Brownian limits, local limits, extreme value and variance asymptotics for convex hulls in the ball
Calka, Pierre; Yukich, J E
2009-01-01
The paper of Schreiber and Yukich [40] establishes an asymptotic representation for random convex polytope geometry in the unit ball $\\B_d, d \\geq 2,$ in terms of the general theory of stabilizing functionals of Poisson point processes as well as in terms of the so-called generalized paraboloid growth process. This paper further exploits this connection, introducing also a dual object termed the paraboloid hull process. Via these growth processes we establish local functional and measure-level limit theorems for the properly scaled radius-vector and support functions as well as for curvature measures and $k$-face empirical measures of convex polytopes generated by high density Poisson samples. We use general techniques of stabilization theory to establish Brownian sheet limits for the defect volume and mean width functionals, and we provide explicit variance asymptotics and central limit theorems for the $k$-face and intrinsic volume functionals. We establish extreme value theorems for radius-vector and suppo...
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.
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.
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.
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 Brownian Cactus I. Scaling limits of discrete cactuses
Curien, Nicolas; Gall, Jean-François Le; Miermont, Grégory
2011-01-01
The cactus of a pointed graph is a discrete tree associated with this graph. Similarly, with every pointed geodesic metric space $E$, one can associate an $\\mathbb{R}$-tree called the continuous cactus of $E$. We prove under general assumptions that the cactus of random planar maps distributed according to Boltzmann weights and conditioned to have a fixed large number of vertices converges in distribution to a limiting space called the Brownian cactus, in the Gromov–Hausdorff sense. Moreover,...
Some Results on Fractional Brownian Sheets and Their Local Times
Institute of Scientific and Technical Information of China (English)
Zong-mao Cheng; Zheng-yan Lin
2008-01-01
Let BHO={BHO(t),E RN+} be a real-valued fractional Brownian sheet. Define the (N,d)-Ganssian random field BH by where BH1,..., BHd are independent copies of BHO. The existence and joint continuity of local times of BH is proven in some given conditions in [22]. We then study further properties of the local times of BH, such as the moments of increments of local times, the large increments and the maximum moduli of continuity of local times and as a result, we answer the questions posed in [22].
Probabilities on the Heisenberg group limit theorems and Brownian motion
Neuenschwander, Daniel
1996-01-01
The Heisenberg group comes from quantum mechanics and is the simplest non-commutative Lie group. While it belongs to the class of simply connected nilpotent Lie groups, it turns out that its special structure yields many results which (up to now) have not carried over to this larger class. This book is a survey of probabilistic results on the Heisenberg group. The emphasis lies on limit theorems and their relation to Brownian motion. Besides classical probability tools, non-commutative Fourier analysis and functional analysis (operator semigroups) comes in. The book is intended for probabilists and analysts interested in Lie groups, but given the many applications of the Heisenberg group, it will also be useful for theoretical phycisists specialized in quantum mechanics and for engineers.
Some scaled limit theorems for an immigration super-Brownian motion
Institute of Scientific and Technical Information of China (English)
ZHANG Mei
2008-01-01
In this paper, the small time limit behaviors for an immigration super-Brownian motion are studied, where the immigration is determined by Lebesgue measure. We first prove a functional central limit theorem, and then study the large and moderate deviations associated with this central tendency.
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.
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
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). Electronic supplementary information (ESI) available: Further details concerning the computation of the trap stiffness and estimation of the upper size limit for optically trappable `cubic-shaped' KNbO3 particles (Fig. S1), the experimental setup (Fig. S2), the evaluation of the size of KNbO3 nano/microsized particles, the quantification of Brownian motion spheres (Fig. S3), the one-photon excitation of RB molecules (Fig. S4), as well as regarding the laser-induced heating in PFM experiments. See DOI: 10.1039/C5NR08090H
Local times and excursion theory for Brownian motion a tale of Wiener and Itô measures
Yen, Ju-Yi
2013-01-01
This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths. Realizations of Brownian excursion processes may be translated in terms of the realizations of a Wiener process under certain conditions. With this aim in mind, the monograph presents applications to topics which are not usually treated with the same tools, e.g.: arc sine law, laws of functionals of Brownian motion, and the Feynman-Kac formula.
Brownian Motion as a Limit to Physical Measuring Processes
DEFF Research Database (Denmark)
Niss, Martin
2016-01-01
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...
A weak limit theorem for numerical approximation of Brownian semi-stationary processes
DEFF Research Database (Denmark)
Podolskij, Mark; Thamrongrat, Nopporn
In this paper we present a weak limit theorem for a numerical approximation of Brownian semi-stationary processes studied in [14]. In the original work of [14] the authors propose to use Fourier transformation to embed a given one dimensional (Levy) Brownian semi-stationary process into a two......-parameter stochastic field. For the latter they use a simple iteration procedure and study the strong approximation error of the resulting numerical scheme given that the volatility process is fully observed. In this work we present the corresponding weak limit theorem for the setting, where the volatility....../drift process needs to be numerically simulated. In particular, weak approximation errors for smooth test functions can be obtained from our asymptotic theory....
Intersection local times of independent Brownian motions as generalized white noise functionals
Albeverio, Sergio; Oliveira, Maria João; Streit, Ludwig
2001-01-01
The original publication is available at http://www.springerlink.com/content/14jtbl19nh37ggtx/fulltext.pdf A "chaos expansion" of the intersection local time functional of two independent Brownian motions in Rd is given. The expansion is in terms of normal products of white noise (corresponding to multiple Wiener integrals). As a consequence of the local structure of the normal products, the kernel functions in the expansion are explicitly given and exhibit clearly the dimension depende...
Appuhamillage, Thilanka; Thomann, Enrique; Waymire, Edward; Wood, Brian
2010-01-01
Advective skew dispersion is a natural Markov process defined by a diffusion with drift across an interface of jump discontinuity in a piecewise constant diffusion coefficient. In the absence of drift, this process may be represented as a function of $\\alpha$-skew Brownian motion for a uniquely determined value of $\\alpha=\\alpha^*$; see Ramirez et al. (2006). In the present paper, the analysis is extended to the case of nonzero drift. A determination of the (joint) distributions of key functionals of standard skew Brownian motion together with some associated probabilistic semigroup and local time theory is given for these purposes. An application to the dispersion of a solute concentration across an interface is provided that explains certain symmetries and asymmetries in recently reported laboratory experiments conducted at Lawrence-Livermore Berkeley Labs by Berkowitz et al. (2009).
Underdamped scaled Brownian motion: (non-)existence of the overdamped limit in anomalous diffusion
Bodrova, Anna S.; Chechkin, Aleksei V.; Cherstvy, Andrey G.; Safdari, Hadiseh; Sokolov, Igor M.; Metzler, Ralf
2016-07-01
It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion process governed by an underdamped Langevin equation with an explicit time dependence of the system temperature and thus the diffusion and damping coefficients. We show that for this underdamped scaled Brownian motion (UDSBM) the overdamped limit fails to describe the long time behaviour of the system and may practically even not exist at all for a certain range of the parameter values. Thus persistent inertial effects play a non-negligible role even at significantly long times. From this study a general questions on the applicability of the overdamped limit to describe the long time motion of an anomalously diffusing particle arises, with profound consequences for the relevance of overdamped anomalous diffusion models. We elucidate our results in view of analytical and simulations results for the anomalous diffusion of particles in free cooling granular gases.
Limitation of the Least Square Method in the Evaluation of Dimension of Fractal Brownian Motions
Qiao, Bingqiang; Zeng, Houdun; Li, Xiang; Dai, Benzhong
2015-01-01
With the standard deviation for the logarithm of the re-scaled range $\\langle |F(t+\\tau)-F(t)|\\rangle$ of simulated fractal Brownian motions $F(t)$ given in a previous paper \\cite{q14}, the method of least squares is adopted to determine the slope, $S$, and intercept, $I$, of the log$(\\langle |F(t+\\tau)-F(t)|\\rangle)$ vs $\\rm{log}(\\tau)$ plot to investigate the limitation of this procedure. It is found that the reduced $\\chi^2$ of the fitting decreases with the increase of the Hurst index, $H$ (the expectation value of $S$), which may be attributed to the correlation among the re-scaled ranges. Similarly, it is found that the errors of the fitting parameters $S$ and $I$ are usually smaller than their corresponding standard deviations. These results show the limitation of using the simple least square method to determine the dimension of a fractal time series. Nevertheless, they may be used to reinterpret the fitting results of the least square method to determine the dimension of fractal Brownian motions more...
Dettmer, Simon L; Pagliara, Stefano
2014-01-01
In this article we present methods for measuring hindered Brownian motion in the confinement of complex 3D geometries using digital video microscopy. Here we discuss essential features of automated 3D particle tracking as well as diffusion data analysis. By introducing local mean squared displacement-vs-time curves, we are able to simultaneously measure the spatial dependence of diffusion coefficients, tracking accuracies and drift velocities. Such local measurements allow a more detailed and appropriate description of strongly heterogeneous systems as opposed to global measurements. Finite size effects of the tracking region on measuring mean squared displacements are also discussed. The use of these methods was crucial for the measurement of the diffusive behavior of spherical polystyrene particles (505 nm diameter) in a microfluidic chip. The particles explored an array of parallel channels with different cross sections as well as the bulk reservoirs. For this experiment we present the measurement of local...
Zaccone, Alessio; Gentili, Daniele; Wu, Hua; Morbidelli, Massimo
2010-04-07
The aggregation of interacting brownian particles in sheared concentrated suspensions is an important issue in colloid and soft matter science per se. Also, it serves as a model to understand biochemical reactions occurring in vivo where both crowding and shear play an important role. We present an effective medium approach within the Smoluchowski equation with shear which allows one to calculate the encounter kinetics through a potential barrier under shear at arbitrary colloid concentrations. Experiments on a model colloidal system in simple shear flow support the validity of the model in the concentration range considered. By generalizing Kramers' rate theory to the presence of shear and collective hydrodynamics, our model explains the significant increase in the shear-induced reaction-limited aggregation kinetics upon increasing the colloid concentration.
Institute of Scientific and Technical Information of China (English)
2009-01-01
This is a survey on normal distributions and the related central limit theorem under sublinear expectation.We also present Brownian motion under sublinear expectations and the related stochastic calculus of It?’s type.The results provide new and robust tools for the problem of probability model uncertainty arising in financial risk,statistics and other industrial problems.
Institute of Scientific and Technical Information of China (English)
PENG ShiGe
2009-01-01
This is a survey on normal distributions and the related central limit theorem under sublinear expectation. We also present Brownian motion under sublinear expectations and the related stochastic calculus of Ito's type. The results provide new and robust tools for the problem of probability model uncertainty arising in financial risk, statistics and other industrial problems.
He, Hui; Zhou, Xiaowen
2009-01-01
This paper concerns the almost sure time dependent local extinction behavior for super-coalescing Brownian motion $X$ with $(1+\\beta)$-stable branching and Lebesgue initial measure on $\\bR$. We first give a representation of $X$ using excursions of a continuous state branching process and Arratia's coalescing Brownian flow. For any nonnegative, nondecreasing and right continuous function $g$, put \\tau:=\\sup \\{t\\geq 0: X_t([-g(t),g(t)])>0 \\}. We prove that $\\bP\\{\\tau=\\infty\\}=0$ or 1 according as the integral $\\int_1^\\infty g(t)t^{-1-1/\\beta} dt$ is finite or infinite.
Delorme, Mathieu; Le Doussal, Pierre; Wiese, Kay Jörg
2016-05-01
The Brownian force model is a mean-field model for local velocities during avalanches in elastic interfaces of internal space dimension d, driven in a random medium. It is exactly solvable via a nonlinear differential equation. We study avalanches following a kick, i.e., a step in the driving force. We first recall the calculation of the distributions of the global size (total swept area) and of the local jump size for an arbitrary kick amplitude. We extend this calculation to the joint density of local and global sizes within a single avalanche in the limit of an infinitesimal kick. When the interface is driven by a single point, we find new exponents τ_{0}=5/3 and τ=7/4, depending on whether the force or the displacement is imposed. We show that the extension of a "single avalanche" along one internal direction (i.e., the total length in d=1) is finite, and we calculate its distribution following either a local or a global kick. In all cases, it exhibits a divergence P(ℓ)∼ℓ^{-3} at small ℓ. Most of our results are tested in a numerical simulation in dimension d=1.
Delorme, Mathieu; Le Doussal, Pierre; Wiese, Kay Jörg
2016-05-01
The Brownian force model is a mean-field model for local velocities during avalanches in elastic interfaces of internal space dimension d , driven in a random medium. It is exactly solvable via a nonlinear differential equation. We study avalanches following a kick, i.e., a step in the driving force. We first recall the calculation of the distributions of the global size (total swept area) and of the local jump size for an arbitrary kick amplitude. We extend this calculation to the joint density of local and global sizes within a single avalanche in the limit of an infinitesimal kick. When the interface is driven by a single point, we find new exponents τ0=5 /3 and τ =7 /4 , depending on whether the force or the displacement is imposed. We show that the extension of a "single avalanche" along one internal direction (i.e., the total length in d =1 ) is finite, and we calculate its distribution following either a local or a global kick. In all cases, it exhibits a divergence P (ℓ ) ˜ℓ-3 at small ℓ . Most of our results are tested in a numerical simulation in dimension d =1 .
Rob Gilsing
2005-01-01
Original title: Bestuur aan banden. A great deal is expected of local authority youth policy: the idea is that the local authority is in a better position than central government to develop policy that is tailored to the local situation. Moreover, it is felt that it is easier for local authorities
Institute of Scientific and Technical Information of China (English)
Liu Jian; Wang Hai-Yan; Bao Jing-Dong
2013-01-01
A minimal system-plus-reservoir model yielding a nonergodic Langevin equation is proposed,which originates from the cubic-spectral density of environmental oscillators and momentum-dependent coupling.This model allows ballistic diffusion and classical localization simultaneously,in which the fluctuation-dissipation relation is still satisfied but the Khinchin theorem is broken.The asymptotical equilibrium for a nonergodic system requires the initial thermal equilibrium,however,when the system starts from nonthermal conditions,it does not approach the equilibration even though a nonlinear potential is used to bound the particle,this can be confirmed by the zeroth law of thermodynamics.In the dynamics of Brownian localization,due to the memory damping function inducing a constant term,our results show that the stationary distribution of the system depends on its initial preparation of coordinate rather than momentum.The coupled oscillator chain with a fixed end boundary acts as a heat bath,which has long been used in studies of collinear atom/solid-surface scattering and lattice vibration,we investigate this problem from the viewpoint of nonergodicity.
Directory of Open Access Journals (Sweden)
O. V. Shavykin
2016-09-01
Full Text Available The Brownian dynamics method has been used to study the effect of the branching asymmetry on the local orientational mobility of segments and bonds in dendrimers in good solvent. “Coarse-grained” models of flexible dendrimers with different branching symmetry but with the same average segment length were considered. The frequency dependences of the rate of the spin-lattice relaxation nuclear magnetic resonance (NMR [1/T1H(H] for segments or bonds located at different distances from terminal monomers were calculated. After the exclusion of the contribution of the overall dendrimer rotation the position of the maxima of the frequency dependences [1/T1H(ωH] for different segments with the same length doesn’t depend on their location inside a dendrimer both for phantom models and for models with excluded volume interactions. This effect doesn’t depend also on the branching symmetry, but the position of the maximum [1/T1H(ωH] is determined by the segment length. For bonds inside segments the positions of the maximum [1/T1H(ωH] coincide for all models considered. Therefore, the obtained earlier conclusion about the weak influence of the excluded volume interactions on the local dynamics in the flexible symmetric dendrimers can be generalized for dendrimers with an asymmetric branching.
Michalet, Xavier
2010-01-01
We examine the capability of mean square displacement analysis to extract reliable values of the diffusion coefficient D of single particle undergoing Brownian motion in an isotropic medium in the presence of localization uncertainty. The theoretical results, supported by simulations, show that a simple unweighted least square fit of the MSD curve can provide the best estimate of D provided an optimal number of MSD points is used for the fit. We discuss the practical implications of these res...
Liechty, Karl
2011-01-01
We study the distribution of the maximal height of the outermost path in the model of $N$ nonintersecting Brownian excursions as $N\\to \\infty$, showing that it converges in the proper scaling to the Tracy-Widom distribution for the largest eigenvalue of the Gaussian orthogonal ensemble. This is as expected from the viewpoint that the maximal height of the outermost path converges to the maximum of the Airy process. Our proof is based on Riemann-Hilbert analyis of a system of discrete orthogonal polynomials with a Gaussian weight in the double scaling limit as this system approaches saturation. We consequently compute the asymptotics of the free energy and the reproducing kernel of the corresponding discrete orthogonal polynomial ensemble in the critical scaling in which the density of particles approaches saturation. Both of these results can be viewed as dual to the case in which the mean density of eigenvalues in a random matrix model is vanishing at one point.
Functional limit theorems for generalized variations of the fractional Brownian sheet
DEFF Research Database (Denmark)
Pakkanen, Mikko; Réveillac, Anthony
and on the smallest component of the Hurst parameter vector of the fBs. The limiting process in the former result is another fBs, independent of the original fBs, whereas the limit given by the latter result is an Hermite sheet, which is driven by the same white noise as the original fBs. As an application, we derive...
Functional limit theorems for generalized variations of the fractional Brownian sheet
DEFF Research Database (Denmark)
Pakkanen, Mikko; Réveillac, Anthony
2016-01-01
and on the smallest component of the Hurst parameter vector of the fBs. The limiting process in the former result is another fBs, independent of the original fBs, whereas the limit given by the latter result is an Hermite sheet, which is driven by the same white noise as the original fBs. As an application, we derive...
Reactive Boundary Conditions as Limits of Interaction Potentials for Brownian and Langevin Dynamics
Chapman, S Jonathan; Isaacson, Samuel A
2015-01-01
A popular approach to modeling bimolecular reactions between diffusing molecules is through the use of reactive boundary conditions. One common model is the Smoluchowski partial absorption condition, which uses a Robin boundary condition in the separation coordinate between two possible reactants. This boundary condition can be interpreted as an idealization of a reactive interaction potential model, in which a potential barrier must be surmounted before reactions can occur. In this work we show how the reactive boundary condition arises as the limit of an interaction potential encoding a steep barrier within a shrinking region in the particle separation, where molecules react instantly upon reaching the peak of the barrier. The limiting boundary condition is derived by the method of matched asymptotic expansions, and shown to depend critically on the relative rate of increase of the barrier height as the width of the potential is decreased. Limiting boundary conditions for the same interaction potential in b...
Roynette, Bernard
2009-01-01
Penalising a process is to modify its distribution with a limiting procedure, thus defining a new process whose properties differ somewhat from those of the original one. We are presenting a number of examples of such penalisations in the Brownian and Bessel processes framework. The Martingale theory plays a crucial role. A general principle for penalisation emerges from these examples. In particular, it is shown in the Brownian framework that a positive sigma-finite measure takes a large class of penalisations into account.
Burdzy, Krzysztof; Pal, Soumik
2010-01-01
We prove that the distance between two reflected Brownian motions outside a sphere in a 3-dimensional flat torus does not converge to 0, a.s., if the radius of the sphere is sufficiently small, relative to the size of the torus.
Hu, Yueyun; Wouts, Marcel
2010-01-01
We study a quenched charged-polymer model, introduced by Garel and Orland in 1988, that reproduces the folding/unfolding transition of biopolymers. We prove that, below the critical inverse temperature, the polymer is delocalized in the sense that: (1) The rescaled trajectory of the polymer converges to the Brownian path; and (2) The partition function remains bounded. At the critical inverse temperature, we show that the maximum time spent at points jumps discontinuously from 0 to a positive fraction of the number of monomers, in the limit as the number of monomers tends to infinity. Finally, when the critical inverse temperature is large, we prove that the polymer collapses in the sense that a large fraction of its monomers live on four adjacent positions, and its diameter grows only logarithmically with the number of the monomers. Our methods also provide some insight into the annealed phase transition and at the transition due to a pulling force; both phase transitions are shown to be discontinuous.
Tsekov, Roumen
2016-06-01
A Brownian harmonic oscillator, which dissipates energy either by friction or via emission of electromagnetic radiation, is considered. This Brownian emitter is driven by the surrounding thermo-quantum fluctuations, which are theoretically described by the fluctuation-dissipation theorem. It is shown how the Abraham-Lorentz force leads to dependence of the half-width on the peak frequency of the oscillator amplitude spectral density. It is found that for the case of a charged particle moving in vacuum at zero temperature, its root-mean-square velocity fluctuation is a universal constant, equal to roughly 1/18 of the speed of light. The relevant Fokker-Planck and Smoluchowski equations are also derived.
Anomalous Brownian Refrigerator
Rana, Shubhashis; Pal, P. S.; Saha, Arnab; Jayannavar, A. M.
2015-01-01
We present a detailed study of a Brownian particle driven by Carnot-type refrigerating protocol operating between two thermal baths. Both the underdamped as well as the overdamped limits are investigated. The particle is in a harmonic potential with time-periodic strength that drives the particle cyclically between the baths. Each cycle consists of two isothermal steps at different temperatures and two adiabatic steps connecting them. Besides working as a stochastic refrigerator, it is shown ...
Sun, Bo; Lin, Jiayi; Darby, Ellis; Grosberg, Alexander Y.; Grier, David G.
2009-07-01
Mechanical equilibrium at zero temperature does not necessarily imply thermodynamic equilibrium at finite temperature for a particle confined by a static but nonconservative force field. Instead, the diffusing particle can enter into a steady state characterized by toroidal circulation in the probability flux, which we call a Brownian vortex. The circulatory bias in the particle’s thermally driven trajectory is not simply a deterministic response to the solenoidal component of the force but rather reflects interplay between advection and diffusion in which thermal fluctuations extract work from the nonconservative force field. As an example of this previously unrecognized class of stochastic heat engines, we consider a colloidal sphere diffusing in a conventional optical tweezer. We demonstrate both theoretically and experimentally that nonconservative optical forces bias the particle’s fluctuations into toroidal vortexes whose circulation can reverse direction with temperature or laser power.
Applying Brownian motion to the study of birth-death chains
Markowsky, Greg
2011-01-01
Basic properties of Brownian motion are used to derive two results concerning birth-death chains. First, the probability of extinction is calculated. Second, sufficient conditions on the transition probabilities of a birth-death chain are given to ensure that the expected value of the chain converges to a limit. The theory of Brownian motion local time figures prominently in the proof of the second result.
Palyulin, Vladimir V.; Chechkin, Aleksei V.; Klages, Rainer; Metzler, Ralf
2016-09-01
A combined dynamics consisting of Brownian motion and Lévy flights is exhibited by a variety of biological systems performing search processes. Assessing the search reliability of ever locating the target and the search efficiency of doing so economically of such dynamics thus poses an important problem. Here we model this dynamics by a one-dimensional fractional Fokker-Planck equation combining unbiased Brownian motion and Lévy flights. By solving this equation both analytically and numerically we show that the superposition of recurrent Brownian motion and Lévy flights with stable exponent α \\lt 1, by itself implying zero probability of hitting a point on a line, leads to transient motion with finite probability of hitting any point on the line. We present results for the exact dependence of the values of both the search reliability and the search efficiency on the distance between the starting and target positions as well as the choice of the scaling exponent α of the Lévy flight component.
Zero noise limits using local times
2013-01-01
We consider a well-known family of SDEs with irregular drifts and the correspondent zero noise limits. Using (mollified) local times, we show which trajectories are selected. The approach is completely probabilistic and relies on elementary stochastic calculus only.
Metamaterial localized resonance sensors: prospects and limitations
DEFF Research Database (Denmark)
Jeppesen, Claus; Xiao, Sanshui; Mortensen, Asger;
2010-01-01
The prospects and limitations of metamaterial localized resonance sensors are investigated theoretically and experimentally. Gold split-ring resonators are employed as the model system where the light induced LC-resonance yields a figure-of-merit, sensitivity divided by linewidth, up to 54 depend...
Brownian Motion and General Relativity
O'Hara, Paul
2013-01-01
We construct a model of Brownian Motion on a pseudo-Riemannian manifold associated with general relativity. There are two aspects of the problem: The first is to define a sequence of stopping times associated with the Brownian "kicks" or impulses. The second is to define the dynamics of the particle along geodesics in between the Brownian kicks. When these two aspects are taken together, we can associate various distributions with the motion. We will find that the statistics of space-time events will obey a temperature dependent four dimensional Gaussian distribution defined over the quaternions which locally can be identified with Minkowski space. Analogously, the statistics of the 4-velocities will obey a kind of Maxwell-Juttner distribution. In contrast to previous work, our processes are characterized by two independent proper time variables defined with respect to the laboratory frame: a discrete one corresponding to the stopping times when the impulses take place and a continuous one corresponding to th...
Restructuring local distribution services: Possibilities and limitations
Energy Technology Data Exchange (ETDEWEB)
Duann, D.J.
1994-08-01
The restructuring of local distribution services is now the focus of the natural gas industry. It is the last major step in the ``reconstitution`` of the natural gas industry and a critical clement in realizing the full benefits of regulatory and market reforms that already have taken place in the wellhead and interstate markets. It could also be the most important regulatory initiative for most end-use customers because they are affected directly by the costs and reliability of distribution services. Several factors contribute to the current emphasis on distribution service restructuring. They include the unbundling and restructuring of upstream markets, a realization of the limitations of supply-side options (such as gas procurement oversight), and the increased diversity and volatility of gas demand facing local distribution companies. Local distribution service is not one but a series of activities that start with commodity gas procurement and extend to transportation, load balancing, storage, and metering and billing of services provided. There are also considerable differences in the economies of scale and scope associated with these various activities. Thus, a mixture of supply arrangements (such as a competitive market or a monopoly) is required for the most efficient delivery of local distribution services. A distinction must be made between the supply of commodity gas and the provision of a bundled distribution service. This distinction and identification of the best supply arrangements for various distribution service components are the most critical factors in developing appropriate restructuring policies. For most state public utility commissions the criteria for service restructuring should include pursuing the economies of scale and scope in gas distribution, differentiating and matching gas service reliability and quality with customer requirements, and controlling costs associated with the search, negotiation, and contracting of gas services.
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...
Ratcheted electrophoresis of Brownian particles
Kowalik, Mikołaj; Bishop, Kyle J. M.
2016-05-01
The realization of nanoscale machines requires efficient methods by which to rectify unbiased perturbations to perform useful functions in the presence of significant thermal noise. The performance of such Brownian motors often depends sensitively on their operating conditions—in particular, on the relative rates of diffusive and deterministic motions. In this letter, we present a type of Brownian motor that uses contact charge electrophoresis of a colloidal particle within a ratcheted channel to achieve directed transport or perform useful work against an applied load. We analyze the stochastic dynamics of this model ratchet to show that it functions under any operating condition—even in the limit of strong thermal noise and in contrast to existing ratchets. The theoretical results presented here suggest that ratcheted electrophoresis could provide a basis for electrochemically powered, nanoscale machines capable of transport and actuation of nanoscale components.
Efficiency of Brownian heat engines.
Derényi, I; Astumian, R D
1999-06-01
We study the efficiency of one-dimensional thermally driven Brownian ratchets or heat engines. We identify and compare the three basic setups characterized by the type of the connection between the Brownian particle and the two heat reservoirs: (i) simultaneous, (ii) alternating in time, and (iii) position dependent. We make a clear distinction between the heat flow via the kinetic and the potential energy of the particle, and show that the former is always irreversible and it is only the third setup where the latter is reversible when the engine works quasistatically. We also show that in the third setup the heat flow via the kinetic energy can be reduced arbitrarily, proving that even for microscopic heat engines there is no fundamental limit of the efficiency lower than that of a Carnot cycle.
Martínez, I. A.; Roldán, É.; Dinis, L.; Petrov, D.; Parrondo, J. M. R.; Rica, R. A.
2016-01-01
The Carnot cycle imposes a fundamental upper limit to the efficiency of a macroscopic motor operating between two thermal baths. However, this bound needs to be reinterpreted at microscopic scales, where molecular bio-motors and some artificial micro-engines operate. As described by stochastic thermodynamics, energy transfers in microscopic systems are random and thermal fluctuations induce transient decreases of entropy, allowing for possible violations of the Carnot limit. Here we report an experimental realization of a Carnot engine with a single optically trapped Brownian particle as the working substance. We present an exhaustive study of the energetics of the engine and analyse the fluctuations of the finite-time efficiency, showing that the Carnot bound can be surpassed for a small number of non-equilibrium cycles. As its macroscopic counterpart, the energetics of our Carnot device exhibits basic properties that one would expect to observe in any microscopic energy transducer operating with baths at different temperatures. Our results characterize the sources of irreversibility in the engine and the statistical properties of the efficiency--an insight that could inspire new strategies in the design of efficient nano-motors.
Martínez, I A; Roldán, É; Dinis, L; Petrov, D; Parrondo, J M R; Rica, R A
2016-01-01
The Carnot cycle imposes a fundamental upper limit to the efficiency of a macroscopic motor operating between two thermal baths1. However, this bound needs to be reinterpreted at microscopic scales, where molecular bio-motors2 and some artificial micro-engines3-5 operate. As described by stochastic thermodynamics6,7, energy transfers in microscopic systems are random and thermal fluctuations induce transient decreases of entropy, allowing for possible violations of the Carnot limit8. Here we report an experimental realization of a Carnot engine with a single optically trapped Brownian particle as the working substance. We present an exhaustive study of the energetics of the engine and analyse the fluctuations of the finite-time efficiency, showing that the Carnot bound can be surpassed for a small number of non-equilibrium cycles. As its macroscopic counterpart, the energetics of our Carnot device exhibits basic properties that one would expect to observe in any microscopic energy transducer operating with baths at different temperatures9-11. Our results characterize the sources of irreversibility in the engine and the statistical properties of the efficiency-an insight that could inspire new strategies in the design of efficient nano-motors.
Van Den Broek, Martijn; Van Den Broeck, Christian
2007-01-01
We present the exact analysis of a chiral Brownian motor and heat pump. Optimization of the construction predicts, for a nanoscale device, frequencies of the order of kHz and cooling rates of the order of femtojoule per second.
van den Broek, M; Van den Broeck, C
2008-04-04
We present the exact analysis of a chiral Brownian motor and heat pump. Optimization of the construction predicts, for a nanoscale device, frequencies of the order of kHz and cooling rates of the order of femtojoule per second.
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.
Limits on the local dark matter density
Directory of Open Access Journals (Sweden)
Read J.I.
2012-02-01
Full Text Available We study the systematic problems in determining the local dark matter density ρdm(R☉ from kinematics of stars in the Solar Neighbourhood, using a simulated Milky Way-like galaxy. We introduce a new unbiased method for recovering ρdm(R☉ based on the moments of the Jeans equations, combined with a Monte Carlo Markov Chain (MCMC technique and apply it to real data [1].
Limits on the local dark matter density
Garbari, Silvia; Lake, George
2011-01-01
We revisit systematics in determining the local dark matter density (rho_dm) from the vertical motion of stars in the Solar Neighbourhood. Using a simulation of a Milky Way-like galaxy, we determine the data-quality required to detect the dark matter density at its expected local value. We introduce a new method for recovering rho_dm that uses moments of the Jeans equations, combined with a Monte Carlo Markov Chain technique to marginalise over the unknown parameters. Given sufficiently good data, we show that our method can recover the correct local dark matter density even in the face of disc inhomogeneities, non-isothermal tracers and a non-separable distribution function. We illustrate the power of our technique by applying it to Hipparcos data [Holmberg & Flynn 2000,2004]. We first make the assumption that the A and F star tracer populations are isothermal. This recovers rho_dm=0.003^{+0.009}_{-0.007}Msun/pc^3 (with 90 per cent confidence), consistent with previous determinations. However, the vertic...
Limits on the local dark matter density
Garbari, Silvia; Read, Justin I.; Lake, George
2011-09-01
We revisit systematics in determining the local dark matter density ρdm from the vertical motion of stars in the solar neighbourhood. Using a simulation of a Milky Way like galaxy, we determine the data quality required to detect ρdm at its expected local value. We introduce a new method for recovering ρdm that uses moments of the Jeans equations, combined with a Markov chain Monte Carlo technique, to marginalize over the unknown parameters. Given sufficiently good data, we show that our method can recover the correct local dark matter density even in the face of disc inhomogeneities, non-isothermal tracers and a non-separable distribution function. We illustrate the power of our technique by applying it to Hipparcos data. We first make the assumption that the A- and F-star tracer populations are isothermal. This recovers ρdm= 0.003+0.009- 0.007 M⊙ pc-3 (ρdm= 0.11+0.34- 0.27 GeV cm-3, with 90 per cent confidence), consistent with previous determinations. However, the vertical dispersion profile of these tracers is poorly known. If we assume instead a non-isothermal profile similar to that of the blue disc stars from SDSS DR-7 recently measured, we obtain a fit with a very similar χ2 value, but with ρdm= 0.033+0.008- 0.009 M⊙ pc-3 (ρdm= 1.25+0.30- 0.34 GeV cm-3 with 90 per cent confidence). This highlights that it is vital to measure the vertical dispersion profile of the tracers to recover an unbiased estimate of ρdm.
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.
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
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.
Generalized functionals of Brownian motion
Directory of Open Access Journals (Sweden)
N. U. Ahmed
1994-01-01
Full Text Available In this paper we discuss some recent developments in the theory of generalized functionals of Brownian motion. First we give a brief summary of the Wiener-Ito multiple Integrals. We discuss some of their basic properties, and related functional analysis on Wiener measure space. then we discuss the generalized functionals constructed by Hida. The generalized functionals of Hida are based on L2-Sobolev spaces, thereby, admitting only Hs, s∈R valued kernels in the multiple stochastic integrals. These functionals are much more general than the classical Wiener-Ito class. The more recent development, due to the author, introduces a much more broad class of generalized functionals which are based on Lp-Sobolev spaces admitting kernels from the spaces p,s, s∈R. This allows analysis of a very broad class of nonlinear functionals of Brownian motion, which can not be handled by either the Wiener-Ito class or the Hida class. For s≤0, they represent generalized functionals on the Wiener measure space like Schwarz distributions on finite dimensional spaces. In this paper we also introduce some further generalizations, and construct a locally convex topological vector space of generalized functionals. We also present some discussion on the applications of these results.
Malgaretti, Paolo; Pagonabarraga, Ignacio; Rubi, J Miguel
2013-05-21
We analyze the dynamics of Brownian ratchets in a confined environment. The motion of the particles is described by a Fick-Jakobs kinetic equation in which the presence of boundaries is modeled by means of an entropic potential. The cases of a flashing ratchet, a two-state model, and a ratchet under the influence of a temperature gradient are analyzed in detail. We show the emergence of a strong cooperativity between the inherent rectification of the ratchet mechanism and the entropic bias of the fluctuations caused by spatial confinement. Net particle transport may take place in situations where none of those mechanisms leads to rectification when acting individually. The combined rectification mechanisms may lead to bidirectional transport and to new routes to segregation phenomena. Confined Brownian ratchets could be used to control transport in mesostructures and to engineer new and more efficient devices for transport at the nanoscale.
Local Tax Limits, Student Achievement, and School-Finance Equalization
2015-01-01
Evidence that local tax and expenditure limits (TELs) for public K-12 schools lower student achievement is widely attributed to the effects of reduced funding, but our results cast doubt on reduced funding as the primary explanation for negative effects of TELs in the context of school-finance equalization (SFE) and instead suggest the importance of predictable funding. Students in districts subject to more severe local tax limits in Oregon score less well on eighth-grade tests in mathemat...
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.
Fundamental Limits of Wideband Localization - Part II: Cooperative Networks
Shen, Yuan; Win, Moe Z
2010-01-01
The availability of positional information is of great importance in many commercial, governmental, and military applications. Localization is commonly accomplished through the use of radio communication between mobile devices (agents) and fixed infrastructure (anchors). However, precise determination of agent positions is a challenging task, especially in harsh environments due to radio blockage or limited anchor deployment. In these situations, cooperation among agents can significantly improve localization accuracy and reduce localization outage probabilities. A general framework of analyzing the fundamental limits of wideband localization has been developed in Part I of the paper. Here, we build on this framework and establish the fundamental limits of wideband cooperative location-aware networks. Our analysis is based on the waveforms received at the nodes, in conjunction with Fisher information inequality. We provide a geometrical interpretation of equivalent Fisher information for cooperative networks....
Local limit loads in components with competing failure locations
Energy Technology Data Exchange (ETDEWEB)
Thumser, R. [Materialforschungs- und pruefungsanstalt Weimar, Bauhaus Univ., Weimar (Germany)
2011-04-15
The plastic limit load is an important feature of the S-N curve. The classical way of plastic limit load calculation using elastic-ideal plastic material behaviour is restricted to one location of the component. Complex components normally have several fatigue critical locations, for all of them the local plastic limit loads has to be determined. By the classical way the plastic limit load can be evaluated only for one of them. A new method is presented. The local plastic notch factor K{sub p} and the corresponding plastic limit loads are calculated applying Neuber's rule to FE calculations with plastic hardening material. The new method is validated on the basis of six different notched specimens. The need and capability is exemplarily shown on a specimen with two competing failure locations. (Copyright copyright 2011 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)
Tax Limitations and Revenue Shifting Strategies in Local Government
DEFF Research Database (Denmark)
Blom-Hansen, Jens; Bækgaard, Martin; Serritzlew, Søren
2014-01-01
subjected to tax limitations employ revenue-shifting strategies. In Denmark, however, these strategies are contingent on the specifics of the Danish intergovernmental system, which render central government grants an attractive object of revenue-shifting strategies. Our analysis thus helps identify......The literature on tax and expenditure limitations (TELs) shows how limiting the freedom of local governments to levy taxes may have considerable unexpected effects. Entities subjected to such limitations may, as their proponents hope, react by cutting expenditures and revenue, but they may also...... the central government imposed tax limitations on municipalities in 2009, makes two contributions. First, it probes the empirical domain of the US findings. Second, it constitutes an empirical testing ground where endogeneity is not a pressing concern. In the USA, TELs are often self-imposed either by local...
Local government broadband policies for areas with limited Internet access
Directory of Open Access Journals (Sweden)
Yoshio Arai
2014-03-01
Full Text Available Despite their wide diffusion in developed countries, broadband services are still limited in areas where providing them is not profitable for private telecom carriers. To address this, many local governments in Japan have implemented broadband deployment projects subsidized by the national government. In this paper, we discuss local government broadband policies based on survey data collected from municipalities throughout the country. With the support of national promotion policies, broadband services were rapidly introduced to most local municipalities in Japan during the 2000s. Local government deployment policies helped to reduce the number of areas with no broadband access. A business model based on the Indefeasible Right of Use (IRU contract between a private telecom carrier and a local government has been developed in recent years. Even local governments without the technical capacity to operate a broadband business can introduce broadband services into their territory using the IRU business model.
Fundamental Limits of Wideband Localization - Part I: A General Framework
Shen, Yuan
2010-01-01
The availability of positional information is of great importance in many commercial, public safety, and military applications. The coming years will see the emergence of location-aware networks with sub-meter accuracy, relying on accurate range measurements provided by wide bandwidth transmissions. In this two-part paper, we determine the fundamental limits of localization accuracy of wideband wireless networks in harsh multipath environments. We first develop a general framework to characterize the localization accuracy of a given node here and then extend our analysis to cooperative location-aware networks in Part II. In this paper, we characterize localization accuracy in terms of a performance measure called the squared position error bound (SPEB), and introduce the notion of equivalent Fisher information to derive the SPEB in a succinct expression. This methodology provides insights into the essence of the localization problem by unifying localization information from individual anchors and information ...
A Haar component for quantum limits on locally symmetric spaces
Anantharaman, Nalini
2010-01-01
We prove lower bounds for the entropy of limit measures associated to non-degenerate sequences of eigenfunctions on locally symmetric spaces of non-positive curvature. In the case of certain compact quotients of the space of positive definite $n\\times n$ matrices (any quotient for $n=3$, quotients associated to inner forms in general), measure classification results then show that the limit measures must have a Lebesgue component. This is consistent with the conjecture that the limit measures are absolutely continuous.
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...
How superdiffusion gets arrested: ecological encounters explain shift from Lévy to Brownian movement
de Jager, Monique; Bartumeus, Frederic; Kölzsch, Andrea; Franz J. Weissing; Hengeveld, Geerten M; Nolet, Bart A.; Herman, Peter M. J.; van de Koppel, Johan
2014-01-01
Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when foraging in resource-poor environments. Yet, empirical studies reveal animals moving in a Brownian fashion when resources are abundant. We demonstrate that Einstein's original theory of collision-induc...
Brownian motion from molecular dynamics
Shin, Hyun Kyung; Talkner, Peter; Lee, Eok Kyun
2010-01-01
Brownian motion of single particles with various masses M and diameters D is studied by molecular dynamics simulations. Besides the momentum auto-correlation function of the Brownian particle the memory function and the fluctuating force which enter the generalized Langevin equation of the Brownian particle are determined and their dependence on mass and diameter are investigated for two different fluid densities. Deviations of the fluctuating force distribution from a Gaussian form are observed for small particle diameters. For heavy particles the deviations of the fluctuating force from the total force acting on the Brownian particle decrease linearly with the mass ratio m/M where m denotes the mass of a fluid particle.
Brownian Motion Theory and Experiment
Basu, K; Basu, Kasturi; Baishya, Kopinjol
2003-01-01
Brownian motion is the perpetual irregular motion exhibited by small particles immersed in a fluid. Such random motion of the particles is produced by statistical fluctuations in the collisions they suffer with the molecules of the surrounding fluid. Brownian motion of particles in a fluid (like milk particles in water) can be observed under a microscope. Here we describe a simple experimental set-up to observe Brownian motion and a method of determining the diffusion coefficient of the Brownian particles, based on a theory due to Smoluchowski. While looking through the microscope we focus attention on a fixed small volume, and record the number of particles that are trapped in that volume, at regular intervals of time. This gives us a time-series data, which is enough to determine the diffusion coefficient of the particles to a good degree of accuracy.
Archimedes' principle for Brownian liquid
Burdzy, Krzysztof; Chen, Zhen-Qing; Pal, Soumik
2009-01-01
We consider a family of hard core objects moving as independent Brownian motions confined to a vessel by reflection. These are subject to gravitational forces modeled by drifts. The stationary distribution for the process has many interesting implications, including an illustration of the Archimedes’ principle. The analysis rests on constructing reflecting Brownian motion with drift in a general open connected domain and studying its stationary distribution. In dimension two we utilize known ...
Archimedes' principle for Brownian liquid
Burdzy, Krzysztof; Pal, Soumik
2009-01-01
We consider a family of hard core objects moving as independent Brownian motions confined to a vessel by reflection. These are subject to gravitational forces modeled by drifts. The stationary distribution for the process has many interesting implications, including an illustration of the Archimedes' principle. The analysis rests on constructing reflecting Brownian motion with drift in a general open connected domain and studying its stationary distribution. In dimension two we utilize known results about sphere packing.
Limits to ductility set by plastic flow localization
Energy Technology Data Exchange (ETDEWEB)
Needleman, A; Rice, J R
1977-11-01
The theory of strain localization is reviewed with reference both to local necking in sheet metal forming processes and to more general three dimensional shear band localizations that sometimes mark the onset of ductile rupture. Both bifurcation behavior and the growth of initial imperfections are considered. In addition to analyses based on classical Mises-like constitutive laws, approaches to localization based on constitutive models that may more accurately model processes of slip and progressive rupturing on the microscale in structural alloys are discussed. Among these non-classical constitutive features are the destabilizing roles of yield surface vertices and of non-normality effects, arising, for example, from slight pressure sensitivity of yield. Analyses based on a constitutive model of a progressively cavitating dilational plastic material which is intended to model the process of ductile void growth in metals are also discussed. A variety of numerical results are presented. In the context of the three dimensional theory of localization, it is shown that a simple vertex model predicts ratios of ductility in plane strain tension to ductility in axisymmetric tension qualitatively consistent with experiment, and the destabilizing influence of a hydrostatic stress dependent void nucleation criterion is illustrated. In the sheet necking context, and focussing on positive biaxial stretching, it is shown that forming limit curves based on a simple vertex model and those based on a simple void growth model are qualitatively in accord, although attributing instability to very different physical mechanisms. These forming limit curves are compared with those obtained from the Mises material model and employing various material and geometric imperfections.
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...
Limits of Commutative Triangular Systems on Locally Compact Groups
Indian Academy of Sciences (India)
Riddhi Shah
2001-02-01
On a locally compact group , if $_{n}^{k_{n}} →$, ( →∞), for some probability measures and on , then a sufficient condition is obtained for the set = {$_n^m|$ ≤ } to be relatively compact; this in turn implies the embeddability of a shift of . The condition turns out to be also necessary when is totally disconnected. In particular, it is shown that if is a discrete linear group over $\\mathsf{R}$ then a shift of the limit is embeddable. It is also shown that any infinitesimally divisible measure on a connected nilpotent real algebraic group is embeddable.
Local versus basin-scale limitation of marine nitrogen fixation.
Weber, Thomas; Deutsch, Curtis
2014-06-17
Nitrogen (N) fixation by diazotrophic plankton is the primary source of this crucial nutrient to the ocean, but the factors limiting its rate and distribution are controversial. According to one view, the ecological niche of diazotrophs is primarily controlled by the ocean through internally generated N deficits that suppress the growth of their competitors. A second view posits an overriding limit from the atmosphere, which restricts diazotrophs to regions where dust deposition satisfies their high iron (Fe) requirement, thus separating N sources from sinks at a global scale. Here we use multiple geochemical signatures of N2 fixation to show that the Fe limitation of diazotrophs is strong enough to modulate the regional distribution of N2 fixation within ocean basins--particularly the Fe-poor Pacific--but not strong enough to influence its partition between basins, which is instead governed by rates of N loss. This scale-dependent limitation of N2 fixation reconciles local observations of Fe stress in diazotroph communities with an inferred spatial coupling of N sources and sinks. Within this regime of intermediate Fe control, the oceanic N reservoir would respond only weakly to enhanced dust fluxes during glacial climates, but strongly to the reduced fluxes hypothesized under anthropogenic climate warming.
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...
Limits of localized control in extended nonlinear systems
Handel, Andreas
We investigate the limits of localized linear control in spatially extended, nonlinear systems. Spatially extended, nonlinear systems can be found in virtually every field of engineering and science. An important category of such systems are fluid flows. Fluid flows play an important role in many commercial applications, for instance in the chemical, pharmaceutical and food-processing industries. Other important fluid flows include air- or water flows around cars, planes or ships. In all these systems, it is highly desirable to control the flow of the respective fluid. For instance control of the air flow around an airplane or car leads to better fuel-economy and reduced noise production. Usually, it is impossible to apply control everywhere. Consider an airplane: It would not be feasibly to cover the whole body of the plane with control units. Instead, one can place the control units at localized regions, such as points along the edge of the wings, spaced as far apart from each other as possible. These considerations lead to an important question: For a given system, what is the minimum number of localized controllers that still ensures successful control? Too few controllers will not achieve control, while using too many leads to unnecessary expenses and wastes resources. To answer this question, we study localized control in a class of model equations. These model equations are good representations of many real fluid flows. Using these equations, we show how one can design localized control that renders the system stable. We study the properties of the control and derive several expressions that allow us to determine the limits of successful control. We show how the number of controllers that are needed for successful control depends on the size and type of the system, as well as the way control is implemented. We find that especially the nonlinearities and the amount of noise present in the system play a crucial role. This analysis allows us to determine under
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.
Septins localize to microtubules during nutritional limitation in Saccharomyces cerevisiae
Directory of Open Access Journals (Sweden)
Vázquez de Aldana Carlos R
2008-10-01
Full Text Available Abstract Background In Saccharomyces cerevisiae, nutrient limitation stimulates diploid cells to undergo DNA replication and meiosis, followed by the formation of four haploid spores. Septins are a family of proteins that assemble a ring structure at the mother-daughter neck during vegetative growth, where they control cytokinesis. In sporulating cells, the septin ring disassembles and septins relocalize to the prospore membrane. Results Here, we demonstrate that nutrient limitation triggers a change in the localization of at least two vegetative septins (Cdc10 and Cdc11 from the bud neck to the microtubules. The association of Cdc10 and Cdc11 with microtubules persists into meiosis, and they are found associated with the meiotic spindle until the end of meiosis II. In addition, the meiosis-specific septin Spr28 displays similar behavior, suggesting that this is a common feature of septins. Septin association to microtubules is a consequence of the nutrient limitation signal, since it is also observed when haploid cells are incubated in sporulation medium and when haploid or diploid cells are grown in medium containing non-fermentable carbon sources. Moreover, during meiosis II, when the nascent prospore membrane is formed, septins moved from the microtubules to this membrane. Proper organization of the septins on the membrane requires the sporulation-specific septins Spr3 and Spr28. Conclusion Nutrient limitation in S. cerevisiae triggers the sporulation process, but it also induces the disassembly of the septin bud neck ring and relocalization of the septin subunits to the nucleus. Septins remain associated with microtubules during the meiotic divisions and later, during spore morphogenesis, they are detected associated to the nascent prospore membranes surrounding each nuclear lobe. Septin association to microtubules also occurs during growth in non-fermentable carbon sources.
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.
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...
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
Quantum Limits to Optical Point-Source Localization
Tsang, Mankei
2014-01-01
Many superresolution microscopic techniques rely on the accurate localization of optical point sources from far field. To investigate the fundamental limits to their resolution, here I derive measurement-independent quantum lower bounds on the error of locating point sources in free space, taking full account of the quantum, nonparaxial, and vectoral nature of photons. To arrive at analytic results, I focus mainly on the cases of one and two classical monochromatic sources with an initial vacuum optical state. For one source, a lower bound on the root-mean-square position estimation error is on the order of $\\lambda_0/\\sqrt{N}$, where $\\lambda_0$ is the free-space wavelength and $N$ is the average number of radiated photons. For two sources, owing to a nuisance parameter effect, the error bound diverges when their radiated fields overlap significantly. The use of squeezed light to further enhance the accuracy of locating one point source is also discussed.
New Limits on Local Lorentz Invariance in Mercury and Cesium
Peck, S K; Stein, D; Orbaker, D; Foss, A; Hummon, M T; Hunter, L R
2012-01-01
We report new bounds on Local Lorentz Invariance (LLI) violation in Cs and Hg. The limits are obtained through the observation of the the spin- precession frequencies of 199Hg and 133Cs atoms in their ground states as a function of the orientation of an applied magnetic field with respect to the fixed stars. We measure the amplitudes of the dipole couplings to a preferred direction in the equatorial plane to be 19(11) nHz for Hg and 9(5) microHz for Cs. The upper bounds established here improve upon previous bounds by about a factor of four. The improvement is primarily due to mounting the apparatus on a rotating table. New bounds are established on several terms in the standard model extension including the first bounds on the spin-couplings of the neutron and proton to the z direction, <7e-30 GeV and <7e-29 GeV, respectively.
Local and global limits on visual processing in schizophrenia.
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Marc S Tibber
Full Text Available Schizophrenia has been linked to impaired performance on a range of visual processing tasks (e.g. detection of coherent motion and contour detection. It has been proposed that this is due to a general inability to integrate visual information at a global level. To test this theory, we assessed the performance of people with schizophrenia on a battery of tasks designed to probe voluntary averaging in different visual domains. Twenty-three outpatients with schizophrenia (mean age: 40±8 years; 3 female and 20 age-matched control participants (mean age 39±9 years; 3 female performed a motion coherence task and three equivalent noise (averaging tasks, the latter allowing independent quantification of local and global limits on visual processing of motion, orientation and size. All performance measures were indistinguishable between the two groups (ps>0.05, one-way ANCOVAs, with one exception: participants with schizophrenia pooled fewer estimates of local orientation than controls when estimating average orientation (p = 0.01, one-way ANCOVA. These data do not support the notion of a generalised visual integration deficit in schizophrenia. Instead, they suggest that distinct visual dimensions are differentially affected in schizophrenia, with a specific impairment in the integration of visual orientation information.
Local and global limits on visual processing in schizophrenia.
Tibber, Marc S; Anderson, Elaine J; Bobin, Tracy; Carlin, Patricia; Shergill, Sukhwinder S; Dakin, Steven C
2015-01-01
Schizophrenia has been linked to impaired performance on a range of visual processing tasks (e.g. detection of coherent motion and contour detection). It has been proposed that this is due to a general inability to integrate visual information at a global level. To test this theory, we assessed the performance of people with schizophrenia on a battery of tasks designed to probe voluntary averaging in different visual domains. Twenty-three outpatients with schizophrenia (mean age: 40±8 years; 3 female) and 20 age-matched control participants (mean age 39±9 years; 3 female) performed a motion coherence task and three equivalent noise (averaging) tasks, the latter allowing independent quantification of local and global limits on visual processing of motion, orientation and size. All performance measures were indistinguishable between the two groups (ps>0.05, one-way ANCOVAs), with one exception: participants with schizophrenia pooled fewer estimates of local orientation than controls when estimating average orientation (p = 0.01, one-way ANCOVA). These data do not support the notion of a generalised visual integration deficit in schizophrenia. Instead, they suggest that distinct visual dimensions are differentially affected in schizophrenia, with a specific impairment in the integration of visual orientation information.
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.
A Stability Result for Stochastic Differential Equations Driven by Fractional Brownian Motions
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Bruno Saussereau
2012-01-01
Full Text Available We study the stability of the solutions of stochastic differential equations driven by fractional Brownian motions with Hurst parameter greater than half. We prove that when the initial conditions, the drift, and the diffusion coefficients as well as the fractional Brownian motions converge in a suitable sense, then the sequence of the solutions of the corresponding equations converge in Hölder norm to the solution of a stochastic differential equation. The limit equation is driven by the limit fractional Brownian motion and its coefficients are the limits of the sequence of the coefficients.
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
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.
Lecture Notes on Quantum Brownian Motion
Erdos, Laszlo
2010-01-01
Einstein's kinetic theory of the Brownian motion, based upon light water molecules continuously bombarding a heavy pollen, provided an explanation of diffusion from the Newtonian mechanics. Since the discovery of quantum mechanics it has been a challenge to verify the emergence of diffusion from the Schr\\"odinger equation. The first step in this program is to verify the linear Boltzmann equation as a certain scaling limit of a Schr\\"odinger equation with random potential. In the second step, one considers a longer time scale that corresponds to infinitely many Boltzmann collisions. The intuition is that the Boltzmann equation then converges to a diffusive equation similarly to the central limit theorem for Markov processes with sufficient mixing. In these lecture notes (prepared for the Les Houches summer school in 2010 August) we present the mathematical tools to rigorously justify this intuition. The new material relies on joint papers with H.-T. Yau and M. Salmhofer.
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).
Pushing BitTorrent Locality to the Limit
Blond, Stevens Le; Dabbous, Walid; 10.1016/j.comnet.2010.09.014
2010-01-01
Peer-to-peer (P2P) locality has recently raised a lot of interest in the community. Indeed, whereas P2P content distribution enables financial savings for the content providers, it dramatically increases the traffic on inter-ISP links. To solve this issue, the idea to keep a fraction of the P2P traffic local to each ISP was introduced a few years ago. Since then, P2P solutions exploiting locality have been introduced. However, several fundamental issues on locality still need to be explored. In particular, how far can we push locality, and what is, at the scale of the Internet, the reduction of traffic that can be achieved with locality? In this paper, we perform extensive experiments on a controlled environment with up to 10,000 BitTorrent clients to evaluate the impact of high locality on inter-ISP links traffic and peers download completion time. We introduce two simple mechanisms that make high locality possible in challenging scenarios and we show that we save up to several orders of magnitude inter-ISP ...
Pushing BitTorrent Locality to the Limit
Blond, Stevens Le; Dabbous, Walid
2008-01-01
Peer-to-peer locality has recently raised a lot of interest in the community. Indeed, whereas peer-to-peer content distribution enables financial saving for the content providers who do not have to maintain a dedicated infrastructure, it dramatically increases the traffic on inter-ISP links. To solve this issue, the idea to keep a fraction of the peer-to-peer traffic local to each ISP was introduced a few years ago. Since then, peer-to-peer solutions exploiting locality have been introduced. However, several fundamental issues on locality still need to be explored. For instance, how far can we push locality for a peer-to-peer distribution without impacting its robustness? In this paper, we perform extensive experiments on a controlled environment with up to 10 000 peers to evaluate the impact of locality on inter-ISP links traffic and peers download completion time. In particular, we show that high locality values enable up to two orders of magnitude saving on inter-ISP links without any significant impact on...
Operator Fractional Brownian Motion and Martingale Differences
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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.
Parallel Molecular Distributed Detection with Brownian Motion.
Rogers, Uri; Koh, Min-Sung
2016-12-05
This paper explores the in vivo distributed detection of an undesired biological agent's (BAs) biomarkers by a group of biological sized nanomachines in an aqueous medium under drift. The term distributed, indicates that the system information relative to the BAs presence is dispersed across the collection of nanomachines, where each nanomachine possesses limited communication, computation, and movement capabilities. Using Brownian motion with drift, a probabilistic detection and optimal data fusion framework, coined molecular distributed detection, will be introduced that combines theory from both molecular communication and distributed detection. Using the optimal data fusion framework as a guide, simulation indicates that a suboptimal fusion method exists, allowing for a significant reduction in implementation complexity while retaining BA detection accuracy.
The genealogy of extremal particles of Branching Brownian Motion
Arguin, Louis-Pierre; Kistler, Nicola
2010-01-01
Branching Brownian Motion describes a system of particles which diffuse in space and split into offsprings according to a certain random mechanism. In virtue of the groundbreaking work by M. Bramson on the convergence of solutions of the Fisher-KPP equation to traveling waves, the law of the rightmost particle in the limit of large times is rather well understood. In this work, we address the full statistics of the extremal particles (first-, second-, third- etc. largest). In particular, we prove that in the large $t-$limit, such particles descend with overwhelming probability from ancestors having split either within a distance of order one from time $0$, or within a distance of order one from time $t$. The approach relies on characterizing, up to a certain level of precision, the paths of the extremal particles. As a byproduct, a heuristic picture of Branching Brownian Motion ``at the edge'' emerges, which sheds light on the still unknown limiting extremal process.
Orbiton–phonon coupling in the localized limit
Brink, van den Jeroen
2002-01-01
In systems with orbital order there is an elementary excitation, orbiton, due to the breaking of orbital symmetry. It is shown that there is both a correlation and dynamical lattice contribution to the orbital excitation, which makes the orbiton an intrinsically mixed mode. A localized model calcula
Locality and the classical limit of quantum systems
Banks, T
2009-01-01
I argue that conventional estimates of the criterion for classical behavior of a macroscopic body are incorrect in most circumstances,because they do not take into account the locality of interactions, which characterizes the behavior of all systems described approximately by local quantum field theory. The deviations from classical behavior of a macroscopic body, except for those that can be described as classical uncertainties in the initial values of macroscopic variables,are {\\it exponentially} small as a function of the volume of the macro-system in microscopic units. Conventional estimates are correct only when the internal degrees of freedom of the macrosystem are in their ground state, and the classical motion of collective coordinates is adiabatic. Otherwise, the system acts as its own environment and washes out quantum phase correlations between different classical states of its collective coordinates. I suggest that it is likely that we can only achieve meso-scopic superpositions, for systems which...
POPULAR PARTICIPATION IN A LOCAL HEALTH COUNCIL: LIMITS AND POTENTIALS
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Juliano de Amorim Busana
2015-01-01
Full Text Available Este estudio cualitativo tuvo como objetivo analizar el potencial y los límites de la participación popular en los Consejos Locales de Salud, a través del Itinerario de Investigación Paulo Freire. El estudio incluyó once miembros de un Consejo Local de Salud del municipio de Santa Catarina. Habían cinco Círculos de Cultura y de la investigación revelaron seis temas: Probabilidad de ciudadanía; Establecimiento de un espacio educativo; Toma de decisiones la intencionalidad que representa a la comunidad; Desconocimiento de las responsabilidades de lo Consejo; Exigüidad de participación de la comunitaria y Descrédito. Los resultados apuntan a la necesidad de comprender los roles de los concejales y Juntas Locales de Salud para fortalecer las acciones de promoción de la salud basadas en las ideas y el intercambio de experiencias entre los participantes del Consejo se dio cuenta de la creación de zonas de diálogo y la comprensión del ejercicio del poder mediante el fortalecimiento de los participantes al dialogicidad en estas áreas públicas.
de Boer, J.; Hubeny, V.E.; Rangamani, M.; Shigemori, M.
2009-01-01
We study Brownian motion and the associated Langevin equation in AdS/CFT. The Brownian particle is realized in the bulk spacetime as a probe fundamental string in an asymptotically AdS black hole background, stretching between the AdS boundary and the horizon. The modes on the string are excited by
From the Local to the Global, a Geography without Limits
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Denise Pumain
2003-09-01
Full Text Available Contemporary social sciences, between interactionism and ‘cognitivism’, is passionately interested in interpersonal relations, the reflexive games of the adjustments in intention of the networks of power and the professions, the multiple configurations of individual trajectories. Economics inserts limited rationality and reflexivity into the theory of games; micro-history looks into the details of biographies. The ‘subject’ is undergoing a spectacular return on the intellectual scene, on th...
Free Energies and Fluctuations for the Unitary Brownian Motion
Dahlqvist, Antoine
2016-12-01
We show that the Laplace transforms of traces of words in independent unitary Brownian motions converge towards an analytic function on a non trivial disc. These results allow one to study the asymptotic behavior of Wilson loops under the unitary Yang-Mills measure on the plane with a potential. The limiting objects obtained are shown to be characterized by equations analogue to Schwinger-Dyson's ones, named here after Makeenko and Migdal.
Combinatorial fractal Brownian motion model
Institute of Scientific and Technical Information of China (English)
朱炬波; 梁甸农
2000-01-01
To solve the problem of how to determine the non-scaled interval when processing radar clutter using fractal Brownian motion (FBM) model, a concept of combinatorial FBM model is presented. Since the earth (or sea) surface varies diversely with space, a radar clutter contains several fractal structures, which coexist on all scales. Taking the combination of two FBMs into account, via theoretical derivation we establish a combinatorial FBM model and present a method to estimate its fractal parameters. The correctness of the model and the method is proved by simulation experiments and computation of practial data. Furthermore, we obtain the relationship between fractal parameters when processing combinatorial model with a single FBM model. Meanwhile, by theoretical analysis it is concluded that when combinatorial model is observed on different scales, one of the fractal structures is more obvious.
Blending Brownian motion and heat equation
Cristiani, Emiliano
2015-01-01
In this short communication we present an original way to couple the Brownian motion and the heat equation. More in general, we suggest a way for coupling the Langevin equation for a particle, which describes a single realization of its trajectory, with the associated Fokker-Planck equation, which instead describes the evolution of the particle's probability density function. Numerical results show that it is indeed possible to obtain a regularized Brownian motion and a Brownianized heat equation still preserving the global statistical properties of the solutions. The results also suggest that the more macroscale leads the dynamics the more one can reduce the microscopic degrees of freedom.
Brownian ratchets in physics and biology
Bier, Martin
1997-06-01
Thirty years ago Feynman et al. presented a paradox in the Lectures on Physics: an imagined device could let Brownian motion do work by allowing it in one direction and blocking it in the opposite direction. In the chapter Feynman et al. eventually show that such ratcheting can only be achieved if there is, in compliance with the basic conservation laws, some energy input from an external source. Now that technology is going into ever smaller dimensions, ratcheting Brownian motion seems to be a real possibility in nanotechnological applications. Furthermore, Brownian motion plays an essential role in the action of motor proteins (individual molecules that convert chemical energy into motion).
Strong approximation of continuous local martingales by simple random walks
Szekely, Balazs
2010-01-01
The aim of this paper is to represent any continuous local martingale as an almost sure limit of a nested sequence of simple, symmetric random walks, time changed by a discrete quadratic variation process. One basis of this is a similar construction of Brownian motion. The other major tool is a representation of continuous local martingales given by Dambis, Dubins and Schwarz (DDS) in terms of Brownian motion time-changed by the quadratic variation. Rates of convergence (which are conjectured to be nearly optimal in the given setting) are also supplied. A necessary and sufficient condition for the independence of the random walks and the discrete time changes or, equivalently, for the independence of the DDS Brownian motion and the quadratic variation is proved to be the symmetry of increments of the martingale given the past, which is a reformulation of an earlier result by Ocone.
Amoeba-inspired nanoarchitectonic computing implemented using electrical Brownian ratchets.
Aono, M; Kasai, S; Kim, S-J; Wakabayashi, M; Miwa, H; Naruse, M
2015-06-12
In this study, we extracted the essential spatiotemporal dynamics that allow an amoeboid organism to solve a computationally demanding problem and adapt to its environment, thereby proposing a nature-inspired nanoarchitectonic computing system, which we implemented using a network of nanowire devices called 'electrical Brownian ratchets (EBRs)'. By utilizing the fluctuations generated from thermal energy in nanowire devices, we used our system to solve the satisfiability problem, which is a highly complex combinatorial problem related to a wide variety of practical applications. We evaluated the dependency of the solution search speed on its exploration parameter, which characterizes the fluctuation intensity of EBRs, using a simulation model of our system called 'AmoebaSAT-Brownian'. We found that AmoebaSAT-Brownian enhanced the solution searching speed dramatically when we imposed some constraints on the fluctuations in its time series and it outperformed a well-known stochastic local search method. These results suggest a new computing paradigm, which may allow high-speed problem solving to be implemented by interacting nanoscale devices with low power consumption.
Challis, K J; Jack, Michael W
2013-05-01
We present a theoretical treatment of overdamped Brownian motion on a multidimensional tilted periodic potential that is analogous to the tight-binding model of quantum mechanics. In our approach, we expand the continuous Smoluchowski equation in the localized Wannier states of the periodic potential to derive a discrete master equation. This master equation can be interpreted in terms of hopping within and between Bloch bands, and for weak tilting and long times we show that a single-band description is valid. In the limit of deep potential wells, we derive a simple functional dependence of the hopping rates and the lowest band eigenvalues on the tilt. We also derive formal expressions for the drift and diffusion in terms of the lowest band eigenvalues.
Fluctuation relations for a driven Brownian particle
Imparato, A.; Peliti, L.
2006-08-01
We consider a driven Brownian particle, subject to both conservative and nonconservative applied forces, whose probability evolves according to the Kramers equation. We derive a general fluctuation relation, expressing the ratio of the probability of a given Brownian path in phase space with that of the time-reversed path, in terms of the entropy flux to the heat reservoir. This fluctuation relation implies those of Seifert, Jarzynski, and Gallavotti-Cohen in different special cases.
Fractional Brownian motions: memory, diffusion velocity, and correlation functions
Fuliński, A.
2017-02-01
Fractional Brownian motions (FBMs) have been observed recently in the measured trajectories of individual molecules or small particles in the cytoplasm of living cells and in other dense composite systems, among others. Various types of FBMs differ in a number of ways, including the strength, range and type of damping of the memory encoded in their definitions, but share several basic characteristics: distributions, non-ergodic properties, and scaling of the second moment, which makes it difficult to determine which type of Brownian motion (fractional or normal) the measured trajectory belongs to. Here, we show, by introducing FBMs with regulated range and strength of memory, that it is the structure of memory which determines their physical properties, including mean velocity of diffusion; therefore, the course and kinetics of several processes (including coagulation and some chemical reactions). We also show that autocorrelation functions possess characteristic features which enable identification of an observed FBM, and of the type of memory governing its trajectory. In memoriam Marian Smoluchowski, on the 100th anniversary of the publication of his seminal papers on Brownian motion and diffusion-limited kinetics.
Reflected Brownian motions in the KPZ universality class
Weiss, Thomas; Spohn, Herbert
2017-01-01
This book presents a detailed study of a system of interacting Brownian motions in one dimension. The interaction is point-like such that the n-th Brownian motion is reflected from the Brownian motion with label n-1. This model belongs to the Kardar-Parisi-Zhang (KPZ) universality class. In fact, because of the singular interaction, many universal properties can be established with rigor. They depend on the choice of initial conditions. Discussion addresses packed and periodic initial conditions (Chapter 5), stationary initial conditions (Chapter 6), and mixtures thereof (Chapter 7). The suitably scaled spatial process will be proven to converge to an Airy process in the long time limit. A chapter on determinantal random fields and another one on Airy processes are added to have the notes self-contained. These notes serve as an introduction to the KPZ universality class, illustrating the main concepts by means of a single model only. The notes will be of interest to readers from interacting diffusion processe...
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.
Engineered swift equilibration of a Brownian particle
Martínez, Ignacio A.; Petrosyan, Artyom; Guéry-Odelin, David; Trizac, Emmanuel; Ciliberto, Sergio
2016-09-01
A fundamental and intrinsic property of any device or natural system is its relaxation time τrelax, which is the time it takes to return to equilibrium after the sudden change of a control parameter. Reducing τrelax is frequently necessary, and is often obtained by a complex feedback process. To overcome the limitations of such an approach, alternative methods based on suitable driving protocols have been recently demonstrated, for isolated quantum and classical systems. Their extension to open systems in contact with a thermostat is a stumbling block for applications. Here, we design a protocol, named Engineered Swift Equilibration (ESE), that shortcuts time-consuming relaxations, and we apply it to a Brownian particle trapped in an optical potential whose properties can be controlled in time. We implement the process experimentally, showing that it allows the system to reach equilibrium 100 times faster than the natural equilibration rate. We also estimate the increase of the dissipated energy needed to get such a time reduction. The method paves the way for applications in micro- and nano-devices, where the reduction of operation time represents as substantial a challenge as miniaturization.
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.
Local Environmental Dependence of Galaxy Properties in a Volume-Limited Sample of Main Galaxies
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
Using a volume-limited sample of Main Galaxies from SDSS Data Release 5, we investigate the dependence of galaxy properties on local environment. For each galaxy, a local three-dimensional density is calculated. We find that the galaxy morphological type depends strongly on the local environment: galaxies in dense environments have predominantly early type morphologies. Galaxy colors have only a weak dependence on the environment. This puts an important constraint on the process of galaxy formation.
Random functions via Dyson Brownian Motion: progress and problems
Energy Technology Data Exchange (ETDEWEB)
Wang, Gaoyuan; Battefeld, Thorsten [Institute for Astrophysics, University of Goettingen,Friedrich Hund Platz 1, D-37077 Goettingen (Germany)
2016-09-05
We develope a computationally efficient extension of the Dyson Brownian Motion (DBM) algorithm to generate random function in C{sup 2} locally. We further explain that random functions generated via DBM show an unstable growth as the traversed distance increases. This feature restricts the use of such functions considerably if they are to be used to model globally defined ones. The latter is the case if one uses random functions to model landscapes in string theory. We provide a concrete example, based on a simple axionic potential often used in cosmology, to highlight this problem and also offer an ad hoc modification of DBM that suppresses this growth to some degree.
Random functions via Dyson Brownian Motion: progress and problems
Wang, Gaoyuan; Battefeld, Thorsten
2016-09-01
We develope a computationally efficient extension of the Dyson Brownian Motion (DBM) algorithm to generate random function in C2 locally. We further explain that random functions generated via DBM show an unstable growth as the traversed distance increases. This feature restricts the use of such functions considerably if they are to be used to model globally defined ones. The latter is the case if one uses random functions to model landscapes in string theory. We provide a concrete example, based on a simple axionic potential often used in cosmology, to highlight this problem and also offer an ad hoc modification of DBM that suppresses this growth to some degree.
Random Functions via Dyson Brownian Motion: Progress and Problems
Wang, Gaoyuan
2016-01-01
We develope a computationally efficient extension of the Dyson Brownian Motion (DBM) algorithm to generate random function in C2 locally. We further explain that random functions generated via DBM show an unstable growth as the traversed distance increases. This feature restricts the use of such functions considerably if they are to be used to model globally defined ones. The latter is the case if one used random functions to model landscapes in string theory. We provide a concrete example, based on a simple axionic potential often used in cosmology, to highlight this problem and also offer an ad hoc modification of DBM that suppresses this growth to some degree.
Multidimensional Local Central Limit Theorem of Some Non-uniformly Hyperbolic Systems
Institute of Scientific and Technical Information of China (English)
Hong Qiang XIA
2009-01-01
We consider Young's nonuniformly hyperbolic system (X, T, v) where v is the SRB measure corresponding to the system (X, T), and show that if the components of a Holder observable f : X → Rd are cohomologously independent, then f satisfies the multidimensional central limit theorem. Moreover if f is aperiodic, then f satisfies the local multidimensional central limit theorem.
Bongu, Sudhakara Reddy; Bisht, Prem B.; Namboodiri, Raman C. K.; Nayak, Pranati; Ramaprabhu, Sundara; Kelly, Thomas J.; Fallon, Colm; Costello, John T.
2014-08-01
The Pauli blocking limit and optical limiting threshold have been found to be modified following silver-nanoparticle decoration of functionalized hydrogen induced exfoliated graphene. Femtosecond Z-scan experiments have been used to measure the Pauli blocking range, optical limiting threshold, and the third order nonlinear susceptibility (χ(3)) values. The observed results have been explained by modified band structure of graphene in the presence of silver nanoparticles and their localized surface plasmon resonances.
Holographic Brownian Motion in Three-Dimensional Gödel Black Hole
Directory of Open Access Journals (Sweden)
J. Sadeghi
2014-01-01
Full Text Available By using the AdS/CFT correspondence and Gödel black hole background, we study the dynamics of heavy quark under a rotating plasma. In that case we follow Atmaja (2013 about Brownian motion in BTZ black hole. In this paper we receive some new results for the case of α2l2≠1. In this case, we must redefine the angular velocity of string fluctuation. We obtain the time evolution of displacement square and angular velocity and show that it behaves as a Brownian particle in non relativistic limit. In this plasma, it seems that relating the Brownian motion to physical observables is rather a difficult work. But our results match with Atmaja work in the limit α2l2→1.
Non-Markovian quantum Brownian motion of a harmonic oscillator
Energy Technology Data Exchange (ETDEWEB)
Tang, J.
1994-02-01
We apply the density-matrix method to the study of quantum Brownian motion of a harmonic oscillator coupled to a heat bath, a system investigated previously by Caldeira and Leggett using a different method. Unlike the earlier work, in our derivation of the master equation the non-Markovian terms are maintained. Although the same model of interaction is used, discrepancy is found between their results and our equation in the Markovian limit. We also point out that the particular interaction model used by both works cannot lead to the phenomenological generalized Langevin theory of Kubo.
Plasmonic localized heating beyond the diffraction limit via magnetic polariton excitation
Alshehri, Hassan; Ying, Xiaoyan; Wang, Hao; Wang, Liping
2016-09-01
Optical localized heating in the nanoscale has recently attracted great attention due to its unique small hot spot size with high energy. However, the hot spot size is conventionally constrained by the diffraction limit. Plasmonic localized heating can provide solutions to this limitation in nanoscale patterning, cancer treatment, and data storage. Plasmonic approaches to overcome the diffraction limit in hot spot size have mainly utilized the excitation of surface plasmon or localized surface plasmon resonance. However, achieving plasmonic localized heating by the excitation of magnetic polariton has not been researched extensively yet. In this work, we numerically investigated the optical response of a nanoscale metamaterial composed of a gold nanowire array and a gold film separated by an ultrathin polymer spacer using ANSYS High Frequency Structural Simulator. A strong absorption peak at the wavelength of 760 nm was exhibited, and the underlying physical mechanism for the strong absorption was verified via the local electromagnetic field distribution to be magnetic resonance excitation. An inductor-capacitor circuit model was used to predict the magnetic resonance wavelength and compare with the numerical results for varied geometrical parameters. Volume loss density due to the strong local optical energy confinement was transferred as heat generation to an ANSYS thermal solver to obtain the local temperature profile. The steady state temperature profile shows an average temperature of 145 °C confined in a local area as small as 33 nm within the spacer, with a full-width at half-maximum of 50 nm along the x-direction. Moreover, the temperature rise from ambient drops to half its maximum value at a distance of 5 nm from the top of the spacer along the z-direction. This clearly demonstrates plasmonic localized heating beyond the diffraction limit via magnetic polariton excitation. Furthermore, the transient temperature profile shows that the system reached
Kinetics of self-induced aggregation of Brownian particles: non-Markovian and non-Gaussian features
Ghosh, Pulak Kumar; Bag, Bidhan Chandra
2012-01-01
In this paper we have studied a model for self-induced aggregation in Brownian particle incorporating the non-Markovian and non-Gaussian character of the associated random noise process. In this model the time evolution of each individual is guided by an over-damped Langevin equation of motion with a non-local drift resulting from the local unbalance distributions of the other individuals. Our simulation result shows that colored nose can induce the cluster formation even at large noise strength. Another observation is that critical noise strength grows very rapidly with increase of noise correlation time for Gaussian noise than non Gaussian one. However, at long time limit the cluster number in aggregation process decreases with time following a power law. The exponent in the power law increases remarkable for switching from Markovian to non Markovian noise process.
Brownian semistationary processes and conditional full support
Pakkanen, Mikko S
2010-01-01
In this note, we study the infinite-dimensional conditional laws of Brownian semistationary processes. Motivated by the fact that these processes are typically not semimartingales, we present sufficient conditions ensuring that a Brownian semistationary process has conditional full support, a property introduced by Guasoni, R\\'asonyi, and Schachermayer [Ann. Appl. Probab., 18 (2008) pp. 491--520]. By the results of Guasoni, R\\'asonyi, and Schachermayer, this property has two important implications. It ensures, firstly, that the process admits no free lunches under proportional transaction costs, and secondly, that it can be approximated pathwise (in the sup norm) by semimartingales that admit equivalent martingale measures.
Samis, Karen E; López-Villalobos, Adriana; Eckert, Christopher G
2016-11-01
All species have limited geographic distributions; but the ecological and evolutionary mechanisms causing range limits are largely unknown. That many species' geographic range limits are coincident with niche limits suggests limited evolutionary potential of marginal populations to adapt to conditions experienced beyond the range. We provide a test of range limit theory by combining population genetic analysis of microsatellite polymorphisms with a transplant experiment within, at the edge of, and 60 km beyond the northern range of a coastal dune plant. Contrary to expectations, lifetime fitness increased toward the range limit with highest fitness achieved by most populations at and beyond the range edge. Genetic differentiation among populations was strong, with very low, nondirectional gene flow suggesting range limitation via constraints to dispersal. In contrast, however, local adaptation was negligible, and a distance-dependent decline in fitness only occurred for those populations furthest from home when planted beyond the range limit. These results challenge a commonly held assumption that stable range limits match niche limits, but also raise questions about the unique value of peripheral populations in expanding species' geographical ranges.
Quantum power source: putting in order of a Brownian motion without Maxwell's demon
Aristov, Vitaly V.; Nikulov, A. V.
2003-07-01
The problem of possible violation of the second law of thermodynamics is discussed. It is noted that the task of the well known challenge to the second law called Maxwell's demon is put in order a chaotic perpetual motion and if any ordered Brownian motion exists then the second law can be broken without this hypothetical intelligent entity. The postulate of absolute randomness of any Brownian motion saved the second law in the beginning of the 20th century when it was realized as perpetual motion. This postulate can be proven in the limits of classical mechanics but is not correct according to quantum mechanics. Moreover some enough known quantum phenomena, such as the persistent current at non-zero resistance, are an experimental evidence of the non-chaotic Brownian motion with non-zero average velocity. An experimental observation of a dc quantum power soruce is interperted as evidence of violation of the second law.
Brownian coagulation at high particle concentrations
Trzeciak, T. M.
2012-01-01
The process of Brownian coagulation, whereby particles are brought together by thermal motion and grow by collisions, is one of the most fundamental processes influencing the final properties of particulate matter in a variety of technically important systems. It is of importance in colloids, emulsi
Brownian particles in supramolecular polymer solutions
Gucht, van der J.; Besseling, N.A.M.; Knoben, W.; Bouteiller, L.; Cohen Stuart, M.A.
2003-01-01
The Brownian motion of colloidal particles embedded in solutions of hydrogen-bonded supramolecular polymers has been studied using dynamic light scattering. At short times, the motion of the probe particles is diffusive with a diffusion coefficient equal to that in pure solvent. At intermediate time
Hybrid scheme for Brownian semistationary processes
DEFF Research Database (Denmark)
Bennedsen, Mikkel; Lunde, Asger; Pakkanen, Mikko S.
We introduce a simulation scheme for Brownian semistationary processes, which is based on discretizing the stochastic integral representation of the process in the time domain. We assume that the kernel function of the process is regularly varying at zero. The novel feature of the scheme is to ap...
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.
Local Limit Phenomena, Flow Compression, and Fuel Cracking Effects in High-Speed Turbulent Flames
2015-06-01
dynamic adaptive hybrid integration, was developed for stiff chemistry. 15. SUBJECT TERMS chemical explosive mode analysis ( CEMA ...TECHNICAL DISCUSSION 1. Chemical explosive mode analysis ( CEMA ) for computational flame diagnostics The method of chemical explosive mode...analysis ( CEMA ) is a systematic approach to identify limit flame phenomena, including local ignition, extinction, and premixed and non- premixed reaction
Intragrain charge transport in kesterite thin films—Limits arising from carrier localization
Hempel, Hannes; Redinger, Alex; Repins, Ingrid; Moisan, Camille; Larramona, Gerardo; Dennler, Gilles; Handwerg, Martin; Fischer, Saskia F.; Eichberger, Rainer; Unold, Thomas
2016-11-01
Intragrain charge carrier mobilities measured by time-resolved terahertz spectroscopy in state of the art Cu2ZnSn(S,Se)4 kesterite thin films are found to increase from 32 to 140 cm2 V-1 s-1 with increasing Se content. The mobilities are limited by carrier localization on the nanometer-scale, which takes place within the first 2 ps after carrier excitation. The localization strength obtained from the Drude-Smith model is found to be independent of the excited photocarrier density. This is in accordance with bandgap fluctuations as a cause of the localized transport. Charge carrier localization is a general issue in the probed kesterite thin films, which were deposited by coevaporation, colloidal inks, and sputtering followed by annealing with varying Se/S contents and yield 4.9%-10.0% efficiency in the completed device.
Building local human resources to implement SLMTA with limited donor funding: The Ghana experience
Directory of Open Access Journals (Sweden)
Bernard Nkrumah
2014-09-01
Full Text Available Background: In 2009, Ghana adopted the Strengthening Laboratory Management Toward Accreditation (SLMTA programme in order to improve laboratory quality. The programme was implemented successfully with limited donor funding and local human resources.Objectives: To demonstrate how Ghana, which received very limited PEPFAR funding, was able to achieve marked quality improvement using local human resources.Method: Local partners led the SLMTA implementation and local mentors were embedded in each laboratory. An in-country training-of-trainers workshop was conducted in order to increase the pool of local SLMTA implementers. Three laboratory cohorts were enrolled in SLMTA in 2011, 2012 and 2013. Participants from each cohort attended in a series of three workshops interspersed with improvement projects and mentorship. Supplemental trainingon internal audit was provided. Baseline, exit and follow-up audits were conducted using the Stepwise Laboratory Quality Improvement Process Towards Accreditation (SLIPTA checklist. In November 2013, four laboratories underwent official SLIPTA audits by the African Society for Laboratory Medicine (ASLM.Results: The local SLMTA team successfully implemented three cohorts of SLMTA in 15 laboratories. Seven out of the nine laboratories that underwent follow-up audits have reached at least one star. Three out of the four laboratories that underwent official ASLM audits were awarded four stars. Patient satisfaction increased from 25% to 70% and sample rejection rates decreased from 32% to 10%. On average, $40 000 was spent per laboratory to cover mentors’salaries, SLMTA training and improvement project support.Conclusion: Building in-country capacity through local partners is a sustainable model for improving service quality in resource-constrained countries such as Ghana. Such modelspromote country ownership, capacity building and the use of local human resources for the expansion of SLMTA.
Building local human resources to implement SLMTA with limited donor funding: The Ghana experience
Nkrumah, Bernard; van der Puije, Beatrice; Bekoe, Veronica; Adukpo, Rowland; Kotey, Nii A.; Yao, Katy; Fonjungo, Peter N.; Luman, Elizabeth T.; Duh, Samuel; Njukeng, Patrick A.; Addo, Nii A.; Khan, Fazle N.; Woodfill, Celia J.I.
2016-01-01
Background In 2009, Ghana adopted the Strengthening Laboratory Management Toward Accreditation (SLMTA) programme in order to improve laboratory quality. The programme was implemented successfully with limited donor funding and local human resources. Objectives To demonstrate how Ghana, which received very limited PEPFAR funding, was able to achieve marked quality improvement using local human resources. Method Local partners led the SLMTA implementation and local mentors were embedded in each laboratory. An in-country training-of-trainers workshop was conducted in order to increase the pool of local SLMTA implementers. Three laboratory cohorts were enrolled in SLMTA in 2011, 2012 and 2013. Participants from each cohort attended in a series of three workshops interspersed with improvement projects and mentorship. Supplemental training on internal audit was provided. Baseline, exit and follow-up audits were conducted using the Stepwise Laboratory Quality Improvement Process Towards Accreditation (SLIPTA) checklist. In November 2013, four laboratories underwent official SLIPTA audits by the African Society for Laboratory Medicine (ASLM). Results The local SLMTA team successfully implemented three cohorts of SLMTA in 15 laboratories. Seven out of the nine laboratories that underwent follow-up audits have reached at least one star. Three out of the four laboratories that underwent official ASLM audits were awarded four stars. Patient satisfaction increased from 25% to 70% and sample rejection rates decreased from 32% to 10%. On average, $40 000 was spent per laboratory to cover mentors' salaries, SLMTA training and improvement project support. Conclusion Building in-country capacity through local partners is a sustainable model for improving service quality in resource-constrained countries such as Ghana. Such models promote country ownership, capacity building and the use of local human resources for the expansion of SLMTA. PMID:26937417
Amoeba-inspired nanoarchitectonic computing implemented using electrical Brownian ratchets
Aono, M.; Kasai, S.; Kim, S.-J.; Wakabayashi, M.; Miwa, H.; Naruse, M.
2015-06-01
In this study, we extracted the essential spatiotemporal dynamics that allow an amoeboid organism to solve a computationally demanding problem and adapt to its environment, thereby proposing a nature-inspired nanoarchitectonic computing system, which we implemented using a network of nanowire devices called ‘electrical Brownian ratchets (EBRs)’. By utilizing the fluctuations generated from thermal energy in nanowire devices, we used our system to solve the satisfiability problem, which is a highly complex combinatorial problem related to a wide variety of practical applications. We evaluated the dependency of the solution search speed on its exploration parameter, which characterizes the fluctuation intensity of EBRs, using a simulation model of our system called ‘AmoebaSAT-Brownian’. We found that AmoebaSAT-Brownian enhanced the solution searching speed dramatically when we imposed some constraints on the fluctuations in its time series and it outperformed a well-known stochastic local search method. These results suggest a new computing paradigm, which may allow high-speed problem solving to be implemented by interacting nanoscale devices with low power consumption.
Local melanoma recurrences in the scar after limited surgery for primary tumor
DEFF Research Database (Denmark)
Drzewiecki, K T; Andersson, A P
1995-01-01
The clinical and histologic records of 46 consecutive patients were reviewed who during the period 1980-1993 had recurrence from melanoma in the scar after limited surgery for a skin tumor. They constituted about 50% of all patients admitted with local recurrence from melanoma during this period....... At reexamination of the primary tumors, 16 were found to be malignant melanomas and 9 were nevi (four atypical and five benign). Twenty-one were missing, 11 of which had never been set for histologic examination. The median thickness of nine measurable melanomas was 0.66 mm. The recurrences in scar consisted of 34...... recurrences in the form of a new primary in a scar following limited surgery supports the theory of limited field change around a primary melanoma. Furthermore, limited procedures for primary melanoma, if followed by a recurrence in the scar, worsen the prognosis....
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...
Central Limit Theorems for Cavity and Local Fields of the Sherrington-Kirkpatrick Model
Chen, Wei-Kuo
2010-01-01
One of the remarkable applications of the cavity method is to prove the Thouless-Anderson-Palmer (TAP) system of equations in the high temperature analysis of the Sherrington-Kirkpatrick (SK) model. This naturally leads us to the important study of the limit laws for cavity and local fields. The first quantitative results for both fields based on Stein's method were studied by Chatterjee. Although Stein's method provides us an efficient search for the limiting distributions, the nature of this method in some way restricts the exploration for optimal and general results. In this paper, our study based on Gaussian interpolation obtains the CLT for cavity fields. With the help of this result, we conclude the CLT for local fields. In both cases, better quantitative results are given.
Brownian motion on random dynamical landscapes
Suñé Simon, Marc; Sancho, José María; Lindenberg, Katja
2016-03-01
We present a study of overdamped Brownian particles moving on a random landscape of dynamic and deformable obstacles (spatio-temporal disorder). The obstacles move randomly, assemble, and dissociate following their own dynamics. This landscape may account for a soft matter or liquid environment in which large obstacles, such as macromolecules and organelles in the cytoplasm of a living cell, or colloids or polymers in a liquid, move slowly leading to crowding effects. This representation also constitutes a novel approach to the macroscopic dynamics exhibited by active matter media. We present numerical results on the transport and diffusion properties of Brownian particles under this disorder biased by a constant external force. The landscape dynamics are characterized by a Gaussian spatio-temporal correlation, with fixed time and spatial scales, and controlled obstacle concentrations.
Feedback control in a coupled Brownian ratchet
Institute of Scientific and Technical Information of China (English)
Gao Tian-Fu; Liu Feng-Shan; Chen Jin-Can
2012-01-01
On the basis of the double-well ratchet potential which can be calculated theoretically and implemented experimentally,the influences of the time delay,the coupling constant,and the asymmetric parameter of the potential on the performance of a delayed feedback ratchet consisting of two Brownian particles coupled mutually with a linear elastic force are investigated.The centre-of-mass velocity of two coupled Brownian particles.the average effective diffusion coefficient,and the Pe number are calculated.It is found that the parameters are affected by not only the time delay and coupling constant but also the asymmetric parameter of the double-well ratchet potential.It is also found that the enhancement of the current may be obtained by varying the coupling constant of the system for the weak coupling case.It is expected that the results obtained here may be observed in some physical and biological systems.
Radiation Reaction for a Charged Brownian Particle
Vlasov, A A
2002-01-01
As it is known a model of a charged particle with finite size is a good tool to consider the effects of self- action and backreaction, caused by electromagnetic radiation. In this work the "size" of a charged particle is induced by its stochastic Brownian vibration. Appropriate equation of particle's motion with radiation force is derived. It is shown that the solutions of this equation correctly describe the effects of radiation reaction.
Ising model for a Brownian donkey
Cleuren, B.; Van den Broeck, C.
2001-04-01
We introduce a thermal engine consisting of N interacting Brownian particles moving in a periodic potential, featuring an alternation of hot and cold symmetric peaks. A discretized Ising-like version is solved analytically. In response to an external force, absolute negative mobility is observed for N >= 4. For N → ∞ a nonequilibrium phase transition takes place with a spontaneous symmetry breaking entailing the appearance of a current in the absence of an external force.
Dynamics of Brownian motors in deformable medium
Woulaché, Rosalie Laure; Kepnang Pebeu, Fabrice Maxime; Kofané, Timoléon C.
2016-10-01
The directed transport in a one-dimensional overdamped, Brownian motor subjected to a travelling wave potential with variable shape and exposed to an external bias is studied numerically. We focus our attention on the class of Remoissenet-Peyrard parametrized on-site potentials with slight modification, whose shape can be varied as a function of a parameter s, recovering the sine-Gordon shape as the special case. We demonstrate that in the presence of the travelling wave potential the observed dynamical properties of the Brownian motor which crucially depends on the travelling wave speed, the intensity of the noise and the external load is significantly influenced also by the geometry of the system. In particular, we notice that systems with sharp wells and broad barriers favour the transport under the influence of an applied load. The efficiency of transport of Brownian motors in deformable systems remains equal to 1 (in the absence of an applied load) up to a critical value of the travelling wave speed greater than that of the pure sine-Gordon shape.
Simulations of magnetic nanoparticle Brownian motion.
Reeves, Daniel B; Weaver, John B
2012-12-15
Magnetic nanoparticles are useful in many medical applications because they interact with biology on a cellular level thus allowing microenvironmental investigation. An enhanced understanding of the dynamics of magnetic particles may lead to advances in imaging directly in magnetic particle imaging or through enhanced MRI contrast and is essential for nanoparticle sensing as in magnetic spectroscopy of Brownian motion. Moreover, therapeutic techniques like hyperthermia require information about particle dynamics for effective, safe, and reliable use in the clinic. To that end, we have developed and validated a stochastic dynamical model of rotating Brownian nanoparticles from a Langevin equation approach. With no field, the relaxation time toward equilibrium matches Einstein's model of Brownian motion. In a static field, the equilibrium magnetization agrees with the Langevin function. For high frequency or low amplitude driving fields, behavior characteristic of the linearized Debye approximation is reproduced. In a higher field regime where magnetic saturation occurs, the magnetization and its harmonics compare well with the effective field model. On another level, the model has been benchmarked against experimental results, successfully demonstrating that harmonics of the magnetization carry enough information to infer environmental parameters like viscosity and temperature.
Directory of Open Access Journals (Sweden)
Severino Romano
2011-02-01
Full Text Available The aim of this work is to analyse the role that typical products can play in the local development process. Territorial resources involved, limits and strategies for their enhancement are analysed; this analysis will permit both to define the results that have been achieved since nowadays in the local development process and to point out future themes for the research in the field of agricultural economics. The typicality of an agri-food product regards qualitative characteristics that derive from its tie with the territory, this tie becomes a relevant element for the differentiation of the typical product from the others. In this context, the typical product maintains all the specificities associated to its origin, involving also aspects related to the traditions and the culture of the territories, to the collective dimension and to the local knowledge. Consumers tent to look for good which are differentiated and to connect authenticity and local specificity of food with healthiness. Due to the strong socio-economic ties that typical products have with the territory, they play a crucial role in the economy of the local systems and can promote development in lagging areas.
Properties of Brownian Image Models in Scale-Space
DEFF Research Database (Denmark)
Pedersen, Kim Steenstrup
2003-01-01
In this paper it is argued that the Brownian image model is the least committed, scale invariant, statistical image model which describes the second order statistics of natural images. Various properties of three different types of Gaussian image models (white noise, Brownian and fractional...... Brownian images) will be discussed in relation to linear scale-space theory, and it will be shown empirically that the second order statistics of natural images mapped into jet space may, within some scale interval, be modeled by the Brownian image model. This is consistent with the 1/f 2 power spectrum...... law that apparently governs natural images. Furthermore, the distribution of Brownian images mapped into jet space is Gaussian and an analytical expression can be derived for the covariance matrix of Brownian images in jet space. This matrix is also a good approximation of the covariance matrix...
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.
Non-Markovian expansion in quantum Brownian motion
Fraga, Eduardo S.; Krein, Gastão; Palhares, Letícia F.
2014-01-01
We consider the non-Markovian Langevin evolution of a dissipative dynamical system in quantum mechanics in the path integral formalism. After discussing the role of the frequency cutoff for the interaction of the system with the heat bath and the kernel and noise correlator that follow from the most common choices, we derive an analytic expansion for the exact non-Markovian dissipation kernel and the corresponding colored noise in the general case that is consistent with the fluctuation-dissipation theorem and incorporates systematically non-local corrections. We illustrate the modifications to results obtained using the traditional (Markovian) Langevin approach in the case of the exponential kernel and analyze the case of the non-Markovian Brownian motion. We present detailed results for the free and the quadratic cases, which can be compared to exact solutions to test the convergence of the method, and discuss potentials of a general nonlinear form.
Momentum conserving Brownian dynamics propagator for complex soft matter fluids
Energy Technology Data Exchange (ETDEWEB)
Padding, J. T. [Department of Chemical Engineering and Chemistry, Eindhoven University of Technology, P.O. Box 513, 5600 MB, Eindhoven (Netherlands); Briels, W. J. [Computational Biophysics, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands)
2014-12-28
We present a Galilean invariant, momentum conserving first order Brownian dynamics scheme for coarse-grained simulations of highly frictional soft matter systems. Friction forces are taken to be with respect to moving background material. The motion of the background material is described by locally averaged velocities in the neighborhood of the dissolved coarse coordinates. The velocity variables are updated by a momentum conserving scheme. The properties of the stochastic updates are derived through the Chapman-Kolmogorov and Fokker-Planck equations for the evolution of the probability distribution of coarse-grained position and velocity variables, by requiring the equilibrium distribution to be a stationary solution. We test our new scheme on concentrated star polymer solutions and find that the transverse current and velocity time auto-correlation functions behave as expected from hydrodynamics. In particular, the velocity auto-correlation functions display a long time tail in complete agreement with hydrodynamics.
Brownian motion on Lie groups and open quantum systems
Energy Technology Data Exchange (ETDEWEB)
Aniello, P; Marmo, G; Ventriglia, F [Dipartimento di Scienze Fisiche dell' Universita di Napoli ' Federico II' and Istituto Nazionale di Fisica Nucleare (INFN), Sezione di Napoli, Complesso Universitario di Monte S. Angelo, via Cintia, I-80126 Napoli (Italy); Kossakowski, A, E-mail: paolo.aniello@na.infn.i, E-mail: kossak@fyzika.umk.p, E-mail: marmo@na.infn.i, E-mail: ventriglia@na.infn.i [MECENAS, Universita di Napoli ' Federico II' , via Mezzocannone 8, I-80134 Napoli (Italy)
2010-07-02
We study the twirling semigroups of (super) operators, namely certain quantum dynamical semigroups that are associated, in a natural way, with the pairs formed by a projective representation of a locally compact group and a convolution semigroup of probability measures on this group. The link connecting this class of semigroups of operators with (classical) Brownian motion is clarified. It turns out that every twirling semigroup associated with a finite-dimensional representation is a random unitary semigroup, and, conversely, every random unitary semigroup arises as a twirling semigroup. Using standard tools of the theory of convolution semigroups of measures and of convex analysis, we provide a complete characterization of the infinitesimal generator of a twirling semigroup associated with a finite-dimensional unitary representation of a Lie group.
Brownian motion on Lie groups and open quantum systems
Aniello, P.; Kossakowski, A.; Marmo, G.; Ventriglia, F.
2010-07-01
We study the twirling semigroups of (super) operators, namely certain quantum dynamical semigroups that are associated, in a natural way, with the pairs formed by a projective representation of a locally compact group and a convolution semigroup of probability measures on this group. The link connecting this class of semigroups of operators with (classical) Brownian motion is clarified. It turns out that every twirling semigroup associated with a finite-dimensional representation is a random unitary semigroup, and, conversely, every random unitary semigroup arises as a twirling semigroup. Using standard tools of the theory of convolution semigroups of measures and of convex analysis, we provide a complete characterization of the infinitesimal generator of a twirling semigroup associated with a finite-dimensional unitary representation of a Lie group.
Brownian motion on Lie groups and open quantum systems
Aniello, P; Marmo, G; Ventriglia, F
2010-01-01
We study the twirling semigroups of (super)operators, namely, certain quantum dynamical semigroups that are associated, in a natural way, with the pairs formed by a projective representation of a locally compact group and a convolution semigroup of probability measures on this group. The link connecting this class of semigroups of operators with (classical) Brownian motion is clarified. It turns out that every twirling semigroup associated with a finite-dimensional representation is a random unitary semigroup, and, conversely, every random unitary semigroup arises as a twirling semigroup. Using standard tools of the theory of convolution semigroups of measures and of convex analysis, we provide a complete characterization of the infinitesimal generator of a twirling semigroup associated with a finite-dimensional unitary representation of a Lie group.
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.
Collective Transport of Coupled Brownian Motors with Low Randomness
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
The transport properties of coupled Brownian motors in rocking ratchet are investigated via solving single particle have been found. In the regime of low-to-moderate D, the average velocity of elastically coupled Brownian with the increase of a single Brownian motor. The results exhibit an interesting cooperative behavior between coupled particles subjected to a rocking force, which can generate directed transport with low randomness or high transport coherence in symmetrical periodic potential.
Application of Brownian model in the northwestern Beijing, China
Institute of Scientific and Technical Information of China (English)
冉洪流; 周本刚
2004-01-01
The mathematic theory of Brownian passage-time model and its difference from other recurrence models such asPoisson, lognormal, gamma and Weibull, were introduced. We assessed and analyzed the earthquake probabilitiesof the major faults with the elapsed time much greater than the recurrence interval in the northwest region of Beijing (China) in 100-year by using both Brownian passage-time model and Poisson model, and concluded that thecalculated results obtained from Brownian passage-time model is more reasonable.
Performance of Brownian-motion-generated universal portfolios
Tan, Choon Peng; Pang, Sook Theng
2014-06-01
Investment in a market of m stocks is considered. Generating a universal portfolio using m independent Brownian motions is demonstrated. The asymptotic behaviour of a Brownian-motion-generated universal portfolio is described. The empirical performance of such portfolios on some selected three-stock data sets is analysed. Investment wealth can be increased by varying the drift coefficients or parameters of the Brownian motions.
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.
Energy Technology Data Exchange (ETDEWEB)
Rossi, Tuomas P., E-mail: tuomas.rossi@alumni.aalto.fi; Sakko, Arto; Puska, Martti J. [COMP Centre of Excellence, Department of Applied Physics, Aalto University School of Science, P.O. Box 11100, FI-00076 Aalto (Finland); Lehtola, Susi, E-mail: susi.lehtola@alumni.helsinki.fi [COMP Centre of Excellence, Department of Applied Physics, Aalto University School of Science, P.O. Box 11100, FI-00076 Aalto (Finland); Chemical Sciences Division, Lawrence Berkeley National Laboratory, Berkeley, California 94720 (United States); Nieminen, Risto M. [COMP Centre of Excellence, Department of Applied Physics, Aalto University School of Science, P.O. Box 11100, FI-00076 Aalto (Finland); Dean’s Office, Aalto University School of Science, P.O. Box 11000, FI-00076 Aalto (Finland)
2015-03-07
We present an approach for generating local numerical basis sets of improving accuracy for first-principles nanoplasmonics simulations within time-dependent density functional theory. The method is demonstrated for copper, silver, and gold nanoparticles that are of experimental interest but computationally demanding due to the semi-core d-electrons that affect their plasmonic response. The basis sets are constructed by augmenting numerical atomic orbital basis sets by truncated Gaussian-type orbitals generated by the completeness-optimization scheme, which is applied to the photoabsorption spectra of homoatomic metal atom dimers. We obtain basis sets of improving accuracy up to the complete basis set limit and demonstrate that the performance of the basis sets transfers to simulations of larger nanoparticles and nanoalloys as well as to calculations with various exchange-correlation functionals. This work promotes the use of the local basis set approach of controllable accuracy in first-principles nanoplasmonics simulations and beyond.
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.
Analytical studies of spectrum broadcast structures in quantum Brownian motion
Tuziemski, J.; Korbicz, J. K.
2016-11-01
Spectrum broadcast structures are a new and fresh concept in the quantum-to-classical transition, introduced recently in the context of decoherence and the appearance of objective features in quantum mechanics. These are specific quantum state structures, responsible for the objectivization of the decohered state of a system. Recently, they have been demonstrated by means of the well-known quantum Brownian motion model of the recoilless limit (infinitely massive central system), as the principal interest lies in information transfer from the system to the environment. However, a final analysis relied on numerics. Here, after a presentation of the main concepts, we perform analytical studies of the model, showing the timescales and the efficiency of the spectrum broadcast structure formation. We consider a somewhat simplified environment, being random with a uniform distribution of frequencies.
Phase space localization for anti-de Sitter quantum mechanics and its zero curvature limit
Elgradechi, Amine M.
1993-01-01
Using techniques of geometric quantization and SO(sub 0)(3,2)-coherent states, a notion of optimal localization on phase space is defined for the quantum theory of a massive and spinning particle in anti-de Sitter space time. It is shown that this notion disappears in the zero curvature limit, providing one with a concrete example of the regularizing character of the constant (nonzero) curvature of the anti-de Sitter space time. As a byproduct a geometric characterization of masslessness is obtained.
Non-Local Meta-Conformal Invariance, Diffusion-Limited Erosion and the XXZ Chain
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Malte Henkel
2016-12-01
Full Text Available Diffusion-limited erosion is a distinct universality class of fluctuating interfaces. Although its dynamical exponent z = 1 , none of the known variants of conformal invariance can act as its dynamical symmetry. In d = 1 spatial dimensions, its infinite-dimensional dynamic symmetry is constructed and shown to be isomorphic to the direct sum of three loop-Virasoro algebras. The infinitesimal generators are spatially non-local and use the Riesz-Feller fractional derivative. Co-variant two-time response functions are derived and reproduce the exact solution of diffusion-limited erosion. The relationship with the terrace-step-kind model of vicinal surfaces and the integrable XXZ chain are discussed.
Non-local meta-conformal invariance, diffusion-limited erosion and the XXZ chain
Henkel, Malte
2016-01-01
Diffusion-limited erosion is a distinct universality class of fluctuating interfaces. Although its dynamical exponent $z=1$, none of the known variants of conformal invariance can act as its dynamical symmetry. In $d=1$ spatial dimensions, its infinite-dimensional dynamic symmetry is constructed and shown to be isomorphic to the direct sum of three loop-Virasoro algebras, with the maximal finite-dimensional sub-algebra $\\mathfrak{sl}(2,\\mathbb{R})\\oplus\\mathfrak{sl}(2,\\mathbb{R})\\oplus\\mathfrak{sl}(2,\\mathbb{R})$. The infinitesimal generators are spatially non-local and use the Riesz-Feller fractional derivative. Co-variant two-time response functions are derived and reproduce the exact solution of diffusion-limited erosion. The relationship with the terrace-step-kind model of vicinal surfaces and the integrable XXZ chain are discussed.
Local dissipation limits the dynamics of impacting droplets on smooth and rough substrates
Wang, Yuli; Carlson, Andreas
2016-01-01
A droplet that impacts onto a solid substrate deforms in a complex dynamics. To extract the principal mechanisms that dominate this dynamics we deploy numerical simulations based on the phase field method. Direct comparison with experiments suggests that a dissipation local to the contact line limits the droplet spreading dynamics and its scaled maximum spreading radius $\\beta_\\mathrm{max}$. By assuming linear response through a drag force at the contact line, our simulations rationalize experimental observations for droplet impact on both smooth and rough substrates, measured through a single contact line friction parameter $\\mu_f$. Moreover, our analysis shows that at low and intermediate impact speeds dissipation at the contact line limits the dynamics and we describe $\\beta_\\mathrm{max}$ by the scaling law $\\beta_\\mathrm{max} \\sim (Re \\mu_\\mathrm{l}/\\mu_f)^{1/2}$ that is a function of the droplet viscosity ($\\mu_\\mathrm{l}$) and its Reynolds number ($Re$).
Brownian Motion and its Conditional Descendants
Garbaczewski, Piotr
It happened before [1] that I have concluded my publication with a special dedication to John R. Klauder. Then, the reason was John's PhD thesis [2] and the questions (perhaps outdated in the eyes of the band-wagon jumpers, albeit still retaining their full vitality [3]): (i) What are the uses of the classical (c-number, non-Grassmann) spinor fields, especially nonlinear ones, what are they for at all ? (ii) What are, if any, the classical partners for Fermi models and fields in particular ? The present dedication, even if not as conspicuously motivated as the previous one by John's research, nevertheless pertains to investigations pursued by John through the years and devoted to the analysis of random noise. Sometimes, re-reading old papers and re-analysing old, frequently forgotten ideas might prove more rewarding than racing the fashions. Following this attitude, let us take as the departure point Schrödinger's original suggestion [4] of the existence of a special class of random processes, which have their origin in the Einstein-Smoluchowski theory of the Brownian motion and its Wiener's codification. The original analysis due to Schrodinger of the probabilistic significance of the heat equation and of its time adjoint in parallel, remained unnoticed by the physics community, and since then forgotten. It reappeared however in the mathematical literature as an inspiration to generalise the concept of Markovian diffusions to the case of Bernstein stochastic processes. But, it stayed without consequences for a deeper understanding of the possible physical phenomena which might underly the corresponding abstract formalism. Schrödinger's objective was to initiate investigations of possible links between quantum theory and the theory of Brownian motion, an attempt which culminated later in the so-called Nelson's stochastic mechanics [8] and its encompassing formalism [7] in which the issue of the Brownian implementation of quantum dynamics is placed in the
Brownian transport in corrugated channels with inertia
Ghosh, P K; Marchesoni, F; Nori, F; Schmid, G; 10.1103/PhysRevE.86.021112
2012-01-01
The transport of suspended Brownian particles dc-driven along corrugated narrow channels is numerically investigated in the regime of finite damping. We show that inertial corrections cannot be neglected as long as the width of the channel bottlenecks is smaller than an appropriate particle diffusion length, which depends on the the channel corrugation and the drive intensity. Being such a diffusion length inversely proportional to the damping constant, transport through sufficiently narrow obstructions turns out to be always sensitive to the viscosity of the suspension fluid. The inertia corrections to the transport quantifiers, mobility and diffusivity, markedly differ for smoothly and sharply corrugated channels.
Effective diffusion of confined active Brownian swimmers
Sandoval, Mario; Dagdug, Leonardo
2014-11-01
We find theoretically the effect of confinement and thermal fluctuations, on the diffusivity of a spherical active swimmer moving inside a two-dimensional narrow cavity of general shape. The explicit formulas for the effective diffusion coefficient of a swimmer moving inside two particular cavities are presented. We also compare our analytical results with Brownian Dynamics simulations and we obtain excellent agreement. L.D. thanks Consejo Nacional de Ciencia y Tecnologia (CONACyT) Mexico, for partial support by Grant No. 176452. M. S. thanks CONACyT and Programa de Mejoramiento de Profesorado (PROMEP) for partially funding this work under Grant No. 103.5/13/6732.
Cooperative rectification in confined Brownian ratchets.
Malgaretti, Paolo; Pagonabarraga, Ignacio; Rubí, J Miguel
2012-01-01
We analyze the rectified motion of a Brownian particle in a confined environment. We show the emergence of strong cooperativity between the inherent rectification of the ratchet mechanism and the entropic bias of the fluctuations caused by spatial confinement. Net particle transport may develop even in situations where separately the ratchet and the geometric restrictions do not give rise to particle motion. The combined rectification effects can lead to bidirectional transport depending on particle size, resulting in a different route for segregation. The reported mechanism can be used to control transport in mesostructures and nanodevices in which particles move in a reduced space.
The Isolation Time of Poisson Brownian motions
Peres, Yuval; Stauffer, Alexandre
2011-01-01
Let the nodes of a Poisson point process move independently in $\\R^d$ according to Brownian motions. We study the isolation time for a target particle that is placed at the origin, namely how long it takes until there is no node of the Poisson point process within distance $r$ of it. We obtain asymptotics for the tail probability which are tight up to constants in the exponent in dimension $d\\geq 3$ and tight up to logarithmic factors in the exponent for dimensions $d=1,2$.
Quantum Darwinism in Quantum Brownian Motion
Blume-Kohout, Robin; Zurek, Wojciech H.
2008-12-01
Quantum Darwinism—the redundant encoding of information about a decohering system in its environment—was proposed to reconcile the quantum nature of our Universe with apparent classicality. We report the first study of the dynamics of quantum Darwinism in a realistic model of decoherence, quantum Brownian motion. Prepared in a highly squeezed state—a macroscopic superposition—the system leaves records whose redundancy increases rapidly with initial delocalization. Redundancy appears rapidly (on the decoherence time scale) and persists for a long time.
LINEAR SEARCH FOR A BROWNIAN TARGET MOTION
Institute of Scientific and Technical Information of China (English)
A. B. El-Rayes; Abd El-Moneim A. Mohamed; Hamdy M. Abou Gabal
2003-01-01
A target is assumed to move according to a Brownian motion on the real line.The searcher starts from the origin and moves in the two directions from the starting point.The object is to detect the target.The purpose of this paper is to find the conditions under which the expected value of the first meeting time of the searcher and the target is finite,and to show the existence of a search plan which made this expected value minimum.
Beyond multifractional Brownian motion: new stochastic models for geophysical modelling
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J. Lévy Véhel
2013-09-01
Full Text Available Multifractional Brownian motion (mBm has proved to be a useful tool in various areas of geophysical modelling. Although a versatile model, mBm is of course not always an adequate one. We present in this work several other stochastic processes which could potentially be useful in geophysics. The first alternative type is that of self-regulating processes: these are models where the local regularity is a function of the amplitude, in contrast to mBm where it is tuned exogenously. We demonstrate the relevance of such models for digital elevation maps and for temperature records. We also briefly describe two other types of alternative processes, which are the counterparts of mBm and of self-regulating processes when the intensity of local jumps is considered in lieu of local regularity: multistable processes allow one to prescribe the local intensity of jumps in space/time, while this intensity is governed by the amplitude for self-stabilizing processes.
Cohen, S.A.; Hosea, J.C.; Timberlake, J.R.
1984-10-19
A limiter with a specially contoured front face is provided. The front face of the limiter (the plasma-side face) is flat with a central indentation. In addition, the limiter shape is cylindrically symmetric so that the limiter can be rotated for greater heat distribution. This limiter shape accommodates the various power scrape-off distances lambda p, which depend on the parallel velocity, V/sub parallel/, of the impacting particles.
Critical properties of the Anderson localization transition and the high-dimensional limit
Tarquini, E.; Biroli, G.; Tarzia, M.
2017-03-01
In this paper we present a thorough study of transport, spectral, and wave-function properties at the Anderson localization critical point in spatial dimensions d =3 , 4, 5, 6. Our aim is to analyze the dimensional dependence and to assess the role of the d →∞ limit provided by Bethe lattices and treelike structures. Our results strongly suggest that the upper critical dimension of Anderson localization is infinite. Furthermore, we find that dU=∞ is a much better starting point compared to dL=2 to describe even three-dimensional systems. We find that critical properties and finite-size scaling behavior approach by increasing d those found for Bethe lattices: the critical state becomes an insulator characterized by Poisson statistics and corrections to the thermodynamics limit become logarithmic in the number N of lattice sites. In the conclusion, we present physical consequences of our results, propose connections with the nonergodic delocalized phase suggested for the Anderson model on infinite-dimensional lattices, and discuss perspectives for future research studies.
Upper limit of applicability of the local similarity theory in the stable atmospheric boundary layer
Grachev, A. A.; Andreas, E. L.; Fairall, C. W.; Guest, P. S.; Persson, P. O. G.
2012-04-01
The applicability of the classical Monin-Obukhov similarity theory (1954) has been limited by constant flux assumption, which is valid in a narrow range z/L Arctic pack ice during the Surface Heat Budget of the Arctic Ocean experiment (SHEBA) are used to clarify this issue. Based on spectral analysis of wind velocity and temperature fluctuations, it is shown that when both gradient Richardson number, Ri, and flux Richardson number, Rf, exceed a "critical value" about 0.2-0.25, inertial subrange associated with a Kolmogorov cascade dies out and vertical turbulent fluxes become small. Some small-scale turbulence survives even in the supercritical regime but this is non-Kolmogorov turbulence and it decays rapidly with further increasing stability. The similarity theory is based on the turbulent fluxes in the high frequency part of the spectra associated with energy-containing/flux-carrying eddies. Spectral densities in this high-frequency band collapse along with the Kolmogorov energy cascade. Therefore, applicability of the local Monin-Obukhov similarity theory in the SBL is limited by inequalities Ri < Ri_cr and Rf < Rf_cr (however, Rf_cr = 0.2-0.25 is a primary threshold). Application of this prerequisite shows that both the flux-profile and flux-variances relationships follow to the classical Monin-Obukhov local z-less predictions after the irrelevant cases have been filtered out.
Optimal Control of Stochastic Systems Driven by Fractional Brownian Motions
2014-10-09
motions and other stochastic processes. For the control of both continuous time and discrete time finite dimensional linear systems with quadratic...problems for stochastic partial differential equations driven by fractional Brownian motions are explicitly solved. For the control of a continuous time...2010 30-Jun-2014 Approved for Public Release; Distribution Unlimited Final Report: Optimal Control of Stochastic Systems Driven by Fractional Brownian
Inducing Tropical Cyclones to Undergo Brownian Motion
Hodyss, D.; McLay, J.; Moskaitis, J.; Serra, E.
2014-12-01
Stochastic parameterization has become commonplace in numerical weather prediction (NWP) models used for probabilistic prediction. Here, a specific stochastic parameterization will be related to the theory of stochastic differential equations and shown to be affected strongly by the choice of stochastic calculus. From an NWP perspective our focus will be on ameliorating a common trait of the ensemble distributions of tropical cyclone (TC) tracks (or position), namely that they generally contain a bias and an underestimate of the variance. With this trait in mind we present a stochastic track variance inflation parameterization. This parameterization makes use of a properly constructed stochastic advection term that follows a TC and induces its position to undergo Brownian motion. A central characteristic of Brownian motion is that its variance increases with time, which allows for an effective inflation of an ensemble's TC track variance. Using this stochastic parameterization we present a comparison of the behavior of TCs from the perspective of the stochastic calculi of Itô and Stratonovich within an operational NWP model. The central difference between these two perspectives as pertains to TCs is shown to be properly predicted by the stochastic calculus and the Itô correction. In the cases presented here these differences will manifest as overly intense TCs, which, depending on the strength of the forcing, could lead to problems with numerical stability and physical realism.
The Fractional Langevin Equation: Brownian Motion Revisited
Mainardi, Francesco
2008-01-01
We have revisited the Brownian motion on the basis of the fractional Langevin equation which turns out to be a particular case of the generalized Langevin equation introduced by Kubo on 1966. The importance of our approach is to model the Brownian motion more realistically than the usual one based on the classical Langevin equation, in that it takes into account also the retarding effects due to hydrodynamic backflow, i.e. the added mass and the Basset memory drag. On the basis of the two fluctuation-dissipation theorems and of the techniques of the Fractional Calculus we have provided the analytical expressions of the correlation functions (both for the random force and the particle velocity) and of the mean squared particle displacement. The random force has been shown to be represented by a superposition of the usual white noise with a "fractional" noise. The velocity correlation function is no longer expressed by a simple exponential but exhibits a slower decay, proportional to $t^{-3/2}$ as $t \\to \\infty...
Acharya, R.C.; Dijke, van M.I.J.; Sorbie, K.S.; Zee, van der S.E.A.T.M.; Leijnse, A.
2007-01-01
We present a 3D network model with particle tracking to upscale 3D Brownian motion of non-reactive tracer particles subjected to a velocity field in the network bonds, representing both local diffusion and convection. At the intersections of the bonds (nodes) various jump conditions are implemented.
Array-induced collective transport in the Brownian motion of coupled nonlinear oscillator systems
Zheng, Zhigang; Hu, Bambi; Hu, Gang
1998-01-01
Brownian motion of an array of harmonically coupled particles subject to a periodic substrate potential and driven by an external bias is investigated. In the linear response limit (small bias), the coupling between particles may enhance the diffusion process, depending on the competition between the harmonic chain and the substrate potential. An analytical formula of the diffusion rate for the single-particle case is also obtained. In the nonlinear response regime, the moving kink may become...
Non-local meta-conformal invariance in diffusion-limited erosion
Henkel, Malte
2016-01-01
The non-stationary relaxation and physical ageing in the diffusion-limited erosion process ({\\sc dle}) is studied through the exact solution of its Langevin equation, in $d$ spatial dimensions. The dynamical exponent $z=1$, the growth exponent $\\beta=\\max(0,(1-d)/2)$ and the ageing exponents $a=b=d-1$ and $\\lambda_C=\\lambda_R=d$ are found. In $d=1$ spatial dimension, a new representation of the meta-conformal Lie algebra, isomorphic to $\\mathfrak{sl}(2,\\mathbb{R})\\oplus\\mathfrak{sl}(2,\\mathbb{R})$, acts as a dynamical symmetry of the noise-averaged {\\sc dle} Langevin equation. Its infinitesimal generators are non-local in space. The exact form of the full time-space dependence of the two-time response function of {\\sc dle} is reproduced for $d=1$ from this symmetry. The relationship to the terrace-step-kink model of vicinal surfaces is discussed.
Non-local meta-conformal invariance in diffusion-limited erosion
Henkel, Malte
2016-12-01
The non-stationary relaxation and physical ageing in the diffusion-limited erosion process (dle) is studied through the exact solution of its Langevin equation, in d spatial dimensions. The dynamical exponent z = 1, the growth exponent β =\\max (0,(1-d)/2) and the ageing exponents a=b=d-1 and {λ }C={λ }R=d are found. In d = 1 spatial dimension, a new representation of the meta-conformal Lie algebra, isomorphic to {sl}(2,{{R}})\\oplus {sl}(2,{{R}}), acts as a dynamical symmetry of the noise-averaged dle Langevin equation. Its infinitesimal generators are non-local in space. The exact form of the full time-space dependence of the two-time response function of dle is reproduced for d = 1 from this symmetry. The relationship to the terrace-step-kink model of vicinal surfaces is discussed.
Spatial resolution limits for the localization of noise sources using direct sound mapping
Fernandez Comesaña, D.; Holland, K. R.; Fernandez-Grande, E.
2016-08-01
One of the main challenges arising from noise and vibration problems is how to identify the areas of a device, machine or structure that produce significant acoustic excitation, i.e. the localization of main noise sources. The direct visualization of sound, in particular sound intensity, has extensively been used for many years to locate sound sources. However, it is not yet well defined when two sources should be regarded as resolved by means of direct sound mapping. This paper derives the limits of the direct representation of sound pressure, particle velocity and sound intensity by exploring the relationship between spatial resolution, noise level and geometry. The proposed expressions are validated via simulations and experiments. It is shown that particle velocity mapping yields better results for identifying closely spaced sound sources than sound pressure or sound intensity, especially in the acoustic near-field.
Population policy of local self-government: Necessities possibilities and limitation
Directory of Open Access Journals (Sweden)
Gavrilović Ana
2006-01-01
Full Text Available Taking into consideration the roles it objectively has, the state is also responsible for the formulation and implementation of population policy. In the process of its articulation, population policy of our state, although not explicitly formulated, continual and consistent, went through various phases of development, but was mostly in the shadow of other policies. In order to be successful, population policy has to be local, too. The need for definition and implementation of local population policy is indicated by insufficiency and inefficiency of government measures, knowledge of determinants of reproductive behavior and social processes, especially society democratization and globalization. The possibilities available are not sufficiently used. The attention is focused on the measures of material assistance, which is understandable in present conditions, while the measures of non-material assistance are almost missing. The paper is pointing out the non-material potentials and the necessity of their activation. The paper also contains the results of an empiric research carried out by interviewing the presidents of the population policy committees within municipal assemblies in the Autonomous Province of Vojvodina, thus providing the picture of the present situation, and knowledge of their positions, opinions and suggestions for the better use of potentials and overcoming of limitations in population policy.
Ely, Gregory
2013-01-01
In this paper we present a novel technique for micro-seismic localization using a group sparse penalization that is robust to the focal mechanism of the source and requires only a velocity model of the stratigraphy rather than a full Green's function model of the earth's response. In this technique we construct a set of perfect delta detector responses, one for each detector in the array, to a seismic event at a given location and impose a group sparsity across the array. This scheme is independent of the moment tensor and exploits the time compactness of the incident seismic signal. Furthermore we present a method for improving the inversion of the moment tensor and Green's function when the geometry of seismic array is limited. In particular we demonstrate that both Tikhonov regularization and truncated SVD can improve the recovery of the moment tensor and be robust to noise. We evaluate our algorithm on synthetic data and present error bounds for both estimation of the moment tensor as well as localization...
Impurity driven Brownian motion of solitons in elongated Bose-Einstein Condensates
Aycock, L M; Genkina, D; Lu, H -I; Galitski, V; Spielman, I B
2016-01-01
Solitons, spatially-localized, mobile excitations resulting from an interplay between nonlinearity and dispersion, are ubiquitous in physical systems from water channels and oceans to optical fibers and Bose-Einstein condensates (BECs). For the first time, we observed and controlled the Brownian motion of solitons. We launched long-lived dark solitons in highly elongated $^{87}\\rm{Rb}$ BECs and showed that a dilute background of impurity atoms in a different internal state dramatically affects the soliton. With no impurities and in one-dimension (1-D), these solitons would have an infinite lifetime, a consequence of integrability. In our experiment, the added impurities scatter off the much larger soliton, contributing to its Brownian motion and decreasing its lifetime. We describe the soliton's diffusive behavior using a quasi-1-D scattering theory of impurity atoms interacting with a soliton, giving diffusion coefficients consistent with experiment.
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.
Multi sensor fusion framework for indoor-outdoor localization of limited resource mobile robots.
Marín, Leonardo; Vallés, Marina; Soriano, Ángel; Valera, Ángel; Albertos, Pedro
2013-10-21
This paper presents a sensor fusion framework that improves the localization of mobile robots with limited computational resources. It employs an event based Kalman Filter to combine the measurements of a global sensor and an inertial measurement unit (IMU) on an event based schedule, using fewer resources (execution time and bandwidth) but with similar performance when compared to the traditional methods. The event is defined to reflect the necessity of the global information, when the estimation error covariance exceeds a predefined limit. The proposed experimental platforms are based on the LEGO Mindstorm NXT, and consist of a differential wheel mobile robot navigating indoors with a zenithal camera as global sensor, and an Ackermann steering mobile robot navigating outdoors with a SBG Systems GPS accessed through an IGEP board that also serves as datalogger. The IMU in both robots is built using the NXT motor encoders along with one gyroscope, one compass and two accelerometers from Hitecnic, placed according to a particle based dynamic model of the robots. The tests performed reflect the correct performance and low execution time of the proposed framework. The robustness and stability is observed during a long walk test in both indoors and outdoors environments.
Multi Sensor Fusion Framework for Indoor-Outdoor Localization of Limited Resource Mobile Robots
Directory of Open Access Journals (Sweden)
Pedro Albertos
2013-10-01
Full Text Available This paper presents a sensor fusion framework that improves the localization of mobile robots with limited computational resources. It employs an event based Kalman Filter to combine the measurements of a global sensor and an inertial measurement unit (IMU on an event based schedule, using fewer resources (execution time and bandwidth but with similar performance when compared to the traditional methods. The event is defined to reflect the necessity of the global information, when the estimation error covariance exceeds a predefined limit. The proposed experimental platforms are based on the LEGO Mindstorm NXT, and consist of a differential wheel mobile robot navigating indoors with a zenithal camera as global sensor, and an Ackermann steering mobile robot navigating outdoors with a SBG Systems GPS accessed through an IGEP board that also serves as datalogger. The IMU in both robots is built using the NXT motor encoders along with one gyroscope, one compass and two accelerometers from Hitecnic, placed according to a particle based dynamic model of the robots. The tests performed reflect the correct performance and low execution time of the proposed framework. The robustness and stability is observed during a long walk test in both indoors and outdoors environments.
Tau leaping of stiff stochastic chemical systems via local central limit approximation
Energy Technology Data Exchange (ETDEWEB)
Yang, Yushu, E-mail: yushuyang7@gmail.com [Department of Mathematics and Statistics, University of Maryland Baltimore County, 1000 Hilltop Circle, Baltimore, MD 21250 (United States); Rathinam, Muruhan, E-mail: muruhan@umbc.edu [Department of Mathematics and Statistics, University of Maryland Baltimore County, 1000 Hilltop Circle, Baltimore, MD 21250 (United States)
2013-06-01
Stiffness manifests in stochastic dynamic systems in a more complex manner than in deterministic systems; it is not only important for a time-stepping method to remain stable but it is also important for the method to capture the asymptotic variances accurately. In the context of stochastic chemical systems, time stepping methods are known as tau leaping. Well known existing tau leaping methods have shortcomings in this regard. The implicit tau method is far more stable than the trapezoidal tau method but underestimates the asymptotic variance. On the other hand, the trapezoidal tau method which estimates the asymptotic variance exactly for linear systems suffers from the fact that the transients of the method do not decay fast enough in the context of very stiff systems. We propose a tau leaping method that possesses the same stability properties as the implicit method while it also captures the asymptotic variance with reasonable accuracy at least for the test system S{sub 1}↔S{sub 2}. The proposed method uses a central limit approximation (CLA) locally over the tau leaping interval and is referred to as the LCLA-τ. The CLA predicts the mean and covariance as solutions of certain differential equations (ODEs) and for efficiency we solve these using a single time step of a suitable low order method. We perform a mean/covariance stability analysis of various possible low order schemes to determine the best scheme. Numerical experiments presented show that LCLA-τ performs favorably for stiff systems and that the LCLA-τ is also able to capture bimodal distributions unlike the CLA itself. The proposed LCLA-τ method uses a split implicit step to compute the mean update. We also prove that any tau leaping method employing a split implicit step converges in the fluid limit to the implicit Euler method as applied to the fluid limit differential equation.
From Molecular Dynamics to Brownian Dynamics
Erban, Radek
2014-01-01
Three coarse-grained molecular dynamics (MD) models are investigated with the aim of developing and analyzing multiscale methods which use MD simulations in parts of the computational domain and (less detailed) Brownian dynamics (BD) simulations in the remainder of the domain. The first MD model is formulated in one spatial dimension. It is based on elastic collisions of heavy molecules (e.g. proteins) with light point particles (e.g. water molecules). Two three-dimensional MD models are then investigated. The obtained results are applied to a simplified model of protein binding to receptors on the cellular membrane. It is shown that modern BD simulators of intracellular processes can be used in the bulk and accurately coupled with a (more detailed) MD model of protein binding which is used close to the membrane.
Brownian Ratchets: Transport Controlled by Thermal Noise
Kula, J.; Czernik, T.; Łuczka, J.
1998-02-01
We analyze directed transport of overdamped Brownian particles in a 1D spatially periodic potential that are subjected to both zero-mean thermal equilibrium Nyquist noise and zero-mean exponentially correlated dichotomous fluctuations. We show that particles can reverse the direction of average motion upon a variation of noise parameters if two fundamental symmetries, namely, the reflection symmetry of the spatial periodic structure, and the statistical symmetry of dichotomous fluctuations, are broken. There is a critical thermal noise intensity Dc, or equivalently a critical temperature Tc, at which the mean velocity of particles is zero. Below Tc and above Tc particles move in opposite directions. At fixed temperature, there is a region of noise parameters in which particles of different linear size are transported in opposite directions.
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.
Molecular Motors: Power Strokes Outperform Brownian Ratchets.
Wagoner, Jason A; Dill, Ken A
2016-07-07
Molecular motors convert chemical energy (typically from ATP hydrolysis) to directed motion and mechanical work. Their actions are often described in terms of "Power Stroke" (PS) and "Brownian Ratchet" (BR) mechanisms. Here, we use a transition-state model and stochastic thermodynamics to describe a range of mechanisms ranging from PS to BR. We incorporate this model into Hill's diagrammatic method to develop a comprehensive model of motor processivity that is simple but sufficiently general to capture the full range of behavior observed for molecular motors. We demonstrate that, under all conditions, PS motors are faster, more powerful, and more efficient at constant velocity than BR motors. We show that these differences are very large for simple motors but become inconsequential for complex motors with additional kinetic barrier steps.
Cost and Precision of Brownian Clocks
Barato, Andre C
2016-01-01
Brownian clocks are biomolecular networks that can count time. A paradigmatic example are proteins that go through a cycle thus regulating some oscillatory behaviour in a living system. Typically, such a cycle requires free energy often provided by ATP hydrolysis. We investigate the relation between the precision of such a clock and its thermodynamic costs. For clocks driven by a constant thermodynamic force, a given precision requires a minimal cost that diverges as the uncertainty of the clock vanishes. In marked contrast, we show that a clock driven by a periodic variation of an external protocol can achieve arbitrary precision at arbitrarily low cost. This result constitutes a fundamental difference between processes driven by a fixed thermodynamic force and those driven periodically. As a main technical tool, we map a periodically driven system with a deterministic protocol to one subject to an external protocol that changes in stochastic time intervals, which simplifies calculations significantly. In th...
Thermal equilibrium of two quantum Brownian particles
Valente, D M
2009-01-01
The influence of the environment in the thermal equilibrium properties of a bipartite continuous variable quantum system is studied. The problem is treated within a system-plus-reservoir approach. The considered model reproduces the conventional Brownian motion when the two particles are far apart and induces an effective interaction between them, depending on the choice of the spectral function of the bath. The coupling between the system and the environment guarantees the translational invariance of the system in the absence of an external potential. The entanglement between the particles is measured by the logarithmic negativity, which is shown to monotonically decrease with the increase of the temperature. A range of finite temperatures is found in which entanglement is still induced by the reservoir.
Langevin model for a Brownian system with directed motion
Ambía, Francisco; Híjar, Humberto
2016-08-01
We propose a model for an active Brownian system that exhibits one-dimensional directed motion. This system consists of two Brownian spherical particles that interact through an elastic potential and have time-dependent radii. We suggest an algorithm by which the sizes of the particles can be varied, such that the center of mass of the system is able to move at an average constant speed in one direction. The dynamics of the system is studied theoretically using a Langevin model, as well as from Brownian Dynamics simulations.
Critical Brownian sheet does not have double points
Dalang, Robert C; Nualart, Eulalia; Wu, Dongsheng; Xiao, Yimin
2010-01-01
We derive a decoupling formula for the Brownian sheet which has the following ready consequence: An $N$-parameter Brownian sheet in $\\R^d$ has double points if and only if $2(d-2N)
2010-04-01
... 20 Employees' Benefits 3 2010-04-01 2010-04-01 false Do the WIA administrative cost limits for... WORKFORCE INVESTMENT ACT Performance Accountability, Planning and Waiver Provision § 669.555 Do the WIA administrative cost limits for States and local areas apply to NFJP grants? No, under 20 CFR 667.210(b),...
Energy Technology Data Exchange (ETDEWEB)
Haddad, Zoubida [Department of Mechanical Engineering, Technology Faculty, Firat University, TR-23119, Elazig (Turkey); Department of Fluid Mechanics, Faculty of Physics, University of Sciences and Technology-Houari Boumediene, Algiers (Algeria); Abu-Nada, Eiyad [Department of Mechanical Engineering, King Faisal University, Al-Ahsa 31982 (Saudi Arabia); Oztop, Hakan F. [Department of Mechanical Engineering, Technology Faculty, Firat University, TR-23119, Elazig (Turkey); Mataoui, Amina [Department of Fluid Mechanics, Faculty of Physics, University of Sciences and Technology-Houari Boumediene, Algiers (Algeria)
2012-07-15
Natural convection heat transfer and fluid flow of CuO-Water nano-fluids is studied using the Rayleigh-Benard problem. A two component non-homogenous equilibrium model is used for the nano-fluid that incorporates the effects of Brownian motion and thermophoresis. Variable thermal conductivity and variable viscosity are taken into account in this work. Finite volume method is used to solve governing equations. Results are presented by streamlines, isotherms, nano-particle distribution, local and mean Nusselt numbers and nano-particle profiles at top and bottom side. Comparison of two cases as absence of Brownian and thermophoresis effects and presence of Brownian and thermophoresis effects showed that higher heat transfer is formed with the presence of Brownian and thermophoresis effect. In general, by considering the role of thermophoresis and Brownian motion, an enhancement in heat transfer is observed at any volume fraction of nano-particles. However, the enhancement is more pronounced at low volume fraction of nano-particles and the heat transfer decreases by increasing nano-particle volume fraction. On the other hand, by neglecting the role of thermophoresis and Brownian motion, deterioration in heat transfer is observed and this deterioration elevates by increasing the volume fraction of nano-particles. (authors)
Cartin, Daniel
2015-01-01
At this point in time, there is very little empirical evidence on the likelihood of a space-faring species originating in the biosphere of a habitable world. However, there is a tension between the expectation that such a probability is relatively high (given our own origins on Earth), and the lack of any basis for believing the Solar System has ever been visited by an extraterrestrial colonization effort. This paper seeks to place upper limits on the probability of an interstellar civilization arising on a habitable planet in its stellar system, using a percolation model to simulate the progress of such a hypothetical civilization's colonization efforts in the local Solar neighborhood. To be as realistic as possible, the actual physical positions and characteristics of all stars within 40 parsecs of the Solar System are used as possible colony sites in the percolation process. If an interstellar civilization is very likely to have such colonization programs, and they can travel over large distances, then the...
Rotational Brownian Dynamics simulations of clathrin cage formation
Energy Technology Data Exchange (ETDEWEB)
Ilie, Ioana M.; Briels, Wim J. [Computational BioPhysics, Faculty of Science and Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); MESA+ Institute for Nanotechnology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); Otter, Wouter K. den, E-mail: w.k.denotter@utwente.nl [Computational BioPhysics, Faculty of Science and Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); MESA+ Institute for Nanotechnology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); Multi Scale Mechanics, Faculty of Engineering Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands)
2014-08-14
The self-assembly of nearly rigid proteins into ordered aggregates is well suited for modeling by the patchy particle approach. Patchy particles are traditionally simulated using Monte Carlo methods, to study the phase diagram, while Brownian Dynamics simulations would reveal insights into the assembly dynamics. However, Brownian Dynamics of rotating anisotropic particles gives rise to a number of complications not encountered in translational Brownian Dynamics. We thoroughly test the Rotational Brownian Dynamics scheme proposed by Naess and Elsgaeter [Macromol. Theory Simul. 13, 419 (2004); Naess and Elsgaeter Macromol. Theory Simul. 14, 300 (2005)], confirming its validity. We then apply the algorithm to simulate a patchy particle model of clathrin, a three-legged protein involved in vesicle production from lipid membranes during endocytosis. Using this algorithm we recover time scales for cage assembly comparable to those from experiments. We also briefly discuss the undulatory dynamics of the polyhedral cage.
Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions
Directory of Open Access Journals (Sweden)
Pengju Duan
2013-01-01
Full Text Available This paper deals with a new class of reflected backward stochastic differential equations driven by countable Brownian motions. The existence and uniqueness of the RBSDEs are obtained via Snell envelope and fixed point theorem.
Optimal tuning of a confined Brownian information engine
Park, Jong-Min; Lee, Jae Sung; Noh, Jae Dong
2016-03-01
A Brownian information engine is a device extracting mechanical work from a single heat bath by exploiting the information on the state of a Brownian particle immersed in the bath. As for engines, it is important to find the optimal operating condition that yields the maximum extracted work or power. The optimal condition for a Brownian information engine with a finite cycle time τ has been rarely studied because of the difficulty in finding the nonequilibrium steady state. In this study, we introduce a model for the Brownian information engine and develop an analytic formalism for its steady-state distribution for any τ . We find that the extracted work per engine cycle is maximum when τ approaches infinity, while the power is maximum when τ approaches zero.
Holographic Brownian motion and time scales in strongly coupled plasmas
Energy Technology Data Exchange (ETDEWEB)
Atmaja, Ardian Nata [Research Center for Physics, Indonesian Institute of Sciences (LIPI), Kompleks PUSPITEK Serpong, Tangerang 15310 (Indonesia); Indonesia Center for Theoretical and Mathematical Physics (ICTMP), Bandung 40132 (Indonesia); Boer, Jan de [Institute for Theoretical Physics, University of Amsterdam, Valckenierstraat 65, 1018 XE Amsterdam (Netherlands); Shigemori, Masaki [Yukawa Institute for Theoretical Physics (YITP), Kyoto University, Kitashirakawa Oiwakecho, Sakyo-ku, Kyoto 606-8502 (Japan); Hakubi Center, Kyoto University, Yoshida-Ushinomiyacho, Sakyo-ku, Kyoto 606-8501 (Japan)
2014-03-15
We study Brownian motion of a heavy quark in field theory plasma in the AdS/CFT setup and discuss the time scales characterizing the interaction between the Brownian particle and plasma constituents. Based on a simple kinetic theory, we first argue that the mean-free-path time is related to the connected 4-point function of the random force felt by the Brownian particle. Then, by holographically computing the 4-point function and regularizing the IR divergence appearing in the computation, we write down a general formula for the mean-free-path time, and apply it to the STU black hole which corresponds to plasma charged under three U(1)R-charges. The result indicates that the Brownian particle collides with many plasma constituents simultaneously.
Parameter Estimation for Generalized Brownian Motion with Autoregressive Increments
Fendick, Kerry
2011-01-01
This paper develops methods for estimating parameters for a generalization of Brownian motion with autoregressive increments called a Brownian ray with drift. We show that a superposition of Brownian rays with drift depends on three types of parameters - a drift coefficient, autoregressive coefficients, and volatility matrix elements, and we introduce methods for estimating each of these types of parameters using multidimensional times series data. We also cover parameter estimation in the contexts of two applications of Brownian rays in the financial sphere: queuing analysis and option valuation. For queuing analysis, we show how samples of queue lengths can be used to estimate the conditional expectation functions for the length of the queue and for increments in its net input and lost potential output. For option valuation, we show how the Black-Scholes-Merton formula depends on the price of the security on which the option is written through estimates not only of its volatility, but also of a coefficient ...
Rotational Brownian dynamics simulations of clathrin cage formation.
Ilie, Ioana M; den Otter, Wouter K; Briels, Wim J
2014-08-14
The self-assembly of nearly rigid proteins into ordered aggregates is well suited for modeling by the patchy particle approach. Patchy particles are traditionally simulated using Monte Carlo methods, to study the phase diagram, while Brownian Dynamics simulations would reveal insights into the assembly dynamics. However, Brownian Dynamics of rotating anisotropic particles gives rise to a number of complications not encountered in translational Brownian Dynamics. We thoroughly test the Rotational Brownian Dynamics scheme proposed by Naess and Elsgaeter [Macromol. Theory Simul. 13, 419 (2004); Naess and Elsgaeter Macromol. Theory Simul. 14, 300 (2005)], confirming its validity. We then apply the algorithm to simulate a patchy particle model of clathrin, a three-legged protein involved in vesicle production from lipid membranes during endocytosis. Using this algorithm we recover time scales for cage assembly comparable to those from experiments. We also briefly discuss the undulatory dynamics of the polyhedral cage.
A.P.J. Machohe (Antonio)
2011-01-01
textabstractMozambique has been a centralized State since its independence in 1975. During this time, local government has depended on the Central Government and has lacked autonomy in both local policy decisions and resource management in addition to the complete failure of effective local services
40 CFR 1400.11 - Limitation on dissemination to State and local government officials.
2010-07-01
... and local government officials. 1400.11 Section 1400.11 Protection of Environment ENVIRONMENTAL... dissemination to State and local government officials. Except as authorized by this part and by 42 U.S.C. 7412(r)(7)(H)(v)(III), Federal, State, and local government officials, and qualified researchers...
Response of Brownian Fluctuations to External Forces
Laub, Jeffrey William
Millikan's law of particle fall is an empirical result which shows the dependence of particle fall rate in a gas on particle radius and host gas density. The size of submicron particles in gases has long been determined by Millikan's law. The dominant factor is Stokes' law with a correction added to account for the physics of slip. However, it was recently shown by Kim and Fedele that Brownian fluctuations affect the fall rate while showing no anomalies in the density dependence of the rms displacement. The effect was an enhancement of the fall rate of small particles as the density of the host gas is increased. This enhancement showed a size dependence in the form of a smooth transition from the one of decreasing fall rate with increasing density for large particles (~0.4 μm radius) to another of increasing fall rate with increasing gas density for small particles ( ~0.15mum radius). The magnitude of the anomaly is determined by how the rms Brownian velocity compares with its fall rate. In an effort to understand the effect of Brownian fluctuations coupling with gravity, a new experiment has been carried out where an AC field was applied to force particles to fluctuate more in the vertical direction on one hand and where a constant DC field was applied to change the effective force of gravity on the other. These fields were applied to a charged oil drop in the 0.2 to 0.3 μm radius range falling in a nitrogen environment. Displacements over a 4 second time interval were repeatedly measured in both the vertical and horizontal directions. The original experimental apparatus was used with some modifications. The modifications included computer automation of particle control and data taking to allow for longer use of the same particle, up to 120 hours, and to facilitate application of the additional fields. The objective was to make large particles appear to be smaller via forced oscillations and make them fall faster or slower via the DC bias to effect the change in
QUANTUM STOCHASTIC PROCESSES: BOSON AND FERMION BROWNIAN MOTION
Directory of Open Access Journals (Sweden)
A.E.Kobryn
2003-01-01
Full Text Available Dynamics of quantum systems which are stochastically perturbed by linear coupling to the reservoir can be studied in terms of quantum stochastic differential equations (for example, quantum stochastic Liouville equation and quantum Langevin equation. In order to work it out one needs to define the quantum Brownian motion. As far as only its boson version has been known until recently, in the present paper we present the definition which makes it possible to consider the fermion Brownian motion as well.
Brownian motion and gambling: from ratchets to paradoxical games
Parrondo, J M R
2014-01-01
Two losing gambling games, when alternated in a periodic or random fashion, can produce a winning game. This paradox has been inspired by certain physical systems capable of rectifying fluctuations: the so-called Brownian ratchets. In this paper we review this paradox, from Brownian ratchets to the most recent studies on collective games, providing some intuitive explanations of the unexpected phenomena that we will find along the way.
Brownian Motion of a Classical Particle in Quantum Environment
Tsekov, R.
2017-01-01
The Klein-Kramers equation, governing the Brownian motion of a classical particle in quantum environment under the action of an arbitrary external potential, is derived. Quantum temperature and friction operators are introduced and at large friction the corresponding Smoluchowski equation is obtained. Introducing the Bohm quantum potential, this Smoluchowski equation is extended to describe the Brownian motion of a quantum particle in quantum environment.
Asymptotic theory for Brownian semi-stationary processes with application to turbulence
DEFF Research Database (Denmark)
Corcuera, José Manuel; Hedevang, Emil; Pakkanen, Mikko S.;
2013-01-01
This paper presents some asymptotic results for statistics of Brownian semi-stationary (BSS) processes. More precisely, we consider power variations of BSS processes, which are based on high frequency (possibly higher order) differences of the BSS model. We review the limit theory discussed......-stationary processes. In "Prokhorov and Contemporary Probability Theory", Springer.] and present some new connections to fractional diffusion models. We apply our probabilistic results to construct a family of estimators for the smoothness parameter of the BSS process. In this context we develop estimates with gaps......, which allow to obtain a valid central limit theorem for the critical region. Finally, we apply our statistical theory to turbulence data....
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...
Non-Local Analysis of Forming Limits of Ductile Material Considering Void Growth
Institute of Scientific and Technical Information of China (English)
Youngsuk Kim
2003-01-01
The current study performed a finite element analysis of the strain localization behavior of a voided ductile material using a non-local plasticity formulation in which the yield strength depends on both an equivalent plastic strain measurement (hardening parameter) and Laplacian equivalent. The introduction of gradient terms to the yield function was found to play an important role in simulating the strain localization behavior of the voided ductile material. The effect of the mesh size and characteristic length on the strain localization were also investigated. An FEM simulation based on the proposed non-local plasticity revealed that the load-strain curves of the voided ductile material subjected to plane strain tension converged to one curve, regardless of the mesh size. In addition, the results using non-local plasticity also exhibited that the dependence of the deformation behavior of the material on the mesh size was much less sensitive than that with classical local plasticity and could be successfully eliminated through the introduction of a large value for the characteristic length.
Institute of Scientific and Technical Information of China (English)
蒋义文; 刘禄勤
2003-01-01
The representation of additive functionals and local times for jump Markovprocesses are obtained. The results of uniformly functional moderate deviation and theirapplications to birth-death processes are also presented.
Energy Technology Data Exchange (ETDEWEB)
Krasilnikov, M. B., E-mail: mihail.krasilnikov@gmail.com; Kudryavtsev, A. A. [St. Petersburg State University, St. Petersburg 198504 (Russian Federation); Kapustin, K. D. [St. Petersburg University ITMO, St. Petersburg 197101 (Russian Federation)
2014-12-15
It is shown that the local approximation for computing the electron distribution function depends both on the ratio between the energy relaxation length and a characteristic plasma length and on the ratio between heating and ambipolar electric fields. In particular, the local approximation is not valid at the discharge periphery even at high pressure due to the fact that the ambipolar electric field practically always is larger than the heating electric field.
Local joint-limits using distance field cones in euler angle space
DEFF Research Database (Denmark)
Engell-Nørregård, Morten Pol; Abel, Sarah Maria Niebe; Erleben, Kenny
Joint–limits are often modeled too simple, causing redundancy and allowing unnatural poses. We model the boundary of the feasible region, using a geometric approach. We show how to generate fast, general joint–limit cones for kinematic figures using signed distance fields. The distance–cone joint...
Numerous strategies but limited implementation guidance in US local adaptation plans
Woodruff, Sierra C.; Stults, Missy
2016-08-01
Adaptation planning offers a promising approach for identifying and devising solutions to address local climate change impacts. Yet there is little empirical understanding of the content and quality of these plans. We use content analysis to evaluate 44 local adaptation plans in the United States and multivariate regression to examine how plan quality varies across communities. We find that plans draw on multiple data sources to analyse future climate impacts and include a breadth of strategies. Most plans, however, fail to prioritize impacts and strategies or provide detailed implementation processes, raising concerns about whether adaptation plans will translate into on-the-ground reductions in vulnerability. Our analysis also finds that plans authored by the planning department and those that engaged elected officials in the planning process were of higher quality. The results provide important insights for practitioners, policymakers and scientists wanting to improve local climate adaptation planning and action.
Directory of Open Access Journals (Sweden)
Berg Dmitry
2016-01-01
Full Text Available Globalization processes now affect and are affected by most of organizations, different type resources, and the natural environment. One of the main restrictions initiated by these processes is the financial one: money turnover in global markets leads to its concentration in the certain financial centers, and local business communities suffer from the money lack. This work discusses the advantages of complementary currency introduction into a local economics. By the computer simulation with the engineered program model and the real economic experiment it was proved that the complementary currency does not compete with the traditional currency, furthermore, it acts in compliance with it, providing conditions for the sustainable business community development.
Hijacked organic, limited local, faulty fair trade: what's a radical to eat?
Engler, Mark
2012-01-01
Organic farming has been hijacked by big business. Local food can have a larger carbon footprint than products shipped in from overseas. Fair trade doesn't address the real concerns of farmers in the global South. As the food movement has moved from the countercultural fringe to become a mainstream phenomenon, organic, local, and fair trade advocates have been beset by criticism from overt foes and erstwhile allies alike. Now that Starbucks advertises fair trade coffee and Kraft owns Boca soy burgers, it's fair to ask, "What's a radical to eat?"
From generalized Langevin equations to Brownian dynamics and embedded Brownian dynamics
Ma, Lina; Li, Xiantao; Liu, Chun
2016-09-01
We present the reduction of generalized Langevin equations to a coordinate-only stochastic model, which in its exact form involves a forcing term with memory and a general Gaussian noise. It will be shown that a similar fluctuation-dissipation theorem still holds at this level. We study the approximation by the typical Brownian dynamics as a first approximation. Our numerical test indicates how the intrinsic frequency of the kernel function influences the accuracy of this approximation. In the case when such an approximate is inadequate, further approximations can be derived by embedding the nonlocal model into an extended dynamics without memory. By imposing noises in the auxiliary variables, we show how the second fluctuation-dissipation theorem is still exactly satisfied.
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...
Near-field optically driven Brownian motors (Conference Presentation)
Wu, Shao-Hua; Huang, Ningfeng; Jaquay, Eric; Povinelli, Michelle L.
2016-09-01
Brownian ratchets are of fundamental interest in fields from statistical physics to molecular motors. The realization of Brownian ratchets in engineered systems opens up the potential to harness thermal energy for directed motion, with applications in transport and sorting of nanoparticles. Implementations based on optical traps provide a high degree of tunability along with precise spatiotemporal control. Near-field optical methods provide particular flexibility and ease of on-chip integration with other microfluidic components. Here, we demonstrate the first all-optical, near-field Brownian ratchet. Our approach uses an asymmetrically patterned photonic crystal and yields an ultra-stable trap stiffness of 253.6 pN/nm-W, 100x greater than conventional optical tweezers. By modulating the laser power, optical ratcheting with transport speed of 1 micron/s can be achieved, allowing a variety of dynamical lab-on-a-chip applications. The resulting transport speed matches well with the theoretical prediction.
Stochastic calculus for fractional Brownian motion and related processes
Mishura, Yuliya S
2008-01-01
The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. Among these are results about Levy characterization of fractional Brownian motion, maximal moment inequalities for Wiener integrals including the values 0
Brownian Dynamics of charged particles in a constant magnetic field
Hou, L J; Piel, A; Shukla, P K
2009-01-01
Numerical algorithms are proposed for simulating the Brownian dynamics of charged particles in an external magnetic field, taking into account the Brownian motion of charged particles, damping effect and the effect of magnetic field self-consistently. Performance of these algorithms is tested in terms of their accuracy and long-time stability by using a three-dimensional Brownian oscillator model with constant magnetic field. Step-by-step recipes for implementing these algorithms are given in detail. It is expected that these algorithms can be directly used to study particle dynamics in various dispersed systems in the presence of a magnetic field, including polymer solutions, colloidal suspensions and, particularly complex (dusty) plasmas. The proposed algorithms can also be used as thermostat in the usual molecular dynamics simulation in the presence of magnetic field.
Taking account of local culture: limits to the development of a professional ethos.
Goopy, Suzanne E
2005-06-01
The need to extend the discussion of culture in the study of nursing, combined with an enthusiasm for the possibility of viewing nursing from a new perspective, provides the impetus for this study. Based on fieldwork undertaken in the intensive care unit (RICU) of a major public hospital in Rome (Italy), this paper explores some of the key aspects of the social relations and local staff culture of one particular group of Italian nurses. In a climate of globalization, where the deployment of dominant Anglo-American ideas is difficult to counter, the RICU presents as a setting which challenges the widespread assumptions of universal standards of nursing practice. By building a picture of the working world of these particular nurses, we are assisted in our understanding of nursing practice as a local cultural activity. In exploring the significance of local culture this paper brings into question the universality of the current paradigm of professionalism and professional identity, and emphasizes the value of acknowledging local culture.
With more sophisticated data compilation and analytical capabilities, the evolution of “big data” analysis has occurred rapidly. We examine the meta-analysis of “big data” representing phosphorus (P) flows and stocks in global agriculture and address the need to consider local nuances of farm operat...
Localization of type I interferon receptor limits interferon-induced TLR-3 in epithelial cells
This study aimed to expand on the role of type I IFNs in the influenza-induced upregulation of TLR3 and determine whether and how the localization of the IFN-alpha/beta receptor (IFNAR) in respiratory epithelial cells could modify IFN-induced responses. Using differentiated prima...
Implementation of a workplace smoking ban in bars: The limits of local discretion
Directory of Open Access Journals (Sweden)
Bero Lisa A
2008-12-01
Full Text Available Abstract Background In January 1998, the California state legislature extended a workplace smoking ban to bars. The purpose of this study was to explore the conditions that facilitate or hinder compliance with a smoking ban in bars. Methods We studied the implementation of the smoking ban in bars by interviewing three sets of policy participants: bar employers responsible for complying with the law; local government officials responsible for enforcing the law; and tobacco control activists who facilitated implementation. We transcribed the interviews and did a qualitative analysis of the text. Results The conditions that facilitated bar owners' compliance with a smoking ban in bars included: if the cost to comply was minimal; if the bars with which they were in competition were in compliance with the smoking ban; and if there was authoritative, consistent, coordinated, and uniform enforcement. Conversely, the conditions that hindered compliance included: if the law had minimal sanctions; if competing bars in the area allowed smoking; and if enforcement was delayed or inadequate. Conclusion Many local enforcers wished to forfeit their local discretion and believed the workplace smoking ban in bars would be best implemented by a state agency. The potential implication of this study is that, given the complex nature of local politics, smoking bans in bars are best implemented at a broader provincial or national level.
Spatial resolution limits for the localization of noise sources using direct sound mapping
DEFF Research Database (Denmark)
Comesana, D. Fernandez; Holland, K. R.; Fernandez Grande, Efren
2016-01-01
One of the main challenges arising from noise and vibration problems is how to identify the areas of a device, machine or structure that produce significant acoustic excitation, i.e. the localization of main noise sources. The direct visualization of sound, in particular sound intensity, has exte...
Li, Chien-Cheng; Hau, Nga Yu; Wang, Yuechen; Soh, Ai Kah; Feng, Shien-Ping
2016-06-01
Ethanol-based nanofluids have attracted much attention due to the enhancement in heat transfer and their potential applications in nanofluid-type fuels and thermal storage. Most research has been conducted on ethanol-based nanofluids containing various nanoparticles in low mass fraction; however, to-date such studies based on high weight fraction of nanoparticles are limited due to the poor stability problem. In addition, very little existing work has considered the inevitable water content in ethanol for the change of thermal conductivity. In this paper, the highly stable and well-dispersed TiO2-ethanol nanofluids of high weight fraction of up to 3 wt% can be fabricated by stirred bead milling, which enables the studies of thermal conductivity of TiO2-ethanol nanofluids over a wide range of operating temperatures. Our results provide evidence that the enhanced thermal conductivity is mainly contributed by the percolation network of nanoparticles at low temperatures, while it is in combination with both Brownian motion and local percolation of nanoparticle clustering at high temperatures.
Wrapping Brownian motion and heat kernels I: compact Lie groups
Maher, David G
2010-01-01
An important object of study in harmonic analysis is the heat equation. On a Euclidean space, the fundamental solution of the associated semigroup is known as the heat kernel, which is also the law of Brownian motion. Similar statements also hold in the case of a Lie group. By using the wrapping map of Dooley and Wildberger, we show how to wrap a Brownian motion to a compact Lie group from its Lie algebra (viewed as a Euclidean space) and find the heat kernel. This is achieved by considering It\\^o type stochastic differential equations and applying the Feynman-Ka\\v{c} theorem.
Brownian motion of solitons in a Bose-Einstein condensate.
Aycock, Lauren M; Hurst, Hilary M; Efimkin, Dmitry K; Genkina, Dina; Lu, Hsin-I; Galitski, Victor M; Spielman, I B
2017-03-07
We observed and controlled the Brownian motion of solitons. We launched solitonic excitations in highly elongated [Formula: see text] Bose-Einstein condensates (BECs) and showed that a dilute background of impurity atoms in a different internal state dramatically affects the soliton. With no impurities and in one dimension (1D), these solitons would have an infinite lifetime, a consequence of integrability. In our experiment, the added impurities scatter off the much larger soliton, contributing to its Brownian motion and decreasing its lifetime. We describe the soliton's diffusive behavior using a quasi-1D scattering theory of impurity atoms interacting with a soliton, giving diffusion coefficients consistent with experiment.
Maximum precision closed-form solution for localizing diffraction-limited spots in noisy images.
Larkin, Joshua D; Cook, Peter R
2012-07-30
Super-resolution techniques like PALM and STORM require accurate localization of single fluorophores detected using a CCD. Popular localization algorithms inefficiently assume each photon registered by a pixel can only come from an area in the specimen corresponding to that pixel (not from neighboring areas), before iteratively (slowly) fitting a Gaussian to pixel intensity; they fail with noisy images. We present an alternative; a probability distribution extending over many pixels is assigned to each photon, and independent distributions are joined to describe emitter location. We compare algorithms, and recommend which serves best under different conditions. At low signal-to-noise ratios, ours is 2-fold more precise than others, and 2 orders of magnitude faster; at high ratios, it closely approximates the maximum likelihood estimate.
Fujino, Kenji; Obara, Mari; Ikegaya, Tomohito; Tamura, Kenichi
2015-09-01
The rapid accumulation of pre-existing mutations may play major roles in the establishment and shaping of adaptability for local regions in current rice breeding programs. The cultivated rice, Oryza sativa L., which originated from tropical regions, is now grown worldwide due to the concerted efforts of breeding programs. However, the process of establishing local populations and their origins remain unclear. In the present study, we characterized DNA polymorphisms in the rice variety KITAAKE from Hokkaido, one of the northern limits of rice cultivation in the world. Indel polymorphisms were attributed to transposable element-like insertions, tandem duplications, and non-TE deletions as the original mutation events in the NIPPONBARE and KITAAKE genomes. The allele frequencies of the KITAAKE alleles markedly shifted to the current variety types among the local population from Hokkaido in the last two decades. The KITAAKE alleles widely distributed throughout wild rice and cultivated rice over the world. These have accumulated in the local population from Hokkaido via Japanese landraces as the ancestral population of Hokkaido. These results strongly suggested that combinations of pre-existing mutations played a role in the establishment of adaptability. This approach using the re-sequencing of local varieties in unique environmental conditions will be useful as a genetic resource in plant breeding programs in local regions.
Solano, Carlos J F; Pothula, Karunakar R; Prajapati, Jigneshkumar D; De Biase, Pablo M; Noskov, Sergei Yu; Kleinekathöfer, Ulrich
2016-05-10
All-atom molecular dynamics simulations have a long history of applications studying ion and substrate permeation across biological and artificial pores. While offering unprecedented insights into the underpinning transport processes, MD simulations are limited in time-scales and ability to simulate physiological membrane potentials or asymmetric salt solutions and require substantial computational power. While several approaches to circumvent all of these limitations were developed, Brownian dynamics simulations remain an attractive option to the field. The main limitation, however, is an apparent lack of protein flexibility important for the accurate description of permeation events. In the present contribution, we report an extension of the Brownian dynamics scheme which includes conformational dynamics. To achieve this goal, the dynamics of amino-acid residues was incorporated into the many-body potential of mean force and into the Langevin equations of motion. The developed software solution, called BROMOCEA, was applied to ion transport through OmpC as a test case. Compared to fully atomistic simulations, the results show a clear improvement in the ratio of permeating anions and cations. The present tests strongly indicate that pore flexibility can enhance permeation properties which will become even more important in future applications to substrate translocation.
Local times for solutions of the complex Ginzburg-Landau equation and the inviscid limit
Shirikyan, Armen
2010-01-01
We consider the behaviour of the distribution for stationary solutions of the complex Ginzburg-Landau equation perturbed by a random force. It was proved earlier that if the random force is proportional to the square root of the viscosity, then the family of stationary measures possesses an accumulation point as the viscosity goes to zero. We show that if $\\mu$ is such point, then the distributions of the L^2 norm and of the energy possess a density with respect to the Lebesgue measure. The proofs are based on It\\^o's formula and some properties of local time for semimartingales.
Limits on Einstein's Equivalence Principle from the first localized Fast Radio Burst FRB 150418
Tingay, Steven J
2016-01-01
Fast Radio Bursts have recently been used to place limits on Einstein's Equivalence Principle via observations of time delays between photons of different radio frequencies by \\citet{wei15}. These limits on differential post-Newtonian parameters ($\\Delta \\gamma<2.52\\times10^{-8}$) are the best yet achieved but still rely on uncertain assumptions, namely the relative contributions of dispersion and gravitational delays to the observed time delays and the distances to FRBs. Also very recently, the first FRB host galaxy has been identified, providing the first redshift-based distance estimate to FRB 150418 \\citep{kea16}. Moreover, consistency between the \\omegaigm\\ estimate from FRB 150418 and \\omegaigm~expected from $\\Lambda$CDM models and WMAP observations leads one to conclude that the observed time delay for FRB 150418 is highly dominated by dispersion, with any gravitational delays small contributors. This points to even tighter limits on $\\Delta \\gamma$. In this paper, the technique of \\citet{wei15} is ...
Two-sided reflection of Markov-modulated Brownian motion
D'Auria, B.; Ivanovs, J.; Kella, O.; Mandjes, M.
2012-01-01
This article considers a Markov-modulated Brownian motion with a two-sided reflection. For this doubly-reflected process we compute the Laplace transform of the stationary distribution, as well as the average loss rates at both barriers. Our approach relies on spectral properties of the matrix polyn
The reduction in the brownian motion of electrometers
Milatz, J.M.W.; Zolingen, J.J. van; Iperen, B.B. van
1953-01-01
A method is described to reduce the Brownian deflections of electrometer systems. This is achieved by replacing the air damping by a special type of artificial damping. The latter is realised by means of a photoelectric amplifier containing a differentiating circuit, comp. fig. 1. The amount of ligh
Brownian molecular rotors: Theoretical design principles and predicted realizations
Schönborn, Jan Boyke; Herges, Rainer; Hartke, Bernd
2009-06-01
We propose simple design concepts for molecular rotors driven by Brownian motion and external photochemical switching. Unidirectionality and efficiency of the motion is measured by explicit simulations. Two different molecular scaffolds are shown to yield viable molecular rotors when decorated with suitable substituents.
Rotational Brownian Dynamics simulations of clathrin cage formation
Ilie, I.M.; Otter, den W.K.; Briels, W.J.
2014-01-01
The self-assembly of nearly rigid proteins into ordered aggregates is well suited for modeling by the patchy particle approach. Patchy particles are traditionally simulated using Monte Carlo methods, to study the phase diagram, while Brownian Dynamics simulations would reveal insights into the assem
Brownian dynamics determine universality of charge transport in ionic liquids
Energy Technology Data Exchange (ETDEWEB)
Sangoro, Joshua R [ORNL; Iacob, Ciprian [University of Leipzig; Mierzwa, Michal [University of Silesia, Uniwersytecka, Katowice, Poland; Paluch, Marian [University of Silesia, Uniwersytecka, Katowice, Poland; Kremer, Friedrich [University of Leipzig
2012-01-01
Broadband dielectric spectroscopy is employed to investigate charge transport in a variety of glass-forming ionic liquids over wide frequency, temperature and pressure ranges. Using a combination of Einstein, Einstein-Smoluchowski, and Langevin relations, the observed universal scaling of charge transport in ionic liquids is traced back to the dominant role of Brownian dynamics.
Wrapping Brownian motion and heat kernels II: symmetric spaces
Maher, David G
2010-01-01
In this paper we extend our previous results on wrapping Brownian motion and heat kernels onto compact Lie groups to various symmetric spaces, where a global generalisation of Rouvi\\`ere's formula and the $e$-function are considered. Additionally, we extend some of our results to complex Lie groups, and certain non-compact symmetric spaces.
Distribution of maximum loss of fractional Brownian motion with drift
Çağlar, Mine; Vardar-Acar, Ceren
2013-01-01
In this paper, we find bounds on the distribution of the maximum loss of fractional Brownian motion with H >= 1/2 and derive estimates on its tail probability. Asymptotically, the tail of the distribution of maximum loss over [0, t] behaves like the tail of the marginal distribution at time t.
Thermodynamic laws and equipartition theorem in relativistic Brownian motion.
Koide, T; Kodama, T
2011-06-01
We extend the stochastic energetics to a relativistic system. The thermodynamic laws and equipartition theorem are discussed for a relativistic Brownian particle and the first and the second law of thermodynamics in this formalism are derived. The relation between the relativistic equipartition relation and the rate of heat transfer is discussed in the relativistic case together with the nature of the noise term.
Directory of Open Access Journals (Sweden)
Hora Pavel
2016-01-01
Full Text Available The industrial based prediction in sheet metal forming bases still on the Forming Limit Diagrams (FLD as formally proposed by Keeler 1. The FLD are commonly specified by the Nakajima tests and evaluated with the so called cross section method. Although widely used, the FLC concept has numerous serious limitations. In the paper the influences of bending on the FLC as well as the later crack limits will be discussed. Both criteria will be combined to an extended FLC concept (X-FLC. The new concept demonstrates that the Nakajima tests are not only appropriate for the evaluation of the necking instability but for the detection of the real crack strains too. For the evaluation of the crack strains a new local thinning method is proposed and tested for special 6xxx Al-alloys.
Critical Behaviors in a Stochastic Local Limited One-Dimensional Rice-Pile Model
Institute of Scientific and Technical Information of China (English)
SUN Hong-Zhang; TANG Zheng-Xin
2008-01-01
A stochastic local fimited one-dimensional rice-pile model is numerically investigated. The distributions for ayalanche sizes have a clear power-law behavior and it displays a simple finite size scaling. We obtain the avalanche exponents Ts = 1.54±0.10, βs = 2.17±0.10 and τT = 1.80±0.10, βT = 1.46±0.10. This self-organized critical model belongs to the same universality class with the Oslo rice-pile model studied by K. Christensen et al. [Phys. Rev. Lett. 77 (1996) 107], a rice-pile model studied by L.A.N. Amaral et al. [Phys. Rev. E 54 (1996) 4512], and a simple deterministic self-organized critical model studied by M.S. Vieira [Phys. Rev. E 61 (2000) 6056].
Energy Technology Data Exchange (ETDEWEB)
F. Cui; F.J. Presuel-Moreno; R.G. Kelly
2005-10-13
The ability of a SS316L surface wetted with a thin electrolyte layer to serve as an effective cathode for an active localized corrosion site was studied computationally. The dependence of the total net cathodic current, I{sub net}, supplied at the repassivation potential E{sub rp} (of the anodic crevice) on relevant physical parameters including water layer thickness (WL), chloride concentration ([Cl{sup -}]) and length of cathode (Lc) were investigated using a three-level, full factorial design. The effects of kinetic parameters including the exchange current density (i{sub o,c}) and Tafel slope ({beta}{sub c}) of oxygen reduction, the anodic passive current density (i{sub p}) (on the cathodic surface), and E{sub rp} were studied as well using three-level full factorial designs of [Cl{sup -}] and Lc with a fixed WL of 25 {micro}m. The study found that all the three parameters WL, [Cl{sup -}] and Lc as well as the interactions of Lc x WL and Lc x [Cl{sup -}] had significant impact on I{sub net}. A five-factor regression equation was obtained which fits the computation results reasonably well, but demonstrated that interactions are more complicated than can be explained with a simple linear model. Significant effects on I{sub net} were found upon varying either i{sub o,c}, {beta}{sub c}, or E{sub rp}, whereas i{sub p} in the studied range was found to have little impact. It was observed that I{sub net} asymptotically approached maximum values (I{sub max}) when Lc increased to critical minimum values. I{sub max} can be used to determine the stability of coupled localized corrosion and the critical Lc provides important information for experimental design and corrosion protection.
Brownian motion of massive black hole binaries and the final parsec problem
Bortolas, E.; Gualandris, A.; Dotti, M.; Spera, M.; Mapelli, M.
2016-09-01
Massive black hole binaries (BHBs) are expected to be one of the most powerful sources of gravitational waves in the frequency range of the pulsar timing array and of forthcoming space-borne detectors. They are believed to form in the final stages of galaxy mergers, and then harden by slingshot ejections of passing stars. However, evolution via the slingshot mechanism may be ineffective if the reservoir of interacting stars is not readily replenished, and the binary shrinking may come to a halt at roughly a parsec separation. Recent simulations suggest that the departure from spherical symmetry, naturally produced in merger remnants, leads to efficient loss cone refilling, preventing the binary from stalling. However, current N-body simulations able to accurately follow the evolution of BHBs are limited to very modest particle numbers. Brownian motion may artificially enhance the loss cone refilling rate in low-N simulations, where the binary encounters a larger population of stars due its random motion. Here we study the significance of Brownian motion of BHBs in merger remnants in the context of the final parsec problem. We simulate mergers with various particle numbers (from 8k to 1M) and with several density profiles. Moreover, we compare simulations where the BHB is fixed at the centre of the merger remnant with simulations where the BHB is free to random walk. We find that Brownian motion does not significantly affect the evolution of BHBs in simulations with particle numbers in excess of one million, and that the hardening measured in merger simulations is due to collisionless loss cone refilling.
Weak convergence of the past and future of Brownian motion given the present
Indian Academy of Sciences (India)
K B Athreya; B Rajeev
2017-02-01
In this paper, we show that for $t > 0$, the joint distribution of the past $\\{W_{t−s} : 0 \\leq s \\leq t\\}$ and the future $\\{W_{t+s} : s \\geq 0\\}$ of a $d$-dimensional standard Brownian motion $(W_s)$, conditioned on $\\{W_t\\in U\\}$, where $U$ is a bounded open set in $\\mathbb{R}^d$, converges weakly in $C[0,\\infty)\\times C[0, \\infty)$ as $t\\rightarrow\\infty$. The limiting distribution is that of a pair of coupled processes $Y + B^1$, $Y + B^2$ where $Y$, $B^1$, $B^2$ are independent, $Y$ is uniformly distributed on $U$ and $B^1$, $B^2$ are standard $d$-dimensional Brownian motions. Let $\\sigma_t$, $d_t$ be respectively, the last entrance time before time $t$ into the set $U$ and the first exit time after $t$ from $U$. When the boundary of $U$ is regular, we use the continuous mapping theorem to show that the limiting distribution as $t\\rightarrow\\infty$ of the four dimensional vector with components $(W_{\\sigma_t}, t − \\sigma_t, W_{d_t}, d_t − t)$, conditioned on $\\{W_t\\in U\\}$, is the same as that of the four dimensional vector whose components are the place and time of first exit from $U$ of the processes $Y + B^1$ and $Y + B^2$ respectively.
[Decentralization of the health sector in Mexico. Scope and limitations of local health systems].
González-Block, M A
1992-01-01
This paper is a product of the reflection on the decentralization and sectorization experiences in Mexico since 1917 with particular emphasis on the 1980s. The historical analysis included the creation of an analytical model designed to identify the relationship between the distinct sanitary policies implemented in Mexico and the tendencies towards decentralization and integration. This analysis is combined with a critical review of the recent decentralization experiences undertaken in the states of Guerrero, Oaxaca and Nuevo León. While comparing Guerrero and Oaxaca, restitution and deconcentration under similar socio-economic conditions were discussed. The comparison between Guerrero and Nuevo Leon allowed the discussion of the benefits and limits of restitution under different socio-economic conditions. In addition, with this model the author discusses a few generalizations regarding the possible future of decentralization.
Editorial: Fonteiras e limites: o global e o local em tensão
Directory of Open Access Journals (Sweden)
Susana de Araujo Gastal
2013-04-01
Full Text Available Apresentar o Turismo como um fenômeno múltiplo e complexo tornou-se quase um lugar comum. Não se imagina que hoje, na Academia, alguém ainda diga o contrário. Entretanto, e decorrência desta primeira assertiva, é possível afirmar que a complexidade do fenômeno se amplia e aprofunda. Pelo menos, é o que podemos ver nesta edição de Rosa dos Ventos, número que inaugura o quinto ano da Revista. Considerando-se o conteúdo da presente edição, a questão que agora pauta parte do pensamento acadêmico inclui os desdobramentos contemporâneos das tensões entre o local e global, talvez em nova clave. Se o mundo da economia globalizada nos defronta com desafios culturais que têm sido tratados no âmbito das teorias sobre a posmodernidade, entre eles, com certeza, está o aprender a conviver com a diferença, que não mais se apresenta como algo distante e desafio apenas para viajantes mais ousados, mas como uma problemática a assoberbar os cotidianos.(....
Institute of Scientific and Technical Information of China (English)
Xu Sheng-Hua; Sun Zhi-Wei; Li Xu; Jin Tong Wang
2012-01-01
Simultaneous orthokinetic and perikinetic coagulations(SOPCs)are studied for small and large Peclet numbers(Pe)using Brownian dynamics simulation.The results demonstrate that the contributions of the Brownian motion and the shear flow to the overall coagulation rate are basically not additive.At the early stages of coagulation with small Peclet numbers,the ratio of overall coagulation rate to the rate of pure perikinetic coagulation is proportional to Pe1/2,while with high Peclet numbers,the ratio of overall coagulation rate to the rate of pure orthokinetic coagulation is proportional to pe-1/2.Moreover,our results show that the aggregation rate generally changes with time for the SOPC,which is different from that for pure preikinetic and pure orthokinetic coagulations.By comparing the SOPC with pure preikinetic and pure orthokinetic coagulations,we show that the redistribution of particles due to Brownian motion can play a very important role in the SOPC.In addition,the effects of redistribution in the directions perpendicular and parallel to the shear flow direction are different.This perspective explains the behavior of coagulation due to the joint effects of the Brownian motion(perikinetic)and the fluid motion(orthokinetic).
Grachev, Andrey A.; Andreas, Edgar L.; Fairall, Christopher W.; Guest, Peter S.; Persson, P. Ola G.
2013-04-01
Measurements of atmospheric turbulence made over the Arctic pack ice during the Surface Heat Budget of the Arctic Ocean experiment (SHEBA) are used to determine the limits of applicability of Monin-Obukhov similarity theory (in the local scaling formulation) in the stable atmospheric boundary layer. Based on the spectral analysis of wind velocity and air temperature fluctuations, it is shown that, when both the gradient Richardson number, Ri, and the flux Richardson number, Rf, exceed a `critical value' of about 0.20-0.25, the inertial subrange associated with the Richardson-Kolmogorov cascade dies out and vertical turbulent fluxes become small. Some small-scale turbulence survives even in this supercritical regime, but this is non-Kolmogorov turbulence, and it decays rapidly with further increasing stability. Similarity theory is based on the turbulent fluxes in the high-frequency part of the spectra that are associated with energy-containing/flux-carrying eddies. Spectral densities in this high-frequency band diminish as the Richardson-Kolmogorov energy cascade weakens; therefore, the applicability of local Monin-Obukhov similarity theory in stable conditions is limited by the inequalities Ri < Ri cr and Rf < Rf cr. However, it is found that Rf cr = 0.20-0.25 is a primary threshold for applicability. Applying this prerequisite shows that the data follow classical Monin-Obukhov local z-less predictions after the irrelevant cases (turbulence without the Richardson-Kolmogorov cascade) have been filtered out.
Du, Zheren; Chen, Lianwei; Kao, Tsung-Sheng; Wu, Mengxue; Hong, Minghui
2015-01-01
For practical application, optical limiting materials must exhibit a fast response and a low threshold in order to be used for the protection of the human eye and electro-optical sensors against intense light. Many nanomaterials have been found to exhibit optical limiting properties. Laser ablation offers the possibility of fabricating nanoparticles from a wide range of target materials. For practical use of these materials, their optical limiting performance, including optical limiting threshold and the ability to efficiently attenuate high intensity light, needs to be improved. In this paper, we fabricate nanoparticles of different metals by laser ablation in liquid. We study the optical nonlinear properties of the laser-generated nanoparticle dispersion. Silica microspheres are used to enhance the optical limiting performance of the nanoparticle dispersion. The change in the optical nonlinear properties of the laser-generated nanoparticle dispersion caused by silica microspheres is studied. It is found that the incident laser beam is locally focused by the microspheres, leading to an increased optical nonlinearity of the nanoparticle dispersion.
Directory of Open Access Journals (Sweden)
Zheren Du
2015-05-01
Full Text Available For practical application, optical limiting materials must exhibit a fast response and a low threshold in order to be used for the protection of the human eye and electro-optical sensors against intense light. Many nanomaterials have been found to exhibit optical limiting properties. Laser ablation offers the possibility of fabricating nanoparticles from a wide range of target materials. For practical use of these materials, their optical limiting performance, including optical limiting threshold and the ability to efficiently attenuate high intensity light, needs to be improved. In this paper, we fabricate nanoparticles of different metals by laser ablation in liquid. We study the optical nonlinear properties of the laser-generated nanoparticle dispersion. Silica microspheres are used to enhance the optical limiting performance of the nanoparticle dispersion. The change in the optical nonlinear properties of the laser-generated nanoparticle dispersion caused by silica microspheres is studied. It is found that the incident laser beam is locally focused by the microspheres, leading to an increased optical nonlinearity of the nanoparticle dispersion.
Yan, Dongmei; Zhang, Yong; Zhu, Shuangli; Chen, Na; Li, Xiaolei; Wang, Dongyan; Ma, Xiaozhen; Zhu, Hui; Tong, Wenbin; Xu, Wenbo
2014-07-01
From August 2011 to February 2012, an outbreak caused by type 2 circulating vaccine-derived poliovirus (cVDPV) occurred in Aba County, Sichuan, China. During the outbreak, four type 2 VDPVs (≥0.6% nucleotide divergence in the VP1 region relative to the Sabin 2 strain) were isolated from 3 patients with acute flaccid paralysis (AFP) and one close contact. In addition, a type 2 pre-VDPV (0.3% to 0.5% divergence from Sabin 2) that was genetically related to these type 2 VDPVs was isolated from another AFP patient. These 4 patients were all unimmunized children 0.7 to 1.1 years old. Nucleotide sequencing revealed that the 4 VDPV isolates differed from Sabin 2 by 0.7% to 1.2% in nucleotides in the VP1 region and shared 5 nucleotide substitutions with the pre-VDPV. All 5 isolates were closely related, and all were S2/S3/S2/S3 recombinants sharing common recombination crossover sites. Although the two major determinants of attenuation and temperature sensitivity phenotype of Sabin 2 (A481 in the 5' untranslated region and Ile143 in the VP1 protein) had reverted in all 5 isolates, one VDPV (strain CHN16017) still retained the temperature sensitivity phenotype. Phylogenetic analysis of the third coding position of the complete P1 coding region suggested that the cVDPVs circulated locally for about 7 months following the initiating oral poliovirus vaccine (OPV) dose. Our findings reinforce the point that cVDPVs can emerge and spread in isolated communities with immunity gaps and highlight the emergence risks of type 2 cVDPVs accompanying the trivalent OPV used. To solve this issue, it is recommended that type 2 OPV be removed from the trivalent OPV or that inactivated polio vaccine (IPV) be used instead.
Chavanis, Pierre-Henri; Sire, Clément
2006-06-01
We propose a general kinetic and hydrodynamic description of self-gravitating Brownian particles in d dimensions. We go beyond the usual approximations by considering inertial effects and finite-N effects while previous works use a mean-field approximation valid in a proper thermodynamic limit (N --> +infinity) and consider an overdamped regime (xi --> +infinity). We recover known models in some particular cases of our general description. We derive the expression of the virial theorem for self-gravitating Brownian particles and study the linear dynamical stability of isolated clusters of particles and uniform systems by using techniques introduced in astrophysics. We investigate the influence of the equation of state, of the dimension of space, and of the friction coefficient on the dynamical stability of the system. We obtain the exact expression of the critical temperature Tc for a multicomponents self-gravitating Brownian gas in d = 2. We also consider the limit of weak frictions, xi --> 0, and derive the orbit-averaged Kramers equation.
Lock-and-key dimerization in dense Brownian systems of hard annular sector particles
Hodson, Wade D.; Mason, Thomas G.
2016-08-01
We develop a translational-rotational cage model that describes the behavior of dense two-dimensional (2D) Brownian systems of hard annular sector particles (ASPs), resembling C shapes. At high particle densities, pairs of ASPs can form mutually interdigitating lock-and-key dimers. This cage model considers either one or two mobile central ASPs which can translate and rotate within a static cage of surrounding ASPs that mimics the system's average local structure and density. By comparing with recent measurements made on dispersions of microscale lithographic ASPs [P. Y. Wang and T. G. Mason, J. Am. Chem. Soc. 137, 15308 (2015), 10.1021/jacs.5b10549], we show that mobile two-particle predictions of the probability of dimerization Pdimer, equilibrium constant K , and 2D osmotic pressure Π2 D as a function of the particle area fraction ϕA correspond closely to these experiments. By contrast, predictions based on only a single mobile particle do not agree well with either the two-particle predictions or the experimental data. Thus, we show that collective entropy can play an essential role in the behavior of dense Brownian systems composed of nontrivial hard shapes, such as ASPs.
Lock-and-key dimerization in dense Brownian systems of hard annular sector particles.
Hodson, Wade D; Mason, Thomas G
2016-08-01
We develop a translational-rotational cage model that describes the behavior of dense two-dimensional (2D) Brownian systems of hard annular sector particles (ASPs), resembling C shapes. At high particle densities, pairs of ASPs can form mutually interdigitating lock-and-key dimers. This cage model considers either one or two mobile central ASPs which can translate and rotate within a static cage of surrounding ASPs that mimics the system's average local structure and density. By comparing with recent measurements made on dispersions of microscale lithographic ASPs [P. Y. Wang and T. G. Mason, J. Am. Chem. Soc. 137, 15308 (2015)JACSAT0002-786310.1021/jacs.5b10549], we show that mobile two-particle predictions of the probability of dimerization P_{dimer}, equilibrium constant K, and 2D osmotic pressure Π_{2D} as a function of the particle area fraction ϕ_{A} correspond closely to these experiments. By contrast, predictions based on only a single mobile particle do not agree well with either the two-particle predictions or the experimental data. Thus, we show that collective entropy can play an essential role in the behavior of dense Brownian systems composed of nontrivial hard shapes, such as ASPs.
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
Mezzasalma, Stefano A
2007-03-15
The theoretical basis of a recent theory of Brownian relativity for polymer solutions is deepened and reexamined. After the problem of relative diffusion in polymer solutions is addressed, its two postulates are formulated in all generality. The former builds a statistical equivalence between (uncorrelated) timelike and shapelike reference frames, that is, among dynamical trajectories of liquid molecules and static configurations of polymer chains. The latter defines the "diffusive horizon" as the invariant quantity to work with in the special version of the theory. Particularly, the concept of universality in polymer physics corresponds in Brownian relativity to that of covariance in the Einstein formulation. Here, a "universal" law consists of a privileged observation, performed from the laboratory rest frame and agreeing with any diffusive reference system. From the joint lack of covariance and simultaneity implied by the Brownian Lorentz-Poincaré transforms, a relative uncertainty arises, in a certain analogy with quantum mechanics. It is driven by the difference between local diffusion coefficients in the liquid solution. The same transformation class can be used to infer Fick's second law of diffusion, playing here the role of a gauge invariance preserving covariance of the spacetime increments. An overall, noteworthy conclusion emerging from this view concerns the statistics of (i) static macromolecular configurations and (ii) the motion of liquid molecules, which would be much more related than expected.
The effect of temperature dependence of viscosity on a Brownian heat engine
Taye, Mesfin Asfaw; Duki, Solomon Fekade
2015-12-01
We modeled a Brownian heat engine as a Brownian particle that hops in a periodic ratchet potential where the ratchet potential is coupled with a spatially varying temperature. The strength for the viscous friction γ( x) is considered to decrease exponentially when the temperature T( x) of the medium increases ( γ( x) = B e - AT( x)) as proposed originally by Reynolds [O. Reynolds, Phil. Trans. R. Soc. London 177, 157 (1886)]. Our result depicts that the velocity of the motor is considerably higher when the viscous friction is temperature dependent than that of the case where the viscous friction is temperature independent. The dependence of the efficiency η as well as the coefficient of performance of the refrigerator P ref on model parameters is also explored. If the motor designed to achieve a high velocity against a frictional drag, in the absence of external load f, we show that Carnot efficiency or Carnot refrigerator is unattainable even at quasistatic limit as long as the viscous friction is temperature dependent A ≠ 0. On the contrary, in the limit A → 0 or in general in the presence of an external load (for any A) f ≠ 0, at quasistatic limit, Carnot efficiency or Carnot refrigerator is attainable as long as the heat exchange via kinetic energy is omitted. For all cases, far from quasistatic limit, the efficiency and the coefficient of performance of the refrigerator are higher for constant γ case than the case where γ is temperature dependent. On the other hand, if one includes the heat exchange at the boundary of the heat baths, Carnot efficiency or Carnot refrigerator is unattainable even at quasistatic limit. Moreover, the dependence for the optimized and maximum power efficiencies on the determinant model parameters is explored.
Energy Technology Data Exchange (ETDEWEB)
Sano, Nobuyuki, E-mail: sano@esys.tsukuba.ac.jp [Institute of Applied Physics, University of Tsukuba, 1-1-1 Tennodai, Tsukuba, Ibaraki 305-8573 (Japan)
2015-12-28
The impurity-limited resistance and the effect of the phase interference among localized multiple impurities in the quasi-one dimensional (quasi-1D) nanowire structures are systematically investigated under the framework of the scattering theory. We derive theoretical expressions of the impurity-limited resistance in the nanowire under the linear response regime from the Landauer formula and from the Boltzmann transport equation (BTE) with the relaxation time approximation. We show that the formula from the BTE exactly coincides with that from the Landauer approach with the weak-scattering limit when the energy spectrum of the in-coming electrons from the reservoirs is narrow and, thus, point out a possibility that the distinction of the impurity-limited resistances derived from the Landauer formula and that of the BTE could be made clear. The derived formulas are applied to the quasi-1D nanowires doped with multiple localized impurities with short-range scattering potential and the validity of various approximations on the resistance are discussed. It is shown that impurity scattering becomes so strong under the nanowire structures that the weak-scattering limit breaks down in most cases. Thus, both phase interference and phase randomization simultaneously play a crucial role in determining the impurity-limited resistance even under the fully coherent framework. When the impurity separation along the wire axis direction is small, the constructive phase interference dominates and the resistance is much greater than the average resistance. As the separation becomes larger, however, it approaches the series resistance of the single-impurity resistance due to the phase randomization. Furthermore, under the uniform configuration of impurities, the space-average resistance of multiple impurities at room temperature is very close to the series resistance of the single-impurity resistance, and thus, each impurity could be regarded as an independent scattering center. The
Initiation of Combustion of a Gel-Like Condensed Substance by a Local Source of Limited Power
Glushkov, D. O.; Kuznetsov, G. V.; Strizhak, P. A.
2017-01-01
A physical and a mathematical model of the gas-phase ignition of a gel-like condensed substance, containing a combustible (hydrazine) and an oxidizer (liquefied oxygen) in its composition, at a cryogenic initial temperature have been developed. A numerical investigation of the integral characteristics of the interrelated physicochemical processes occurring in the initiation of combustion of such a substance by a typical energy source of limited heat content (an individual small-size particle heated to a high temperature) has been perfumed. The dependence of the delay time of ignition of the indicated substance on the heat content of a local heat source was determined. The minimum values of the main parameters of hot particles (their temperature and sizes), at which the ignition conditions are fulfilled, were estimated. It is shown that the delay time of ignition of a gel-like condensed substance depends mainly on the initial temperature of an energy source. The characteristic features of the conditions and regimes of initiation of combustion of condensed substances found in different aggregate states (solid, liquid, gel-like) under conditions of their local heating by a heat source of limiting power were analyzed.
Multiscale Reaction-Diffusion Algorithms: PDE-Assisted Brownian Dynamics
Franz, Benjamin
2013-06-19
Two algorithms that combine Brownian dynami cs (BD) simulations with mean-field partial differential equations (PDEs) are presented. This PDE-assisted Brownian dynamics (PBD) methodology provides exact particle tracking data in parts of the domain, whilst making use of a mean-field reaction-diffusion PDE description elsewhere. The first PBD algorithm couples BD simulations with PDEs by randomly creating new particles close to the interface, which partitions the domain, and by reincorporating particles into the continuum PDE-description when they cross the interface. The second PBD algorithm introduces an overlap region, where both descriptions exist in parallel. It is shown that the overlap region is required to accurately compute variances using PBD simulations. Advantages of both PBD approaches are discussed and illustrative numerical examples are presented. © 2013 Society for Industrial and Applied Mathematics.
Quantum mechanics and the square root of the Brownian motion
Frasca, Marco
2014-01-01
Using the Euler--Maruyama technique, we show that a class of Wiener processes exists that are obtained by computing an arbitrary positive power of them. This can be accomplished with a proper set of definitions that makes meaningful the realization at discrete times of these processes and make them computable. Then, we are able to show that quantum mechanics is not directly a stochastic process characterizing Brownian motion but rather its square root. Schr\\"odinger equation is immediately derived without further assumptions as the Fokker--Planck equation for this process. This generalizes without difficulty to a Clifford algebra that makes immediate the introduction of spin and a generalization to the Dirac equation. A relevant conclusion is that the introduction of spin is essential to recover the Brownian motion from its square root.
Brownian transport controlled by dichotomic and thermal fluctuations
Kula, J.; Kostur, M.; Łuczka, J.
1998-09-01
We study transport of Brownian particles in spatially periodic structures, driven by both thermal equilibrium fluctuations and dichotomic noise of zero mean values. Introducing specific scaling, we show that the dimensionless Newton-Langevin type equation governing the motion of Brownian particles is very well approximated by the overdamped dynamics; inertial effects can be neglected because for generic systems dimensionless mass is many orders less than a dimensionless friction coefficient. An exact probability current, proportional to the mean drift velocity of particles, is obtained for a piecewise linear spatially periodic potential. We analyze in detail properties of the macroscopic averaged motion of particles. In dependence on statistics of both sources of fluctuations, the directed transport of particles exhibits such distinctive non-monotonic behavior as: bell-shaped dependence (there exists optimal statistics of fluctuations maximizing velocity) and reversal in the direction of macroscopic motion (there exists critical statistics at which the drift velocity is zero).
Pressure and phase equilibria in interacting active brownian spheres.
Solon, Alexandre P; Stenhammar, Joakim; Wittkowski, Raphael; Kardar, Mehran; Kafri, Yariv; Cates, Michael E; Tailleur, Julien
2015-05-15
We derive a microscopic expression for the mechanical pressure P in a system of spherical active Brownian particles at density ρ. Our exact result relates P, defined as the force per unit area on a bounding wall, to bulk correlation functions evaluated far away from the wall. It shows that (i) P(ρ) is a state function, independent of the particle-wall interaction; (ii) interactions contribute two terms to P, one encoding the slow-down that drives motility-induced phase separation, and the other a direct contribution well known for passive systems; and (iii) P is equal in coexisting phases. We discuss the consequences of these results for the motility-induced phase separation of active Brownian particles and show that the densities at coexistence do not satisfy a Maxwell construction on P.
Fast simulation of Brownian dynamics in a crowded environment
Smith, Stephen
2016-01-01
Brownian dynamics simulations are an increasingly popular tool for understanding spatially-distributed biochemical reaction systems. Recent improvements in our understanding of the cellular environment show that volume exclusion effects are fundamental to reaction networks inside cells. These systems are frequently studied by incorporating inert hard spheres (crowders) into three-dimensional Brownian dynamics simulations, however these methods are extremely slow owing to the sheer number of possible collisions between particles. Here we propose a rigorous "crowder-free" method to dramatically increase simulation speed for crowded biochemical reaction systems by eliminating the need to explicitly simulate the crowders. We consider both the case where the reactive particles are point particles, and where they themselves occupy a volume. We use simulations of simple chemical reaction networks to confirm that our simplification is just as accurate as the original algorithm, and that it corresponds to a large spee...
On a nonstandard Brownian motion and its maximal function
Andrade, Bernardo B. de
2015-07-01
This article uses Radically Elementary Probability Theory (REPT) to prove results about the Wiener walk (the radically elementary Brownian motion) without the technical apparatus required by stochastic integration. The techniques used replace measure-theoretic tools by discrete probability and the rigorous use of infinitesimals. Specifically, REPT is applied to the results in Palacios (The American Statistician, 2008) to calculate certain expectations related to the Wiener walk and its maximal function. Because Palacios uses mostly combinatorics and no measure theory his results carry over through REPT with minimal changes. The paper also presents a construction of the Wiener walk which is intended to mimic the construction of Brownian motion from "continuous" white noise. A brief review of the nonstandard model on which REPT is based is given in the Appendix in order to minimize the need for previous exposure to the subject.
Multiscale reaction-diffusion algorithms: PDE-assisted Brownian dynamics
Franz, Benjamin; Chapman, S Jonathan; Erban, Radek
2012-01-01
Two algorithms that combine Brownian dynamics (BD) simulations with mean-field partial differential equations (PDEs) are presented. This PDE-assisted Brownian dynamics (PBD) methodology provides exact particle tracking data in parts of the domain, whilst making use of a mean-field reaction-diffusion PDE description elsewhere. The first PBD algorithm couples BD simulations with PDEs by randomly creating new particles close to the interface which partitions the domain and by reincorporating particles into the continuum PDE-description when they cross the interface. The second PBD algorithm introduces an overlap region, where both descriptions exist in parallel. It is shown that to accurately compute variances using the PBD simulation requires the overlap region. Advantages of both PBD approaches are discussed and illustrative numerical examples are presented.
CNT based thermal Brownian motor to pump water in nanodevices
DEFF Research Database (Denmark)
Oyarzua, Elton; Zambrano, Harvey; Walther, Jens Honore
2016-01-01
Brownian molecular motors are nanoscale machines that exploit thermal fluctuations for directional motion by employing mechanisms such as the Feynman-Smoluchowski ratchet. In this study, using Non Equilibrium Molecular Dynamics, we propose a novel thermal Brownian motor for pumping water through...... Carbon Nanotubes (CNTs). To achieve this we impose a thermal gradient along the axis of a CNT filled with water and impose, in addition, a spatial asymmetry by flxing specific zones on the CNT in order to modify the vibrational modes of the CNT. We find that the temperature gradient and imposed spatial...... asymmetry drive the water ow in a preferential direction. We systematically modified the magnitude of the applied thermal gradient and the axial position of the fixed points. The analysis involves measurement of the vibrational modes in the CNTs using a Fast Fourier Transform (FFT) algorithm. We observed...
Non-Markovian Brownian motion in a magnetic field and time-dependent force fields
Hidalgo-Gonzalez, J. C.; Jiménez-Aquino, J. I.; Romero-Bastida, M.
2016-11-01
This work focuses on the derivation of the velocity and phase-space generalized Fokker-Planck equations for a Brownian charged particle embedded in a memory thermal bath and under the action of force fields: a constant magnetic field and arbitrary time-dependent force fields. To achieve the aforementioned goal we use a Gaussian but non-Markovian generalized Langevin equation with an arbitrary friction memory kernel. In a similar way, the generalized diffusion equation in the zero inertia limit is also derived. Additionally we show, in the absence of the time-dependent external forces, that, if the fluctuation-dissipation relation of the second kind is valid, then the generalized Langevin dynamics associated with the charged particle reaches a stationary state in the large-time limit. The consistency of our theoretical results is also verified when they are compared with those derived in the absence of the force fields and in the Markovian case.
Inference on the hurst parameter and the variance of diffusions driven by fractional Brownian motion
Berzin, Corinne; León, José R
2014-01-01
This book is devoted to a number of stochastic models that display scale invariance. It primarily focuses on three issues: probabilistic properties, statistical estimation and simulation of the processes considered. It will be of interest to probability specialists, who will find here an uncomplicated presentation of statistics tools, and to those statisticians who wants to tackle the most recent theories in probability in order to develop Central Limit Theorems in this context; both groups will also benefit from the section on simulation. Algorithms are described in great detail, with a focus on procedures that is not usually found in mathematical treatises. The models studied are fractional Brownian motions and processes that derive from them through stochastic differential equations. Concerning the proofs of the limit theorems, the “Fourth Moment Theorem” is systematically used, as it produces rapid and helpful proofs that can serve as models for the future. Readers will also find elegant and new proof...
Quantum and classical correlations in quantum Brownian motion
Eisert, J; Plenio, M. B.
2001-01-01
We investigate the entanglement properties of the joint state of a distinguished quantum system and its environment in the quantum Brownian motion model. This model is a frequent starting point for investigations of environment-induced superselection. Using recent methods from quantum information theory, we show that there exists a large class of initial states for which no entanglement will be created at all times between the system of salient interest and the environment. If the distinguish...
Analytical studies of Spectrum Broadcast Structures in Quantum Brownian Motion
2016-01-01
Spectrum Broadcast Structures are a new and fresh concept in the quantum-to-classical transition, introduced recently in the context of decoherence and the appearance of objective features in quantum mechanics. These are specific quantum state structures, responsible for an apparent objectivity of a decohered state of a system. Recently they have been shown to appear in the well known Quantum Brownian Motion model, however the final analysis relied on numerics. Here, after a presentation of t...
On the Generalized Brownian Motion and its Applications in Finance
DEFF Research Database (Denmark)
Høg, Esben; Frederiksen, Per; Schiemert, Daniel
of the state variables instead of standard Brownian motions. This is a new direction in pricing non defaultable bonds. By extending the theory developed by Dippon & Schiemert (2006a), the paper developes a bond market with memory, and proves the absence of arbitrage. The framework is readily extendable...... to other markets or multi factors. As a complement the paper shows an example of how to derive the implied bond pricing parameters using the ordinary Kalman filter....
The frustrated Brownian motion of nonlocal solitary waves
Folli, Viola
2010-01-01
We investigate the evolution of solitary waves in a nonlocal medium in the presence of disorder. By using a perturbational approach, we show that an increasing degree of nonlocality may largely hamper the Brownian motion of self-trapped wave-packets. The result is valid for any kind of nonlocality and in the presence of non-paraxial effects. Analytical predictions are compared with numerical simulations based on stochastic partial differential equation
On the Spectral Gap of Brownian Motion with Jump Boundary
Kolb, Martin
2011-01-01
In this paper we consider the Brownian motion with jump boundary and present a new proof of a recent result of Li, Leung and Rakesh concerning the exact convergence rate in the one-dimensional case. Our methods are different and mainly probabilistic relying on coupling methods adapted to the special situation under investigation. Moreover, we answer a question raised by Ben-Ari and Pinsky concerning the dependence of the spectral gap on the jump distribution in a multi-dimensional setting.
Coupling of Brownian motions and Perelman's L-functional
Kuwada, Kazumasa
2010-01-01
We show that on a manifold whose Riemannian metric evolves under backwards Ricci flow two Brownian motions can be coupled in such a way that the expectation of their normalized L-distance is non-increasing. As an immediate corollary we obtain a new proof of a recent result of Topping (J. reine angew. Math. 636 (2009), 93-122), namely that the normalized L-transportation cost between two solutions of the heat equation is non-increasing as well.
Continuous state branching processes in random environment: The Brownian case
Palau, Sandra; Pardo, Juan Carlos
2015-01-01
We consider continuous state branching processes that are perturbed by a Brownian motion. These processes are constructed as the unique strong solution of a stochastic differential equation. The long-term extinction and explosion behaviours are studied. In the stable case, the extinction and explosion probabilities are given explicitly. We find three regimes for the asymptotic behaviour of the explosion probability and, as in the case of branching processes in random environment, we find five...
Analysis of a Brownian heat engine with ecological criteria
Açıkkalp, Emin
2016-12-01
The purpose of this study is to investigate the Brownian heat engine with thermo-ecological function ( ECF) and ecological coefficient of performance ( ECOP). Potential and kinetic heat flows are taken into account. Different parameters are considered in the analyses. Beside the thermo-ecological function and ecological coefficient of performance, the basic thermodynamics parameters involving power output and efficiency are investigated. Results are presented numerically and the optimum points of the system are determined.
Non-conservative optical forces and Brownian vortexes
Sun, Bo
Optical manipulation using optical tweezers has been widely adopted in physics, chemical engineering and biology. While most applications and fundamental studies of optical trapping have focused on optical forces resulting from intensity gradients, we have also explored the role of radiation pressure, which is directed by phase gradients in beams of light. Interestingly, radiation pressure turns out to be a non-conservative force and drives trapped objects out of thermodynamic equilibrium with their surrounding media. We have demonstrated the resulting nonequilibrium effects experimentally by tracking the thermally driven motions of optically trapped colloidal spheres using holographic video microscopy. Rather than undergoing equilibrium thermal fluctuations, as has been assumed for more than a quarter century, a sphere in an optical tweezer enters into a stochastic steady-state characterized by closed loops in its probability current density. These toroidal vortexes constitute a bias in the particle's otherwise random thermal fluctuations arising at least indirectly from a solenoidal component in the optical force. This surprising effect is a particular manifestation of a more general class of noise-driven machines that we call Brownian vortexes. This previously unrecognized class of stochastic heat engines operates on qualitatively different principles from such extensively studied nonequilibrium systems as thermal ratchets and Brownian motors. Among its interesting properties, a Brownian vortex can reverse its direction with changes in temperature or equivalent control parameters.
Brownian dynamics without Green's functions
Energy Technology Data Exchange (ETDEWEB)
Delong, Steven; Donev, Aleksandar, E-mail: donev@courant.nyu.edu [Courant Institute of Mathematical Sciences, New York University, New York, New York 10012 (United States); Usabiaga, Florencio Balboa; Delgado-Buscalioni, Rafael [Departamento de Física Teórica de la Materia Condensada and Condensed Matter Physics Center (IFIMAC), Univeridad Autónoma de Madrid, Madrid 28049 (Spain); Griffith, Boyce E. [Courant Institute of Mathematical Sciences, New York University, New York, New York 10012 (United States); Leon H. Charney Division of Cardiology, Department of Medicine, New York University School of Medicine, New York, New York 10016 (United States)
2014-04-07
We develop a Fluctuating Immersed Boundary (FIB) method for performing Brownian dynamics simulations of confined particle suspensions. Unlike traditional methods which employ analytical Green's functions for Stokes flow in the confined geometry, the FIB method uses a fluctuating finite-volume Stokes solver to generate the action of the response functions “on the fly.” Importantly, we demonstrate that both the deterministic terms necessary to capture the hydrodynamic interactions among the suspended particles, as well as the stochastic terms necessary to generate the hydrodynamically correlated Brownian motion, can be generated by solving the steady Stokes equations numerically only once per time step. This is accomplished by including a stochastic contribution to the stress tensor in the fluid equations consistent with fluctuating hydrodynamics. We develop novel temporal integrators that account for the multiplicative nature of the noise in the equations of Brownian dynamics and the strong dependence of the mobility on the configuration for confined systems. Notably, we propose a random finite difference approach to approximating the stochastic drift proportional to the divergence of the configuration-dependent mobility matrix. Through comparisons with analytical and existing computational results, we numerically demonstrate the ability of the FIB method to accurately capture both the static (equilibrium) and dynamic properties of interacting particles in flow.
Semicircular Canals Circumvent Brownian Motion Overload of Mechanoreceptor Hair Cells.
Directory of Open Access Journals (Sweden)
Mees Muller
Full Text Available Vertebrate semicircular canals (SCC first appeared in the vertebrates (i.e. ancestral fish over 600 million years ago. In SCC the principal mechanoreceptors are hair cells, which as compared to cochlear hair cells are distinctly longer (70 vs. 7 μm, 10 times more compliant to bending (44 vs. 500 nN/m, and have a 100-fold higher tip displacement threshold (< 10 μm vs. <400 nm. We have developed biomechanical models of vertebrate hair cells where the bundle is approximated as a stiff, cylindrical elastic rod subject to friction and thermal agitation. Our models suggest that the above differences aid SCC hair cells in circumventing the masking effects of Brownian motion noise of about 70 nm, and thereby permit transduction of very low frequency (<10 Hz signals. We observe that very low frequency mechanoreception requires increased stimulus amplitude, and argue that this is adaptive to circumvent Brownian motion overload at the hair bundles. We suggest that the selective advantage of detecting such low frequency stimuli may have favoured the evolution of large guiding structures such as semicircular canals and otoliths to overcome Brownian Motion noise at the level of the mechanoreceptors of the SCC.
A discrete impulsive model for random heating and Brownian motion
Ramshaw, John D.
2010-01-01
The energy of a mechanical system subjected to a random force with zero mean increases irreversibly and diverges with time in the absence of friction or dissipation. This random heating effect is usually encountered in phenomenological theories formulated in terms of stochastic differential equations, the epitome of which is the Langevin equation of Brownian motion. We discuss a simple discrete impulsive model that captures the essence of random heating and Brownian motion. The model may be regarded as a discrete analog of the Langevin equation, although it is developed ab initio. Its analysis requires only simple algebraic manipulations and elementary averaging concepts, but no stochastic differential equations (or even calculus). The irreversibility in the model is shown to be a consequence of a natural causal stochastic condition that is closely analogous to Boltzmann's molecular chaos hypothesis in the kinetic theory of gases. The model provides a simple introduction to several ostensibly more advanced topics, including random heating, molecular chaos, irreversibility, Brownian motion, the Langevin equation, and fluctuation-dissipation theorems.
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...
Transport coefficients for a confined Brownian ratchet operating between two heat reservoirs
Ryabov, A.; Holubec, V.; Yaghoubi, M. H.; Varga, M.; Foulaadvand, M. E.; Chvosta, P.
2016-09-01
We discuss two-dimensional diffusion of a Brownian particle confined to a periodic asymmetric channel with soft walls modeled by a parabolic potential. In the channel, the particle experiences different thermal noise intensities, or temperatures, in the transversal and longitudinal directions. The model is inspired by the famous Feynman’s ratchet and pawl. Although the standard Fick-Jacobs approximation predicts correctly the effective diffusion coefficient, it fails to capture the ratchet effect. Deriving a correction, which breaks the local detailed balance with the transversal noise source, we obtain a correct mean velocity of the particle and a stationary probability density in the potential unit cell. The derived results are exact for small channel width. Yet, we check by exact numerical calculation that they qualitatively describe the ratchet effect observed for an arbitrary width of the channel.
Grachev, Andrey A; Fairall, Christopher W; Guest, Peter S; Persson, P Ola G
2012-01-01
Measurements of atmospheric turbulence made over the Arctic pack ice during the Surface Heat Budget of the Arctic Ocean experiment (SHEBA) are used to determine the limits of applicability of Monin-Obukhov similarity theory (in the local scaling formulation) in the stable atmospheric boundary layer. Based on spectral analysis of wind velocity and air temperature fluctuations, it is shown that when both gradient Richardson number, Ri, and flux Richardson number, Rf, exceed a 'critical value' about 0.20-0.25, the inertial subrange associated with the Kolmogorov cascade dies out and vertical turbulent fluxes become small. Some small-scale turbulence survives even in the supercritical regime, but this is non-Kolmogorov turbulence and it decays rapidly with further increasing stability. Similarity theory is based on the turbulent fluxes in the high-frequency part of the spectra that are associated with energy-containing/flux-carrying eddies. Spectral densities in this high-frequency band diminish as the Kolmogorov...
Sloan, J. V.; Hotz, M.; Boutan, C.; Bradley, R.; Carosi, G.; Carter, D.; Clarke, J.; Crisosto, N.; Daw, E. J.; Gleason, J.; Hoskins, J.; Khatiwada, R.; Lyapustin, D.; Malagon, A.; O'Kelley, S.; Ottens, R. S.; Rosenberg, L. J.; Rybka, G.; Stern, I.; Sullivan, N. S.; Tanner, D. B.; van Bibber, K.; Wagner, A.; Will, D.
2016-12-01
The μeV-scale axion is a compelling cold dark matter candidate. The Axion Dark Matter eXperiment (ADMX) searches for axions by stimulating the decay of galactic dark matter halo axions into detectable microwave photons by their conversion in a resonant cavity permeated by a strong, static magnetic field. The signal depends on properties of the Milky Way's dark matter halo; the choice of halo model has significant implications for the sensitivity of direct detection searches, e.g., ADMX. This paper explores the sensitivity of the data taken by ADMX from 2008 to 2010 to various dark matter halo models. New models for the phase-space distribution of local axions are considered; the analysis demonstrates that certain assumptions about the dark matter halo improve limits on axion-photon coupling. In addition, new ADMX data covering 860-892 MHz are included in the analysis.
Hausdorff measures of the image, graph and level set of bifractional Brownian motion
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
Let BH,K = {BH,K(t), t ∈ R+} be a bifractional Brownian motion in Rd. This process is a selfsimilar Gaussian process depending on two parameters H and K and it constitutes a natural generalization of fractional Brownian motion (which is obtained for K = 1). The exact Hausdorff measures of the image, graph and the level set of BH,K are investigated. The results extend the corresponding results proved by Talagrand and Xiao for fractional Brownian motion.
When fractional Brownian motion does not behave as a continuous function with bounded variation?
Azmoodeh, Ehsan; Valkeila, Esko
2010-01-01
If we compose a smooth function g with fractional Brownian motion B with Hurst index H > 1/2, then the resulting change of variables formula [or It/^o- formula] has the same form as if fractional Brownian motion would be a continuous function with bounded variation. In this note we prove a new integral representation formula for the running maximum of a continuous function with bounded variation. Moreover we show that the analogue to fractional Brownian motion fails.
Convergence in Law to Operator Fractional Brownian Motion of Riemann-Liouville Type
Institute of Scientific and Technical Information of China (English)
Hong Shuai DAI
2013-01-01
In this paper,we extend the well-studied fractional Brownian motion of Riemann-Liouville type to the multivariate case,and the corresponding processes are called operator fractional Brownian motions of Riemann-Liouville type.We also provide two results on approximation to operator fractional Brownian motions of Riemann-Liouville type.The first approximation is based on a Poisson process,and the second one is based on a sequence of I.I.D.random variables.
Karhunen-Loève Expansion for the Second Order Detrended Brownian Motion
Directory of Open Access Journals (Sweden)
Yongchun Zhou
2014-01-01
Full Text Available Based on the norm in the Hilbert Space L2[0,1], the second order detrended Brownian motion is defined as the orthogonal component of projection of the standard Brownian motion into the space spanned by nonlinear function subspace. Karhunen-Loève expansion for this process is obtained together with the relationship of that of a generalized Brownian bridge. As applications, Laplace transform, large deviation, and small deviation are given.
A Brownian Model for Crystal Nucleation
Durán-Olivencia, Miguel A
2013-01-01
In this work a phenomenological Stochastic Differential Equation (SDE) is proposed for modelling the time-evolution of the radius of a pre-critical molecular cluster during nucleation (the classical order parameter). Such a SDE constitutes the basis for the calculation of the (nucleation) induction time under the Kramers' theory of thermally activated escape processes. Considering the nucleation stage as a Poisson's rare-event, analytical expressions for the induction time statistics are deduced for both steady and unsteady conditions, the latter assuming the semiadiabatic limit. These expressions can be used to identify the underlying mechanism of molecular cluster formation (distinguishing between homogeneous or heterogeneous nucleation from the nucleation statistics is possible) as well as to predict induction times and induction time distributions. The predictions of this model are in good agreement with experimentally measured induction times at constant temperature but agreement is not so good for induc...
Energy Technology Data Exchange (ETDEWEB)
Patsha, Avinash, E-mail: avinash.phy@gmail.com, E-mail: dhara@igcar.gov.in; Dhara, Sandip; Tyagi, A. K. [Surface and Nanoscience Division, Indira Gandhi Centre for Atomic Research, Kalpakkam 603102 (India)
2015-09-21
The localized effect of impurities in single GaN nanowires in the sub-diffraction limit is reported using the study of lattice vibrational modes in the evanescent field of Au nanoparticle assisted tip enhanced Raman spectroscopy (TERS). GaN nanowires with the O impurity and the Mg dopants were grown by the chemical vapor deposition technique in the catalyst assisted vapor-liquid-solid process. Symmetry allowed Raman modes of wurtzite GaN are observed for undoped and doped nanowires. Unusually very strong intensity of the non-zone center zone boundary mode is observed for the TERS studies of both the undoped and the Mg doped GaN single nanowires. Surface optical mode of A{sub 1} symmetry is also observed for both the undoped and the Mg doped GaN samples. A strong coupling of longitudinal optical (LO) phonons with free electrons, however, is reported only in the O rich single nanowires with the asymmetric A{sub 1}(LO) mode. Study of the local vibration mode shows the presence of Mg as dopant in the single GaN nanowires.
Directory of Open Access Journals (Sweden)
Bogdan Suditu
2014-02-01
Full Text Available In the context of the changes that have occurred in the Romanian society, the public authorities are required to play a coordinating role in providing the framework for a sustainable and balanced development of the national territory, and to ensure the quality of life of the citizens. In order to achieve these goals of social responsibility, the public administration authorities must build and adapt the tools of public territorial action based on their specificity and within the existing legal framework and resources,. Thus, the study shows the national and European context that frames the actions of public administration for what concerns the sustainable territorial development. It analyzes the characteristics of administrative-territorial structures of Romania, highlighting their socio-demographic diversity and the territorial forms of institutional cooperation. The approach of these issues is based in the first instance on an analysis of the European strategic documents in the field, as well as on the national regulations concerning the organization and functioning of public administration and territorial planning. The implementation of decentralization and local public autonomy has led to the capitalization of the local potential of some administrative divisions and caused a competition and a difficult cooperation between them. By analogy with the provisions of the quality standards regarding the responsibilities of the organizations towards customers, the study illustrates and analyzes the responsibilities and limits of public administration authorities in promoting sustainable development, territorial equity and the quality of life for the users of public services, i.e. the community members.
Directory of Open Access Journals (Sweden)
Gordon Wang
Full Text Available Photon diffraction limits the resolution of conventional light microscopy at the lateral focal plane to 0.61λ/NA (λ = wavelength of light, NA = numerical aperture of the objective and at the axial plane to 1.4nλ/NA(2 (n = refractive index of the imaging medium, 1.51 for oil immersion, which with visible wavelengths and a 1.4NA oil immersion objective is -220 nm and -600 nm in the lateral plane and axial plane respectively. This volumetric resolution is too large for the proper localization of protein clustering in subcellular structures. Here we combine the newly developed proteomic imaging technique, Array Tomography (AT, with its native 50-100 nm axial resolution achieved by physical sectioning of resin embedded tissue, and a 2D maximum likelihood deconvolution method, based on Bayes' rule, which significantly improves the resolution of protein puncta in the lateral plane to allow accurate and fast computational segmentation and analysis of labeled proteins. The physical sectioning of AT allows tissue specimens to be imaged at the physical optimum of modern high NA plan-apochormatic objectives. This translates to images that have little out of focus light, minimal aberrations and wave-front distortions. Thus, AT is able to provide images with truly invariant point spread functions (PSF, a property critical for accurate deconvolution. We show that AT with deconvolution increases the volumetric analytical fidelity of protein localization by significantly improving the modulation of high spatial frequencies up to and potentially beyond the spatial frequency cut-off of the objective. Moreover, we are able to achieve this improvement with no noticeable introduction of noise or artifacts and arrive at object segmentation and localization accuracies on par with image volumes captured using commercial implementations of super-resolution microscopes.
The Measurement and Analysis of Brownian Particle Fall Rates in a New Regime of Dense Gases.
Fedele, Paul David
Millikan's law of fall is an empirical relationship describing the dependence of the fall rate of submicron particles in gases in terms of the particle radius and the gas density. It had been long thought that the physics of slip, embodied in the law, gave a complete description of the phenomenon. During measurements of the velocity autocorrelation function for a single Brownian particle at different gas densities, we have discovered that for sufficiently small particles the fall rate increases with increasing density, in contrast to the prediction of Millikan's law. Vertical displacements during a 10 sec interval of a single oil drop have been measured as a function of nitrogen gas density in the range of one to 22 atm at room temperature by retaining the particle for up to 15 hours. Altogether 24 particles in the radius range of 0.1 to 0.4 (mu)m have been analyzed. The density dependence of the average fall rate undergoes a smooth transition from the Millikan behavior in the large size limit to the newly observed behavior in the small size limit. No anomalies are seen, however, in the density dependence of the rms displacement. In attempts to explain the observations we have examined a model based on the fact that Brownian fluctuation increases with decreasing particle size at a given gas density that the contributions of the vorticity field about such a Brownian particle on the fluctuation increases with density and that gravity sustains the entire system of the host gas and the test particle in a steady non-equilibrium state. The modified Langevin equation with gravity has been numerically solved under varying conditions. The fluctuating force is modeled by means of a series of randomly applied impulsive velocities of the test particle. The results are that while there is no sufficient physics in the model to generate any asymmetry in the fluctuation, the model has a mechanism to preserve any asymmetry given to the system for a long time and to produce
Directory of Open Access Journals (Sweden)
Avinash Kadam
2016-03-01
Full Text Available Purpose: The aim of this study was to estimate local confidence limit for 6 MV photon beam based intensity modulated radiation therapy (IMRT using TG119 test protocol.Methods: The American Association of Physicists in Medicine (AAPM Task Group 119 (TG119 prescribed a protocol to evaluate overall accuracy of IMRT system rather than independent uncertainty in dose calculation, dose delivery and measurement system. Two preliminary and five clinical test cases were created based on dose prescriptions and planning objectives given by TG119 report. Verification plans were created in a planning slab phantom, 2D Matrix dosimetry system (I’MatriXX with multicube phantom and aS-1000 electronic portal imaging device (EPID. Radiation absorbed doses to high dose points in the planning target volume (PTV region and low dose points in avoidance structures were measured using CC13 ionization chamber having sensitive volume of 0.13 cm3. The measured and planned doses were normalized with respect to their prescription doses and intercompared. The gamma analysis was carried out for both I’MatriXX and EPID, adopting the acceptance criteria of 3% DD (dose difference and 3 mm DTA (distance to agreement with 10% threshold dose.Results: For the point dose measurements with ion chamber, the average dose difference ratio in high dose low gradient PTV region was -0.0133 ± 0.012 corresponding to a confidence limit of 0.037. The average dose difference in low dose region (avoidance structure was -0.00004 ± 0.010 corresponding to a confidence limit of 0.021. The average percentage of points passing the gamma criteria of 3% DD and 3 mm DTA for composite planar dose distribution measured by I’MatriXX was 99.47 ± 0.43 which corresponds to a confidence limit of 1.38 (i.e. 98.62% passing. Similarly, the average percentage of points passing the gamma criteria of 3% DD and 3 mm DTA for per-field dose distribution measured by EPID was 98.00 ± 2.49 which corresponds to a
Free energy and entropy production rate for a Brownian particle that walks on overdamped medium
Taye, Mesfin Asfaw
2016-09-01
We derive general expressions for the free energy, entropy production, and entropy extraction rates for a Brownian particle that walks in a viscous medium where the dynamics of its motion is governed by the Langevin equation. It is shown that, when the system is out of equilibrium, it constantly produces entropy and at the same time extracts entropy out of the system. Its entropy production and extraction rates decrease in time and saturate to a constant value. In the long-time limit, the rate of entropy production balances the rate of entropy extraction and, at equilibrium, both entropy production and extraction rates become zero. Moreover, considering different model systems, not only do we investigate how various thermodynamic quantities behave in time but also we discuss the fluctuation theorem in detail.
The cut-tree of large Galton-Watson trees and the Brownian CRT
Bertoin, Jean
2012-01-01
Consider the edge-deletion process in which the edges of some finite tree $T$ are removed one after the other in the uniform random order. Roughly speaking, the cut-tree then describes the genealogy of connected components appearing in this edge-deletion process. Our main result shows that after a proper rescaling, the cut-tree of a critical Galton-Watson tree with finite variance and conditioned to have size $n$, converges as $n\\to \\infty$ to a Brownian CRT in the weak sense induced by the Gromov-Prokhorov topology. This yields a multi-dimensional extension of a limit theorem due to Janson \\cite{Janson} for the number of random cuts needed to isolate the root in Galton-Watson trees conditioned by their sizes, and generalizes also a recent result \\cite{Be} obtained in the special case of Cayley trees.
Brownian motion of massive black hole binaries and the final parsec problem
Bortolas, E; Dotti, M; Spera, M; Mapelli, M
2016-01-01
Massive black hole binaries (BHBs) are expected to be one of the most powerful sources of gravitational waves (GWs) in the frequency range of the pulsar timing array and of forthcoming space-borne detectors. They are believed to form in the final stages of galaxy mergers, and then harden by slingshot ejections of passing stars. However, evolution via the slingshot mechanism may be ineffective if the reservoir of interacting stars is not readily replenished, and the binary shrinking may come to a halt at roughly a parsec separation. Recent simulations suggest that the departure from spherical symmetry, naturally produced in merger remnants, leads to efficient loss cone refilling, preventing the binary from stalling. However, current N-body simulations able to accurately follow the evolution of BHBs are limited to very modest particle numbers. Brownian motion may artificially enhance the loss cone refilling rate in low-N simulations, where the binary encounters a larger population of stars due its random motion...
Chechkin, A V; Metzler, R; Sokolov, I M
2016-01-01
A growing number of biological, soft, and active matter systems are observed to exhibit normal diffusive dynamics with a linear growth of the mean squared displacement, yet with a non-Gaussian distribution of increments. Based on the Chubinsky-Slater idea of a diffusing diffusivity we here establish and analyse a complete minimal model framework of diffusion processes with fluctuating diffusivity. In particular, we demonstrate the equivalence of the diffusing diffusivity process in the short time limit with a superstatistical approach based on a distribution of diffusivities. Moreover, we establish a subordination picture of Brownian but non-Gaussian diffusion processes, that can be used for a wide class of diffusivity fluctuation statistics. Our results are shown to be in excellent agreement with simulations and numerical evaluations.
分支依赖于人口总数的具有交互作用的超布朗运动%Interacting Super-Brownian Motions Depending on Population Size
Institute of Scientific and Technical Information of China (English)
陈丽; 闫国军
2008-01-01
In this paper,we investigate the interacting super-Brownian motion depending on population size.This process can be viewed as the high density limit of a sequence of particle systems with branching mechanism depending on their population size.We will construct a limit function-valued dual process.
The Local Fractional Bootstrap
DEFF Research Database (Denmark)
Bennedsen, Mikkel; Hounyo, Ulrich; Lunde, Asger;
We introduce a bootstrap procedure for high-frequency statistics of Brownian semistationary processes. More specifically, we focus on a hypothesis test on the roughness of sample paths of Brownian semistationary processes, which uses an estimator based on a ratio of realized power variations. Our...... to two empirical data sets: we assess the roughness of a time series of high-frequency asset prices and we test the validity of Kolmogorov's scaling law in atmospheric turbulence data.......We introduce a bootstrap procedure for high-frequency statistics of Brownian semistationary processes. More specifically, we focus on a hypothesis test on the roughness of sample paths of Brownian semistationary processes, which uses an estimator based on a ratio of realized power variations. Our...... and in simulations we observe that the bootstrap-based hypothesis test provides considerable finite-sample improvements over an existing test that is based on a central limit theorem. This is important when studying the roughness properties of time series data; we illustrate this by applying the bootstrap method...
A parity breaking Ising chain Hamiltonian as a Brownian motor
Cornu, F.; Hilhorst, H. J.
2014-10-01
We consider the translationally invariant but parity (left-right symmetry) breaking Ising chain Hamiltonian {\\cal H} =-{U_2}\\sumk sksk+1 - {U_3}\\sumk sksk+1sk+3 and let this system evolve by Kawasaki spin exchange dynamics. Monte Carlo simulations show that perturbations forcing this system off equilibrium make it act as a Brownian molecular motor which, in the lattice gas interpretation, transports particles along the chain. We determine the particle current under various different circumstances, in particular as a function of the ratio {U_3}/{U_2} and of the conserved magnetization M=\\sum_ksk . The symmetry of the U3 term in the Hamiltonian is discussed.
Cavity-enhanced optical detection of carbon nanotube Brownian motion
Stapfner, S; Hunger, D; Weig, E M; Reichel, J; Favero, I
2012-01-01
Optical cavities with small mode volume are well-suited to detect the vibration of sub-wavelength sized objects. Here we employ a fiber-based, high-finesse optical microcavity to detect the Brownian motion of a freely suspended carbon nanotube at room temperature under vacuum. The optical detection resolves deflections of the oscillating tube down to 50pm/Hz^1/2. A full vibrational spectrum of the carbon nanotube is obtained and confirmed by characterization of the same device in a scanning electron microscope. Our work successfully extends the principles of high-sensitivity optomechanical detection to molecular scale nanomechanical systems.
Isolated zeros for Brownian motion with variable drift
Antunović, Tonći; Peres, Yuval; Ruscher, Julia
2010-01-01
It is well known that standard one-dimensional Brownian motion B(t) has no isolated zeros almost surely. We show that for any alpha<1/2 there are alpha-H\\"older continuous functions f(t) for which the process B(t)-f(t) has isolated zeros with positive probability. We also prove that for any f(t), the zero set of B(t)-f(t) has Hausdorff dimension at least 1/2 with positive probability, and 1/2 is an upper bound if f(t) is 1/2-H\\"older continuous or of bounded variation.
A Flashing Model for Transport of Brownian Motors
Institute of Scientific and Technical Information of China (English)
赵同军; 展永; 吴建海; 王永宏
2002-01-01
A flashing coloured noise model is proposed to describe the motion of a molecular motor. In this model,the overdamped Brownian particle moves in an asymmetric periodic potential with a tashing Ornstein-Ulenbeck coloured noise. The relationship between the current and the parameters-such as the intensity, the correlation time of coloured noise and the flip rate of the noise-is discussed using the Monte Carlo simulation method.Current reversal occurs with the change of the correlation time and the flip rate of coloured noise, which may be related to the directed motion and the current reversal of molecular motors.
Whitening filter and innovational representation of fractional Brownian motion
Energy Technology Data Exchange (ETDEWEB)
Wang Xiaotian [School of Mathematical sciences, South China University of Technology, Guangzhou 510640 (China)], E-mail: swa001@126.com; Wu Min [School of Mathematical sciences, South China University of Technology, Guangzhou 510640 (China)
2009-03-15
In this paper, by means of fractional differential-integral technique we give a new whitening filter formula for fractional Brownian motion defined by Mandelbrot and van Ness [Mandelbrot BB, van Ness JW. SIAM Rev 1968;10(4):422]. This new formula has potential use in time series analysis and in detecting signals as Barton and Vincent Poor [Barton RJ, Vincent Poor H. IEEE Trans Inform Theory 1988;34(5):943] have shown. Another potential application of it is behavioral finance, where the arbitrage opportunities that come from the reversal effect of stock returns, can be eliminated by such a formula.
Role of Brownian Motion Hydrodynamics on Nanofluid Thermal Conductivity
Energy Technology Data Exchange (ETDEWEB)
W Evans, J Fish, P Keblinski
2005-11-14
We use a simple kinetic theory based analysis of heat flow in fluid suspensions of solid nanoparticles (nanofluids) to demonstrate that the hydrodynamics effects associated with Brownian motion have a minor effect on the thermal conductivity of the nanofluid. Our conjecture is supported by the results of molecular dynamics simulations of heat flow in a model nanofluid with well-dispersed particles. Our findings are consistent with the predictions of the effective medium theory as well as with recent experimental results on well dispersed metal nanoparticle suspensions.
Properties of the Collision Efficiency of Nanoparticles in Brownian Coagulation
Institute of Scientific and Technical Information of China (English)
WANG Yu-Ming; LIN Jian-Zhong; CHEN Zhong-Li
2011-01-01
The collision efficiency of nanoparticles with diameters from 100 nm to 750nm in the Brownian coagulation is studied by building and solving numerically the equations of particle collision in the presence of the van der Waals force, the elastic deformation force, the Stokes resistance, the lubrication force and the electrostatic force. The results show that the collision efficiency decreases overall with the increasing particle diameter. It is found that there exists an abrupt increase in the collision efficiency when the particle diameter is equals to 550 nm. Finally a new expression for the collision efficiency is presented.
Analysis of Brownian Dynamics Simulations of Reversible Bimolecular Reactions
Lipková, Jana
2011-01-01
A class of Brownian dynamics algorithms for stochastic reaction-diffusion models which include reversible bimolecular reactions is presented and analyzed. The method is a generalization of the λ-bcȳ model for irreversible bimolecular reactions which was introduced in [R. Erban and S. J. Chapman, Phys. Biol., 6(2009), 046001]. The formulae relating the experimentally measurable quantities (reaction rate constants and diffusion constants) with the algorithm parameters are derived. The probability of geminate recombination is also investigated. © 2011 Society for Industrial and Applied Mathematics.
Permutation entropy of fractional Brownian motion and fractional Gaussian noise
Energy Technology Data Exchange (ETDEWEB)
Zunino, L. [Centro de Investigaciones Opticas, C.C. 124 Correo Central, 1900 La Plata (Argentina); Departamento de Ciencias Basicas, Facultad de Ingenieria, Universidad Nacional de La Plata (UNLP), 1900 La Plata (Argentina); Departamento de Fisica, Facultad de Ciencias Exactas, Universidad Nacional de La Plata, 1900 La Plata (Argentina)], E-mail: lucianoz@ciop.unlp.edu.ar; Perez, D.G. [Instituto de Fisica, Pontificia Universidad Catolica de Valparaiso (PUCV), 23-40025 Valparaiso (Chile)], E-mail: dario.perez@ucv.cl; Martin, M.T. [Instituto de Fisica (IFLP), Facultad de Ciencias Exactas, Universidad Nacional de La Plata and Argentina' s National Council (CCT-CONICET), C.C. 727, 1900 La Plata (Argentina)], E-mail: mtmartin@fisica.unlp.edu.ar; Garavaglia, M. [Centro de Investigaciones Opticas, C.C. 124 Correo Central, 1900 La Plata (Argentina); Departamento de Fisica, Facultad de Ciencias Exactas, Universidad Nacional de La Plata, 1900 La Plata (Argentina)], E-mail: garavagliam@ciop.unlp.edu.ar; Plastino, A. [Instituto de Fisica (IFLP), Facultad de Ciencias Exactas, Universidad Nacional de La Plata and Argentina' s National Council (CCT-CONICET), C.C. 727, 1900 La Plata (Argentina)], E-mail: plastino@fisica.unlp.edu.ar; Rosso, O.A. [Centre for Bioinformatics, Biomarker Discovery and Information-Based Medicine, School of Electrical Engineering and Computer Science, The University of Newcastle, University Drive, Callaghan NSW 2308 (Australia); Chaos and Biology Group, Instituto de Calculo, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, Pabellon II, Ciudad Universitaria, 1428 Ciudad de Buenos Aires (Argentina)], E-mail: oarosso@fibertel.com.ar
2008-06-30
We have worked out theoretical curves for the permutation entropy of the fractional Brownian motion and fractional Gaussian noise by using the Bandt and Shiha [C. Bandt, F. Shiha, J. Time Ser. Anal. 28 (2007) 646] theoretical predictions for their corresponding relative frequencies. Comparisons with numerical simulations show an excellent agreement. Furthermore, the entropy-gap in the transition between these processes, observed previously via numerical results, has been here theoretically validated. Also, we have analyzed the behaviour of the permutation entropy of the fractional Gaussian noise for different time delays.
Minimal Cost of a Brownian Risk without Ruin
Luo, Shangzhen
2011-01-01
In this paper, we study a risk process modeled by a Brownian motion with drift (the diffusion approximation model). The insurance entity can purchase reinsurance to lower its risk and receive cash injections at discrete times to avoid ruin. Proportional reinsurance and excess-of-loss reinsurance are considered. The objective is to find the optimal reinsurance and cash injection strategy that minimizes the total cost to keep the company's surplus process non-negative, i.e. without ruin, where the cost function is defined as the total discounted value of the injections. The optimal solution is found explicitly by solving the according quasi-variational inequalities (QVIs).
Entropic Ratchet transport of interacting active Brownian particles
Energy Technology Data Exchange (ETDEWEB)
Ai, Bao-Quan, E-mail: aibq@hotmail.com [Laboratory of Quantum Engineering and Quantum Materials, School of Physics and Telecommunication Engineering, South China Normal University, 510006 Guangzhou (China); He, Ya-Feng [College of Physics Science and Technology, Hebei University, 071002 Baoding (China); Zhong, Wei-Rong, E-mail: wrzhong@jnu.edu.cn [Department of Physics and Siyuan Laboratory, College of Science and Engineering, Jinan University, 510632 Guangzhou (China)
2014-11-21
Directed transport of interacting active (self-propelled) Brownian particles is numerically investigated in confined geometries (entropic barriers). The self-propelled velocity can break thermodynamical equilibrium and induce the directed transport. It is found that the interaction between active particles can greatly affect the ratchet transport. For attractive particles, on increasing the interaction strength, the average velocity first decreases to its minima, then increases, and finally decreases to zero. For repulsive particles, when the interaction is very weak, there exists a critical interaction at which the average velocity is minimal, nearly tends to zero, however, for the strong interaction, the average velocity is independent of the interaction.
Quantum Brownian motion representation for the quantum field modes
Arteaga, Daniel
2007-01-01
Any pair of modes of opposite momentum of any interacting quantum field theory can be regarded as an open quantum system. Provided that the state of the field is stationary, homogeneous and isotropic, under a Gaussian approximation the two-mode system can be equivalently represented in terms of a pair of quantum Brownian oscillators, namely, by two identical harmonic oscillators linearly coupled to an effective environment. The precise details of the correspondence are explained, and its usefulness is commented. As an example of application, the interpretation of the imaginary part of the retarded self-energy in a general background state is rederived.
Directory of Open Access Journals (Sweden)
L. Spruzeniece
2015-04-01
Full Text Available This study focuses on physiochemical processes occurring in a brittle-ductile shear zone at both fluid-present and fluid-limited conditions. In the studied shear zone (Wyangala, SE Australia, a coarse-grained two feldspar-quartz-biotite granite is transformed into a medium grained orthogneiss at the shear zone margins and a fine-grained quartz-muscovite phyllonite in the central parts. The orthogneiss displays cataclasis of feldspar and crystal-plastic deformation of quartz. Quartz accommodates most of the deformation and is extensively recrystallized showing distinct crystallographic preferred orientation (CPO. Feldspar-to-muscovite, biotite-to-muscovite and albitization reactions occur locally at porphyroclasts' fracture surfaces and margins. However, the bulk rock composition shows very little change in respect to the wall rock composition. In contrast, in the shear zone centre quartz occurs as large, weakly deformed porphyroclasts, in sizes similar to that in the wall rock, suggesting that it has undergone little deformation. Feldspars and biotite are almost completely reacted to muscovite, which is arranged in a fine-grained interconnected matrix. Muscovite-rich layers contain significant amounts of fine-grained intermixed quartz with random CPO. These domains are interpreted to have accommodated most of the strain. Bulk rock chemistry data shows a significant increase in SiO2 and depletion in NaO content compared to the wall rock composition. We suggest that the high and low strain fabrics represent markedly different scenarios and cannot be interpreted as a simple sequential development with respect to strain. We suggest that the fabrics and mineralogical changes in the shear zone centre have formed due to fluid influx probably along an initially brittle fracture. Here, hydration reactions dramatically changed the rheological properties of the rock. In the newly produced muscovite-quartz layers creep cavitation associated with grain
Directory of Open Access Journals (Sweden)
Christopher F Jorgensen
Full Text Available Landscapes in agricultural systems continue to undergo significant change, and the loss of biodiversity is an ever-increasing threat. Although habitat restoration is beneficial, management actions do not always result in the desired outcome. Managers must understand why management actions fail; yet, past studies have focused on assessing habitat attributes at a single spatial scale, and often fail to consider the importance of ecological mechanisms that act across spatial scales. We located survey sites across southern Nebraska, USA and conducted point counts to estimate Ring-necked Pheasant abundance, an economically important species to the region, while simultaneously quantifying landscape effects using a geographic information system. To identify suitable areas for allocating limited management resources, we assessed land cover relationships to our counts using a Bayesian binomial-Poisson hierarchical model to construct predictive Species Distribution Models of relative abundance. Our results indicated that landscape scale land cover variables severely constrained or, alternatively, facilitated the positive effects of local land management for Ring-necked Pheasants.
Localization and interaction effects of epitaxial Bi2Se3 bulk states in two-dimensional limit
Dey, Rik; Roy, Anupam; Pramanik, Tanmoy; Guchhait, Samaresh; Sonde, Sushant; Rai, Amritesh; Register, Leonard F.; Banerjee, Sanjay K.
2016-10-01
Quantum interference effects and electron-electron interactions are found to play an important role in two-dimensional (2D) bulk transport of topological insulator (TI) thin films, which were previously considered as 2D electron gas (2DEG) and explained on basis of Hikami-Larkin-Nagaoka formula and Lee-Ramakrishnan theory. The distinct massive Dirac-type band structure of the TI bulk state gives rise to quantum corrections to conductivity due to interference and interaction effects, which are quite different from that of a 2DEG. We interpret the experimental findings employing Lu-Shen theory particularly derived for the TI system in the 2D limit. The surface and the bulk conductions are identified based on slopes of logarithmic temperature-dependent conductivities with magnetic fields. The perpendicular field magnetoresistance is analyzed considering suppression of weak antilocalization/localization of the surface/bulk electrons by the applied field. We propose corresponding theoretical models to explain the parallel and tilted field magnetoresistance. The effect of the band structure is found to be crucial for an accurate explanation of the magnetotransport results in the TI thin film.
A simple model for Brownian motion leading to the Langevin equation
Grooth, de Bart G.
1999-01-01
A simple one-dimensional model is presented for the motion of a Brownian particle. It is shown how the collisions between a Brownian particle and its surrounding molecules lead to the Langevin equation, the power spectrum of the stochastic force, and the equipartition of kinetic energy.
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.
Parlar, Mahmut
2004-01-01
Brownian motion is an important stochastic process used in modelling the random evolution of stock prices. In their 1973 seminal paper--which led to the awarding of the 1997 Nobel prize in Economic Sciences--Fischer Black and Myron Scholes assumed that the random stock price process is described (i.e., generated) by Brownian motion. Despite its…
Linear filtering with fractional Brownian motion in the signal and observation processes
Directory of Open Access Journals (Sweden)
M. L. Kleptsyna
1999-01-01
Full Text Available Integral equations for the mean-square estimate are obtained for the linear filtering problem, in which the noise generating the signal is a fractional Brownian motion with Hurst index h∈(3/4,1 and the noise in the observation process includes a fractional Brownian motion as well as a Wiener process.
Energy Technology Data Exchange (ETDEWEB)
Greczylo, Tomasz; Debowska, Ewa [Institute of Experimental Physics, Wroclaw University, pl. Maxa Borna 9, 50-204 Wroclaw (Poland)
2007-09-15
The authors make comments and remarks on the papers by Salmon et al (2002 Eur. J. Phys. 23 249-53) and their own (2005 Eur. J. Phys. 26 827-33) concerning Brownian motion in two-dimensional space. New, corrected results of calculations and measurements for students' experiments on finding the viscosity of liquids from Brownian motion are presented. (letters and comments)
Transient aging in fractional Brownian and Langevin-equation motion.
Kursawe, Jochen; Schulz, Johannes; Metzler, Ralf
2013-12-01
Stochastic processes driven by stationary fractional Gaussian noise, that is, fractional Brownian motion and fractional Langevin-equation motion, are usually considered to be ergodic in the sense that, after an algebraic relaxation, time and ensemble averages of physical observables coincide. Recently it was demonstrated that fractional Brownian motion and fractional Langevin-equation motion under external confinement are transiently nonergodic-time and ensemble averages behave differently-from the moment when the particle starts to sense the confinement. Here we show that these processes also exhibit transient aging, that is, physical observables such as the time-averaged mean-squared displacement depend on the time lag between the initiation of the system at time t=0 and the start of the measurement at the aging time t(a). In particular, it turns out that for fractional Langevin-equation motion the aging dependence on t(a) is different between the cases of free and confined motion. We obtain explicit analytical expressions for the aged moments of the particle position as well as the time-averaged mean-squared displacement and present a numerical analysis of this transient aging phenomenon.
CNT based thermal Brownian motor to pump water in nanodevices
Oyarzua, Elton; Zambrano, Harvey; Walther, J. H.
2016-11-01
Brownian molecular motors are nanoscale machines that exploit thermal fluctuations for directional motion by employing mechanisms such as the Feynman-Smoluchowski ratchet. In this study, using Non Equilibrium Molecular Dynamics, we propose a novel thermal Brownian motor for pumping water through Carbon Nanotubes (CNTs). To achieve this we impose a thermal gradient along the axis of a CNT filled with water and impose, in addition, a spatial asymmetry by fixing specific zones on the CNT in order to modify the vibrational modes of the CNT. We find that the temperature gradient and imposed spatial asymmetry drive the water flow in a preferential direction. We systematically modified the magnitude of the applied thermal gradient and the axial position of the fixed points. The analysis involves measurement of the vibrational modes in the CNTs using a Fast Fourier Transform (FFT) algorithm. We observed water flow in CNTs of 0.94, 1.4 and 2.0 nm in diameter, reaching a maximum velocity of 5 m/s for a thermal gradient of 3.3 K/nm. The proposed thermal motor is capable of delivering a continuous flow throughout a CNT, providing a useful tool for driving liquids in nanofluidic devices by exploiting thermal gradients. We aknowledge partial support from Fondecyt project 11130559.
Intermittency and multifractional Brownian character of geomagnetic time series
Directory of Open Access Journals (Sweden)
G. Consolini
2013-07-01
Full Text Available The Earth's magnetosphere exhibits a complex behavior in response to the solar wind conditions. This behavior, which is described in terms of mutifractional Brownian motions, could be the consequence of the occurrence of dynamical phase transitions. On the other hand, it has been shown that the dynamics of the geomagnetic signals is also characterized by intermittency at the smallest temporal scales. Here, we focus on the existence of a possible relationship in the geomagnetic time series between the multifractional Brownian motion character and the occurrence of intermittency. In detail, we investigate the multifractional nature of two long time series of the horizontal intensity of the Earth's magnetic field as measured at L'Aquila Geomagnetic Observatory during two years (2001 and 2008, which correspond to different conditions of solar activity. We propose a possible double origin of the intermittent character of the small-scale magnetic field fluctuations, which is related to both the multifractional nature of the geomagnetic field and the intermittent character of the disturbance level. Our results suggest a more complex nature of the geomagnetic response to solar wind changes than previously thought.
d'Auvergne, Edward J; Gooley, Paul R
2008-02-01
The key to obtaining the model-free description of the dynamics of a macromolecule is the optimisation of the model-free and Brownian rotational diffusion parameters using the collected R (1), R (2) and steady-state NOE relaxation data. The problem of optimising the chi-squared value is often assumed to be trivial, however, the long chain of dependencies required for its calculation complicates the model-free chi-squared space. Convolutions are induced by the Lorentzian form of the spectral density functions, the linear recombinations of certain spectral density values to obtain the relaxation rates, the calculation of the NOE using the ratio of two of these rates, and finally the quadratic form of the chi-squared equation itself. Two major topological features of the model-free space complicate optimisation. The first is a long, shallow valley which commences at infinite correlation times and gradually approaches the minimum. The most severe convolution occurs for motions on two timescales in which the minimum is often located at the end of a long, deep, curved tunnel or multidimensional valley through the space. A large number of optimisation algorithms will be investigated and their performance compared to determine which techniques are suitable for use in model-free analysis. Local optimisation algorithms will be shown to be sufficient for minimisation not only within the model-free space but also for the minimisation of the Brownian rotational diffusion tensor. In addition the performance of the programs Modelfree and Dasha are investigated. A number of model-free optimisation failures were identified: the inability to slide along the limits, the singular matrix failure of the Levenberg-Marquardt minimisation algorithm, the low precision of both programs, and a bug in Modelfree. Significantly, the singular matrix failure of the Levenberg-Marquardt algorithm occurs when internal correlation times are undefined and is greatly amplified in model-free analysis by
conditional on its local time at zero
Directory of Open Access Journals (Sweden)
Frank B. Knight
2000-01-01
Full Text Available This paper develops a recursion formula for the conditional moments of the area under the absolute value of Brownian bridge given the local time at 0. The method of power series leads to a Hermite equation for the generating function of the coefficients which is solved in terms of the parabolic cylinder functions. By integrating out the local time variable, this leads to an integral expression for the joint moments of the areas under the positive and negative parts of the Brownian bridge.
Zheren Du; Lianwei Chen; Tsung-Sheng Kao; Mengxue Wu; Minghui Hong
2015-01-01
For practical application, optical limiting materials must exhibit a fast response and a low threshold in order to be used for the protection of the human eye and electro-optical sensors against intense light. Many nanomaterials have been found to exhibit optical limiting properties. Laser ablation offers the possibility of fabricating nanoparticles from a wide range of target materials. For practical use of these materials, their optical limiting performance, including optical limiting thres...
Bokhari, M. A.; Yushau, B.
2006-01-01
At the start of a freshman calculus course, many students conceive the classical definition of limit as the most problematic part of calculus. They not only find it difficult to understand, but also consider it of no use while solving most of the limit problems and therefore, skip it. This paper reformulates the rigorous definition of limit, which…
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.
Semicircular canals circumvent Brownian Motion overload of mechanoreceptor hair cells
DEFF Research Database (Denmark)
Muller, Mees; Heeck, Kier; Elemans, Coen P H
2016-01-01
Vertebrate semicircular canals (SCC) first appeared in the vertebrates (i.e. ancestral fish) over 600 million years ago. In SCC the principal mechanoreceptors are hair cells, which as compared to cochlear hair cells are distinctly longer (70 vs. 7 μm), 10 times more compliant to bending (44 vs. 500...... nN/m), and have a 100-fold higher tip displacement threshold (hair cells where the bundle is approximated as a stiff, cylindrical elastic rod subject to friction and thermal agitation. Our models suggest that the above...... differences aid SCC hair cells in circumventing the masking effects of Brownian motion noise of about 70 nm, and thereby permit transduction of very low frequency (
The genealogy of branching Brownian motion with absorption
Berestycki, Julien; Schweinsberg, Jason
2010-01-01
We consider a system of particles which perform branching Brownian motion with negative drift and are killed upon reaching zero, in the near-critical regime where the total population stays roughly constant with approximately N particles. We show that the characteristic time scale for the evolution of this population is of order (log N)^3, in the sense that when time is measured in these units, the scaled number of particles converges to a variant of Neveu's continuous-state branching process. Furthermore, the genealogy of the particles is then governed by a coalescent process known as the Bolthausen-Sznitman coalescent. This validates the non-rigorous predictions by Brunet, Derrida, Muller, and Munier for a closely related model.
Brownian motion near a liquid-gas interface
Benavides-Parra, Juan Carlos; Jacinto-Méndez, Damián; Brotons, Guillaume; Carbajal-Tinoco, Mauricio D.
2016-09-01
By using digital video microscopy, we study the three-dimensional displacement of fluorescent colloidal particles that are located close to a water-air interface. Our technique takes advantage of the diffraction pattern generated by fluorescent spheres that are found below the focal plane of the microscope objective. By means of image analysis software, we are able to determine the spatial location of a few beads in a sequence of digital images, which allows us to reconstruct their trajectories. From their corresponding mean square displacements, we get the diffusion coefficients in the directions parallel and perpendicular to the interface. We find a qualitatively different kind of diffusion between the two directions, in agreement with theoretical predictions that are obtained from established models as well as our own proposals. Quite interesting, we observe the enhanced Brownian motion in the parallel direction.
Optimal dividends in the Brownian motion risk model with interest
Fang, Ying; Wu, Rong
2009-07-01
In this paper, we consider a Brownian motion risk model, and in addition, the surplus earns investment income at a constant force of interest. The objective is to find a dividend policy so as to maximize the expected discounted value of dividend payments. It is well known that optimality is achieved by using a barrier strategy for unrestricted dividend rate. However, ultimate ruin of the company is certain if a barrier strategy is applied. In many circumstances this is not desirable. This consideration leads us to impose a restriction on the dividend stream. We assume that dividends are paid to the shareholders according to admissible strategies whose dividend rate is bounded by a constant. Under this additional constraint, we show that the optimal dividend strategy is formed by a threshold strategy.
Mean-squared-displacement statistical test for fractional Brownian motion
Sikora, Grzegorz; Burnecki, Krzysztof; Wyłomańska, Agnieszka
2017-03-01
Anomalous diffusion in crowded fluids, e.g., in cytoplasm of living cells, is a frequent phenomenon. A common tool by which the anomalous diffusion of a single particle can be classified is the time-averaged mean square displacement (TAMSD). A classical mechanism leading to the anomalous diffusion is the fractional Brownian motion (FBM). A validation of such process for single-particle tracking data is of great interest for experimentalists. In this paper we propose a rigorous statistical test for FBM based on TAMSD. To this end we analyze the distribution of the TAMSD statistic, which is given by the generalized chi-squared distribution. Next, we study the power of the test by means of Monte Carlo simulations. We show that the test is very sensitive for changes of the Hurst parameter. Moreover, it can easily distinguish between two models of subdiffusion: FBM and continuous-time random walk.
Diffusion in crowded biological environments: applications of Brownian dynamics
Directory of Open Access Journals (Sweden)
Długosz Maciej
2011-03-01
Full Text Available Abstract Biochemical reactions in living systems occur in complex, heterogeneous media with total concentrations of macromolecules in the range of 50 - 400 mgml. Molecular species occupy a significant fraction of the immersing medium, up to 40% of volume. Such complex and volume-occupied environments are generally termed 'crowded' and/or 'confined'. In crowded conditions non-specific interactions between macromolecules may hinder diffusion - a major process determining metabolism, transport, and signaling. Also, the crowded media can alter, both qualitatively and quantitatively, the reactions in vivo in comparison with their in vitro counterparts. This review focuses on recent developments in particle-based Brownian dynamics algorithms, their applications to model diffusive transport in crowded systems, and their abilities to reproduce and predict the behavior of macromolecules under in vivo conditions.
Temporal Correlations of the Running Maximum of a Brownian Trajectory
Bénichou, Olivier; Krapivsky, P. L.; Mejía-Monasterio, Carlos; Oshanin, Gleb
2016-08-01
We study the correlations between the maxima m and M of a Brownian motion (BM) on the time intervals [0 ,t1] and [0 ,t2], with t2>t1. We determine the exact forms of the distribution functions P (m ,M ) and P (G =M -m ), and calculate the moments E {(M-m ) k} and the cross-moments E {mlMk} with arbitrary integers l and k . We show that correlations between m and M decay as √{t1/t2 } when t2/t1→∞ , revealing strong memory effects in the statistics of the BM maxima. We also compute the Pearson correlation coefficient ρ (m ,M ) and the power spectrum of Mt, and we discuss a possibility of extracting the ensemble-averaged diffusion coefficient in single-trajectory experiments using a single realization of the maximum process.
Effects of Brownian motion on freezing of PCM containing nanoparticles
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Abdollahzadeh Jamalabadi M.Y.
2016-01-01
Full Text Available Enhancement of thermal and heat transfer capabilities of phase change materials with addition of nanoparticles is reported. The mixed nanofluid of phase change material and nanoparticles presents a high thermal conductivity and low heat capacity and latent heat, in comparison with the base fluid. In order to present the thermophysical effects of nanoparticles, a solidification of nanofluid in a rectangular enclosure with natural convection induced by different wall temperatures is considered. The results show that the balance between the solidification acceleration by nanoparticles and slowing-down by phase change material gives rise to control the medium temperature. It indicates that this kind of mixture has great potential in various applications which requires temperature regulation. Also, the Brownian motion of nanoparticles enhances the convective heat transfer much more than the conductive transfer.
Quantum Brownian motion near a point-like reflecting boundary
De Lorenci, V A; Silva, M M
2014-01-01
The Brownian motion of a test particle interacting with a quantum scalar field in the presence of a perfectly reflecting boundary is studied in (1 + 1)-dimensional flat spacetime. Particularly, the expressions for dispersions in velocity and position of the particle are explicitly derived and their behaviors examined. The results are similar to those corresponding to an electric charge interacting with a quantum electromagnetic field near a reflecting plane boundary, mainly regarding the divergent behavior of the dispersions at the origin (where the boundary is placed), and at the time interval corresponding to a round trip of a light pulse between the particle and the boundary. We close by addressing some effects of allowing the position of the particle to fluctuate.
On the first-passage time of integrated Brownian motion
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Christian H. Hesse
2005-01-01
Full Text Available Let (Bt;t≥0 be a Brownian motion process starting from B0=ν and define Xν(t=∫0tBsds. For a≥0, set τa,ν:=inf{t:Xν(t=a} (with inf φ=∞. We study the conditional moments of τa,ν given τa,ν<∞. Using martingale methods, stopping-time arguments, as well as the method of dominant balance, we obtain, in particular, an asymptotic expansion for the conditional mean E(τa,ν|τa,ν<∞ as ν→∞. Through a series of simulations, it is shown that a truncation of this expansion after the first few terms provides an accurate approximation to the unknown true conditional mean even for small ν.
BROWNIAN HEAT TRANSFER ENHANCEMENT IN THE TURBULENT REGIME
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Suresh Chandrasekhar
2016-08-01
Full Text Available The paper presents convection heat transfer of a turbulent flow Al2O3/water nanofluid in a circular duct. The duct is a under constant and uniform heat flux. The paper computationally investigates the system’s thermal behavior in a wide range of Reynolds number and also volume concentration up to 6%. To obtain the nanofluid thermophysical properties, the Hamilton-Crosser model along with the Brownian motion effect are utilized. Then the thermal performance of the system with the nanofluid is compared to the conventional systems which use water as the working fluid. The results indicate that the use of nanofluid of 6% improves the heat transfer rate up to 36.8% with respect to pure water. Therefore, using the Al2O3/water nanofluid instead of water can be a great choice when better heat transfer is needed.
Urbina-Villalba, German; García-Sucre, Máximo; Toro-Mendoza, Jhoan
2003-12-01
In order to account for the hydrodynamic interaction (HI) between suspended particles in an average way, Honig et al. [J. Colloid Interface Sci. 36, 97 (1971)] and more recently Heyes [Mol. Phys. 87, 287 (1996)] proposed different analytical forms for the diffusion constant. While the formalism of Honig et al. strictly applies to a binary collision, the one from Heyes accounts for the dependence of the diffusion constant on the local concentration of particles. However, the analytical expression of the latter approach is more complex and depends on the particular characteristics of each system. Here we report a combined methodology, which incorporates the formula of Honig et al. at very short distances and a simple local volume-fraction correction at longer separations. As will be shown, the flocculation behavior calculated from Brownian dynamics simulations employing the present technique, is found to be similar to that of Batchelor’s tensor [J. Fluid. Mech. 74, 1 (1976); 119, 379 (1982)]. However, it corrects the anomalous coalescence found in concentrated systems as a result of the overestimation of many-body HI.
Effect of Brownian Coagulation on the Liquid-liquid Decomposition in Gas-atomized Alloy Drops
Institute of Scientific and Technical Information of China (English)
Jiuzhou ZHAO; Lingling GAO; Jie HE; L.Ratke
2006-01-01
Modeling and simulation have been carried out for Al-Pb alloys to investigate the Brownian coagulation effect on the microstructure development in a gas-atomized drop during the liquid-liquid decomposition.The results indicate that Brownian coagulation has a weak effect on the nucleation and a relatively strong effect on coarsening the minority phase droplets. The influence of Brownian coagulation on the liquid-liquid decomposition decreases with the increase in the diameter (or the decrease in the cooling rate) of the atomized drop.
DEFF Research Database (Denmark)
Donolato, M.; Sogne, E.; Dalslet, Bjarke Thomas
2011-01-01
We demonstrate the detection of the Brownian relaxation frequency of 250 nm diameter magnetic beads using a lab-on-chip platform based on current lines for exciting the beads with alternating magnetic fields and highly sensitive magnetic tunnel junction (MTJ) sensors with a superparamagnetic free...... layer. The first harmonic out-of-phase component of the MTJ response gives the imaginary part of the magnetic bead susceptibility, which peaks at the Brownian relaxation frequency. This work paves the way to on-chip implementation of Brownian magnetorelaxometry in innovative "lab-on-a-bead" assays...
Hora Pavel; Tong Longchang; Gorji Maysam; Manopulo Niko; Berisha Bekim
2016-01-01
The industrial based prediction in sheet metal forming bases still on the Forming Limit Diagrams (FLD) as formally proposed by Keeler 1. The FLD are commonly specified by the Nakajima tests and evaluated with the so called cross section method. Although widely used, the FLC concept has numerous serious limitations. In the paper the influences of bending on the FLC as well as the later crack limits will be discussed. Both criteria will be combined to an extended FLC concept (X-FLC). The new co...
Safdari, Hadiseh; Cherstvy, Andrey G.; Chechkin, Aleksei V.; Bodrova, Anna; Metzler, Ralf
2017-01-01
We investigate both analytically and by computer simulations the ensemble- and time-averaged, nonergodic, and aging properties of massive particles diffusing in a medium with a time dependent diffusivity. We call this stochastic diffusion process the (aging) underdamped scaled Brownian motion (UDSBM). We demonstrate how the mean squared displacement (MSD) and the time-averaged MSD of UDSBM are affected by the inertial term in the Langevin equation, both at short, intermediate, and even long diffusion times. In particular, we quantify the ballistic regime for the MSD and the time-averaged MSD as well as the spread of individual time-averaged MSD trajectories. One of the main effects we observe is that, both for the MSD and the time-averaged MSD, for superdiffusive UDSBM the ballistic regime is much shorter than for ordinary Brownian motion. In contrast, for subdiffusive UDSBM, the ballistic region extends to much longer diffusion times. Therefore, particular care needs to be taken under what conditions the overdamped limit indeed provides a correct description, even in the long time limit. We also analyze to what extent ergodicity in the Boltzmann-Khinchin sense in this nonstationary system is broken, both for subdiffusive and superdiffusive UDSBM. Finally, the limiting case of ultraslow UDSBM is considered, with a mixed logarithmic and power-law dependence of the ensemble- and time-averaged MSDs of the particles. In the limit of strong aging, remarkably, the ordinary UDSBM and the ultraslow UDSBM behave similarly in the short time ballistic limit. The approaches developed here open ways for considering other stochastic processes under physically important conditions when a finite particle mass and aging in the system cannot be neglected.
Chavanis, Pierre-Henri; Sire, Clément
2006-06-01
We derive the virial theorem appropriate to the generalized Smoluchowski-Poisson (GSP) system describing self-gravitating Brownian particles in an overdamped limit. We extend previous works by considering the case of an unbounded domain and an arbitrary equation of state. We use the virial theorem to study the diffusion (evaporation) of an isothermal Brownian gas above the critical temperature Tc in dimension d = 2 and show how the effective diffusion coefficient and the Einstein relation are modified by self-gravity. We also study the collapse at T = Tc and show that the central density increases logarithmically with time instead of exponentially in a bounded domain. Finally, for d > 2, we show that the evaporation of the system is essentially a pure diffusion slightly slowed down by self-gravity. We also study the linear dynamical stability of stationary solutions of the GSP system representing isolated clusters of particles and investigate the influence of the equation of state and of the dimension of space on the dynamical stability of the system.
Ilday, Serim; Akguc, Gursoy B.; Tokel, Onur; Makey, Ghaith; Yavuz, Ozgun; Yavuz, Koray; Pavlov, Ihor; Ilday, F. Omer; Gulseren, Oguz
We report a new dynamical self-assembly mechanism, where judicious use of convective and strong Brownian forces enables effective patterning of colloidal nanoparticles that are almost two orders of magnitude smaller than the laser beam. Optical trapping or tweezing effects are not involved, but the laser is used to create steep thermal gradients through multi-photon absorption, and thereby guide the colloids through convective forces. Convective forces can be thought as a positive feedback mechanism that helps to form and reinforce pattern, while Brownian motion act as a competing negative feedback mechanism to limit the growth of the pattern, as well as to increase the possibilities of bifurcation into different patterns, analogous to the competition observed in reaction-diffusion systems. By steering stochastic processes through these forces, we are able to gain control over the emergent pattern such as to form-deform-reform of a pattern, to change its shape and transport it spatially within seconds. This enables us to dynamically initiate and control large patterns comprised of hundreds of colloids. Further, by not relying on any specific chemical, optical or magnetic interaction, this new method is, in principle, completely independent of the material type being assembled.
Fan, Xi-Liang
2012-01-01
In the paper, Harnack inequalities are established for stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H<1/2$. As applications, strong Feller property, log-Harnack inequality and entropy-cost inequality are given.
Mean Mobility and Rotation Number in Time-inhomogenous Brownian Ratchets
Institute of Scientific and Technical Information of China (English)
张雪娟
2004-01-01
@@ Recently, Brownian ratchets have attracted considerable attention due to their abitlity to realize a unidirectional transport only throught the use of a proper asymmetry and thermal noise fluctuation, for recent review, see[1,2].
DEFF Research Database (Denmark)
Hargreaves, Anna; Bailey, Susan; Laird, Robert
2015-01-01
Dispersal ability will largely determine whether species track their climatic niches during climate change, a process especially important for populations at contracting (low-latitude/low-elevation) range limits that otherwise risk extinction. We investigate whether dispersal evolution at contrac...
Asian Option Pricing with Monotonous Transaction Costs under Fractional Brownian Motion
Directory of Open Access Journals (Sweden)
Di Pan
2013-01-01
Full Text Available Geometric-average Asian option pricing model with monotonous transaction cost rate under fractional Brownian motion was established. The method of partial differential equations was used to solve this model and the analytical expressions of the Asian option value were obtained. The numerical experiments show that Hurst exponent of the fractional Brownian motion and transaction cost rate have a significant impact on the option value.
The Pricing of Vulnerable Options in a Fractional Brownian Motion Environment
Directory of Open Access Journals (Sweden)
Chao Wang
2015-01-01
Full Text Available Under the assumption of the stock price, interest rate, and default intensity obeying the stochastic differential equation driven by fractional Brownian motion, the jump-diffusion model is established for the financial market in fractional Brownian motion setting. With the changes of measures, the traditional pricing method is simplified and the general pricing formula is obtained for the European vulnerable option with stochastic interest rate. At the same time, the explicit expression for it comes into being.
Communication: Green-Kubo approach to the average swim speed in active Brownian systems
Sharma, A.; Brader, J. M.
2016-10-01
We develop an exact Green-Kubo formula relating nonequilibrium averages in systems of interacting active Brownian particles to equilibrium time-correlation functions. The method is applied to calculate the density-dependent average swim speed, which is a key quantity entering coarse grained theories of active matter. The average swim speed is determined by integrating the equilibrium autocorrelation function of the interaction force acting on a tagged particle. Analytical results are validated using Brownian dynamics simulations.
James, Peter; Ito, Kate; Banay, Rachel F; Buonocore, Jonathan J; Wood, Benjamin; Arcaya, Mariana C
2014-01-01
Decreasing traffic speeds increases the amount of time drivers have to react to road hazards, potentially averting collisions, and makes crashes that do happen less severe. Boston's regional planning agency, the Metropolitan Area Planning Council (MAPC), in partnership with the Massachusetts Department of Public Health (MDPH), conducted a Health Impact Assessment (HIA) that examined the potential health impacts of a proposed bill in the state legislature to lower the default speed limits on local roads from 30 miles per hour (mph) to 25 mph. The aim was to reduce vehicle speeds on local roads to a limit that is safer for pedestrians, cyclists, and children. The passage of this proposed legislation could have had far-reaching and potentially important public health impacts. Lower default speed limits may prevent around 18 fatalities and 1200 serious injuries to motorists, cyclists and pedestrians each year, as well as promote active transportation by making local roads feel more hospitable to cyclists and pedestrians. While a lower speed limit would increase congestion and slightly worsen air quality, the benefits outweigh the costs from both a health and economic perspective and would save the state approximately $62 million annually from prevented fatalities and injuries.
Avalanche-like fluidization of a non-Brownian particle gel
Kurokawa, Aika; Vidal, Valérie; Kurita, Kei; Divoux, Thibaut; Manneville, Sébastien
We report on the fluidization dynamics of an attractive gel composed of non-Brownian particles made of fused silica colloids. Extensive rheology coupled to ultrasonic velocimetry allows us to characterize the global stress response together with the local dynamics of the gel during shear startup experiments. In practice, after being rejuvenated by a preshear, the gel is left to age during a time tw before being submitted to a constant shear rate γ˙. We investigate in detail the effects of both tw and γ˙ on the fluidization dynamics and build a detailed state diagram of the gel response to shear startup flows. The gel may either display transient shear banding towards complete fluidization, or steady-state shear banding. In the former case, we unravel that the progressive fluidization occurs by successive steps that appear as peaks on the global stress relaxation signal. Flow imaging reveals that the shear band grows up to complete fluidization of the material by sudden avalanche-like events which are distributed heterogeneously along the vorticity direction and correlated to large peaks in the slip velocity at the moving wall. PRC CNRS/JSPS RheoVolc, IUF & ERC Grant Agreement No. 258803.
Transport of Brownian spheroidal nanoparticles in near-wall vascular flows for cancer therapy
Lin, Tiras Y.; Shah, Preyas N.; Smith, Bryan R.; Shaqfeh, Eric S. G.
2016-11-01
The microenvironment local to a tumor is characterized by a leaky vasculature induced by angiogenesis from tumor growth. Small pores form in the blood vessel walls, and these pores provide a pathway for cancer-ameliorating nanoparticle drug carriers. Using both simulations and microfluidics experiments, we investigate the extravasation of nanoparticles through pores. Using Brownian dynamics simulations, we evolve the stochastic equations for both point particles and finite-size spheroids of varying aspect ratio. We investigate the effect of wall shear flow and pore suction flow (Sampson flow) on the extravasation process. We consider pores of two types: physiologically relevant short pores with a length equal to the particle size and long pores which are relevant to diffusion through membranes. Additionally, we perform microfluidics experiments in which the extravasation rates of various nanoparticles tagged with fluorescent dye through pores are measured. In particular, using fluorometry we measure the flux of nanoparticles across a track-etched membrane, which separates two chambers. Our preliminary results indicate that the flux measured from experiment agrees reasonably with the simulations done with long pores, and we discuss the effect of pore length on extravasation. T.Y.L. is supported by the Department of Defense (DoD) through the National Defense Science & Engineering Graduate Fellowship (NDSEG) Program.
Energy Technology Data Exchange (ETDEWEB)
Jumarie, Guy [Department of Mathematics, University of Quebec at Montreal, P.O. Box 8888, Downtown Station, Montreal, QC, H3C 3P8 (Canada)]. E-mail: jumarie.guy@uqam.ca
2006-06-15
The (complex-valued) Brownian motion of order n is defined as the limit of a random walk on the complex roots of the unity. Real-valued fractional noises are obtained as fractional derivatives of the Gaussian white noise (or order two). Here one combines these two approaches and one considers the new class of fractional noises obtained as fractional derivative of the complex-valued Brownian motion of order n. The key of the approach is the relation between differential and fractional differential provided by the fractional Taylor's series of analytic function f(z+h)=E{sub {alpha}}(h{sup {alpha}}D{sub z}{sup {alpha}}).f(z), where E{sub {alpha}} is the Mittag-Leffler function on the one hand, and the generalized Maruyama's notation, on the other hand. Some questions are revisited such as the definition of fractional Brownian motion as integral w.r.t. (dt){sup {alpha}}, and the exponential growth equation driven by fractional Brownian motion, to which a new solution is proposed. As a first illustrative example of application, in mathematical finance, one proposes a new approach to the optimal management of a stochastic portfolio of fractional order via the Lagrange variational technique applied to the state moment dynamical equations. In the second example, one deals with non-random Lagrangian mechanics of fractional order. The last example proposes a new approach to fractional stochastic mechanics, and the solution so obtained gives rise to the question as to whether physical systems would not have their own internal random times.
Directory of Open Access Journals (Sweden)
E. Carina H. Keskitalo
2017-03-01
Full Text Available Much of the effort to address environmental issues at the local level has focused on defining principles and aims rather than addressing the operational difficulties of implementation. Drawing upon insights from sustainability scholarship, this study reviews two cases: the development of a Swedish standard for implementing sustainable development at municipality, county council, and regional levels, and attempts by a small rural municipality to establish a process towards implementing the Aalborg Commitments. The research illustrates the specific organizational and managerial complexity of these case study experiences. It concludes that an organizational focus on integration and mainstreaming deserves particular attention to achieve broader sustainability, or related environmental or adaptation goals. The results, in particular, highlight the role that integrated management systems can play for sustainability work at the local level.
Glassy dynamics of Brownian particles with velocity-dependent friction
Yazdi, Anoosheh; Sperl, Matthias
2016-09-01
We consider a two-dimensional model system of Brownian particles in which slow particles are accelerated while fast particles are damped. The motion of the individual particles is described by a Langevin equation with Rayleigh-Helmholtz velocity-dependent friction. In the case of noninteracting particles, the time evolution equations lead to a non-Gaussian velocity distribution. The velocity-dependent friction allows negative values of the friction or energy intakes by slow particles, which we consider active motion, and also causes breaking of the fluctuation dissipation relation. Defining the effective temperature proportional to the second moment of velocity, it is shown that for a constant effective temperature the higher the noise strength, the lower the number of active particles in the system. Using the Mori-Zwanzig formalism and the mode-coupling approximation, the equations of motion for the density autocorrelation function are derived. The equations are solved using the equilibrium structure factors. The integration-through-transients approach is used to derive a relation between the structure factor in the stationary state considering the interacting forces, and the conventional equilibrium static structure factor.
From Brownian Dynamics to Markov Chain: An Ion Channel Example
Chen, Wan
2014-02-27
A discrete rate theory for multi-ion channels is presented, in which the continuous dynamics of ion diffusion is reduced to transitions between Markovian discrete states. In an open channel, the ion permeation process involves three types of events: an ion entering the channel, an ion escaping from the channel, or an ion hopping between different energy minima in the channel. The continuous dynamics leads to a hierarchy of Fokker-Planck equations, indexed by channel occupancy. From these the mean escape times and splitting probabilities (denoting from which side an ion has escaped) can be calculated. By equating these with the corresponding expressions from the Markov model, one can determine the Markovian transition rates. The theory is illustrated with a two-ion one-well channel. The stationary probability of states is compared with that from both Brownian dynamics simulation and the hierarchical Fokker-Planck equations. The conductivity of the channel is also studied, and the optimal geometry maximizing ion flux is computed. © 2014 Society for Industrial and Applied Mathematics.
Virial pressure in systems of spherical active Brownian particles.
Winkler, Roland G; Wysocki, Adam; Gompper, Gerhard
2015-09-01
The pressure of suspensions of self-propelled objects is studied theoretically and by simulation of spherical active Brownian particles (ABPs). We show that for certain geometries, the mechanical pressure as force/area of confined systems can be equally expressed by bulk properties, which implies the existence of a nonequilibrium equation of state. Exploiting the virial theorem, we derive expressions for the pressure of ABPs confined by solid walls or exposed to periodic boundary conditions. In both cases, the pressure comprises three contributions: the ideal-gas pressure due to white-noise random forces, an activity-induced pressure ("swim pressure"), which can be expressed in terms of a product of the bare and a mean effective particle velocity, and the contribution by interparticle forces. We find that the pressure of spherical ABPs in confined systems explicitly depends on the presence of the confining walls and the particle-wall interactions, which has no correspondence in systems with periodic boundary conditions. Our simulations of three-dimensional ABPs in systems with periodic boundary conditions reveal a pressure-concentration dependence that becomes increasingly nonmonotonic with increasing activity. Above a critical activity and ABP concentration, a phase transition occurs, which is reflected in a rapid and steep change of the pressure. We present and discuss the pressure for various activities and analyse the contributions of the individual pressure components.
Brownian dynamics simulations of nanosheet solutions under shear.
Xu, Yueyi; Green, Micah J
2014-07-14
The flow-induced conformation dynamics of nanosheets are simulated using a Brownian Dynamics (BD) formulation applied to a bead-rod sheetlike molecular model. This is the first-ever use of BD to simulate flow-induced dynamics of two-dimensional structures. Using this framework, we simulate dilute suspensions of coarse-grained nanosheets and compute conformation dynamics for simple shear flow. The data show power law scaling relationships between nanosheet parameters (such as bending moduli and molecular weight) and the resulting intrinsic viscosity and conformation. For nonzero bending moduli, an effective dimension of 2.77 at equilibrium is calculated from the scaling relationship between radius of gyration and molecular weight. We also find that intrinsic viscosity varies with molecular weight with an exponent of 2.12 ± 0.23; this dependence is significantly larger than those found for linear polymers. Weak shear thinning is observed at high Weissenberg number (Wi). This simulation method provides a computational basis for developing manufacturing processes for nanosheet-derived materials by relating flow forces and nanosheet parameters to the resulting material morphology.
Brownian aggregation rate of colloid particles with several active sites
Energy Technology Data Exchange (ETDEWEB)
Nekrasov, Vyacheslav M.; Yurkin, Maxim A.; Chernyshev, Andrei V., E-mail: chern@ns.kinetics.nsc.ru [Institute of Chemical Kinetics and Combustion, Institutskaya 3, 630090 Novosibirsk (Russian Federation); Physics Department, Novosibirsk State University, Pirogova 2, 630090 Novosibirsk (Russian Federation); Polshchitsin, Alexey A. [Institute of Chemical Kinetics and Combustion, Institutskaya 3, 630090 Novosibirsk (Russian Federation); JSC “VECTOR-BEST”, PO BOX 492, Novosibirsk 630117 (Russian Federation); Yakovleva, Galina E. [JSC “VECTOR-BEST”, PO BOX 492, Novosibirsk 630117 (Russian Federation); Maltsev, Valeri P. [Institute of Chemical Kinetics and Combustion, Institutskaya 3, 630090 Novosibirsk (Russian Federation); Physics Department, Novosibirsk State University, Pirogova 2, 630090 Novosibirsk (Russian Federation); Department of Preventive Medicine, Novosibirsk State Medical University, Krasny Prospect 52, 630091 Novosibirsk (Russian Federation)
2014-08-14
We theoretically analyze the aggregation kinetics of colloid particles with several active sites. Such particles (so-called “patchy particles”) are well known as chemically anisotropic reactants, but the corresponding rate constant of their aggregation has not yet been established in a convenient analytical form. Using kinematic approximation for the diffusion problem, we derived an analytical formula for the diffusion-controlled reaction rate constant between two colloid particles (or clusters) with several small active sites under the following assumptions: the relative translational motion is Brownian diffusion, and the isotropic stochastic reorientation of each particle is Markovian and arbitrarily correlated. This formula was shown to produce accurate results in comparison with more sophisticated approaches. Also, to account for the case of a low number of active sites per particle we used Monte Carlo stochastic algorithm based on Gillespie method. Simulations showed that such discrete model is required when this number is less than 10. Finally, we applied the developed approach to the simulation of immunoagglutination, assuming that the formed clusters have fractal structure.
From Brownian Dynamics to Markov Chain: an Ion Channel Example
Chen, Wan; Chapman, S Jonathan
2012-01-01
A discrete rate theory for general multi-ion channels is presented, in which the continuous dynamics of ion diffusion is reduced to transitions between Markovian discrete states. In an open channel, the ion permeation process involves three types of events: an ion entering the channel, an ion escaping from the channel, or an ion hopping between different energy minima in the channel. The continuous dynamics leads to a hierarchy of Fokker-Planck equations, indexed by channel occupancy. From these the mean escape times and splitting probabilities (denoting from which side an ion has escaped) can be calculated. By equating these with the corresponding expressions from the Markov model the Markovian transition rates can be determined. The theory is illustrated with a two-ion one-well channel. The stationary probability of states is compared with that from both Brownian dynamics simulation and the hierarchical Fokker-Planck equations. The conductivity of the channel is also studied, and the optimal geometry maximi...
Intermediate scattering function of an anisotropic active Brownian particle
Kurzthaler, Christina; Leitmann, Sebastian; Franosch, Thomas
2016-10-01
Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the directed motion. So far most studies consider the lowest order moments of the displacements only, while more general spatio-temporal information on the stochastic motion is provided in scattering experiments. Here we derive analytically exact expressions for the directly measurable intermediate scattering function for a mesoscopic model of a single, anisotropic active Brownian particle in three dimensions. The mean-square displacement and the non-Gaussian parameter of the stochastic process are obtained as derivatives of the intermediate scattering function. These display different temporal regimes dominated by effective diffusion and directed motion due to the interplay of translational and rotational diffusion which is rationalized within the theory. The most prominent feature of the intermediate scattering function is an oscillatory behavior at intermediate wavenumbers reflecting the persistent swimming motion, whereas at small length scales bare translational and at large length scales an enhanced effective diffusion emerges. We anticipate that our characterization of the motion of active agents will serve as a reference for more realistic models and experimental observations.
Biased Brownian motion in narrow channels with asymmetry and anisotropy
To, Kiwing; Peng, Zheng
2016-11-01
We study Brownian motion of a single millimeter size bead confined in a quasi-two-dimensional horizontal channel with built-in anisotropy and asymmetry. Channel asymmetry is implemented by ratchet walls while anisotropy is introduced using a channel base that is grooved along the channel axis so that a bead can acquire a horizontal impulse perpendicular to the longitudinal direction when it collides with the base. When energy is injected to the channel by vertical vibration, the combination of asymmetric walls and anisotropic base induces an effective force which drives the bead into biased diffusive motion along the channel axis with diffusivity and drift velocity increase with vibration strength. The magnitude of this driving force, which can be measured in experiments of tilted channel, is found to be consistent to those obtained from dynamic mobility and position probability distribution measurements. These results are explained by a simple collision model that suggests the random kinetic energies transfer between different translational degrees of freedom may be turned into useful work in the presence of asymmetry and anisotropy.
Phase transition in non-brownian fiber suspensions
Franceschini, Alexandre; Filippidi, Emmanouella; Guazzelli, Elizabeth; Pine, David
2012-11-01
The simple shear of a suspension of fibers tends to align them with the flow direction. We previously reported that the oscillatory shear of neutrally buoyant non-Brownian fibers align them with the vorticity (Franceschini A. et al. PRL, 2011). We interpreted this phenomenon as the minimization of a ``corrected volume fraction'' defined as a function of the strain amplitude, the average orientation and the volume fraction. Below a critical value of this parameter, the system becomes fully reversible after a few periods. Above it, fluctuations remain and the fibers align with the vorticity, subsequently reducing the value of this corrected volume fraction. We present here the collective behavior of fibers constrained at the liquid-air interface. By pinning the liquid on the wall of a Couette cell, we can have a flat interface. By modifying the surface of the fibers, we get rid of most of surface tension mediated fiber-fiber interactions. In this 2D configuration we can measure spatial correlations, as well as the position and orientation of every fiber at each shear cycle. We similarly define a ``corrected surface fraction'' and see how this parameter help us understand the difference between the surface behavior and the suspension behavior. This work was supported by the NSF through the NYU MRSEC, Award DMR:0820341. Additional support was provided by a Lavoisier Fellowship (AF) and from the Onassis Foundation (EF).
Symmetric linear potential and imperfect Brownian ratchet in molecular motor function
Institute of Scientific and Technical Information of China (English)
Li Fang-Zhen; Hu Kuang-Hu; Su Wan-Fang; Chen Yi-Chen
2005-01-01
Biomolecular motors are tiny engines that transport materials at the microscopic level within biological cells. In recent years, Elston and Peskin et al have investigated the effect of the elastic properties of the tether that connects the motor to its cargo at the speed of the motor. In this paper we extend their work and present a tether in the form of symmetric linear potential. Our results show that when the driving mechanism is an imperfect Brownian ratchet, the average speed decreases as the stiffness of the tether increases in the limit of large motor diffusion coefficient, which is similar to the results of Elston and Peskin. However, a threshold for the stiffness of the tether connecting the motor to its cargo is found in our model. Only when the tether is stiffer than the threshold can the motor and its cargo function co-operatively, otherwise, the motor and its cargo depart from each other. This result is more realistic than that of the spring model of Elston and Peskin.
Blanchet, Adrien
2009-01-01
A periodic perturbation of a Gaussian measure modifies the sharp constants in Poincarae and logarithmic Sobolev inequalities in the homogeniz ation limit, that is, when the period of a periodic perturbation converges to zero. We use variational techniques to determine the homogenized constants and get optimal convergence rates toward s equilibrium of the solutions of the perturbed diffusion equations. The study of these sharp constants is motivated by the study of the stochastic Stokes\\' drift. It also applies to Brownian ratchets and molecular motors in biology. We first establish a transport phenomenon. Asymptotically, the center of mass of the solution moves with a constant velocity, which is determined by a doubly periodic problem. In the reference frame attached to the center of mass, the behavior of the solution is governed at large scale by a diffusion with a modified diffusion coefficient. Using the homogenized logarithmic Sobolev inequality, we prove that the solution converges in self-similar variables attached to t he center of mass to a stationary solution of a Fokker-Planck equation modulated by a periodic perturbation with fast oscillations, with an explicit rate. We also give an asymptotic expansion of the traveling diffusion front corresponding to the stochastic Stokes\\' drift with given potential flow. © 2009 Society for Industrial and Applied Mathematics.
Iliafar, Sara; Vezenov, Dmitri; Jagota, Anand
2013-02-01
We used brownian dynamics to study the peeling of a polymer molecule, represented by a freely jointed chain, from a frictionless surface in an implicit solvent with parameters representative of single-stranded DNA adsorbed on graphite. For slow peeling rates, simulations match the predictions of an equilibrium statistical thermodynamic model. We show that deviations from equilibrium peeling forces are dominated by a combination of Stokes (viscous) drag forces acting on the desorbed section of the chain and a finite rate of hopping over a desorption barrier. Characteristic velocities separating equilibrium and nonequilibrium regimes are many orders of magnitude higher than values accessible in force spectroscopy experiments. Finite probe stiffness resulted in disappearance of force spikes due to desorption of individual links predicted by the statistical thermodynamic model under displacement control. Probe fluctuations also masked sharp transitions in peeling force between blocks of distinct sequences, indicating limitation in the ability of single-molecule force spectroscopy to distinguish small differences in homologous molecular structures.
Chase, Steven M; Young, Eric D
2005-08-17
The auditory system uses three cues to decode sound location: interaural time differences (ITDs), interaural level differences (ILDs), and spectral notches (SNs). Initial processing of these cues is done in separate brainstem nuclei, with ITDs in the medial superior olive, ILDs in the lateral superior olive, and SNs in the dorsal cochlear nucleus. This work addresses the nature of the convergence of localization information in the central nucleus of the inferior colliculus (ICC). Ramachandran et al. (1999) argued that ICC neurons of types V, I, and O, respectively, receive their predominant inputs from ITD-, ILD-, and SN-sensitive brainstem nuclei, suggesting that these ICC response types should be differentially sensitive to localization cues. Here, single-unit responses to simultaneous manipulation of pairs of localization cues were recorded, and the mutual information between discharge rate and individual cues was quantified. Although rate responses to cue variation were generally consistent with those expected from the hypothesized anatomical connections, the differences in information were not as large as expected. Type I units provide the most information, especially about SNs in the physiologically useful range. Type I and O units provide information about ILDs, even at low frequencies at which actual ILDs are very small. ITD information is provided by a subset of all low-frequency neurons. Type V neurons provide information mainly about ITDs and the average binaural intensity. These results are the first to quantify the relative representation of cues in terms of information and suggest a variety of degrees of cue integration in the ICC.
Challis, K. J.
2016-12-01
We present a numerical study of the tight-binding approach to overdamped Brownian motion on a tilted periodic potential. In the tight-binding method the probability density is expanded on a basis of Wannier states to transform the Smoluchowski equation to a discrete master equation that can be interpreted in terms of thermal hopping between potential minima. We calculate the Wannier states and hopping rates for a variety of potentials, including tilted cosine and ratchet potentials. For deep potential minima the Wannier states are well localized and the hopping rates between nearest-neighbor states are qualitatively well described by Kramers' escape rate. The next-nearest-neighbor hopping rates are negative and must be negligible compared to the nearest-neighbor rates for the discrete master equation treatment to be valid. We find that the validity of the master equation extends beyond the quantitative applicability of Kramers' escape rate.
Energy Technology Data Exchange (ETDEWEB)
Kelly, V.A.; Beach, J.A.; Statham, W.H.; Pickens, J.F. [INTERA, Inc., Austin, TX (United States)
1993-02-19
The Savannah River Site (SRS) is a Department of Energy (DOE) facility located near Aiken, South Carolina which is currently operated and managed by Westinghouse Savannah River Company (WSRC). The Sanitary Landfill (Sanitary Landfill) at the SRS is located approximately 2,000 feet Northwest of Upper Three Runs Creek (UTRC) on an approximately 70 acre site located south of Road C between the SRS B-Area and UTRC. The Sanitary Landfill has been receiving wastes since 1974 and operates as an unlined trench and fill operation. The original landfill site was 32 acres. This area reached its capacity around 1987 and a Northern Expansion of 16 acres and a Southern Expansion of 22 acres were added in 1987. The Northern Expansion has not been used for waste disposal to date and the Southern Expansion is expected to reach capacity in 1992 or 1993. The waste received at the Sanitary Landfill is predominantly paper, plastics, rubber, wood, metal, cardboard, rags saturated with degreasing solvents, pesticide bags, empty cans, and asbestos in bags. The landfill is not supposed to receive any radioactive wastes. However, tritium has been detected in the groundwater at the site. Gross alpha and gross beta are also evaluated at the landfill. The objectives of this modeling study are twofold: (1) to create a local scale Sanitary Landfill flow model to study hydraulic effects resulting from capping the Sanitary Landfill; and (2) to create a Sanitary Landfill local scale transport model to support ACL Demonstrations for a RCRA Part B Permit Renewal.
Directory of Open Access Journals (Sweden)
Aida Maria Lovison
2015-01-01
Full Text Available To overcome the impasse that Brazilian society is facing requires that development policy will lead to an increasing homogenization of our society and create space to realizing the potential of our culture. The local endogenous development proposition emerges as an alternative to the current imperatives of globalization. The objective here is not to discuss the array of modern economic theories that support this proposal, but to discuss about the obstacles to building inclusive and compassionate alternatives as opposed to individualistic market logic and instrumental rationality. How to think of local endogenous development devoid of an ethical conception or a proposed update of emancipation where this process is actually experienced as a pedagogical process? How to establish the logic of solidarity in the dialogical subject, being-for-itself, and citizen action and collective? The simple inversion between the oppressed and oppressor does not serve the common good. The pedagogy of Paulo Freire, in all its texture, highlights this fundamental ontological condition that revives the hope into our critique: a response to the challenges of reality is problematic since the action of dialogical subject on it and to transform it.
Delayed plastic relaxation limit in SiGe islands grown by Ge diffusion from a local source
Energy Technology Data Exchange (ETDEWEB)
Vanacore, G. M.; Zani, M.; Tagliaferri, A., E-mail: alberto.tagliaferri@polimi.it [CNISM-Dipartimento di Fisica, Politecnico di Milano, Piazza Leonardo da Vinci 32, I-20133 Milano (Italy); Nicotra, G. [IMM-CNR, Stradale Primosole 50, I-95121 Catania (Italy); Bollani, M. [CNR-IFN, LNESS, Via Anzani 42, I-22100 Como (Italy); Bonera, E.; Montalenti, F.; Picco, A.; Boioli, F. [Dipartimento di Scienza dei Materiali and L-NESS, Università Milano-Bicocca, via Cozzi 53, I-20125 Milano (Italy); Capellini, G. [Department of Sciences at the Università Roma Tre, Via Vasca Navale 79, 00146 Roma (Italy); Isella, G. [CNISM, LNESS, Dipartimento di Fisica, Politecnico di Milano (Polo di Como), Via Anzani 42, I-22100 Como (Italy); Osmond, J. [ICFO–The Institute of Photonic Sciences, Av. Carl Friedrich Gauss, 3, E-08860 Castelldefels (Barcelona) (Spain)
2015-03-14
The hetero-epitaxial strain relaxation in nano-scale systems plays a fundamental role in shaping their properties. Here, the elastic and plastic relaxation of self-assembled SiGe islands grown by surface-thermal-diffusion from a local Ge solid source on Si(100) are studied by atomic force and transmission electron microscopies, enabling the simultaneous investigation of the strain relaxation in different dynamical regimes. Islands grown by this technique remain dislocation-free and preserve a structural coherence with the substrate for a base width as large as 350 nm. The results indicate that a delay of the plastic relaxation is promoted by an enhanced Si-Ge intermixing, induced by the surface-thermal-diffusion, which takes place already in the SiGe overlayer before the formation of a critical nucleus. The local entropy of mixing dominates, leading the system toward a thermodynamic equilibrium, where non-dislocated, shallow islands with a low residual stress are energetically stable. These findings elucidate the role of the interface dynamics in modulating the lattice distortion at the nano-scale, and highlight the potential use of our growth strategy to create composition and strain-controlled nano-structures for new-generation devices.
Kanatsu, Youhei; Sato, Masahide
2015-01-01
Large grains of a close-packed colloidal crystal have been experimentally shown to form in an inverted pyramidal pit by sedimentation [S. Matsuo et al., Appl. Phys. Lett. 82, 4285 (2003)]. Keeping this experiment in mind, we study the crystallization of Brownian particles. We carry out Brownian dynamics simulations in an inverted pyramidal-shaped container. The Brownian particles settle out toward the apex of the container by a uniform external force. If the apex angle is suitable, large grai...
Brownian Ratchets in Biophysics: from Diffusing Phospholipids to Polymerizing Actin Filaments
van Oudenaarden, Alexander
2000-03-01
In the 'Feynman Lectures on Physics' Feynman introduces a mechanical ratchet and pawl subjected to thermal fluctuations to demonstrate the impossibility to violate the second law of thermodynamics. Since this introduction the Brownian ratchet has evolved from Gedanken experiments to real experiments in the interdisciplinary sciences such as biophysics and biochemistry. In this symposium I will present two experiments in which the concept Brownian ratchet is of key importance. The first experiment addresses a so-called geometrical Brownian ratchet [1]. This ratchet consists of a two-dimensional microfabricated periodic array of asymmetric diffusion barriers. As an experimental realization of a two-dimensional fluid of Brownian particles, a bilayer of phospholipid molecules is used. I will demonstrate that the geometrical Brownian ratchet can be used as a molecular sieve to separate mixtures of membrane molecules without the need to extract them from the membrane. In the second experiment I explore the spontaneous symmetry breaking of polymerizing actin networks [2]. Small submicron size beads coated uniformly with a protein that catalyzes actin polymerization, are initially surrounded by a symmetrical cloud of actin filaments. This symmetry can be broken spontaneously after which the beads undergo directional motion with constant velocity. I will present a simple stochastic theory, in which each filament is modeled as an elastic Brownian ratchet that qualitatively reproduces the experimental results. The presence of the bead couples the dynamics of different filaments which results in a complex collective system of interacting Brownian ratchets that exhibits an emergent symmetry breaking behavior. [1] A. van Oudenaarden and S. G. Boxer, Science 285, 1046 (1999). [2] A. van Oudenaarden and J. A. Theriot, Nature Cell Biology 1, 493 (1999).
Jeun, Minhong; Lee, Sanghoon; Kyeong Kang, Jae; Tomitaka, Asahi; Wook Kang, Keon; Il Kim, Young; Takemura, Yasushi; Chung, Kyung-Won; Kwak, Jiyeon; Bae, Seongtae
2012-02-01
Magnetic and AC magnetically induced heating characteristics of Fe3O4 nanoparticles (IONs) with different mean diameters, d, systematically controlled from 4.2 to 22.5 nm were investigated to explore the physical relationship between magnetic phase and specific loss power (SLP) for hyperthermia agent applications. It was experimentally confirmed that the IONs had three magnetic phases and correspondingly different SLP characteristics depending on the particle sizes. Furthermore, it was demonstrated that pure superparamagnetic phase IONs (d limiting for hyperthermia applications due to smaller AC hysteresis loss power (Néel relaxation loss power) originated from lower out-of-phase magnetic susceptibility.
Frimmer, Martin
2012-01-01
We theoretically investigate how the enhancement of the radiative decay rate of a spontaneous emitter provided by coupling to an optical antenna is modified when this "superemitter" is introduced into a complex photonic environment that provides an enhanced local density of optical states (LDOS) itself, such as a microcavity. We show that photonic environments with increased LDOS further boost the performance of antennas that scatter weakly, i.e. that are far from the unitary limit, for which a simple multiplicative LDOS lumping rule holds. In contrast, enhancements provided by antennas close to the unitary limit, i.e. antennas close to the limit of maximally possible scattering strength, are strongly reduced by an enhanced LDOS of the environment. Thus, we identify multiple scattering in hybrid photonic systems as a powerful mechanism for LDOS engineering.
Intrinsic irreversibility limits the efficiency of multidimensional molecular motors
Jack, M. W.; Tumlin, C.
2016-05-01
We consider the efficiency limits of Brownian motors able to extract work from the temperature difference between reservoirs or from external thermodynamic forces. These systems can operate in a variety of modes, including as isothermal engines, heat engines, refrigerators, and heat pumps. We derive analytical results showing that certain classes of multidimensional Brownian motor, including the Smoluchowski-Feynman ratchet, are unable to attain perfect efficiency (Carnot efficiency for heat engines). This demonstrates the presence of intrinsic irreversibilities in their operating mechanism. We present numerical simulations showing that in some cases the loss process that limits efficiency is associated with vortices in the probability current.
Intrinsic irreversibility limits the efficiency of multidimensional molecular motors.
Jack, M W; Tumlin, C
2016-05-01
We consider the efficiency limits of Brownian motors able to extract work from the temperature difference between reservoirs or from external thermodynamic forces. These systems can operate in a variety of modes, including as isothermal engines, heat engines, refrigerators, and heat pumps. We derive analytical results showing that certain classes of multidimensional Brownian motor, including the Smoluchowski-Feynman ratchet, are unable to attain perfect efficiency (Carnot efficiency for heat engines). This demonstrates the presence of intrinsic irreversibilities in their operating mechanism. We present numerical simulations showing that in some cases the loss process that limits efficiency is associated with vortices in the probability current.
Microstructure from simulated Brownian suspension flows at large shear rate
Morris, Jeffrey F.; Katyal, Bhavana
2002-06-01
Pair microstructure of concentrated Brownian suspensions in simple-shear flow is studied by sampling of configurations from dynamic simulations by the Stokesian Dynamics technique. Simulated motions are three dimensional with periodic boundary conditions to mimic an infinitely extended suspension. Hydrodynamic interactions through Newtonian fluid and Brownian motion are the only physical influences upon the motion of the monodisperse hard-sphere particles. The dimensionless parameters characterizing the suspension are the particle volume fraction and Péclet number, defined, respectively, as φ=(4π/3)na3 with n the number density and a the sphere radius, and Pe=6πηγ˙a3/kT with η the fluid viscosity, γ˙ the shear rate, and kT the thermal energy. The majority of the results reported are from simulations at Pe=1000; results of simulations at Pe=1, 25, and 100 are also reported for φ=0.3 and φ=0.45. The pair structure is characterized by the pair distribution function, g(r)=P1|1(r)/n, where P1|1(r) is the conditional probability of finding a pair at a separation vector r. The structure under strong shearing exhibits an accumulation of pair probability at contact, and angular distortion (from spherical symmetry at Pe=0), with both effects increasing with Pe. Flow simulations were performed at Pe=1000 for eight volume fractions in the range 0.2⩽φ⩽0.585. For φ=0.2-0.3, the pair structure at contact, g(|r|=2)≡g(2), is found to exhibit a single region of strong correlation, g(2)≫1, at points around the axis of compression, with a particle-deficient wake in the extensional zones. A qualitative change in microstructure is observed between φ=0.3 and φ=0.37. For φ⩾0.37, the maximum g(2) lies at points in the shear plane nearly on the x axis of the bulk simple shear flow Ux=γ˙y, while at smaller φ, the maximum g(2) lies near the compressional axis; long-range string ordering is not observed. For φ=0.3 and φ=0.45, g(2)˜Pe0.7 for 1⩽Pe⩽1000, a
A Brownian Dynamics Approach to ESR Line Shape Calculations
Wright, Matthew P.
The work presented in this thesis uses a Monte Carlo technique to simulate spectra for 14N spin-labels and 15N spin labels. The algorithm presented here also has the capability to produce simulated spectra for any admixture of 14N and 15N. The algorithm makes use of `iterative loops' to model Brownian rotational diffusion and for the repeated evaluation of the spectral correlation function (relaxation function). The method described in this work starts with a derivation of an angular dependent "Spin Hamiltonian" that when diagonalized yields orientation dependent eigenvalues. The resulting eigenvalue equations are later used to calculate the energy trajectories of a nitroxide spin-label undergoing rotational diffusion. The energy trajectories are then used to evaluate the relaxation function. The absorption spectrum is obtained by applying a Fourier transform to the relaxation function. However, the application of the Fourier transform to the relaxation function produces "leakage" effects that manifest as spurious peaks in the first derivative spectrum. To counter "leakage" effects a data windowing function was applied to the relaxation function prior to the Fourier transform. In order to test the accuracy of this algorithm, simulated spectra for 14N, and 15N spin labels diffusing in a glycerol-water mixture as well as a 14N-15N admixture diffusing in the same solvent were produced and compared to experimental spectra. An attempt to quantify the level of agreement was made by calculating the mean square residual of the simulated and experimental spectra. The main spectral features were reproduced with reasonable fidelity by the simulated spectra.
Energy Technology Data Exchange (ETDEWEB)
Tejedor, V; Benichou, O; Voituriez, R [Laboratoire de Physique Theorique de la Matiere Condensee (UMR 7600), Universite Pierre et Marie Curie, 4 Place Jussieu, 75255 Paris Cedex (France); Metzler, Ralf, E-mail: voiturie@lptmc.jussieu.fr [Physics Department, Technical University of Munich, James Franck Strasse, 85747 Garching (Germany)
2011-06-24
We derive a functional equation for the mean first-passage time (MFPT) of a generic self-similar Markovian continuous process to a target in a one-dimensional domain and obtain its exact solution. We show that the obtained expression of the MFPT for continuous processes is actually different from the large system size limit of the MFPT for discrete jump processes allowing leapovers. In the case considered here, the asymptotic MFPT admits non-vanishing corrections, which we call residual MFPT. The case of Levy flights with diverging variance of jump lengths is investigated in detail, in particular, with respect to the associated leapover behavior. We also show numerically that our results apply with good accuracy to fractional Brownian motion, despite its non-Markovian nature.
Risbud, Sumedh R
2014-01-01
We investigate the motion of a suspended non-Brownian sphere past a fixed cylindrical or spherical obstacle in the limit of zero Reynolds number for arbitrary particle-obstacle aspect ratios. We consider both a suspended sphere moving in a quiescent fluid under the action of a uniform force as well as a uniform ambient velocity field driving a freely suspended particle. We determine the distribution of particles around a single obstacle and solve for the individual particle trajectories to comment on the transport of dilute suspensions past an array of fixed obstacles. First, we obtain an expression for the probability density function governing the distribution of a dilute suspension of particles around an isolated obstacle, and we show that it is isotropic. We then present an analytical expression -- derived using both Eulerian and Lagrangian approaches -- for the minimum particle-obstacle separation attained during the motion, as a function of the incoming impact parameter, i.e. the initial offset between ...
Weaver, Daniel M.; Coghlan Jr., Stephen M.; Zydlewski, Joseph
2016-01-01
Resource flows from adjacent ecosystems are critical in maintaining structure and function of freshwater food webs. Migrating sea lamprey (Petromyzon marinus) deliver a pulsed marine-derived nutrient subsidy to rivers in spring when the metabolic demand of producers and consumers are increasing. However, the spatial and temporal dynamics of these nutrient subsidies are not well characterized. We used sea lamprey carcass additions in a small stream to examine changes in nutrients, primary productivity, and nutrient assimilation among consumers. Algal biomass increased 57%–71% immediately adjacent to carcasses; however, broader spatial changes from multiple-site carcass addition may have been influenced by canopy cover. We detected assimilation of nutrients (via δ13C and δ15N) among several macroinvertebrate families including Heptageniidae, Hydropsychidae, and Perlidae. Our research suggests that subsidies may evoke localized patch-scale effects on food webs, and the pathways of assimilation in streams are likely coupled to adjacent terrestrial systems. This research underscores the importance of connectivity in streams, which may influence sea lamprey spawning and elicit varying food web responses from carcass subsidies due to fine-scale habitat variables.
Two-component Brownian coagulation: Monte Carlo simulation and process characterization
Institute of Scientific and Technical Information of China (English)
Haibo Zhao; Chu guang Zheng
2011-01-01
The compositional distribution within aggregates of a given size is essential to the functionality of composite aggregates that are usually enlarged by rapid Brownian coagulation.There is no analytical solution for the process of such two-component systems.Monte Carlo method is an effective numerical approach for two-component coagulation.In this paper,the differentially weighted Monte Carlo method is used to investigate two-component Brownian coagulation,respectively,in the continuum regime,the freemolecular regime and the transition regime.It is found that ( 1 ) for Brownian coagulation in the continuum regime and in the free-molecular regime,the mono-variate compositional distribution,i.e.,the number density distribution function of one component amount (in the form of volume of the component in aggregates) satisfies self-preserving form the same as particle size distribution in mono-component Brownian coagulation; (2) however,for Brownian coagulation in the transition regime the mono-variate compositional distribution cannot reach self-similarity; and (3) the bivariate compositional distribution,i.e.,the combined number density distribution function of two component amounts in the three regimes satisfies a semi self-preserving form.Moreover,other new features inherent to aggregative mixing are also demonstrated; e.g.,the degree of mixing between components,which is largely controlled by the initial compositional mass fraction,improves as aggregate size increases.
Directory of Open Access Journals (Sweden)
Kathryn L Markey
Full Text Available In 2011 the first recorded bleaching event for the high latitude Houtman Abrolhos Islands (HAI coral communities was documented. This bleaching event highlighted the question of whether a supply of 'heat tolerant' coral recruits from the tropical north would be sufficient to provide a level of resistance for these reefs to future warming events. Using Lagrangian modelling we showed that due to its regional isolation, large-scale larval input from potential tropical northern source populations to the HAI is unlikely, despite the southward flowing Leeuwin current. Successful recruitment to artificial substrates was recorded following the bleaching event. However, this was negligible (0.4 ± 0.1 recruits per tile compared to 2013 post impact recruitment (128.8 ± 15.8 recruits per tile. Our data therefore provides preliminary evidence suggesting that the connectivity of the HAI with coral communities in the north is limited, and population maintenance and recovery is likely driven primarily by self-recruitment. Given the low thermal tolerance of the HAI coral communities, the dominance of Acropora, and the apparent reliance on self-recruitment, an increased frequency of thermally anomalous conditions at the HAI (such as experienced in 2011 has the potential to reduce the long-term stability of the HAI coral populations and species that depend upon them.
Last, Carsten
2017-01-01
This book proposes a new approach to handle the problem of limited training data. Common approaches to cope with this problem are to model the shape variability independently across predefined segments or to allow artificial shape variations that cannot be explained through the training data, both of which have their drawbacks. The approach presented uses a local shape prior in each element of the underlying data domain and couples all local shape priors via smoothness constraints. The book provides a sound mathematical foundation in order to embed this new shape prior formulation into the well-known variational image segmentation framework. The new segmentation approach so obtained allows accurate reconstruction of even complex object classes with only a few training shapes at hand.
Roberts, Christopher C; Chang, Chia-En A
2016-08-25
We present the second-generation GeomBD Brownian dynamics software for determining interenzyme intermediate transfer rates and substrate association rates in biomolecular complexes. Substrate and intermediate association rates for a series of enzymes or biomolecules can be compared between the freely diffusing disorganized configuration and various colocalized or complexed arrangements for kinetic investigation of enhanced intermediate transfer. In addition, enzyme engineering techniques, such as synthetic protein conjugation, can be computationally modeled and analyzed to better understand changes in substrate association relative to native enzymes. Tools are provided to determine nonspecific ligand-receptor association residence times, and to visualize common sites of nonspecific association of substrates on receptor surfaces. To demonstrate features of the software, interenzyme intermediate substrate transfer rate constants are calculated and compared for all-atom models of DNA origami scaffold-bound bienzyme systems of glucose oxidase and horseradish peroxidase. Also, a DNA conjugated horseradish peroxidase enzyme was analyzed for its propensity to increase substrate association rates and substrate local residence times relative to the unmodified enzyme. We also demonstrate the rapid determination and visualization of common sites of nonspecific ligand-receptor association by using HIV-1 protease and an inhibitor, XK263. GeomBD2 accelerates simulations by precomputing van der Waals potential energy grids and electrostatic potential grid maps, and has a flexible and extensible support for all-atom and coarse-grained force fields. Simulation software is written in C++ and utilizes modern parallelization techniques for potential grid preparation and Brownian dynamics simulation processes. Analysis scripts, written in the Python scripting language, are provided for quantitative simulation analysis. GeomBD2 is applicable to the fields of biophysics, bioengineering
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.
Statistical Properties of Thermal Noise Driving the Brownian Particles in Fluids
Directory of Open Access Journals (Sweden)
Tóthová Jana
2016-01-01
Full Text Available In several recent works high-resolution interferometric detection allowed to study the Brownian motion of optically trapped microparticles in air and fluids. The observed positional fluctuations of the particles are well described by the generalized Langevin equation with the Boussinesq-Basset “history force” instead of the Stokes friction, which is valid only for the steady motion. Recently, also the time correlation function of the thermal random force Fth driving the Brownian particles through collisions with the surrounding molecules has been measured. In the present contribution we propose a method to describe the statistical properties of Fth in incompressible fluids. Our calculations show that the time decay of the correlator 〈Fth(tFth(0〉 is significantly slower than that found in the literature. It is also shown how the “color” of the thermal noise can be determined from the measured positions of the Brownian particles.
Jeon, Jae-Hyung; Metzler, Ralf
2010-02-01
Motivated by subdiffusive motion of biomolecules observed in living cells, we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and restricted to a finite domain. We investigate by analytic calculations and simulations how time-averaged observables (e.g., the time-averaged mean-squared displacement and displacement correlation) are affected by spatial confinement and dimensionality. In particular, we study the degree of weak ergodicity breaking and scatter between different single trajectories for this confined motion in the subdiffusive domain. The general trend is that deviations from ergodicity are decreased with decreasing size of the movement volume and with increasing dimensionality. We define the displacement correlation function and find that this quantity shows distinct features for fractional Brownian motion, fractional Langevin equation, and continuous time subdiffusion, such that it appears an efficient measure to distinguish these different processes based on single-particle trajectory data.
Brownian motion of a charged test particle in vacuum between two conducting plates
Yu, Hongwei; Chen, Jun
2004-12-01
The Brownian motion of a charged test particle caused by quantum electromagnetic vacuum fluctuations between two perfectly conducting plates is examined and the mean squared fluctuations in the velocity and position of the test particle are calculated. Our results show that the Brownian motion in the direction normal to the plates is reinforced in comparison to that in the single plate case. The effective temperature associated with this normal Brownian motion could be three times as large as that in the single plate case. However, the negative dispersions for the velocity and position in the longitudinal directions, which could be interpreted as reducing the quantum uncertainties of the particle, acquire positive corrections due to the presence of the second plate, and are thus weakened.
Brownian motion of a charged test particle in vacuum between two conducting plates
Yu, H; Yu, Hongwei; Chen, Jun
2004-01-01
The Brownian motion of a charged test particle caused by quantum electromagnetic vacuum fluctuations between two perfectly conducting plates is examined and the mean squared fluctuations in the velocity and position of the test particle are calculated. Our results show that the Brownian motion in the direction normal to the plates is reinforced in comparison to that in the single-plate case. The effective temperature associated with this normal Brownian motion could be three times as large as that in the single-plate case. However, the negative dispersions for the velocity and position in the longitudinal directions, which could be interpreted as reducing the quantum uncertainties of the particle, acquire positive corrections due to the presence of the second plate, and are thus weakened.
On-chip Brownian relaxation measurements of magnetic nanobeads in the time domain
DEFF Research Database (Denmark)
Østerberg, Frederik Westergaard; Rizzi, Giovanni; Hansen, Mikkel Fougt
2013-01-01
We present and demonstrate a new method for on-chip Brownian relaxation measurements on magnetic nanobeads in the time domain using magnetoresistive sensors. The beads are being magnetized by the sensor self-field arising from the bias current passed through the sensors and thus no external...... magnetic fields are needed. First, the method is demonstrated on Brownian relaxation measurements of beads with nominal sizes of 40, 80, 130, and 250 nm. The results are found to compare well to those obtained by an already established measurement technique in the frequency domain. Next, we demonstrate...... the time and frequency domain methods on Brownian relaxation detection of clustering of streptavidin coated magnetic beads in the presence of different concentrations of biotin-conjugated bovine serum albumin and obtain comparable results. In the time domain, a measurement is carried out in less than 30 s...
Brownian ratchets from statistical physics to bio and nano-motors
Cubero, David
2016-01-01
Illustrating the development of Brownian ratchets, from their foundations, to their role in the description of life at the molecular scale and in the design of artificial nano-machinery, this text will appeal to both advanced graduates and researchers entering the field. Providing a self-contained introduction to Brownian ratchets, devices which rectify microscopic fluctuations, Part I avoids technicalities and sets out the broad range of physical systems where the concept of ratchets is relevant. Part II supplies a single source for a complete and modern theoretical analysis of ratchets in regimes such as classical vs quantum and stochastic vs deterministic, and in Part III readers are guided through experimental developments in different physical systems, each highlighting a specific unique feature of ratchets. The thorough and systematic approach to the topic ensures that this book provides a complete guide to Brownian ratchets for newcomers and established researchers in physics, biology and biochemistry.
Quantum Brownian motion in a bath of parametric oscillators a model for system-field interactions
Hu, B L; Andrew Matacz
1993-01-01
The quantum Brownian motion paradigm provides a unified framework where one can see the interconnection of some basic quantum statistical processes like decoherence, dissipation, particle creation, noise and fluctuation. We treat the case where the Brownian particle is coupled linearly to a bath of time dependent quadratic oscillators. While the bath mimics a scalar field, the motion of the Brownian particle modeled by a single oscillator could be used to depict the behavior of a particle detector, a quantum field mode or the scale factor of the universe. An important result of this paper is the derivation of the influence functional encompassing the noise and dissipation kernels in terms of the Bogolubov coefficients. This method enables one to trace the source of statistical processes like decoherence and dissipation to vacuum fluctuations and particle creation, and in turn impart a statistical mechanical interpretation of quantum field processes. With this result we discuss the statistical mechanical origi...
Probing Brownian relaxation in water-glycerol mixtures using magnetic hyperthermia
Nemala, Humeshkar; Milgie, Michael; Wadehra, Anshu; Thakur, Jagdish; Naik, Vaman; Naik, Ratna
2013-03-01
Generation of heat by magnetic nanoparticles in the presence of an external oscillating magnetic field is known as magnetic hyperthermia (MHT). This heat is generated by two mechanisms: the Neel relaxation and Brownian relaxation. While the internal spin relaxation of the nanoparticles known as Neel relaxation is largely dependent on the magnetic properties of the nanoparticles, the physical motion of the particle or the Brownian relaxation is largely dependent on the viscous properties of the carrier liquid. The MHT properties of dextran coated iron oxide nanoparticles have been investigated at a frequency of 400KHz. To understand the influence of Brownian relaxation on heating, we probe the MHT properties of these ferrofluids in water-glycerol mixtures of varying viscosities. The heat generation is quantified using the specific absorption rate (SAR) and its maximum at a particular temperature is discussed with reference to the viscosity.
Financial Brownian Particle in the Layered Order-Book Fluid and Fluctuation-Dissipation Relations
Yura, Yoshihiro; Takayasu, Hideki; Sornette, Didier; Takayasu, Misako
2014-03-01
We introduce a novel description of the dynamics of the order book of financial markets as that of an effective colloidal Brownian particle embedded in fluid particles. The analysis of comprehensive market data enables us to identify all motions of the fluid particles. Correlations between the motions of the Brownian particle and its surrounding fluid particles reflect specific layering interactions; in the inner layer the correlation is strong and with short memory, while in the outer layer it is weaker and with long memory. By interpreting and estimating the contribution from the outer layer as a drag resistance, we demonstrate the validity of the fluctuation-dissipation relation in this nonmaterial Brownian motion process.
(Quantum) Fractional Brownian Motion and Multifractal Processes under the Loop of a Tensor Networks
Descamps, Benoît
2016-01-01
We derive fractional Brownian motion and stochastic processes with multifractal properties using a framework of network of Gaussian conditional probabilities. This leads to the derivation of new representations of fractional Brownian motion. These constructions are inspired from renormalization. The main result of this paper consists of constructing each increment of the process from two-dimensional gaussian noise inside the light-cone of each seperate increment. Not only does this allows us to derive fractional Brownian motion, we can introduce extensions with multifractal flavour. In another part of this paper, we discuss the use of the multi-scale entanglement renormalization ansatz (MERA), introduced in the study critical systems in quantum spin lattices, as a method for sampling integrals with respect to such multifractal processes. After proper calibration, a MERA promises the generation of a sample of size $N$ of a multifractal process in the order of $O(N\\log(N))$, an improvement over the known method...
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.
Avalanche-like fluidization of a non-Brownian particle gel.
Kurokawa, Aika; Vidal, Valérie; Kurita, Kei; Divoux, Thibaut; Manneville, Sébastien
2015-12-14
We report on the fluidization dynamics of an attractive gel composed of non-Brownian particles made of fused silica colloids. Extensive rheology coupled to ultrasonic velocimetry allows us to characterize the global stress response together with the local dynamics of the gel during shear startup experiments. In practice, after being rejuvenated by a preshear, the gel is left to age for a time tw before being subjected to a constant shear rate [small gamma, Greek, dot above]. We investigate in detail the effects of both tw and [small gamma, Greek, dot above] on the fluidization dynamics and build a detailed state diagram of the gel response to shear startup flows. The gel may display either transient shear banding towards complete fluidization or steady-state shear banding. In the former case, we unravel that the progressive fluidization occurs by successive steps that appear as peaks on the global stress relaxation signal. Flow imaging reveals that the shear band grows until complete fluidization of the material by sudden avalanche-like events which are distributed heterogeneously along the vorticity direction and correlated to large peaks in the slip velocity at the moving wall. These features are robust over a wide range of tw and [small gamma, Greek, dot above] values, although the very details of the fluidization scenario vary with [small gamma, Greek, dot above]. Finally, the critical shear rate [small gamma, Greek, dot above]* that separates steady-state shear-banding from steady-state homogeneous flow depends on the width of the shear cell and exhibits a nonlinear dependence with tw. Our work brings about valuable experimental data on transient flows of attractive dispersions, highlighting the subtle interplay between shear, wall slip and aging whose modeling constitutes a major challenge that has not been met yet.
Brownian Dynamics of a Suspension of Particles with Constrained Voronoi Cell Volumes
Singh, John P.
2015-06-23
© 2015 American Chemical Society. Solvent-free polymer-grafted nanoparticle fluids consist of inorganic core particles fluidized by polymers tethered to their surfaces. The attachment of the suspending fluid to the particle surface creates a strong penalty for local variations in the fluid volume surrounding the particles. As a model of such a suspension we perform Brownian dynamics of an equilibrium system consisting of hard spheres which experience a many-particle potential proportional to the variance of the Voronoi volumes surrounding each particle (E = α(V
An elementary singularity-free Rotational Brownian Dynamics algorithm for anisotropic particles
Energy Technology Data Exchange (ETDEWEB)
Ilie, Ioana M.; Briels, Wim J. [Computational Biophysics, Faculty of Science and Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); MESA+ Institute for Nanotechnology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); Otter, Wouter K. den, E-mail: w.k.denotter@utwente.nl [Computational Biophysics, Faculty of Science and Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); MESA+ Institute for Nanotechnology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); Multi Scale Mechanics, Faculty of Engineering Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands)
2015-03-21
Brownian Dynamics is the designated technique to simulate the collective dynamics of colloidal particles suspended in a solution, e.g., the self-assembly of patchy particles. Simulating the rotational dynamics of anisotropic particles by a first-order Langevin equation, however, gives rise to a number of complications, ranging from singularities when using a set of three rotational coordinates to subtle metric and drift corrections. Here, we derive and numerically validate a quaternion-based Rotational Brownian Dynamics algorithm that handles these complications in a simple and elegant way. The extension to hydrodynamic interactions is also discussed.
On-chip measurements of Brownian relaxation vs. concentration of 40nm magnetic beads
DEFF Research Database (Denmark)
Østerberg, Frederik Westergaard; Rizzi, Giovanni; Hansen, Mikkel Fougt
2012-01-01
are needed as the beads are magnetized by the field generated by the applied sensor bias current. We show that the Brownian relaxation frequency can be extracted from fitting the Cole-Cole model to measurements for bead concentrations of 64 mu g/ml or higher and that the measured dynamic magnetic response......We present on-chip Brownian relaxation measurements on a logarithmic dilution series of 40 nm beads dispersed in water with bead concentrations between 16 mu g/ml and 4000 mu g/ml. The measurements are performed using a planar Hall effect bridge sensor at frequencies up to 1 MHz. No external fields...
Accumulation of Microswimmers near a Surface Mediated by Collision and Rotational Brownian Motion
Li, Guanglai; Tang, Jay X.
2009-08-01
In this Letter we propose a kinematic model to explain how collisions with a surface and rotational Brownian motion give rise to accumulation of microswimmers near a surface. In this model, an elongated microswimmer invariably travels parallel to the surface after hitting it from an oblique angle. It then swims away from the surface, facilitated by rotational Brownian motion. Simulations based on this model reproduce the density distributions measured for the small bacteria E. coli and Caulobacter crescentus, as well as for the much larger bull spermatozoa swimming between two walls.
Brownian motion after Einstein and Smoluchowski: Some new applications and new experiments
DEFF Research Database (Denmark)
Dávid, Selmeczi; Tolic-Nørrelykke, S.F.; Schäffer, E.;
2007-01-01
The first half of this review describes the development in mathematical models of Brownian motion after Einstein's and Smoluchowski's seminal papers and current applications to optical tweezers. This instrument of choice among single-molecule biophysicists is also an instrument of such precision...... that it requires an understanding of Brownian motion beyond Einstein's and Smoluchowski's for its calibration, and can measure effects not present in their theories. This is illustrated with some applications, current and potential. It is also shown how addition of a controlled forced motion on the nano...
Survival probability of mutually killing Brownian motions and the O'Connell process
Katori, Makoto
2011-01-01
Recently O'Connell introduced an interacting diffusive particle system in order to study a directed polymer model in 1+1 dimensions. The infinitesimal generator of the process is a harmonic transform of the quantum Toda-lattice Hamiltonian by the Whittaker function. As a physical interpretation of this construction, we show that the O'Connell process without drift is realized as a system of mutually killing Brownian motions conditioned that all particles survive forever. When the characteristic length of interaction killing other particles goes to zero, the process is reduced to the noncolliding Brownian motion (the Dyson model).
Institute of Scientific and Technical Information of China (English)
ZHANG Jia-Lin; YU Hong-Wei
2005-01-01
@@ We show that the velocity and position dispersions of a test particle with a nonzero constant classical velocity undergoing Brownian motion caused by electromagnetic vacuum fluctuations in a space with plane boundaries can be obtained from those of the static case by Lorentz transformation. We explicitly derive the Lorentz transformations relating the dispersions of the two cases and then apply them to the case of the Brownian motion of a test particle with a constant classical velocity parallel to the boundary between two conducting planes. Our results show that the influence of a nonzero initial velocity is negligible for nonrelativistic test particles.
Brownian motion in a singular potential and a fractal renewal process
Ouyang, H. F.; Huang, Z. Q.; Ding, E. J.
1995-10-01
We have proposed a model for the one-dimensional Brownian motion of a single particle in a singular potential field in our previous paper [Phys. Rev. E 50, 2491 (1994)]. In this Brief Report, we further discuss this model and show that, in some special cases, the Brownian motion can be considered as a finite-valued alternating renewal process, which has been investigated by Lowen and Teich [Phys. Rev. E 47, 992 (1993)]. The numerical results here are in agreement with those drawn by Lowen and Teich.
Feedback control of two-headed Brownian motors in flashing ratchet potential
Institute of Scientific and Technical Information of China (English)
Zhao A-Ke; Zhang Hong-Wei; Li Yu-Xiao
2010-01-01
We presented a detailed investigation on the movement of two-headed Brownian motors in an asymmetric potential under a feedback control. By numerical simulations the direct current is obtained. The current is periodic in the initial length of spring. There is an optimal value of the spring constant. And the dependence of the current on the opposing force is reversed. Then we found that when the change of the temperature and the opposing force have optimal values, the Brownian motors can also obtain the optimal efficiency.
An Approach to Enhance the Efficiency of a Brownian Heat Engine
Institute of Scientific and Technical Information of China (English)
ZHANG Yan-Ping; HE Ji-Zhou; XIAO Yu-Ling
2011-01-01
A Brownian microscopic heat engine, driven by temperature difference and consisting of a Brownian particle moving in a sawtooth potential with an external load, is investigated. The heat Hows, driven by both potential and kinetic energies, are taken into account. Based on the master equation, the expressions for efficiency and power output are derived analytically, and performance characteristic curves are plotted. It is shown that the heat How via the kinetic energy of the particle decreases. The efficiency of the engine is enhanced, but the power output reduces as the a shape parameter of the sawtooth potential increases. The influence of the a shape parameter on efficiency and power output is then analyzed in detail.%A Brownian microscopic heat engine,driven by temperature difference and consisting of a Brownian particle moving in a sawtooth potential with an external load,is investigated.The heat flows,driven by both potential and kinetic energies,are taken into account.Based on the master equation,the expressions for efficiency and power output are derived analytically,and performance characteristic curves are plotted.It is shown that the heat flow via the kinetic energy of the particle decreases.The efficiency of the engine is enhanced,but the power output reduces as the α shape parameter of the sawtooth potential increases.The influence of the α shape parameter on efficiency and power output is then analyzed in detail.Like the Carnot cycle,the Brownian heat engine can extract work from the temperature difference between heat reservoirs,where the Brownian working material operates as a transducer of thermal energy into mechanical work.In the last few decades,the study of Brownian heat engines has received considerable attention,not only for the construction of the miniaturized engine that helps us utilize energy resources at microscopic scales,but also for a better understanding of nonequilibrium statistical physics.[1-3] The thermodynamic properties of the
Brownian agents and active particles collective dynamics in the natural and social sciences
Schweitzer, Frank
2007-01-01
""This book lays out a vision for a coherent framework for understanding complex systems"" (from the foreword by J. Doyne Farmer). By developing the genuine idea of Brownian agents, the author combines concepts from informatics, such as multiagent systems, with approaches of statistical many-particle physics. This way, an efficient method for computer simulations of complex systems is developed which is also accessible to analytical investigations and quantitative predictions. The book demonstrates that Brownian agent models can be successfully applied in many different contexts, ranging from
Finding viscosity of liquids from Brownian motion at students' laboratory
Energy Technology Data Exchange (ETDEWEB)
Greczylo, Tomasz; Debowska, Ewa [Institute of Experimental Physics, Wroclaw University, pl. Maxa Borna 9, 50-204 Wroclaw (Poland)
2005-09-01
Brownian motion appears to be a good subject for investigation at advanced students' laboratory [1]. The paper presents such an investigation carried out in Physics Laboratory II at the Institute of Experimental Physics of Wroclaw University. The experiment has been designed to find viscosity of liquids from Brownian motion phenomenon. Authors use modern technology that helps to proceed with measurements and makes the procedure less time and effort consuming. Discussion of the process of setting up the experiment and the results obtained for three different solutions of glycerin in water are presented. Advantages and disadvantages of the apparatus are pointed out along with descriptions of possible future uses.
Chavanis, Pierre-Henri
2011-03-01
We study the growth of perturbations in a uniformly collapsing cloud of self-gravitating Brownian particles. This problem shares analogies with the formation of large-scale structures in a universe experiencing a “big-crunch” or with the formation of stars in a molecular cloud experiencing gravitational collapse. Starting from the barotropic Smoluchowski-Poisson system, we derive a new equation describing the evolution of the density contrast in the comoving (collapsing) frame. This equation can serve as a prototype to study the process of self-organization in complex media with structureless initial conditions. We solve this equation analytically in the linear regime and compare the results with those obtained by using the “Jeans swindle” in a static medium. The stability criteria, as well as the laws for the time evolution of the perturbations, differ. The Jeans criterion is expressed in terms of a critical wavelength λJ while our criterion is expressed in terms of a critical polytropic index γ4/3. In a static background, the system is stable for λλJ. In a collapsing cloud, the system is stable for γ>γ4/3 and unstable for γλJ. We also study the fragmentation process in the nonlinear regime. We determine the growth of the skewness, the long-wavelength tail of the power spectrum and find a self-similar solution to the nonlinear equations valid for large times. Finally, we consider dissipative self-gravitating Bose-Einstein condensates with short-range interactions and show that, in a strong friction limit, the dissipative Gross-Pitaevskii-Poisson system is equivalent to the quantum barotropic Smoluchowski-Poisson system. This yields new types of nonlinear mean-field Fokker-Planck equations, including quantum effects.
First passage times for a tracer particle in single file diffusion and fractional Brownian motion.
Sanders, Lloyd P; Ambjörnsson, Tobias
2012-05-01
We investigate the full functional form of the first passage time density (FPTD) of a tracer particle in a single-file diffusion (SFD) system whose population is: (i) homogeneous, i.e., all particles having the same diffusion constant and (ii) heterogeneous, with diffusion constants drawn from a heavy-tailed power-law distribution. In parallel, the full FPTD for fractional Brownian motion [fBm-defined by the Hurst parameter, H ∈ (0, 1)] is studied, of interest here as fBm and SFD systems belong to the same universality class. Extensive stochastic (non-Markovian) SFD and fBm simulations are performed and compared to two analytical Markovian techniques: the method of images approximation (MIA) and the Willemski-Fixman approximation (WFA). We find that the MIA cannot approximate well any temporal scale of the SFD FPTD. Our exact inversion of the Willemski-Fixman integral equation captures the long-time power-law exponent, when H ≥ 1/3, as predicted by Molchan [Commun. Math. Phys. 205, 97 (1999)] for fBm. When H systems are compared to their fBm counter parts; and in the homogeneous system both scaled FPTDs agree on all temporal scales including also, the result by Molchan, thus affirming that SFD and fBm dynamics belong to the same universality class. In the heterogeneous case SFD and fBm results for heterogeneity-averaged FPTDs agree in the asymptotic time limit. The non-averaged heterogeneous SFD systems display a lack of self-averaging. An exponential with a power-law argument, multiplied by a power-law pre-factor is shown to describe well the FPTD for all times for homogeneous SFD and sub-diffusive fBm systems.
Energy Technology Data Exchange (ETDEWEB)
Roura, Albert [Los Alamos National Laboratory; Fleming, C H [UNIV OF MARYLAND; Hu, B L [UNIV OF MARYLAND
2008-01-01
We revisit the model of a system made up of a Brownian quantum oscillator linearly coupled to an environment made up of many quantum oscillators at finite temperature. We show that the HPZ master equation for the reduced density matrix derived earlier [B.L. Hu, J.P. Paz, Y. Zhang, Phys. Rev. D 45, 2843 (1992)] has incorrectly specified coefficients for the case of nonlocal dissipation. We rederive the QBM master equation, correctly specifying all coefficients, and determine the position uncertainty to be free of excessive cutoff sensitivity. Our coefficients and solutions are reduced entirely to contour integration for analytic spectra at arbitrary temperature, coupling strength, and cut-off. As an illustration we calculate the master equation coefficients and solve the master equation for ohmic coupling (with finite cutoff) and example supra-ohmic and sub-ohmic spectral densities. We determine the effect of an external force on the quantum oscillator and also show that our representation of the master equation and solutions naturally extends to a system of multiple oscillators bilinearly coupled to themselves and the bath in arbitrary fashion. This produces a formula for investigating the standard quantum limit which is central to addressing many theoretical issues in macroscopic quantum phenomena and experimental concerns related to low temperature precision measurements. We find that in a dissipative environment, all initial states settle down to a Gaussian density matrix whose covariance is determined by the thermal reservoir and whose mean is determined by the external force. We specify the thermal covariance for the spectral densities we explore.
Influence of Brownian Diffusion on Levitation of Bodies in Magnetic Fluid
Directory of Open Access Journals (Sweden)
V. Bashtovoi
2013-12-01
Full Text Available The present work deals with experimental investigation of the levitation of magnetic and non-magnetic bodies in a magnetic fluid when essentially influenced by Brownian diffusion of magnetic particles in it. It is established that the point of levitation of bodies in a magnetic fluid varies with time.
Brownian motion and parabolic Anderson model in a renormalized Poisson potential
Chen, Xia; Kulik, Alexey M.
2012-01-01
A method known as renormalization is proposed for constructing some more physically realistic random potentials in a Poisson cloud. The Brownian motion in the renormalized random potential and related parabolic Anderson models are modeled. With the renormalization, for example, the models consistent to Newton’s law of universal attraction can be rigorously constructed.
On the cumulants of increments for two classes of Brownian semi-stationary processes
DEFF Research Database (Denmark)
Urbina, José Ulises Márquez
2015-01-01
In this article we obtain formulae for the cumulants of the increments of two classes of Brownian semi-stationary (BSS) processes. The first class corresponds to BSS processes where the volatility is a Lévy semi-stationary process and the second class consists in BSS processes where the volatilit...
From Levy to Brownian: a computational model based on biological fluctuation.
Directory of Open Access Journals (Sweden)
Surya G Nurzaman
Full Text Available BACKGROUND: Theoretical studies predict that Lévy walks maximizes the chance of encountering randomly distributed targets with a low density, but Brownian walks is favorable inside a patch of targets with high density. Recently, experimental data reports that some animals indeed show a Lévy and Brownian walk movement patterns when forage for foods in areas with low and high density. This paper presents a simple, Gaussian-noise utilizing computational model that can realize such behavior. METHODOLOGY/PRINCIPAL FINDINGS: We extend Lévy walks model of one of the simplest creature, Escherichia coli, based on biological fluctuation framework. We build a simulation of a simple, generic animal to observe whether Lévy or Brownian walks will be performed properly depends on the target density, and investigate the emergent behavior in a commonly faced patchy environment where the density alternates. CONCLUSIONS/SIGNIFICANCE: Based on the model, animal behavior of choosing Lévy or Brownian walk movement patterns based on the target density is able to be generated, without changing the essence of the stochastic property in Escherichia coli physiological mechanism as explained by related researches. The emergent behavior and its benefits in a patchy environment are also discussed. The model provides a framework for further investigation on the role of internal noise in realizing adaptive and efficient foraging behavior.
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Szozda, Benedykt
This paper generalizes the integration theory for volatility modulated Brownian-driven Volterra processes onto the space G∗ of Potthoff--Timpel distributions. Sufficient conditions for integrability of generalized processes are given, regularity results and properties of the integral are discusse...
DEFF Research Database (Denmark)
E. Barndorff-Nielsen, Ole; Benth, Fred Espen; Szozda, Benedykt
This paper generalizes the integration theory for volatility modulated Brownian-driven Volterra processes onto the space G* of Potthoff-Timpel distributions. Sufficient conditions for integrability of generalized processes are given, regularity results and properties of the integral are discussed...
Moderate Deviation for the Single Point Catalytic Super-Brownian Motion
Institute of Scientific and Technical Information of China (English)
Xu YANG; Mei ZHANG
2012-01-01
We establish the moderate deviation for the density process of the single point catalytic super-Brownian motion.The main tools are the abstract G(a)rtner-Ellis theorem,Dawson-G(a)rtner theorem and the contraction principle.The rate function is expressed by the Fenchel-Legendre transform of log-exponential moment generation function.
Accumulation of microswimmers near surface due to steric confinement and rotational Brownian motion
Li, Guanglai; Tang, Jay
2009-03-01
Microscopic swimmers display some intriguing features dictated by Brownian motion, low Reynolds number fluid mechanics, and boundary confinement. We re-examine the reported accumulation of swimming bacteria or bull spermatozoa near the boundaries of a fluid chamber, and propose a kinematic model to explain how collision with surface, confinement and rotational Brownian motion give rise to the accumulation of micro-swimmers near a surface. In this model, an elongated microswimmer invariably travels parallel to the surface after hitting it from any incident angle. It then takes off and swims away from the surface after some time due to rotational Brownian motion. Based on this analysis, we obtain through computer simulation steady state density distributions that reproduce the ones measured for the small bacteria E coli and Caulobacter crescentus, as well as for the much larger bull spermatozoa swimming near surfaces. These results suggest strongly that Brownian dynamics and surface confinement are the dominant factors for the accumulation of microswimmers near a surface.
Brownian motion with variable drift: 0-1 laws, hitting probabilities and Hausdorff dimension
Peres, Yuval
2010-01-01
By the Cameron--Martin theorem, if a function $f$ is in the Dirichlet space $D$, then $B+f$ has the same a.s. properties as standard Brownian motion, $B$. In this paper we examine properties of $B+f$ when $f \
Successive Approximation of SFDEs with Finite Delay Driven by G-Brownian Motion
Directory of Open Access Journals (Sweden)
Litan Yan
2013-01-01
Full Text Available We consider the stochastic functional differential equations with finite delay driven by G-Brownian motion. Under the global Carathéodory conditions we prove the existence and uniqueness, and as an application, we price the European call option when the underlying asset's price follows such an equation.
Pricing Perpetual American Put Option in theMixed Fractional Brownian Motion
Institute of Scientific and Technical Information of China (English)
2015-01-01
Under the assumption of the underlying asset is driven by the mixed fractional Brownian motion, we obtain the mixed fractionalBlack-Scholes partial differential equation by fractional Ito formula, and the pricing formula of perpetual American put option bythis partial differential equation theory.
Brownian Motion on a Pseudo Sphere in Minkowski Space R^l_v
Jiang, Xiaomeng; Li, Yong
2016-10-01
For a Brownian motion moving on a pseudo sphere in Minkowski space R^l_v of radius r starting from point X, we obtain the distribution of hitting a fixed point on this pseudo sphere with l≥ 3 by solving Dirichlet problems. The proof is based on the method of separation of variables and the orthogonality of trigonometric functions and Gegenbauer polynomials.
Some Properties of Stochastic Differential Equations Driven by the G-Brownian Motion
Institute of Scientific and Technical Information of China (English)
Qian LIN
2013-01-01
In this paper,we study the property of continuous dependence on the parameters of stochastic integrals and solutions of stochastic differential equations driven by the G-Brownian motion.In addition,the uniqueness and comparison theorems for those stochastic differential equations with non-Lipschitz coefficients are obtained.
Local collective motion analysis for multi-probe dynamic imaging and microrheology
Khan, Manas; Mason, Thomas G.
2016-08-01
Dynamical artifacts, such as mechanical drift, advection, and hydrodynamic flow, can adversely affect multi-probe dynamic imaging and passive particle-tracking microrheology experiments. Alternatively, active driving by molecular motors can cause interesting non-Brownian motion of probes in local regions. Existing drift-correction techniques, which require large ensembles of probes or fast temporal sampling, are inadequate for handling complex spatio-temporal drifts and non-Brownian motion of localized domains containing relatively few probes. Here, we report an analytical method based on local collective motion (LCM) analysis of as few as two probes for detecting the presence of non-Brownian motion and for accurately eliminating it to reveal the underlying Brownian motion. By calculating an ensemble-average, time-dependent, LCM mean square displacement (MSD) of two or more localized probes and comparing this MSD to constituent single-probe MSDs, we can identify temporal regimes during which either thermal or athermal motion dominates. Single-probe motion, when referenced relative to the moving frame attached to the multi-probe LCM trajectory, provides a true Brownian MSD after scaling by an appropriate correction factor that depends on the number of probes used in LCM analysis. We show that LCM analysis can be used to correct many different dynamical artifacts, including spatially varying drifts, gradient flows, cell motion, time-dependent drift, and temporally varying oscillatory advection, thereby offering a significant improvement over existing approaches.
Kim, Juntae; Helgeson, Matthew E.
2016-08-01
We investigate shear-induced clustering and its impact on fluid rheology in polymer-colloid mixtures at moderate colloid volume fraction. By employing a thermoresponsive system that forms associative polymer-colloid networks, we present experiments of rheology and flow-induced microstructure on colloid-polymer mixtures in which the relative magnitudes of the time scales associated with relaxation of viscoelasticity and suspension microstructure are widely and controllably varied. In doing so, we explore several limits of relative magnitude of the relevant dimensionless shear rates, the Weissenberg number Wi and the Péclet number Pe. In all of these limits, we find that the fluid exhibits two distinct regimes of shear thinning at relatively low and high shear rates, in which the rheology collapses by scaling with Wi and Pe, respectively. Using three-dimensionally-resolved flow small-angle neutron scattering measurements, we observe clustering of the suspension above a critical shear rate corresponding to Pe ˜0.1 over a wide range of fluid conditions, having anisotropy with projected orientation along both the vorticity and compressional axes of shear. The degree of anisotropy is shown to scale with Pe. From this we formulate an empirical model for the shear stress and viscosity, in which the viscoelastic network stress is augmented by an asymptotic shear thickening contribution due to hydrodynamic clustering. Overall, our results elucidate the significant role of hydrodynamic interactions in contributing to shear-induced clustering of Brownian suspensions in viscoelastic liquids.
Fernández-Olmo, Ignacio; Andecochea, Carlos; Ruiz, Sara; Fernández-Ferreras, José Antonio; Irabien, Angel
2016-05-01
This study presents the analysis of the concentration levels, inter-site variation and source identification of trace metals at three urban/industrial mixed land-use sites of the Cantabria region (northern Spain), where local air quality plans were recently approved because the number of exceedances of the daily PM10 limit value according to the Directive 2008/50/EC had been relatively high in the last decade (more than 35 instances per year). PM10 samples were collected for over three years at the Torrelavega (TORR) and Los Corrales (CORR) sites and for over two years at the Camargo (GUAR) site and analysed for the presence of arsenic (As), cadmium (Cd), chromium (Cr), copper (Cu), lead (Pb), nickel (Ni), titanium (Ti), vanadium (V), molybdenum (Mo), manganese (Mn), iron (Fe), antimony (Sb) and zinc (Zn). Analysis of enrichment factors revealed an anthropogenic origin of most of the studied elements; Zn, Cd, Mo, Pb and Cu were the most enriched elements at the three sites, with Fe and V as the least enriched elements. Positive Matrix Factorisation (PMF) and pollutant roses (Cu at TORR, Zn at CORR and Mn at GUAR) were used to identify the local sources of the studied metals. Analysis of PMF results revealed the main sources of trace metals at each site as road traffic at the TORR site, iron foundry and casting industry at the CORR site and a ferro-manganese alloy industry at the GUAR site. Other sources were also identified at these sites, but with much lower contributions, such as minor industrial sources, combustion and traffic mixed with the previous sources.
Modelling Migration and Economic Agglomeration with Active Brownian Particles
Schweitzer, F
1999-01-01
We propose a stochastic dynamic model of migration and economic aggregation in a system of employed (immobile) and unemployed (mobile) agents which respond to local wage gradients. Dependent on the local economic situation, described by a production function which includes cooperative effects, employed agents can become unemployed and vice versa. The spatio-temporal distribution of employed and unemployed agents is investigated both analytically and by means of stochastic computer simulations. We find the establishment of distinct economic centers out of a random initial distribution. The evolution of these centers occurs in two different stages: (i) small economic centers are formed based on the positive feedback of mutual stimulation/cooperation among the agents, (ii) some of the small centers grow at the expense of others, which finally leads to the concentration of the labor force in different extended economic regions. This crossover to large-scale production is accompanied by an increase in the unemploy...
Probing single biomolecules in solution using the anti-Brownian electrokinetic (ABEL) trap.
Wang, Quan; Goldsmith, Randall H; Jiang, Yan; Bockenhauer, Samuel D; Moerner, W E
2012-11-20
Single-molecule fluorescence measurements allow researchers to study asynchronous dynamics and expose molecule-to-molecule structural and behavioral diversity, which contributes to the understanding of biological macromolecules. To provide measurements that are most consistent with the native environment of biomolecules, researchers would like to conduct these measurements in the solution phase if possible. However, diffusion typically limits the observation time to approximately 1 ms in many solution-phase single-molecule assays. Although surface immobilization is widely used to address this problem, this process can perturb the system being studied and contribute to the observed heterogeneity. Combining the technical capabilities of high-sensitivity single-molecule fluorescence microscopy, real-time feedback control and electrokinetic flow in a microfluidic chamber, we have developed a device called the anti-Brownian electrokinetic (ABEL) trap to significantly prolong the observation time of single biomolecules in solution. We have applied the ABEL trap method to explore the photodynamics and enzymatic properties of a variety of biomolecules in aqueous solution and present four examples: the photosynthetic antenna allophycocyanin, the chaperonin enzyme TRiC, a G protein-coupled receptor protein, and the blue nitrite reductase redox enzyme. These examples illustrate the breadth and depth of information which we can extract in studies of single biomolecules with the ABEL trap. When confined in the ABEL trap, the photosynthetic antenna protein allophycocyanin exhibits rich dynamics both in its emission brightness and its excited state lifetime. As each molecule discontinuously converts from one emission/lifetime level to another in a primarily correlated way, it undergoes a series of state changes. We studied the ATP binding stoichiometry of the multi-subunit chaperonin enzyme TRiC in the ABEL trap by counting the number of hydrolyzed Cy3-ATP using stepwise
Relativistic Brownian motion: from a microscopic binary collision model to the Langevin equation.
Dunkel, Jörn; Hänggi, Peter
2006-11-01
The Langevin equation (LE) for the one-dimensional relativistic Brownian motion is derived from a microscopic collision model. The model assumes that a heavy pointlike Brownian particle interacts with the lighter heat bath particles via elastic hard-core collisions. First, the commonly known, nonrelativistic LE is deduced from this model, by taking into account the nonrelativistic conservation laws for momentum and kinetic energy. Subsequently, this procedure is generalized to the relativistic case. There, it is found that the relativistic stochastic force is still delta correlated (white noise) but no longer corresponds to a Gaussian white noise process. Explicit results for the friction and momentum-space diffusion coefficients are presented and discussed.
Mirror coupling of reflecting Brownian motion and an application to Chavel's conjecture
Pascu, Mihai N
2010-01-01
In a series of papers, Burdzy et. al. introduced the \\emph{mirror coupling} of reflecting Brownian motions in a smooth bounded domain $D\\subset \\mathbb{R}^{d}$, and used it to prove certain properties of eigenvalues and eigenfunctions of the Neumann Laplaceian on $D$. In the present paper we show that the construction of the mirror coupling can be extended to the case when the two Brownian motions live in different domains $D_{1},D_{2}\\subset \\mathbb{R}^{d}$. As an application of the construction, we derive a unifying proof of the two main results concerning the validity of Chavel's conjecture on the domain monotonicity of the Neumann heat kernel, due to I. Chavel (\\cite{Chavel}), respectively W. S. Kendall (\\cite{Kendall}).
A surface-bound molecule that undergoes optically biased Brownian rotation
Hutchison, James A.; Uji-I, Hiroshi; Deres, Ania; Vosch, Tom; Rocha, Susana; Müller, Sibylle; Bastian, Andreas A.; Enderlein, Jörg; Nourouzi, Hassan; Li, Chen; Herrmann, Andreas; Müllen, Klaus; de Schryver, Frans; Hofkens, Johan
2014-02-01
Developing molecular systems with functions analogous to those of macroscopic machine components, such as rotors, gyroscopes and valves, is a long-standing goal of nanotechnology. However, macroscopic analogies go only so far in predicting function in nanoscale environments, where friction dominates over inertia. In some instances, ratchet mechanisms have been used to bias the ever-present random, thermally driven (Brownian) motion and drive molecular diffusion in desired directions. Here, we visualize the motions of surface-bound molecular rotors using defocused fluorescence imaging, and observe the transition from hindered to free Brownian rotation by tuning medium viscosity. We show that the otherwise random rotations can be biased by the polarization of the excitation light field, even though the associated optical torque is insufficient to overcome thermal fluctuations. The biased rotation is attributed instead to a fluctuating-friction mechanism in which photoexcitation of the rotor strongly inhibits its diffusion rate.
Institute of Scientific and Technical Information of China (English)
Feng Yu; Lin Jian-Zhong
2008-01-01
The collision efficiency in the Brownian coagulation is investigated. A new mechanical model of collision between two identical spherical particles is proposed, and a set of corresponding collision equations is established. The equations are solved numerically, thereby obtaining the collision efficiency for the monodisperse dioctyl phthalate spherical aerosols with diameters ranging from 100 to 760 nm in the presence of van der Waals force and the elastic deformation force.The calculated collision efficiency, in agreement with the experimental data qualitatively, decreases with the increase of particle diameter except a small peak appearing in the particles with a diameter of 510 nm. The results show that the interparticle elastic deformation force cannot be neglected in the computation of particle Brownian coagulation.Finally, a set of new expressions relating collision efficiency to particle diameter is established.
The exact Hausdorff measures for the graph and image of a multidimensional iterated Brownian motion
Institute of Scientific and Technical Information of China (English)
2007-01-01
Let {W(t),t∈R}, {B(t),t∈R+} be two independent Brownian motions on R with W(0) = B(0) = 0. In this paper, we shall consider the exact Hausdorff measures for the image and graph sets of the d-dimensional iterated Brownian motion X(t), where X(t) = (Xi(t),... ,Xd(t)) and X1(t),... ,Xd(t) are d independent copies of Y(t) = W(B(t)). In particular, for any Borel set Q (?) (0,∞), the exact Hausdorff measures of the image X(Q) = {X(t) : t∈Q} and the graph GrX(Q) = {(t, X(t)) :t∈Q}are established.
The exact Hausdorff measures for the graph and image of a multidimensional iterated Brownian motion
Institute of Scientific and Technical Information of China (English)
Rong-mao ZHANG; Zheng-yan LIN
2007-01-01
Let {W(t),t ∈ R}, {B(t),t ∈ R+} be two independent Brownian motions on R with W(0) = B(0) = 0. In this paper, we shall consider the exact Hausdorff measures for the image and graph sets of the d-dimensional iterated Brownian motion X(t), where X(t) = (X1(t),..., Xd(t))and X1(t),... ,Xd(t) are d independent copies of Y(t) = W(B(t)). In particular, for any Borel set Q (∈) (0, oo), the exact Hausdorff measures of the image X(Q) = {X(t) ∶ t ∈ Q} and the graph GrX(Q) = {(t, X(t))∶ t ∈ Q} are established.
Dwell time of a Brownian interacting molecule in a cellular microdomain
Taflia, A; Taflia, Adi; Holcman, David
2006-01-01
The time spent by an interacting Brownian molecule inside a bounded microdomain has many applications in cellular biology, because the number of bounds is a quantitative signal, which can initiate a cascade of chemical reactions and thus has physiological consequences. In the present article, we propose to estimate the mean time spent by a Brownian molecule inside a microdomain $\\Omega$ which contains small holes on the boundary and agonist molecules located inside. We found that the mean time depends on several parameters such as the backward binding rate (with the agonist molecules), the mean escape time from the microdomain and the mean time a molecule reaches the binding sites (forward binding rate). In addition, we estimate the mean and the variance of the number of bounds made by a molecule before it exits $\\Omega$. These estimates rely on a boundary layer analysis of a conditional mean first passage time, solution of a singular partial differential equation. In particular, we apply the present results ...
A Simple Discrete Model of Brownian Motors: Time-periodic Markov Chains
Ge, Hao; Jiang, Da-Quan; Qian, Min
2006-05-01
In this paper, we consider periodically inhomogeneous Markov chains, which can be regarded as a simple version of physical model—Brownian motors. We introduce for them the concepts of periodical reversibility, detailed balance, entropy production rate and circulation distribution. We prove the equivalence of the following statements: The time-periodic Markov chain is periodically reversible; It is in detailed balance; Kolmogorov's cycle condition is satisfied; Its entropy production rate vanishes; Every circuit and its reversed circuit have the same circulation weight. Hence, in our model of Markov chains, the directed transport phenomenon of Brownian motors, i.e. the existence of net circulation, can occur only in nonequilibrium and irreversible systems. Moreover, we verify the large deviation property and the Gallavotti-Cohen fluctuation theorem of sample entropy production rates of the Markov chain.
Weaver, John B
2012-04-01
Magnetic nanoparticles have many diagnostic and therapeutic applications. A method termed magnetic spectroscopy of nanoparticle Brownian motion (MSB) was developed to interrogate in vivo the microscopic environment surrounding magnetic nanoparticles. We can monitor several effects that are important in thermal therapy and screening including temperature measurement and the bound state distribution. Here we report on simulations of nanoparticle localization. Measuring the spatial distribution of nanoparticles would allow us to identify ovarian cancer much earlier when it is still curable or monitor thermal therapies more accurately. We demonstrate that with well-designed equipment superior signal to noise ratio (SNR) can be achieved using only two harmonics rather than using all the harmonics containing signal. Alternatively, smaller magnetic field amplitudes can be used to achieve the same SNR. The SNR is improved using fewer harmonics because the noise is limited.
Simulation paradoxes related to a fractional Brownian motion with small Hurst index
Makogin, Vitalii
2016-01-01
We consider the simulation of sample paths of a fractional Brownian motion with small values of the Hurst index and estimate the behavior of the expected maximum. We prove that, for each fixed $N$, the error of approximation $\\mathbf {E}\\max_{t\\in[0,1]}B^H(t)-\\mathbf {E}\\max_{i=\\overline{1,N}}B^H(i/N)$ grows rapidly to $\\infty$ as the Hurst index tends to 0.
Random variables as pathwise integrals with respect to fractional Brownian motion
Mishura, Yuliya; Valkeila, Esko
2011-01-01
We show that a pathwise stochastic integral with respect to fractional Brownian motion with an adapted integrand $g$ can have any prescribed distribution, moreover, we give both necessary and sufficient conditions when random variables can be represented in this form. We also prove that any random variable is a value of such integral in some improper sense. We discuss some applications of these results, in particular, to fractional Black--Scholes model of financial market.
Shukla, Pragya
2004-01-01
We find that the statistics of levels undergoing metal-insulator transition in systems with multi-parametric Gaussian disorders and non-interacting electrons behaves in a way similar to that of the single parametric Brownian ensembles \\cite{dy}. The latter appear during a Poisson $\\to$ Wigner-Dyson transition, driven by a random perturbation. The analogy provides the analytical evidence for the single parameter scaling of the level-correlations in disordered systems as well as a tool to obtai...
Environmental context explains Lévy and Brownian movement patterns of marine predators
Nicolas E Humphries; Queiroz, Nuno; Dyer, Jennifer R.M.; Pade, Nicolas G.; Musyl, Michael K.; Schaefer, Kurt M.; Fuller, Daniel W.; Brunnschweiler, Juerg M.; Thomas K. Doyle; Jonathan D.R. Houghton; Hays, Graeme C.; Jones, Catherine S.; Noble, Leslie R.; Wearmouth, Victoria J.; Southall, Emily J.
2010-01-01
An optimal search theory, the so-called Lévy-flight foraging hypothesis, predicts that predators should adopt search strategies known as Lévy flights where prey is sparse and distributed unpredictably, but that Brownian movement is sufficiently efficient for locating abundant prey. Empirical studies have generated controversy because the accuracy of statistical methods that have been used to identify Lévy behaviour has recently been questioned. Consequently, whether foragers exhibit Lévy flig...
Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion
Kamrani, Minoo; Jamshidi, Nahid
2017-03-01
This work was intended as an attempt to motivate the approximation of quasi linear evolution equations driven by infinite-dimensional fractional Brownian motion with Hurst parameter H >1/2 . The spatial approximation method is based on Galerkin and the temporal approximation is based on implicit Euler scheme. An error bound and the convergence of the numerical method are given. The numerical results show usefulness and accuracy of the method.
Study of Submicron Particle Size Distribution by Laser Doppler Measurement of Brownian Motion.
1987-01-30
regime considered here, heat transfer from the submicron particles by forced convection and natural convection are negligible due to the extremely small...physical processes begin to influence the Brownian motion characteristics at high laser beam intensity. An analysis of the effects of thermophoresis and...photon pressure was carried out. The effect of thermophoresis due to the uneven heating of the particle by the laser beam was found to be a major
Stability of Linear Stochastic Differential Equations with Respect to Fractional Brownian Motion
Institute of Scientific and Technical Information of China (English)
SHU Hui-sheng; CHEN Chun-li; WEI Guo-liang
2009-01-01
This paper is concerned with the stochastically stability for the m -dimensional linear stochastic differential equations with respect to fractional Brownian motion (FBM) with Hurst parameter H∈ (1/2, 1). On the basis of the pioneering work of Duncan and Hu, a Ito's formula is given.An improved derivative operator to Lyapunov functions is constructed, and the sufficient conditions for the stochastically stability of linear stochastic differential equations driven by FBM are established. These extend the stochastic Lyapunov stability theories.
Generalized Local Time of the Indefinite Wiener Integral:White Noise Approach
Institute of Scientific and Technical Information of China (English)
Jingjun GUO
2012-01-01
In this paper,the generalized local time of the indefinite Wiener integral Xt is discussed through white noise approach,which means to regard the local time as a Hida distribution.Moreover,similar result is also obtained in case of two independent Brownian motions by using the similar approach.
Fractional Brownian motion, the Matern process, and stochastic modeling of turbulent dispersion
Lilly, J M; Early, J J; Olhede, S C
2016-01-01
Stochastic process exhibiting power-law slopes in the frequency domain are frequently well modeled by fractional Brownian motion (fBm). In particular, the spectral slope at high frequencies is associated with the degree of small-scale roughness or fractal dimension. However, a broad class of real-world signals have a high-frequency slope, like fBm, but a plateau in the vicinity of zero frequency. This low-frequency plateau, it is shown, implies that the temporal integral of the process exhibits diffusive behavior, dispersing from its initial location at a constant rate. Such processes are not well modeled by fBm, which has a singularity at zero frequency corresponding to an unbounded rate of dispersion. A more appropriate stochastic model is a much lesser-known random process called the Matern process, which is shown herein to be a damped version of fractional Brownian motion. This article first provides a thorough introduction to fractional Brownian motion, then examines the details of the Matern process and...
Feller processes: the next generation in modeling. Brownian motion, Levy processes and beyond.
Directory of Open Access Journals (Sweden)
Björn Böttcher
Full Text Available We present a simple construction method for Feller processes and a framework for the generation of sample paths of Feller processes. The construction is based on state space dependent mixing of Lévy processes. Brownian Motion is one of the most frequently used continuous time Markov processes in applications. In recent years also Lévy processes, of which Brownian Motion is a special case, have become increasingly popular. Lévy processes are spatially homogeneous, but empirical data often suggest the use of spatially inhomogeneous processes. Thus it seems necessary to go to the next level of generalization: Feller processes. These include Lévy processes and in particular brownian motion as special cases but allow spatial inhomogeneities. Many properties of Feller processes are known, but proving the very existence is, in general, very technical. Moreover, an applicable framework for the generation of sample paths of a Feller process was missing. We explain, with practitioners in mind, how to overcome both of these obstacles. In particular our simulation technique allows to apply Monte Carlo methods to Feller processes.
Feller processes: the next generation in modeling. Brownian motion, Lévy processes and beyond.
Böttcher, Björn
2010-12-03
We present a simple construction method for Feller processes and a framework for the generation of sample paths of Feller processes. The construction is based on state space dependent mixing of Lévy processes. Brownian Motion is one of the most frequently used continuous time Markov processes in applications. In recent years also Lévy processes, of which Brownian Motion is a special case, have become increasingly popular. Lévy processes are spatially homogeneous, but empirical data often suggest the use of spatially inhomogeneous processes. Thus it seems necessary to go to the next level of generalization: Feller processes. These include Lévy processes and in particular brownian motion as special cases but allow spatial inhomogeneities. Many properties of Feller processes are known, but proving the very existence is, in general, very technical. Moreover, an applicable framework for the generation of sample paths of a Feller process was missing. We explain, with practitioners in mind, how to overcome both of these obstacles. In particular our simulation technique allows to apply Monte Carlo methods to Feller processes.
Bessel processes and hyperbolic Brownian motions stopped at different random times
D'Ovidio, Mirko
2010-01-01
Iterated Bessel processes R^\\gamma(t), t>0, \\gamma>0 and their counterparts on hyperbolic spaces, i.e. hyperbolic Brownian motions B^{hp}(t), t>0 are examined and their probability laws derived. The higher-order partial differential equations governing the distributions of I_R(t)=_1R^\\gamma(_2R^\\gamma(t)), t>0 and J_R(t) =_1R^\\gamma(|_2R^\\gamma(t)|^2), t>0 are obtained and discussed. Processes of the form R^\\gamma(T_t), t>0, B^{hp}(T_t), t>0 where T_t=\\inf{s: B(s)=t} are examined and numerous probability laws derived, including the Student law, the arcsin laws (also their asymmetric versions), the Lamperti distribution of the ratio of independent positively skewed stable random variables and others. For the process R^{\\gamma}(T^\\mu_t), t>0 (where T^\\mu_t = \\inf{s: B^\\mu(s)=t} and B^\\mu is a Brownian motion with drift \\mu) the explicit probability law and the governing equation are obtained. For the hyperbolic Brownian motions on the Poincar\\'e half-spaces H^+_2, H^+_3 we study B^{hp}(T_t), t>0 and the corresp...
Fractional brownian functions as mathematical models of natural rhythm in architecture.
Cirovic, Ivana M
2014-10-01
Carl Bovill suggested and described a method of generating rhythm in architecture with the help of fractional Brownian functions, as they are mathematical models of natural rhythm. A relationship established in the stated procedure between fractional Brownian functions as models of rhythm, and the observed group of architectural elements, is recognized as an analogical relationship, and the procedure of generating rhythm as a process of analogical transfer from the natural domain to the architectural domain. Since analogical transfer implies relational similarity of two domains, and the establishment of one-to-one correspondence, this paper is trying to determine under which conditions such correspondence could be established. For example, if the values of the observed visual feature of architectural elements are not similar to each other in a way in which they can form a monotonically increasing, or a monotonically decreasing bounded sequence, then the structural alignment and the one-to-one correspondence with a single fractional Brownian function cannot be established, hence, this function is deemed inappropriate as a model for the architectural rhythm. In this case we propose overlapping of two or more functions, so that each of them is an analog for one subset of mutually similar values of the visual feature of architectural elements.
Vertices of the least concave majorant of Brownian motion with parabolic drift
Groeneboom, Piet
2010-01-01
It was shown in Groeneboom (1983) that the least concave majorant of one-sided Brownian motion without drift can be characterized by a jump process with independent increments, which is the inverse of the process of slopes of the least concave majorant. This result can be used to prove the result of Sparre Andersen (1954) that the number of vertices of the smallest concave majorant of the empirical distribution function of a sample of size n from the uniform distribution on [0,1] is asymptotically normal, with an asymptotic expectation and variance which are both of order log n. A similar (Markovian) inverse jump process was introduced in Groeneboom (1989), in an analysis of the least concave majorant of two-sided Brownian motion with a parabolic drift. This process is quite different from the process for one-sided Brownian motion without drift: the number of vertices in a (corresponding slopes) interval has an expectation proportional to the length of the interval and the variance of the number of vertices i...
Landauer's blowtorch effect as a thermodynamic cross process: Brownian cooling
Das, Moupriya; Das, Debojyoti; Barik, Debashis; Ray, Deb Shankar
2015-11-01
The local heating of a selected region in a double-well potential alters the relative stability of the two wells and gives rise to an enhancement of population transfer to the cold well. We show that this Landauer's blowtorch effect may be considered in the spirit of a thermodynamic cross process linearly connecting the flux of particles and the thermodynamic force associated with the temperature difference and consequently ensuring the existence of a reverse cross effect. This reverse effect is realized by directing the thermalized particles in a double-well potential by application of an external bias from one well to the other, which suffers cooling.
Tenfold reduction of Brownian noise in optical interferometry
Cole, Garrett D; Martin, Michael J; Ye, Jun; Aspelmeyer, Markus
2013-01-01
Thermally induced fluctuations impose a fundamental limit on precision measurement. In optical interferometry, the current bounds of stability and sensitivity are dictated by the excess mechanical damping of the high-reflectivity coatings that comprise the cavity end mirrors. Over the preceding decade, the mechanical loss of these amorphous multilayer reflectors has at best been reduced by a factor of two. Here we demonstrate a new paradigm in optical coating technology based on direct-bonded monocrystalline multilayers, which exhibit both intrinsically low mechanical loss and high optical quality. Employing these "crystalline coatings" as end mirrors in a Fabry-P\\'erot cavity, we obtain a finesse of 150,000. More importantly, at room temperature, we observe a thermally-limited noise floor consistent with a tenfold reduction in mechanical damping when compared with the best dielectric multilayers. These results pave the way for the next generation of ultra-sensitive interferometers, as well as for new levels ...
On the local time of random processes in random scenery
Castell, Fabienne; Pène, Françoise; Schapira, Bruno
2012-01-01
Random walks in random scenery are processes defined by $Z_n:=\\sum_{k=1}^n\\xi_{X_1+...+X_k}$, where basically $(X_k,k\\ge 1)$ and $(\\xi_y,y\\in\\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that $X_1$ is $\\ZZ$-valued, centered and with finite moments of all orders. We also assume that $\\xi_0$ is $\\ZZ$-valued, centered and square integrable. In this case H. Kesten and F. Spitzer proved that $(n^{-3/4}Z_{[nt]},t\\ge 0)$ converges in distribution as $n\\to \\infty$ toward some self-similar process $(\\Delta_t,t\\ge 0)$ called Brownian motion in random scenery. In a previous paper, we established that ${\\mathbb P}(Z_n=0)$ behaves asymptotically like a constant times $n^{-3/4}$, as $n\\to \\infty$. We extend here this local limit theorem: we give a precise asymptotic result for the probability for $Z$ to return to zero simultaneously at several times. As a byproduct of our computations, we show that $\\Delta$ admits a bi-continuous version of its local time process which is locally H\\"o...
Jing, Shuai
2010-01-01
We study the existence of a unique solution to semilinear fractional backward doubly stochastic differential equation driven by a Brownian motion and a fractional Brownian motion with Hurst parameter less than 1/2. Here the stochastic integral with respect to the fractional Brownian motion is the extended divergence operator and the one with respect to Brownian motion is It\\^o's backward integral. For this we use the technique developed by R.Buckdahn to analyze stochastic differential equations on the Wiener space, which is based on the Girsanov theorem and the Malliavin calculus, and we reduce the backward doubly stochastic differential equation to a backward stochastic differential equation driven by the Brownian motion. We also prove that the solution of semilinear fractional backward doubly stochastic differential equation defines the unique stochastic viscosity solution of a semilinear stochastic partial differential equation driven by a fractional Brownian motion.
National Oceanic and Atmospheric Administration, Department of Commerce — SWFSC is developing tools for estimation of limit reference points for marine turtles. These tools are being applied initially to estimate a limit reference point...
Application of GPU processing for Brownian particle simulation
Cheng, Way Lee; Sheharyar, Ali; Sadr, Reza; Bouhali, Othmane
2015-01-01
Reports on the anomalous thermal-fluid properties of nanofluids (dilute suspension of nano-particles in a base fluid) have been the subject of attention for 15 years. The underlying physics that govern nanofluid behavior, however, is not fully understood and is a subject of much dispute. The interactions between the suspended particles and the base fluid have been cited as a major contributor to the improvement in heat transfer reported in the literature. Numerical simulations are instrumental in studying the behavior of nanofluids. However, such simulations can be computationally intensive due to the small dimensions and complexity of these problems. In this study, a simplified computational approach for isothermal nanofluid simulations was applied, and simulations were conducted using both conventional CPU and parallel GPU implementations. The GPU implementations significantly improved the computational performance, in terms of the simulation time, by a factor of 1000-2500. The results of this investigation show that, as the computational load increases, the simulation efficiency approaches a constant. At a very high computational load, the amount of improvement may even decrease due to limited system memory.
Applications of statistical mechanics to non-Brownian random motion
Kutner, Ryszard; Wysocki, Krzysztof
1999-12-01
We analysed discrete and continuous Weierstrass-Mandelbrot representations of the Lévy flights occasionally interrupted by spatial localizations. We chose the discrete representation to easily detect by Monte Carlo simulation which stochastic quantity could be a candidate for describing the real processes. We found that the particle propagator is able to reveal surprisingly close, stable long-range algebraic tail. Unfortunately, long flights present in the system make, in practice, the particle mean-square displacement an irregular step-like function; such a behavior was expected since it is an experimental reminiscence of divergence of the mean-square displacement, predicted by the theory. We developed the continuous representation in the context of random motion of a particle in an amorphous environment; we established a correspondence between the stochastic quantities of both representations in which the latter quantities contain some material constants. The material constants appear due to the thermal average of the space-dependent stretch exponent which defines the probability of the particle passing a given distance. This averaging was performed for intermediate or even high temperatures, as well as for low or even intermediate internal friction regimes where long but not extremely long flights are readily able to construct a significant part of the Lévy distribution. This supplies a kind of self-cut-off of the length of flights. By way of example, we considered a possibility of observing the Lévy flights of hydrogen in amorphous low-concentration, high-temperature Pd 85Si 15H 7.5 phase; this conclusion is based on the results of a real experiment (Driesen et al., in: Janot et al. (Eds.), Atomic Transport and Defects in Metals by Neutron Scattering, Proceedings in Physics, Vol. 10, Springer, Berlin, 1986, p. 126; Richter et al., Phys. Rev. Lett. 57 (1986) 731; Driesen, Doctoral Thesis, Antwerpen University, 1987), performed by detecting the incoherent
Stochastic Heisenberg limit: optimal estimation of a fluctuating phase.
Berry, Dominic W; Hall, Michael J W; Wiseman, Howard M
2013-09-13
The ultimate limits to estimating a fluctuating phase imposed on an optical beam can be found using the recently derived continuous quantum Cramér-Rao bound. For Gaussian stationary statistics, and a phase spectrum scaling asymptotically as ω(-p) with p>1, the minimum mean-square error in any (single-time) phase estimate scales as N(-2(p-1)/(p+1)), where N is the photon flux. This gives the usual Heisenberg limit for a constant phase (as the limit p→∞) and provides a stochastic Heisenberg limit for fluctuating phases. For p=2 (Brownian motion), this limit can be attained by phase tracking.
Quantum harmonic Brownian motion in a general environment: A modified phase-space approach
Energy Technology Data Exchange (ETDEWEB)
Yeh, L. [Univ. of California, Berkeley, CA (United States). Dept. of Physics]|[Lawrence Berkeley Lab., CA (United States)
1993-06-23
After extensive investigations over three decades, the linear-coupling model and its equivalents have become the standard microscopic models for quantum harmonic Brownian motion, in which a harmonically bound Brownian particle is coupled to a quantum dissipative heat bath of general type modeled by infinitely many harmonic oscillators. The dynamics of these models have been studied by many authors using the quantum Langevin equation, the path-integral approach, quasi-probability distribution functions (e.g., the Wigner function), etc. However, the quantum Langevin equation is only applicable to some special problems, while other approaches all involve complicated calculations due to the inevitable reduction (i.e., contraction) operation for ignoring/eliminating the degrees of freedom of the heat bath. In this dissertation, the author proposes an improved methodology via a modified phase-space approach which employs the characteristic function (the symplectic Fourier transform of the Wigner function) as the representative of the density operator. This representative is claimed to be the most natural one for performing the reduction, not only because of its simplicity but also because of its manifestation of geometric meaning. Accordingly, it is particularly convenient for studying the time evolution of the Brownian particle with an arbitrary initial state. The power of this characteristic function is illuminated through a detailed study of several physically interesting problems, including the environment-induced damping of quantum interference, the exact quantum Fokker-Planck equations, and the relaxation of non-factorizable initial states. All derivations and calculations axe shown to be much simplified in comparison with other approaches. In addition to dynamical problems, a novel derivation of the fluctuation-dissipation theorem which is valid for all quantum linear systems is presented.
Level Statistics and Localization Transitions of Lévy Matrices
Tarquini, E.; Biroli, G.; Tarzia, M.
2016-01-01
This work provides a thorough study of Lévy, or heavy-tailed, random matrices (LMs). By analyzing the self-consistent equation on the probability distribution of the diagonal elements of the resolvent we establish the equation determining the localization transition and obtain the phase diagram. Using arguments based on supersymmetric field theory and Dyson Brownian motion we show that the eigenvalue statistics is the same one as of the Gaussian orthogonal ensemble in the whole delocalized phase and is Poisson-like in the localized phase. Our numerics confirm these findings, valid in the limit of infinitely large LMs, but also reveal that the characteristic scale governing finite size effects diverges much faster than a power law approaching the transition and is already very large far from it. This leads to a very wide crossover region in which the system looks as if it were in a mixed phase. Our results, together with the ones obtained previously, now provide a complete theory of Lévy matrices.
Level Statistics and Localization Transitions of Lévy Matrices.
Tarquini, E; Biroli, G; Tarzia, M
2016-01-08
This work provides a thorough study of Lévy, or heavy-tailed, random matrices (LMs). By analyzing the self-consistent equation on the probability distribution of the diagonal elements of the resolvent we establish the equation determining the localization transition and obtain the phase diagram. Using arguments based on supersymmetric field theory and Dyson Brownian motion we show that the eigenvalue statistics is the same one as of the Gaussian orthogonal ensemble in the whole delocalized phase and is Poisson-like in the localized phase. Our numerics confirm these findings, valid in the limit of infinitely large LMs, but also reveal that the characteristic scale governing finite size effects diverges much faster than a power law approaching the transition and is already very large far from it. This leads to a very wide crossover region in which the system looks as if it were in a mixed phase. Our results, together with the ones obtained previously, now provide a complete theory of Lévy matrices.
Second order asymptotics for Brownian motion among a heavy tailed Poissonian potential
Fukushima, Ryoki
2010-01-01
We consider the Feynman-Kac functional associated with a Brownian motion among a random potential. The potential is defined by attaching a heavy tailed positive potential around the Poisson point process. This model was first considered by Pastur~(1977) and the first order term of the moment asymptotics was determined. In this paper, both moment and almost sure asymptotics are determined up to the second order. As an application, we also derive the second order asymptotics of the integrated density of states of the corresponding random Schr\\"{o}dinger operator.
Triampo, W; Newman, T J
1999-08-01
This work is a continuation of our previous investigation of binary data corruption due to a Brownian agent [Phys. Rev. E 59, 5172 (1999)]. We extend our study in three main directions which allow us to make closer contact with real bistable systems. These are (i) a detailed analysis of two dimensions, (ii) the case of competing agents, and (iii) the cases of asymmetric and quenched random couplings. Most of our results are obtained by extending our original phenomenological model, and are supported by extensive numerical simulations.
The fractional Brownian motion property of the turbulent refractive within Geometric Optics
Pérez, D G
2003-01-01
We introduce fractional Brownian motion processes (fBm) as an alternative model for the turbulent index of refraction. These processes allow to reconstruct most of the refractive index properties, but they are not differentiable. We overcome the apparent impossibility of their use within the Ray Optics approximation introducing a Stochastic Calculus. Afterwards, we successfully provide a solution for the stochastic ray-equation; moreover, its implications in the statistical analysis of experimental data is discussed. In particular, we analyze the dependence of the averaged solution against the characteristic variables of a simple propagation problem.
OpenCL/OpenGL aproach for studying active Brownian motion
Żabicki, Michał A
2011-01-01
This work presents a methodology for studying active Brownian dynamics on ratchet potentials using interoperating OpenCL and OpenGL frameworks. Programing details along with optimization issues are discussed, followed by a comparison of performance on different devices. Time of visualization using OpenGL sharing buffer with OpenCL has been tested against another technique which, while using OpenGL, does not share memory buffer with OpenCL. Both methods has been compared with visualizing data to external software - gnuplot. OpenCL/OpenGL interoperating method has been found the most appropriate to visualize large set of data for which calculation itself is not very long.
Lookback Option Pricing with Fixed Proportional Transaction Costs under Fractional Brownian Motion.
Sun, Jiao-Jiao; Zhou, Shengwu; Zhang, Yan; Han, Miao; Wang, Fei
2014-01-01
The pricing problem of lookback option with a fixed proportion of transaction costs is investigated when the underlying asset price follows a fractional Brownian motion process. Firstly, using Leland's hedging method a partial differential equation satisfied by the value of the lookback option is derived. Then we obtain its numerical solution by constructing a Crank-Nicolson format. Finally, the effectiveness of the proposed form is verified through a numerical example. Meanwhile, the impact of transaction cost rate and volatility on lookback option value is discussed.
Joint distributions of partial and global maxima of a Brownian bridge
Bénichou, Olivier; Krapivsky, P. L.; Mejía-Monasterio, Carlos; Oshanin, Gleb
2016-08-01
We analyze the joint distributions and temporal correlations between the partial maximum m and the global maximum M achieved by a Brownian bridge on the subinterval [0,{t}1] and on the entire interval [0,t], respectively. We determine three probability distribution functions: the joint distribution P(m,M) of both maxima; the distribution P(m) of the partial maximum; and the distribution {{\\Pi }}(G) of the gap between the maxima, G=M-m. We present exact results for the moments of these distributions and quantify the temporal correlations between m and M by calculating the Pearson correlation coefficient.
Energy Technology Data Exchange (ETDEWEB)
Macedo-Junior, A.F. [Departamento de Fisica, Laboratorio de Fisica Teorica e Computacional, Universidade Federal de Pernambuco, 50670-901 Recife, PE (Brazil)]. E-mail: ailton@df.ufpe.br; Macedo, A.M.S. [Departamento de Fisica, Laboratorio de Fisica Teorica e Computacional, Universidade Federal de Pernambuco, 50670-901 Recife, PE (Brazil)
2006-09-25
We study a class of Brownian-motion ensembles obtained from the general theory of Markovian stochastic processes in random-matrix theory. The ensembles admit a complete classification scheme based on a recent multivariable generalization of classical orthogonal polynomials and are closely related to Hamiltonians of Calogero-Sutherland-type quantum systems. An integral transform is proposed to evaluate the n-point correlation function for a large class of initial distribution functions. Applications of the classification scheme and of the integral transform to concrete physical systems are presented in detail.
Weighted-ensemble Brownian dynamics simulation: sampling of rare events in nonequilibrium systems.
Kromer, Justus A; Schimansky-Geier, Lutz; Toral, Raul
2013-06-01
We provide an algorithm based on weighted-ensemble (WE) methods, to accurately sample systems at steady state. Applying our method to different one- and two-dimensional models, we succeed in calculating steady-state probabilities of order 10(-300) and reproduce the Arrhenius law for rates of order 10(-280). Special attention is payed to the simulation of nonpotential systems where no detailed balance assumption exists. For this large class of stochastic systems, the stationary probability distribution density is often unknown and cannot be used as preknowledge during the simulation. We compare the algorithm's efficiency with standard Brownian dynamics simulations and the original WE method.
Structure Analysis of Jungle-Gym-Type Gels by Brownian Dynamics Simulation
Ohta, Noriyoshi; Ono, Kohki; Takasu, Masako; Furukawa, Hidemitsu
2008-02-01
We investigated the structure and the formation process of two kinds of gels by Brownian dynamics simulation. The effect of flexibility of main chain oligomer was studied. From our results, hard gel with rigid main chain forms more homogeneous network structure than soft gel with flexible main chain. In soft gel, many small loops are formed, and clusters tend to shrink. This heterogeneous network structure may be caused by microgels. In the low density case, soft gel shows more heterogeneity than the high density case.
On Drift Parameter Estimation in Models with Fractional Brownian Motion by Discrete Observations
Directory of Open Access Journals (Sweden)
Yuliya Mishura
2014-06-01
Full Text Available We study a problem of an unknown drift parameter estimation in a stochastic differen- tial equation driven by fractional Brownian motion. We represent the likelihood ratio as a function of the observable process. The form of this representation is in general rather complicated. However, in the simplest case it can be simplified and we can discretize it to establish the a. s. convergence of the discretized version of maximum likelihood estimator to the true value of parameter. We also investigate a non-standard estimator of the drift parameter showing further its strong consistency.
Effect of internal viscosity on Brownian dynamics of DNA molecules in shear flow.
Yang, Xiao-Dong; Melnik, Roderick V N
2007-04-01
The results of Brownian dynamics simulations of a single DNA molecule in shear flow are presented taking into account the effect of internal viscosity. The dissipative mechanism of internal viscosity is proved necessary in the research of DNA dynamics. A stochastic model is derived on the basis of the balance equation for forces acting on the chain. The Euler method is applied to the solution of the model. The extensions of DNA molecules for different Weissenberg numbers are analyzed. Comparison with the experimental results available in the literature is carried out to estimate the contribution of the effect of internal viscosity.
Analytical estimates of free brownian diffusion times in corrugated narrow channels.
Bosi, Leone; Ghosh, Pulak K; Marchesoni, Fabio
2012-11-07
The diffusion of a suspended brownian particle along a sinusoidally corrugated narrow channel is investigated to assess the validity of two competing analytical schemes, both based on effective one-dimensional kinetic equations, one continuous (entropic channel scheme) and the other discrete (random walker scheme). For narrow pores, the characteristic diffusion time scale is represented by the mean first exit time out of a channel compartment. Such a diffusion time has been analytically calculated in both approximate schemes; the two analytical results coincide in leading order and are in excellent agreement with the simulation data.
Tamburini, F; Bianchini, A
1999-01-01
A time-correlated EPR pairs protocol is analized, based on detection of fractal correlated signals into a statistical mixture of EPR correlated pairs: an approximated alpha-Fractional Brownian Motion (FBM) is induced on the group of EPR pairs (e.g. by sender-third party eavesdropper-like interactions as in Ekert quantum cryptography), to be detected by the receiver using a non - orthogonal wavelet filter, able to characterize the FBM from a noisy enviroment by formalizing a nonlinear optimization problem for the FBM alpha-characteristic parameter extimation.
Bellesia, Giovanni
2015-01-01
We investigate, via Brownian dynamics simulations, the reaction dynamics of a simple, non-linear chemical network (the Willamowski-Rossler network) under spatial confinement and crowding conditions. Our results show that the presence of inert crowders has a non-nontrivial effect on the dynamics of the network and, consequently, that effective modeling efforts aiming at a general understanding of the behavior of biochemical networks in vivo should be stochastic in nature and based on an explicit representation of both spatial confinement and macromolecular crowding.