Impact of correlated noise in an energy depot model.
Zeng, Chunhua; Zeng, Jiakui; Liu, Feng; Wang, Hua
2016-01-01
Based on the depot model of the motion of active Brownian particles (ABPs), the impact of cross-correlated multiplicative and additive noises has been investigated. Using a nonlinear Langevin approach, we discuss a new mechanism for the transport of ABPs in which the energy originates from correlated noise. It is shown that the correlation between two types of noise breaks the symmetry of the potential to generate motion of the ABPs with a net velocity. The absolute maximum value of the mean velocity depends on correlated noise or multiplicative noise, whereas a monotonic decrease in the mean velocity occurs with additive noise. In the case of no correlation, the ABPs undergo pure diffusion with zero mean velocity, whereas in the case of perfect correlation, the ABPs undergo pure drift with zero diffusion. This shows that the energy stemming from correlated noise is primarily converted to kinetic energy of the intrawell motion and is eventually dissipated in drift motion. A physical explanation of the mechanisms for noise-driven transport of ABPs is derived from the effective potential of the Fokker-Planck equation. PMID:26786478
Metastable states in Brownian energy landscape
Cheliotis, Dimitris
2015-01-01
Random walks and diffusions in symmetric random environment are known to exhibit metastable behavior: they tend to stay for long times in wells of the environment. For the case that the environment is a one-dimensional two-sided standard Brownian motion, we study the process of depths of the consecutive wells of increasing depth that the motion visits. When these depths are looked in logarithmic scale, they form a stationary renewal cluster process. We give a description of the structure of t...
Energy and efficiency optimization of a Brownian heat engine
Bekele, Mulugeta; Yalew, Yeneneh
2007-03-01
A simple Brownian heat engine is modeled as a Brownian particle moving in an external sawtooth potential (with or without) load assisted by the thermal kick it gets from alternately placed hot and cold heat reservoirs along its path. We get closed form expression for its current in terms of the parameters characterizing the model. After analyzing the way it consumes energy to do useful work, we also get closed form expressions for its efficiency as well as for its coefficient of performance when the engine performs as a refrigerator. Recently suggested optimization criteria enables us to exhaustively explore and compare the different operating conditions of the engine.
Micro rectennas: Brownian ratchets for thermal-energy harvesting
International Nuclear Information System (INIS)
We experimentally demonstrated the operation of a rectenna for harvesting thermal (blackbody) radiation and converting it into dc electric power. The device integrates an ultrafast rectifier, the self-switching nanodiode, with a wideband log-periodic spiral microantenna. The radiation from the thermal source drives the rectenna out of thermal equilibrium, permitting the rectification of the excess thermal fluctuations from the antenna. The power conversion efficiency increases with the source temperatures up to 0.02% at 973 K. The low efficiency is attributed mainly to the impedance mismatch between antenna and rectifier, and partially to the large field of view of the antenna. Our device not only opens a potential solution for harvesting thermal energy but also provides a platform for experimenting with Brownian ratchets
Micro rectennas: Brownian ratchets for thermal-energy harvesting
Energy Technology Data Exchange (ETDEWEB)
Pan, Y.; Powell, C. V.; Balocco, C., E-mail: claudio.balocco@durham.ac.uk [School of Engineering and Computing Sciences, Durham University, Durham DH1 3LE (United Kingdom); Song, A. M. [School of Electrical and Electronic Engineering, University of Manchester, Manchester M13 9PL (United Kingdom)
2014-12-22
We experimentally demonstrated the operation of a rectenna for harvesting thermal (blackbody) radiation and converting it into dc electric power. The device integrates an ultrafast rectifier, the self-switching nanodiode, with a wideband log-periodic spiral microantenna. The radiation from the thermal source drives the rectenna out of thermal equilibrium, permitting the rectification of the excess thermal fluctuations from the antenna. The power conversion efficiency increases with the source temperatures up to 0.02% at 973 K. The low efficiency is attributed mainly to the impedance mismatch between antenna and rectifier, and partially to the large field of view of the antenna. Our device not only opens a potential solution for harvesting thermal energy but also provides a platform for experimenting with Brownian ratchets.
Canonical active Brownian motion
Gluck, Alexander; Huffel, Helmuth; Ilijic, Sasa
2008-01-01
Active Brownian motion is the complex motion of active Brownian particles. They are active in the sense that they can transform their internal energy into energy of motion and thus create complex motion patterns. Theories of active Brownian motion so far imposed couplings between the internal energy and the kinetic energy of the system. We investigate how this idea can be naturally taken further to include also couplings to the potential energy, which finally leads to a general theory of cano...
Tameshtit, Allan
2012-01-01
High temperature and white noise approximations are frequently invoked when deriving the quantum Brownian equation for an oscillator. Even if this white noise approximation is avoided, it is shown that if the zero point energies of the environment are neglected, as they often are, the resultant equation will violate not only the basic tenet of quantum mechanics that requires the density operator to be positive, but also the uncertainty principle. When the zero-point energies are included, asymptotic results describing the evolution of the oscillator are obtained that preserve positivity and, therefore, the uncertainty principle.
Chernov, N.; Dolgopyat, D.
2008-01-01
A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work we study a 2D version of this model, where the molecule is a heavy disk of mass M and the gas is represented by just one point particle of mass m = 1, which interacts with the disk and the walls of the container via elastic collisions. Chaotic behavior of the particles is ensured by convex (scattering) walls of the container. We prove that the position and ...
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...
Dickson, Lorna M; Gandhi, Shriya; Layden, Brian T; Cohen, Ronald N; Wicksteed, Barton
2016-07-01
Adipose tissue PKA has roles in adipogenesis, lipolysis, and mitochondrial function. PKA transduces the cAMP signal downstream of G protein-coupled receptors, which are being explored for therapeutic manipulation to reduce obesity and improve metabolic health. This study aimed to determine the overall physiological consequences of PKA activation in adipose tissue. Mice expressing an activated PKA catalytic subunit in adipose tissue (Adipoq-caPKA mice) showed increased PKA activity in subcutaneous, epididymal, and mesenteric white adipose tissue (WAT) depots and brown adipose tissue (BAT) compared with controls. Adipoq-caPKA mice weaned onto a high-fat diet (HFD) or switched to the HFD at 26 wk of age were protected from diet-induced weight gain. Metabolic health was improved, with enhanced insulin sensitivity, glucose tolerance, and β-cell function. Adipose tissue health was improved, with smaller adipocyte size and reduced macrophage engulfment of adipocytes. Using metabolic cages, we found that Adipoq-caPKA mice were shown to have increased energy expenditure, but no difference to littermate controls in physical activity or food consumption. Immunoblotting of adipose tissue showed increased expression of uncoupling protein-1 (UCP1) in BAT and dramatic UCP1 induction in subcutaneous WAT, but no induction in the visceral depots. Feeding a HFD increased PKA activity in epididymal WAT of wild-type mice compared with chow, but did not change PKA activity in subcutaneous WAT or BAT. This was associated with changes in PKA regulatory subunit expression. This study shows that adipose tissue PKA activity is sufficient to increase energy expenditure and indicates that PKA is a beneficial target in metabolic health. PMID:27097660
Space Transportation Infrastructure Supported By Propellant Depots
Smitherman, David; Woodcock, Gordon
2011-01-01
A space transportation infrastructure is described that utilizes propellant depots to support all foreseeable missions in the Earth-Moon vicinity and deep space out to Mars. The infrastructure utilizes current expendable launch vehicles 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 a Low-Earth-Orbit (LEO) Depot and an Earth-Moon Lagrange Point 1 (L1) Depot to support 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. A Mars Orbital Depot is also described to support ongoing Mars missions. New concepts for vehicle designs are presented that can be launched on current 5-meter diameter expendable launch vehicles. These new reusable vehicle concepts include a LEO Depot, L1 Depot, and Mars Orbital Depot based on International Space Station (ISS) heritage hardware. The high-energy depots at L1 and Mars orbit are compatible with, but do not require, electric propulsion tug use for propellant and/or cargo delivery. New reusable in-space crew transportation vehicles include a Crew Transfer Vehicle (CTV) for crew transportation between the LEO Depot and the L1 Depot, a new reusable Lunar Lander for crew transportation between the L1 Depot and the lunar surface, and a Deep Space Habitat (DSH) to support crew missions from the L1 Depot to ESL2, Asteroid, and Mars destinations. A 6 meter diameter Mars lander concept is presented that can be launched without a fairing based on the Delta IV heavy Payload Planners Guide, which indicates feasibility of a 6.5 meter fairing. This lander would evolve to re-usable operations when propellant production is established on Mars. Figure 1 provides a summary of the possible missions this infrastructure can support. Summary mission profiles are presented
Randrup, Jorgen; Moller, Peter
2011-01-01
Although nuclear fission can be understood qualitatively as an evolution of the nuclear shape, a quantitative description has proven to be very elusive. In particular, until now, there exists no model with demonstrated predictive power for the fission fragment mass yields. Exploiting the expected strongly damped character of nuclear dynamics, we treat the nuclear shape evolution in analogy with Brownian motion and perform random walks on five-dimensional fission potential-energy surfaces whic...
Van den Broeck, C; Kawai, R
2006-06-01
Onsager symmetry implies that a Brownian motor, driven by a temperature gradient, will also perform a refrigerator function upon loading. We analytically calculate the corresponding heat flow for an exactly solvable microscopic model and compare it with molecular dynamics simulations. PMID:16803223
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. PMID:26196421
Randrup, Jørgen; Möller, Peter
2011-04-01
Although nuclear fission can be understood qualitatively as an evolution of the nuclear shape, a quantitative description has proven to be very elusive. In particular, until now, there existed no model with demonstrated predictive power for the fission-fragment mass yields. Exploiting the expected strongly damped character of nuclear dynamics, we treat the nuclear shape evolution in analogy with Brownian motion and perform random walks on five-dimensional fission potential-energy surfaces which were calculated previously and are the most comprehensive available. Test applications give good reproduction of highly variable experimental mass yields. This novel general approach requires only a single new global parameter, namely, the critical neck size at which the mass split is frozen in, and the results are remarkably insensitive to its specific value. PMID:21517377
Renewal Structure of the Brownian Taut String
Schertzer, Emmanuel
2015-01-01
In a recent paper, M. Lifshits and E. Setterqvist introduced the taut string of a Brownian motion $w$, defined as the function of minimal quadratic energy on $[0,T]$ staying in a tube of fixed width $h>0$ around $w$. The authors showed a Law of Large Number (L.L.N.) for the quadratic energy spent by the string for a large time $T$. In this note, we exhibit a natural renewal structure for the Brownian taut string, which is directly related to the time decomposition of the Brownian motion in te...
Muniz, R.; Martinez, El; Szafran, J.; Dalton, A.
2011-01-01
The Function Point Analysis (FPA) Depot is a web application originally designed by one of the NE-C3 branch's engineers, Jamie Szafran, and created specifically for the Software Development team of the Launch Control Systems (LCS) project. The application consists of evaluating the work of each developer to be able to get a real estimate of the hours that is going to be assigned to a specific task of development. The Architect Team had made design change requests for the depot to change the schema of the application's information; that information, changed in the database, needed to be changed in the graphical user interface (GUI) (written in Ruby on Rails (RoR and the web service/server side in Java to match the database changes. These changes were made by two interns from NE-C, Ricardo Muniz from NE-C3, who made all the schema changes for the GUI in RoR and Edwin Martinez, from NE-C2, who made all the changes in the Java side.
Lawler, Gregory F.; Werner, Wendelin
2003-01-01
We define a natural conformally invariant measure on unrooted Brownian loops in the plane and study some of its properties. We relate this measure to a measure on loops rooted at a boundary point of a domain and show how this relation gives a way to ``chronologically add Brownian loops'' to simple curves in the plane.
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. PMID:11969723
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.
Chaos, Dissipation and Quantal Brownian Motion
Cohen, Doron
1999-01-01
Energy absorption by driven chaotic systems, the theory of energy spreading and quantal Brownian motion are considered. In particular we discuss the theory of a classical particle that interacts with quantal chaotic degrees of freedom, and try to relate it to the problem of quantal particle that interacts with an effective harmonic bath.
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.
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.
Meurs, P.; Broeck, C. Van Den
2005-01-01
Recently, a thermal Brownian motor was introduced [Van den Broeck, Kawai and Meurs, Phys. Rev. Lett. (2004)], for which an exact microscopic analysis is possible. The purpose of this paper is to review some further properties of this construction, and to discuss in particular specific issues including the relation with macroscopic response and the efficiency at maximum power.
Brownian semistationary processes and volatility/intermittency
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole Eiler; Schmiegel, Jürgen
A new class of stochastic processes, termed Brownian semistationary processes (BSS), is introduced and discussed. This class has similarities to that of Brownian semimartingales (BSM), but is mainly directed towards the study of stationary processes, and BSS processes are not in general of the...... turbulent velocity fields and is the purely temporal version of the general tempo-spatial framework of ambit processes. The latter, which may have applications also to the finance of energy markets, is briefly considered at the end of the paper, again with reference to the question of inference on the...
Brownian shape motion: Fission fragment mass distributions
Sierk Arnold J.; Randrup Jørgen; Möller Peter
2012-01-01
It was recently shown that remarkably accurate fission-fragment mass distributions can be obtained by treating the nuclear shape evolution as a Brownian walk on previously calculated five-dimensional potential-energy surfaces; the current status of this novel method is described here.
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.
Gomez-Marin, A.; Sancho, J. M.
2004-01-01
In this paper we present a model of a symmetric Brownian motor (SBM) which changes the sign of its velocity when the temperature gradient is inverted. The velocity, external work and efficiency are studied as a function of the temperatures of the baths and other relevant parameters. The motor shows a current reversal when another parameter (a phase shift) is varied. Analytical predictions and results from numerical simulations are performed and agree very well. Generic properties of this type...
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.
Trefan, Gyorgy
1993-01-01
The goal of this thesis is to contribute to the ambitious program of the foundation of developing statistical physics using chaos. We build a deterministic model of Brownian motion and provide a microscopic derivation of the Fokker-Planck equation. Since the Brownian motion of a particle is the result of the competing processes of diffusion and dissipation, we create a model where both diffusion and dissipation originate from the same deterministic mechanism--the deterministic interaction of that particle with its environment. We show that standard diffusion which is the basis of the Fokker-Planck equation rests on the Central Limit Theorem, and, consequently, on the possibility of deriving it from a deterministic process with a quickly decaying correlation function. The sensitive dependence on initial conditions, one of the defining properties of chaos insures this rapid decay. We carefully address the problem of deriving dissipation from the interaction of a particle with a fully deterministic nonlinear bath, that we term the booster. We show that the solution of this problem essentially rests on the linear response of a booster to an external perturbation. This raises a long-standing problem concerned with Kubo's Linear Response Theory and the strong criticism against it by van Kampen. Kubo's theory is based on a perturbation treatment of the Liouville equation, which, in turn, is expected to be totally equivalent to a first-order perturbation treatment of single trajectories. Since the boosters are chaotic, and chaos is essential to generate diffusion, the single trajectories are highly unstable and do not respond linearly to weak external perturbation. We adopt chaotic maps as boosters of a Brownian particle, and therefore address the problem of the response of a chaotic booster to an external perturbation. We notice that a fully chaotic map is characterized by an invariant measure which is a continuous function of the control parameters of the map
Symmetry Relations for Trajectories of a Brownian Motor
Astumian, R. Dean
2007-01-01
A Brownian Motor is a nanoscale or molecular device that combines the effects of thermal noise, spatial or temporal asymmetry, and directionless input energy to drive directed motion. Because of the input energy, Brownian motors function away from thermodynamic equilibrium and concepts such as linear response theory, fluctuation dissipation relations, and detailed balance do not apply. The {\\em generalized} fluctuation-dissipation relation, however, states that even under strongly thermodynam...
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)
Liiketoimintasuunnitelman laatiminen Depot-palveluille
Rautiainen, Juho
2012-01-01
Tämän opinnäytetyön aiheena oli tehdä liiketoimintasuunnitelma Armoria Yhtiöiden Depot – palveluille. Liiketoimintasuunnitelman tavoitteena on antaa Armoria Yhtiöille mahdollisimman paljon tietoa toimialasta, johon heidän uusi liiketoiminnan osa-alue on suuntautumassa. Tutkimusmenetelmänä käytettiin kvalitatiivista tutkimusmenetelmää ja kyseessä on tapaustutkimus. Tutkimuksen teoriaa on haettu alan suomen- ja englanninkielisestä kirjallisuudesta sekä joistain internetlähteistä...
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.
Energy Technology Data Exchange (ETDEWEB)
Plyukhin, A.V., E-mail: aplyukhin@anselm.edu [Department of Mathematics, Saint Anselm College, Manchester, NH 03102 (United States)
2013-06-03
A model of an autonomous isothermal Brownian motor with an internal propulsion mechanism is considered. The motor is a Brownian particle which is semi-transparent for molecules of surrounding ideal gas. Molecular passage through the particle is controlled by a potential similar to that in the transition rate theory, i.e. characterized by two stationary states with a finite energy difference separated by a potential barrier. The internal potential drop maintains the diode-like asymmetry of molecular fluxes through the particle, which results in the particle's stationary drift.
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.
Directed transport of Brownian particles in a changing temperature field
Energy Technology Data Exchange (ETDEWEB)
Grillo, A [DMFCI, Facolta di Ingegneria, Universita di Catania. Viale Andrea Doria 6, 95125 Catania (Italy); Jinha, A [HPL-Faculty of Kinesiology, University of Calgary, 2500 University Drive NW, Calgary, Alberta, T2N 1N4 (Canada); Federico, S [HPL-Faculty of Kinesiology, University of Calgary, 2500 University Drive NW, Calgary, Alberta, T2N 1N4 (Canada); Ait-Haddou, R [HPL-Faculty of Kinesiology, University of Calgary, 2500 University Drive NW, Calgary, Alberta, T2N 1N4 (Canada); Herzog, W [HPL-Faculty of Kinesiology, University of Calgary, 2500 University Drive NW, Calgary, Alberta, T2N 1N4 (Canada); Giaquinta, G [DMFCI, Facolta di Ingegneria, Universita di Catania. Viale Andrea Doria 6, 95125 Catania (Italy)
2008-01-11
We study the interaction of Brownian particles with a changing temperature field in the presence of a one-dimensional periodic adiabatic potential. We show the existence of directed transport through the determination of the overall current of Brownian particles crossing the boundary of the system. With respect to the case of Brownian particles in a thermal bath, we determine a current which exhibits a contribution explicitly related to the presence of a thermal gradient. Beyond the self-consistent calculation of the temperature and probability density distribution of Brownian particles, we evaluate the energy consumption for directed transport to take place. Our description is based on Streater's model, and solutions are obtained by perturbing the system from its initial thermodynamic equilibrium state.
Directed transport of Brownian particles in a changing temperature field
International Nuclear Information System (INIS)
We study the interaction of Brownian particles with a changing temperature field in the presence of a one-dimensional periodic adiabatic potential. We show the existence of directed transport through the determination of the overall current of Brownian particles crossing the boundary of the system. With respect to the case of Brownian particles in a thermal bath, we determine a current which exhibits a contribution explicitly related to the presence of a thermal gradient. Beyond the self-consistent calculation of the temperature and probability density distribution of Brownian particles, we evaluate the energy consumption for directed transport to take place. Our description is based on Streater's model, and solutions are obtained by perturbing the system from its initial thermodynamic equilibrium state
DEPOT database: Reference manual and user's guide
International Nuclear Information System (INIS)
DEPOT has been developed to provide tracking for the Stanford Linear Collider (SLC) control system equipment. For each piece of equipment entered into the database, complete location, service, maintenance, modification, certification, and radiation exposure histories can be maintained. To facilitate data entry accuracy, efficiency, and consistency, barcoding technology has been used extensively. DEPOT has been an important tool in improving the reliability of the microsystems controlling SLC. This document describes the components of the DEPOT database, the elements in the database records, and the use of the supporting programs for entering data, searching the database, and producing reports from the information
Modeling an efficient Brownian heat engine
Asfaw, Mesfin
2008-09-01
We discuss the effect of subdividing the ratchet potential on the performance of a tiny Brownian heat engine that is modeled as a Brownian particle hopping in a viscous medium in a sawtooth potential (with or without load) assisted by alternately placed hot and cold heat baths along its path. We show that the velocity, the efficiency and the coefficient of performance of the refrigerator maximize when the sawtooth potential is subdivided into series of smaller connected barrier series. When the engine operates quasistatically, we analytically show that the efficiency of the engine can not approach the Carnot efficiency and, the coefficient of performance of the refrigerator is always less than the Carnot refrigerator due to the irreversible heat flow via the kinetic energy.
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.
On collisions of Brownian particles
Ichiba, Tomoyuki; Karatzas, Ioannis
2010-01-01
We examine the behavior of $n$ Brownian particles diffusing on the real line with bounded, measurable drift and bounded, piecewise continuous diffusion coefficients that depend on the current configuration of particles. Sufficient conditions are established for the absence and for the presence of triple collisions among the particles. As an application to the Atlas model for equity markets, we study a special construction of such systems of diffusing particles using Brownian motions with refl...
Archimedes’ principle for Brownian liquid
Burdzy, Krzysztof; Chen, Zhen-Qing; Pal, Soumik
2011-01-01
We consider a family of hard core objects moving as independent Brownian motions confined to a vessel by reflection. These are subject to gravitational forces modeled by drifts. The stationary distribution for the process has many interesting implications, including an illustration of the Archimedes' principle. The analysis rests on constructing reflecting Brownian motion with drift in a general open connected domain and studying its stationary distribution. In dimension two we utilize known ...
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.
Optimum analysis of a Brownian refrigerator.
Luo, X G; Liu, N; He, J Z
2013-02-01
A Brownian refrigerator with the cold and hot reservoirs alternating along a space coordinate is established. The heat flux couples with the movement of the Brownian particles due to an external force in the spatially asymmetric but periodic potential. After using the Arrhenius factor to describe the behaviors of the forward and backward jumps of the particles, the expressions for coefficient of performance (COP) and cooling rate are derived analytically. Then, through maximizing the product of conversion efficiency and heat flux flowing out, a new upper bound only depending on the temperature ratio of the cold and hot reservoirs is found numerically in the reversible situation, and it is a little larger than the so-called Curzon and Ahlborn COP ε(CA)=(1/√[1-τ])-1. After considering the irreversible factor owing to the kinetic energy change of the moving particles, we find the optimized COP is smaller than ε(CA) and the external force even does negative work on the Brownian particles when they jump from a cold to hot reservoir. PMID:23496491
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...
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...
Dynamics and Efficiency of Brownian Rotors
Bauer, Wolfgang R
2008-01-01
Brownian rotors play an important role in biological systems and in future nano-technological applications. However the mechanisms determining their dynamics, efficiency and performance remain to be characterized. Here the F0 portion of the F-ATP synthase is considered as a paradigm of a Brownian rotor. In a generic analytical model we analyze the stochastic rotation of F0-like motors as a function of the driving free energy difference and of the free energy profile the rotor is subjected to. The latter is composed of the rotor interaction with its surroundings, of the free energy of chemical transitions, and of the workload. The dynamics and mechanical efficiency of the rotor depends on the magnitude of its stochastic motion driven by the free energy energy difference and its rectification on the reaction-diffusion path. We analyze which free energy profiles provide maximum flow and how their arrangement on the underlying reaction-diffusion path affects rectification and -- by this -- the efficiency.
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.
Entropic forces in Brownian motion
Roos, Nico
2014-12-01
Interest in the concept of entropic forces has risen considerably since Verlinde proposed in 2011 to interpret the force in Newton's second law and gravity as entropic forces. Brownian motion—the motion of a small particle (pollen) driven by random impulses from the surrounding molecules—may be the first example of a stochastic process in which such forces are expected to emerge. In this article, it is shown that at least two types of entropic force can be identified in three-dimensional Brownian motion. This analysis yields simple derivations of known results of Brownian motion, Hooke's law, and—applying an external (non-radial) force—Curie's law and the Langevin-Debye equation.
Feynman Rules For Brownian Motion
Hatamian, S T
2003-01-01
We present a perturbation theory extending a prescription due to Feynman for computing the probability density function in Brownian-motion. The method used, can be applied to a wide variety of otherwise difficult circumstances in Brownian-motion. The exact moments and kurtosis, if not the distribution itself, for many important cases can be summed for arbitrary times. As expected, the behavior at early time regime, for the sample processes considered, deviate significantly from the usual diffusion theory; a fact with important consequences in various applications such as financial physics. A new class of functions dubbed "Damped-exponential-integrals" are also identified.
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
Some Brownian functionals and their laws
Donati-Martin, C.; Yor, M.
1997-01-01
We develop some topics about Brownian motion with a particular emphasis on the study of principal values of Brownian local times. We show some links between principal values and Doob’s $h$-transforms of Brownian motion, for nonpositive harmonic functions $h$. We also give a survey and complement some martingale approaches to Ray–Knight theorems for local times.
Ji, P; Drackley, J K; Khan, M J; Loor, J J
2014-01-01
Our objective was to determine the effects of overfeeding energy on gene expression in mesenteric (MAT), omental (OAT), and subcutaneous (SAT) adipose tissue (AT) from nonpregnant and nonlactating Holstein cows. Eighteen cows were randomly assigned to either a low energy [LE, net energy for lactation (NE(L)) = 1.35 Mcal/kg of dry matter (DM)] or high energy (HE, NE(L) = 1.62 Mcal/kg of DM) diets for 8 wk. Cows were then euthanized and subsamples of MAT, OAT, and SAT were harvested for transcript profiling via quantitative PCR of 34 genes involved in lipogenesis, triacylglycerol (TAG) synthesis, lipolysis, lactate signaling, transcription regulation, and inflammation. The interaction of dietary energy and AT depot was only significant for LPL, which indicated a consistent response among the 3 sites. The expression of key genes related to de novo fatty acid synthesis (FASN) and desaturation (SCD) was upregulated by HE compared with LE. Other genes associated with those processes, such as ACLY, ACACA, ELOVL6, FABP4, GPAM, and LPIN1, were numerically upregulated by HE. The expression of lipolytic (PNPLA2 and ABHD5) genes was upregulated and the antilypolytic lactate receptor HCAR1 was downregulated with HE compared with LE. The putative transcription regulator THRSP was upregulated and the transcription regulator PPARG tended to be upregulated by HE, whereas SREBF1 was downregulated. Among adipocytokines, HE tended to upregulate the expression of CCL2, whereas IL6R was downregulated. Overall, results indicated that overfeeding energy may increase AT mass at least in part by stimulating transcription of the network encompassing key genes associated with de novo synthesis. In response to energy overfeeding, the expression of PPARG rather than SREBF1 was closely associated with most adipogenic or lipogenic genes. However, the transcriptional activity of these regulators needs to be verified to confirm their role in the regulation of adipogenesis or lipogenesis in bovine
Quantum Brownian motion in a Landau level
Cobanera, E.; Kristel, P.; Morais Smith, C.
2016-06-01
Motivated by questions about the open-system dynamics of topological quantum matter, we investigated the quantum Brownian motion of an electron in a homogeneous magnetic field. When the Fermi length lF=ℏ /(vFmeff) becomes much longer than the magnetic length lB=(ℏc /e B ) 1 /2 , then the spatial coordinates X ,Y of the electron cease to commute, [X ,Y ] =i lB2 . As a consequence, localization of the electron becomes limited by Heisenberg uncertainty, and the linear bath-electron coupling becomes unconventional. Moreover, because the kinetic energy of the electron is quenched by the strong magnetic field, the electron has no energy to give to or take from the bath, and so the usual connection between frictional forces and dissipation no longer holds. These two features make quantum Brownian motion topological, in the regime lF≫lB , which is at the verge of current experimental capabilities. We model topological quantum Brownian motion in terms of an unconventional operator Langevin equation derived from first principles, and solve this equation with the aim of characterizing diffusion. While diffusion in the noncommutative plane turns out to be conventional, with the mean displacement squared being proportional to tα and α =1 , there is an exotic regime for the proportionality constant in which it is directly proportional to the friction coefficient and inversely proportional to the square of the magnetic field: in this regime, friction helps diffusion and the magnetic field suppresses all fluctuations. We also show that quantum tunneling can be completely suppressed in the noncommutative plane for suitably designed metastable potential wells, a feature that might be worth exploiting for storage and protection of quantum information.
Brownian shape dynamics in fission
Randrup Jørgen; Möller Peter
2013-01-01
It was recently shown that remarkably accurate fission-fragment mass distributions are obtained by treating the nuclear shape evolution as a Brownian walk on previously calculated five-dimensional potentialenergy surfaces; the current status of this novel method is described here.
Brownian shape dynamics in fission
Directory of Open Access Journals (Sweden)
Randrup Jørgen
2013-12-01
Full Text Available It was recently shown that remarkably accurate fission-fragment mass distributions are obtained by treating the nuclear shape evolution as a Brownian walk on previously calculated five-dimensional potentialenergy surfaces; the current status of this novel method is described here.
Perturbative theory for Brownian vortexes.
Moyses, Henrique W; Bauer, Ross O; Grosberg, Alexander Y; Grier, David G
2015-06-01
Brownian vortexes are stochastic machines that use static nonconservative force fields to bias random thermal fluctuations into steadily circulating currents. The archetype for this class of systems is a colloidal sphere in an optical tweezer. Trapped near the focus of a strongly converging beam of light, the particle is displaced by random thermal kicks into the nonconservative part of the optical force field arising from radiation pressure, which then biases its diffusion. Assuming the particle remains localized within the trap, its time-averaged trajectory traces out a toroidal vortex. Unlike trivial Brownian vortexes, such as the biased Brownian pendulum, which circulate preferentially in the direction of the bias, the general Brownian vortex can change direction and even topology in response to temperature changes. Here we introduce a theory based on a perturbative expansion of the Fokker-Planck equation for weak nonconservative driving. The first-order solution takes the form of a modified Boltzmann relation and accounts for the rich phenomenology observed in experiments on micrometer-scale colloidal spheres in optical tweezers. PMID:26172698
Najafi, Amin
2014-05-01
Using the Monte Carlo simulations, we have calculated mean-square fluctuations in statistical mechanics, such as those for colloids energy configuration are set on square 2D periodic substrates interacting via a long range screened Coulomb potential on any specific and fixed substrate. Random fluctuations with small deviations from the state of thermodynamic equilibrium arise from the granular structure of them and appear as thermal diffusion with Gaussian distribution structure as well. The variations are showing linear form of the Fluctuation-Dissipation Theorem on the energy of particles constitutive a canonical ensemble with continuous diffusion process of colloidal particle systems. The noise-like variation of the energy per particle and the order parameter versus the Brownian displacement of sum of large number of random steps of particles at low temperatures phase are presenting a markovian process on colloidal particles configuration, too.
International Nuclear Information System (INIS)
Using the Monte Carlo simulations, we have calculated mean-square fluctuations in statistical mechanics, such as those for colloids energy configuration are set on square 2D periodic substrates interacting via a long range screened Coulomb potential on any specific and fixed substrate. Random fluctuations with small deviations from the state of thermodynamic equilibrium arise from the granular structure of them and appear as thermal diffusion with Gaussian distribution structure as well. The variations are showing linear form of the Fluctuation-Dissipation Theorem on the energy of particles constitutive a canonical ensemble with continuous diffusion process of colloidal particle systems. The noise-like variation of the energy per particle and the order parameter versus the Brownian displacement of sum of large number of random steps of particles at low temperatures phase are presenting a markovian process on colloidal particles configuration, too.
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.
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.
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...
Hänggi, Peter; Marchesoni, Fabio
2005-01-01
In the year 1905 Albert Einstein published four papers that raised him to a giant in the history of science of all times. These works encompass the photon hypothesis (for which he obtained the Nobel prize in 1921), his first two papers on (special) relativity theory and, of course, his first paper on Brownian motion, entitled "\\"Uber die von der molekularkinetischen Theorie der W\\"arme geforderte Bewegung von in ruhenden Fl\\"ussigkeiten suspendierten Teilchen'' (submitted on May 11, 1905). Th...
Cooperative Transport of Brownian Particles
Derenyi, Imre; Vicsek, Tamas
1998-01-01
We consider the collective motion of finite-sized, overdamped Brownian particles (e.g., motor proteins) in a periodic potential. Simulations of our model have revealed a number of novel cooperative transport phenomena, including (i) the reversal of direction of the net current as the particle density is increased and (ii) a very strong and complex dependence of the average velocity on both the size and the average distance of the particles.
Kingman's coalescent and Brownian motion
Berestycki, J.; Berestycki, N
2009-01-01
We describe a simple construction of Kingman's coalescent in terms of a Brownian excursion. This construction is closely related to, and sheds some new light on, earlier work by Aldous and Warren. Our approach also yields some new results: for instance, we obtain the full multifractal spectrum of Kingman's coalescent. This complements earlier work on Beta-coalescents by the authors and Schweinsberg. Surprisingly, the thick part of the spectrum is not obtained by taking the limit as $\\alpha \\t...
Brownian Motion in Minkowski Space
Directory of Open Access Journals (Sweden)
Paul O'Hara
2015-06-01
Full Text Available We construct a model of Brownian motion in Minkowski space. There are two aspects of the problem. The first is to define a sequence of stopping times associated with the Brownian “kicks” or impulses. The second is to define the dynamics of the particle along geodesics in between the Brownian kicks. When these two aspects are taken together, the Central Limit Theorem (CLT leads to temperature dependent four dimensional distributions defined on Minkowski space, for distances and 4-velocities. In particular, our processes are characterized by two independent time variables defined with respect to the laboratory frame: a discrete one corresponding to the stopping times when the impulses take place and a continuous one corresponding to the geodesic motion in-between impulses. The subsequent distributions are solutions of a (covariant pseudo-diffusion equation which involves derivatives with respect to both time variables, rather than solutions of the telegraph equation which has a single time variable. This approach simplifies some of the known problems in this context.
Brownian ratchets and Parrondo's games
Harmer, Gregory P.; Abbott, Derek; Taylor, Peter G.; Parrondo, Juan M. R.
2001-09-01
Parrondo's games present an apparently paradoxical situation where individually losing games can be combined to win. In this article we analyze the case of two coin tossing games. Game B is played with two biased coins and has state-dependent rules based on the player's current capital. Game B can exhibit detailed balance or even negative drift (i.e., loss), depending on the chosen parameters. Game A is played with a single biased coin that produces a loss or negative drift in capital. However, a winning expectation is achieved by randomly mixing A and B. One possible interpretation pictures game A as a source of "noise" that is rectified by game B to produce overall positive drift—as in a Brownian ratchet. Game B has a state-dependent rule that favors a losing coin, but when this state dependence is broken up by the noise introduced by game A, a winning coin is favored. In this article we find the parameter space in which the paradoxical effect occurs and carry out a winning rate analysis. The significance of Parrondo's games is that they are physically motivated and were originally derived by considering a Brownian ratchet—the combination of the games can be therefore considered as a discrete-time Brownian ratchet. We postulate the use of games of this type as a toy model for a number of physical and biological processes and raise a number of open questions for future research.
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.
Martínez, Ignacio A.; Roldán, Édgar; Dinis, Luis; Petrov, Dmitri; Parrondo, Juan M.R.; Rica, Raúl A.
2014-01-01
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. Despite its poten...
Martínez, Ignacio A.; Roldán, Édgar; Dinis Vizcaíno, Luis Ignacio; Petrov, Dmitri; Rodríguez Parrondo, Juan Manuel; Rica, Raúl 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...
G- Brownian motion and Its Applications
EBRAHIMBEYGI, Atena; DASTRANJ, Elham
2015-01-01
Abstract. The concept of G-Brownian motion and G-Ito integral has been introduced by Peng. Also Ito isometry lemma is proved for Ito integral and Brownian motion. In this paper we first investigate the Ito isometry lemma for G-Brownian motion and G-Ito Integral. Then after studying of MG2,0-class functions [4], we introduce Stratonovich integral for G-Brownian motion,say G- Stratonovich integral. Then we present a special construction for G- Stratonovich integral.
Pricing European option under the time-changed mixed Brownian-fractional Brownian model
Guo, Zhidong; Yuan, Hongjun
2014-07-01
This paper deals with the problem of discrete time option pricing by a mixed Brownian-fractional subdiffusive Black-Scholes model. Under the assumption that the price of the underlying stock follows a time-changed mixed Brownian-fractional Brownian motion, we derive a pricing formula for the European call option in a discrete time setting.
Random Brownian scaling identities and splicing of Bessel processes
Pitman, Jim; Yor, Marc
1998-01-01
An identity in distribution due to Knight for Brownian motion is extended in two different ways: first by replacing the supremum of a reflecting Brownian motion by the range of an unreflected Brownian motion and second by replacing the reflecting Brownian motion by a recurrent Bessel process. Both extensions are explained in terms of random Brownian scaling transformations and Brownian excursions. The first extension is related to two different constructions of Itô’s law of ...
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. PMID:16997210
Quantum trajectories for Brownian motion
Strunz, W T; Gisin, Nicolas; Yu, T; Strunz, Walter T.; Diosi, Lajos; Gisin, Nicolas
1999-01-01
We present the stochastic Schroedinger equation for the dynamics of a quantum particle coupled to a high temperature environment and apply it the dynamics of a driven, damped, nonlinear quantum oscillator. Apart from an initial slip on the environmental memory time scale, in the mean, our result recovers the solution of the known non-Lindblad quantum Brownian motion master equation. A remarkable feature of our approach is its localization property: individual quantum trajectories remain localized wave packets for all times, even for the classically chaotic system considered here, the localization being stronger the smaller $\\hbar$.
Intersection Exponents for Planar Brownian Motion
Lawler, Gregory F.; Werner, Wendelin
1999-01-01
We derive properties concerning all intersection exponents for planar Brownian motion and we define generalized exponents that, loosely speaking, correspond to noninteger numbers of Brownian paths. Some of these properties lead to general conjectures concerning the exact value of these exponents.
Nonlinear Brownian motion - mean square displacement
Directory of Open Access Journals (Sweden)
W.Ebeling
2004-01-01
Full Text Available The stochastic dynamics of self-propelled Brownian particles is studied by means of the Langevin and the Fokker-Planck approach. We model the driving by a nonlinear friction function which has a negative part at small velocities, leading to active Brownian motion of the particles. The mean square displacement is estimated analytically and compared with numerical simulations.
Dimensional Properties of Fractional Brownian Motion
Institute of Scientific and Technical Information of China (English)
Dong Sheng WU; Yi Min XIAO
2007-01-01
Let Bα = {Bα(t),t ∈ RN} be an (N,d)-fractional Brownian motion with Hurst index α∈ (0, 1). By applying the strong local nondeterminism of Bα, we prove certain forms of uniform Hausdorff dimension results for the images of Bα when N > αd. Our results extend those of Kaufman for one-dimensional Brownian motion.
Breast cancer and depot-medroxyprogesterone acetate
1985-01-01
The preliminary results of a study of the incidence of breast cancer in relation to use of depot-medroxyprogesterone acetate (DMPA) are presented. The findings are based on data from three participating centres in Thailand, and one each in Kenya and Mexico. A relative risk for breast cancer of 0.7 was observed in women who had ever used DMPA; this was not statistically significant. Although no consistent decrease in risk with duration of use was observed, the lowest relative risk (0.5) was ob...
Architecture Study for a Fuel Depot Supplied from Lunar Resources
Perrin, Thomas M.
2016-01-01
Heretofore, discussions of space fuel depots assumed the depots would be supplied from Earth. However, the confirmation of deposits of water ice at the lunar poles in 2009 suggests the possibility of supplying a space depot with liquid hydrogen/liquid oxygen produced from lunar ice. This architecture study sought to determine the optimum architecture for a fuel depot supplied from lunar resources. Four factors - the location of propellant processing (on the Moon or on the depot), the location of the depot (on the Moon or in cislunar space), and if in cislunar space, where (LEO, GEO, or Earth-Moon L1), and the method of propellant transfer (bulk fuel or canister exchange) were combined to identify 18 potential architectures. Two design reference missions (DRMs) - a satellite servicing mission and a cargo mission to Mars - were used to create demand for propellants, while a third DRM - a propellant delivery mission - was used to examine supply issues. The architectures were depicted graphically in a network diagram with individual segments representing the movement of propellant from the Moon to the depot, and from the depot to the customer
Brownian colloids in underdamped and overdamped regimes with nonhomogeneous temperature
Sancho, J. M.
2015-12-01
The motion of Brownian particles when temperature is spatially dependent is studied by stochastic simulations and theoretical analysis. Nonequilibrium steady probability distributions Ps t(z ,v ) for both underdamped and overdamped regimes are analyzed. The existence of local kinetic energy equipartition theorem is also discussed. The transition between both regimes is characterized by a dimensionless friction parameter. This study is applied to three physical systems of colloidal particles.
A multiscale guide to Brownian motion
Grebenkov, Denis S.; Belyaev, Dmitry; Jones, Peter W.
2016-01-01
We revise the Lévy construction of Brownian motion as a simple though rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based ‘geometrical features’ at multiple length scales with random weights. Such a wavelet representation gives a closed formula mapping of the unit interval onto the functional space of Brownian paths. This formula elucidates many classical results about Brownian motion (e.g., non-differentiability of its path), providing an intuitive feeling for non-mathematicians. The illustrative character of the wavelet representation, along with the simple structure of the underlying probability space, is different from the usual presentation of most classical textbooks. Similar concepts are discussed for the Brownian bridge, fractional Brownian motion, the Ornstein-Uhlenbeck process, Gaussian free fields, and fractional Gaussian fields. Wavelet representations and dyadic decompositions form the basis of many highly efficient numerical methods to simulate Gaussian processes and fields, including Brownian motion and other diffusive processes in confining domains.
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.
Brownian motion meets Riemann curvature
International Nuclear Information System (INIS)
The general covariance of the diffusion equation is exploited in order to explore the curvature effects appearing in Brownian motion over a d-dimensional curved manifold. We use the local frame defined by the so-called Riemann normal coordinates to derive a general formula for the mean-square geodesic distance (MSD) at the short-time regime. This formula is written in terms of O(d) invariants that depend on the Riemann curvature tensor. We study the n-dimensional sphere case to validate these results. We also show that the diffusion for positive constant curvature is slower than the diffusion in a plane space, while the diffusion for negative constant curvature turns out to be faster. Finally the two-dimensional case is emphasized, as it is relevant for single-particle diffusion on biomembranes
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.
The open quantum Brownian motions
International Nuclear Information System (INIS)
Using quantum parallelism on random walks as the original seed, we introduce new quantum stochastic processes, the open quantum Brownian motions. They describe the behaviors of quantum walkers—with internal degrees of freedom which serve as random gyroscopes—interacting with a series of probes which serve as quantum coins. These processes may also be viewed as the scaling limit of open quantum random walks and we develop this approach along three different lines: the quantum trajectory, the quantum dynamical map and the quantum stochastic differential equation. We also present a study of the simplest case, with a two level system as an internal gyroscope, illustrating the interplay between the ballistic and diffusive behaviors at work in these processes. Notation Hz: orbital (walker) Hilbert space, CZ in the discrete, L2(R) in the continuum Hc: internal spin (or gyroscope) Hilbert space Hsys=Hz⊗Hc: system Hilbert space Hp: probe (or quantum coin) Hilbert space, Hp=C2 ρttot: density matrix for the total system (walker + internal spin + quantum coins) ρ-bar t: reduced density matrix on Hsys: ρ-bar t=∫dxdy ρ-bar t(x,y)⊗|x〉z〈y| ρ-hat t: system density matrix in a quantum trajectory: ρ-hat t=∫dxdy ρ-hat t(x,y)⊗|x〉z〈y|. If diagonal and localized in position: ρ-hat t=ρt⊗|Xt〉z〈Xt| ρt: internal density matrix in a simple quantum trajectory Xt: walker position in a simple quantum trajectory Bt: normalized Brownian motion ξt, ξt†: quantum noises (paper)
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.
Hyun-Jeong Lee; Mi Jang; Hyeongmin (Christian) Kim; Woori Kwak; Woncheoul Park; Jae Yeon Hwang; Chang-Kyu Lee; Gul Won Jang; Mi Na Park; Hyeong-Cheol Kim; Jin Young Jeong; Kang Seok Seo; Heebal Kim; Seoae Cho; Bo-Young Lee
2013-01-01
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 ...
Anomalous Brownian motion and viscoelasticity of the ear's mechanoelectrical transducer
Andor-Ardó, Daniel; Kozlov, Andrei; Hudspeth, A. J.
2009-03-01
The Brownian motion of a particle in a complex environment is known to display anomalous power-law scaling in which the mean squared displacement is proportional to a fractional power of time. Using laser interferometry and analytical methods of microrheology, we examine nanometer-scale thermal motions of hair bundles in the internal ear and show that these cellular organelles undergo fractional Brownian motion. This anomalous scaling is caused by viscoelasticity of the gating springs, elements that transmit energy in a sound to the mechanosensitive ion channels. These results demonstrate a connection between rheology and auditory physiology, and indicate that statistical properties of the thermal noise in the ear can be determined by dynamics of a small number of key molecules.
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
Onsager coefficients of a Brownian Carnot cycle
Izumida, Yuki; Okuda, Koji
2010-01-01
We study a Brownian Carnot cycle introduced by T. Schmiedl and U. Seifert [Europhys. Lett. \\textbf{81}, 20003 (2008)] from a viewpoint of the linear irreversible thermodynamics. By considering the entropy production rate of this cycle, we can determine thermodynamic forces and fluxes of the cycle and calculate the Onsager coefficients for general protocols, that is, arbitrary schedules to change the potential confining the Brownian particle. We show that these Onsager coefficients contain the...
Dynamical 3-Space: Anisotropic Brownian Motion Experiment
Cahill R. T.
2015-01-01
In 2014 Jiapei Dai reported evidence of anisotropic Brownian motion of a toluidine blue colloid solution in water. In 2015 Felix Scholkmann analysed the Dai data and detected a sidereal time dependence, indicative of a process driving the preferred Brownian mo- tion diffusion direction to a star-based preferred direction. Here we further analyse the Dai data and extract the RA and Dec of that preferred direction, and relate the data to previous determinations from NASA Spacecr...
A comparison of two depot injection techniques.
Mac Gabhann, L
In the study reported in this article, the researchers attempted to raise awareness among practitioners of the importance of intramuscular drug administration technique in reducing injection site complications following antipsychotic depot injections. They also aimed to improve and expand the scope of present practice by comparing the effect of two accepted techniques, the 'air bubble' and 'Z-track' on these complications, and demonstrate that the air bubbles technique is more effective in reducing seepage and causes less discomfort. A 'within subjects' design was used, and Likert scales for scoring subjective and objective assessment of complications were established and scored at each injection. The study showed that there was no significant difference between the effects of either technique. PMID:9732632
Examination of adipose depot-specific PPAR moieties
International Nuclear Information System (INIS)
Molecular mechanisms of peroxisome proliferator activated receptors (PPARs) are being defined rapidly, as illustrated by the volume of papers published. Much of the research is directed towards a clinical end-point/application; however, the non-homogeneous nature of adipose depots in laboratory animals is spurring similar research in domestic meat animals (such as beef cattle). Moreover, the size of adipose depots in meat animals remains an attractive feature for using them to obtain cells for PPAR research. Examination of meat-animal depot-specific PPAR moieties may provide novel information about adipocyte regulation that might be extrapolated to all animals.
Examination of adipose depot-specific PPAR moieties
Energy Technology Data Exchange (ETDEWEB)
Dodson, M.V., E-mail: dodson@wsu.edu [Department of Animal Sciences, Washington State University, Pullman, WA 99164 (United States); Vierck, J.L. [Department of Animal Sciences, Washington State University, Pullman, WA 99164 (United States); Hausman, G.J. [USDA-ARS, Richard B. Russell Agricultural Research Station, Athens, GA 30604 (United States); Guan, L.L. [Department of Agricultural, Food and Nutritional Science, University of Alberta, Edmonton, Alberta, T6G 2P5 Canada (Canada); Fernyhough, M.E. [The Hartz Mountain Corporation, Secaucus, NJ 07094 (United States); Poulos, S.P. [The Coca-Cola Company, Research and Technology, Atlanta, GA 30313 (United States); Mir, P.S. [Agriculture and Agri-Food Canada Research Centre, Lethbridge, CA T1J 4B1 (United States); Jiang, Z. [Department of Animal Sciences, Washington State University, Pullman, WA 99164 (United States)
2010-04-02
Molecular mechanisms of peroxisome proliferator activated receptors (PPARs) are being defined rapidly, as illustrated by the volume of papers published. Much of the research is directed towards a clinical end-point/application; however, the non-homogeneous nature of adipose depots in laboratory animals is spurring similar research in domestic meat animals (such as beef cattle). Moreover, the size of adipose depots in meat animals remains an attractive feature for using them to obtain cells for PPAR research. Examination of meat-animal depot-specific PPAR moieties may provide novel information about adipocyte regulation that might be extrapolated to all animals.
DEPOT database: Reference manual and user's guide
Energy Technology Data Exchange (ETDEWEB)
Clancey, P.; Logg, C.
1991-03-01
DEPOT has been developed to provide tracking for the Stanford Linear Collider (SLC) control system equipment. For each piece of equipment entered into the database, complete location, service, maintenance, modification, certification, and radiation exposure histories can be maintained. To facilitate data entry accuracy, efficiency, and consistency, barcoding technology has been used extensively. DEPOT has been an important tool in improving the reliability of the microsystems controlling SLC. This document describes the components of the DEPOT database, the elements in the database records, and the use of the supporting programs for entering data, searching the database, and producing reports from the information.
Coulomb Friction Driving Brownian Motors
International Nuclear Information System (INIS)
We review a family of models recently introduced to describe Brownian motors under the influence of Coulomb friction, or more general non-linear friction laws. It is known that, if the heat bath is modeled as the usual Langevin equation (linear viscosity plus white noise), additional non-linear friction forces are not sufficient to break detailed balance, i.e. cannot produce a motor effect. We discuss two possibile mechanisms to elude this problem. A first possibility, exploited in several models inspired to recent experiments, is to replace the heat bath's white noise by a “collisional noise”, that is the effect of random collisions with an external equilibrium gas of particles. A second possibility is enlarging the phase space, e.g. by adding an external potential which couples velocity to position, as in a Klein—Kramers equation. In both cases, non-linear friction becomes sufficient to achieve a non-equilibrium steady state and, in the presence of an even small spatial asymmetry, a motor effect is produced. (general)
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.
Adipose tissue depot specific differences of PLIN protein content in endurance trained rats.
Ramos, Sofhia V; Turnbull, Patrick C; MacPherson, Rebecca E K
2016-01-01
Adipose tissue is classified as either white (WAT) or brown (BAT) and differs not only by anatomical location but also in function. WAT is the main source of stored energy and releases fatty acids in times of energy demand, whereas BAT plays a role in regulating non-shivering thermogenesis and oxidizes fatty acids released from the lipid droplet. The PLIN family of proteins has recently emerged as being integral in the regulation of fatty acid storage and release in adipose tissue. Previous work has demonstrated that PLIN protein content varies among adipose tissue depots, however an examination of endurance training-induced depot specific changes in PLIN protein expression has yet to be done. Male Sprague-dawley rats (n = 10) underwent 8-weeks of progressive treadmill training (18-25 m/min for 30-60 min at 10% incline) or remained sedentary as control. Following training, under isoflurane induced anesthesia epidydmal (eWAT), inguinal subcutaneous (iWAT) and intrascapular brown adipose tissue (BAT) was excised, and plasma was collected. Endurance training resulted in an increase in BAT PLIN5 and iWAT PLIN3 content, while there was no difference in PLIN protein content in endurance trained eWAT. Interestingly, endurance training resulted in a robust increase in ATGL and CGI-58 in eWAT alone. Together these results suggest the potential of a depot specific function of PLIN3 and PLIN5 in adipose tissue in response to endurance training. PMID:27386161
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...
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
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 ...
Engineering Autonomous Chemomechanical Nanomachines Using Brownian Ratchets
Lavella, Gabriel
Nanoscale machines which directly convert chemical energy into mechanical work are ubiquitous in nature and are employed to perform a diverse set of tasks such as transporting molecules, maintaining molecular gradients, and providing motion to organisms. Their widespread use in nature suggests that large technological rewards can be obtained by designing synthetic machines that use similar mechanisms. This thesis addresses the technological adaptation of a specific mechanism known as the Brownian ratchet for the design of synthetic autonomous nanomachines. My efforts were focused more specifically on synthetic chemomechanical ratchets which I deem will be broadly applicable in the life sciences. In my work I have theoretically explored the biophysical mechanisms and energy landscapes that give rise to the ratcheting phenomena and devised devices that operate off these principles. I demonstrate two generations of devices that produce mechanical force/deformation in response to a user specified ligand. The first generation devices, fabricatied using a combination nanoscale lithographic processes and bioconjugation techniques, were used to provide evidence that the proposed ratcheting phenomena can be exploited in synthetic architectures. Second generation devices fabricated using self-assembled DNA/hapten motifs were constructed to gain a precise understanding of ratcheting dynamics and design constraints. In addition, the self-assembled devices enabled fabrication en masse, which I feel will alleviate future experimental hurdles in analysis and facilitate its adaptation to technologies. The product of these efforts is an architecture that has the potential to enable numerous technologies in biosensing and drug delivery. For example, the coupling of molecule-specific actuation to the release of drugs or signaling molecules from nanocapsules or porous materials could be transformative. Such architectures could provide possible avenues to pressing issues in biology and
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
Quantum correlations from Brownian diffusion of chaotic level-spacings
Evangelou, S N
2004-01-01
Quantum chaos is linked to Brownian diffusion of the underlying quantum energy level-spacing sequences. The level-spacings viewed as functions of their order execute random walks which imply uncorrelated random increments of the level-spacings while the integrability to chaos transition becomes a change from Poisson to Gauss statistics for the level-spacing increments. This universal nature of quantum chaotic spectral correlations is numerically demonstrated for eigenvalues from random tight binding lattices and for zeros of the Riemann zeta function.
Generalized Einstein Relation for Brownian Motion in Tilted Periodic Potential
Sakaguchi, Hidetsugu
2006-01-01
A generalized Einstein relation is studied for Brownian motion in a tilted potential. The exact form of the diffusion constant of the Brownian motion is compared with the generalized Einstein relation. The generalized Einstein relation is a good approximation in a parameter range where the Brownian motion exhibits stepwise motion.
Kolmogorov complexity and the geometry of Brownian motion
Fouche, Willem L.
2014-01-01
In this paper, we continue the study of the geometry of Brownian motions which are encoded by Kolmogorov-Chaitin random reals (complex oscillations). We unfold Kolmogorov-Chaitin complexity in the context of Brownian motion and specifically to phenomena emerging from the random geometric patterns generated by a Brownian motion.
Magnetization direction in the Heisenberg model exhibiting fractional Brownian motion
DEFF Research Database (Denmark)
Zhang, Zhengping; Mouritsen, Ole G.; Zuckermann, Martin J.
1993-01-01
ferromagnetic phase characterizing fractional Brownian motion, whereas a value H congruent-to 0. 5, reflecting ordinary Brownian motion, applies in the paramagnetic phase. A field-induced crossover from fractional to ordinary Brownian motion has been observed in the ferromagnetic phase....
Directory of Open Access Journals (Sweden)
Zemin Ding, Lingen Chen, Yanlin Ge, Fengrui Sun
2015-01-01
Full Text Available On the basis of a generalized model of irreversible thermal Brownian refrigerator, the Onsager coefficients and the analytical expressions for maximum coefficient of performance (COP and the COP at maximum cooling load are derived by using the theory of linear irreversible thermodynamics (LIT. The influences of heat leakage and the heat flow via the kinetic energy change of the particles on the LIT performance of the refrigerator are analyzed. It is shown that when the two kinds of irreversible heat flows are ignored, the Brownian refrigerator is built with the condition of tight coupling between fluxes and forces and it will operate in a reversible regime with zero entropy generation. Moreover, the results obtained by using the LIT theory are compared with those obtained by using the theory of finite time thermodynamics (FTT. It is found that connection between the LIT and FTT performances of the refrigerator can be interpreted by the coupling strength, and the theory of LIT and FTT can be used in a complementary way to analyze in detail the performance of the irreversible thermal Brownian refrigerators. Due to the consideration of several irreversibilities in the model, the results obtained about the Brownian refrigerator are of general significance and can be used to analyze the performance of several different kinds of Brownian refrigerators.
Altintas, Ersin; Böhringer, Karl F.; Fujita, Hiroyuki
2008-11-01
Nanosystems operating in liquid media may suffer from random Brownian motion due to thermal fluctuations. Biomolecular motors exploit these random fluctuations to generate a controllable directed movement. Inspired by nature, we proposed and realized a nano-system based on Brownian motion of nanobeads for linear transport in microfluidic channels. The channels limit the degree-of-freedom of the random motion of beads into one dimension, which was rectified by a three-phase dielectrophoretic ratchet biasing the spatial probability distribution of the nanobead towards the transportation direction. We micromachined the proposed device and experimentally traced the rectified motion of nanobeads and observed the shift in the bead distribution as a function of applied voltage. We identified three regions of operation; (1) a random motion region, (2) a Brownian motor region, and (3) a pure electric actuation region. Transportation in the Brownian motor region required less applied voltage compared to the pure electric transport.
Planar aggregation and the coalescing Brownian flow
Norris, James; Turner, Amanda
2008-01-01
We study a scaling limit associated to a model of planar aggregation. The model is obtained by composing certain independent random conformal maps. The evolution of harmonic measure on the boundary of the cluster is shown to converge to the coalescing Brownian flow.
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 motion an introduction to stochastic processes
Schilling, René L; Böttcher, Björn
2014-01-01
Stochastic processes occur everywhere in sciences and engineering, and need to be understood by applied mathematicians, engineers and scientists alike. This is a first course introducing the reader gently to the subject. Brownian motions are a stochastic process, central to many applications and easy to treat.
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
Millen, J; Deesuwan, T; Barker, P; Anders, J
2014-06-01
Einstein realized that the fluctuations of a Brownian particle can be used to ascertain the properties of its environment. A large number of experiments have since exploited the Brownian motion of colloidal particles for studies of dissipative processes, providing insight into soft matter physics and leading to applications from energy harvesting to medical imaging. Here, we use heated optically levitated nanospheres to investigate the non-equilibrium properties of the gas surrounding them. Analysing the sphere's Brownian motion allows us to determine the temperature of the centre-of-mass motion of the sphere, its surface temperature and the heated gas temperature in two spatial dimensions. We observe asymmetric heating of the sphere and gas, with temperatures reaching the melting point of the material. This method offers opportunities for accurate temperature measurements with spatial resolution on the nanoscale, and provides a means for testing non-equilibrium thermodynamics. PMID:24793558
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.
DEPOT: Database for electronics parts and other things
Energy Technology Data Exchange (ETDEWEB)
Logg, C.A.; Clancey, P.W.; Crane, G.
1990-01-01
DEPOT has been developed to provide tracking for the Stanford Linear Collider (SLC) control system equipment. For each piece of equipment entered in the database, a complete service, maintenance, modification, certification, location history, and, optionally, a radiation exposure history, can be maintained. To facilitate data entry accuracy, efficiency, and consistency, barcoding technology has been used extensively. DEPOT has been an important tool in improving the reliability of the microsystems controlling SLC. It is now being adopted by other systems at SLAC. 6 refs., 6 figs.
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.
Pharmacokinetics of depot medroxyprogesterone acetate contraception.
Mishell, D R
1996-05-01
Depot medroxyprogesterone acetate (DMPA) is an aqueous suspension of 17-acetoxy 6-methyl progestin administered by intramuscular injection for long-term contraception. This highly effective injectable formulation of medroxyprogesterone acetate (MPA) has a prolonged duration of action since the progestin is released slowly from the muscle. MPA is detected in the serum within 30 minutes after an injection of 150 mg. Serum concentrations vary between individual women but generally plateau at about 1.0 ng/mL for about three months, after which there is a gradual decline. In some women, MPA can be detected in the serum for as long as nine months after a single injection of 150 mg. The circulating MPA initially inhibits the midcycle leutinizing hormone (LH) peak, but LH and follicle stimulating hormone (FSH) levels remain in the range of those for the luteal phase of a pretreatment control cycle. Since ovulation is inhibited, serum progesterone levels remain low (< 0.4 ng/mL) for several months following an injection of DMPA. When MPA levels fall below 0.1 ng/mL, ovulation resumes. Thus, return to fertility is delayed for several months if a woman wishes to conceive after receiving one or more injections of DMPA. Following an injection of DMPA, serum estradiol levels initially are in the early to midfollicular phase range (mean approximately 50 pg/nL). Serum estradiol levels begin to rise about four months after a single injection when MPA levels fall below 0.5 ng/mL. For women who have used DMPA for several years, serum estradiol levels range between 10 and 92 pg/mL, with mean levels of about 40 pg/mL. Despite these low levels of estradiol, hot flushes are a rare event, and the vaginal epithelium remains moist and well rugated. Women using DMPA for several years do not observe a change in breast size. DMPA causes the endometrium to become atrophic, with small, straight endometrial glands and decidualized stroma. The cervical mucus remains thick and viscid. DMPA is a
Adipose tissue development in extramuscular and intramuscular depots in meat animals
The cellular and metabolic aspects of developing intramuscular adipose tissue and other adipose tissue depots have been studied including examination of the expression of a number of genes. Depot dependent or depot “marker” genes such as stearoyl-CoA desaturase and leptin for subcutaneous adipose ti...
Brownian Thermal Noise in Multilayer Coated Mirrors
Hong, Ting; Gustafson, Eric K; Adhikari, Rana X; Chen, Yanbei
2012-01-01
We analyze the Brownian thermal noise of a multi-layer dielectric coating, used in high-precision optical measurements including interferometric gravitational-wave detectors. We assume the coating material to be isotropic, and therefore study thermal noises arising from shear and bulk losses of the coating materials. We show that coating noise arises not only from layer thickness fluctuations, but also from fluctuations of the interface between the coating and substrate, driven by internal fluctuating stresses of the coating. In addition, the non-zero photoeleastic coefficients of the thin films modifies the influence of the thermal noise on the laser field. The thickness fluctuations of different layers are statistically independent, however, there exists a finite coherence between layers and the substrate-coating interface. Taking into account uncertainties in material parameters, we show that significant uncertainties still exist in estimating coating Brownian noise.
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.
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 thermal noise in multilayer coated mirrors
Hong, Ting; Yang, Huan; Gustafson, Eric K.; Adhikari, Rana X.; Chen, Yanbei
2013-04-01
We analyze the Brownian thermal noise of a multilayer dielectric coating used in high-precision optical measurements, including interferometric gravitational-wave detectors. We assume the coating material to be isotropic, and therefore study thermal noises arising from shear and bulk losses of the coating materials. We show that coating noise arises not only from layer thickness fluctuations, but also from fluctuations of the interface between the coating and substrate, driven by fluctuating shear stresses of the coating. Although thickness fluctuations of different layers are statistically independent, there exists a finite coherence between the layers and the substrate-coating interface. In addition, photoelastic coefficients of the thin layers (so far not accurately measured) further influence the thermal noise, although at a relatively low level. Taking into account uncertainties in material parameters, we show that significant uncertainties still exist in estimating coating Brownian noise.
Speckle Patterns and 2-Dimensional Brownian Motion
International Nuclear Information System (INIS)
We present the results of a Monte Carlo simulation of Brownian Motion on a 2-dimensional lattice with nearest-neighbor interactions described by a linear model. These nearest-neighbor interactions lead to a spatial variance structure on the lattice. The resulting Brownian pattern fluctuates in value from point to point in a manner characteristic of a stationary stochastic process. The value at a lattice point is interpreted as an intensity level. The difference in values in neighboring cells produces a fluctuating intensity pattern on the lattice. Changing the size of the mesh changes the relative size of the speckles. Increasing the mesh size tends to average out the intensity in the direction of the mean of the stationary process. (Author)
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.
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.
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, emulsions, flocculation, air pollution, soot formation, materials manufacture and growth of interstellar dust, to name a few of its applications. With continuous progress in particulate matter processing...
Holographic Brownian Motion at Finite Density
Banerjee, Pinaki
2015-01-01
We study holographic Brownian motion of a heavy charged particle at zero and small (but finite) temperature in presence of finite density. We are primarily interested in the dynamics at (near) zero temperature which is holographically described by motion of a fundamental string in an (near-) extremal RN black hole. We compute analytically the functional form of retarded Green's function and also compare that numerically at leading order in small frequency.
Frustrated Brownian Motion of Nonlocal Solitary Waves
International Nuclear Information System (INIS)
We investigate the evolution of solitary waves in a nonlocal medium in the presence of disorder. By using a perturbational approach, we show that an increasing degree of nonlocality may largely hamper the Brownian motion of self-trapped wave packets. The result is valid for any kind of nonlocality and in the presence of nonparaxial effects. Analytical predictions are compared with numerical simulations based on stochastic partial differential equations.
The quantum brownian particle and memory effects
International Nuclear Information System (INIS)
The Quantum Brownian particle, immersed in a heat bath, is described by a statistical operator whose evolution is ruled by a Generalized Master Equation (GME). The heat bath degrees of freedom are considered to be either white noise or coloured noise correlated,while the GME is considered under either the Markov or Non-Markov approaches. The comparison between these considerations are fully developed and their physical meaning is discussed. (author)
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 scales the particles are slowed down as a result of trapping in elastic cages formed by the polymer chains, while at longer times the motion is diffusive again, but with a much smaller diffusion c...
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.
Simultaneous magnetic resonance imaging and pharmacokinetic analysis of intramuscular depots.
Probst, Mareike; Kühn, Jens-Peter; Scheuch, Eberhard; Seidlitz, Anne; Hadlich, Stefan; Evert, Katja; Oswald, Stefan; Siegmund, Werner; Weitschies, Werner
2016-04-10
The present pilot study introduces a method that might give novel insights in drug absorption processes from intramuscularly administered depots. An oily suspension or an aqueous solution of paracetamol (6 mg/kg body mass), prednisolone or its hemisuccinate sodium salt for the aqueous solutions (10mg/kg body mass) or diclofenac (10mg/kg body mass) was injected into the muscle tissue of the hind leg of female Lewis-rats (n=47). For the oily suspensions the micronized particles were suspended in medium-chain triglycerides. The aqueous solutions were buffered to a pH of 7.4 ± 0.5. Polyethylene glycol was added as a cosolvent in the formulations containing paracetamol (acetaminophen) and diclofenac and sodium chloride was added to the aqueous solutions of prednisolone hemisuccinate sodium to achieve nearly isotonic formulations. The formed depot was visualized by magnetic resonance imaging (MRI) and characterized with regard to volume and surface area. A 7 T-small animal scanner was used and T1-weighted and T2-weighted sequences including a fat saturation were performed. Simultaneously blood samples were taken and the drugs were quantitatively analyzed. The water based solvent and the oily dispersion agent were visible in the MRI images without the use of contrast agents. Since a free hand injection mostly led to an application directly into the fascia, resulting in a fast removal of the depot, MRI-guided injection was conducted. Comparing pharmacokinetic data with MRI data it was observed that maximal blood levels occurred before the solvent and the dispersion agent were removed from the muscle tissue. Thus, the drug is not absorbed together with the depot. Furthermore, no correlation was found between the shape of the depot and the rate of absorption. Consequently, a higher surface area or volume of the depot did not result in a faster release or absorption of the drugs from the tested formulations. In contrast to the paracetamol and prednisolone formulations the
Intrinsic and extrinsic measurement for Brownian motion
International Nuclear Information System (INIS)
Based upon the Smoluchowski equation on curved manifolds, three physical observables are considered for Brownian displacement, namely geodesic displacement s, Euclidean displacement δR, and projected displacement δR⊥. The Weingarten–Gauss equations are used to calculate the mean-square Euclidean displacements in the short-time regime. Our findings show that from an extrinsic point of view the geometry of the space affects the Brownian motion in such a way that the particle’s diffusion is decelerated, contrasting with the intrinsic point of view where dynamics is controlled by the sign of the Gaussian curvature (Castro-Villarreal, 2010 J. Stat. Mech. P08006). Furthermore, it is possible to give exact formulas for 〈δR〉 and 〈δR2〉 on spheres and minimal surfaces, which are valid for all values of time. In the latter case, surprisingly, Brownian motion corresponds to the usual diffusion in flat geometries, albeit minimal surfaces have non-zero Gaussian curvature. Finally, the two-dimensional case is emphasized due to its close relation to surface self-diffusion in fluid membranes. (paper)
Interacting Brownian Swarms: Some Analytical Results
Directory of Open Access Journals (Sweden)
Guillaume Sartoretti
2016-01-01
Full Text Available We consider the dynamics of swarms of scalar Brownian agents subject to local imitation mechanisms implemented using mutual rank-based interactions. For appropriate values of the underlying control parameters, the swarm propagates tightly and the distances separating successive agents are iid exponential random variables. Implicitly, the implementation of rank-based mutual interactions, requires that agents have infinite interaction ranges. Using the probabilistic size of the swarm’s support, we analytically estimate the critical interaction range below that flocked swarms cannot survive. In the second part of the paper, we consider the interactions between two flocked swarms of Brownian agents with finite interaction ranges. Both swarms travel with different barycentric velocities, and agents from both swarms indifferently interact with each other. For appropriate initial configurations, both swarms eventually collide (i.e., all agents interact. Depending on the values of the control parameters, one of the following patterns emerges after collision: (i Both swarms remain essentially flocked, or (ii the swarms become ultimately quasi-free and recover their nominal barycentric speeds. We derive a set of analytical flocking conditions based on the generalized rank-based Brownian motion. An extensive set of numerical simulations corroborates our analytical findings.
Charged Brownian particles: Kramers and Smoluchowski equations and the hydrothermodynamical picture
Lagos, R. E.; Simões, Tania P.
2011-05-01
We consider a charged Brownian gas under the influence of external and non-uniform electric, magnetic and mechanical fields, immersed in a non-uniform bath temperature. With the collision time as an expansion parameter, we study the solution to the associated Kramers equation, including a linear reactive term. To the first order we obtain the asymptotic (overdamped) regime, governed by transport equations, namely: for the particle density, a Smoluchowski-reactive like equation; for the particle’s momentum density, a generalized Ohm’s-like equation; and for the particle’s energy density, a Maxwell-Cattaneo-like equation. Defining a nonequilibrium temperature as the mean kinetic energy density, and introducing Boltzmann’s entropy density via the one particle distribution function, we present a complete thermohydrodynamical picture for a charged Brownian gas. We probe the validity of the local equilibrium approximation, Onsager relations, variational principles associated to the entropy production, and apply our results to: carrier transport in semiconductors, hot carriers and Brownian motors. Finally, we outline a method to incorporate non-linear reactive kinetics and a mean field approach to interacting Brownian particles.
Depot- and sex-specific effects of maternal obesity in offspring's adipose tissue.
Lecoutre, Simon; Deracinois, Barbara; Laborie, Christine; Eberlé, Delphine; Guinez, Céline; Panchenko, Polina E; Lesage, Jean; Vieau, Didier; Junien, Claudine; Gabory, Anne; Breton, Christophe
2016-07-01
According to the Developmental Origin of Health and Disease (DOHaD) concept, alterations of nutrient supply in the fetus or neonate result in long-term programming of individual body weight (BW) setpoint. In particular, maternal obesity, excessive nutrition, and accelerated growth in neonates have been shown to sensitize offspring to obesity. The white adipose tissue may represent a prime target of metabolic programming induced by maternal obesity. In order to unravel the underlying mechanisms, we have developed a rat model of maternal obesity using a high-fat (HF) diet (containing 60% lipids) before and during gestation and lactation. At birth, newborns from obese dams (called HF) were normotrophs. However, HF neonates exhibited a rapid weight gain during lactation, a key period of adipose tissue development in rodents. In males, increased BW at weaning (+30%) persists until 3months of age. Nine-month-old HF male offspring was normoglycemic but showed mild glucose intolerance, hyperinsulinemia, and hypercorticosteronemia. Despite no difference in BW and energy intake, HF adult male offspring was predisposed to fat accumulation showing increased visceral (gonadal and perirenal) depots weights and hyperleptinemia. However, only perirenal adipose tissue depot exhibited marked adipocyte hypertrophy and hyperplasia with elevated lipogenic (i.e. sterol-regulated element binding protein 1 (Srebp1), fatty acid synthase (Fas), and leptin) and diminished adipogenic (i.e. peroxisome proliferator-activated receptor gamma (Pparγ), 11β-hydroxysteroid dehydrogenase type 1 (11β-Hds1)) mRNA levels. By contrast, very few metabolic variations were observed in HF female offspring. Thus, maternal obesity and accelerated growth during lactation program offspring for higher adiposity via transcriptional alterations of visceral adipose tissue in a depot- and sex-specific manner. PMID:27122310
Continuum limits of random matrices and the Brownian carousel
Valko, Benedek; Virag, Balint
2007-01-01
We show that at any location away from the spectral edge, the eigenvalues of the Gaussian unitary ensemble and its general beta siblings converge to Sine_beta, a translation invariant point process. This process has a geometric description in term of the Brownian carousel, a deterministic function of Brownian motion in the hyperbolic plane. The Brownian carousel, a description of the a continuum limit of random matrices, provides a convenient way to analyze the limiting point processes. We sh...
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.
Adipose tissue plasticity: how fat depots respond differently to pathophysiological cues.
Pellegrinelli, Vanessa; Carobbio, Stefania; Vidal-Puig, Antonio
2016-06-01
White adipose tissue (WAT) has key metabolic and endocrine functions and plays a role in regulating energy homeostasis and insulin sensitivity. WAT is characterised by its capacity to adapt and expand in response to surplus energy through processes of adipocyte hypertrophy and/or recruitment and proliferation of precursor cells in combination with vascular and extracellular matrix remodelling. However, in the context of sustained obesity, WAT undergoes fibro-inflammation, which compromises its functionality, contributing to increased risk of type 2 diabetes and cardiovascular diseases. Conversely, brown adipose tissue (BAT) and browning of WAT represent potential therapeutic approaches, since dysfunctional white adipocyte-induced lipid overspill can be halted by BAT/browning-mediated oxidative anti-lipotoxic effects. Better understanding of the cellular and molecular pathophysiological mechanisms regulating adipocyte size, number and depot-dependent expansion has become a focus of interest over recent decades. Here, we summarise the mechanisms contributing to adipose tissue (AT) plasticity and function including characteristics and cellular complexity of the various adipose depots and we discuss recent insights into AT origins, identification of adipose precursors, pathophysiological regulation of adipogenesis and its relation to WAT/BAT expandability in obesity and its associated comorbidities. PMID:27039901
The Onsager reciprocity relation and generalized efficiency of a thermal Brownian motor
International Nuclear Information System (INIS)
Based on a general model of Brownian motors, the Onsager coefficients and generalized efficiency of a thermal Brownian motor are calculated analytically. It is found that the Onsager reciprocity relation holds and the Onsager coefficients are not affected by the kinetic energy change due to the particle's motion. Only when the heat leak in the system is negligible can the determinant of the Onsager matrix vanish. Moreover, the influence of the main parameters characterizing the model on the generalized efficiency of the Brownian motor is discussed in detail. The characteristic curves of the generalized efficiency varying with these parameters are presented, and the maximum generalized efficiency and the corresponding optimum parameters are determined. The results obtained here are of general significance. They are used to analyze the performance characteristics of the Brownian motors operating in the three interesting cases with zero heat leak, zero average drift velocity or a linear response relation, so that some important conclusions in current references are directly included in some limit cases of the present paper. (general)
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
Lee, Hyun-Jeong; Jang, Mi; Kim, Hyeongmin; Kwak, Woori; Park, Woncheoul; Hwang, Jae Yeon; Lee, Chang-Kyu; Jang, Gul Won; Park, Mi Na; Kim, Hyeong-Cheol; Jeong, Jin Young; Seo, Kang Seok; Kim, Heebal; Cho, Seoae; Lee, Bo-Young
2013-01-01
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 depend on the
Langevin theory of anomalous Brownian motion made simple
International Nuclear Information System (INIS)
During the century from the publication of the work by Einstein (1905 Ann. Phys. 17 549) Brownian motion has become an important paradigm in many fields of modern science. An essential impulse for the development of Brownian motion theory was given by the work of Langevin (1908 C. R. Acad. Sci., Paris 146 530), in which he proposed an 'infinitely more simple' description of Brownian motion than that by Einstein. The original Langevin approach has however strong limitations, which were rigorously stated after the creation of the hydrodynamic theory of Brownian motion (1945). Hydrodynamic Brownian motion is a special case of 'anomalous Brownian motion', now intensively studied both theoretically and in experiments. We show how some general properties of anomalous Brownian motion can be easily derived using an effective method that allows one to convert the stochastic generalized Langevin equation into a deterministic Volterra-type integro-differential equation for the mean square displacement of the particle. Within the Gibbs statistics, the method is applicable to linear equations of motion with any kind of memory during the evolution of the system. We apply it to memoryless Brownian motion in a harmonic potential well and to Brownian motion in fluids, taking into account the effects of hydrodynamic memory. Exploring the mathematical analogy between Brownian motion and electric circuits, which are at nanoscales also described by the generalized Langevin equation, we calculate the fluctuations of charge and current in RLC circuits that are in contact with the thermal bath. Due to the simplicity of our approach it could be incorporated into graduate courses of statistical physics. Once the method is established, it allows bringing to the attention of students and effectively solving a number of attractive problems related to Brownian motion.
Polar Functions of Multiparameter Bifractional Brownian Sheets
Institute of Scientific and Technical Information of China (English)
Zhen-long Chen
2009-01-01
Let BH,K={BH,K(t), t ∈RN+} be an (N,d)-bifractional Brownian sheet with Hurst indices for BH,Kare investigated. The relationship between the class of continuous functions satisfying the Lipschitz condition and the class of polar-functions of BH,Kis presented. The Hausdorff dimension of the fixed points and an inequality concerning the Kolmogorov's entropy index for BH,Kare obtained. A question proposed by LeGall about the existence of no-polar, continuous functions statisfying the Holder condition is also solved.
Brownian motion of particles in nematic fluids
Yao, Xuxia; Nayani, Karthik; Park, Jung; Srinivasarao, Mohan
2011-03-01
We studied the brownian motion of both charged and neutral polystyrene particles in two nematic fluids, a thermotropic liquid crystal, E7, and a lyotropic chromonic liquid crystal, Sunset Yellow FCF (SSY). Homogeneous planar alignment of E7 was easliy achieved by using rubbed polyimide film coated on the glass. For SSY planar mondomain, we used the capillary method recently developed in our lab. By tracking a single particle, the direction dependent diffussion coefficients and Stokes drag were measured in the nematic phase and isotropic phase for both systems.
Brownian transport in corrugated channels with inertia
Ghosh, P. K.; Hänggi, P.; Marchesoni, F.; Nori, F.; Schmid, G.
2012-08-01
Transport of suspended Brownian particles dc driven along corrugated narrow channels is numerically investigated in the regime of finite damping. We show that inertial corrections cannot be neglected as long as the width of the channel bottlenecks is smaller than an appropriate particle diffusion length, which depends on the the channel corrugation and the drive intensity. With such a diffusion length being inversely proportional to the damping constant, transport through sufficiently narrow obstructions turns out to be always sensitive to the viscosity of the suspension fluid. The inertia corrections to the transport quantifiers, mobility, and diffusivity markedly differ for smoothly and sharply corrugated channels.
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.
A Brownian model for recurrent earthquakes
Matthews, M.V.; Ellsworth, W.L.; Reasenberg, P.A.
2002-01-01
We construct a probability model for rupture times on a recurrent earthquake source. Adding Brownian perturbations to steady tectonic loading produces a stochastic load-state process. Rupture is assumed to occur when this process reaches a critical-failure threshold. An earthquake relaxes the load state to a characteristic ground level and begins a new failure cycle. The load-state process is a Brownian relaxation oscillator. Intervals between events have a Brownian passage-time distribution that may serve as a temporal model for time-dependent, long-term seismic forecasting. This distribution has the following noteworthy properties: (1) the probability of immediate rerupture is zero; (2) the hazard rate increases steadily from zero at t = 0 to a finite maximum near the mean recurrence time and then decreases asymptotically to a quasi-stationary level, in which the conditional probability of an event becomes time independent; and (3) the quasi-stationary failure rate is greater than, equal to, or less than the mean failure rate because the coefficient of variation is less than, equal to, or greater than 1/???2 ??? 0.707. In addition, the model provides expressions for the hazard rate and probability of rupture on faults for which only a bound can be placed on the time of the last rupture. The Brownian relaxation oscillator provides a connection between observable event times and a formal state variable that reflects the macromechanics of stress and strain accumulation. Analysis of this process reveals that the quasi-stationary distance to failure has a gamma distribution, and residual life has a related exponential distribution. It also enables calculation of "interaction" effects due to external perturbations to the state, such as stress-transfer effects from earthquakes outside the target source. The influence of interaction effects on recurrence times is transient and strongly dependent on when in the loading cycle step pertubations occur. Transient effects may
Arithmetic area for m planar Brownian paths
Desbois, Jean
2012-01-01
We pursue the analysis made in [1] on the arithmetic area enclosed by m closed Brownian paths. We pay a particular attention to the random variable S{n1,n2, ...,n} (m) which is the arithmetic area of the set of points, also called winding sectors, enclosed n1 times by path 1, n2 times by path 2, ...,nm times by path m. Various results are obtained in the asymptotic limit m->infinity. A key observation is that, since the paths are independent, one can use in the m paths case the SLE information, valid in the 1-path case, on the 0-winding sectors arithmetic area.
Arithmetic area for m planar Brownian paths
Desbois, Jean; Ouvry, Stephane
2012-01-01
We pursue the analysis made in [1] on the arithmetic area enclosed by m closed Brownian paths. We pay a particular attention to the random variable S{n1,n2, ...,n} (m) which is the arithmetic area of the set of points, also called winding sectors, enclosed n1 times by path 1, n2 times by path 2, ...,nm times by path m. Various results are obtained in the asymptotic limit m->infinity. A key observation is that, since the paths are independent, one can use in the m paths case the SLE informatio...
The relativistic Brownian motion: Interdisciplinary applications
International Nuclear Information System (INIS)
Relativistic Brownian motion theory will be applied to the study of analogies between physical and economic systems, emphasizing limiting cases in which Gaussian distributions are no longer valid. The characteristic temperatures of the particles will be associated with the concept of variance, and this will allow us to choose whether the pertinent distribution is classical or relativistic, while working specific situations. The properties of particles can be interpreted as economic variables, in order to study the behavior of markets in terms of Levy financial processes, since markets behave as stochastic systems. As far as we know, the application of the Juettner distribution to the study of economic systems is a new idea.
Radiological Final Status Survey of the Hammond Depot, Hammond, Indiana
International Nuclear Information System (INIS)
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. This report provides a detailed discussion of the radiological survey planning, survey implementation, remediation, and the results for these activities supporting the conclusion that radioactive contamination previously identified at the Hammond Depot (HD) has been reduced to levels such that the site may be released without radiological restrictions. The objective of the radiological final status survey (FSS) was to obtain the data necessary to demonstrate compliance with the U.S. Nuclear Regulatory Commission (NRC)-approved site-specific derived concentration guideline levels (DCGLs) for both structural surfaces and outdoor areas (ORISE 2006a and NRC 2007). The DCGLs were modeled such that any residual licensed material would not exceed the NRC's basic dose limit for license termination of 25 millirem per year (mrem/y)
Master Environmental Plan: Fort Wingate Depot Activity, Gallup, New Mexico
Energy Technology Data Exchange (ETDEWEB)
Biang, C.A.; Yuen, C.R.; Biang, R.P.; Antonopoulos, A.A.; Ditmars, J.D.
1990-12-01
The master environmental plan is based on an environmental assessment of the areas requiring environmental evaluation (AREEs) at Fort Wingate Depot Activity near Gallup, New Mexico. The Fort Wingate Depot Activity is slated for closure under the Base Closure and Realignment Act, Public Law 100--526. The MEP assesses the current status, describes additional data requirements, recommends actions for the sites, and establishes a priority order for actions. The plan was developed so that actions comply with hazardous waste and water quality regulations of the State of New Mexico and applicable federal regulations. It contains a brief history of the site, relevant geological and hydrological information, and a description of the current status for each AREE along with a discussion of the available site-specific data that pertain to existing or potential contamination and the impact on the environment. 35 refs., 27 figs., 23 tabs.
MODERNISATION OF PASSENGERS STOCK DEPOT AT THE REGIONAL DIVISION BRASOV
Sima, Elena
2010-01-01
The purpose of this paper is to present the latest accomplishments at the Regional Division Brasov regarding the modernisation of stock depot for passengers but also future programs that will continue this process. The rolling stock used in passenger transport was followed: passenger wagons, sleeping wagons, diesel engines, electric engines. Passenger transport organization should aim the accomplishment of the following requirements: ensuring passengers’ security on the route and in stations;...
Occupational Exposure of Petroleum Depot Workers to BTEX Compounds
Directory of Open Access Journals (Sweden)
MD Seyedi
2011-12-01
Full Text Available Background: Benzene, toluene, ethylbenzene and xylene (BTEX are the most important toxic volatile compounds in the air and could be easily absorbed through the respiratory tract. In recent years, the risk of exposure to BTEX compounds, especially benzene as a carcinogen, has been considered in petroleum depot stations.Objective: To assess the occupational exposure of petroleum depot workers in Iran to BTEX compounds.Methods: After completing a questionnaire and assessing occupational exposure to BTEX compounds, 78 (46 exposed and 32 non-exposed depot workers were randomly selected to participate in this study. Air sampling and analysis of BTEX was conducted according to the NIOSH method No. 1501. Analysis of urinary hippuric acid, as an indicator of toluene exposure, was carried out according to NIOSH method No. 8300. Personal monitoring of the high exposure group to BTEX compounds was repeated to verify the results obtained in the first phase of the monitoring.Results: Among the 9 operating groups studied, occupational exposure to benzene and toluene was higher in quality control and gasoline loading operators—the median exposure ranged from 0.16 to 1.63 ppm for benzene and 0.2 to 2.72 ppm for toluene. Median exposure of other group members to BTEX compounds was below the detection limit of analytical method (0.07, 0.06, 0.05, and 0.05 ppm, respectively. The level of toluene exposure measured showed correlation with neither post-shift urinary hippuric acid (Spearman's rho=0.128, p=0.982 nor with the difference between post- and pre-shift urinary hippuric acid (Spearman's rho=0.089, p=0.847 in depot operational workers.Conclusion: Gasoline loading operators are exposed to a relatively high level of benzene.
Simultaneously Recovering Rolling Stock Schedules and Depot Plans Under Disruption
DEFF Research Database (Denmark)
Haahr, Jørgen Thorlund; Lusby, Richard Martin; Larsen, Jesper;
2015-01-01
In this paper we consider two important railway optimization problems. In particular, we focus on the Rolling Stock Rescheduling problem and the Depot Replanning problem, respectively. We present an integrated framework for solving these two problems simultaneously, and show that it is fast enoug...... on a number of articial data sets as well as several real-life case studies provided by DSB Stog, a suburban train operator in the greater Copenhagen area....
Depot medroxyprogesterone (Depo-Provera) and risk of breast cancer.
C. Paul; Skegg, D C; Spears, G F
1989-01-01
OBJECTIVE--To determine whether use of the injectable contraceptive depot medroxyprogesterone acetate (Depo-Provera) affects the risk of breast cancer in women. DESIGN--A population based case-control study. SETTING--Nationwide community study. SUBJECTS--891 Women aged 25-54 with newly diagnosed breast cancer were compared with 1864 women selected at random from the electoral rolls. INTERVENTION--Women were interviewed by telephone about past use of contraceptives and about possible risk fact...
The effect of fat removal on glucose tolerance is depot specific in male and female mice.
Shi, Haifei; Strader, April D; Woods, Stephen C; Seeley, Randy J
2007-10-01
Energy is stored predominately as lipid in white adipose tissue (WAT) in distinct anatomical locations, with each site exerting different effects on key biological processes, including glucose homeostasis. To determine the relative contributions of subcutaneous and visceral WAT on glucose homeostasis, comparable amounts of adipose tissue from abdominal subcutaneous inguinal WAT (IWAT), intra-abdominal retroperitoneal WAT (RWAT), male gonadal epididymal WAT (EWAT), or female gonadal parametrial WAT (PWAT) were removed. Gonadal fat removal in both male and female chow-fed lean mice resulted in lowered glucose levels across glucose tolerance tests. Female lean C57BL/6J mice as well as male and female lean FVBN mice significantly improved glucose tolerance, indicated by decreased areas under glucose clearance curves. For the C57BL/6J mice maintained on a high-fat butter-based diet, glucose homeostasis was improved only in female mice with PWAT removal. Removal of IWAT or RWAT did not affect glucose tolerance in either dietary condition. We conclude that WAT contribution to glucose homeostasis is depot specific, with male gonadal EWAT contributing to glucose homeostasis in the lean state, whereas female gonadal PWAT contributes to glucose homeostasis in both lean and obese mice. These data illustrate both critical differences among various WAT depots and how they influence glucose homeostasis and highlight important differences between males and females in glucose regulation. PMID:17652151
Langevin Theory of Anomalous Brownian Motion Made Simple
Tothova, Jana; Vasziova, Gabriela; Glod, Lukas; Lisy, Vladimir
2011-01-01
During the century from the publication of the work by Einstein (1905 "Ann. Phys." 17 549) Brownian motion has become an important paradigm in many fields of modern science. An essential impulse for the development of Brownian motion theory was given by the work of Langevin (1908 "C. R. Acad. Sci.", Paris 146 530), in which he proposed an…
The Stepping Motion of Brownian Particle Derived by Nonequilibrium Fluctuation
Institute of Scientific and Technical Information of China (English)
ZHAN Yong; ZHAO Tong-Jun; YU Hui; SONG Yan-Li; AN Hai-Long
2003-01-01
The direct motion of Brownian particle is considered as a result of system derived by external nonequilibriumfluctuating. The cooperative effects caused by asymmetric ratchet potential, external rocking force and additive colorednoise drive a Brownian particle in the directed stepping motion. This provides this kind of motion of kinesin along amicrotubule observed in experiments with a reasonable explanation.
Holographic Brownian motion and time scales in strongly coupled plasmas
A. Nata Atmaja; J. de Boer; M. Shigemori
2010-01-01
We study Brownian motion of a heavy quark in field theory plasma in the AdS/CFT setup and discuss the time scales characterizing the interaction between the Brownian particle and plasma constituents. In particular, the mean-free-path time is related to the connected 4-point function of the random fo
Magnetic fields and Brownian motion on the 2-sphere
International Nuclear Information System (INIS)
Using constrained path integrals, we study some statistical properties of Brownian paths on the two dimensional sphere. A generalized Levy's law for the probability P(A) that a closed Brownian path encloses an algebraic area A is obtained. Distributions of scaled variables related to the winding of paths around some fixed point are recovered in the asymptotic regime t → ∞
Tested Demonstrations. Brownian Motion: A Classroom Demonstration and Student Experiment.
Kirksey, H. Graden; Jones, Richard F.
1988-01-01
Shows how video recordings of the Brownian motion of tiny particles may be made. Describes a classroom demonstration and cites a reported experiment designed to show the random nature of Brownian motion. Suggests a student experiment to discover the distance a tiny particle travels as a function of time. (MVL)
Properties of Brownian Image Models in Scale-Space
DEFF Research Database (Denmark)
Pedersen, Kim Steenstrup
2003-01-01
law that apparently governs natural images. Furthermore, the distribution of Brownian images mapped into jet space is Gaussian and an analytical expression can be derived for the covariance matrix of Brownian images in jet space. This matrix is also a good approximation of the covariance matrix...... Brownian images) will be discussed in relation to linear scale-space theory, and it will be shown empirically that the second order statistics of natural images mapped into jet space may, within some scale interval, be modeled by the Brownian image model. This is consistent with the 1/f 2 power spectrum...... of natural images in jet space. The consequence of these results is that the Brownian image model can be used as a least committed model of the covariance structure of the distribution of natural images....
Brownian Warps for Non-Rigid Registration
DEFF Research Database (Denmark)
Nielsen, Mads; Johansen, Peter; Jackson, Andrew D.;
2008-01-01
A Brownian motion model in the group of diffeomorphisms has been introduced as inducing a least committed prior on warps. This prior is source-destination symmetric, fulfills a natural semi-group property for warps, and with probability 1 creates invertible warps. Using this as a least committed ...... images, and show that the obtained warps are also in practice source-destination symmetric and in an example on X-ray spine registration provides extrapolations from landmark point superior to those of spline solutions. Udgivelsesdato: July......A Brownian motion model in the group of diffeomorphisms has been introduced as inducing a least committed prior on warps. This prior is source-destination symmetric, fulfills a natural semi-group property for warps, and with probability 1 creates invertible warps. Using this as a least committed...... prior, we formulate a Partial Differential Equation for obtaining the maximally likely warp given matching constraints derived from the images. We solve for the free boundary conditions, and the bias toward smaller areas in the finite domain setting. Furthermore, we demonstrate the technique on 2D...
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.
On Nonlinear Quantum Mechanics, Brownian Motion, Weyl Geometry and Fisher Information
Directory of Open Access Journals (Sweden)
Castro C.
2006-01-01
Full Text Available A new nonlinear Schrödinger equation is obtained explicitly from the (fractal Brownian motion of a massive particle with a complex-valued diffusion constant. Real-valued energy plane-wave solutions and solitons exist in the free particle case. One remarkable feature of this nonlinear Schrödinger equation based on a (fractal Brownian motion model, over all the other nonlinear QM models, is that the quantummechanical energy functional coincides precisely with the field theory one. We finalize by showing why a complex momentum is essential to fully understand the physical implications of Weyl’s geometry in QM, along with the interplay between Bohm’s Quantum potential and Fisher Information which has been overlooked by several authors in the past.
An Approach to Enhance the Efficiency of a Brownian Heat Engine
International Nuclear Information System (INIS)
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. (general)
Wu, Michelle V; Bikopoulos, George; Hung, Steven; Ceddia, Rolando B
2014-12-01
This study investigated the regulation of thermogenic capacity in classical brown adipose tissue (BAT) and subcutaneous inguinal (SC Ing) white adipose tissue (WAT) and how it affects whole-body energy expenditure in sedentary and endurance-trained rats fed ad libitum either low fat or high fat (HF) diets. Analysis of tissue mass, PGC-1α and UCP-1 content, the presence of multilocular adipocytes, and palmitate oxidation revealed that a HF diet increased the thermogenic capacity of the interscapular and aortic brown adipose tissues, whereas exercise markedly suppressed it. Conversely, exercise induced browning of the SC Ing WAT. This effect was attenuated by a HF diet. Endurance training neither affected skeletal muscle FNDC5 content nor circulating irisin, but it increased FNDC5 content in SC Ing WAT. This suggests that locally produced FNDC5 rather than circulating irisin mediated the exercise-induced browning effect on this fat tissue. Importantly, despite reducing the thermogenic capacity of classical BAT, exercise increased whole-body energy expenditure during the dark cycle. Therefore, browning of subcutaneous WAT likely exerted a compensatory effect and raised whole-body energy expenditure in endurance-trained rats. Based on these novel findings, we propose that exercise-induced browning of the subcutaneous WAT provides an alternative mechanism that reduces thermogenic capacity in core areas and increases it in peripheral body regions. This could allow the organism to adjust its metabolic rate to accommodate diet-induced thermogenesis while simultaneously coping with the stress of chronically increased heat production through exercise. PMID:25344623
Performance characteristics of a micro-Brownian refrigerator in a one-dimensional lattice
Energy Technology Data Exchange (ETDEWEB)
Zhang Yanping; He Jizhou; Ouyang Hong; Qian Xiaoxia, E-mail: hjzhou@ncu.edu.c [Department of Physics, Nanchang University, Nanchang 330031 (China)
2010-11-15
Particle hopping on a one-dimensional lattice driven by an external force in a periodic sawtooth potential and temperature field may act as a micro-Brownian refrigerator. In order to clarify the underlying physical pictures of the refrigerator, heat flows via both the potential energy and the kinetic energy of the particle are considered simultaneously. Based on the master equation describing the jump of the particle among the three states, expressions for the cooling rate and the coefficient of performance of the refrigerator are derived analytically. The general performance characteristic curves are plotted by numerical calculation. It is found that the characteristic curve between the cooling rate and the coefficient of performance is a loop-shaped one; the Brownian refrigerator is irreversible and its coefficient of performance is always less than the Carnot value. The influence of the temperature ratio of the heat reservoirs and the height of the sawtooth potential on the optimal performance characteristic parameters is analyzed. When heat flow via the kinetic energy of the particle is neglected, the characteristic curve between the cooling rate and the coefficient of performance is an open-shaped one. In this case, the Brownian refrigerator is reversible and its coefficient of performance reaches the Carnot value in the quasistatic limit.
Dynamical objectivity in quantum Brownian motion
Tuziemski, J.; Korbicz, J. K.
2015-11-01
Classical objectivity as a property of quantum states —a view proposed to explain the observer-independent character of our world from quantum theory, is an important step in bridging the quantum-classical gap. It was recently derived in terms of spectrum broadcast structures for small objects embedded in noisy photon-like environments. However, two fundamental problems have arisen: a description of objective motion and applicability to other types of environments. Here we derive an example of objective states of motion in quantum mechanics by showing the formation of dynamical spectrum broadcast structures in the celebrated, realistic model of decoherence —Quantum Brownian Motion. We do it for realistic, thermal environments and show their noise-robustness. This opens a potentially new method of studying the quantum-to-classical transition.
Communication: Memory effects and active Brownian diffusion
International Nuclear Information System (INIS)
A self-propelled artificial microswimmer is often modeled as a ballistic Brownian particle moving with constant speed aligned along one of its axis, but changing direction due to random collisions with the environment. Similarly to thermal noise, its angular randomization is described as a memoryless stochastic process. Here, we speculate that finite-time correlations in the orientational dynamics can affect the swimmer’s diffusivity. To this purpose, we propose and solve two alternative models. In the first one, we simply assume that the environmental fluctuations governing the swimmer’s propulsion are exponentially correlated in time, whereas in the second one, we account for possible damped fluctuations of the propulsion velocity around the swimmer’s axis. The corresponding swimmer’s diffusion constants are predicted to get, respectively, enhanced or suppressed upon increasing the model memory time. Possible consequences of this effect on the interpretation of the experimental data are discussed
Hybrid scheme for Brownian semistationary processes
DEFF Research Database (Denmark)
Bennedsen, Mikkel; Lunde, Asger; Pakkanen, Mikko S.
We introduce a simulation scheme for Brownian semistationary processes, which is based on discretizing the stochastic integral representation of the process in the time domain. We assume that the kernel function of the process is regularly varying at zero. The novel feature of the scheme is to...... approximate the kernel function by a power function near zero and by a step function elsewhere. The resulting approximation of the process is a combination of Wiener integrals of the power function and a Riemann sum, which is why we call this method a hybrid scheme. Our main theoretical result describes the...... asymptotics of the mean square error of the hybrid scheme and we observe that the scheme leads to a substantial improvement of accuracy compared to the ordinary forward Riemann-sum scheme, while having the same computational complexity. We exemplify the use of the hybrid scheme by two numerical experiments...
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.
Communication: Memory effects and active Brownian diffusion.
Ghosh, Pulak K; Li, Yunyun; Marchegiani, Giampiero; Marchesoni, Fabio
2015-12-01
A self-propelled artificial microswimmer is often modeled as a ballistic Brownian particle moving with constant speed aligned along one of its axis, but changing direction due to random collisions with the environment. Similarly to thermal noise, its angular randomization is described as a memoryless stochastic process. Here, we speculate that finite-time correlations in the orientational dynamics can affect the swimmer's diffusivity. To this purpose, we propose and solve two alternative models. In the first one, we simply assume that the environmental fluctuations governing the swimmer's propulsion are exponentially correlated in time, whereas in the second one, we account for possible damped fluctuations of the propulsion velocity around the swimmer's axis. The corresponding swimmer's diffusion constants are predicted to get, respectively, enhanced or suppressed upon increasing the model memory time. Possible consequences of this effect on the interpretation of the experimental data are discussed. PMID:26646861
Arithmetic area for m planar Brownian paths
International Nuclear Information System (INIS)
We pursue the analysis made in Desbois and Ouvry (2011 J. Stat. Mech. P05024) on the arithmetic area enclosed by m closed Brownian paths. We pay particular attention to the random variable Sn1,n2,...,nm(m), which is the arithmetic area of the set of points, also called winding sectors, enclosed n1 times by path 1, n2 times by path 2,..., and nm times by path m. Various results are obtained in the asymptotic limit m→∞. A key observation is that, since the paths are independent, one can use in the m-path case the SLE information, valid in the one-path case, on the zero-winding sectors arithmetic area
Arithmetic area for m planar Brownian paths
Desbois, Jean; Ouvry, Stéphane
2012-05-01
We pursue the analysis made in Desbois and Ouvry (2011 J. Stat. Mech. P05024) on the arithmetic area enclosed by m closed Brownian paths. We pay particular attention to the random variable Sn1, n2,..., nm(m), which is the arithmetic area of the set of points, also called winding sectors, enclosed n1 times by path 1, n2 times by path 2,..., and nm times by path m. Various results are obtained in the asymptotic limit m\\to \\infty . A key observation is that, since the paths are independent, one can use in the m-path case the SLE information, valid in the one-path case, on the zero-winding sectors arithmetic area.
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.
Extreme fluctuations of active Brownian motion
Pietzonka, Patrick; Kleinbeck, Kevin; Seifert, Udo
2016-05-01
In active Brownian motion, an internal propulsion mechanism interacts with translational and rotational thermal noise and other internal fluctuations to produce directed motion. We derive the distribution of its extreme fluctuations and identify its universal properties using large deviation theory. The limits of slow and fast internal dynamics give rise to a kink-like and parabolic behavior of the corresponding rate functions, respectively. For dipolar Janus particles in two- and three-dimensions interacting with a field, we predict a novel symmetry akin to, but different from, the one related to entropy production. Measurements of these extreme fluctuations could thus be used to infer properties of the underlying, often hidden, network of states.
Hausdorff Dimension of Cut Points for Brownian Motion
Lawler, Gregory
1996-01-01
Let $B$ be a Brownian motion in $R^d$, $d=2,3$. A time $t\\in [0,1]$ is called a cut time for $B[0,1]$ if $B[0,t) \\cap B(t,1] = \\emptyset$. We show that the Hausdorff dimension of the set of cut times equals $1 - \\zeta$, where $\\zeta = \\zeta_d$ is the intersection exponent. The theorem, combined with known estimates on $\\zeta_3$, shows that the percolation dimension of Brownian motion (the minimal Hausdorff dimension of a subpath of a Brownian path) is strictly greater than one in $R^3$.
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.
An excursion approach to maxima of the Brownian bridge
Perman, Mihael; Wellner, Jon A.
2016-01-01
Distributions of functionals of Brownian bridge arise as limiting distributions in non-parametric statistics. In this paper we will give a derivation of distributions of extrema of the Brownian bridge based on excursion theory for Brownian motion. The idea of rescaling and conditioning on the local time has been used widely in the literature. In this paper it is used to give a unified derivation of a number of known distributions, and a few new ones. Particular cases of calculations include the distribution of the Kolmogorov-Smirnov statistic and the Kuiper statistic.
The exit distribution for iterated Brownian motion in cones
Banuelos, Rodrigo; DeBlassie, Dante
2004-01-01
We study the distribution of the exit place of iterated Brownian motion in a cone, obtaining information about the chance of the exit place having large magnitude. Along the way, we determine the joint distribution of the exit time and exit place of Brownian motion in a cone. This yields information on large values of the exit place (harmonic measure) for Brownian motion. The harmonic measure for cones has been studied by many authors for many years. Our results are sharper than any previousl...
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.
Nucleation pathway and kinetics of phase-separating active Brownian particles.
Richard, David; Löwen, Hartmut; Speck, Thomas
2016-06-28
Suspensions of purely repulsive but self-propelled Brownian particles might undergo phase separation, a phenomenon that strongly resembles the phase separation of passive particles with attractions. Here we employ computer simulations to study the nucleation kinetics and the microscopic pathway active Brownian disks take in two dimensions when quenched from the homogeneous suspension to propulsion speeds beyond the binodal. We find the same qualitative behavior for the nucleation rate as a function of density as for a passive suspension undergoing liquid-vapor separation, suggesting that the scenario of an effective free energy also extends to the kinetics of phase separation. We study the transition in more detail through a committor analysis and find that transition states are best described by a combination of cluster size and the radial polarization of particles in the cluster. PMID:27126952
Ji, P; Drackley, J K; Khan, M J; Loor, J J
2014-01-01
This experiment was conducted to determine the effects of energy overfeeding on gene expression in mesenteric (MAT), omental (OAT), and subcutaneous (SAT) adipose tissue (AT) from nonpregnant and nonlactating Holstein cows. Eighteen cows were randomly assigned to either a controlled energy [LE, net energy for lactation (NE(L)) = 1.35 Mcal/kg of dry matter (DM)] or moderate energy-overfed group (HE, NE(L) = 1.62 Mcal/kg of DM) for 8 wk. Cows were then euthanized and subsamples of MAT, OAT, and SAT were harvested for transcript profiling via quantitative PCR of 34 genes involved in lipogenesis, triacylglycerol (TAG) synthesis, lactate signaling, hepatokine signaling, lipolysis, transcription regulation, and inflammation. The interaction of dietary energy and adipose depot was not significant for any gene analyzed except LPL, which indicated a consistent response to diet. Expression of ACACA and FASN was greater in SAT than MAT, whereas expression of SCD and ADFP were greatest in SAT, intermediate in OAT, and lowest in MAT. However, the 2 visceral depots had greater expression of THRSP, ACLY, LPL, FABP4, GPAM, and LPIN1 compared with SAT. The transcription factor SREBF1 was more highly expressed in MAT and SAT than in OAT. The expression of PNPLA2 was greater in visceral AT sites than in SAT, but other lipolysis-related genes were not differentially expressed among AT depots. Visceral AT depots had greater expression of LEP, ADIPOQ, and SAA3 compared with SAT. Moreover, MAT had greater expression than SAT of proinflammatory cytokines (IL1B and IL6), IL6 receptor (IL6R), and chemokines (CCL2 and CCL5). However, TNF expression was greatest in SAT, lowest in OAT, and intermediate in MAT. Overall, results indicated that visceral AT might be more active in uptake of preformed long-chain fatty acids than SAT, whereas de novo fatty acid synthesis could make a greater contribution to the intracellular pool of fatty acids in SAT than in visceral AT. The visceral AT compared
33 CFR 334.1244 - Puget Sound, Manchester Fuel Depot, Manchester, Washington; naval restricted area.
2010-07-01
... 33 Navigation and Navigable Waters 3 2010-07-01 2010-07-01 false Puget Sound, Manchester Fuel Depot, Manchester, Washington; naval restricted area. 334.1244 Section 334.1244 Navigation and Navigable... REGULATIONS § 334.1244 Puget Sound, Manchester Fuel Depot, Manchester, Washington; naval restricted area....
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
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 ...
Random times and enlargements of filtrations in a Brownian setting
Mansuy, Roger
2006-01-01
In November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the contents of that course, covering expansion of filtration formulae; BDG inequalities up to any random time; martingales that vanish on the zero set of Brownian motion; the Azéma-Emery martingales and chaos representation; the filtration of truncated Brownian motion; attempts to characterize the Brownian filtration. The book accordingly sets out to acquaint its readers with the theory and main examples of enlargements of filtrations, of either the initial or the progressive kind. It is accessible to researchers and graduate students working in stochastic calculus and excursion theory, and more broadly to mathematicians acquainted with the basics of Brownian motion.
Holographic Brownian Motion in Two Dimensional Rotating Fluid
Atmaja, Ardian Nata
2012-01-01
The Brownian motion of a heavy quark under a rotating plasma corresponds to BTZ black hole is studied using holographic method from string theory. The heavy quark represented as the end of string at the boundary of BTZ black hole and the corresponding rotating plasma is two dimensional spacetime. The string fluctuation requires the angular velocity to be equal to the ratio between inner horizon and outer horizon, known as terminal velocity and also related to the zero total force condition. With this angular velocity, the string fluctuation solution has oscillatory modes in time and radial coordinates. We show the displacement square of this solution behaves as a Brownian particle in non-relativistic limit. For relativistic case, we argue that it is more appropriate to compute just the the leading order of low frequency limit of random-random force correlator. The Brownian motion relates this correlator with physical observables: mass of Brownian particle, friction coefficient and temperature of the plasma.
Convergence rates of posterior distributions for Brownian semimartingale models
F.H. van der Meulen; A.W. van der Vaart; J.H. van Zanten
2006-01-01
Key words and Phrases: Bayesian estimation, Continuous semimartingale, Dirichlet process, Hellinger distance, Infinite dimensional model, Rate of convergence, Wavelets. We consider the asymptotic behavior of posterior distributions based on continuous observations from a Brownian semimartingale mode
Rotational Brownian Dynamics simulations of clathrin cage formation
International Nuclear Information System (INIS)
The self-assembly of nearly rigid proteins into ordered aggregates is well suited for modeling by the patchy particle approach. Patchy particles are traditionally simulated using Monte Carlo methods, to study the phase diagram, while Brownian Dynamics simulations would reveal insights into the assembly dynamics. However, Brownian Dynamics of rotating anisotropic particles gives rise to a number of complications not encountered in translational Brownian Dynamics. We thoroughly test the Rotational Brownian Dynamics scheme proposed by Naess and Elsgaeter [Macromol. Theory Simul. 13, 419 (2004); Naess and Elsgaeter Macromol. Theory Simul. 14, 300 (2005)], confirming its validity. We then apply the algorithm to simulate a patchy particle model of clathrin, a three-legged protein involved in vesicle production from lipid membranes during endocytosis. Using this algorithm we recover time scales for cage assembly comparable to those from experiments. We also briefly discuss the undulatory dynamics of the polyhedral cage
Policies for Positioning Empty Containers in an Inland Multi-depot System
DEFF Research Database (Denmark)
Dang, Vinh Quang; Nielsen, Izabela Ewa; Yun, Won-Young
2011-01-01
This research focuses on the problem of positioning empty containers in a port area with multiple depots. Three options are considered to prepare the required extent of positioning: 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, (ri, Ri) policy at each depot for inland positioning; and a simple leasing policy with zero lead-time. For inland positioning policy, four different methods are proposed to reposition empty containers between depots....... Customer demands and returning containers in depots and lead-time for positioning from overseas are considered as uncertain factors. The objective is to obtain the optimal policy in order to minimize the expected total cost including inventory holding, overseas positioning, inland positioning and leasing...
Fast simulation of Brownian dynamics in a crowded environment
Smith, Stephen; Grima, Ramon
2016-01-01
Brownian dynamics simulations are an increasingly popular tool for understanding spatially-distributed biochemical reaction systems. Recent improvements in our understanding of the cellular environment show that volume exclusion effects are fundamental to reaction networks inside cells. These systems are frequently studied by incorporating inert hard spheres (crowders) into three-dimensional Brownian dynamics simulations, however these methods are extremely slow owing to the sheer number of p...
Oscillatory Fractional Brownian Motion and Hierarchical Random Walks
Bojdecki, Tomasz; Gorostiza, Luis G.; Talarczyk, Anna
2012-01-01
We introduce oscillatory analogues of fractional Brownian motion, sub-fractional Brownian motion and other related long range dependent Gaussian processes, we discuss their properties, and we show how they arise from particle systems with or without branching and with different types of initial conditions, where the individual particle motion is the so-called c-random walk on a hierarchical group. The oscillations are caused by the discrete and ultrametric structure of the hierarchical group,...
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.
Conformal invariance, universality, and the dimension of the Brownian frontier
Lawler, Gregory
2003-01-01
This paper describes joint work with Oded Schramm and Wendelin Werner establishing the values of the planar Brownian intersection exponents from which one derives the Hausdorff dimension of certain exceptional sets of planar Brownian motion. In particular, we proof a conjecture of Mandelbrot that the dimension of the frontier is 4/3. The proof uses a universality principle for conformally invariant measures and a new process, the stochastic Loewner evolution ($SLE$), introduced by Schramm. Th...
On drift parameter estimation in models with fractional Brownian motion
Kozachenko, Yuriy; Mishura, Yuliya
2011-01-01
We consider a stochastic differential equation involving standard and fractional Brownian motion with unknown drift parameter to be estimated. We investigate the standard maximum likelihood estimate of the drift parameter, two non-standard estimates and three estimates for the sequential estimation. Model strong consistency and some other properties are proved. The linear model and Ornstein-Uhlenbeck model are studied in detail. As an auxiliary result, an asymptotic behavior of the fractional derivative of the fractional Brownian motion is established.
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 on a Sphere: Distribution of Solid Angles
Krishna, M. M. G.; Samuel, Joseph; Sinha, Supurna
2000-01-01
We study the diffusion of Brownian particles on the surface of a sphere and compute the distribution of solid angles enclosed by the diffusing particles. This function describes the distribution of geometric phases in two state quantum systems (or polarised light) undergoing random evolution. Our results are also relevant to recent experiments which observe the Brownian motion of molecules on curved surfaces like micelles and biological membranes. Our theoretical analysis agrees well with the...
Cryogenic thermal system analysis for orbital propellant depot
Chai, Patrick R.; Wilhite, Alan W.
2014-09-01
In any manned mission architecture, upwards of seventy percent of all payload delivered to orbit is propellant, and propellant mass fraction dominates almost all transportation segments of any mission requiring a heavy lift launch system like the Saturn V. To mitigate this, the use of an orbital propellant depot has been extensively studied. In this paper, a thermal model of an orbital propellant depot is used to examine the effects of passive and active thermal management strategies. Results show that an all passive thermal management strategy results in significant boil-off for both hydrogen and oxygen. At current launch vehicle prices, these boil-offs equate to millions of dollars lost per month. Zero boil-off of propellant is achievable with the use of active cryocoolers; however, the cooling power required to produce zero-boil-off is an order of magnitude higher than current state-of-the-art cryocoolers. This study shows a zero-boil-off cryocooler minimum power requirement of 80-100 W at 80 K for liquid oxygen, and 100-120 W at 20 K for liquid hydrogen for a representative Near-Earth Object mission. Research and development effort is required to improve the state-of-the-arts in-space cryogenic thermal management.
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.
Gao, Tianfu; Chen, Jincan
Based on the general model of thermally-driven Brownian motors, an equivalent cycle system is established and the Onsager coefficients and efficiency at the maximum power output of the system are analytically calculated from non-equilibrium thermodynamics. It is found that the Onsager reciprocity relation holds and the Onsager coefficients are affected by the main irreversibilities existing in practical systems. Only when the heat leak and the kinetic energy change of the particle in the system are negligible, can the determinant of the Onsager matrix vanish. It is also found that in the frame of non-equilibrium thermodynamics, the power output and efficiency of an irreversible Brownian motor can be expressed to be the same form as those of an irreversible Carnot heat engine, so the results obtained here are of general significance. Moreover, these results are used to analyze the performance characteristics of a class of thermally-driven Brownian motors so that some important conclusions in literature may be directly derived from the present paper.
On two-dimensional fractional Brownian motion and fractional Brownian random field
Qian, Hong; Raymond, Gary M.; Bassingthwaighte, James B.
1998-01-01
As a generalization of one-dimensional fractional Brownian motion (1dfBm), we introduce a class of two-dimensional, self-similar, strongly correlated random walks whose variance scales with power law N2H (0 < H < 1). We report analytical results on the statistical size and shape, and segment distribution of its trajectory in the limit of large N. The relevance of these results to polymer theory is discussed. We also study the basic properties of a second generalization of 1dfBm, the two-dimen...
Ideal bulk pressure of active Brownian particles
Speck, Thomas; Jack, Robert L.
2016-06-01
The extent to which active matter might be described by effective equilibrium concepts like temperature and pressure is currently being discussed intensely. Here, we study the simplest model, an ideal gas of noninteracting active Brownian particles. While the mechanical pressure exerted onto confining walls has been linked to correlations between particles' positions and their orientations, we show that these correlations are entirely controlled by boundary effects. We also consider a definition of local pressure, which describes interparticle forces in terms of momentum exchange between different regions of the system. We present three pieces of analytical evidence which indicate that such a local pressure exists, and we show that its bulk value differs from the mechanical pressure exerted on the walls of the system. We attribute this difference to the fact that the local pressure in the bulk does not depend on boundary effects, contrary to the mechanical pressure. We carefully examine these boundary effects using a channel geometry, and we show a virial formula for the pressure correctly predicts the mechanical pressure even in finite channels. However, this result no longer holds in more complex geometries, as exemplified for a channel that includes circular obstacles.
Brownian dipole rotator in alternating electric field
Rozenbaum, V. M.; Vovchenko, O. Ye.; Korochkova, T. Ye.
2008-06-01
The study addresses the azimuthal jumping motion of an adsorbed polar molecule in a periodic n -well potential under the action of an external alternating electric field. Starting from the perturbation theory of the Pauli equation with respect to the weak field intensity, explicit analytical expressions have been derived for the time dependence of the average dipole moment as well as the frequency dependences of polarizability and the average angular velocity, the three quantities exhibiting conspicuous stochastic resonance. As shown, unidirectional rotation can arise only provided simultaneous modulation of the minima and maxima of the potential by an external alternating field. For a symmetric potential of hindered rotation, the average angular velocity, if calculated by the second-order perturbation theory with respect to the field intensity, has a nonzero value only at n=2 , i.e., when two azimuthal wells specify a selected axis in the system. Particular consideration is given to the effect caused by the asymmetry of the two-well potential on the dielectric loss spectrum and other Brownian motion parameters. When the asymmetric potential in a system of dipole rotators arises from the average local fields induced by an orientational phase transition, the characteristics concerned show certain peculiarities which enable detection of the phase transition and determination of its parameters.
Brownian dipole rotator in alternating electric field.
Rozenbaum, V M; Vovchenko, O Ye; Korochkova, T Ye
2008-06-01
The study addresses the azimuthal jumping motion of an adsorbed polar molecule in a periodic n -well potential under the action of an external alternating electric field. Starting from the perturbation theory of the Pauli equation with respect to the weak field intensity, explicit analytical expressions have been derived for the time dependence of the average dipole moment as well as the frequency dependences of polarizability and the average angular velocity, the three quantities exhibiting conspicuous stochastic resonance. As shown, unidirectional rotation can arise only provided simultaneous modulation of the minima and maxima of the potential by an external alternating field. For a symmetric potential of hindered rotation, the average angular velocity, if calculated by the second-order perturbation theory with respect to the field intensity, has a nonzero value only at n=2 , i.e., when two azimuthal wells specify a selected axis in the system. Particular consideration is given to the effect caused by the asymmetry of the two-well potential on the dielectric loss spectrum and other Brownian motion parameters. When the asymmetric potential in a system of dipole rotators arises from the average local fields induced by an orientational phase transition, the characteristics concerned show certain peculiarities which enable detection of the phase transition and determination of its parameters. PMID:18643221
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.
Noncolliding Brownian Motion and Determinantal Processes
Katori, Makoto; Tanemura, Hideki
2007-12-01
A system of one-dimensional Brownian motions (BMs) conditioned never to collide with each other is realized as (i) Dyson's BM model, which is a process of eigenvalues of hermitian matrix-valued diffusion process in the Gaussian unitary ensemble (GUE), and as (ii) the h-transform of absorbing BM in a Weyl chamber, where the harmonic function h is the product of differences of variables (the Vandermonde determinant). The Karlin-McGregor formula gives determinantal expression to the transition probability density of absorbing BM. We show from the Karlin-McGregor formula, if the initial state is in the eigenvalue distribution of GUE, the noncolliding BM is a determinantal process, in the sense that any multitime correlation function is given by a determinant specified by a matrix-kernel. By taking appropriate scaling limits, spatially homogeneous and inhomogeneous infinite determinantal processes are derived. We note that the determinantal processes related with noncolliding particle systems have a feature in common such that the matrix-kernels are expressed using spectral projections of appropriate effective Hamiltonians. On the common structure of matrix-kernels, continuity of processes in time is proved and general property of the determinantal processes is discussed.
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.
MODELING OF HIGH STORAGE SHEET DEPOT WITH PLANT SIMULATION
Directory of Open Access Journals (Sweden)
Andrzej Jardzioch
2013-03-01
Full Text Available Manufacturing processes are becoming increasingly automated. Introduction of innovative solutions often necessitate processing very large number of signals from various devices. Correctness tests of the components configuration becomes a compiled operation requiring vast expenditure of time and knowledge. The models may be a mathematical reflection of the actual object. Many actions can be computer-assisted to varying degree. One example is construction of simulation models. These can also be simulation models developed in advanced software. The stages of creating a model may be purely random. This paper aims at a closer analysis of the simulation model based on the high storage sheet depot modeling using Plant Simulation software. The results of analysis can be used for optimization, but this stage is a separate issue.
DoD depot-level maintenance : factors to consider in public/private competition
Ford, William M.
1998-01-01
Government arsenals and depots have traditionally provided DoD with a controlled source of depot-level maintenance capability. With the Cold War over and a shift in national priorities, DoD looks for cost savings and improved efficiency to save its shrinking budget dollars. As it looks for new ways of doing business, DoD looks to outsourcing as an option for depot-level maintenance, but is limited by statutory restrictions on such outsourcing. Both the policy and procedures remain hotly conte...
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...
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.
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.
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
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.
How superdiffusion gets arrested: ecological encounters explain shift from Levy to Brownian movement
de Jager, M.; Bartumeus, F.; Kölzsch, A.; Weissing, F.J.; Hengeveld, G.M.; Nolet, B.A.; Herman, P.M.J.; de Koppel, J.
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 fora
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...
Research of Multi-Depot Vehicle Routing Problem by Cellular Ant Algorithm
Directory of Open Access Journals (Sweden)
Yuanzhi Wang
2013-07-01
Full Text Available The Multi-Depot Vehicle Routing Problem (MDVRP is a generalization of SDVRP, in which multiple vehicles start from multiple depots and return to their original depots at the end of their assigned tours. The MDVRP is NP-hard, therefore, the development of heuristic algorithms for this problem class is of primary interest. This paper solves Multi-Depot Vehicle Routing Problem with Cellular Ant Algorithm which is a new optimization method for solving real problems by using both the evolutionary rule of cellular, graph theory and the characteristics of ant colony optimization. The simulation experiment shows that the Cellular Ant Algorithm is feasible and effective for the MDVRP. The clarity and simplicity of the Cellular Ant Algorithm is greatly enhanced to ant colony optimization.
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
Effects of Pollutant Diesel Fuels on Neurobehavioral Performance among Workers in Locomotive Depot
Anuar Ithnin; Radiah A.H. Shaari; Mazrura Sahani; Anuar M. Mokhtar; Azhar A. Halim; Normah Awang
2011-01-01
Problem statement: Diesel fuel contains various combinations of hydrocarbons such as cyclohexane, n-hexane, benzene and toluene which can cause health problems in major exposure of that pollutant in locomotive depots. Studies were conducted to evaluate the exposure towards diesel fuel pollutant and the effect on neurobehavioral performances among workers in locomotive depots. Approach: Method used was questionnaire form and neurobehavioral performances were measured by ...
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.
Comparison of heuristic approaches for the multiple depot vehicle scheduling problem
Pepin, A.S.; Desaulniers, Guy; Hertz, Alain; 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 compare the performance of five different heuristic approaches for this problem, namely, a heuristic \\\\mip solver, a Lagrangian heuristic, a column generation heuristic, a large neighborhood search heuri...
Direct observation of ballistic Brownian motion on a single particle
Huang, Rongxin; Lukic, Branimir; Jeney, Sylvia; Florin, Ernst-Ludwig
2010-01-01
At fast timescales, the self-similarity of random Brownian motion is expected to break down and be replaced by ballistic motion. So far, an experimental verification of this prediction has been out of reach due to a lack of instrumentation fast and precise enough to capture this motion. With a newly developed detector, we have been able to observe the Brownian motion of a single particle in an optical trap with 75 MHz bandwidth and sub-{AA}ngstrom spatial precision. We report the first measur...
The dimension of the Brownian frontier is greater than 1
Bishop, Christopher J.; Jones, Peter; Pemantle, Robin; Peres, Yuval
1995-01-01
Consider a planar Brownian motion run for finite time. The frontier or ``outer boundary'' of the path is the boundary of the unbounded component of the complement. Burdzy (1989) showed that the frontier has infinite length. We improve this by showing that the Hausdorff dimension of the frontier is strictly greater than 1. (It has been conjectured that the Brownian frontier has dimension $4/3$, but this is still open.) The proof uses Jones's Traveling Salesman Theorem and a self-similar tiling...
The Dimension of the Frontier of Planar Brownian Motion
Lawler, Gregory
1996-01-01
Let $B$ be a two dimensional Brownian motion and let the frontier of $B[0,1]$ be defined as the set of all points in $B[0,1]$ that are in the closure of the unbounded connected component of its complement. We prove that the Hausdorff dimension of the frontier equals $2(1 - \\alpha)$ where $\\alpha$ is an exponent for Brownian motion called the two-sided disconnection exponent. In particular, using an estimate on $\\alpha$ due to Werner, the Hausdorff dimension is greater than $1.015$.
Winding statistics of a Brownian particle on a ring
International Nuclear Information System (INIS)
We consider a Brownian particle moving on a ring. We study the probability distributions of the total number of turns and the net number of counter-clockwise turns the particle makes until time t. Using a method based on the renewal properties of a Brownian walker, we find exact analytical expressions of these distributions. This method serves as an alternative to the standard path integral techniques which are not always easily adaptable for certain observables. For large t, we show that these distributions have Gaussian scaling forms. We also compute large deviation functions associated to these distributions characterizing atypically large fluctuations. We provide numerical simulations in support of our analytical results. (paper)
Fractional Brownian Motion and Sheet as White Noise Functionals
Institute of Scientific and Technical Information of China (English)
Zhi Yuan HUANG; Chu Jin LI; Jian Ping WAN; Ying WU
2006-01-01
In this short note, we show that it is more natural to look the fractional Brownian motion as functionals of the standard white noises, and the fractional white noise calculus developed by Hu and (φ)ksendal follows directly from the classical white noise functional calculus. As examples we prove that the fractional Girsanov formula, the Ito type integrals and the fractional Black-Scholes formula are easy consequences of their classical counterparts. An extension to the fractional Brownian sheet is also briefly discussed.
Stochastic flows in the Brownian web and net
Czech Academy of Sciences Publication Activity Database
Schertzer, E.; Sun, R.; Swart, Jan M.
2014-01-01
Roč. 227, č. 1065 (2014), s. 1-160. ISSN 0065-9266 R&D Projects: GA ČR GA201/07/0237; GA ČR GA201/09/1931 Institutional support: RVO:67985556 Keywords : Brownian web * Brownian net * stochastic flow of kernels * measure-valued process * Howitt-Warren flow * linear system * random walk in random environment * finite graph representation Subject RIV: BA - General Mathematics Impact factor: 1.727, year: 2014 http://library.utia.cas.cz/separaty/2013/SI/swart-0396636.pdf
DNA transport by a micromachined Brownian ratchet device
Bader, J S; Henck, S A; Deem, M W; McDermott, G A; Bustillo, J M; Simpson, J W; Mulhern, G T; Rothberg, J M; Bader, Joel S; Hammond, Richard W.; Henck, Steven A.; Deem, Michael W.; Dermott, Gregory A. Mc; Bustillo, James M.; Simpson, John W.; Mulhern, Gregory T.; Rothberg, Jonathan M.
1999-01-01
We have micromachined a silicon-chip device that transports DNA with aBrownian ratchet that rectifies the Brownian motion of microscopic particles.Transport properties for a DNA 50mer agree with theoretical predictions, andthe DNA diffusion constant agrees with previous experiments. This type ofmicromachine could provide a generic pump or separation component for DNA orother charged species as part of a microscale lab-on-a-chip. A device withreduced feature size could produce a size-based separation of DNA molecules,with applications including the detection of single nucleotide polymorphisms.
Chua, Brendon Y; Sekiya, Toshiki; Al Kobaisi, Mohammad; Short, Kirsty R; Mainwaring, David E; Jackson, David C
2015-06-01
In this study, we describe a biodegradable vaccine depot which persists in vivo for at least 4-months, provides synergistic adjuvant effects and also allows dose sparing of both antigen and adjuvant. A single administration results in immediate release of a priming dose of vaccine, by a process of syneresis, which is then followed by release of remaining vaccine which maintains robust antibody levels that last for more than a year. The platform technology comprises two aqueous components; one contains chitosan and hydroxyapatite, in which the vaccine is incorporated, and the other consists of a crosslinking agent, tripolyphosphate (TPP) and chondroitin sulphate. When co-injected into tissue, they spontaneously crosslink forming a firm yet compliant vaccine-containing depot. Whole body imaging of animals inoculated with the material show that the depot persists in situ for up to 19 weeks. Vaccination of mice with depot formulations containing ovalbumin (OVA) emulsified in Montanide ISA 61 adjuvant results in the induction of robust antibody responses using doses of adjuvant 40-fold less than those recommended by the manufacturer. Dose sparing effects were also apparent with antigen when delivered in the depot. Similar dose sparing effects were observed with Montanide ISA 50, complete and incomplete Freund's adjuvants but not with aluminium hydroxide nor Quil A. Antibody titres, induced by a single dose of antigen/adjuvant formulation incorporated in the depot, persisted at high levels for at least 55 weeks following a single dose of vaccine. PMID:25890706
Stability theorems for stochastic differential equations driven by G-Brownian motion
Zhang, Defei
2011-01-01
In this paper, stability theorems for stochastic differential equations and backward stochastic differential equations driven by G-Brownian motion are obtained. We show the existence and uniqueness of solutions to forward-backward stochastic differential equations driven by G-Brownian motion. Stability theorem for forward-backward stochastic differential equations driven by G-Brownian motion is also presented.
Integration formula for Brownian motion on classical compact Lie groups
Dahlqvist, Antoine
2012-01-01
We give new formulas for the moments of the entries of a random matrix whose law is a Brownian motion on a classical compact Lie group. As we let the time go to infinity, these formulas imply the one B. Collins and P. Sniady obtained for Haar measure.
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.
Option Pricing in a Fractional Brownian Motion Environment
Cipian Necula
2008-01-01
The purpose of this paper is to obtain a fractional Black-Scholes formula for the price of an option for every t in [0,T], a fractional Black-Scholes equation and a risk-neutral valuation theorem if the underlying is driven by a fractional Brownian motion BH (t), 1/2
The maximum of Brownian motion with parabolic drift
Janson, Svante; Louchard, Guy; Martin-Löf, Anders
2010-01-01
We study the maximum of a Brownian motion with a parabolic drift; this is a random variable that often occurs as a limit of the maximum of discrete processes whose expectations have a maximum at an interior point. We give new series expansions and integral formulas for the distribution and the first two moments, together with numerical values to high precision.
The Inviscid Burgers Equation with Brownian Initial Velocity
Bertoin, Jean
The law of the (Hopf-Cole) solution of the inviscid Burgers equation with Brownian initial velocity is made explicit. As examples of applications, we investigate the smoothness of the solution, the statistical distribution of the shocks, we determine the exact Hausdorff function of the Lagrangian regular points and investigate the existence of Lagrangian regular points in a fixed Borel set.
Brownian molecular rotors: Theoretical design principles and predicted realizations
Schönborn, Jan Boyke; Herges, Rainer; Hartke, Bernd
2009-01-01
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.
Asset pricing puzzles explained by incomplete Brownian equilibria
DEFF Research Database (Denmark)
Christensen, Peter Ove; Larsen, Kasper
We examine a class of Brownian based models which produce tractable incomplete equilibria. The models are based on finitely many investors with heterogeneous exponential utilities over intermediate consumption who receive partially unspanned income. The investors can trade continuously on a finit...... markets. Consequently, our model can simultaneously help explaining the risk-free rate and equity premium puzzles....
Brownian motion, geometry, and generalizations of Picard's little theorem
Goldberg, S. I.; Mueller, C.
1982-01-01
Brownian motion is introduced as a tool in Riemannian geometry to show how useful it is in the function theory of manifolds, as well as the study of maps between manifolds. As applications, a generalization of Picard's little theorem, and a version of it for Riemann surfaces of large genus are given.
Brownian colloidal particles: Ito, Stratonovich, or a different stochastic interpretation
Sancho, J. M.
2011-12-01
Recent experiments on Brownian colloidal particles have been studied theoretically in terms of overdamped Langevin equations with multiplicative white noise using an unconventional stochastic interpretation. Complementary numerical simulations of the same system are well described using the conventional Stratonovich interpretation. Here we address this dichotomy from a more generic starting point: the underdamped Langevin equation and its corresponding Fokker-Planck equation.
On the Generalized Brownian Motion and its Applications in Finance
DEFF Research Database (Denmark)
Høg, Esben; Frederiksen, Per; Schiemert, Daniel
This paper deals with dynamic term structure models (DTSMs) and proposes a new way to handle the limitation of the classical affine models. In particular, the paper expands the exibility of the DTSMs by applying generalized Brownian motions with dependent increments as the governing force of the ...
Fuzzy Itand#244; Integral Driven by a Fuzzy Brownian Motion
Didier Kumwimba Seya; Rostin Mabela Makengo; Marcel Rémon; Walo Omana Rebecca
2015-01-01
In this paper we take into account the fuzzy stochastic integral driven by fuzzy Brownian motion. To define the metric between two fuzzy numbers and to take into account the limit of a sequence of fuzzy numbers, we invoke the Hausdorff metric. First this fuzzy stochastic integral is constructed for fuzzy simple stochastic functions, then the construction is done for fuzzy stochastic integrable functions.
Diffusion of Particle in Hyaluronan Solution, a Brownian Dynamics Simulation
Takasu, Masako; Tomita, Jungo
2004-04-01
Diffusion of a particle in hyaluronan solution is investigated using Brownian dynamics simulation. The slowing down of diffusion is observed, in accordance with the experimental results. The temperature dependence of the diffusion is calculated, and a turnover is obtained when the temperature is increased.
ABSOLUTE CONTINUITY FOR INTERACTING MEASURE-VALUED BRANCHING BROWNIAN MOTIONS
Institute of Scientific and Technical Information of China (English)
ZHAOXUELEI
1997-01-01
The moments and absohite continuity of measure-valued branching Brownian motions with bounded interacting intensity are hivestigated. An estimate of higher order moments is obtained. The ahsolute continuity is verified in the one dimension case. This therehy verifies the conjecture of Méléard and Roelly in [5].
Finite time extinction of super-Brownian motions with catalysts
Dawson, Donald A.; Fleischmann, Klaus; Mueller, Carl
1998-01-01
Consider a catalytic super-Brownian motion $X=X^\\Gamma$ with finite variance branching. Here `catalytic' means that branching of the reactant $X$ is only possible in the presence of some catalyst. Our intrinsic example of a catalyst is a stable random measure $\\Gamma $ on $R$ of index $0< gamma
The valuation of currency options by fractional Brownian motion.
Shokrollahi, Foad; Kılıçman, Adem
2016-01-01
This research aims to investigate a model for pricing of currency options in which value governed by the fractional Brownian motion model (FBM). The fractional partial differential equation and some Greeks are also obtained. In addition, some properties of our pricing formula and simulation studies are presented, which demonstrate that the FBM model is easy to use. PMID:27504243
SOME GEOMETRIC PROPERTIES OF BROWNIAN MOTION ON SIERPINSKI GASKET
Institute of Scientific and Technical Information of China (English)
WUJUN; XIAOYIMIN
1995-01-01
Let {X(t),t≥0} be Brownian motion on Sierpinski gasket,The Hausdorff and packing dimensions of the image of a ompact set are studied,The uniform Hausdorff and packing dimensions of the inverse image are also discussed.
Rotational Brownian Motion on Sphere Surface and Rotational Relaxation
Institute of Scientific and Technical Information of China (English)
Ekrem Aydner
2006-01-01
The spatial components of the autocorrelation function of noninteracting dipoles are analytically obtained in terms of rotational Brownian motion on the surface of a unit sphere using multi-level jumping formalism based on Debye's rotational relaxation model, and the rotational relaxation functions are evaluated.
Occupation times distribution for Brownian motion on graphs
Desbois, J
2002-01-01
Considering a Brownian motion on a general graph, we study the joint law for the occupation times on all the bonds. In particular, we show that the Laplace transform of this distribution can be expressed as the ratio of two determinants. We give two formulations, with arc or vertex matrices, for this result and discuss a simple example. (letter to the editor)
Occupation times distribution for Brownian motion on graphs
International Nuclear Information System (INIS)
Considering a Brownian motion on a general graph, we study the joint law for the occupation times on all the bonds. In particular, we show that the Laplace transform of this distribution can be expressed as the ratio of two determinants. We give two formulations, with arc or vertex matrices, for this result and discuss a simple example. (letter to the editor)
Occupation times distribution for Brownian motion on graphs
Energy Technology Data Exchange (ETDEWEB)
Desbois, Jean [Laboratoire de Physique Theorique et Modeles Statistiques, Universite Paris-Sud, Bat. 100, F-91405 Orsay (France)
2002-11-22
Considering a Brownian motion on a general graph, we study the joint law for the occupation times on all the bonds. In particular, we show that the Laplace transform of this distribution can be expressed as the ratio of two determinants. We give two formulations, with arc or vertex matrices, for this result and discuss a simple example. (letter to the editor)
Brownian motion and the parabolicity of minimal graphs
Neel, Robert W.
2008-01-01
We prove that minimal graphs (other than planes) are parabolic in the sense that any bounded harmonic function is determined by its boundary values. The proof relies on using the coupling introduced in the author's earlier paper "A martingale approach to minimal surfaces" to show that Brownian motion on such a minimal graph almost surely strikes the boundary in finite time.
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.
International Nuclear Information System (INIS)
Simultaneous orthokinetic and perikinetic coagulations (SOPCs) are studied for small and large Peclet numbers (Pe) using Brownian dynamics simulation. The results demonstrate that the contributions of the Brownian motion and the shear flow to the overall coagulation rate are basically not additive. At the early stages of coagulation with small Peclet numbers, the ratio of overall coagulation rate to the rate of pure perikinetic coagulation is proportional to Pe1/2, while with high Peclet numbers, the ratio of overall coagulation rate to the rate of pure orthokinetic coagulation is proportional to Pe−1/2. Moreover, our results show that the aggregation rate generally changes with time for the SOPC, which is different from that for pure perikinetic and pure orthokinetic coagulations. By comparing the SOPC with pure perikinetic and pure orthokinetic coagulations, we show that the redistribution of particles due to Brownian motion can play a very important role in the SOPC. In addition, the effects of redistribution in the directions perpendicular and parallel to the shear flow direction are different. This perspective explains the behavior of coagulation due to the joint effects of the Brownian motion (perikinetic) and the fluid motion (orthokinetic). (electromagnetism, optics, acoustics, heat transfer, classical mechanics, and fluid dynamics)
Energy Technology Data Exchange (ETDEWEB)
Lin Bihong; Chen Jincan [Department of Physics and Institute of Theoretical Physics and Astrophysics, Xiamen University, Xiamen 361005 (China)], E-mail: linbh@xmu.edu.cn, E-mail: jcchen@xmu.edu.cn
2009-02-20
It is shown that a microscopic system consisting of Brownian particles moving in a spatially asymmetric but periodic potential (ratchet) and contacting with the alternating hot and cold reservoirs along space coordinate and an external force applying on the particles may work as a refrigerator. In order to clarify the underlying physical pictures of the system, the heat flows via both the potential energy and the kinetic energy of the particles are considered simultaneously. Based on an Arrhenius' factor describing the forward and backward particle currents, expressions for some important performance parameters of the refrigerator, such as the coefficient of performance, cooling rate and power input, are derived analytically. The maximum coefficient of performance and cooling rate are numerically calculated for some given parameters. The influence of the main parameters such as the external force, barrier height of the potential, asymmetry of the potential and temperature ratio of the heat reservoirs on the performance of the Brownian refrigerator is discussed. The optimum criteria of some characteristic parameters are given. It is found that the Brownian refrigerator may be controlled to operate in different regions through the choice of several parameters.
Differential gene expression between visceral and subcutaneous fat depots.
Atzmon, G; Yang, X M; Muzumdar, R; Ma, X H; Gabriely, I; Barzilai, N
2002-01-01
Abdominal obesity has been linked to the development of insulin resistance and Type 2 diabetes mellitus (DM2). By surgical removal of visceral fat (VF) in a variety of rodent models, we prevented insulin resistance and glucose intolerance, establishing a cause-effect relationship between VF and the metabolic syndrome. To characterize the biological differences between visceral and peripheral fat depots, we obtained perirenal visceral (VF) and subcutaneous (SC) fat from 5 young rats. We extracted mRNA from the fat tissue and performed gene array hybridization using Affymetrix technology with a platform containing 9 000 genes. Out of the 1 660 genes that were expressed in fat tissue, 297 (17.9 %) genes show a two-fold or higher difference in their expression between the two tissues. We present the 20 genes whose expression is higher in VF fat (by 3 - 7 fold) and the 20 genes whose expression is higher in SC fat (by 3 - 150 fold), many of which are predominantly involved in glucose homeostasis, insulin action, and lipid metabolism. We confirmed the findings of gene array expression and quantified the changes in expression in VF of genes involved in insulin resistance (PPARgamma leptin) and its syndrome (angiotensinogen and plasminogen activating inhibitor-1, PAI-1) by real-time PCR (qRT-PCR) technology. Finally, we demonstrated increased expression of resistin in VF by around 12-fold and adiponectin by around 4-fold, peptides that were not part of the gene expression platform. These results indicate that visceral fat and subcutaneous fat are biologically distinct. PMID:12660871
Single potassium niobate nano/microsized particles as local mechano-optical Brownian probes.
Mor, Flavio M; Sienkiewicz, Andrzej; Magrez, Arnaud; Forró, László; Jeney, Sylvia
2016-03-28
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 (λ(em) = 532 nm) at half the excitation wavelength (λ(ex) = 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). PMID:26956197
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.
Human behavioral regularity, fractional Brownian motion, and exotic phase transition
Li, Xiaohui; Yang, Guang; An, Kenan; Huang, Jiping
2016-08-01
The mix of competition and cooperation (C&C) is ubiquitous in human society, which, however, remains poorly explored due to the lack of a fundamental method. Here, by developing a Janus game for treating C&C between two sides (suppliers and consumers), we show, for the first time, experimental and simulation evidences for human behavioral regularity. This property is proved to be characterized by fractional Brownian motion associated with an exotic transition between periodic and nonperiodic phases. Furthermore, the periodic phase echoes with business cycles, which are well-known in reality but still far from being well understood. Our results imply that the Janus game could be a fundamental method for studying C&C among humans in society, and it provides guidance for predicting human behavioral activity from the perspective of fractional Brownian motion.
Hidden Symmetries, Instabilities, and Current Suppression in Brownian Ratchets
Cubero, David; Renzoni, Ferruccio
2016-01-01
The operation of Brownian motors is usually described in terms of out-of-equilibrium and symmetry-breaking settings, with the relevant spatiotemporal symmetries identified from the analysis of the equations of motion for the system at hand. When the appropriate conditions are satisfied, symmetry-related trajectories with opposite current are thought to balance each other, yielding suppression of transport. The direction of the current can be precisely controlled around these symmetry points by finely tuning the driving parameters. Here we demonstrate, by studying a prototypical Brownian ratchet system, the existence of hidden symmetries, which escape identification by the standard symmetry analysis, and which require different theoretical tools for their revelation. Furthermore, we show that system instabilities may lead to spontaneous symmetry breaking with unexpected generation of directed transport.
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...
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.
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.
The maximum of Brownian motion with parabolic drift (Extended abstract)
Janson, Svante; Louchard, Guy; Martin-Löf, Anders
2010-01-01
We study the maximum of a Brownian motion with a parabolic drift; this is a random variable that often occurs as a limit of the maximum of discrete processes whose expectations have a maximum at an interior point. This has some applications in algorithmic and data structures analysis. We give series expansions and integral formulas for the distribution and the first two moments, together with numerical values to high precision.
Brownian motion in the treasury bill futures market
Dale, Charles
1981-01-01
This paper analyzes prices and volumes in the T-bill futures market using a physical analogy called Brownian Motion. The results are similar to those obtained in previous studies of stock markets. For prices, the T-bill futures market failed to exhibit the presence of resistance and support levels, indicating that chartists could not profit by looking for such levels. For low volumes, T-bill futures exhibited lognormal behavior patterns, meaning that new investors are attracted to markets ...
Unusual Brownian motion of photons in open absorbing media
Zhao, Li-Yi; Tian, Chu-Shun; Zhang, Zhao-Qing; Zhang, Xiang-Dong
2013-01-01
Very recent experiments have discovered that localized light in strongly absorbing media displays intriguing diffusive phenomena. Here we develop a first-principles theory of light propagation in open media with arbitrary absorption strength and sample length. We show analytically that photons in localized open absorbing media exhibit unusual Brownian motion. Specifically, wave transport follows the diffusion equation with the diffusion coefficient exhibiting spatial resolution. Most striking...
From ballistic to Brownian vortex motion in complex oscillatory media
Davidsen, Jörn; Erichsen, Ronaldo; Kapral, Raymond; Chaté, Hugues
2004-01-01
We show that the breaking of the rotation symmetry of spiral waves in two-dimensional complex (period-doubled or chaotic) oscillatory media by synchronization defect lines (SDL) is accompanied by an intrinsic drift of the pattern. Single vortex motion changes from ballistic flights at a well-defined angle from the SDL to Brownian-like diffusion when the turbulent character of the medium increases. It gives rise, in non-turbulent multi-spiral regimes, to a novel ``vortex liquid''.
Hidden symmetries, instabilities, and current suppression in Brownian ratchets
Cubero, David; Renzoni, Ferruccio
2015-01-01
The operation of Brownian motors is usually described in terms of out-of-equilibrium and symmetrybreaking settings, with the relevant spatiotemporal symmetries identified from the analysis of the equations of motion for the system at hand. When the appropriate conditions are satisfied,symmetry related trajectories with opposite current are thought to balance each other, yielding suppression of transport. The direction of the current can be precisely controlled around these symmetry points by...
Brownian motion vs. pure-jump processes for individual stocks
Benoît Sévi; César Baena
2011-01-01
Using recent activity signature function methodology developed in Todorov and Tauchen (2010), we provide empirical evidence that individual stocks from the New York Stock Exchange are adequately represented by a Brownian motion plus medium to large (rare) jumps thus invalidating the pure-jump process hypothesis proposed in numerous contributions. This result improves our understanding of the fine structure of asset prices and has implications for derivatives pricing.
Hydrogen Bond in Liquid Water as a Brownian Oscillator
Woutersen, Sander; Bakker, Huib J.
1999-09-01
We present the first experimental observation of a vibrational dynamic Stokes shift. This dynamic Stokes shift is observed in a femtosecond pump-probe study on the OH-stretch vibration of HDO dissolved in D2O. We find that the Stokes shift has a value of approximately 70 cm-1 and occurs with a time constant of approximately 500 femtoseconds. The measurements can be accurately described by modeling the hydrogen bond in liquid water as a Brownian oscillator.
Rapid morphological characterization of isolated mitochondria using Brownian motion†
Palanisami, Akilan; Fang, Jie; Lowder, Thomas W.; Kunz, Hawley; John H Miller
2012-01-01
Mitochondrial morphology has been associated with numerous pathologies including cancer, diabetes, obesity and heart disease. However, the connection is poorly understood—in part due to the difficulty of characterizing the morphology. This impedes the use of morphology as a tool for disease detection/monitoring. Here, we use the Brownian motion of isolated mitochondria to characterize their size and shape in a high throughput fashion. By using treadmill exercise training, mitochondria from he...
Anyonic partition functions and windings of planar Brownian motion
International Nuclear Information System (INIS)
The computation of the N-cycle Brownian paths contribution FN(α) to the N-anyon partition function is addressed. A detailed numerical analysis based on a random walk on a lattice indicates that FN0(α)=product k=1N-1[1-(N/k)α]. In the paramount three-anyon case, one can show that F3(α) is built by linear states belonging to the bosonic, fermionic, and mixed representations of S3
GENERALIZED BROWNIAN SHEET IMAGES AND BESSEL-RIESZ CAPACITY
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
Let (W) be a two-parameter Rd-valued generalized Brownian sheet. The author obtains an explicit Bessel-Riesz capacity estimate for the images of a two-dimensional set under (W). He also presents the connections between the Lebesgue measure of the image of (W) and Bessel-Riesz capacity. His conclusions also solve a problem proposed by J.P.Kahane.
Non-Markovian weak coupling limit of quantum Brownian motion
Maniscalco, Sabrina; Piilo, Jyrki; Suominen, Kalle-Antti
2008-01-01
We derive and solve analytically the non-Markovian master equation for harmonic quantum Brownian motion proving that, for weak system-reservoir couplings and high temperatures, it can be recast in the form of the master equation for a harmonic oscillator interacting with a squeezed thermal bath. This equivalence guarantees preservation of positivity of the density operator during the time evolution and allows one to establish a connection between the dynamics of Schr\\"odinger cat states in sq...
Margulies, R; Miller, L
2001-03-01
To measure the use rates of depot medroxyprogesterone acetate and oral contraceptives and compare the costs between the two methods to see whether these trends had impacted the pharmaceutical acquisition costs for a family planning program, we compared vendor invoice costs over three time periods, 1992, 1994, and 1999. Visit types and client demographic statistics were tabulated from existing encounter record data sources. A local pharmaceutical chain was queried about their acquisition costs for similar products. Since 1992, depot medroxyprogesterone acetate use has increased from 3 to 17% while oral contraceptive use has decreased from 45 to 40% of contraceptive clients. The cost to our program for depot medroxyprogesterone acetate is $4.75 for 28 days and the average pill package is purchased for $1.35. The cost to our program is 4 times greater for the injection contraceptive user than for the oral contraceptive user. Approximately 80% of our clients have household incomes less than 200% of the poverty level and obtain their services from our program for free. This combination of increasing popularity and the high cost of depot medroxyprogesterone acetate has resulted in a great increase in the pharmacy acquisition cost. The oral contraceptive manufacturers make their products available at large discounts (20-fold reduction), but depot medroxyprogesterone acetate is not provided at a similar discount (2.8-fold reduction). We believe this is because there is no generic or competing product. The high cost of depot medroxyprogesterone acetate could jeopardize our ability to offer this highly effective method of birth control to all women. PMID:11368987
Rarokar, Nilesh R; Saoji, Suprit D; Raut, Nishikant A; Taksande, Jayashree B; Khedekar, Pramod B; Dave, Vivek S
2016-04-01
The aim of the present study was to develop and evaluate a thermoresponsive depot system comprising of docetaxel-loaded cubosomes. The cubosomes were dispersed within a thermoreversible gelling system for controlled drug delivery. The cubosome dispersion was prepared by dilution method, followed by homogenization using glyceryl monooleate, ethanol and Pluronic(®) F127 in distilled water. The cubosome dispersion was then incorporated into a gelling system prepared with Pluronic(®) F127 and Pluronic(®) F68 in various ratios to formulate a thermoresponsive depot system. The thermoresponsive depot formulations undergo a thermoreversible gelation process i.e., they exists as free flowing liquids at room temperature, and transforms into gels at higher temperatures e.g., body temperature, to form a stable depot in aqueous environment. The mean particle size of the cubosomes in the dispersion prepared with Pluronic(®) F127, with and without the drug was found to be 170 and 280 nm, respectively. The prepared thermoresponsive depot system was evaluated by assessing various parameters like time for gelation, injectability, gel erosion, and in-vitro drug release. The drug-release studies of the cubosome dispersion before incorporation into the gelling system revealed that a majority (∼97%) of the drug was released within 12 h. This formulation also showed a short lag time (∼3 min). However, when incorporated into a thermoresponsive depot system, the formulation exhibited an initial burst release of ∼21%, and released only ∼39% drug over a period of 12 h, thus indicating its potential as a controlled drug delivery system. PMID:26208439
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
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...
Stochastic oscillator with random mass: New type of Brownian motion
Gitterman, M.
2014-02-01
The model of a stochastic oscillator subject to additive random force, which includes the Brownian motion, is widely used for analysis of different phenomena in physics, chemistry, biology, economics and social science. As a rule, by the appropriate choice of units one assumes that the particle’s mass is equal to unity. However, for the case of an additional multiplicative random force, the situation is more complicated. As we show in this review article, for the cases of random frequency or random damping, the mass cannot be excluded from the equations of motion, and, for example, besides the restriction of the size of Brownian particle, some restrictions exist also of its mass. In addition to these two types of multiplicative forces, we consider the random mass, which describes, among others, the Brownian motion with adhesion. The fluctuations of mass are modeled as a dichotomous noise, and the first two moments of coordinates show non-monotonic dependence on the parameters of oscillator and noise. In the presence of an additional periodic force an oscillator with random mass is characterized by the stochastic resonance phenomenon, when the appearance of noise increases the input signal.
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
Brownian motion at fast time scales and thermal noise imaging
Huang, Rongxin
This dissertation presents experimental studies on Brownian motion at fast time scales, as well as our recent developments in Thermal Noise Imaging which uses thermal motions of microscopic particles for spatial imaging. As thermal motions become increasingly important in the studies of soft condensed matters, the study of Brownian motion is not only of fundamental scientific interest but also has practical applications. Optical tweezers with a fast position-sensitive detector provide high spatial and temporal resolution to study Brownian motion at fast time scales. A novel high bandwidth detector was developed with a temporal resolution of 30 ns and a spatial resolution of 1 A. With this high bandwidth detector, Brownian motion of a single particle confined in an optical trap was observed at the time scale of the ballistic regime. The hydrodynamic memory effect was fully studied with polystyrene particles of different sizes. We found that the mean square displacements of different sized polystyrene particles collapse into one master curve which is determined by the characteristic time scale of the fluid inertia effect. The particle's inertia effect was shown for particles of the same size but different densities. For the first time the velocity autocorrelation function for a single particle was shown. We found excellent agreement between our experiments and the hydrodynamic theories that take into account the fluid inertia effect. Brownian motion of a colloidal particle can be used to probe three-dimensional nano structures. This so-called thermal noise imaging (TNI) has been very successful in imaging polymer networks with a resolution of 10 nm. However, TNI is not efficient at micrometer scale scanning since a great portion of image acquisition time is wasted on large vacant volume within polymer networks. Therefore, we invented a method to improve the efficiency of large scale scanning by combining traditional point-to-point scanning to explore large vacant
Brownian motor in a granular medium
Balzan, R.; Dalton, F.; Loreto, V.; Petri, A.; Pontuale, G.
2011-03-01
In this work we experimentally study the behavior of a freely rotating asymmetric probe immersed in a vibrated granular medium. For a wide variety of vibration conditions the probe exhibits a steady rotation whose direction is constant with respect to the asymmetry. By changing the vibration amplitude and by filtering the noise in different frequency bands we show that the velocity of rotation depends not only on the RMS acceleration Γ, but also on the amount of energy provided to two separate frequency bands, which are revealed to be important for the dynamics of the granular medium: The first band governs the transfer of energy from the grains to the probe, and the second affects the dynamics by altering the viscosity of the vibro-fluidized material.
Strict Concavity of the Half Plane Intersection Exponent for Planar Brownian Motion
Lawler, Gregory
2000-01-01
The intersection exponents for planar Brownian motion measure the exponential decay of probabilities of nonintersection of paths. We study the intersection exponent $\\xi(\\lambda_1,\\lambda_2)$ for Brownian motion restricted to a half plane which by conformal invariance is the same as Brownian motion restricted to an infinite strip. We show that $\\xi$ is a strictly concave function. This result is used in another paper to establish a universality result for conformally invariant intersection ex...
When does fractional Brownian motion not behave as a continuous function with bounded variation?
Azmoodeh, Ehsan; Tikanmäki, Heikki; 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.
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.
A group action on increasing sequences of set-indexed Brownian motions
Yosef, Arthur
2015-01-01
We prove that a square-integrable set-indexed stochastic process is a set-indexed Brownian motion if and only if its projection on all the strictly increasing continuous sequences are one-parameter $G$-time-changed Brownian motions. In addition, we study the "sequence-independent variation" property for group stationary-increment stochastic processes in general and for a set-indexed Brownian motion in particular. We present some applications.
Depot-specific differences in perilipin and hormone-sensitive lipase expression in lean and obese
Directory of Open Access Journals (Sweden)
Beylot Michel
2009-12-01
Full Text Available Abstract Background Mainly dependent on hormone-sensitive lipase, lipolysis is differently impaired between fat depots in human obesity. Perilipin A expression is a critical element in adipocyte lipolysis. The present study aimed at comparing expression and subcellular distribution of perilipin and hormone-sensitive lipase in two abdominal adipose tissues of lean and obese women. We examined whether regional differences in perilipin expression contribute to impaired lipolytic rates. Methods Abdominal subcutaneous and omental adipose tissues were obtained from six lean and ten obese women. We measured total protein content and relative distribution of hormone-sensitive lipase and perilipin proteins between lipid and non-lipid fractions in tissue homogenates. Hormone-sensitive lipase and perilipin mRNA levels, adipocyte size, basal (non-stimulated and noradrenaline-stimulated lipolysis in isolated adipocytes were determined. Results Adipocytes were significantly larger in the obese versus the lean women and in subcutaneous versus omental fat. Expressed as a function of cell number, basal lipolysis and noradrenaline responsiveness were higher in subcutaneous versus omental adipocytes from the obese women (P Conclusion In both fat depots, a reduced perilipin protein expression was observed in women obesity. Perilipin protein level may contribute to differences in basal lipolysis and in adipocyte size between fat depots and may regulate lipid accumulation in adipocytes. Differences in hormone-sensitive lipase subcellular distribution were reported between fat depots in the obese women.
The KB e-Depot: Building and Managing a Safe Place for e-Journals
Marcel Ras
2009-01-01
This article describes the policies behind the e-Depot of the National Library of the Netherlands and the experience of running an operational digital archive, focussing on the lessons learned after six years of operations in terms of collections, technology, organisation and staff. It concludes with an international collaborative perspective on digital preservation.
Patterns of Postpartum Depot Medroxyprogesterone Administration Among Low-Income Mothers
Dozier, Ann M.; Nelson, Alice; Brownell, Elizabeth A.; Howard, Cynthia R.; Ruth A. Lawrence
2014-01-01
Background: Depot medroxyprogesterone acetate (DMPA) is often administered immediately postpartum to reduce the risk of short-interval repeat or unintended pregnancies, but little is known about the actual patterns of postpartum DMPA use. This article examines the patterns of DMPA administered among low-income new mothers in an upstate New York State community.
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
Long, Hai; Chang, Christopher H; King, Paul W; Ghirardi, Maria L; Kim, Kwiseon
2008-10-01
The [FeFe] hydrogenase from the green alga Chlamydomonas reinhardtii can catalyze the reduction of protons to hydrogen gas using electrons supplied from photosystem I and transferred via ferredoxin. To better understand the association of the hydrogenase and the ferredoxin, we have simulated the process over multiple timescales. A Brownian dynamics simulation method gave an initial thorough sampling of the rigid-body translational and rotational phase spaces, and the resulting trajectories were used to compute the occupancy and free-energy landscapes. Several important hydrogenase-ferredoxin encounter complexes were identified from this analysis, which were then individually simulated using atomistic molecular dynamics to provide more details of the hydrogenase and ferredoxin interaction. The ferredoxin appeared to form reasonable complexes with the hydrogenase in multiple orientations, some of which were good candidates for inclusion in a transition state ensemble of configurations for electron transfer. PMID:18621810
Particle mobility between two planar elastic membranes: Brownian motion and membrane deformation
Daddi-Moussa-Ider, Abdallah; Gekle, Stephan
2016-01-01
We study the motion of a solid particle immersed in a Newtonian fluid and confined between two parallel elastic membranes possessing shear and bending rigidity. The hydrodynamic mobility depends on the frequency of the particle motion due to the elastic energy stored in the membrane. Unlike the single-membrane case, a coupling between shearing and bending exists. The commonly used approximation of superposing two single-membrane contributions is found to give reasonable results only for motions in the parallel, but not in the perpendicular direction. We also compute analytically the membrane deformation resulting from the motion of the particle, showing that the presence of the second membrane reduces deformation. Using the fluctuation-dissipation theorem we compute the Brownian motion of the particle, finding a long-lasting subdiffusive regime at intermediate time scales. We finally assess the accuracy of the employed point-particle approximation via boundary-integral simulations for a truly extended particl...
The inviscid Burgers equation with initial data of Brownian type
She, Zhen-Su; Aurell, Erik; Frisch, Uriel
1992-09-01
The solutions to Burgers equation, in the limit of vanishing viscosity, are investigated when the initial velocity is a Brownian motion (or fractional Brownian motion) function, i.e. a Gaussian process with scaling exponent 0< h<1 (type A) or the derivative thereof, with scaling exponent -1< h<0 (type B). Largesize numerical experiments are performed, helped by the fact that the solution is essentially obtained by performing a Legendre transform. The main result is obtained for type A and concerns the Lagrangian function x(a) which gives the location at time t=1 of the fluid particle which started at the location a. It is found to be a complete Devil's staircase. The cumulative probability of Lagrangian shock intervals Δ a (also the distribution of shock amplitudes) follows a ( Δa)- h law for small Δ a. The remaining (regular) Lagrangian locations form a Cantor set of dimension h. In Eulerian coordinates, the shock locations are everywhere dense. The scaling properties of various statistical quantities are also found. Heuristic interpretations are provided for some of these results. Rigorous results for the case of Brownian motion are established in a companion paper by Ya. Sinai. For type B initial velocities (e.g. white noise), there are very few small shocks and shock locations appear to be isolated. Finally, it is shown that there are universality classes of random but smooth (non-scaling) initial velocities such that the long-time large-scale behavior is, after rescaling, the same as for type A or B.
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.
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
International Nuclear Information System (INIS)
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
Transport and diffusion of overdamped Brownian particles in random potentials
Simon, Marc Suñé; Sancho, J. M.; Lindenberg, Katja
2013-12-01
We present a numerical study of the anomalies in transport and diffusion of overdamped Brownian particles in totally disordered potential landscapes in one and in two dimensions. We characterize and analyze the effects of three different disordered potentials. The anomalous regimes are characterized by the time exponents that exhibit the statistical moments of the ensemble of particle trajectories. The anomaly in the transport is always of the subtransport type, but diffusion presents a greater variety of anomalies: Both subdiffusion and superdiffusion are possible. In two dimensions we present a mixed anomaly: subdiffusion in the direction perpendicular to the force and superdiffusion in the parallel direction.
Transport and diffusion of underdamped Brownian particles in random potentials
Suñé Simon, Marc; Sancho, J. M.; Lindenberg, Katja
2014-09-01
We present numerical results for the transport and diffusion of underdamped Brownian particles in one-dimensional disordered potentials. We compare the anomalies observed with those found in the overdamped regime and with results for a periodic potential. We relate these anomalies to the time dependent probability distributions for the position and velocity of the particles. The anomalies are caused by the random character of the barrier crossing events between locked and running states which is manifested in the spatial distributions. The role of the velocities is small because the particles quickly thermalize into locked or running states.
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).
Reversed radial SLE and the Brownian loop measure
Field, Laurence S.; Lawler, Gregory F.
2012-01-01
The Brownian loop measure is a conformally invariant measure on loops in the plane that arises when studying the Schramm-Loewner evolution (SLE). When an SLE curve in a domain evolves from an interior point, it is natural to consider the loops that hit the curve and leave the domain, but their measure is infinite. We show that there is a related normalized quantity that is finite and invariant under M\\"obius transformations of the plane. We estimate this quantity when the curve is small and t...
Slowdown in branching Brownian motion with inhomogeneous variance
Maillard, Pascal; Zeitouni, Ofer
2013-01-01
We consider a model of Branching Brownian Motion with time-inhomogeneous variance of the form \\sigma(t/T), where \\sigma is a strictly decreasing function. Fang and Zeitouni (2012) showed that the maximal particle's position M_T is such that M_T-v_\\sigma T is negative of order T^{-1/3}, where v_\\sigma is the integral of the function \\sigma over the interval [0,1]. In this paper, we refine we refine this result and show the existence of a function m_T, such that M_T-m_T converges in law, as T\\t...
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.
Conditional limit theorems for regulated fractional Brownian motion
Awad, Hernan; 10.1214/09-AAP605
2009-01-01
We consider a stationary fluid queue with fractional Brownian motion input. Conditional on the workload at time zero being greater than a large value $b$, we provide the limiting distribution for the amount of time that the workload process spends above level $b$ over the busy cycle straddling the origin, as $b\\to\\infty$. Our results can be interpreted as showing that long delays occur in large clumps of size of order $b^{2-1/H}$. The conditional limit result involves a finer scaling of the queueing process than fluid analysis, thereby departing from previous related literature.
Brownian dynamics simulation for modeling ion permeation across bionanotubes.
Krishnamurthy, Vikram; Chung, Shin-Ho
2005-03-01
The principles underlying Brownian dynamics (BD), its statistical consistency, and algorithms for practical implementation are outlined here. The ability to compute current flow across ion channels confers a distinct advantage to BD simulations compared to other simulation techniques. Thus, two obvious applications of BD ion channels are in calculation of the current-voltage and current-concentration curves, which can be directly compared to the physiological measurements to assess the reliability of the model and predictive power of the method. We illustrate how BD simulations are used to unravel the permeation dynamics in two biological ion channels-the KcsA K+ channel and CIC Cl- channel. PMID:15816176
Additivity, density fluctuations, and nonequilibrium thermodynamics for active Brownian particles
Chakraborti, Subhadip; Mishra, Shradha; Pradhan, Punyabrata
2016-05-01
Using an additivity property, we study particle-number fluctuations in a system of interacting self-propelled particles, called active Brownian particles (ABPs), which consists of repulsive disks with random self-propulsion velocities. From a fluctuation-response relation, a direct consequence of additivity, we formulate a thermodynamic theory which captures the previously observed features of nonequilibrium phase transition in the ABPs from a homogeneous fluid phase to an inhomogeneous phase of coexisting gas and liquid. We substantiate the predictions of additivity by analytically calculating the subsystem particle-number distributions in the homogeneous fluid phase away from criticality where analytically obtained distributions are compatible with simulations in the ABPs.
Theory of Brownian motion with the Alder-Wainwright effect
International Nuclear Information System (INIS)
The Stokes-Boussinesq-Langevin equation, which describes the time evolution of Brownian motion with the Alder-Wainwright effect, can be treated in the framework of the theory of KMO-Langevin equations which describe the time evolution of a real, stationary Gaussian process with T-positivity (reflection positivity) originating in axiomatic quantum field theory. After proving the fluctuation-dissipation theorems for KMO-Langevin equations, the authors obtain an explicit formula for the deviation from the classical Einstein relation that occurs in the Stokes-Boussinesq-Langevin equation with a white noise as its random force. The authors interested in whether or not it can be measured experimentally
Phenomenon of Repeated Current Reversals in the Brownian Ratchet
Institute of Scientific and Technical Information of China (English)
杨明; 曹力; 吴大进; 李湘莲
2002-01-01
We study the probability current of the Brownian particles in a tilted periodic piecewise linear "saw-tooth"potential. It is found that the stationary probability current takes on a maximum value at a given additive noise if the intensity of the multiplicative noise is appropriate and at the same time both noises are correlated;and the direction of the stationary probability current is reversed more than once upon some certain correlation intensities between both noises. It is proven that the occurrence of current reversal is only dependent on the relative intensity of the multiplicative and additive noises, but has nothing to do with the absolute intensities of the two noises.
Occupation times for planar and higher dimensional Brownian motion
International Nuclear Information System (INIS)
We consider a planar Brownian motion starting from O at time t = 0 and stopped at t. Denoting by T the time spent in a wedge of apex O and angle Θ, we develop a method to compute systematically the moments of T for general Θ values. We apply it to obtain analytically the second and third moments for a general wedge angle and, also, the fourth moment for the quadrant (Θ = π/2). We compare our results with numerical simulations. Finally, with standard perturbation theory, we establish a general formula for the second moment of an orthant occupation time
Moments of inertia and the shapes of Brownian paths
International Nuclear Information System (INIS)
The joint probability law of the principal moments of inertia of Brownian paths (open or closed) is computed, using constrained path integrals and Random Matrix Theory. The case of two-dimensional paths is discussed in detail. In particular, it is shown that the ratio of the average values of the largest and smallest moments is equal to 4.99 (open paths) and 3.07 (closed paths). Results of numerical simulations are also presented, which include investigation of the relationships between the moments of inertia and the arithmetic area enclosed by a path. (authors) 28 refs., 2 figs
Algebraic and arithmetic area for $m$ planar Brownian paths
Desbois, Jean; Ouvry, Stephane
2011-01-01
The leading and next to leading terms of the average arithmetic area $$ enclosed by $m\\to\\infty$ independent closed Brownian planar paths, with a given length $t$ and starting from and ending at the same point, is calculated. The leading term is found to be $ \\sim {\\pi t\\over 2}\\ln m$ and the $0$-winding sector arithmetic area inside the $m$ paths is subleading in the asymptotic regime. A closed form expression for the algebraic area distribution is also obtained and discussed.
Occupation times for planar and higher dimensional Brownian motion
Energy Technology Data Exchange (ETDEWEB)
Desbois, Jean [CNRS, University Paris Sud, UMR8626, LPTMS, ORSAY CEDEX, F-91405 (France)
2007-03-09
We consider a planar Brownian motion starting from O at time t = 0 and stopped at t. Denoting by T the time spent in a wedge of apex O and angle {theta}, we develop a method to compute systematically the moments of T for general {theta} values. We apply it to obtain analytically the second and third moments for a general wedge angle and, also, the fourth moment for the quadrant ({theta} = {pi}/2). We compare our results with numerical simulations. Finally, with standard perturbation theory, we establish a general formula for the second moment of an orthant occupation time.
Anyonic Partition Functions and Windings of Planar Brownian Motion
Desbois, Jean; Heinemann, Christine; Ouvry, Stéphane
1994-01-01
The computation of the $N$-cycle brownian paths contribution $F_N(\\alpha)$ to the $N$-anyon partition function is adressed. A detailed numerical analysis based on random walk on a lattice indicates that $F_N^{(0)}(\\alpha)= \\prod_{k=1}^{N-1}(1-{N\\over k}\\alpha)$. In the paramount $3$-anyon case, one can show that $F_3(\\alpha)$ is built by linear states belonging to the bosonic, fermionic, and mixed representations of $S_3$.
Moments of inertia and the shapes of Brownian paths
Energy Technology Data Exchange (ETDEWEB)
Fougere, F.; Desbois, J.
1993-12-31
The joint probability law of the principal moments of inertia of Brownian paths (open or closed) is computed, using constrained path integrals and Random Matrix Theory. The case of two-dimensional paths is discussed in detail. In particular, it is shown that the ratio of the average values of the largest and smallest moments is equal to 4.99 (open paths) and 3.07 (closed paths). Results of numerical simulations are also presented, which include investigation of the relationships between the moments of inertia and the arithmetic area enclosed by a path. (authors) 28 refs., 2 figs.
Algebraic and arithmetic area for m planar Brownian paths
International Nuclear Information System (INIS)
The leading and next to leading terms of the average arithmetic area (S(m)) enclosed by m→∞ independent closed Brownian planar paths, with a given length t and starting from and ending at the same point, are calculated. The leading term is found to be (S(m)) ∼ (πt/2)lnm and the 0-winding sector arithmetic area inside the m paths is subleading in the asymptotic regime. A closed form expression for the algebraic area distribution is also obtained and discussed
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.
Brownian dynamics in a confined geometry. Experiments and numerical simulations
Garnier, Nicolas; Ostrowsky, N.
1991-01-01
The Brownian dynamics of a colloidal suspension is measured in the immediate vicinity of a rigid surface by the Evanescent Quasielastic Light Scattering Technique. A net decrease of the measured diffusion coefficient is observed, due to the hydrodynamic slowing down of the particles very close to the wall. This effect is all the more important when the particles are allowed to get closer to the wall, i.e. when the range of the static wall/particle repulsive interaction decreases. It thus prov...
GUE minors, maximal Brownian functionals and longest increasing subsequences
Benaych-Georges, Florent; Houdré, Christian
2015-01-01
We present equalities in law between the spectra of the minors of a GUE matrix and some maximal functionals of independent Brownian motions. In turn, these results allow to recover the limiting shape (properly centered and scaled) of the RSK Young diagrams associated with a random word as a function of the spectra of these minors. Since the length of the top row of the diagrams is the length of the longest increasing subsequence of the random word, the corresponding limiting law also follows.
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.
Brownian motion and Harmonic functions on Sol(p,q)
Brofferio, Sara; Salvatori, Maura; Woess, Wolfgang
2012-01-01
The Lie group Sol(p,q) is the semidirect product induced by the action of the real numbers R on the plane R^2 which is given by (x,y) --> (exp{p z} x, exp{-q z} y), where z is in R. Viewing Sol(p,q) as a 3-dimensional manifold, it carries a natural Riemannian metric and Laplace-Beltrami operator. We add a linear drift term in the z-variable to the latter, and study the associated Brownian motion with drift. We derive a central limit theorem and compute the rate of escape. Also, we introduce t...
Brownian Motion and Harmonic Functions on Rotationally Symmetric Manifolds
March, Peter
1986-01-01
We consider Brownian motion $X$ on a rotationally symmetric manifold $M_g = (\\mathbb{R}^n, ds^2), ds^2 = dr^2 + g(r)^2 d\\theta^2$. An integral test is presented which gives a necessary and sufficient condition for the nontriviality of the invariant $\\sigma$-field of $X$, hence for the existence of nonconstant bounded harmonic functions on $M_g$. Conditions on the sectional curvatures are given which imply the convergence or the divergence of the test integral.
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…
On the expectation of normalized Brownian functionals up to first hitting times
Elie, Romuald; Rosenbaum, Mathieu; Yor, Marc
2013-01-01
Let B be a Brownian motion and T its first hitting time of the level 1. For U a uniform random variable independent of B, we study in depth the distribution of T^{-1/2}B_{UT}, that is the rescaled Brownian motion sampled at uniform time. In particular, we show that this variable is centered.
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...
Functionals of Brownian motion, localization and metric graphs
Energy Technology Data Exchange (ETDEWEB)
Comtet, Alain [Laboratoire de Physique Theorique et Modeles Statistiques, UMR 8626 du CNRS, Universite Paris-Sud, Bat. 100, F-91405 Orsay Cedex (France); Institut Henri Poincare, 11 rue Pierre et Marie Curie, F-75005 Paris (France); Desbois, Jean [Laboratoire de Physique Theorique et Modeles Statistiques, UMR 8626 du CNRS, Universite Paris-Sud, Bat. 100, F-91405 Orsay Cedex (France); Texier, Christophe [Laboratoire de Physique Theorique et Modeles Statistiques, UMR 8626 du CNRS, Universite Paris-Sud, Bat. 100, F-91405 Orsay Cedex (France); Laboratoire de Physique des Solides, UMR 8502 du CNRS, Universite Paris-Sud, Bat. 510, F-91405 Orsay Cedex (France)
2005-09-16
We review several results related to the problem of a quantum particle in a random environment. In an introductory part, we recall how several functionals of Brownian motion arise in the study of electronic transport in weakly disordered metals (weak localization). Two aspects of the physics of the one-dimensional strong localization are reviewed: some properties of the scattering by a random potential (time delay distribution) and a study of the spectrum of a random potential on a bounded domain (the extreme value statistics of the eigenvalues). Then we mention several results concerning the diffusion on graphs, and more generally the spectral properties of the Schroedinger operator on graphs. The interest of spectral determinants as generating functions characterizing the diffusion on graphs is illustrated. Finally, we consider a two-dimensional model of a charged particle coupled to the random magnetic field due to magnetic vortices. We recall the connection between spectral properties of this model and winding functionals of planar Brownian motion. (topical review)
Functionals of Brownian motion, localization and metric graphs
International Nuclear Information System (INIS)
We review several results related to the problem of a quantum particle in a random environment. In an introductory part, we recall how several functionals of Brownian motion arise in the study of electronic transport in weakly disordered metals (weak localization). Two aspects of the physics of the one-dimensional strong localization are reviewed: some properties of the scattering by a random potential (time delay distribution) and a study of the spectrum of a random potential on a bounded domain (the extreme value statistics of the eigenvalues). Then we mention several results concerning the diffusion on graphs, and more generally the spectral properties of the Schroedinger operator on graphs. The interest of spectral determinants as generating functions characterizing the diffusion on graphs is illustrated. Finally, we consider a two-dimensional model of a charged particle coupled to the random magnetic field due to magnetic vortices. We recall the connection between spectral properties of this model and winding functionals of planar Brownian motion. (topical review)
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.
Narrow escape for a stochastically gated Brownian ligand.
Reingruber, Jürgen; Holcman, David
2010-02-17
Molecular activation in cellular microdomains is usually characterized by a forward binding rate, which is the reciprocal of the arrival time of a ligand to a key target. Upon chemical interactions or conformational changes, a Brownian ligand may randomly switch between different states, and when target activation is possible in a specific state only, switching can significantly alter the activation process. The main goal of this paper is to study the mean time for a switching ligand to activate a small substrate, modelled as the time to exit a microdomain through a small absorbing window on the surface. We present the equations for the mean sojourn times the ligand spends in each state, and study the escape process with switching between two states in dimension one and three. When the ligand can exit in only one of the two states, we find that switching always decreases its sojourn time in the state where it can exit. Moreover, the fastest exit is obtained when the ligand diffuses most of the time in the state with the maximal diffusion coefficient, although this may imply that it spends most of the time 'hidden' in the state where it cannot exit. We discuss the physical mechanisms responsible for this apparent paradox. In dimension three we confirm our results with Brownian simulations. Finally, we suggest possible applications in cellular biology. PMID:21389363
Ergodic Properties of Fractional Brownian-Langevin Motion
Deng, Weihua
2008-01-01
We investigate the time average mean square displacement $\\overline{\\delta^2}(x(t))=\\int_0^{t-\\Delta}[x(t^\\prime+\\Delta)-x(t^\\prime)]^2 dt^\\prime/(t-\\Delta)$ for fractional Brownian and Langevin motion. Unlike the previously investigated continuous time random walk model $\\overline{\\delta^2}$ converges to the ensemble average $ \\sim t^{2 H}$ in the long measurement time limit. The convergence to ergodic behavior is however slow, and surprisingly the Hurst exponent $H=3/4$ marks the critical point of the speed of convergence. When $H^2\\sim k(H) \\cdot\\Delta\\cdot t^{-1}$, when $H=3/4$, ${EB} \\sim (9/16)(\\ln t) \\cdot\\Delta \\cdot t^{-1}$, and when $3/4
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...
Babić, Sanja; Dragun, Zrinka; Sauerborn Klobučar, Roberta; Ivanković, Dušica; Bačić, Niko; Fiket, Željka; Barišić, Josip; Krasnići, Nesrete; Strunjak-Perović, Ivančica; Topić Popović, Natalija; Čož-Rakovac, Rozelindra
2015-09-01
Treated sewage sludge is commonly used in agriculture as fertilizer. It is, therefore, necessary to determine possible detrimental influences of sludge application on soil contamination and accumulation of contaminants in tissues of terrestrial animals, which in the long run could also have undesirable effects on humans. With that aim, the study was performed using earthworm Eisenia fetida as test organism and semi-solid depot sludge from a wastewater treatment plant as exposure media. The concentrations of 26 metals/metalloids were determined in depot sludge, and their bioaccumulation was estimated in whole tissue of E. fetida, and for the first time in the soluble tissue fraction, which represents metal fraction available for metabolic requirements and toxic effects. Obtained results have revealed acceptable levels of several elements (Cd, Cr, Cu, Ni, Pb, Zn) in depot sludge, when compared to currently valid regulations, and only moderate accumulation of some elements (e.g. As, Ba, Cd, Co, Fe, Tl, V, and Zn) in earthworms, as a consequence of exposure to depot sludge. However, a concentration increase after exposure to depot sludge was observed in E. fetida for several elements (Cd, Mo, and Zn), which were present in lower concentrations in the exposure mixtures than in soil. Contrary, a concentration decrease was observed for Cs, Mn, and Rb, although they were present in higher concentrations in depot sludge than in soil. It was an indication of disturbance in metal homeostasis in earthworms, possibly caused by exposure to complex mixture of contaminants present in depot sludge. The cumulative effect of exposure to a number of various contaminants (inorganic, organic, microbiological and pharmaceutical), even if each of them was not present in very high concentrations, could have caused distress in earthworms exposed to depot sludge. PMID:25931022
Intraperitoneal chemotherapy of ovarian cancer by hydrogel depot of paclitaxel nanocrystals.
Sun, Bo; Taha, Maie S; Ramsey, Benjamin; Torregrosa-Allen, Sandra; Elzey, Bennett D; Yeo, Yoon
2016-08-10
Intraperitoneal (IP) chemotherapy is a promising post-surgical therapy of ovarian cancer, but the full potential is yet to be realized. To facilitate IP chemotherapy of ovarian cancer, we developed an in-situ crosslinkable hydrogel depot containing paclitaxel (PTX) nanocrystals (PNC). PNC suppressed SKOV3 cell proliferation more efficiently than microparticulate PTX precipitates (PPT), and the gel containing PNC (PNC-gel) showed a lower maximum tolerated dose than PPT-containing gel (PPT-gel) in mice, indicating greater dissolution and cellular uptake of PNC than PPT. A single IP administration of PNC-gel extended the survival of tumor-bearing mice significantly better than Taxol, but PPT-gel did not. These results support the advantage of PNC over PPT and demonstrate the promise of a gel depot as an IP drug delivery system. PMID:27238443
Terbutaline depot tablets in childhood asthma. A double-blind controlled study.
Foged, N; Høst, A; Ljungholm, K
1985-10-01
Thirty children 8-13 years old, with perennial asthma and with a reversibility of greater than or equal to 20% in lung function (FEV1) were given a sustained-release preparation of terbutaline sulphate 5 mg twice a day and ordinary tablets 2.5 mg three times a day; each treatment lasted 1 week. 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 with both treatments. Most of the patients preferred the depot tablets. PMID:3907394
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
adipocyte precursor cells (APCs) isolated from visceral and subcutaneous white adipose depots of mice have distinct patterns of gene expression, differentiation potential, and response to environmental and genetic influences. APCs derived from subcutaneous fat differentiate well in the presence of classical......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 that...... induction cocktail, whereas those from visceral fat differentiate poorly but can be induced to differentiate by addition of bone morphogenetic protein (BMP)-2 or BMP-4. This difference correlates with major differences in gene expression signature between subcutaneous and visceral APCs. The number of APCs...
Wang, Jiaxi; Lin, Boliang; 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
Understanding of empty container movement: A study on a bottleneck at an off-dock depot
Zain, Rosmaizura Mohd; Rahman, Mohd Nizam Ab; Nopiah, Zulkifli Mohd; Saibani, Nizaroyani
2014-09-01
Port not only function as connections between marine and land transportation but also as core business areas. In a port terminal, available space is limited, but the influx of container is growing. The off-dock depot is one of the key supply chain players that hold empty containers in the inventory. Therefore, this paper aims to identify the main factors of bottlenecks or congestion that hinder the rapid movement of empty containers from the off-dock depot to the customers. Thirty interviews were conducted with individuals who are key players in the container supply chain. The data were analyzed using Atlas.ti software and the analytic hierarchy process to rank the priority factors of bottlenecks. Findings show that several pertinent factors act as barriers to the key players in the container movement in the day-to-day operations. In future studies, strategies to overcome fragmentation in the container supply chain and logistics must be determined.
Terbutaline depot tablets in childhood asthma. A double-blind controlled study
DEFF Research Database (Denmark)
Foged, N; Høst, A; Ljungholm, K
1985-01-01
Thirty children 8-13 years old, with perennial asthma and with a reversibility of greater than or equal to 20% in lung function (FEV1) were given a sustained-release preparation of terbutaline sulphate 5 mg twice a day and ordinary tablets 2.5 mg three times a day; each treatment lasted 1 week....... 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...... with both treatments. Most of the patients preferred the depot tablets....
A Case of Mental Retardation with Paraphilia Treated with Depot Leuprorelin
Park, Woo Sung; Kim, Kyung Min; Jung, Yong Woo; Lim, Myung Ho
2014-01-01
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 ...
Improving Inventory Management and Supply Chain of Diesel Fuel in Pertamina 5 Main Depots
Togar M Simatupang; Hendra W Pardhana
2012-01-01
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 ...
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.
Michael V. Dodson, Gary J. Hausman, LeLuo Guan, Min Du, Theodore P. Rasmussen, Sylvia P. Poulos, Priya Mir, Werner G. Bergen, Melinda E. Fernyhough, Douglas C. McFarland, Robert P. Rhoads, Beatrice Soret, James M. Reecy, Sandra G. Velleman, Zhihua Jiang
2010-01-01
Meat animals are unique as experimental models for both lipid metabolism and adipocyte studies because of their direct economic value for animal production. This paper discusses the principles that regulate adipogenesis in major meat animals (beef cattle, dairy cattle, and pigs), the definition of adipose depot-specific regulation of lipid metabolism or adipogenesis, and introduces the potential value of these animals as models for metabolic research including mammary biology and the ontogeny...
Dodson, Michael V.; Hausman, Gary J.; Guan, Leluo; Du, Min; Rasmussen, Theodore P.; Poulos, Sylvia P; Mir, Priya; Bergen, Werner G.; Fernyhough, Melinda E.; McFarland, Douglas C.; Rhoads, Robert P.; Soret Lafraya, Beatriz; Reecy, James M.; Velleman, Sandra G; Jiang, Zhihua
2010-01-01
Meat animals are unique as experimental models for both lipid metabolism and adipocyte studies because of their direct economic value for animal production. This paper discusses the principles that regulate adipogenesis in major meat animals (beef cattle, dairy cattle, and pigs), the definition of adipose depot-specific regulation of lipid metabolism or adipogenesis, and introduces the potential value of these animals as models for metabolic research including mammary biology and the onto...
Anaphylaxis Triggered by Benzyl Benzoate in a Preparation of Depot Testosterone Undecanoate
Ong, Gregory S. Y.; Somerville, Colin P.; Jones, Timothy W; Walsh, John P.
2012-01-01
We report the first case of an anaphylactic reaction to Reandron 1000 (depot testosterone undecanoate with a castor oil and benzyl benzoate vehicle). While considered to have a favourable safety profile, serious complications such as oil embolism and anaphylaxis can occur. In our patient, skin testing identified benzyl benzoate to be the trigger, with no reaction to castor oil or testosterone undecanoate components. As benzyl benzoate exists in multiple pharmaceuticals, foods, and cosmetics, ...
Sartorius, Gideon; Fennell, Carolyn; Spasevska, Sasa; Turner, Leo; Conway, Ann J.; Handelsman, David J
2010-01-01
Pain following depot intramuscular (IM) injection of oil vehicle-based drugs has been little studied. This study aimed to determine prospectively the prevalence, determinants, severity and functional consequences of pain during the week after IM injection of 1 000 mg testosterone undecanoate (TU) in a 4-mL castor oil vehicle. Androgen-deficient men receiving regular T replacement therapy at an academic andrology clinic were recruited to report pain scores using a coloured visual linear analog...
Type and radionuclide inventory of radwaste collected by the depots of the Lands
International Nuclear Information System (INIS)
Radioactive wastes with negligible heat generation are arising from the use of radioisotopes in universities, research laboratories, industrial and commercial plants, hospitals or physicians offices. The type of wastes and quantities are described. The operators of collecting depots of the Lands provided, for preparation of a database, the necessary information for the radiological characterization of waste containers which are intended for final storage in the Konrad repository. (DG)
The e-Depot for Dutch Archaeology. Archiving and publication of archaeological data
Hollander, H.S.
2014-01-01
In the Netherlands, the archiving and publication of archaeological research data has led to the establishment of the e-Depot for Dutch Archaeology (EDNA) accommodated at DANS. EDNA is a collaboration between DANS and the Cultural Heritage Agency (RCE). DANS is an institute of the Royal Netherlands Academy of Arts and Sciences (KNAW) and the Netherlands Organisation for Scientific Research (NWO). The slogan "Digital archaeology requires a digital memory" was used in 2007 to bring care for dig...
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.
Aging In Adipocytes: Potential Impact Of Inherent, Depot-Specific Mechanisms
Cartwright, Mark J.; Tchkonia, Tamara; Kirkland, James L.
2007-01-01
Fat mass and tissue distribution change dramatically throughout life. Fat depot sizes reach a peak by middle or early old age, followed by a substantial decline, together with fat tissue dysfunction and redistribution in advanced old age. These changes are associated with health complications, including type 2 diabetes, atherosclerosis, dyslipidemia, thermal dysregulation, and skin ulcers, particularly in advanced old age. Fat tissue growth occurs through increases in size and number of fat c...
Adipose Tissue Fatty Acid Storage Factors: Effects of Depot, Sex and Fat Cell Size
Hames, Kazanna C.; Koutsari, Christina; Santosa, Sylvia; Bush, Nikki C.; Jensen, Michael D.
2015-01-01
Background/Objectives Patterns of postabsorptive adipose tissue fatty acid storage correlate with sex-specific body fat distribution. Some proteins and enzymes participating in this pathway include CD36 (facilitated transport), acyl-CoA synthetases (ACS; the first step in fat metabolism), and diacylglycerol acetyl-transferase (DGAT; the final step of triglyceride synthesis). Our goal was to better define CD36, ACS and DGAT in relation to sex, subcutaneous fat depots, and adipocyte size. Subje...
Vaginal Atrophy following Long-Term Depot Medroxyprogesterone Acetate Use: A Case Report
Christie Walker; Badawy, Shawky Z. A.
2013-01-01
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.
Kristin M. Rager; Amy Fowler; Hatim A. Omar
2006-01-01
High discontinuation rates for depot medroxyprogesterone acetate (DMPA) in adolescents may contribute to the number of unintended pregnancies. Many cite vaginal bleeding as a reason for discontinuing DMPA use. In this study, we attempted to determine if treating DMPA-associated vaginal bleeding with monophasic oral contraceptive pills (OCP) raised continuation rates. A total of 131 patients who reported vaginal bleeding while on DMPA were included in this study and 83 were treated with monoph...
Directory of Open Access Journals (Sweden)
Gray Andrew
2001-06-01
Full Text Available Abstract Background In South Africa, where health care resources are limited, it is important to ensure that drugs provision and use is rational. The Essential Drug List includes depot medroxyprogesterone acetate (DMPA and norethisterone oenanthate (NET-EN as injectable progestagen-only contraceptives (IPCs, and both products are extensively used. Objectives and Methods Utilisation patterns of the injectable contraceptive products DMPA and NET-EN are compared in the context of current knowledge of the safety and efficacy of these agents. Utilisation patterns were analysed by means of a Pareto (ABC analysis of IPCs issued from 4 South African provincial pharmaceutical depots over 3 financial years. A case study from rural KwaZulu-Natal, South Africa, is used to examine utilisation patterns and self-reported side effects experienced by 187 women using IPCs. Results IPCs accounted for a substantial share of total state expenditure on drugs. While more DMPA than NET-EN was issued, NET-EN distribution from 2 depots increased over the 3-year period. Since DMPA was cheaper, if all NET-EN clients in the 1999/2000 financial year (annualised had used DMPA, the 4 depots could have saved 4.95 million South African Rands on product acquisition costs alone. The KZN case study showed slightly more NET-EN (54% than DMPA (46% use; no significant differences in self-reported side effects; and that younger women were more likely to use NET-EN than DMPA (p = 0.0001. Conclusions Providing IPCs on the basis of age is not appropriate or cost effective. Rational use of these products should include consideration of the cost of prescribing one over another.
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.
Short communication. Fatty acid composition of lamb fat depots as an origin discriminator
Horcada Ibáñez, Alberto Luis; Aldai, N.; Polvillo Polo, Oliva; Valera Córdoba, María Mercedes; A. Molina; Juárez Dávila, Manuel María
2010-01-01
The development of quality labels for different lamb meats makes necessary to implement analytical methodologies to guarantee consumers the origin of the products. Eighty single birth male lambs from five Southern Spain sheep breeds (Grazalema Merino, Churra Lebrijana, Spanish Merino, Montesina and Segureña) were selected for the study and fed according to their traditional production system (with or without weaning). The fatty acid composition of five different depots (intramuscu...
Directory of Open Access Journals (Sweden)
Rido Wandrivel
2012-11-01
Full Text Available Abstrak Latar belakang: Pendahuluan: Setiap depot air minum wajib melakukan pemeriksaan mutu produk sesuai dengan peraturan yang berlaku, namun tidak satupun dari sembilan depot air minum di Kecamatan Bungus melakukan hal tersebut. Diare adalah salah satu penyakit yang disebabkan oleh air minum yang tidak berkualitas. Morbiditas rate diare di Kecamatan Bungus tertinggi ke-2 di Kota Padang. Penelitian ini bertujuan untuk mengetahui kualitas air minum yang dihasilkan depot air minum di Kecamatan Bungus berdasarkan persyaratan mikrobiologi. Metode Penelitian: Populasi pada penelitian ini adalah air minum yang berasal dari depot air minum isi ulang di Kecamatan Bungus Padang dan sampel pada penelitian ini adalah seluruh populasi yang ada, yaitu sembilan sampel. Penelitian dilaksanakan dalam 2 tahap yaitu pengambilan sampel air dengan galon air sekaligus observasi faktor yang mempengaruhi kualitas air dan pemeriksaan mikrobiologis dengan Most Probable Number Test (MPN terhadap sampel yang terdiri dari tiga tes, yaitu presumptive test, confirmative test, dan complete test. Hasil Penelitian: Lima dari sembilan sampel mengandung bakteri Coliform dan tiga dari lima sampel tersebut juga mengandung E. coli. Kesimpulan: Hal ini menunjukkan bahwa 55,6% depot air minum di Kecamatan Bungus menghasilkan air minum yang kualitasnya tidak memenuhi persyaratan mikrobiologi yang telah ditetapkan pemerintah. Beberapa faktor yang dapat mempengaruhi adalah air baku, kondisi depot, kebersihan operator, dan penanganan terhadap wadah pembeli. Kata kunci: Depot air minum isi ulang, pemeriksaan mikrobiologis Abstract Background: Every depot is obliged to do inspection of product quality prescribed by the regulations, but not one even also from nine drinking water depot in District of Bungus do the mentioned. Diarrhea is one of the disease that cause by bad quality water product. Diarrhea morbidity rate in the Bungus District is second highest in Padang City. This Research
AUTOMATED DETECTION OF OIL DEPOTS FROM HIGH RESOLUTION IMAGES: A NEW PERSPECTIVE
Directory of Open Access Journals (Sweden)
A. O. Ok
2015-03-01
Full Text Available This paper presents an original approach to identify oil depots from single high resolution aerial/satellite images in an automated manner. The new approach considers the symmetric nature of circular oil depots, and it computes the radial symmetry in a unique way. An automated thresholding method to focus on circular regions and a new measure to verify circles are proposed. Experiments are performed on six GeoEye-1 test images. Besides, we perform tests on 16 Google Earth images of an industrial test site acquired in a time series manner (between the years 1995 and 2012. The results reveal that our approach is capable of detecting circle objects in very different/difficult images. We computed an overall performance of 95.8% for the GeoEye-1 dataset. The time series investigation reveals that our approach is robust enough to locate oil depots in industrial environments under varying illumination and environmental conditions. The overall performance is computed as 89.4% for the Google Earth dataset, and this result secures the success of our approach compared to a state-of-the-art approach.
Ceciliani, Fabrizio; Soler, Laura; Grilli, Guido; Marques, Andreia T; Giudice, Chiara; Lecchi, Cristina
2015-11-15
In this article the localization of the acute phase protein Serum Amyloid A (SAA) in different depots of bovine adipose tissue (AT) and liver is reported. Quantitative (Real Time) PCR was paired to immunohistochemistry after the production of a specific polyclonal antibody. SAA's mRNA was found in all analyzed AT depots included in the present study, the AT located in the withers being the major source of SAA mRNA. A polyclonal antibody was raised against bovine SAA and was used to validate gene expression analyses. Western Blotting confirmed that SAA is present in all the seven adipose tissue depots include in the present experiment. Anti-SAA polyclonal antibody also stained diffusely adipocytes. In liver, intracytoplasmic immunolabeling was observed in hepatocytes. Staining was generally mild and not diffuse: negative hepatocytes were intermixed with positive ones. A positive intracytoplasmic immunostaining was occasionally observed in endothelial cells lining small blood vessels within AT septa and liver parenchyma. Our data confirm that bovine AT may provide an important source of SAA in healthy subjects. It remains to be determined which is the contribution of AT in the serum concentration of SAA. PMID:26319890
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.
Active microrheology of Brownian suspensions via Accelerated Stokesian Dynamics simulations
Chu, Henry; Su, Yu; Gu, Kevin; Hoh, Nicholas; Zia, Roseanna
2015-11-01
The non-equilibrium rheological response of colloidal suspensions is studied via active microrheology utilizing Accelerated Stokesian Dynamics simulations. In our recent work, we derived the theory for micro-diffusivity and suspension stress in dilute suspensions of hydrodynamically interacting colloids. This work revealed that force-induced diffusion is anisotropic, with qualitative differences between diffusion along the line of the external force and that transverse to it, and connected these effects to the role of hydrodynamic, interparticle, and Brownian forces. This work also revealed that these forces play a similar qualitative role in the anisotropy of the stress and in the evolution of the non-equilibrium osmotic pressure. Here, we show that theoretical predictions hold for suspensions ranging from dilute to near maximum packing, and for a range of flow strengths from near-equilibrium to the pure-hydrodynamic limit.
Unusual Brownian motion of photons in open absorbing media
Zhao, Li-Yi; Zhang, Zhao-Qing; Zhang, Xiang-Dong
2013-01-01
Very recent experiments have discovered that localized light in strongly absorbing media displays intriguing diffusive phenomena. Here we develop a first-principles theory of light propagation in open media with arbitrary absorption strength and sample length. We show analytically that photons in localized open absorbing media exhibit unusual Brownian motion. Specifically, wave transport follows the diffusion equation with the diffusion coefficient exhibiting spatial resolution. Most strikingly, despite that the system is controlled by two parameters -- the ratio of the localization (absorption) length to the sample length -- the spatially resolved diffusion coefficient displays novel single parameter scaling: it depends on the space via the returning probability. Our analytic predictions for this diffusion coefficient are confirmed by numerical simulations. In the strong absorption limit they agree well with the experimental results.
Brownian semi-stationary processes, turbulence and smooth processes
DEFF Research Database (Denmark)
Urbina, José Ulises Márquez
This thesis analysis the use of Brownian semi-stationary (BSS) processes to model the main statistical features present in turbulent time series, and some asymptotic properties of certain classes of smooth processes. Turbulence is a complex phenomena governed by the Navier-Stokes equations. These...... equations do not represent a fully functional model and, consequently, it has been necessary to develop phenomenological models capturing main aspects of turbulent dynamics. The BSS processes were proposed as an option to model turbulent time series. In this thesis we proved, through a simulation....... We also studied the distributional properties of the increments of BSS processes with the intent to better understand why the BSS processes seem to accurately reproduce the temporal turbulent dynamics. BSS processes in general are not semimartingales. However, there are conditions which make a BSS...
Brownian Dynamics of Colloidal Particles in Lyotropic Chromonic Liquid Crystals
Martinez, Angel; Collings, Peter J.; Yodh, Arjun G.
We employ video microscopy to study the Brownian dynamics of colloidal particles in the nematic phase of lyotropic chromonic liquid crystals (LCLCs). These LCLCs (in this case, DSCG) are water soluble, and their nematic phases are characterized by an unusually large elastic anisotropy. Our preliminary measurements of particle mean-square displacement for polystyrene colloidal particles (~5 micron-diameter) show diffusive and sub-diffusive behaviors moving parallel and perpendicular to the nematic director, respectively. In order to understand these motions, we are developing models that incorporate the relaxation of elastic distortions of the surrounding nematic field. Further experiments to confirm these preliminary results and to determine the origin of these deviations compared to simple diffusion theory are ongoing; our results will also be compared to previous diffusion experiments in nematic liquid crystals. We gratefully acknowledge financial support through NSF DMR12-05463, MRSEC DMR11-20901, and NASA NNX08AO0G.
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.
Normal and anomalous diffusion of Brownian particles on disordered potentials
Salgado-García, R.
2016-07-01
In this work we study the transition from normal to anomalous diffusion of Brownian particles on disordered potentials. The potential model consists of a series of "potential hills" (defined on a unit cell of constant length) whose heights are chosen randomly from a given distribution. We calculate the exact expression for the diffusion coefficient in the case of uncorrelated potentials for arbitrary distributions. We show that when the potential heights have a Gaussian distribution (with zero mean and a finite variance) the diffusion of the particles is always normal. In contrast, when the distribution of the potential heights is exponentially distributed the diffusion coefficient vanishes when the system is placed below a critical temperature. We calculate analytically the diffusion exponent for the anomalous (subdiffusive) phase by using the so-called "random trap model". Our predictions are tested by means of Langevin simulations obtaining good agreement within the accuracy of our numerical calculations.
On a non-linear transformation between Brownian martingales
Shkolnikov, Mykhaylo
2012-01-01
The paper studies a non-linear transformation between Brownian martingales, which is given by the inverse of the pricing operator in the mathematical finance terminology. Subsequently, the solvability of systems of equations corresponding to such transformations is investigated. The latter give rise to novel monotone pathwise couplings of an arbitrary number of certain diffusion processes with varying diffusion coefficients. In the case that there is an uncountable number of these diffusion processes and that the index set is an interval such couplings can be viewed as models for the growth of one-dimensional random surfaces. With this motivation in mind, we derive the appropriate stochastic partial differential equations for the growth of such surfaces.
An Efficient Method to Study Nondiffusive Motion of Brownian Particles
Directory of Open Access Journals (Sweden)
Lisý Vladimír
2016-01-01
Full Text Available The experimental access to short timescales has pointed to the inadequacy of the standard Langevin theory of the Brownian motion (BM in fluids. The hydrodynamic theory of the BM describes well the observed motion of the particles; however, the published approach should be improved in several points. In particular, it leads to incorrect correlation properties of the thermal noise driving the particles. In our contribution we present an efficient method, which is applicable to linear generalized Langevin equations describing the BM of particles with any kind of memory and apply it to interpret the experiments where nondiffusive BM of particles was observed. It is shown that the applicability of the method is much broader, allowing, among all, to obtain efficient solutions of various problems of anomalous BM.
Modeling collective emotions: a stochastic approach based on Brownian agents
International Nuclear Information System (INIS)
We develop a agent-based framework to model the emergence of collective emotions, which is applied to online communities. Agents individual emotions are described by their valence and arousal. Using the concept of Brownian agents, these variables change according to a stochastic dynamics, which also considers the feedback from online communication. Agents generate emotional information, which is stored and distributed in a field modeling the online medium. This field affects the emotional states of agents in a non-linear manner. We derive conditions for the emergence of collective emotions, observable in a bimodal valence distribution. Dependent on a saturated or a super linear feedback between the information field and the agent's arousal, we further identify scenarios where collective emotions only appear once or in a repeated manner. The analytical results are illustrated by agent-based computer simulations. Our framework provides testable hypotheses about the emergence of collective emotions, which can be verified by data from online communities. (author)
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. PMID:25554134
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.
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.
Brownian Motion as a Limit to Physical Measuring Processes
DEFF Research Database (Denmark)
Niss, Martin
2016-01-01
In this paper, we examine the history of the idea that noise presents a fundamental limit to physical measuring processes. This idea had its origins in research aimed at improving the accuracy of instruments for electrical measurements. Out of these endeavors, the Swedish physicist Gustaf A. Ising...... formulated a general conclusion concerning the nature of physical measurements, namely that there is a definite limit to the ultimate sensitivity of measuring instruments beyond which we cannot advance, and that this limit is determined by Brownian motion. Ising’s conclusion agreed with experiments and...... received widespread recognition, but his way of modeling the system was contested by his contemporaries. With the more embracing notion of noise that developed during and after World War II, Ising’s conclusion was reinterpreted as showing that noise puts a limit on physical measurement processes. Hence...
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.
Monitoring autocorrelated process: A geometric Brownian motion process approach
Li, Lee Siaw; Djauhari, Maman A.
2013-09-01
Autocorrelated process control is common in today's modern industrial process control practice. The current practice of autocorrelated process control is to eliminate the autocorrelation by using an appropriate model such as Box-Jenkins models or other models and then to conduct process control operation based on the residuals. In this paper we show that many time series are governed by a geometric Brownian motion (GBM) process. Therefore, in this case, by using the properties of a GBM process, we only need an appropriate transformation and model the transformed data to come up with the condition needs in traditional process control. An industrial example of cocoa powder production process in a Malaysian company will be presented and discussed to illustrate the advantages of the GBM approach.
Transient cluster formation in sheared non-Brownian suspensions.
Thøgersen, Kjetil; Dabrowski, Marcin; Malthe-Sørenssen, Anders
2016-02-01
We perform numerical simulations of non-Brownian suspensions in the laminar flow regime to study the scaling behavior of particle clusters and collisions under shear. As the particle fraction approaches the maximum packing fraction, large transient clusters appear in the system. We use methods from percolation theory to discuss the cluster size distribution. We also give a scaling relation for the percolation threshold as well as system size effects through time-dependent fluctuations of this threshold and relate them to system size. System size effects are important close to the maximum packing fraction due to the divergence of the cluster length scale. We then investigate the transient nature of the clusters through characterization of particle collisions and show that collision times exhibit scale-invariant properties. Finally, we show that particle collision times can be modeled as first-passage processes. PMID:26986381
Differential dynamic microscopy to characterize Brownian motion and bacteria motility
Germain, David; Leocmach, Mathieu; Gibaud, Thomas
2016-03-01
We have developed a lab module for undergraduate students, which involves the process of quantifying the dynamics of a suspension of microscopic particles using Differential Dynamic Microscopy (DDM). DDM is a relatively new technique that constitutes an alternative method to more classical techniques such as dynamic light scattering (DLS) or video particle tracking (VPT). The technique consists of imaging a particle dispersion with a standard light microscope and a camera and analyzing the images using a digital Fourier transform to obtain the intermediate scattering function, an autocorrelation function that characterizes the dynamics of the dispersion. We first illustrate DDM in the textbook case of colloids under Brownian motion, where we measure the diffusion coefficient. Then we show that DDM is a pertinent tool to characterize biological systems such as motile bacteria.
Jakubowski, Jacek
2011-01-01
The aim of this paper is to present the new results concerning some functionals of Brownian motion with drift and present their applications in financial mathematics. We find a probabilistic representation of the Laplace transform of special functional of geometric Brownian motion using the squared Bessel and radial Ornstein-Uhlenbeck processes. Knowing the transition density functions of the above we obtain computable formulas for certain expectations of the concerned functional. As an example we find the moments of processes representing an asset price in the lognormal volatility ans Stein models. We also present links among the geometric Brownian motion, the Markov processes studied by Matsumoto and Yor and the hyperbolic Bessel processes.
Maximum of a Fractional Brownian Motion: Analytic Results from Perturbation Theory.
Delorme, Mathieu; Wiese, Kay Jörg
2015-11-20
Fractional Brownian motion is a non-Markovian Gaussian process X_{t}, indexed by the Hurst exponent H. It generalizes standard Brownian motion (corresponding to H=1/2). We study the probability distribution of the maximum m of the process and the time t_{max} at which the maximum is reached. They are encoded in a path integral, which we evaluate perturbatively around a Brownian, setting H=1/2+ϵ. This allows us to derive analytic results beyond the scaling exponents. Extensive numerical simulations for different values of H test these analytical predictions and show excellent agreement, even for large ϵ. PMID:26636835
Role of Brownian motion on the thermal conductivity enhancement of nanofluids
Gupta, Amit; Kumar, Ranganathan
2007-11-01
This study involves Brownian dynamics simulations of a real nanofluid system in which the interparticle potential is determined based on Debye length and surface interaction of the fluid and the solid. This paper shows that Brownian motion can increase the thermal conductivity of the nanofluid by 6% primarily due to "random walk" motion and not only through diffusion. This increase is limited by the maximum concentration for each particle size and is below that predicted by the effective medium theory. Beyond the maximum limit, particle aggregates begin to form. Brownian motion contribution stays as a constant beyond a certain particle diameter.
Oscillation of harmonic functions for subordinate Brownian motion and its applications
Kim, Panki; Lee, Yunju
2012-01-01
In this paper, we establish an oscillation estimate of nonnegative harmonic functions for a pure-jump subordinate Brownian motion. The infinitesimal generator of such subordinate Brownian motion is an integro-differential operator. As an application, we give a probabilistic proof of the following form of relative Fatou theorem for such subordinate Brownian motion X in bounded kappa-fat open set; if u is a positive harmonic function with respect to X in a bounded kappa-fat open set D and h is ...
Bewerunge, Jörg; Ladadwa, Imad; Platten, Florian; Zunke, Christoph; Heuer, Andreas; Egelhaaf, Stefan U
2016-07-28
Anomalous diffusion is a ubiquitous phenomenon in complex systems. It is often quantified using time- and ensemble-averages to improve statistics, although time averages represent a non-local measure in time and hence can be difficult to interpret. We present a detailed analysis of the influence of time- and ensemble-averages on dynamical quantities by investigating Brownian particles in a rough potential energy landscape (PEL). Initially, the particle ensemble is randomly distributed, but the occupancy of energy values evolves towards the equilibrium distribution. This relaxation manifests itself in the time evolution of time- and ensemble-averaged dynamical measures. We use Monte Carlo simulations to study particle dynamics in a potential with a Gaussian distribution of energy values, where the long-time limit of the diffusion coefficient is known from theory. In our experiments, individual colloidal particles are exposed to a laser speckle pattern inducing a non-Gaussian roughness and are followed by optical microscopy. The relaxation depends on the kind and degree of roughness of the PEL. It can be followed and quantified by the time- and ensemble-averaged mean squared displacement. Moreover, the heterogeneity of the dynamics is characterized using single-trajectory analysis. The results of this work are relevant for the correct interpretation of single-particle tracking experiments in general. PMID:27353405
Directory of Open Access Journals (Sweden)
Noordraven EL
2016-02-01
Full Text Available Ernst L Noordraven,1,2 André I Wierdsma,2 Peter Blanken,3 Anthony F T Bloemendaal,1 Cornelis L Mulder2,4 1Dual Diagnosis Centre (CDP, Parnassia Psychiatric Institute, the Hague, 2Department of Psychiatry, Erasmus University Medical Center, Rotterdam, 3Parnassia Addiction Research Centre (PARC, Parnassia Psychiatric Institute, the Hague, 4Bavo-Europoort Mental Health Care, Parnassia Psychiatric Institute, Rotterdam, the Netherlands Background: Noncompliance is a major problem for patients with a psychotic disorder. Two important risk factors for noncompliance that have a severe negative impact on treatment outcomes are impaired illness insight and lack of motivation. Our cross-sectional study explored how they are related to each other and their compliance with depot medication. Methods: Interviews were conducted in 169 outpatients with a psychotic disorder taking depot medication. Four patient groups were defined based on low or high illness insight and on low or high motivation. The associations between depot-medication compliance, motivation, and insight were illustrated using generalized linear models. Results: Generalized linear model showed a significant interaction effect between motivation and insight. Patients with poor insight and high motivation for treatment were more compliant (94% (95% confidence interval [CI]: 1.821, 3.489 with their depot medication than patients with poor insight and low motivation (61% (95% CI: 0.288, 0.615. Patients with both insight and high motivation for treatment were less compliant (73% (95% CI: 0.719, 1.315 than those with poor insight and high motivation. Conclusion: Motivation for treatment was more strongly associated with depot-medication compliance than with illness insight. Being motivated to take medication, whether to get better or for other reasons, may be a more important factor than having illness insight in terms of improving depot-medication compliance. Possible implications for clinical
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.
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).
Feller Processes: The Next Generation in Modeling. Brownian Motion, L\\'evy Processes and Beyond
Böttcher, Björn
2010-01-01
We present a simple construction method for Feller processes and a framework for the generation of sample paths of Feller processes. The construction is based on state space dependent mixing of L\\'evy processes. Brownian Motion is one of the most frequently used continuous time Markov processes in applications. In recent years also L\\'evy processes, of which Brownian Motion is a special case, have become increasingly popular. L\\'evy processes are spatially homogeneous, but empirical data ofte...
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 probability of an encounter of two Brownian particles before escape
holcman, D
2009-01-01
We study the probability of two Brownian particles to meet before one of them exits a finite interval. We obtain an explicit expression for the probability as a function of the initial distance of the two particles using the Weierstrass elliptic function. We also find the law of the meeting location. Brownian simulations show the accuracy of our analysis. Finally, we discuss some applications to the probability that a double strand DNA break repairs in confined environments.
100 years of Einstein's theory of Brownian motion: from pollen grains to protein trains
Chowdhury, Debashish
2005-01-01
Experimental verification of the theoretical predictions made by Albert Einstein in his paper, published in 1905, on the molecular mechanisms of Brownian motion established the existence of atoms. In the last 100 years discoveries of many facets of the ubiquitous Brownian motion has revolutionized our fundamental understanding of the role of {\\it thermal fluctuations} in the exotic structures and complex dynamics exhibited by soft matter like, for example, colloids, gels, etc. The domain of B...
An exact solution to Brownian dynamics of a reversible bimolecular reaction in one dimension
Smith, Stephen; Grima, Ramon
2016-01-01
Brownian dynamics is a popular fine-grained method for simulating systems of interacting particles, such as chemical reactions. Though the method is simple to simulate, it is generally assumed that the dynamics is impossible to solve exactly and analytically, aside from some trivial systems. We here give the first exact analytical solution to a non-trivial Brownian dynamics system: the reaction $A+B\\xrightleftharpoons[]{}C$ in equilibrium in one-dimensional periodic space. The solution is a f...
Recurrence and transience for normally reflected Brownian motion in warped product manifolds
de Lima, Levi Lopes
2016-01-01
We establish an integral test describing the exact cut-off between recurrence and transience for normally reflected Brownian motion in certain unbounded domains in a class of warped product manifolds. Besides extending a previous result by Pinsky \\cite{P1}, who treated the case in which the ambient space is flat, our result recovers the classical test for the standard Brownian motion in model spaces. Moreover, it allows us to discuss the recurrence/transience dichotomy for certain generalized...
On exponential stability for stochastic differential equations disturbed by G-Brownian motion
Fei, Weiyin; Fei, Chen
2013-01-01
We first introduce the calculus of Peng's G-Brownian motion on a sublinear expectation space $(\\Omega, {\\cal H}, \\hat{\\mathbb{E}})$. Then we investigate the exponential stability of paths for a class of stochastic differential equations disturbed by a G-Brownian motion in the sense of quasi surely (q.s.). The analyses consist in G-Lyapunov function and some special inequalities. Various sufficient conditions are obtained to ensure the stability of strong solutions. In particular, by means of ...
Weak solutions to stochastic differential equations driven by fractional Brownian motion
Czech Academy of Sciences Publication Activity Database
Šnupárková, Jana
2009-01-01
Roč. 59, č. 4 (2009), s. 879-907. ISSN 0011-4642 R&D Projects: GA ČR GA201/07/0237 Institutional research plan: CEZ:AV0Z10750506 Keywords : fractional Brownian motion * weak solutions Subject RIV: BA - General Mathematics Impact factor: 0.306, year: 2009 http://library.utia.cas.cz/separaty/2009/SI/snuparkova-weak solutions to stochastic differential equations driven by fractional brownian motion. pdf
On Brownian motion of asymmetric particles - An application as molecular motor
Reichelsdorfer, Martin
2010-01-01
Asymmetric Brownian particles are able to conduct directed average motion under non-equilibrium conditions. This can be used for the construction of molecular motors. The present paper is concerned with the extension and analysis of a biologically inspired model. Due to the often quite abstract formulation, the considerations are also relevant in the broader context of general Brownian motion of asymmetric objects. The model consists of an asymmetric two-dimensional body, which moves along a ...
International Nuclear Information System (INIS)
Using the analogy between brownian motion and Quantum Mechanics, we study the winding angle θ of planar brownian curves around a given point, say the origin O. In particular, we compute the characteristic function for the probability distribution of θ and recover Spitzer's law in the limit of infinitely large times. Finally, we study the (large) change in the winding angle distribution when we add a repulsive potential at the origin
Volpe, Giorgio; Volpe, Giovanni; Gigan, Sylvain
2014-01-01
The motion of particles in random potentials occurs in several natural phenomena ranging from the mobility of organelles within a biological cell to the diffusion of stars within a galaxy. A Brownian particle moving in the random optical potential associated to a speckle, i.e., a complex interference pattern generated by the scattering of coherent light by a random medium, provides an ideal mesoscopic model system to study such phenomena. Here, we derive a theory for the motion of a Brownian ...
Markutsya, Sergiy; Fox, Rodney; Vigil, Dennis; Subramaniam, Shankar
2009-11-01
Nanoparticle synthesis in turbulent reactors subjects anoparticle aggregates to a homogeneous, time-varying shear flow. The shear flow results in anisotropic clusters and it is of interest to characterize the structural properties of these clusters and their effects on initiation and acceleration of aggregation, the restructuring of clusters, and their breakage. The anisotropic structure of a sheared cluster is characterized by the ratio of the major to minor axis length of the approximating ellipsoid oriented along the cluster moment of inertia tensor's principal axes. Brownian dynamics simulations show that shear flow dramatically changes the structure of aggregates by initiating the formation of more compact structures at smaller length scales perpendicular to the shear direction, and anisotropic, cigar--like structures along the shear direction. More compact clusters correspond to higher local volumetric potential energy density. Therefore, we classify the compactness and anisotropy of sheared clusters on a map of local volumetric potential energy density versus ratio of the principal values of the cluster's moment of inertia tensor. The effect of shear on breakage of clusters is characterized by the radius of gyration Rg^cr of the largest stable aggregate for a given value of the imposed steady shear rate (P'eclet number).
Cook, Sara Iliafar
Hybrids of biomolecules and nanomaterials have been identified as promising candidates in the development of novel therapeutics and electronic devices. Single stranded DNA (ssDNA)-bound Single-walled carbon nanotubes (SWCNTs) are of particular interest as they may be the key to solving the challenges that face the carbon nanotube separation technology and because of their potential application in bio-nanomedicine. The ability of ssDNA to form a stable hybrid with CNTs has been attributed to the structure and amphiphilic nature of this macromolecule, enabling the dispersion, sorting and patterned placement of nanotubes. Considering the significant role of ssDNA-CNTs in future technologies and the potential toxicity of such nanomaterials in biological systems, it is essential to gain a quantitative and fundamental understanding on the interactions that allow, weaken or prevent the formation of these hybrids. In this dissertation, we use both experimental and theoretical methods to systematically investigate the major characteristics of these interactions. The free energy of binding of ssDNA homopolymers to solvated carbon nanotubes is one of the key characteristics that determine the stability of such dispersions. We used single molecule force spectroscopy (SMFS), first on graphite and next on single walled carbon nanotubes, to probe and directly quantify the binding strength of ssDNA homopolymer oligomers to these substrates. The force resisting removal of DNA molecules from these surfaces shows characteristic steady-state force plateaus which were distinguishable for each DNA sequence. The free energy of binding per nucleotide for these oligomers on graphite were ranked as T >= A > G >= C (11.3 +/- 0.8 kT, 9.9 +/- 0.4 kT, 8.3 +/- 0.2 kT, and 7.5 +/- 0.8 kT, respectively). On SWCNTs, these interactions decreased in the following order: A > G > T > C, and their magnitude was much larger than on graphite (38.1 +/- 0.2; 33.9 +/- 0.1; 23.3 +/- 0.1; 17.1 +/- 0.1 k
Khan, Siddique J.
We carry out Brownian Dynamics Simulations to study the self-assembly of ligated gold nanoparticles for various ligand chain lengths. First, we develop a phenomenological model for an effective nanoparticle-nanoparticle pair potential by treating the ligands as flexible polymer chains. Besides van der Waals interactions, we incorporate both the free energy of mixing and elastic contributions from compression of the ligands in our effective pair potentials. The separation of the nanoparticles at the potential minimum compares well with experimental results of gold nanoparticle superlattice constants for various ligand lengths. Next, we use the calculated pair potentials as input to Brownian dynamics simulations for studying the formation of nanoparticle assembly in three dimensions. For dodecanethiol ligated nanoparticles in toluene, our model gives a relatively shallower well depth and the clusters formed after a temperature quench are compact in morphology. Simulation results for the kinetics of cluster growth in this case are compared with phase separations in binary mixtures. For decanethiol ligated nanoparticles, the model well depth is found to be deeper, and simulations show hybrid, fractal-like morphology for the clusters. Cluster morphology in this case shows a compact structure at short length scales and a fractal structure at large length scales. Growth kinetics for this deeper potential depth is compared with the diffusion-limited cluster-cluster aggregation (DLCA) model. We also did simulation studies of nanoparticle supercluster (NPSC) nucleation from a temperature quenched system. Induction periods are observed with times that yield a reasonable supercluster interfacial tension via classical nucleation theory (CNT). However, only the largest pre-nucleating clusters are dense and the cluster size can occasionally range greater than the critical size in the pre-nucleation regime until a cluster with low enough energy occurs, then nucleation ensues. Late
Direct evidence of brown adipocytes in different fat depots in children.
Directory of Open Access Journals (Sweden)
Denise Rockstroh
Full Text Available Recent studies suggested the persistence of brown adipocytes in adult humans, as opposed to being exclusively present in infancy. In this study, we investigated the presence of brown-like adipocytes in adipose tissue (AT samples of children and adolescents aged 0 to 18 years and evaluated the association with age, location, and obesity. For this, we analysed AT samples from 131 children and 23 adults by histological, immunohistochemical and expression analyses. We detected brown-like and UCP1 positive adipocytes in 10.3% of 87 lean children (aged 0.3 to 10.7 years and in one overweight infant, whereas we did not find brown adipocytes in obese children or adults. In our samples, the brown-like adipocytes were interspersed within white AT of perirenal, visceral and also subcutaneous depots. Samples with brown-like adipocytes showed an increased expression of UCP1 (>200fold, PRDM16 (2.8fold, PGC1α and CIDEA while other brown/beige selective markers, such as PAT2, P2RX5, ZIC1, LHX8, TMEM26, HOXC9 and TBX1 were not significantly different between UCP1 positive and negative samples. We identified a positive correlation between UCP1 and PRDM16 within UCP1 positive samples, but not with any other brown/beige marker. In addition, we observed significantly increased PRDM16 and PAT2 expression in subcutaneous and visceral AT samples with high UCP1 expression in adults. Our data indicate that brown-like adipocytes are present well beyond infancy in subcutaneous depots of non-obese children. The presence was not restricted to typical perirenal locations, but they were also interspersed within WAT of visceral and subcutaneous 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.
Inoculation of weaned pigs with E. coli reduces depots of vitamin E
DEFF Research Database (Denmark)
Lauridsen, Charlotte; Vestergaard, Ellen-Margrethe; Højsgaard, Søren;
2011-01-01
This study was designed to investigate the effect of vitamin E supplementation on vitamin E depots and immune responses in weaned pigs after an E. coli inoculation. The design was a 2 × 2 factorial with vitamin E supplementation (150 mg/kg RRR-α-tocopheryl acetate versus a control diet containing...... 60 mg all-rac-α-tocopheryl acetate) and E. coli 0 149 inoculation (inoculation of 1 × 108 CFU on day 2 and 3 after weaning versus inoculation of vehicle). The pigs were housed individually during the experiment which lasted for 10 days from weaning at 7 weeks of age. Blood was sampled on day 1 (day...
A-Train Data Depot: Integrating and Exploring Data Along the A-Train Tracks
Leptoukh, G.; Kempler, S.; Smith, P.; Savtchenko, A.; Kummerer, R.; Gopalan, A.; Farley, J.; Chen, A.
2007-01-01
The immense potential for new science findings as a result of inter-instrument data analysis has led to the development of a new data portal at GSFC: the A-train Data Depot. The power and utility of this new service to the general public is amplified immensely when the archived data are used in conjunction with online data analysis services like Giovanni. This presentation details some of the challenges of data usage from multiple distinct missions and how the tool sets we have developed can help to overcome these challenges, considerably cut down on analysis overhead and promote science exploration in an otherwise very challenging arena.
Anaphylaxis Triggered by Benzyl Benzoate in a Preparation of Depot Testosterone Undecanoate
Directory of Open Access Journals (Sweden)
Gregory S. Y. Ong
2012-01-01
Full Text Available We report the first case of an anaphylactic reaction to Reandron 1000 (depot testosterone undecanoate with a castor oil and benzyl benzoate vehicle. While considered to have a favourable safety profile, serious complications such as oil embolism and anaphylaxis can occur. In our patient, skin testing identified benzyl benzoate to be the trigger, with no reaction to castor oil or testosterone undecanoate components. As benzyl benzoate exists in multiple pharmaceuticals, foods, and cosmetics, individual components of pharmaceuticals should be tested when investigating drug allergies. Doctors should be alert to the potential for serious reactions to any of the components of Reandron 1000.
Sembiring, Firdaus Yustisia
2008-01-01
The drinking water as a vital need of the human being for survive is scarce for the pollution by domestic waste and industrial waste to the source of surface water and underground water. The quality and quantity of water is very low at Batam city that did not able to supply the need and a hope of the population that cause the water is very expensive. This condition encourage the people to seek alternative to get the drinking water, i.e. the drinking water from the water depot in the higher pr...
A review of reverse logistics and Depot Level Repairable tracking in the United States Navy
Stevenson, Edward L.; Edwards, Mark A.; Toussaint, Cane A.
2005-01-01
MBA Professional Report The purpose of this project is to assess how Depot Level Repairables (DLRs) are currently tracked from a not ready for issue material status (i.e., unserviceable) to a ready for issue material status. The Naval Inventory Control Point (NAVICP) conducts more than 380,000 repair actions annually to keep sufficient repair parts available or ready for issue to the fleet upon demand. These repair actions have totaled|3.08B in shipping and redistribution costs of Not Read...
Incidence of Galactorrhea in Young Women Using Depot-Medroxyprogesterone Acetate
Hatim A. Omar; Zakharia, Rana M.; Shibani Kanungo; Marlene Huff; Kimberly McClanahan
2006-01-01
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 fro...
Depot-medroxyprogesterone acetate (DMPA) and cancer: Memorandum from a WHO Meeting*
1986-01-01
Depot-medroxyprogesterone acetate (DMPA) is a long-acting progestational contraceptive, which is administered by injection. It was developed in the mid-1960s, when it was seen as a method that would be particularly useful for women seeking reversible contraception who had difficulty taking a pill every day. DMPA has been shown to be a highly effective contraceptive, and it has proved acceptable in a variety of settings. The drug is licensed as a contraceptive in more than 90 countries and has...
Energy Technology Data Exchange (ETDEWEB)
Speck, Thomas [Institut für Physik, Johannes Gutenberg-Universität Mainz, Staudingerweg 7-9, 55128 Mainz (Germany); Menzel, Andreas M.; Bialké, Julian; Löwen, Hartmut [Institut für Theoretische Physik II, Heinrich-Heine-Universität, D-40225 Düsseldorf (Germany)
2015-06-14
Recently, we have derived an effective Cahn-Hilliard equation for the phase separation dynamics of active Brownian particles by performing a weakly non-linear analysis of the effective hydrodynamic equations for density and polarization [Speck et al., Phys. Rev. Lett. 112, 218304 (2014)]. Here, we develop and explore this strategy in more detail and show explicitly how to get to such a large-scale, mean-field description starting from the microscopic dynamics. The effective free energy emerging from this approach has the form of a conventional Ginzburg-Landau function. On the coarsest scale, our results thus agree with the mapping of active phase separation onto that of passive fluids with attractive interactions through a global effective free energy (motility-induced phase transition). Particular attention is paid to the square-gradient term necessary for the phase separation kinetics. We finally discuss results from numerical simulations corroborating the analytical results.
Brownian motion of a matter-wave bright soliton moving through a thermal cloud of distinct atoms
McDonald, R. G.; Bradley, A. S.
2016-06-01
Taking an open quantum system approach, we derive a collective equation of motion for the dynamics of a matter-wave bright soliton moving through a thermal cloud of a distinct atomic species. The reservoir interaction involves energy transfer without particle transfer between the soliton and thermal cloud, thus damping the soliton motion without altering its stability against collapse. We derive a Langevin equation for the soliton center-of-mass velocity in the form of an Ornstein-Uhlenbeck process with analytical drift and diffusion coefficients. This collective motion is confirmed by simulations of the full stochastic projected Gross-Pitaevskii equation for the matter-wave field. The system offers a pathway for experimentally observing the elusive energy-damping reservoir interaction and a clear realization of collective Brownian motion for a mesoscopic superfluid droplet.
Brownian dynamics simulations of ellipsoidal magnetizable particle suspensions
Torres-Díaz, I.; Rinaldi, C.
2014-06-01
The rotational motion of soft magnetic tri-axial ellipsoidal particles suspended in a Newtonian fluid has been studied using rotational Brownian dynamics simulations by solving numerically the stochastic angular momentum equation in an orientational space described by the quaternion parameters. The model is applicable to particles where the effect of shape anisotropy is dominant. The algorithm quantifies the magnetization of a monodisperse suspension of tri-axial ellipsoids in dilute limit conditions under applied constant and time-varying magnetic fields. The variation of the relative permeability with the applied magnetic field of the particle's bulk material was included in the simulations. The results show that the equilibrium magnetization of a suspension of magnetizable tri-axial ellipsoids saturates at high magnetic field amplitudes. Additionally, the dynamic susceptibility at low magnetic field intensity presents a peak in the out-of-phase component, which is significantly smaller than the in-phase component and depends on the Langevin parameter. The dynamic magnetization of the particle suspension is in phase with the magnetic field at low and high frequencies far from the peak of the out-of-phase component.
Magnetoviscosity in dilute ferrofluids from rotational brownian dynamics simulations.
Soto-Aquino, D; Rinaldi, C
2010-10-01
Ferrofluids are suspensions of magnetic nanoparticles which respond to imposed magnetic fields by changing their viscosity without losing their fluidity. Prior work on modeling the behavior of ferrofluids has focused on using phenomenological suspension-scale continuum equations. A disadvantage of this approach is the controversy surrounding the equation describing the rate of change of the ferrofluid magnetization, the so-called magnetization relaxation equation. In this contribution the viscosity of dilute suspensions of spherical magnetic nanoparticles suspended in a Newtonian fluid and under applied shear and constant magnetic fields is studied through rotational brownian dynamics simulations. Simulation results are compared with the predictions of suspension-scale models based on three magnetization relaxation equations. Excellent agreement is observed between simulation results and the predictions of an equation due to Martsenyuk, Raikher, and Shliomis. Good qualitative agreement is observed with predictions of other equations, although these models fail to accurately predict the magnitude and shear rate dependence of the magnetic-field-dependent effective viscosity. Finally, simulation results over a wide range of conditions are collapsed into master curves using a Mason number defined based on the balance of hydrodynamic and magnetic torques. PMID:21230393
Studying protein assembly with reversible Brownian dynamics of patchy particles
International Nuclear Information System (INIS)
Assembly of protein complexes like virus shells, the centriole, the nuclear pore complex, or the actin cytoskeleton is strongly determined by their spatial structure. Moreover, it is becoming increasingly clear that the reversible nature of protein assembly is also an essential element for their biological function. Here we introduce a computational approach for the Brownian dynamics of patchy particles with anisotropic assemblies and fully reversible reactions. Different particles stochastically associate and dissociate with microscopic reaction rates depending on their relative spatial positions. The translational and rotational diffusive properties of all protein complexes are evaluated on-the-fly. Because we focus on reversible assembly, we introduce a scheme which ensures detailed balance for patchy particles. We then show how the macroscopic rates follow from the microscopic ones. As an instructive example, we study the assembly of a pentameric ring structure, for which we find excellent agreement between simulation results and a macroscopic kinetic description without any adjustable parameters. This demonstrates that our approach correctly accounts for both the diffusive and reactive processes involved in protein assembly
Transport properties of elastically coupled fractional Brownian motors
Lv, Wangyong; Wang, Huiqi; Lin, Lifeng; Wang, Fei; Zhong, Suchuan
2015-11-01
Under the background of anomalous diffusion, which is characterized by the sub-linear or super-linear mean-square displacement in time, we proposed the coupled fractional Brownian motors, in which the asymmetrical periodic potential as ratchet is coupled mutually with elastic springs, and the driving source is the external harmonic force and internal thermal fluctuations. The transport mechanism of coupled particles in the overdamped limit is investigated as the function of the temperature of baths, coupling constant and natural length of the spring, the amplitude and frequency of driving force, and the asymmetry of ratchet potential by numerical stimulations. The results indicate that the damping force involving the information of historical velocity leads to the nonlocal memory property and blocks the traditional dissipative motion behaviors, and it even plays a cooperative role of driving force in drift motion of the coupled particles. Thus, we observe various non-monotonic resonance-like behaviors of collective directed transport in the mediums with different diffusion exponents.
Beyond multifractional Brownian motion: new stochastic models for geophysical modelling
Lévy Véhel, J.
2013-09-01
Multifractional Brownian motion (mBm) has proved to be a useful tool in various areas of geophysical modelling. Although a versatile model, mBm is of course not always an adequate one. We present in this work several other stochastic processes which could potentially be useful in geophysics. The first alternative type is that of self-regulating processes: these are models where the local regularity is a function of the amplitude, in contrast to mBm where it is tuned exogenously. We demonstrate the relevance of such models for digital elevation maps and for temperature records. We also briefly describe two other types of alternative processes, which are the counterparts of mBm and of self-regulating processes when the intensity of local jumps is considered in lieu of local regularity: multistable processes allow one to prescribe the local intensity of jumps in space/time, while this intensity is governed by the amplitude for self-stabilizing processes.
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...
Brownian aggregation rate of colloid particles with several active sites
International Nuclear Information System (INIS)
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
Nanofluidic Brownian Ratchet via atomically-stepped surfaces
Rahmani, Amir; Colosqui, Carlos
2015-11-01
Theoretical analysis and fully atomistic molecular dynamics simulations reveal a Brownian ratchet mechanism by which thermal motion can drive the directional displacement of liquids confined in micro- or nanoscale channels and pores. The particular systems discussed in this talk consist of two immiscible liquids confined in a slit-like nanochannel with atomically-stepped surfaces. Mean displacement rates reported in molecular dynamics simulations are in close agreement with theoretical predictions via analytical solution of a Smoluchowski equation for the probability density of the position of the liquid-liquid interface. The direction of the thermally-driven displacement of liquid is determined by the nanostructure surface geometry and thus imbibition or drainage can occur against the direction of action of capillary forces. The studied surface nanostructure with directional asymmetry can control the dynamics of wetting processes such as capillary filling, wicking, and imbibition in porous materials. The proposed physical mechanisms and derived analytical expressions can be applied to design nanofluidic and microfluidic devices for passive handling and separation.
Persistence of fractional Brownian motion with moving boundaries and applications
International Nuclear Information System (INIS)
We consider various problems related to the persistence probability of fractional Brownian motion (FBM), which is the probability that the FBM X stays below a certain level until time T. Recently, Oshanin et al (2012, arXiv:1209.3313v2) have studied a physical model, where persistence properties of FBM are shown to be related to scaling properties of a quantity JN, called the steady-state current. It turns out that for this analysis, it is important to determine persistence probabilities of FBM with a moving boundary. We show that one can add a boundary of logarithmic order to an FBM without changing the polynomial rate of decay of the corresponding persistence probability, which proves a result needed in Oshanin et al (2013 Phys. Rev. Lett. at press (arXiv:1209.3313v2)). Moreover, we complement their findings by considering the continuous-time version of JT. Finally, we use the results for moving boundaries in order to improve estimates by Molchan (1999 Commun. Math. Phys. 205 97–111) concerning the persistence properties of other quantities of interest, such as the time when an FBM reaches its maximum on the time interval (0, 1) or the last zero in the interval (0, 1). (paper)
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. PMID:26221908
Maldonado-Camargo, L.; Torres-Díaz, I.; Chiu-Lam, A.; Hernández, M.; Rinaldi, C.
2016-08-01
We demonstrate how dynamic magnetic susceptibility measurements (DMS) can be used to estimate the relative contributions of Brownian and Néel relaxation to the dynamic magnetic response of a magnetic fluid, a suspension of magnetic nanoparticles. The method applies to suspensions with particles that respond through Brownian or Néel relaxation and for which the characteristic Brownian and Néel relaxation times are widely separated. First, we illustrate this using magnetic fluids consisting of mixtures of particles that relax solely by the Brownian or Néel mechanisms. Then, it is shown how the same approach can be applied to estimate the relative contributions of Brownian and Néel relaxation in a suspension consisting of particles obtained from a single synthesis and whose size distribution straddles the transition from Néel to Brownian relaxation.
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.
DEFF Research Database (Denmark)
Jensen, Mads Radmer; Simonsen, Lene; Lonsdale, Markus;
2013-01-01
of this study was to elucidate whether foot skin depots of 18F-FDG make PET/CT imaging of the lower extremity lymphatic system possible in man. FINDINGS: In four healthy volunteers, 18F-FDG depots (5 MBq in 0.1-mL isotonic saline) were injected intradermally in one foot and subcutaneously in the...
Ismiyati, Atik; Wiyasa, I Wayan Arsana; Hidayati, Dwi Yuni Nur
2016-01-01
A study was designed to investigate ameliorates effect of combined vitamins C and E able to against depot-medroxyprogesterone acetate- (DMPA-) induced ovarian oxidative stress in rat. Twenty-five female Wistar rats were divided into the following groups (n=5 rats each): control (untreated) (C); depot-medroxyprogesterone acetate (DMPA); DMPA plus green vitamin C (at dose of 0.2 mg/gram; 0.4 mg/gram; 0.8 mg/gram) and vitamin E (0.04 IU/gram). The treatment with combined vitamins C and E was per...
Ismiyati, Atik; Wiyasa, I Wayan Arsana; Hidayati, Dwi Yuni Nur
2016-01-01
A study was designed to investigate ameliorates effect of combined vitamins C and E able to against depot-medroxyprogesterone acetate- (DMPA-) induced ovarian oxidative stress in rat. Twenty-five female Wistar rats were divided into the following groups (n = 5 rats each): control (untreated) (C); depot-medroxyprogesterone acetate (DMPA); DMPA plus green vitamin C (at dose of 0.2 mg/gram; 0.4 mg/gram; 0.8 mg/gram) and vitamin E (0.04 IU/gram). The treatment with combined vitamins C and E was p...
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.
The disposal of low and intermediate-level radioactive wastes: the Elstow Storage Depot
International Nuclear Information System (INIS)
This document explains the role of NIREX (Nuclear Industry Radioactive Waste Executive) in planning for the safe disposal of low and intermediate-level radioactive wastes and outlines the plans for the investigation and possible development of a new shallow repository at the CEGB's Elstow Storage Depot, Bedfordshire. The site is conveniently located and is situated on a suitable geologic formation, the Oxford Clay. The next step is for NIREX to undertake site investigations and assess in detail the site's suitability. On the basis of this assessment NIREX will either confirm its interest in the site or reject it as unsuitable. If the site proves to be adequate for the development of a shallow repository then NIREX will seek the necessary planning approvals and authorisations for such a development. The development would involve the construction of new buildings and a programme of trench excavation, waste positioning and trench closure. Existing tenants at the Depot will be accommodated as far as possible. The existing road and rail networks would be used for delivering the packaged wastes. In designing and operating any repository the safety of the public and workforce, both now and in the future, will be of paramount importance. (author)
Marlowe, Douglas B
2006-09-01
This article is part of a series of articles examining a proposal to offer depot naltrexone to certain nonviolent opiate-addicted criminal offenders in exchange for release from incarceration or diversion from prosecution. This "negative-reinforcement" behavioral paradigm could have a better chance of success than what has heretofore been attempted with drug-abusing offenders. Traditional correctional efforts have been largely unsuccessful due to the complexities of implementation and the side effects of punishment. Although positive reinforcement can be more efficacious, it has often been strenuously resisted on the ground that it is inequitable to reward antisocial individuals for doing what is minimally expected of most citizens. Negative reinforcement steers between these hurdles by avoiding the iatrogenic effects of punishment, while also being palatable to stakeholders. More research is needed to identify the effects, costs, and side effects of negative-reinforcement arrangements for drug offenders. The current proposal provides an excellent platform for conducting this research because the target intervention (depot naltrexone) is demonstrably efficacious, nonpsychoactive, and has few, if any, side effects. Therefore, use of this medication would be unlikely to invoke the same types of legal and ethical objections that have traditionally been levied against the use of psychoactive medications with vulnerable populations of institutionalized offenders. Specific recommendations are offered for questions that must be addressed in future research studies. PMID:16919739
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.
Depot-leuprolide acetate for treatment of paraphilias: a report of twelve cases.
Krueger, R B; Kaplan, M S
2001-08-01
A new class of antiandrogen medications, gonadotropin-releasing hormone agonists, offers promise in the treatment of the paraphilias, with substantially less side effects than medroxyprogesterone acetate or cyproterone acetate. This paper reports the results of treatment using a depot suspension of leuprolide acetate on 12 patients with paraphilic disorders or with sexual disorders not otherwise specified to suppress or help these individuals control their deviant sexual behavior or impulses. The method involved uncontrolled observations of individuals treated with depot-leuprolide acetate for various lengths of time, from 6 months to 5 years, with the follow-up intervals ranging from 6 months to 6 years. Leuprolide acetate resulted in a significant suppression of deviant sexual interests and behavior as measured by self-report and was well tolerated. However, the three patients who were on long-term therapy developed bone demineralization, suggesting that this is a significant side effect of prolonged therapy. Leuprolide acetate shows promise as a treatment for the paraphilias. PMID:11446201
Design of PLGA-based depot delivery systems for biopharmaceuticals prepared by spray drying.
Wan, Feng; Yang, Mingshi
2016-02-10
Currently, most of the approved protein and peptide-based medicines are delivered via conventional parenteral injection (intramuscular, subcutaneous or intravenous). A frequent dosing regimen is often necessary because of their short plasma half-lives, causing poor patient compliance (e.g. pain, abscess, etc.), side effects owing to typical peak-valley plasma concentration time profiles, and increased costs. Among many sustained-release formulations poly lactic-co-glycolic acid (PLGA)-based depot microparticle systems may represent one of the most promising approaches to provide protein and peptide drugs with a steady pharmacokinetic/pharmacodynamic profile maintained for a long period. However, the development of PLGA-based microparticle systems is still impeded by lack of easy, fast, effective manufacturing technologies. The aim of this paper is to review recent advances in spray drying, a one-step, continuous microencapsulation process, for manufacturing of PLGA-based depot microparticle systems with a focus on the recent efforts on understanding of the role of nozzle design in the microencapsulation of proteins/peptides, and the effect of critical solvent properties and process parameters on the critical quality attributes of the spray-dried microparticles. PMID:26688034
Dynamics of non-Brownian fiber suspensions under periodic shear.
Franceschini, Alexandre; Filippidi, Emmanouela; Guazzelli, Elisabeth; Pine, David J
2014-09-21
We report experiments studying the dynamics of dense non-Brownian fiber suspensions subjected to periodic oscillatory shear. We find that periodic shear initially causes fibers to collide and to undergo irreversible diffusion. As time progresses, the fibers tend to orient in the vorticity direction while the number of collisions decreases. Ultimately, the system goes to one of two steady states: an absorbing steady state, where collisions cease and the fibers undergo reversible trajectories; an active state, where fibers continue to collide causing them to diffuse and undergo irreversible trajectories. Collisions between fibers can be characterized by an effective volume fraction Φ with a critical volume fraction Φc that separates absorbing from active (diffusing) steady states. The effective volume fraction Φ depends on the mean fiber orientation and thus decreases in time as fibers progressively orient under periodic shear. In the limit that the temporal evolution of Φ is slow compared to the activity relaxation time τ, all the data for all strain amplitudes and all concentrations can be scaled onto a single master curve with a functional dependence well-described by t(-β/ν)R(e(-t)R), where tR is the rescaled time. As Φ → Φc, τ diverges. Therefore, for experiments in which Φ(t) starts above Φc but goes to a steady state below Φc, departures from scaling are observed for Φ very near Φc. The critical exponents are measured to be β = 0.84 ± 0.04 and ν = 1.1 ± 0.1, which is consistent with the Manna universality class for directed percolation. PMID:25068577
A generalized Brownian motion model for turbulent relative particle dispersion
Shivamoggi, B. K.
2016-08-01
There is speculation that the difficulty in obtaining an extended range with Richardson-Obukhov scaling in both laboratory experiments and numerical simulations is due to the finiteness of the flow Reynolds number Re in these situations. In this paper, a generalized Brownian motion model has been applied to describe the relative particle dispersion problem in more realistic turbulent flows and to shed some light on this issue. The fluctuating pressure forces acting on a fluid particle are taken to be a colored noise and follow a stationary process and are described by the Uhlenbeck-Ornstein model while it appears plausible to take their correlation time to have a power-law dependence on Re, thus introducing a bridge between the Lagrangian quantities and the Eulerian parameters for this problem. This ansatz is in qualitative agreement with the possibility of a connection speculated earlier by Corrsin [26] between the white-noise representation for the fluctuating pressure forces and the large-Re assumption in the Kolmogorov [4] theory for the 3D fully developed turbulence (FDT) as well as a similar argument of Monin and Yaglom [23] and a similar result of Sawford [13] and Borgas and Sawford [24]. It also provides an insight into the result that the Richardson-Obukhov scaling holds only in the infinite-Re limit and disappears otherwise. This ansatz further provides a determination of the Richardson-Obukhov constant g as a function of Re, with an asymptotic constant value in the infinite-Re limit. It is shown to lead to full agreement, in the small-Re limit as well, with the Batchelor-Townsend [27] scaling for the rate of change of the mean square interparticle separation in 3D FDT, hence validating its soundness further.
International Nuclear Information System (INIS)
Single-file diffusion behaves as normal diffusion at small time and as subdiffusion at large time. These properties can be described in terms of fractional Brownian motion with variable Hurst exponent or multifractional Brownian motion. We introduce a new stochastic process called Riemann–Liouville step fractional Brownian motion which can be regarded as a special case of multifractional Brownian motion with a step function type of Hurst exponent tailored for single-file diffusion. Such a step fractional Brownian motion can be obtained as a solution of the fractional Langevin equation with zero damping. Various kinds of fractional Langevin equations and their generalizations are then considered in order to decide whether their solutions provide the correct description of the long and short time behaviors of single-file diffusion. The cases where the dissipative memory kernel is a Dirac delta function, a power-law function and a combination of these functions are studied in detail. In addition to the case where the short time behavior of single-file diffusion behaves as normal diffusion, we also consider the possibility of a process that begins as ballistic motion
International Nuclear Information System (INIS)
Two different 6-month GnRH agonist depot formulations approved for palliative treatment of advanced and metastatic prostate cancer in the United States – leuprolide acetate 45 mg and triptorelin pamoate 22.5 mg – provide patients with efficacy and safety comparable to those of existing 1-, 3-, and 4-month GnRH agonist depots. However, the 6-month formulations can increase patient convenience, comfort, and compliance by reducing the number of physician visits and injections required. At the conclusion of their pivotal trials, the 6-month formulations demonstrated efficacy rates in achieving chemical castration (serum testosterone ≤50 ng/dL) that ranged between 93% and 99%. As with existing GnRH agonist depot formulations, hot flashes represented the most common adverse event reported in trials of 6-month leuprolide acetate or triptorelin. As such, these products may prove useful not only for their labeled indication, but also as adjuncts to other treatments such as radical prostatectomy, radiotherapy, and chemotherapy. We recommend further research, including head-to-head trials between the 6-month GnRH depots, to refine our understanding of these products
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."
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...
Itô's formula with respect to fractional Brownian motion and its application
Directory of Open Access Journals (Sweden)
W. Dai
1996-01-01
Full Text Available Fractional Brownian motion (FBM with Hurst index 1/2
Brownian Motion After Einstein and Smoluchowski: Some New Applications and New Experiments
International Nuclear Information System (INIS)
The first half of this review describes the development in mathematical models of Brownian motion after Einstein's and Smoluchowski's seminal papers and current applications to optical tweezers. This instrument of choice among single-molecule biophysicists is also an instrument of such precision that it requires an understanding of Brownian motion beyond Einstein's and Smoluchowski's for its calibration, and can measure effects not present in their theories. This is illustrated with some applications, current and potential. It is also shown how addition of a controlled forced motion on the nano-scale of the thermal motion of the tweezed object can improve the calibration of the instrument in general, and make calibration possible also in complex surroundings. The second half of the present re- view, starting with Sect. 9, describes the co-evolution of biological motility models with models of Brownian motion, including recent results for how to derive cell-type-specific motility models from experimental cell trajectories. (author)
Asymptotic theory for Brownian semi-stationary processes with application to turbulence
DEFF Research Database (Denmark)
Corcuera, José Manuel; Hedevang, Emil; Pakkanen, Mikko S.;
2013-01-01
This paper presents some asymptotic results for statistics of Brownian semi-stationary (BSS) processes. More precisely, we consider power variations of BSS processes, which are based on high frequency (possibly higher order) differences of the BSS model. We review the limit theory discussed in...... [Barndorff-Nielsen, O.E., J.M. Corcuera and M. Podolskij (2011): Multipower variation for Brownian semistationary processes. Bernoulli 17(4), 1159-1194; Barndorff-Nielsen, O.E., J.M. Corcuera and M. Podolskij (2012): Limit theorems for functionals of higher order differences of Brownian semi......-stationary processes. In "Prokhorov and Contemporary Probability Theory", Springer.] and present some new connections to fractional diffusion models. We apply our probabilistic results to construct a family of estimators for the smoothness parameter of the BSS process. In this context we develop estimates with gaps...
International Nuclear Information System (INIS)
The purpose of this work was to construct a Brownian motion with values in simplicial complexes with piecewise differential structure. After a martingale theory attempt, we constructed a family of continuous Markov processes with values in an admissible complex; we named every process of this family, isotropic transport process. We showed that the family of the isotropic processes contains a subsequence, which converged weakly to a measure; we named it the Wiener measure. Then, we constructed, thanks to the finite dimensional distributions of the Wiener measure a new continuous Markov process with values in an admissible complex: the Brownian motion. We finished with a geometric analysis of this Brownian motion, to determinate, under hypothesis on the complex, the recurrent or transient behavior of such process. (author)
Holographic Brownian Motion in Three-Dimensional Gödel Black Hole
International Nuclear Information System (INIS)
By using the AdS/CFT correspondence and Gödel black hole background, we study the dynamics of heavy quark under a rotating plasma. In that case we follow Atmaja (2013) about Brownian motion in BTZ black hole. In this paper we receive some new results for the case of α2l2≠1. In this case, we must redefine the angular velocity of string fluctuation. We obtain the time evolution of displacement square and angular velocity and show that it behaves as a Brownian particle in non relativistic limit. In this plasma, it seems that relating the Brownian motion to physical observables is rather a difficult work. But our results match with Atmaja work in the limit α2l2→1
(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...
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.
Volpe, Giorgio; Volpe, Giovanni; Gigan, Sylvain
2014-01-01
The motion of particles in random potentials occurs in several natural phenomena ranging from the mobility of organelles within a biological cell to the diffusion of stars within a galaxy. A Brownian particle moving in the random optical potential associated to a speckle pattern, i.e., a complex interference pattern generated by the scattering of coherent light by a random medium, provides an ideal model system to study such phenomena. Here, we derive a theory for the motion of a Brownian particle in a speckle field and, in particular, we identify its universal characteristic timescale. Based on this theoretical insight, we show how speckle light fields can be used to control the anomalous diffusion of a Brownian particle and to perform some basic optical manipulation tasks such as guiding and sorting. Our results might broaden the perspectives of optical manipulation for real-life applications. PMID:24496461
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.
A Brownian model for recurrent volcanic eruptions: an application to Miyakejima volcano (Japan)
Garcia-Aristizabal, Alexander; Marzocchi, Warner; Fujita, Eisuke
2012-03-01
The definition of probabilistic models as mathematical structures to describe the response of a volcanic system is a plausible approach to characterize the temporal behavior of volcanic eruptions and constitutes a tool for long-term eruption forecasting. This kind of approach is motivated by the fact that volcanoes are complex systems in which a completely deterministic description of the processes preceding eruptions is practically impossible. To describe recurrent eruptive activity, we apply a physically motivated probabilistic model based on the characteristics of the Brownian passage-time (BPT) distribution; the physical process defining this model can be described by the steady rise of a state variable from a ground state to a failure threshold; adding Brownian perturbations to the steady loading produces a stochastic load-state process (a Brownian relaxation oscillator) in which an eruption relaxes the load state to begin a new eruptive cycle. The Brownian relaxation oscillator and Brownian passage-time distribution connect together physical notions of unobservable loading and failure processes of a point process with observable response statistics. The Brownian passage-time model is parameterized by the mean rate of event occurrence, μ, and the aperiodicity about the mean, α. We apply this model to analyze the eruptive history of Miyakejima volcano, Japan, finding a value of 44.2 (±6.5 years) for the μ parameter and 0.51 (±0.01) for the (dimensionless) α parameter. The comparison with other models often used in volcanological literature shows that this physically motivated model may be a good descriptor of volcanic systems that produce eruptions with a characteristic size. BPT is clearly superior to the Exponential distribution, and the fit to the data is comparable to other two-parameters models. Nonetheless, being a physically motivated model, it provides an insight into the macro-mechanical processes driving the system.
An exactly solvable model for Brownian motion : III. Motion of a heavy mass in a linear chain
Ullersma, P.
1966-01-01
The theory on Brownian motion, developed in previous papers1) 2) is applied to a linear chain with harmonic coupling between nearest neighbours. All masses are equal except for one which is heavy compared to the others. This heavy particle behaves as a Brownian particle, which is not subject to an e
Directory of Open Access Journals (Sweden)
Xiaomei Peng
2011-01-01
Full Text Available Xiaomei Peng, Haya Ascher-Svanum, Douglas Faries, Robert R Conley, Kory J SchuhEli Lilly and Company, Indianapolis, IN, USAPurpose: To assess change in hospitalization and cost of care from 6 months pre- to 6 months post-initiation on any depot antipsychotic among schizophrenia patients.Patients and methods: Using a large United States commercial claims and encounters database, patients younger than 65 years diagnosed with schizophrenia were identified. Patients initiated on a depot antipsychotic were studied in a mirror-image design to assess change in hospitalization rates, mean duration hospitalized, and hospitalization cost. McNemar’s test and paired t-tests compared the proportions of patients hospitalized and the mean duration. Paired t-test and bootstrapping methods compared costs.Results: In these patients (n = 147, psychiatric hospitalizations declined from 49.7% pre-initiation to 22.4% post-initiation (P < 0.001, and the mean hospitalized duration for psychiatric purposes numerically declined from 7.3 to 4.7 days (P = 0.05. Total health care costs declined from $11,111 to $7884 (P < 0.05 driven by reduction in costs for psychiatric hospitalizations from $5384 to $2538 (P < 0.05.Conclusion: Initiation of depot antipsychotic therapy appeared to be associated with a decline in hospitalization rates and costs. Current findings suggest that treatment with depot antipsychotics may be a cost-effective option for a subgroup of patients with schizophrenia who are at high risk of nonadherence with their oral antipsychotic medication regimen.Keywords: mirror-image, claims database, treatment outcomes, depot antipsychotics
Arithmetic Brownian motion subordinated by tempered stable and inverse tempered stable processes
Wyłomańska, Agnieszka
2012-01-01
In the last decade the subordinated processes have become popular and found many practical applications. Therefore in this paper we examine two processes related to time-changed (subordinated) classical Brownian motion with drift (called arithmetic Brownian motion). The first one, so called normal tempered stable, is related to the tempered stable subordinator, while the second one - to the inverse tempered stable process. We compare the main properties (such as probability density functions, Laplace transforms, ensemble averaged mean squared displacements) of such two subordinated processes and propose the parameters' estimation procedures. Moreover we calibrate the analyzed systems to real data related to indoor air quality.
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.
Pitman, Jim
1999-01-01
For a random process $X$ consider the random vector defined by the values of $X$ at times $0 \\lt U_{n,1} \\lt ... \\lt U_{n,n} \\lt 1$ and the minimal values of $X$ on each of the intervals between consecutive pairs of these times, where the $U_{n,i}$ are the order statistics of $n$ independent uniform $(0,1)$ variables, independent of $X$. The joint law of this random vector is explicitly described when $X$ is a Brownian motion. Corresponding results for Brownian bridge, excursion, and meander ...
Brownian Agents and Active Particles: Collective Dynamics in the Natural and Social Sciences
International Nuclear Information System (INIS)
This is a book about the modelling of complex systems and, unlike many books on this subject, concentrates on the discussion of specific systems and gives practical methods for modelling and simulating them. This is not to say that the author does not devote space to the general philosophy and definition of complex systems and agent-based modelling, but the emphasis is definitely on the development of concrete methods for analysing them. This is, in my view, to be welcomed and I thoroughly recommend the book, especially to those with a theoretical physics background who will be very much at home with the language and techniques which are used. The author has developed a formalism for understanding complex systems which is based on the Langevin approach to the study of Brownian motion. This is a mesoscopic description; details of the interactions between the Brownian particle and the molecules of the surrounding fluid are replaced by a randomly fluctuating force. Thus all microscopic detail is replaced by a coarse-grained description which encapsulates the essence of the interactions at the finer level of description. In a similar way, the influences on Brownian agents in a multi-agent system are replaced by stochastic influences which sum up the effects of these interactions on a finer scale. Unlike Brownian particles, Brownian agents are not structureless particles, but instead have some internal states so that, for instance, they may react to changes in the environment or to the presence of other agents. Most of the book is concerned with developing the idea of Brownian agents using the techniques of statistical physics. This development parallels that for Brownian particles in physics, but the author then goes on to apply the technique to problems in biology, economics and the social sciences. This is a clear and well-written book which is a useful addition to the literature on complex systems. It will be interesting to see if the use of Brownian agents becomes
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
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.
Brownian Motion in wedges, last passage time and the second arc-sine law
Comtet, Alain; Desbois, Jean
2003-01-01
We consider a planar Brownian motion starting from $O$ at time $t=0$ and stopped at $t=1$ and a set $F= \\{OI_i ; i=1,2,..., n\\}$ of $n$ semi-infinite straight lines emanating from $O$. Denoting by $g$ the last time when $F$ is reached by the Brownian motion, we compute the probability law of $g$. In particular, we show that, for a symmetric $F$ and even $n$ values, this law can be expressed as a sum of $\\arcsin $ or $(\\arcsin)^2 $ functions. The original result of Levy is recovered as the spe...
An elementary singularity-free Rotational Brownian Dynamics algorithm for anisotropic particles
International Nuclear Information System (INIS)
Brownian Dynamics is the designated technique to simulate the collective dynamics of colloidal particles suspended in a solution, e.g., the self-assembly of patchy particles. Simulating the rotational dynamics of anisotropic particles by a first-order Langevin equation, however, gives rise to a number of complications, ranging from singularities when using a set of three rotational coordinates to subtle metric and drift corrections. Here, we derive and numerically validate a quaternion-based Rotational Brownian Dynamics algorithm that handles these complications in a simple and elegant way. The extension to hydrodynamic interactions is also discussed
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. PMID:25246754
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.
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.
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
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 ad......), particularly macrophages, in inguinal adipose tissue resulting in stronger responses in terms of hepatotoxicity and insulin-resistance....... elicited 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...
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
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.
Directory of Open Access Journals (Sweden)
Kristin M. Rager
2006-01-01
Full Text Available High discontinuation rates for depot medroxyprogesterone acetate (DMPA in adolescents may contribute to the number of unintended pregnancies. Many cite vaginal bleeding as a reason for discontinuing DMPA use. In this study, we attempted to determine if treating DMPA-associated vaginal bleeding with monophasic oral contraceptive pills (OCP raised continuation rates. A total of 131 patients who reported vaginal bleeding while on DMPA were included in this study and 83 were treated with monophasic OCP. Of those who received OCP, 38.7% reported that vaginal bleeding stopped completely, 51.8% reported that vaginal bleeding stopped temporarily, and 6.0% reported no change. Overall, 94% of enrolled patients who received OCP as a treatment for DMPA-associated vaginal bleeding continued DMPA use. Our findings indicate that vaginal bleeding due to DMPA can be successfully treated, leading to improvement in continuation rates.
MMP-9 triggered self-assembly of doxorubicin nanofiber depots halts tumor growth.
Kalafatovic, Daniela; Nobis, Max; Son, Jiye; Anderson, Kurt I; Ulijn, Rein V
2016-08-01
A central challenge in cancer care is to ensure that therapeutic compounds reach their targets. One approach is to use enzyme-responsive biomaterials, which reconfigure in response to endogenous enzymes that are overexpressed in diseased tissues, as potential site-specific anti-tumoral therapies. Here we report peptide micelles that upon MMP-9 catalyzed hydrolysis reconfigure to form fibrillar nanostructures. These structures slowly release a doxorubicin payload at the site of action. Using both in vitro and in vivo models, we demonstrate that the fibrillar depots are formed at the sites of MMP-9 overexpression giving rise to enhanced efficacy of doxorubicin, resulting in inhibition of tumor growth in an animal model. PMID:27192421
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.
Directory of Open Access Journals (Sweden)
F. De la Vega
2012-07-01
Full Text Available Interest in the preservation of autochthonous breeds such as the Payoya goat (dairy breed, raised using extensive or semi-extensive grazing, has also recently increased among Spanish farmers. A study of the possibilities of transformation to organic production needs to analyze the quality of their products, specially the suckled kids. The objective of this study was to evaluate the fatty acid (FA composition of Payoya goat kids under organic and conventional grazing–based management system. Forty-eight goat kids were selected (12 males and 12 females from each management system. The FA profile was determined in the Longissimus thoracis muscle, kidney and pelvic fat. Few gender differences were observed in the muscle and in the fat depots. The ratios of C14:0, C18:1 trans-11-(VA, and several n-3 FA were higher in organic kid meat than in conventionally reared kid meat. Conventional kid fat depots have presented higher percentage of conjugated linoleic acid (CLA, lower CLA desaturase index, lower percentage of n-3 polyunsaturated fatty-acid (PUFA and, consequently, higher n6:n3 PUFA ratio than organic kids. In conclusion, significant differences were found only in some FA percentages of muscle and adipose tissues of suckling kids raised in organic and conventional livestock production systems, probably due because the dams, in both experimental farms, were raised with similar semi-extensive system based on the grazing of natural pastures. Due to this reason, conventional grazing–based management farms could easily be transformed into organic production facilities.
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.
Exact solution of a Brownian inchworm model for self-propulsion
International Nuclear Information System (INIS)
We present the exact solution of a Brownian inchworm model of a self-propelled elastic dimer which has recently been proposed, in Kumar et al 2008 Phys. Rev. E 77 020102(R), as a unifying model for the propulsion mechanisms of DNA helicase, polar rods on a vibrated surface, crawling keratocytes, and Myosin VI
Wang, Jun; Liang, Jin-Rong; Lv, Long-Jin; Qiu, Wei-Yuan; Ren, Fu-Yao
2012-02-01
In this paper, we study the problem of continuous time option pricing with transaction costs by using the homogeneous subdiffusive fractional Brownian motion (HFBM) Z(t)=X(Sα(t)), 0Black-Scholes equation and the Black-Scholes formula for the fair prices of European option, the turnover and transaction costs of replicating strategies. We also give the total transaction costs.
Time-changed geometric fractional Brownian motion and option pricing with transaction costs
Gu, Hui; Liang, Jin-Rong; Zhang, Yun-Xiu
2012-08-01
This paper deals with the problem of discrete time option pricing by a fractional subdiffusive Black-Scholes model. The price of the underlying stock follows a time-changed geometric fractional Brownian motion. By a mean self-financing delta-hedging argument, the pricing formula for the European call option in discrete time setting is obtained.
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-par....../drift process needs to be numerically simulated. In particular, weak approximation errors for smooth test functions can be obtained from our asymptotic theory.......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...
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...
Directory of Open Access Journals (Sweden)
Paul H. Bezandry
2012-09-01
Full Text Available This article concerns the existence of almost periodic solutions to a class of abstract stochastic evolution equations driven by fractional Brownian motion in a separable real Hilbert space. Under some sufficient conditions, we establish the existence and uniqueness of a pth-mean almost periodic mild solution to those stochastic differential equations.
Directory of Open Access Journals (Sweden)
Toufik Guendouzi,
2014-03-01
Full Text Available In this paper we investigate the existence and stability of quadratic-mean almost periodic mild solutions to stochastic delay functional differential equations driven by fractional Brownian motion with Hurst parameter H > 1/2 , under some suitable assumptions, by means of semigroup of operators and fixed point method.
Aurell, E; Noullez, A; Blank, M
1996-01-01
It is shown that the inverse Lagrangian map for the solution of the Burgers equation (in the inviscid limit) with Brownian initial velocity presents a bifractality (phase transition) similar to that of the Devil's staircase for the standard triadic Cantor set. Both heuristic and rigorous derivations are given. It is explained why artifacts can easily mask this phenomenon in numerical simulations.
Comments on Application of the Fractional Brownian Motion in an Airlift Reactor
Czech Academy of Sciences Publication Activity Database
Drahoš, Jiří; Punčochář, Miroslav
2002-01-01
Roč. 57, č. 10 (2002), s. 1831-1832. ISSN 0009-2509 R&D Projects: GA ČR GA104/97/S002 Institutional research plan: CEZ:AV0Z4072921 Keywords : application * Brownian motion * airlift reactor Subject RIV: CF - Physical ; Theoretical Chemistry Impact factor: 1.224, year: 2002
Functional limit theorems for generalized variations of the fractional Brownian sheet
DEFF Research Database (Denmark)
Pakkanen, Mikko; Réveillac, Anthony
2016-01-01
We prove functional central and non-central limit theorems for generalized variations of the anisotropic d-parameter fractional Brownian sheet (fBs) for any natural number d. Whether the central or the non-central limit theorem applies depends on the Hermite rank of the variation functional and o...
Magnetic-field dependence of Brownian and Néel relaxation times
Dieckhoff, Jan; Eberbeck, Dietmar; Schilling, Meinhard; Ludwig, Frank
2016-01-01
The investigation of the rotational dynamics of magnetic nanoparticles in magnetic fields is of academic interest but also important for applications such as magnetic particle imaging where the particles are exposed to magnetic fields with amplitudes of up to 25 mT. We have experimentally studied the dependence of Brownian and Néel relaxation times on ac and dc magnetic field amplitude using ac susceptibility measurements in the frequency range between 2 Hz and 9 kHz for field amplitudes up to 9 mT. As samples, single-core iron oxide nanoparticles with core diameters between 20 nm and 30 nm were used either suspended in water-glycerol mixtures or immobilized by freeze-drying. The experimentally determined relaxation times are compared with theoretical models. It was found that the Néel relaxation time decays much faster with increasing field amplitude than the Brownian one. Whereas the dependence of the Brownian relaxation time on the ac and dc field amplitude can be well explained with existing theoretical models, a proper model for the dependence of the Néel relaxation time on ac field amplitude for particles with random distribution of easy axes is still lacking. The extrapolation of the measured relaxation times of the 25 nm core diameter particles to a 25 mT ac field with an empirical model predicts that the Brownian mechanism clearly co-determines the dynamics of magnetic nanoparticles in magnetic particle imaging applications, in agreement with magnetic particle spectroscopy data.
Stochastic optimal control problem with infinite horizon driven by G-Brownian motion
Hu, Mingshang; Wang, Falei
2016-01-01
The present paper considers a stochastic optimal control problem, in which the cost function is defined through a backward stochastic differential equation with infinite horizon driven by G-Brownian motion. Then we study the regularities of the value function and establish the dynamic programming principle. Moreover, we prove that the value function is the uniqueness viscosity solution of the related HJBI equation.
Defining SLE in multiply connected domains with the Brownian loop measure
Lawler, Gregory F
2011-01-01
We define the Schramm-Loewner evolution (SLE) in multiply connected domains for kappa \\leq 4 using the Brownian loop measure. We show that in the case of the annulus, this is the same measure obtained recently by Dapeng Zhan. We use the loop formulation to give a different derivation of the partial differential equation for the partition function for the annulus.
Fast convergence to an invariant measure for non-intersecting 3-dimensional Brownian paths
Lawler, Gregory F
2010-01-01
We consider pairs of 3-dimensional Brownian paths, started at the origin and conditioned to have no intersections after time zero. We show that there exists a unique measure on pairs of paths that is invariant under this conditioning, while improving the previously known rate of convergence to stationarity.
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.
International Nuclear Information System (INIS)
Graphical abstract: By invoking physically motivated coordinate transformation into quantum Smoluchowski equation, we have presented a transparent treatment for the determination of the effective diffusion coefficient and current of a quantum Brownian particle. Substantial enhancement in the efficiency of the diffusive transport is envisaged due to the quantum correction effects. Highlights:: ► Transport of a quantum Brownian particle in a periodic potential has been addressed. ► Governing quantum Smoluchowski equation (QSE) includes state dependent diffusion. ► A coordinate transformation is used to recast QSE with constant diffusion. ► Transport properties increases in comparison to the corresponding classical result. ► This enhancement is purely a quantum effect. - Abstract: The transport property of a quantum Brownian particle that interacts strongly with a bath (in which a typical damping constant by far exceeds a characteristic frequency of the isolated system) under the influence of a tilted periodic potential has been studied by solving quantum Smoluchowski equation (QSE). By invoking physically motivated coordinate transformation into QSE, we have presented a transparent treatment for the determination of the effective diffusion coefficient of a quantum Brownian particle and the current (the average stationary velocity). Substantial enhancement in the efficiency of the diffusive transport is envisaged due to the quantum correction effects only if the bath temperature hovers around an appropriate range of intermediate values. Our findings also confirm the results obtained in the classical cases.
Energy Technology Data Exchange (ETDEWEB)
Shit, Anindita [Department of Chemistry, Bengal Engineering and Science University, Shibpur, Howrah 711103 (India); Chattopadhyay, Sudip, E-mail: sudip_chattopadhyay@rediffmail.com [Department of Chemistry, Bengal Engineering and Science University, Shibpur, Howrah 711103 (India); Chaudhuri, Jyotipratim Ray, E-mail: jprc_8@yahoo.com [Department of Physics, Katwa College, Katwa, Burdwan 713130 (India)
2012-03-13
Graphical abstract: By invoking physically motivated coordinate transformation into quantum Smoluchowski equation, we have presented a transparent treatment for the determination of the effective diffusion coefficient and current of a quantum Brownian particle. Substantial enhancement in the efficiency of the diffusive transport is envisaged due to the quantum correction effects. Highlights:: Black-Right-Pointing-Pointer Transport of a quantum Brownian particle in a periodic potential has been addressed. Black-Right-Pointing-Pointer Governing quantum Smoluchowski equation (QSE) includes state dependent diffusion. Black-Right-Pointing-Pointer A coordinate transformation is used to recast QSE with constant diffusion. Black-Right-Pointing-Pointer Transport properties increases in comparison to the corresponding classical result. Black-Right-Pointing-Pointer This enhancement is purely a quantum effect. - Abstract: The transport property of a quantum Brownian particle that interacts strongly with a bath (in which a typical damping constant by far exceeds a characteristic frequency of the isolated system) under the influence of a tilted periodic potential has been studied by solving quantum Smoluchowski equation (QSE). By invoking physically motivated coordinate transformation into QSE, we have presented a transparent treatment for the determination of the effective diffusion coefficient of a quantum Brownian particle and the current (the average stationary velocity). Substantial enhancement in the efficiency of the diffusive transport is envisaged due to the quantum correction effects only if the bath temperature hovers around an appropriate range of intermediate values. Our findings also confirm the results obtained in the classical cases.
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.
SOME RESULTS ON LAG INCREMENTS OF PRINCIPAL VALUE OF BROWNIAN LOCAL TIME
Institute of Scientific and Technical Information of China (English)
WenJiwei
2002-01-01
Let W be a standard Brownian motion,and define Y(t) =∫ods/W(s) as Cauchy's principal value related to the local time of W. We study some limit results on lag increments of Y(t) and obtain various results all of which are related to earlier work by Hanson and Russo in 1983.
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...... for biomolecular recognition. (C) 2011 American Institute of Physics. [doi:10.1063/1.3554374]...
The oscillation of the occupation time process of super- Brownian motion on Sierpinski gasket
Institute of Scientific and Technical Information of China (English)
郭军义
2000-01-01
The occupation time process of super-Brownian motion on the Sierpinski gasket is studied. It is shown that this process does not possess stable property in the long run, but oscillates periodically in some sense. Other convergence properties are also studied.
The oscillation of the occupation time process of super-Brownian motion on Sierpinski gasket
Institute of Scientific and Technical Information of China (English)
无
2000-01-01
The occupation time process of super-Brownian motion on the Sierpinski gasket is studied. It is shown that this process does not possess stable property in the long run, but oscillates periodically in some sense. Other convergence properties are also studied.
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
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...
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.