides a structural support to adipose tissues during the progression and regression of obesity. Physiological ECM remodeling mediated by matrix metalloproteinases (MMPs) plays a major role in regulating adipose tissue size and function1, 2. The loss of physiological collagenolytic ECM remodeling may lead to excessive collagen accumulation (tissue fibrosis), macrophage infiltration, and ultimately, a loss of metabolic homeostasis including insulin resistance3, 4. When a phenotypic change of the adipose tissue is observed in gene-targeted mouse models, isolating primary ASCs from fat depots for in vitro studies is an effective approach to define the role of the specific gene in regulating the function of ASCs. In the following, we define an immunomagnetic separation of Sca1high ASCs. PMID:27583550
Improving Inventory Management and Supply Chain of Diesel Fuel in Pertamina 5 Main Depots
Directory of Open Access Journals (Sweden)
Togar M Simatupang
2012-01-01
Full Text Available Planning Operation subdivision at PT Pertamina has to generate supply decisions includingmain depot to supply, supply point and transportation mode. However, the variability inplanning a supply schedule renders the process of determining a supply decision asineffective. The last assessment on uncertainties was done at 2006 and has not beenconsidered during decision making process. On the other hand, the result of this researchindicates that the uncertainty level is too high to be ignored and the poor informationexchange between the regional offices and the head office decreases the Planning Operation’sability to create plans that covers the company condition. This paper proposes an appropriatesafety stock to withstand the uncertainties and a supply scheduling process that also considersuncertainties by using Monte-Carlo Simulation with random numbers to simulate the events inthe upcoming period.Key words: inventory management, distribution planning, managing uncertainties, montecarlosimulation
Smith, R.
1975-01-01
Wallops Station accepted the tasks of providing ground truth to several ERTS investigators, operating a DCP repair depot, designing and building an airborne DCP Data Acquisition System, and providing aircraft underflight support for several other investigators. Additionally, the data bank is generally available for use by ERTS and other investigators that have a scientific interest in data pertaining to the Chesapeake Bay area. Working with DCS has provided a means of evaluating the system as a data collection device possibly applicable to ongoing Earth Resources Program activities in the Chesapeake Bay area as well as providing useful data and services to other ERTS investigators. The two areas of technical support provided by Wallops, ground truth stations and repair for DCPs, are briefly discussed.
Depot-dependent effects of adipose tissue explants on co-cultured hepatocytes
DEFF Research Database (Denmark)
Du, Zhen-Yu; Ma, Tao; Lock, Erik-Jan;
2011-01-01
a stronger cytotoxic response and higher level of insulin resistance in the co-cultured hepatocytes. In conclusion, our results reveal depot-dependent effects of ATEs on co-cultured primary hepatocytes, which in part may be related to a more pronounced infiltration of stromal vascular cells (SVCs......We have developed an in vitro hepatocyte-adipose tissue explant (ATE) co-culture model enabling examination of the effect of visceral and subcutaneous adipose tissues on primary rat hepatocytes. Initial analyses of inflammatory marker genes were performed in fractionated epididymal or inguinal...... levels of IL-6, TNF-a and PGE(2) in the media from inguinal ATEs co-cultured with primary rat hepatocytes were higher than that in the media from epididymal ATEs co-cultured with hepatocytes, although the significant difference was only seen in PGE(2). Lipolysis, measured as glycerol release, was similar...
A generalized multi-depot vehicle routing problem with replenishment based on LocalSolver
Directory of Open Access Journals (Sweden)
Ying Zhang
2015-01-01
Full Text Available In this paper, we consider the multi depot heterogeneous vehicle routing problem with time windows in which vehicles may be replenished along their trips. Using the modeling technique in a new-generation solver, we construct a novel formulation considering a rich series of constraint conditions and objective functions. Computation results are tested on an example comes from the real-world application and some cases obtained from the benchmark problems. The results show the good performance of local search method in the efficiency of replenishment system and generalization ability. The variants can be used to almost all kinds of vehicle routing problems, without much modification, demonstrating its possibility of practical use.
A case of mental retardation with paraphilia treated with depot leuprorelin.
Park, Woo Sung; Kim, Kyung Min; Jung, Yong Woo; Lim, Myung Ho
2014-09-01
Paraphilia is a psychiatric disease that has been difficult to cure. However, recently developed therapeutic methods hold promise. The patient was a 20-yr-old male with chief complaints of continuous masturbation, genital exposure, and aggressive behavior that started 2 yr ago. We administered leuprorelin 3.6 mg intramuscular injection per month, a depot gonadotrophin-releasing hormone analogue, to this patient who a severe mentally retardation with paraphilia. The clinical global impression (CGI)-severity, CGI-improvement and aberrant behavior checklist were performed. After one month, we observed significant improvement in symptoms, such as decreases of abnormal sexual behavior and sexual desire. The GnRH analogues are suggested to be used as an alternative or supplementary therapeutic method for sexual offenders after clinical studies.
Directory of Open Access Journals (Sweden)
Alireza Goli
2015-09-01
Full Text Available Distribution and optimum allocation of emergency resources are the most important tasks, which need to be accomplished during crisis. When a natural disaster such as earthquake, flood, etc. takes place, it is necessary to deliver rescue efforts as quickly as possible. Therefore, it is important to find optimum location and distribution of emergency relief resources. When a natural disaster occurs, it is not possible to reach some damaged areas. In this paper, location and multi-depot vehicle routing for emergency vehicles using tour coverage and random sampling is investigated. In this study, there is no need to visit all the places and some demand points receive their needs from the nearest possible location. The proposed study is implemented for some randomly generated numbers in different sizes. The preliminary results indicate that the proposed method was capable of reaching desirable solutions in reasonable amount of time.
Metformin induces glucose uptake in human preadipocyte-derived adipocytes from various fat depots.
Fischer, M; Timper, K; Radimerski, T; Dembinski, K; Frey, D M; Zulewski, H; Keller, U; Müller, B; Christ-Crain, M; Grisouard, J
2010-04-01
To evaluate the effect of metformin on basal and insulin-induced glucose uptake in subcutaneous and visceral preadipocyte-derived adipocytes from obese and non-obese patients, preadipocytes were obtained from subcutaneous and visceral fat depots during abdominal surgery. Differentiation efficiency was evaluated by measurement of intracellular triglyceride accumulation. Preadipocyte-derived adipocytes were treated with metformin (1 mM) for 24 h with or without the addition of insulin (100 nM) for 20 min and glucose uptake was measured. In cells from each donor, intracellular triglyceride accumulation was more abundant in subcutaneous preadipocyte-derived adipocytes than in visceral preadipocyte-derived adipocytes (p < 0.001). Insulin stimulated glucose uptake in subcutaneous preadipocyte-derived adipocytes from both non-obese and obese patients (p < 0.001 vs. basal). In visceral preadipocyte-derived adipocytes, insulin did not increase basal glucose uptake. In subcutaneous preadipocyte-derived adipocytes from non-obese and obese patients, metformin alone increased glucose uptake to 2.7 +/- 0.2 (p < 0.001) and 2.1 +/- 0.1 fold (p < 0.001) respectively. Metformin increased glucose uptake in visceral preadipocyte-derived adipocytes from non-obese (1.7 +/- 0.1 fold vs. basal, p < 0.001) and obese (2.0 +/- 0.2 fold vs. basal, p < 0.001) patients. Combined treatment with metformin and insulin increased glucose uptake in subcutaneous preadipocyte-derived adipocytes from both non-obese and obese patients (p < 0.001 vs. insulin alone). In preadipocyte-derived adipocytes glucose uptake is induced by metformin independent of the fat depot origin of the preadipocytes (subcutaneous or visceral) and the obesity state of the patients (non-obese or obese). In adipocytes, metformin seems to induce glucose uptake independent of insulin suggesting an alternative mechanism of action of this drug.
Disposal of chemical agents and munitions stored at Anniston Army Depot, Anniston, Alabama
Energy Technology Data Exchange (ETDEWEB)
Hunsaker, D.B. Jr.; Zimmerman, G.P.; Hillsman, E.L.; Miller, R.L.; Schoepfle, G.M.; Johnson, R.O.; Tolbert, V.R.; Kroodsma, R.L.; Rickert, L.W.; Rogers, G.O.; Staub, W.P.
1990-09-01
The purpose of this Phase I report is to examined the proposed implementation of on-site disposal at Anniston Army Depot (ANAD) in light of more detailed and more recent data than those included in the Final Programmatic Environmental Impact Statement (EPEIS). Two principal issues are addressed: (1) whether or not the new data would result in identification of on-site disposal at ANAD as the environmentally preferred alternative (using the same selection method and data analysis tools as in the FPEIS), and (2) whether or not the new data indicate the presence of significant environmental resources that could be affected by on-site disposal at ANAD. In addition, a status report is presented on the maturity of the disposal technology (and now it could affect on-site disposal at ANAD). Inclusion of these more recent data into the FPEIS decision method resulted in confirmation of on-site disposal for ANAD. No unique resources with the potential to prevent or delay implementation of on-site disposal at ANAD have been identified. A review of the technology status identified four principal technology developments that have occurred since publication of the FPEIS and should be of value in the implementation of on-site disposal at ANAD: the disposal of nonlethal agent at Pine Bluff Arsenal, located near Pine Bluff, Arkansas; construction and testing of facilities for disposal of stored lethal agent at Johnston Atoll, located about 1300 km (800 miles) southwest of Hawaii in the Pacific Ocean; lethal agent disposal tests at the chemical agent pilot plant operations at Tooele Army Depot, located near Salt Lake City, Utah; and equipment advances. 18 references, 13 figs., 10 tabs.
Disposal of chemical agents and munitions stored at Umatilla Depot Activity, Hermiston, Oregon
Energy Technology Data Exchange (ETDEWEB)
Zimmerman, G.P.; Hillsman, E.L.; Johnson, R.O.; Miller, R.L.; Patton, T.G.; Schoepfle, G.M.; Tolbert, V.R.; Feldman, D.L.; Hunsaker, D.B. Jr.; Kroodsma, R.L.; Morrissey, J.; Rickert, L.W.; Staub, W.P.; West, D.C.
1993-02-01
The Umatilla Depot Activity (UMDA) near Hermiston, Oregon, is one of eight US Army installations in the continental United States where lethal unitary chemical agents and munitions are stored, and where destruction of agents and munitions is proposed under the Chemical Stockpile Disposal Program (CSDP). The chemical agent inventory at UMDA consists of 11.6%, by weight, of the total US stockpile. The destruction of the stockpile is necessary to eliminate the risk to the public from continued storage and to dispose of obsolete and leaking munitions. In 1988 the US Army issued a Final Programmatic Environmental Impact Statement (FPEIS) for the CSDP that identified on-site disposal of agents and munitions as the environmentally preferred alternative (i.e., the alternative with the least potential to cause significant adverse impacts), using a method based on five measures of risk for potential human health and ecosystem/environmental effects; the effectiveness and adequacy of emergency preparedness capabilities also played a key role in the FPEIS selection methodology. In some instances, the FPEIS included generic data and assumptions that were developed to allow a consistent comparison of potential impacts among programmatic alternatives and did not include detailed conditions at each of the eight installations. The purpose of this Phase 1 report is to examine the proposed implementation of on-site disposal at UMDA in light of more recent and more detailed data than those included in the FPEIS. Specifically, this Phase 1 report is intended to either confirm or reject the validity of on-site disposal for the UMDA stockpile. Using the same computation methods as in the FPEIS, new population data were used to compute potential fatalities from hypothetical disposal accidents. Results indicate that onsite disposal is clearly preferable to either continued storage at UMDA or transportation of the UMDA stockpile to another depot for disposal.
Directory of Open Access Journals (Sweden)
Grillo SL
2013-08-01
Full Text Available Stephanie L Grillo,1,* Jantana Keereetaweep,2,* Michael A Grillo,1 Kent D Chapman,2 Peter Koulen1–3 1Vision Research Center, Department of Ophthalmology, School of Medicine, University of Missouri – Kansas City, Kansas City, MO, USA; 2University of North Texas, Center for Plant Lipid Research, Department of Biological Sciences, Denton, TX, USA; 3Department of Basic Medical Science, School of Medicine, University of Missouri – Kansas City, Kansas City, MO, USA *These authors contributed equally to this work Abstract: N-Palmitoylethanolamine (NAE 16:0 is an endogenous lipid signaling molecule that has limited water solubility, and its action is short-lived due to its rapid metabolism. This poses a problem for use in vivo as oral administration requires a high concentration for significant levels to reach target tissues, and injection of the compound in a dimethyl sulfoxide- or ethanol-based vehicle is usually not desirable during long-term treatment. A depot injection of NAE 16:0 was successfully emulsified in sterile corn oil (10 mg/kg and administered in young DBA/2 mice in order to elevate baseline levels of NAE 16:0 in target tissues. NAE 16:0 levels were increased in various tissues, particularly in the retina, 24 and 48 hours following injections. Increases ranged between 22% and 215% (above basal levels in blood serum, heart, brain, and retina and induced an entourage effect by increasing levels of other 18 carbon N-Acylethanolamines (NAEs, which ranged between 31% and 117% above baseline. These results indicate that NAE 16:0 can be used as a depot preparation, avoiding the use of inadequate vehicles, and can provide the basis for designing tissue-specific dosing regimens for therapies involving NAEs and related compounds. Keywords: cannabinoid receptor, vanilloid receptor, DBA/2 mice, lipid extraction, gas chromatography, mass spectrometry
Directory of Open Access Journals (Sweden)
Gerald Grandl
2016-10-01
Conclusions: We show that adipose tissue SVF secretes collagenous ECM, which directly modulates terminal differentiation of adipocyte precursors in a depot specific manner. These data demonstrate the importance of the tissue microenvironment in preadipocyte differentiation.
DEFF Research Database (Denmark)
Siersbæk, Majken; Loft, Anne; Jørgensen, Mads Malik Aagaard;
2012-01-01
epididymal, inguinal, and brown adipose tissues. While these PPARγ binding profiles are overall similar, there are clear depot-selective binding sites. Most PPARγ binding sites previously mapped in 3T3-L1 adipocytes can also be detected in primary adipocytes, but there are a large number of PPARγ binding...... sites that are specific to the primary cells, and these tend to be located in closed chromatin regions in 3T3-L1 adipocytes. The depot-selective binding of PPARγ is associated with highly depot-specific gene expression. This indicates that PPARγ plays a role in the induction of genes characteristic...... of different adipocyte lineages and that preadipocytes from different depots are differentially preprogrammed to permit PPARγ lineage-specific recruitment even when differentiated in vitro....
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.
Brownian motion of massive black hole binaries and the final parsec problem
Bortolas, E.; Gualandris, A.; Dotti, M.; Spera, M.; Mapelli, M.
2016-09-01
Massive black hole binaries (BHBs) are expected to be one of the most powerful sources of gravitational waves in the frequency range of the pulsar timing array and of forthcoming space-borne detectors. They are believed to form in the final stages of galaxy mergers, and then harden by slingshot ejections of passing stars. However, evolution via the slingshot mechanism may be ineffective if the reservoir of interacting stars is not readily replenished, and the binary shrinking may come to a halt at roughly a parsec separation. Recent simulations suggest that the departure from spherical symmetry, naturally produced in merger remnants, leads to efficient loss cone refilling, preventing the binary from stalling. However, current N-body simulations able to accurately follow the evolution of BHBs are limited to very modest particle numbers. Brownian motion may artificially enhance the loss cone refilling rate in low-N simulations, where the binary encounters a larger population of stars due its random motion. Here we study the significance of Brownian motion of BHBs in merger remnants in the context of the final parsec problem. We simulate mergers with various particle numbers (from 8k to 1M) and with several density profiles. Moreover, we compare simulations where the BHB is fixed at the centre of the merger remnant with simulations where the BHB is free to random walk. We find that Brownian motion does not significantly affect the evolution of BHBs in simulations with particle numbers in excess of one million, and that the hardening measured in merger simulations is due to collisionless loss cone refilling.
Directory of Open Access Journals (Sweden)
José Menna Oliveira
2003-08-01
Full Text Available OBJETIVOS: Os autores revisam a bibliografia sobre medicação depot e apresentam dados referentes à adesão ao tratamento e hospitalizações entre os pacientes que realizam aplicações de enantato de flufenazina em regime ambulatorial no Hospital Espírita de Pelotas. MÉTODO: Analisaram-se os prontuários de pacientes que foram incluídos no regime depot anteriormente a maio de 2001 e que realizaram pelo menos uma aplicação entre maio de 2001 e junho de 2002, quanto à adesão ao tratamento e eventuais hospitalizações. RESULTADOS: De um total de 100 pacientes, 66 permaneciam em regime depot ao término do período estudado. Destes, 40 (61% apresentavam boa adesão ao tratamento, enquanto 26 (39% apresentavam má adesão. Houve um total de 25 pacientes que sofreram hospitalizações, entre os quais a maioria não estava em tratamento no término do estudo ou apresentava má adesão. Entre os pacientes procedentes do mesmo bairro em que se situa o hospital, 10 (67% apresentavam boa adesão em comparação com 30 pacientes (59% procedentes de bairros distintos. DISCUSSÃO: O número de hospitalizações variou visivelmente, conforme a permanência ou não em tratamento e a adesão ao mesmo. Pacientes provenientes de bairros distantes do hospital tenderam a apresentar pior adesão ao tratamento. CONCLUSÕES: É possível que pacientes em regime de aplicação depot residentes próximos ao local de aplicação beneficiem-se mais do tratamento que aqueles residentes em locais distantes. São necessários mais estudos comparando administrações depot com VO em termos de adesão e investigando fatores preditores de boa adesão ao tratamento.OBJETIVOS: Los autores revisan la bibliografía sobre medicación depot y presentan datos referentes a la adhesión al tratamiento y hospitalizaciones entre los pacientes que realizan aplicaciones de enantato de flufenazina en régimen ambulatorio en el Hospital Espiritista de Pelotas. MÉTODO: Fueron
Second order asymptotics for Brownian motion among a heavy tailed Poissonian potential
Fukushima, Ryoki
2010-01-01
We consider the Feynman-Kac functional associated with a Brownian motion among a random potential. The potential is defined by attaching a heavy tailed positive potential around the Poisson point process. This model was first considered by Pastur~(1977) and the first order term of the moment asymptotics was determined. In this paper, both moment and almost sure asymptotics are determined up to the second order. As an application, we also derive the second order asymptotics of the integrated density of states of the corresponding random Schr\\"{o}dinger operator.
Triampo, W; Newman, T J
1999-08-01
This work is a continuation of our previous investigation of binary data corruption due to a Brownian agent [Phys. Rev. E 59, 5172 (1999)]. We extend our study in three main directions which allow us to make closer contact with real bistable systems. These are (i) a detailed analysis of two dimensions, (ii) the case of competing agents, and (iii) the cases of asymmetric and quenched random couplings. Most of our results are obtained by extending our original phenomenological model, and are supported by extensive numerical simulations.
The fractional Brownian motion property of the turbulent refractive within Geometric Optics
Pérez, D G
2003-01-01
We introduce fractional Brownian motion processes (fBm) as an alternative model for the turbulent index of refraction. These processes allow to reconstruct most of the refractive index properties, but they are not differentiable. We overcome the apparent impossibility of their use within the Ray Optics approximation introducing a Stochastic Calculus. Afterwards, we successfully provide a solution for the stochastic ray-equation; moreover, its implications in the statistical analysis of experimental data is discussed. In particular, we analyze the dependence of the averaged solution against the characteristic variables of a simple propagation problem.
OpenCL/OpenGL aproach for studying active Brownian motion
Żabicki, Michał A
2011-01-01
This work presents a methodology for studying active Brownian dynamics on ratchet potentials using interoperating OpenCL and OpenGL frameworks. Programing details along with optimization issues are discussed, followed by a comparison of performance on different devices. Time of visualization using OpenGL sharing buffer with OpenCL has been tested against another technique which, while using OpenGL, does not share memory buffer with OpenCL. Both methods has been compared with visualizing data to external software - gnuplot. OpenCL/OpenGL interoperating method has been found the most appropriate to visualize large set of data for which calculation itself is not very long.
Lookback Option Pricing with Fixed Proportional Transaction Costs under Fractional Brownian Motion.
Sun, Jiao-Jiao; Zhou, Shengwu; Zhang, Yan; Han, Miao; Wang, Fei
2014-01-01
The pricing problem of lookback option with a fixed proportion of transaction costs is investigated when the underlying asset price follows a fractional Brownian motion process. Firstly, using Leland's hedging method a partial differential equation satisfied by the value of the lookback option is derived. Then we obtain its numerical solution by constructing a Crank-Nicolson format. Finally, the effectiveness of the proposed form is verified through a numerical example. Meanwhile, the impact of transaction cost rate and volatility on lookback option value is discussed.
Joint distributions of partial and global maxima of a Brownian bridge
Bénichou, Olivier; Krapivsky, P. L.; Mejía-Monasterio, Carlos; Oshanin, Gleb
2016-08-01
We analyze the joint distributions and temporal correlations between the partial maximum m and the global maximum M achieved by a Brownian bridge on the subinterval [0,{t}1] and on the entire interval [0,t], respectively. We determine three probability distribution functions: the joint distribution P(m,M) of both maxima; the distribution P(m) of the partial maximum; and the distribution {{\\Pi }}(G) of the gap between the maxima, G=M-m. We present exact results for the moments of these distributions and quantify the temporal correlations between m and M by calculating the Pearson correlation coefficient.
Energy Technology Data Exchange (ETDEWEB)
Macedo-Junior, A.F. [Departamento de Fisica, Laboratorio de Fisica Teorica e Computacional, Universidade Federal de Pernambuco, 50670-901 Recife, PE (Brazil)]. E-mail: ailton@df.ufpe.br; Macedo, A.M.S. [Departamento de Fisica, Laboratorio de Fisica Teorica e Computacional, Universidade Federal de Pernambuco, 50670-901 Recife, PE (Brazil)
2006-09-25
We study a class of Brownian-motion ensembles obtained from the general theory of Markovian stochastic processes in random-matrix theory. The ensembles admit a complete classification scheme based on a recent multivariable generalization of classical orthogonal polynomials and are closely related to Hamiltonians of Calogero-Sutherland-type quantum systems. An integral transform is proposed to evaluate the n-point correlation function for a large class of initial distribution functions. Applications of the classification scheme and of the integral transform to concrete physical systems are presented in detail.
Weighted-ensemble Brownian dynamics simulation: sampling of rare events in nonequilibrium systems.
Kromer, Justus A; Schimansky-Geier, Lutz; Toral, Raul
2013-06-01
We provide an algorithm based on weighted-ensemble (WE) methods, to accurately sample systems at steady state. Applying our method to different one- and two-dimensional models, we succeed in calculating steady-state probabilities of order 10(-300) and reproduce the Arrhenius law for rates of order 10(-280). Special attention is payed to the simulation of nonpotential systems where no detailed balance assumption exists. For this large class of stochastic systems, the stationary probability distribution density is often unknown and cannot be used as preknowledge during the simulation. We compare the algorithm's efficiency with standard Brownian dynamics simulations and the original WE method.
Structure Analysis of Jungle-Gym-Type Gels by Brownian Dynamics Simulation
Ohta, Noriyoshi; Ono, Kohki; Takasu, Masako; Furukawa, Hidemitsu
2008-02-01
We investigated the structure and the formation process of two kinds of gels by Brownian dynamics simulation. The effect of flexibility of main chain oligomer was studied. From our results, hard gel with rigid main chain forms more homogeneous network structure than soft gel with flexible main chain. In soft gel, many small loops are formed, and clusters tend to shrink. This heterogeneous network structure may be caused by microgels. In the low density case, soft gel shows more heterogeneity than the high density case.
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......-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......, which allow to obtain a valid central limit theorem for the critical region. Finally, we apply our statistical theory to turbulence data....
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.
Effect of internal viscosity on Brownian dynamics of DNA molecules in shear flow.
Yang, Xiao-Dong; Melnik, Roderick V N
2007-04-01
The results of Brownian dynamics simulations of a single DNA molecule in shear flow are presented taking into account the effect of internal viscosity. The dissipative mechanism of internal viscosity is proved necessary in the research of DNA dynamics. A stochastic model is derived on the basis of the balance equation for forces acting on the chain. The Euler method is applied to the solution of the model. The extensions of DNA molecules for different Weissenberg numbers are analyzed. Comparison with the experimental results available in the literature is carried out to estimate the contribution of the effect of internal viscosity.
Analytical estimates of free brownian diffusion times in corrugated narrow channels.
Bosi, Leone; Ghosh, Pulak K; Marchesoni, Fabio
2012-11-07
The diffusion of a suspended brownian particle along a sinusoidally corrugated narrow channel is investigated to assess the validity of two competing analytical schemes, both based on effective one-dimensional kinetic equations, one continuous (entropic channel scheme) and the other discrete (random walker scheme). For narrow pores, the characteristic diffusion time scale is represented by the mean first exit time out of a channel compartment. Such a diffusion time has been analytically calculated in both approximate schemes; the two analytical results coincide in leading order and are in excellent agreement with the simulation data.
Tamburini, F; Bianchini, A
1999-01-01
A time-correlated EPR pairs protocol is analized, based on detection of fractal correlated signals into a statistical mixture of EPR correlated pairs: an approximated alpha-Fractional Brownian Motion (FBM) is induced on the group of EPR pairs (e.g. by sender-third party eavesdropper-like interactions as in Ekert quantum cryptography), to be detected by the receiver using a non - orthogonal wavelet filter, able to characterize the FBM from a noisy enviroment by formalizing a nonlinear optimization problem for the FBM alpha-characteristic parameter extimation.
Bellesia, Giovanni
2015-01-01
We investigate, via Brownian dynamics simulations, the reaction dynamics of a simple, non-linear chemical network (the Willamowski-Rossler network) under spatial confinement and crowding conditions. Our results show that the presence of inert crowders has a non-nontrivial effect on the dynamics of the network and, consequently, that effective modeling efforts aiming at a general understanding of the behavior of biochemical networks in vivo should be stochastic in nature and based on an explicit representation of both spatial confinement and macromolecular crowding.
A Milstein-type scheme without Levy area terms for SDEs driven by fractional Brownian motion
Deya, Aurélien; Tindel, Samy
2010-01-01
In this article, we study the numerical approximation of stochastic differential equations driven by a multidimensional fractional Brownian motion (fBm) with Hurst parameter greater than 1/3. We introduce an implementable scheme for these equations, which is based on a second order Taylor expansion, where the usual Levy area terms are replaced by products of increments of the driving fBm. The convergence of our scheme is shown by means of a combination of rough paths techniques and error bounds for the discretisation of the Levy area terms.
Institute of Scientific and Technical Information of China (English)
BAI Zhan-Wu
2008-01-01
@@ We study in phase space a zero-dimensional system of Brownian particles which move in a periodic potential and subject to an internal time derivative Ornstein-Uhlenbeck noise. To resolve the Fokker-Planck equation in such a case, we propose an approximate analytical method. The theoretical predictions exhibit a second order noise-induced nonequilibrium phase transition, which is confirmed by numerical simulation results. The phase transition brings the system from an ergodicity to a nonergodicity phase as the potential barrier height decreases.
Quantum Brownian Motions and Navier-Stokes Weakly Turbulence — a Path Integral Study
Botelho, Luiz C. L.
In this paper, we present a new method to solve exactly the Schrödinger Harmonic oscillator wave equation in the presence of time-dependent parameter. We also apply such technique to solve exactly the problem of random frequency averaged quantum propagator of a harmonic oscillator with white-noise statistics frequency. We still apply our technique to solve exactly the Brownian Quantum Oscillator in the presence of an electric field. Finally, we use these quantum mechanic techniques to solve exactly the Statistical-Turbulence of the Navier-Stokes in a region of fluid random stirring weakly (analytical) coupling through time-dependent Euclidean-Quantum oscillators path-integrals.
Institute of Scientific and Technical Information of China (English)
WEI Jin-Jia; KAWAGUCHI Yasuo; YU Bo; LI Feng-Chen
2008-01-01
@@ Brownian dynamics simulation is conducted for a dilute surfactant solution under a steady uniaxial elongational flow.A new inter-cluster potential is used for the interaction among surfactant micelles to determine the micellar network structures in the surfactant solution.The micellar network is successfully simulated.It is formed at low elongation rates and destroyed by high elongation rates.The computed elongational viscosities show elongation-thinning characteristics.The relationship between the elongational viscosities and the microstructure of the surfactant solution is revealed.
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.
2014-09-26
IDENTIFICATION OI 03 NOMENCLATURE . ITEM 012 03 PRICE. STANDARD INVENTORY 013 03 CODE. WEAPON SYSTEM SUPPORT 014 06 CODE. WEAPON SYSTEM SUPPORT. POSITIONS I TO...calculation of standard depot repair prices ( sales prices). Various knowledgeable Air Force personnel have noted that it is not unusual for an engine to be both...cost elements not used in calculation of standard depot repair prices (" sales prices"). ISI affirms the congruence of the definitions of repair prices as
基于Prolog的粮库环境专家系统的研究%The Study on Grain Depot Environment Expert System Based on Prolog
Institute of Scientific and Technical Information of China (English)
刘晓军
2001-01-01
All links of building grain depot environment expert system was discussed with Turbo Prolog. The foundation was established for the next stage to build grain depot intelligent management system.%论述了用Turbo-Prolog语言构造环境专家系统的各环节，为进一步构建粮库智能监测专家系统打下了基础。
1998-11-01
and explosive by-products in nine plant species. These plant species included: Radish ( Raphanus sativus L. variety Cherry Belle), Kale (Brassica...Umatilla Army Depot Activity Vegetable Crops: • Radish ( Raphanus sativus L. variety Cherry Belle) - A quick-growing root crop which can be grown to...seeds of radish ( Raphanus sativus variety Cherry Belle), lettuce Plant Uptake of Explosives 3-18 Umatilla Army Depot Activity o < o ft <u Q >> T3
Schmidt, Christian; Piel, Alexander
2015-10-01
The Brownian motion of a single particle in the plasma sheath is studied to separate the effect of stochastic heating by charge fluctuations from heating by collective effects. By measuring the particle velocities in the ballistic regime and by carefully determining the particle mass from the Epstein drag it is shown that for a pressure of 10 Pa, which is typical of many experiments, the proper kinetic temperature of the Brownian particle remains close to the gas temperature and rises only slightly with particle size. This weak effect is confirmed by a detailed model for charging and charge fluctuations in the sheath. A substantial temperature rise is found for decreasing pressure, which approximately shows the expected scaling with p(-2). The system under study is an example for non-equilibrium Brownian motion under the influence of white noise without corresponding dissipation.
Suppression of a Brownian noise in a hole-type sensor due to induced-charge electro-osmosis
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.
Foland, Andrew Dean
2007-01-01
Energy is the central concept of physics. Unable to be created or destroyed but transformable from one form to another, energy ultimately determines what is and isn''t possible in our universe. This book gives readers an appreciation for the limits of energy and the quantities of energy in the world around them. This fascinating book explores the major forms of energy: kinetic, potential, electrical, chemical, thermal, and nuclear.
Sarton du Jonchay, Tristan; Ho, Koki
2017-03-01
This paper aims to quantify the responsiveness of two on-orbit servicing infrastructures providing services to multiple serviceable platforms in coplanar medium Earth orbit (MEO) and geostationary orbit (GEO). The platforms to be serviced are assumed to be made of elementary units (EUs). EUs are small standardized structural units capable of aggregating with each other and gathering the key functions of a typical satellite within the size of a 6U cubesat. The first servicing infrastructure considered in this paper, called "Without Depot" (WoD), includes a launch vehicle and a robotic servicer. The second servicing infrastructure, called "With Depot" (WD) includes a launch vehicle, a robotic servicer and an orbital depot of EUs. The responsiveness of these infrastructures is quantified using a queueing theory-based stochastic simulation on Simulink taking into account the launch and platform random failures. The metrics used to quantify the responsiveness are the service completion rate and the average waiting time before an EU is replaced over a 10-year period of operation. With respect to those metrics, it is demonstrated that WD is more responsive than WoD. However, WD is also shown to be likely to cost more than WoD. Finally, the sensitivity of the responsiveness of WD to the capacity of the orbital depot is analyzed to find the minimum storage capacity for which WD is the most responsive. This last result could be of interest for space designers dealing with the sizing of on-orbit servicing infrastructures. We believe that the concept introduced in this paper will be a critical milestone in the design of a responsive integrated space infrastructure dedicated to the development and prosperity of a new MEO/GEO economy.
2015-06-01
relevant to the Marine Corps in this process. The final product provides a framework for identifying relevant costs and benefits applicable to making...decisions for the consolidation of depots. 14. SUBJECT TERMS relevant costs, incremental cost 15. NUMBER OF PAGES 79...Marine Corps in this process. The final product provides a framework for identifying relevant costs and benefits applicable to making decisions for the
He, Hui; Zhou, Xiaowen
2009-01-01
This paper concerns the almost sure time dependent local extinction behavior for super-coalescing Brownian motion $X$ with $(1+\\beta)$-stable branching and Lebesgue initial measure on $\\bR$. We first give a representation of $X$ using excursions of a continuous state branching process and Arratia's coalescing Brownian flow. For any nonnegative, nondecreasing and right continuous function $g$, put \\tau:=\\sup \\{t\\geq 0: X_t([-g(t),g(t)])>0 \\}. We prove that $\\bP\\{\\tau=\\infty\\}=0$ or 1 according as the integral $\\int_1^\\infty g(t)t^{-1-1/\\beta} dt$ is finite or infinite.
Brites, Carlos D. S.; Xie, Xiaoji; Debasu, Mengistie L.; Qin, Xian; Chen, Runfeng; Huang, Wei; Rocha, João; Liu, Xiaogang; Carlos, Luís D.
2016-10-01
Brownian motion is one of the most fascinating phenomena in nature. Its conceptual implications have a profound impact in almost every field of science and even economics, from dissipative processes in thermodynamic systems, gene therapy in biomedical research, artificial motors and galaxy formation to the behaviour of stock prices. However, despite extensive experimental investigations, the basic microscopic knowledge of prototypical systems such as colloidal particles in a fluid is still far from being complete. This is particularly the case for the measurement of the particles' instantaneous velocities, elusive due to the rapid random movements on extremely short timescales. Here, we report the measurement of the instantaneous ballistic velocity of Brownian nanocrystals suspended in both aqueous and organic solvents. To achieve this, we develop a technique based on upconversion nanothermometry. We find that the population of excited electronic states in NaYF4:Yb/Er nanocrystals at thermal equilibrium can be used for temperature mapping of the nanofluid with great thermal sensitivity (1.15% K-1 at 296 K) and a high spatial resolution (<1 μm). A distinct correlation between the heat flux in the nanofluid and the temporal evolution of Er3+ emission allows us to measure the instantaneous velocity of nanocrystals with different sizes and shapes.
Energy Technology Data Exchange (ETDEWEB)
Reeves, Daniel B., E-mail: dbr@Dartmouth.edu; Weaver, John B. [Department of Physics and Astronomy, Dartmouth College, Hanover, New Hampshire 03755 (United States)
2015-06-21
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.
Electrostatic channeling in P. falciparum DHFR-TS: Brownian dynamics and Smoluchowski modeling.
Metzger, Vincent T; Eun, Changsun; Kekenes-Huskey, Peter M; Huber, Gary; McCammon, J Andrew
2014-11-18
We perform Brownian dynamics simulations and Smoluchowski continuum modeling of the bifunctional Plasmodium falciparum dihydrofolate reductase-thymidylate synthase (P. falciparum DHFR-TS) with the objective of understanding the electrostatic channeling of dihydrofolate generated at the TS active site to the DHFR active site. The results of Brownian dynamics simulations and Smoluchowski continuum modeling suggest that compared to Leishmania major DHFR-TS, P. falciparum DHFR-TS has a lower but significant electrostatic-mediated channeling efficiency (?15-25%) at physiological pH (7.0) and ionic strength (150 mM). We also find that removing the electric charges from key basic residues located between the DHFR and TS active sites significantly reduces the channeling efficiency of P. falciparum DHFR-TS. Although several protozoan DHFR-TS enzymes are known to have similar tertiary and quaternary structure, subtle differences in structure, active-site geometry, and charge distribution appear to influence both electrostatic-mediated and proximity-based substrate channeling.
Weak convergence of the past and future of Brownian motion given the present
Indian Academy of Sciences (India)
K B Athreya; B Rajeev
2017-02-01
In this paper, we show that for $t > 0$, the joint distribution of the past $\\{W_{t−s} : 0 \\leq s \\leq t\\}$ and the future $\\{W_{t+s} : s \\geq 0\\}$ of a $d$-dimensional standard Brownian motion $(W_s)$, conditioned on $\\{W_t\\in U\\}$, where $U$ is a bounded open set in $\\mathbb{R}^d$, converges weakly in $C[0,\\infty)\\times C[0, \\infty)$ as $t\\rightarrow\\infty$. The limiting distribution is that of a pair of coupled processes $Y + B^1$, $Y + B^2$ where $Y$, $B^1$, $B^2$ are independent, $Y$ is uniformly distributed on $U$ and $B^1$, $B^2$ are standard $d$-dimensional Brownian motions. Let $\\sigma_t$, $d_t$ be respectively, the last entrance time before time $t$ into the set $U$ and the first exit time after $t$ from $U$. When the boundary of $U$ is regular, we use the continuous mapping theorem to show that the limiting distribution as $t\\rightarrow\\infty$ of the four dimensional vector with components $(W_{\\sigma_t}, t − \\sigma_t, W_{d_t}, d_t − t)$, conditioned on $\\{W_t\\in U\\}$, is the same as that of the four dimensional vector whose components are the place and time of first exit from $U$ of the processes $Y + B^1$ and $Y + B^2$ respectively.
Silva, Antonio
2005-03-01
It is well-known that the mathematical theory of Brownian motion was first developed in the Ph. D. thesis of Louis Bachelier for the French stock market before Einstein [1]. In Ref. [2] we studied the so-called Heston model, where the stock-price dynamics is governed by multiplicative Brownian motion with stochastic diffusion coefficient. We solved the corresponding Fokker-Planck equation exactly and found an analytic formula for the time-dependent probability distribution of stock price changes (returns). The formula interpolates between the exponential (tent-shaped) distribution for short time lags and the Gaussian (parabolic) distribution for long time lags. The theoretical formula agrees very well with the actual stock-market data ranging from the Dow-Jones index [2] to individual companies [3], such as Microsoft, Intel, etc. [] [1] Louis Bachelier, ``Th'eorie de la sp'eculation,'' Annales Scientifiques de l''Ecole Normale Sup'erieure, III-17:21-86 (1900).[] [2] A. A. Dragulescu and V. M. Yakovenko, ``Probability distribution of returns in the Heston model with stochastic volatility,'' Quantitative Finance 2, 443--453 (2002); Erratum 3, C15 (2003). [cond-mat/0203046] [] [3] A. C. Silva, R. E. Prange, and V. M. Yakovenko, ``Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact,'' Physica A 344, 227--235 (2004). [cond-mat/0401225
Brownian motion, old and new, and Irwin's role in my academic life
Lindenberg, Katja
2015-03-01
Irwin Oppenheim's early work on Langevin equations, master equations, and Brownian motion was one of the earliest and strongest reasons for my change of direction from my PhD work in condensed matter theory to my later and lifelong interest in Brownian motion and, more broadly, statistical mechanics. I will talk about some of my most recent work on subdiffusion, a form of anomalous diffusion that describes random motions in crowded or disordered media where motions are hindered by the medium. On a personal note, I knew Irwin for decades, from the time before he had a family (he was a sworn bachelor...until he met his wife) until shortly before his death. For many years, first alone and then with family, Irwin would spend some portion of the cold Boston winter in warm La Jolla, and we would always get together during these visits. For a period of a number of years we decided to take advantage of these visits to write the definitive text in traditional Thermodynamics. We did not make it past about 2/3 of the project, but it was a great learning experience for me while it lasted. Irwin's knowledge and understanding of the subject were breathtaking.
Underdamped scaled Brownian motion: (non-)existence of the overdamped limit in anomalous diffusion
Bodrova, Anna S.; Chechkin, Aleksei V.; Cherstvy, Andrey G.; Safdari, Hadiseh; Sokolov, Igor M.; Metzler, Ralf
2016-07-01
It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion process governed by an underdamped Langevin equation with an explicit time dependence of the system temperature and thus the diffusion and damping coefficients. We show that for this underdamped scaled Brownian motion (UDSBM) the overdamped limit fails to describe the long time behaviour of the system and may practically even not exist at all for a certain range of the parameter values. Thus persistent inertial effects play a non-negligible role even at significantly long times. From this study a general questions on the applicability of the overdamped limit to describe the long time motion of an anomalously diffusing particle arises, with profound consequences for the relevance of overdamped anomalous diffusion models. We elucidate our results in view of analytical and simulations results for the anomalous diffusion of particles in free cooling granular gases.
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.
Lock-and-key dimerization in dense Brownian systems of hard annular sector particles
Hodson, Wade D.; Mason, Thomas G.
2016-08-01
We develop a translational-rotational cage model that describes the behavior of dense two-dimensional (2D) Brownian systems of hard annular sector particles (ASPs), resembling C shapes. At high particle densities, pairs of ASPs can form mutually interdigitating lock-and-key dimers. This cage model considers either one or two mobile central ASPs which can translate and rotate within a static cage of surrounding ASPs that mimics the system's average local structure and density. By comparing with recent measurements made on dispersions of microscale lithographic ASPs [P. Y. Wang and T. G. Mason, J. Am. Chem. Soc. 137, 15308 (2015), 10.1021/jacs.5b10549], we show that mobile two-particle predictions of the probability of dimerization Pdimer, equilibrium constant K , and 2D osmotic pressure Π2 D as a function of the particle area fraction ϕA correspond closely to these experiments. By contrast, predictions based on only a single mobile particle do not agree well with either the two-particle predictions or the experimental data. Thus, we show that collective entropy can play an essential role in the behavior of dense Brownian systems composed of nontrivial hard shapes, such as ASPs.
Lock-and-key dimerization in dense Brownian systems of hard annular sector particles.
Hodson, Wade D; Mason, Thomas G
2016-08-01
We develop a translational-rotational cage model that describes the behavior of dense two-dimensional (2D) Brownian systems of hard annular sector particles (ASPs), resembling C shapes. At high particle densities, pairs of ASPs can form mutually interdigitating lock-and-key dimers. This cage model considers either one or two mobile central ASPs which can translate and rotate within a static cage of surrounding ASPs that mimics the system's average local structure and density. By comparing with recent measurements made on dispersions of microscale lithographic ASPs [P. Y. Wang and T. G. Mason, J. Am. Chem. Soc. 137, 15308 (2015)JACSAT0002-786310.1021/jacs.5b10549], we show that mobile two-particle predictions of the probability of dimerization P_{dimer}, equilibrium constant K, and 2D osmotic pressure Π_{2D} as a function of the particle area fraction ϕ_{A} correspond closely to these experiments. By contrast, predictions based on only a single mobile particle do not agree well with either the two-particle predictions or the experimental data. Thus, we show that collective entropy can play an essential role in the behavior of dense Brownian systems composed of nontrivial hard shapes, such as ASPs.
Supercritical super-Brownian motion with a general branching mechanism and travelling waves
Kyprianou, A E; Murillo-Salas, A; Ren, Y -X
2010-01-01
We consider the classical problem of existence, uniqueness and asymptotics of monotone solutions to the travelling wave equation associated to the parabolic semi-group equation of a super-Brownian motion with a general branching mechanism. Whilst we are strongly guided by the probabilistic reasoning of Kyprianou (2004) for branching Brownian motion, the current paper offers a number of new insights. Our analysis incorporates the role of Seneta-Heyde norming which, in the current setting, draws on classical work of Grey (1974). We give a pathwise explanation of Evans' immortal particle picture (the spine decomposition) which uses the Dynkin-Kuznetsov N-measure as a key ingredient. Moreover, in the spirit of Neveu's stopping lines we make repeated use of Dynkin's exit measures. Additional complications arise from the general nature of the branching mechanism. As a consequence of the analysis we also offer an exact X(log X)^2 moment dichotomy for the almost sure convergence of the so-called derivative martingale...
Limitation of the Least Square Method in the Evaluation of Dimension of Fractal Brownian Motions
Qiao, Bingqiang; Zeng, Houdun; Li, Xiang; Dai, Benzhong
2015-01-01
With the standard deviation for the logarithm of the re-scaled range $\\langle |F(t+\\tau)-F(t)|\\rangle$ of simulated fractal Brownian motions $F(t)$ given in a previous paper \\cite{q14}, the method of least squares is adopted to determine the slope, $S$, and intercept, $I$, of the log$(\\langle |F(t+\\tau)-F(t)|\\rangle)$ vs $\\rm{log}(\\tau)$ plot to investigate the limitation of this procedure. It is found that the reduced $\\chi^2$ of the fitting decreases with the increase of the Hurst index, $H$ (the expectation value of $S$), which may be attributed to the correlation among the re-scaled ranges. Similarly, it is found that the errors of the fitting parameters $S$ and $I$ are usually smaller than their corresponding standard deviations. These results show the limitation of using the simple least square method to determine the dimension of a fractal time series. Nevertheless, they may be used to reinterpret the fitting results of the least square method to determine the dimension of fractal Brownian motions more...
Directory of Open Access Journals (Sweden)
Bhanu Prakash Kn
Full Text Available BACKGROUND & AIMS: Obesity is a leading healthcare issue contributing to metabolic diseases. There is a great interest in non-invasive approaches for quantitating abdominal fat in obese animals and humans. In this work, we propose an automated method to distinguish and quantify subcutaneous and visceral adipose tissues (SAT and VAT in rodents during obesity and weight loss interventions. We have also investigated the influence of different magnetic resonance sequences and sources of variability in quantification of fat depots. MATERIALS AND METHODS: High-fat diet fed rodents were utilized for investigating the changes during obesity, exercise, and calorie restriction interventions (N = 7/cohort. Imaging was performed on a 7T Bruker ClinScan scanner using fast spin echo (FSE and Dixon imaging methods to estimate the fat depots. Finally, we quantified the SAT and VAT volumes between the L1-L5 lumbar vertebrae using the proposed automatic hybrid geodesic region-based curve evolution algorithm. RESULTS: Significant changes in SAT and VAT volumes (p<0.01 were observed between the pre- and post-intervention measurements. The SAT and VAT were 44.22±9%, 21.06±1.35% for control, -17.33±3.07%, -15.09±1.11% for exercise, and 18.56±2.05%, -3.9±0.96% for calorie restriction cohorts, respectively. The fat quantification correlation between FSE (with and without water suppression sequences and Dixon for SAT and VAT were 0.9709, 0.9803 and 0.9955, 0.9840 respectively. The algorithm significantly reduced the computation time from 100 sec/slice to 25 sec/slice. The pre-processing, data-derived contour placement and avoidance of strong background-image boundary improved the convergence accuracy of the proposed algorithm. CONCLUSIONS: We developed a fully automatic segmentation algorithm to quantitate SAT and VAT from abdominal images of rodents, which can support large cohort studies. We additionally identified the influence of non-algorithmic variables
Directory of Open Access Journals (Sweden)
Claudia Brufani
2011-01-01
Full Text Available Aim. To evaluate whether body fat distribution, birth weight, and family history for diabetes (FHD were associated with metabolic syndrome (MetS in children and adolescents. Methods. A total of 439 Italian obese children and adolescents (5–18 years were enrolled. Subjects were divided into 2 groups: prepubertal and pubertal. MetS was diagnosed according to the adapted National Cholesterol Education Program criteria. Birth weight percentile, central obesity index (measured by dual-energy X-ray absorptiometry, insulin sensitivity (ISI, and disposition index were evaluated. Multivariate logistic regression models were used to determine variables associated with MetS. Results. The prevalence of MetS was 17%, with higher percentage in adolescents than in children (21 versus 12%. In the overall population, central obesity index was a stronger predictor of MetS than insulin sensitivity and low birth weight. When the two groups were considered, central fat depot remained the strongest predictor of MetS, with ISI similarly influencing the probability of MetS in the two groups and birth weight being negatively associated to MetS only in pubertal individuals. Neither FHD nor degree of fatness was a significant predictor of MetS. Conclusion. Simple clinical parameters like increased abdominal adiposity and low birth weight could be useful tools to identify European obese adolescents at risk for metabolic complications.
Scale-up from batch to flow-through wet milling process for injectable depot formulation.
Lehocký, Róbert; Pěček, Daniel; Štěpánek, František
2016-12-01
Injectable depot formulations are aimed at providing long-term sustained release of a drug into systemic circulation, thus reducing plasma level fluctuations and improving patient compliance. The particle size distribution of the formulation in the form of suspension is a key parameter that controls the release rate. In this work, the process of wet stirred media milling (ball milling) of a poorly water-soluble substance has been investigated with two main aims: (i) to determine the parametric sensitivity of milling kinetics; and (ii) to develop scale-up methodology for process transfer from batch to flow-through arrangement. Ball milling experiments were performed in two types of ball mills, a batch mill with a 30ml maximum working volume, and a flow-through mill with a 250ml maximum working volume. Milling parameters were investigated in detail by methodologies of QbD to map the parametric space. Specifically, the effects of ball size, ball fill level, and rpm on the particle breakage kinetics were systematically investigated at both mills, with an additional parameter (flow-rate) in the case of the flow-through mill. The breakage rate was found to follow power-law kinetics with respect to dimensionless time, with an asymptotic d50 particle size in the range of 200-300nm. In the case of the flow-through mill, the number of theoretical passes through the mill was found to be an important scale-up parameter.
Amphiphilic Beads as Depots for Sustained Drug Release Integrated into Fibrillar Scaffolds
Gaharwar, Akhilesh K.; Mihaila, Silvia M.; Kulkarni, Ashish A.; Patel, Alpesh; Di Luca, Andrea; Reis, Rui L.; Gomes, Manuela E.; van Blitterswijk, Clemens; Moroni, Lorenzo; Khademhosseini, Ali
2014-01-01
Native extracellular matrix (ECM) is a complex fibrous structure loaded with bioactive cues that affects the surrounding cells. A promising strategy to mimicking native tissue architecture for tissue engineering applications is to engineer fibrous scaffolds using electrospinning. By loading appropriate bioactive cues within these fibrous scaffolds, various cellular functions such as cell adhesion, proliferation and differentiation can be regulated. Here, we report on the encapsulation and sustained release of model hydrophobic drug (dexamethasone (Dex)) within beaded fibrillar scaffold of poly(ethylene oxide terephthalate)-poly(butylene terephthalate) (PEOT/PBT), a polyether-ester multiblock copolymer to direct differentiation of human mesenchymal stem cells (hMSCs). The amphiphilic beads act as depots for sustained drug release that is integrated into the fibrillar scaffolds. The entrapment of Dex within the beaded structure results in sustained release of drug over the period of 28 days. This is mainly attributed to the diffusion driven release of Dex from the amphiphilic electrospun scaffolds. In vitro results indicate that hMSCs cultured on Dex containing beaded fibrillar scaffolds exhibit an increase in osteogenic differentiation potential, as evidenced by increased alkaline phosphatase (ALP) activity, compared to the direct infusion of Dex in culture medium. The formation of mineralized matrix is also significantly enhanced due to the controlled Dex release from the fibrous scaffolds. This approach can be used to engineer scaffolds with appropriate chemical cues to direct tissue regeneration. PMID:24794894
Incidence of galactorrhea in young women using Depot-Medroxyprogesterone Acetate.
Omar, Hatim A; Zakharia, Rana M; Kanungo, Shibani; Huff, Marlene; McClanahan, Kimberly
2006-05-05
Galactorrhea is rarely mentioned as a possible side effect of the use of Depot-Medroxyprogesterone Acetate (DMPA). Over the last few years, we have noticed an increased number of patients complaining of galactorrhea. A review of clinical data showed that between 1999 and 2005, 360 adolescents in our clinic used DMPA for at least 6 months. After medical follow-up, 13 (3.6%) of these patients were found to have developed galactorrhea. The mean age of the patients was 19.4 years with a range from 13-24. Prolactin levels in these patients were normal, and in all subjects, the galactorrhea resolved spontaneously within the next year in both patients who continued use and those who discontinued use of DMPA. It appears that galactorrhea is a benign side effect and as previous reports have suggested, it did not seem to be related to changes in Prolactin levels in our patients. It is thought that this is a progesterone-mediated effect. We believe that reassurance and education of patients is sufficient and there is no evidence of need for further intervention. Since the sample size is small in this study, additional research is recommended as to validate the presence of progesterone-mediated effects secondary to the use of DMPA.
Incidence of Galactorrhea in Young Women Using Depot-Medroxyprogesterone Acetate
Directory of Open Access Journals (Sweden)
Hatim A. Omar
2006-01-01
Full Text Available Galactorrhea is rarely mentioned as a possible side effect of the use of Depot-Medroxyprogesterone Acetate (DMPA. Over the last few years, we have noticed an increased number of patients complaining of galactorrhea. A review of clinical data showed that between 1999 and 2005, 360 adolescents in our clinic used DMPA for at least 6 months. After medical follow-up, 13 (3.6% of these patients were found to have developed galactorrhea. The mean age of the patients was 19.4 years with a range from 13—24. Prolactin levels in these patients were normal, and in all subjects, the galactorrhea resolved spontaneously within the next year in both patients who continued use and those who discontinued use of DMPA. It appears that galactorrhea is a benign side effect and as previous reports have suggested, it did not seem to be related to changes in Prolactin levels in our patients. It is thought that this is a progesterone-mediated effect. We believe that reassurance and education of patients is sufficient and there is no evidence of need for further intervention. Since the sample size is small in this study, additional research is recommended as to validate the presence of progesterone-mediated effects secondary to the use of DMPA.
Robertson, William C
2002-01-01
Confounded by kinetic energy? Suspect that teaching about simple machines isn t really so simple? Exasperated by electricity? If you fear the study of energy is beyond you, this entertaining book will do more than introduce you to the topic. It will help you actually understand it. At the book s heart are easy-to-grasp explanations of energy basics work, kinetic energy, potential energy, and the transformation of energy and energy as it relates to simple machines, heat energy, temperature, and heat transfer. Irreverent author Bill Robertson suggests activities that bring the basic concepts of energy to life with common household objects. Each chapter ends with a summary and an applications section that uses practical examples such as roller coasters and home heating systems to explain energy transformations and convection cells. The final chapter brings together key concepts in an easy-to-grasp explanation of how electricity is generated. Energy is the second book in the Stop Faking It! series published by NS...
Institute of Scientific and Technical Information of China (English)
2009-01-01
This is a survey on normal distributions and the related central limit theorem under sublinear expectation.We also present Brownian motion under sublinear expectations and the related stochastic calculus of It?’s type.The results provide new and robust tools for the problem of probability model uncertainty arising in financial risk,statistics and other industrial problems.
Acharya, R.C.; Dijke, van M.I.J.; Sorbie, K.S.; Zee, van der S.E.A.T.M.; Leijnse, A.
2007-01-01
We present a 3D network model with particle tracking to upscale 3D Brownian motion of non-reactive tracer particles subjected to a velocity field in the network bonds, representing both local diffusion and convection. At the intersections of the bonds (nodes) various jump conditions are implemented.
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.
Dinarvand, S.; Hosseini, R.; Tamim, H.; Damangir, E.; Pop, I.
2015-07-01
An unsteady three-dimensional stagnation-point flow of a nanofluid past a circular cylinder with sinusoidal radius variation is investigated numerically. By introducing new similarity transformations for the velocity, temperature, and nanoparticle volume fraction, the basic equations governing the flow and heat and mass transfer are reduced to highly nonlinear ordinary differential equations. The resulting nonlinear system is solved numerically by the fourth-order Runge-Kutta method with the shooting technique. The thermophoresis and Brownian motion effects occur in the transport equations. The velocity, temperature, and nanoparticle concentration profiles are analyzed with respect to the involved parameters of interest, namely, unsteadiness parameter, Brownian motion parameter, thermophoresis parameter, Prandtl number, and Lewis number. Numerical values of the friction coefficient, diffusion mass flux, and heat flux are computed. It is found that the friction coefficient and heat transfer rate increase with increasing unsteadiness parameter (the highest heat transfer rate at the surface occurs if the thermophoresis and Brownian motion effects are absent) and decrease with increasing both thermophoresis and Brownian motion parameters. The present results are found to be in good agreement with previously published results.
Institute of Scientific and Technical Information of China (English)
PENG ShiGe
2009-01-01
This is a survey on normal distributions and the related central limit theorem under sublinear expectation. We also present Brownian motion under sublinear expectations and the related stochastic calculus of Ito's type. The results provide new and robust tools for the problem of probability model uncertainty arising in financial risk, statistics and other industrial problems.
The Measurement and Analysis of Brownian Particle Fall Rates in a New Regime of Dense Gases.
Fedele, Paul David
Millikan's law of fall is an empirical relationship describing the dependence of the fall rate of submicron particles in gases in terms of the particle radius and the gas density. It had been long thought that the physics of slip, embodied in the law, gave a complete description of the phenomenon. During measurements of the velocity autocorrelation function for a single Brownian particle at different gas densities, we have discovered that for sufficiently small particles the fall rate increases with increasing density, in contrast to the prediction of Millikan's law. Vertical displacements during a 10 sec interval of a single oil drop have been measured as a function of nitrogen gas density in the range of one to 22 atm at room temperature by retaining the particle for up to 15 hours. Altogether 24 particles in the radius range of 0.1 to 0.4 (mu)m have been analyzed. The density dependence of the average fall rate undergoes a smooth transition from the Millikan behavior in the large size limit to the newly observed behavior in the small size limit. No anomalies are seen, however, in the density dependence of the rms displacement. In attempts to explain the observations we have examined a model based on the fact that Brownian fluctuation increases with decreasing particle size at a given gas density that the contributions of the vorticity field about such a Brownian particle on the fluctuation increases with density and that gravity sustains the entire system of the host gas and the test particle in a steady non-equilibrium state. The modified Langevin equation with gravity has been numerically solved under varying conditions. The fluctuating force is modeled by means of a series of randomly applied impulsive velocities of the test particle. The results are that while there is no sufficient physics in the model to generate any asymmetry in the fluctuation, the model has a mechanism to preserve any asymmetry given to the system for a long time and to produce
Yu, Hsiu-Yu; Eckmann, David M; Ayyaswamy, Portonovo S; Radhakrishnan, Ravi
2015-05-01
We present a composite generalized Langevin equation as a unified framework for bridging the hydrodynamic, Brownian, and adhesive spring forces associated with a nanoparticle at different positions from a wall, namely, a bulklike regime, a near-wall regime, and a lubrication regime. The particle velocity autocorrelation function dictates the dynamical interplay between the aforementioned forces, and our proposed methodology successfully captures the well-known hydrodynamic long-time tail with context-dependent scaling exponents and oscillatory behavior due to the binding interaction. Employing the reactive flux formalism, we analyze the effect of hydrodynamic variables on the particle trajectory and characterize the transient kinetics of a particle crossing a predefined milestone. The results suggest that both wall-hydrodynamic interactions and adhesion strength impact the particle kinetics.
Non-Markovian Brownian motion in a magnetic field and time-dependent force fields
Hidalgo-Gonzalez, J. C.; Jiménez-Aquino, J. I.; Romero-Bastida, M.
2016-11-01
This work focuses on the derivation of the velocity and phase-space generalized Fokker-Planck equations for a Brownian charged particle embedded in a memory thermal bath and under the action of force fields: a constant magnetic field and arbitrary time-dependent force fields. To achieve the aforementioned goal we use a Gaussian but non-Markovian generalized Langevin equation with an arbitrary friction memory kernel. In a similar way, the generalized diffusion equation in the zero inertia limit is also derived. Additionally we show, in the absence of the time-dependent external forces, that, if the fluctuation-dissipation relation of the second kind is valid, then the generalized Langevin dynamics associated with the charged particle reaches a stationary state in the large-time limit. The consistency of our theoretical results is also verified when they are compared with those derived in the absence of the force fields and in the Markovian case.
Generalized Scaling and the Master Variable for Brownian Magnetic Nanoparticle Dynamics.
Directory of Open Access Journals (Sweden)
Daniel B Reeves
Full Text Available 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.
Challis, K J; Jack, Michael W
2013-05-01
We present a theoretical treatment of overdamped Brownian motion on a multidimensional tilted periodic potential that is analogous to the tight-binding model of quantum mechanics. In our approach, we expand the continuous Smoluchowski equation in the localized Wannier states of the periodic potential to derive a discrete master equation. This master equation can be interpreted in terms of hopping within and between Bloch bands, and for weak tilting and long times we show that a single-band description is valid. In the limit of deep potential wells, we derive a simple functional dependence of the hopping rates and the lowest band eigenvalues on the tilt. We also derive formal expressions for the drift and diffusion in terms of the lowest band eigenvalues.
A Langevin Approach to a Classical Brownian Oscillator in an Electromagnetic Field
Espinoza Ortiz, J. S.; Bauke, F. C.; Lagos, R. E.
2016-08-01
We consider a charged Brownian particle bounded by an harmonic potential, embedded in a Markovian heat bath and driven from equilibrium by external electric and magnetic fields. We develop a quaternionic-like (or Pauli spinor-like) representation, hitherto exploited in classical Lorentz related dynamics. Within this formalism, in a very straight forward and elegant fashion, we compute the exact solution for the resulting generalized Langevin equation, for the case of a constant magnetic field. For the case the source electromagnetic fields satisfy Maxwell's equations, yielding spinor-like Mathieu equations, we compute the solutions within the JWKB approximation. With the solutions at hand we further compute spatial, velocities and crossed time correlations. In particular we study the (kinetically defined) nonequilbrium temperature. Therefore, we can display the system's time evolution towards equilibrium or towards non equilibrium (steady or not) states.
Dettmer, Simon L; Pagliara, Stefano
2014-01-01
In this article we present methods for measuring hindered Brownian motion in the confinement of complex 3D geometries using digital video microscopy. Here we discuss essential features of automated 3D particle tracking as well as diffusion data analysis. By introducing local mean squared displacement-vs-time curves, we are able to simultaneously measure the spatial dependence of diffusion coefficients, tracking accuracies and drift velocities. Such local measurements allow a more detailed and appropriate description of strongly heterogeneous systems as opposed to global measurements. Finite size effects of the tracking region on measuring mean squared displacements are also discussed. The use of these methods was crucial for the measurement of the diffusive behavior of spherical polystyrene particles (505 nm diameter) in a microfluidic chip. The particles explored an array of parallel channels with different cross sections as well as the bulk reservoirs. For this experiment we present the measurement of local...
Katiyar, Ajay; Das, Sarit K; Nandi, Tandra
2015-01-01
Magnetic nanocolloids with synthesized super paramagnetic Fe3O4 nanoparticles (SPION) (5 to 15 nm) dispersed in insitu developed Polyethylene Glycol (PEG 400) and nano silica complex have been synthesized. The PEG nano Silica complex physically encapsulates the SPIONs, ensuring no phase separation under high magnetic fields (1.2 T). Exhaustive magnetorheological investigations have been performed to comprehend the structural behavior and response of the ferrocolloids. Remarkable stability and reversibility have been observed under magnetic field for concentrated systems. The results exhibit the impact of particle concentration, size and encapsulation efficiency on parameters such as shear viscosity, yield stress, viscoelastic moduli, magnetoviscous hysteresis etc. Analytical models to reveal the system mechanism and mathematically predict the magnetoviscosity and magneto yield stress has been theorized. The mechanistic approach based on near field magnetostatics and Neel Brownian interactivities can predict t...
Probing short-range protein Brownian motion in the cytoplasm of living cells
di Rienzo, Carmine; Piazza, Vincenzo; Gratton, Enrico; Beltram, Fabio; Cardarelli, Francesco
2014-12-01
The translational motion of molecules in cells deviates from what is observed in dilute solutions. Theoretical models provide explanations for this effect but with predictions that drastically depend on the nanoscale organization assumed for macromolecular crowding agents. A conclusive test of the nature of the translational motion in cells is missing owing to the lack of techniques capable of probing crowding with the required temporal and spatial resolution. Here we show that fluorescence-fluctuation analysis of raster scans at variable timescales can provide this information. By using green fluorescent proteins in cells, we measure protein motion at the unprecedented timescale of 1 μs, unveiling unobstructed Brownian motion from 25 to 100 nm, and partially suppressed diffusion above 100 nm. Furthermore, experiments on model systems attribute this effect to the presence of relatively immobile structures rather than to diffusing crowding agents. We discuss the implications of these results for intracellular processes.
Clustering determines the survivor for competing Brownian and L\\'evy walkers
Heinsalu, Els; López, Cristóbal
2013-01-01
The competition between two ecologically similar species that use the same resources and differ from each other only in the type of spatial motion they undergo is studied. The latter is assumed to be described either by Brownian motion or L\\'evy flights. Competition is taken into account by assuming that individuals reproduce in a density-dependent fashion. It is observed that no influence of the type of motion occurs when the two species are in a well-mixed unstructured state. However, as soon as the species develop spatial clustering, the one forming more concentrated clusters gets a competitive advantage and eliminates the other. Similar competitive advantage would occur between walkers of the same type but with different diffusivities if this leads also to different clustering. Coexistence of both species is also possible under certain conditions.
Probing short-range protein Brownian motion in the cytoplasm of living cells.
Di Rienzo, Carmine; Piazza, Vincenzo; Gratton, Enrico; Beltram, Fabio; Cardarelli, Francesco
2014-12-23
The translational motion of molecules in cells deviates from what is observed in dilute solutions. Theoretical models provide explanations for this effect but with predictions that drastically depend on the nanoscale organization assumed for macromolecular crowding agents. A conclusive test of the nature of the translational motion in cells is missing owing to the lack of techniques capable of probing crowding with the required temporal and spatial resolution. Here we show that fluorescence-fluctuation analysis of raster scans at variable timescales can provide this information. By using green fluorescent proteins in cells, we measure protein motion at the unprecedented timescale of 1 μs, unveiling unobstructed Brownian motion from 25 to 100 nm, and partially suppressed diffusion above 100 nm. Furthermore, experiments on model systems attribute this effect to the presence of relatively immobile structures rather than to diffusing crowding agents. We discuss the implications of these results for intracellular processes.
The cut-tree of large Galton-Watson trees and the Brownian CRT
Bertoin, Jean
2012-01-01
Consider the edge-deletion process in which the edges of some finite tree $T$ are removed one after the other in the uniform random order. Roughly speaking, the cut-tree then describes the genealogy of connected components appearing in this edge-deletion process. Our main result shows that after a proper rescaling, the cut-tree of a critical Galton-Watson tree with finite variance and conditioned to have size $n$, converges as $n\\to \\infty$ to a Brownian CRT in the weak sense induced by the Gromov-Prokhorov topology. This yields a multi-dimensional extension of a limit theorem due to Janson \\cite{Janson} for the number of random cuts needed to isolate the root in Galton-Watson trees conditioned by their sizes, and generalizes also a recent result \\cite{Be} obtained in the special case of Cayley trees.
GPU accelerated Monte Carlo simulation of Brownian motors dynamics with CUDA
Spiechowicz, J.; Kostur, M.; Machura, L.
2015-06-01
This work presents an updated and extended guide on methods of a proper acceleration of the Monte Carlo integration of stochastic differential equations with the commonly available NVIDIA Graphics Processing Units using the CUDA programming environment. We outline the general aspects of the scientific computing on graphics cards and demonstrate them with two models of a well known phenomenon of the noise induced transport of Brownian motors in periodic structures. As a source of fluctuations in the considered systems we selected the three most commonly occurring noises: the Gaussian white noise, the white Poissonian noise and the dichotomous process also known as a random telegraph signal. The detailed discussion on various aspects of the applied numerical schemes is also presented. The measured speedup can be of the astonishing order of about 3000 when compared to a typical CPU. This number significantly expands the range of problems solvable by use of stochastic simulations, allowing even an interactive research in some cases.
GPU accelerated Monte Carlo simulation of Brownian motors dynamics with CUDA
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 ...