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Sample records for brownian limits local

  1. Limits of bifractional Brownian noises

    OpenAIRE

    Maejima, Makoto; Tudor, Ciprian

    2008-01-01

    International audience; Let $B^{H,K}=\\left (B^{H,K}_{t}, t\\geq 0\\right )$ be a bifractional Brownian motion with two parameters $H\\in (0,1)$ and $K\\in(0,1]$. The main result of this paper is that the increment process generated by the bifractional Brownian motion $\\left( B^{H,K}_{h+t} -B^{H,K} _{h}, t\\geq 0\\right)$ converges when $h\\to \\infty$ to $\\left (2^{(1-K)/{2}}B^{HK} _{t}, t\\geq 0\\right )$, where $\\left (B^{HK}_{t}, t\\geq 0\\right)$ is the fractional Brownian motion with Hurst index $HK...

  2. Entropy production of a Brownian ellipsoid in the overdamped limit.

    Science.gov (United States)

    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.

  3. Brownian Motion as a Limit to Physical Measuring Processes

    DEFF Research Database (Denmark)

    Niss, Martin

    2016-01-01

    formulated a general conclusion concerning the nature of physical measurements, namely that there is a definite limit to the ultimate sensitivity of measuring instruments beyond which we cannot advance, and that this limit is determined by Brownian motion. Ising’s conclusion agreed with experiments......, physicists in particular saw the work as an indication that noise is of practical relevance for their enterprise...

  4. Mathematical interpretation of Brownian motor model: Limit cycles and directed transport phenomena

    Science.gov (United States)

    Yang, Jianqiang; Ma, Hong; Zhong, Suchuang

    2018-03-01

    In this article, we first suggest that the attractor of Brownian motor model is one of the reasons for the directed transport phenomenon of Brownian particle. We take the classical Smoluchowski-Feynman (SF) ratchet model as an example to investigate the relationship between limit cycles and directed transport phenomenon of the Brownian particle. We study the existence and variation rule of limit cycles of SF ratchet model at changing parameters through mathematical methods. The influences of these parameters on the directed transport phenomenon of a Brownian particle are then analyzed through numerical simulations. Reasonable mathematical explanations for the directed transport phenomenon of Brownian particle in SF ratchet model are also formulated on the basis of the existence and variation rule of the limit cycles and numerical simulations. These mathematical explanations provide a theoretical basis for applying these theories in physics, biology, chemistry, and engineering.

  5. Second order limit laws for occupation times of the fractional Brownian motion

    OpenAIRE

    Xu, Fangjun

    2013-01-01

    We prove second order limit laws for (additive) functionals of the $d$-dimensional fractional Brownian motion with Hurst index $H=\\frac{1}{d}$, using the method of moments, extending the Kallianpur-Robbins law.

  6. Modeling of locally self-similar processes using multifractional Brownian motion of Riemann-Liouville type

    Science.gov (United States)

    Muniandy, S. V.; Lim, S. C.

    2001-04-01

    Fractional Brownian motion (FBM) is widely used in the modeling of phenomena with power spectral density of power-law type. However, FBM has its limitation since it can only describe phenomena with monofractal structure or a uniform degree of irregularity characterized by the constant Holder exponent. For more realistic modeling, it is necessary to take into consideration the local variation of irregularity, with the Holder exponent allowed to vary with time (or space). One way to achieve such a generalization is to extend the standard FBM to multifractional Brownian motion (MBM) indexed by a Holder exponent that is a function of time. This paper proposes an alternative generalization to MBM based on the FBM defined by the Riemann-Liouville type of fractional integral. The local properties of the Riemann-Liouville MBM (RLMBM) are studied and they are found to be similar to that of the standard MBM. A numerical scheme to simulate the locally self-similar sample paths of the RLMBM for various types of time-varying Holder exponents is given. The local scaling exponents are estimated based on the local growth of the variance and the wavelet scalogram methods. Finally, an example of the possible applications of RLMBM in the modeling of multifractal time series is illustrated.

  7. Self-Intersection Local Times of Generalized Mixed Fractional Brownian Motion as White Noise Distributions

    International Nuclear Information System (INIS)

    Suryawan, Herry P.; Gunarso, Boby

    2017-01-01

    The generalized mixed fractional Brownian motion is defined by taking linear combinations of a finite number of independent fractional Brownian motions with different Hurst parameters. It is a Gaussian process with stationary increments, posseses self-similarity property, and, in general, is neither a Markov process nor a martingale. In this paper we study the generalized mixed fractional Brownian motion within white noise analysis framework. As a main result, we prove that for any spatial dimension and for arbitrary Hurst parameter the self-intersection local times of the generalized mixed fractional Brownian motions, after a suitable renormalization, are well-defined as Hida white noise distributions. The chaos expansions of the self-intersection local times in the terms of Wick powers of white noises are also presented. (paper)

  8. Self-Intersection Local Times of Generalized Mixed Fractional Brownian Motion as White Noise Distributions

    Science.gov (United States)

    Suryawan, Herry P.; Gunarso, Boby

    2017-06-01

    The generalized mixed fractional Brownian motion is defined by taking linear combinations of a finite number of independent fractional Brownian motions with different Hurst parameters. It is a Gaussian process with stationary increments, posseses self-similarity property, and, in general, is neither a Markov process nor a martingale. In this paper we study the generalized mixed fractional Brownian motion within white noise analysis framework. As a main result, we prove that for any spatial dimension and for arbitrary Hurst parameter the self-intersection local times of the generalized mixed fractional Brownian motions, after a suitable renormalization, are well-defined as Hida white noise distributions. The chaos expansions of the self-intersection local times in the terms of Wick powers of white noises are also presented.

  9. Single potassium niobate nano/microsized particles as local mechano-optical Brownian probes

    Science.gov (United States)

    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

  10. Localization and Ballistic Diffusion for the Tempered Fractional Brownian-Langevin Motion

    Science.gov (United States)

    Chen, Yao; Wang, Xudong; Deng, Weihua

    2017-10-01

    This paper discusses the tempered fractional Brownian motion (tfBm), its ergodicity, and the derivation of the corresponding Fokker-Planck equation. Then we introduce the generalized Langevin equation with the tempered fractional Gaussian noise for a free particle, called tempered fractional Langevin equation (tfLe). While the tfBm displays localization diffusion for the long time limit and for the short time its mean squared displacement (MSD) has the asymptotic form t^{2H}, we show that the asymptotic form of the MSD of the tfLe transits from t^2 (ballistic diffusion for short time) to t^{2-2H}, and then to t^2 (again ballistic diffusion for long time). On the other hand, the overdamped tfLe has the transition of the diffusion type from t^{2-2H} to t^2 (ballistic diffusion). The tfLe with harmonic potential is also considered.

  11. Local times for multifractional Brownian motion in higher dimensions: A white noise approach

    Science.gov (United States)

    Bock, Wolfgang; da Silva, José Luís; Suryawan, Herry P.

    2016-11-01

    We present the expansion of the multifractional Brownian motion (mBm) local time in higher dimensions, in terms of Wick powers of white noises (or multiple Wiener integrals). If a suitable number of kernels is subtracted, they exist in the sense of generalized white noise functionals. Moreover, we show the convergence of the regularized truncated local times for mBm in the sense of Hida distributions.

  12. On the Small Mass Limit of Quantum Brownian Motion with Inhomogeneous Damping and Diffusion

    Science.gov (United States)

    Lim, Soon Hoe; Wehr, Jan; Lampo, Aniello; García-March, Miguel Ángel; Lewenstein, Maciej

    2018-01-01

    We study the small mass limit (or: the Smoluchowski-Kramers limit) of a class of quantum Brownian motions with inhomogeneous damping and diffusion. For Ohmic bath spectral density with a Lorentz-Drude cutoff, we derive the Heisenberg-Langevin equations for the particle's observables using a quantum stochastic calculus approach. We set the mass of the particle to equal m = m0 ɛ , the reduced Planck constant to equal \\hbar = ɛ and the cutoff frequency to equal Λ = E_{Λ}/ɛ , where m_0 and E_{Λ} are positive constants, so that the particle's de Broglie wavelength and the largest energy scale of the bath are fixed as ɛ → 0. We study the limit as ɛ → 0 of the rescaled model and derive a limiting equation for the (slow) particle's position variable. We find that the limiting equation contains several drift correction terms, the quantum noise-induced drifts, including terms of purely quantum nature, with no classical counterparts.

  13. The Kardar-Parisi-Zhang Equation as Scaling Limit of Weakly Asymmetric Interacting Brownian Motions

    Science.gov (United States)

    Diehl, Joscha; Gubinelli, Massimiliano; Perkowski, Nicolas

    2017-09-01

    We consider a system of infinitely many interacting Brownian motions that models the height of a one-dimensional interface between two bulk phases. We prove that the large scale fluctuations of the system are well approximated by the solution to the KPZ equation provided the microscopic interaction is weakly asymmetric. The proof is based on the martingale solutions of Gonçalves and Jara (Arch Ration Mech Anal 212(2):597-644, 2014) and the corresponding uniqueness result of Gubinelli and Perkowski (Energy solutions of KPZ are unique, 2015).

  14. Identification of Nonstandard Multifractional Brownian Motions under White Noise by Multiscale Local Variations of Its Sample Paths

    Directory of Open Access Journals (Sweden)

    Kwang-Il Ahn

    2013-01-01

    Full Text Available The Hurst exponent and variance are two quantities that often characterize real-life, high-frequency observations. Such real-life signals are generally measured under noise environments. We develop a multiscale statistical method for simultaneous estimation of a time-changing Hurst exponent H(t and a variance parameter C in a multifractional Brownian motion model in the presence of white noise. The method is based on the asymptotic behavior of the local variation of its sample paths which applies to coarse scales of the sample paths. This work provides stable and simultaneous estimators of both parameters when independent white noise is present. We also discuss the accuracy of the simultaneous estimators compared with a few selected methods and the stability of computations with regard to adapted wavelet filters.

  15. 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...

  16. 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...

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

    Science.gov (United States)

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

    2016-03-01

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

  18. Brownian representations of cylindrical local martingales, martingale problem and strong Markov property of weak solutions of SPDEs in Banach spaces

    Czech Academy of Sciences Publication Activity Database

    Ondreját, Martin

    2005-01-01

    Roč. 55, č. 4 (2005), s. 1003-1039 ISSN 0011-4642 R&D Projects: GA ČR(CZ) GA201/01/1197 Institutional research plan: CEZ:AV0Z10190503 Keywords : Brownian representations * martingale problem * strong Markov property Subject RIV: BA - General Mathematics Impact factor: 0.112, year: 2005

  19. Zero noise limits using local times

    OpenAIRE

    Trevisan, Dario

    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.

  20. From fractional Brownian motion to multifractional and multistable motion

    Science.gov (United States)

    Falconer, Kenneth

    2015-03-01

    Fractional Brownian motion, introduced by Benoit Mandelbrot and John Van Ness in 1968, has had a major impact on stochastic processes and their applications. We survey a few of the many developments that have stemmed from their ideas. In particular we discuss the local structure of fractional and multifractional Brownian, stable and multistable processes, emphasising the `diagonal' construction of such processes. In all this, the ubiquity and centrality of fractional Brownian motion is striking.

  1. Ratcheted electrophoresis of Brownian particles

    Energy Technology Data Exchange (ETDEWEB)

    Kowalik, Mikołaj; Bishop, Kyle J. M., E-mail: kjmbishop@engr.psu.edu [Department of Chemical Engineering, The Pennsylvania State University, University Park, Pennsylvania 16802 (United States)

    2016-05-16

    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.

  2. Brownian Motion in Minkowski Space

    Directory of Open Access Journals (Sweden)

    Paul O'Hara

    2015-06-01

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

  3. Efficient reactive Brownian dynamics

    Science.gov (United States)

    Donev, Aleksandar; Yang, Chiao-Yu; Kim, Changho

    2018-01-01

    We develop a Split Reactive Brownian Dynamics (SRBD) algorithm for particle simulations of reaction-diffusion systems based on the Doi or volume reactivity model, in which pairs of particles react with a specified Poisson rate if they are closer than a chosen reactive distance. In our Doi model, we ensure that the microscopic reaction rules for various association and dissociation reactions are consistent with detailed balance (time reversibility) at thermodynamic equilibrium. The SRBD algorithm uses Strang splitting in time to separate reaction and diffusion and solves both the diffusion-only and reaction-only subproblems exactly, even at high packing densities. To efficiently process reactions without uncontrolled approximations, SRBD employs an event-driven algorithm that processes reactions in a time-ordered sequence over the duration of the time step. A grid of cells with size larger than all of the reactive distances is used to schedule and process the reactions, but unlike traditional grid-based methods such as reaction-diffusion master equation algorithms, the results of SRBD are statistically independent of the size of the grid used to accelerate the processing of reactions. We use the SRBD algorithm to compute the effective macroscopic reaction rate for both reaction-limited and diffusion-limited irreversible association in three dimensions and compare to existing theoretical predictions at low and moderate densities. We also study long-time tails in the time correlation functions for reversible association at thermodynamic equilibrium and compare to recent theoretical predictions. Finally, we compare different particle and continuum methods on a model exhibiting a Turing-like instability and pattern formation. Our studies reinforce the common finding that microscopic mechanisms and correlations matter for diffusion-limited systems, making continuum and even mesoscopic modeling of such systems difficult or impossible. We also find that for models in which

  4. 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.

  5. Electrical autonomous Brownian gyrator

    Science.gov (United States)

    Chiang, K.-H.; Lee, C.-L.; Lai, P.-Y.; Chen, Y.-F.

    2017-09-01

    We study experimentally and theoretically the steady-state dynamics of a simple stochastic electronic system featuring two resistor-capacitor circuits coupled by a third capacitor. The resistors are subject to thermal noises at real temperatures. The voltage fluctuation across each resistor can be compared to a one-dimensional Brownian motion. However, the collective dynamical behavior, when the resistors are subject to distinct thermal baths, is identical to that of a Brownian gyrator, as first proposed by Filliger and Reimann [Phys. Rev. Lett. 99, 230602 (2007), 10.1103/PhysRevLett.99.230602]. The average gyrating dynamics is originated from the absence of detailed balance due to unequal thermal baths. We look into the details of this stochastic gyrating dynamics, its dependences on the temperature difference and coupling strength, and the mechanism of heat transfer through this simple electronic circuit. Our work affirms the general principle and the possibility of a Brownian ratchet working near room temperature scale.

  6. Self-induced temperature gradients in Brownian dynamics

    Science.gov (United States)

    Devine, Jack; Jack, M. W.

    2017-12-01

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

  7. Efficiency of Brownian Motors

    OpenAIRE

    Parrondo, J. M. R.; Blanco, J. M.; Cao, F. J.; Brito, R.

    1998-01-01

    The efficiency of different types of Brownian motors is calculated analytically and numerically. We find that motors based on flashing ratchets present a,low efficiency and an unavoidable entropy production. On the other hand, a certain class of motors based on adiabatically changing potentials, named reversible ratchets, exhibit a higher efficiency and the entropy production can be arbitrarily reduced.

  8. Langevin theory of anomalous Brownian motion made simple

    International Nuclear Information System (INIS)

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

    2011-01-01

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

  9. Disordered Markovian Brownian ratchets.

    Science.gov (United States)

    Alicki, R

    1999-09-01

    A model of a Brownian ratchet coupled to a heat bath and driven by a nonequilibrium Poisson white noise is discussed. The formula describing a generated current in terms of the statistical properties of a possible irregular or random potential is derived within the small nonequilibrium noise approximation and illustrated by a few concrete examples. The perturbation technique for Hilbert space operators is used as a mathematical tool.

  10. Scope and limits of rural local initiative

    Directory of Open Access Journals (Sweden)

    Malešević Krstan

    2001-01-01

    Full Text Available It is a historical and empirical fact that rural local development is all but unthinkable outside of the rural local initiative. This is notorious fact from when exist village, as social community. A mass rural and grassroots collective activity and creativity have been in evidence on many occasions and as such are indispensable instrument of the economic and socio-cultural development. However, it is also evident that rural local initiative is determined by numerous local and especially global social factors. These factors have both positive and negative effects. This is particularly case for the rural local initiative 'here' and 'today'. It is well know that our society has at its disposal very rich and heterogeneous rural resources. Nevertheless, they are either largely underused or are over-extensively and irrationally used. There is an obvious need for better and more rational use of these resources. A deep and long term societal crisis, dramatic contradictions of democratic transition, long lasting sanctions imposed by the international community, and now exceptionally high war damages have all tremendous impact on the direction and development of these needs. In additional, these problems have only accompanied already existing numerous old and new problems of rural areas in general. However regardless of these obvious need for mass local initiative there are greater and stronger obstacles for their development. In addition to local grassroots problems, the main obstacle is the general social context with the extensive over-centralization of economic and political system in the country. In other to strengthen the influence of the local initiative it is necessary to undertake a radical change in social and political system. At the same time that means stronger concrete material and institutional support for the already existing grassroots imitative. This can be achieved by establishing adequate agencies, funds and associatives that would

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

    Science.gov (United States)

    Hänggi, Peter

    2005-03-01

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

  12. Metamaterial localized resonance sensors: prospects and limitations

    DEFF Research Database (Denmark)

    Jeppesen, Claus; Xiao, Sanshui; Mortensen, Asger

    2010-01-01

    depending on the split-ring resonator design and engineering of the light-plasmon coupling. This highest measured value is comparable to quasi-static predictions, suggesting incremental improvements beyond this point. Further optimization attempts show the effect of inhomogeneous broadening giving some...... indication that the limits have been reached for this particular design and material choice....

  13. Velocity Gradient Power Functional for Brownian Dynamics

    Science.gov (United States)

    de las Heras, Daniel; Schmidt, Matthias

    2018-01-01

    We present an explicit and simple approximation for the superadiabatic excess (over ideal gas) free power functional, admitting the study of the nonequilibrium dynamics of overdamped Brownian many-body systems. The functional depends on the local velocity gradient and is systematically obtained from treating the microscopic stress distribution as a conjugate field. The resulting superadiabatic forces are beyond dynamical density functional theory and are of a viscous nature. Their high accuracy is demonstrated by comparison to simulation results.

  14. Time-averaged MSD of Brownian motion

    OpenAIRE

    Andreanov, Alexei; Grebenkov, Denis

    2012-01-01

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

  15. Three-dimensional nanoscale imaging by plasmonic Brownian microscopy

    Science.gov (United States)

    Labno, Anna; Gladden, Christopher; Kim, Jeongmin; Lu, Dylan; Yin, Xiaobo; Wang, Yuan; Liu, Zhaowei; Zhang, Xiang

    2017-12-01

    Three-dimensional (3D) imaging at the nanoscale is a key to understanding of nanomaterials and complex systems. While scanning probe microscopy (SPM) has been the workhorse of nanoscale metrology, its slow scanning speed by a single probe tip can limit the application of SPM to wide-field imaging of 3D complex nanostructures. Both electron microscopy and optical tomography allow 3D imaging, but are limited to the use in vacuum environment due to electron scattering and to optical resolution in micron scales, respectively. Here we demonstrate plasmonic Brownian microscopy (PBM) as a way to improve the imaging speed of SPM. Unlike photonic force microscopy where a single trapped particle is used for a serial scanning, PBM utilizes a massive number of plasmonic nanoparticles (NPs) under Brownian diffusion in solution to scan in parallel around the unlabeled sample object. The motion of NPs under an evanescent field is three-dimensionally localized to reconstruct the super-resolution topology of 3D dielectric objects. Our method allows high throughput imaging of complex 3D structures over a large field of view, even with internal structures such as cavities that cannot be accessed by conventional mechanical tips in SPM.

  16. Brownian motion, martingales, and stochastic calculus

    CERN Document Server

    Le Gall, Jean-François

    2016-01-01

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

  17. Fractional Brownian motion and multifractional Brownian motion of Riemann-Liouville type

    Science.gov (United States)

    Lim, S. C.

    2001-02-01

    The relationship between standard fractional Brownian motion (FBM) and FBM based on the Riemann-Liouville fractional integral (or RL-FBM) is clarified. The absence of stationary property in the increment process of RL-FBM is compensated by a weaker property of local stationarity, and the stationary property for the increments of the large-time asymptotic RL-FBM. Generalization of RL-FBM to the RL-multifractional Brownian motion (RL-MBM) can be carried out by replacing the constant Hölder exponent by a time-dependent function. RL-MBM is shown to satisfy a weaker scaling property known as the local asymptotic self-similarity. This local scaling property can be translated into the small-scale behaviour of the associated scalogram by using the wavelet transform.

  18. Interacting Brownian Swarms: Some Analytical Results

    Directory of Open Access Journals (Sweden)

    Guillaume Sartoretti

    2016-01-01

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

  19. Archimedes' principle for Brownian liquid

    OpenAIRE

    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 ...

  20. q-deformed Brownian motion

    CERN Document Server

    Man'ko, V I

    1993-01-01

    Brownian motion may be embedded in the Fock space of bosonic free field in one dimension.Extending this correspondence to a family of creation and annihilation operators satisfying a q-deformed algebra, the notion of q-deformation is carried from the algebra to the domain of stochastic processes.The properties of q-deformed Brownian motion, in particular its non-Gaussian nature and cumulant structure,are established.

  1. How superdiffusion gets arrested: ecological encounters explain shift from Lévy to Brownian movement.

    Science.gov (United States)

    de Jager, Monique; Bartumeus, Frederic; Kölzsch, Andrea; Weissing, Franz J; Hengeveld, Geerten M; Nolet, Bart A; Herman, Peter M J; van de Koppel, Johan

    2014-01-07

    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-induced Brownian motion in physics provides a parsimonious, mechanistic explanation for these observations. Here, Brownian motion results from frequent encounters between organisms in dense environments. In density-controlled experiments, movement patterns of mussels shifted from Lévy towards Brownian motion with increasing density. When the analysis was restricted to moves not truncated by encounters, this shift did not occur. Using a theoretical argument, we explain that any movement pattern approximates Brownian motion at high-resource densities, provided that movement is interrupted upon encounters. Hence, the observed shift to Brownian motion does not indicate a density-dependent change in movement strategy but rather results from frequent collisions. Our results emphasize the need for a more mechanistic use of Brownian motion in ecology, highlighting that especially in rich environments, Brownian motion emerges from ecological interactions, rather than being a default movement pattern.

  2. Particle diode: Rectification of interacting Brownian ratchets

    OpenAIRE

    Ai, Bao-quan; He, Ya-feng; Zhong, Wei-rong

    2012-01-01

    Transport of Brownian particles interacting with each other via the Morse potential is investigated in the presence of an ac driving force applied locally at one end of the chain. By using numerical simulations, we find that the system can behave as a particle diode for both overdamped and underdamped cases. For low frequencies, the transport from the free end to the ac acting end is prohibited, while the transport from the ac acting end to the free end is permitted. However, the polarity of ...

  3. Multifragmentation with Brownian one-body dynamics

    International Nuclear Information System (INIS)

    Guarnera, A.; Chomaz, PH.; Colonna, M.; Chomaz, PH.; Guarnera, A.

    1996-01-01

    A first application is made of Brownian one-body dynamics to nuclear multifragmentation. A gold nucleus is compressed to double density and then let free to evolve under the combined influence of the effective one-body field and the residual two-body collision processes, with the effects of the fluctuations included whenever local spinodal instability occurs. The system quickly expands into a hollow and unstable configuration which transforms into several intermediate-mass fragments. The analysis of the resulting fragment pattern suggests that the model provides a physically reasonable description of nuclear multifragmentation processes. (authors)

  4. Time-averaged MSD of Brownian motion

    Science.gov (United States)

    Andreanov, Alexei; Grebenkov, Denis S.

    2012-07-01

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

  5. 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.

  6. CONDITIONS, MEANS OF OPTIMISATION AND THE LIMITS OF LOCAL AUTONOMY

    Directory of Open Access Journals (Sweden)

    Eliza Adela VOICU

    2014-11-01

    Full Text Available The principle of local autonomy, as right and capacity of local authorities to address and manage public issues, on behalf of and in the interests of the local communities they represent, requires meeting the following cumulative conditions: recognition of the legal personality of the local communities and the election of their administrative authorities. The author brings arguments relevant to point out that local authorities must have the power of self-regulation, contractual freedom and adequate financial resources. Local autonomy limits are imposed by the need to respect the character of the decentralised unitary State and are guaranteed through the administrative control exercised by the central power. The originality of this article lies in the fact that the analysis of the legal texts was done in correlation with how they have been applied by the courts, particular relevance being given by the decisions of the Constitutional Court of Romania.

  7. Cooperative Localization in GPS-Limited Urban Environments

    Science.gov (United States)

    Hemmes, Jeffrey; Thain, Douglas; Poellabauer, Christian

    Existing localization techniques such as GPS have fundamental limitations which preclude deployment in urban canyons or areas with inconsistent network availability. Augmenting GPS requires specialized infrastructure or tedious calibration tasks which limit general purpose applications. In this paper, we examine the utility of cooperatively sharing location data among connected nodes in order to correct positions with high measurement error in GPS-limited environments. Using simple data sharing and filtering techniques, collaborating users can substantially reduce overall localization error in dead reckoning systems where nodes may have a broad spectrum of location quality. We examine system parameters necessary to fully exploit cooperative localization based on empirical error models and show that mean position error can be reduced by up to 50 percent for given application scenarios. If distance measurement is available, filtering location information based on estimated error and confidence can improve accuracy of pedestrian dead reckoning techniques to approximately that of GPS using trilateration.

  8. The relativistic Brownian motion: Interdisciplinary applications

    International Nuclear Information System (INIS)

    Aragones-Munoz, A; Sandoval-Villalbazo, A

    2010-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Kaminsky A. V.

    2010-04-01

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

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

    Directory of Open Access Journals (Sweden)

    Kaminsky A. V.

    2010-07-01

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

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

    NARCIS (Netherlands)

    Padding, J.T.; Briels, Willem J.

    2014-01-01

    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

  12. Tax Limitations and Revenue Shifting Strategies in Local Government

    DEFF Research Database (Denmark)

    Blom-Hansen, Jens; Bækgaard, Martin; Serritzlew, Søren

    2014-01-01

    strategically change their revenue structure and increase reliance on income sources not subjected to limitations. However, these findings are overwhelmingly based on studies of state and local governments in the USA. Their relevance outside this empirical setting remains unclear. A study of Denmark, where...

  13. Perceived Factors Limiting Rice Production in Patigi Local ...

    African Journals Online (AJOL)

    The study examined the perceived factors limiting rice production in five selected villages in Patigi Local Government Area of Kwara State, Nigeria. The study area was purposively selected based on their known potentials for rice production. One Hundred and Ten (110) rice farmers were selected for the study.

  14. Local Tax Limits, Student Achievement, and School-Finance Equalization

    Science.gov (United States)

    Davis, Matthew; Vedder, Andrea; Stone, Joe

    2016-01-01

    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 and instead suggest the importance of the predictability of funding. Students in…

  15. Quantum equations from Brownian motions

    International Nuclear Information System (INIS)

    Rajput, B.S.

    2011-01-01

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

  16. Brownian gas models for extreme-value laws

    International Nuclear Information System (INIS)

    Eliazar, Iddo

    2013-01-01

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

  17. Quantum Brownian motion model for the stock market

    Science.gov (United States)

    Meng, Xiangyi; Zhang, Jian-Wei; Guo, Hong

    2016-06-01

    It is believed by the majority today that the efficient market hypothesis is imperfect because of market irrationality. Using the physical concepts and mathematical structures of quantum mechanics, we construct an econophysical framework for the stock market, based on which we analogously map massive numbers of single stocks into a reservoir consisting of many quantum harmonic oscillators and their stock index into a typical quantum open system-a quantum Brownian particle. In particular, the irrationality of stock transactions is quantitatively considered as the Planck constant within Heisenberg's uncertainty relationship of quantum mechanics in an analogous manner. We analyze real stock data of Shanghai Stock Exchange of China and investigate fat-tail phenomena and non-Markovian behaviors of the stock index with the assistance of the quantum Brownian motion model, thereby interpreting and studying the limitations of the classical Brownian motion model for the efficient market hypothesis from a new perspective of quantum open system dynamics.

  18. Brownian motion with adhesion: harmonic oscillator with fluctuating mass.

    Science.gov (United States)

    Gitterman, M; Klyatskin, V I

    2010-05-01

    In contrast to the cases usually studied of a harmonic oscillator subject to a random force (Brownian motion) or having random frequency or random damping, we consider a random mass which corresponds to an oscillator for which the particles of the surrounding medium adhere to it for some (random) time after the collision, thereby changing the oscillator mass. This model, which describes Brownian motion with adhesion, can be useful for the analysis of chemical and biological solutions as well as nanotechnological devices. We consider dichotomous noise and its limiting case, white noise.

  19. A Stability Result for Stochastic Differential Equations Driven by Fractional Brownian Motions

    Directory of Open Access Journals (Sweden)

    Bruno Saussereau

    2012-01-01

    Full Text Available We study the stability of the solutions of stochastic differential equations driven by fractional Brownian motions with Hurst parameter greater than half. We prove that when the initial conditions, the drift, and the diffusion coefficients as well as the fractional Brownian motions converge in a suitable sense, then the sequence of the solutions of the corresponding equations converge in Hölder norm to the solution of a stochastic differential equation. The limit equation is driven by the limit fractional Brownian motion and its coefficients are the limits of the sequence of the coefficients.

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

    DEFF Research Database (Denmark)

    Høg, Esben; Frederiksen, Per; Schiemert, Daniel

    This paper deals with dynamic term structure models (DTSMs) and proposes a new way to handle the limitation of the classical affine models. In particular, the paper expands the exibility of the DTSMs by applying generalized Brownian motions with dependent increments as the governing force of the ...

  1. Integrated fractional white noise as an alternative to multifractional Brownian motion

    OpenAIRE

    Sly, Allan

    2007-01-01

    Multifractional Brownian motion is a Gaussian process which has changing scaling properties generated by varying the local Hölder exponent. We show that multifractional Brownian motion is very sensitive to changes in the selected Hölder exponent and has extreme changes in magnitude. We suggest an alternative stochastic process, called integrated fractional white noise, which retains the important local properties but avoids the undesirable oscillations in magnitude. We also show h...

  2. Limits to ductility set by plastic flow localization

    International Nuclear Information System (INIS)

    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

  3. p-adic Brownian motion

    Science.gov (United States)

    Zelenov, E. I.

    2016-12-01

    We define p-adic Brownian motion (Wiener process) and study its properties. We construct a presentation of the trajectories of this process by their series expansions with respect to van der Put's basis and show that they are nowhere differentiable functions satisfying the p-adic Lipschitz condition of order 1. We define the p-adic Wiener measure on the space of continuous functions and study its properties.

  4. Extremes of multifractional Brownian motion

    OpenAIRE

    Bai, Long

    2017-01-01

    Let $B_{H}(t), t\\geq [0,T], T\\in(0,\\infty)$ be the standard Multifractional Brownian Motion(mBm), in this contribution we are concerned with the exact asymptotics of \\begin{eqnarray*} \\mathbb{P}\\left\\{\\sup_{t\\in[0,T]}B_{H}(t)>u\\right\\} \\end{eqnarray*} as $u\\rightarrow\\infty$. Mainly depended on the structures of $H(t)$, the results under several important cases are investigated.

  5. Random motion and Brownian rotation

    International Nuclear Information System (INIS)

    Wyllie, G.

    1980-01-01

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

  6. New upper limits on the local metagalactic ionizing radiation density

    Science.gov (United States)

    Vogel, Stuart N.; Weymann, Ray; Rauch, Michael; Hamilton, Tom

    1995-01-01

    We have obtained H-alpha observations with the Maryland-Caltech Fabry-Perot Spectrometer attached to the Cassegrain focus of the 1.5 m telescope at Palomer Observatory in order to set limits on the number of ionizing photons from the local metagalactic radiation field. We have observed the SW component of the Haynes-Giovanelli cloud H I 1225+01, an intergalactic cloud which should be optimum for measuring the metagalactic flux because it is nearly opaque to ionizing photons, it does not appear to be significantly shielded from the metagalactic radiation field, and the limits on embedded or nearby ionizing sources are unusually low. For the area of the cloud with an H I column density greater than 10(exp 19)/sq cm we set a 2 sigma limit of 1.1 x 10(exp -19) ergs/sq cm/s/sq arcsec (20 mR) for the surface brightness of diffuse H-alpha. This implies a 2 sigma upper limit on the incident one-sided ionizing flux of Phi(sub ex) is less than 3 x 10(exp 4)/sq cm/s. For a radiation field of the form J(sub nu) is approximately nu(exp -1.4), this yields a firm 2 sigma upper limit on the local metagalactic photoionization rate of Gamma is less than 2 x 10(exp -13)/s, and an upper limit for the radiation field J(sub nu) at the Lyman limit of J(sub nu0) is less than 8 x 10(exp -23) ergs/sq cm/Hz/sr. We discuss previous efforts to constrain the metagalactic ionizing flux using H-alpha surface brightness observations and also other methods, and conclude that our result places the firmest upper limit on this flux. We also observed the 7 min diameter region centered on 3C 273 in which H-alpha emission at a velocity of approximately 1700 km/s was initially reported by Williams and Schommer. In agreement with T. B. Williams (private communication) we find the initial detection was spurious. We obtain a 2 sigma upper limit of 1.8 x 10(exp -19) ergs/sq cm/s/sq arcsec (32 mR) for the mean surface brightness of diffuse H-alpha, about a factor of 6 below the published value.

  7. Value and limitations of seizure semiology in localizing seizure onset.

    Science.gov (United States)

    So, Elson L

    2006-08-01

    Seizure semiology has been the foundation of clinical diagnosis of seizure disorders. This article discusses the value and the limitations of behavioral features of seizure episodes in localizing seizure onset. Studies have shown that some semiologic features of seizures are highly accurate in the hemispheric lateralization and lobar localization of seizures. There is good agreement between blinded reviewers in lateralizing video-recorded seizures in temporal lobe and extratemporal lobe epilepsies. However, seizure semiology alone should not be used to determine the site of seizure onset. Each semiologic feature may falsely localize seizure onset. Seizure semiology in some patients may signify the site of seizure propagation rather than origination. Moreover, seizure semiology may not be as reliable in multifocal epilepsies as it is in unifocal epilepsies. Many semiologic features of seizures of adults are often missing in seizures of children. Seizure semiology should be analyzed and integrated with EEG and neuroimaging data to localize the seizure focus. A sample of the recorded seizures should be shown to the patient's relatives or friends to verify that it is representative of habitual seizures.

  8. Operator Fractional Brownian Motion and Martingale Differences

    Directory of Open Access Journals (Sweden)

    Hongshuai Dai

    2014-01-01

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

  9. Thermodynamic and Quantum Thermodynamic Analyses of Brownian Movement

    OpenAIRE

    Gyftopoulos, Elias P.

    2006-01-01

    Thermodynamic and quantum thermodynamic analyses of Brownian movement of a solvent and a colloid passing through neutral thermodynamic equilibrium states only. It is shown that Brownian motors and E. coli do not represent Brownian movement.

  10. 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.

  11. Brownian motion of tethered nanowires.

    Science.gov (United States)

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

    2014-05-01

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

  12. The Glassy Phase of Complex Branching Brownian Motion

    Science.gov (United States)

    Madaule, Thomas; Rhodes, Rémi; Vargas, Vincent

    2015-03-01

    In this paper, we study complex valued branching Brownian motion in the so-called glassy phase, also called phase II. In this context, we prove a limit theorem for the complex partition function hence confirming a conjecture formulated by Lacoin and the last two authors in a previous paper on complex Gaussian multiplicative chaos. We will show that the limiting partition function can be expressed as a product of a Gaussian random variable, mainly due to the windings of the phase, and a stable transform of the so-called derivative martingale, mainly due to the clustering of the modulus. The proof relies on the fine description of the extremal process available in the branching Brownian motion context.

  13. CONDITIONS, MEANS OF OPTIMISATION AND THE LIMITS OF LOCAL AUTONOMY

    OpenAIRE

    Eliza Adela VOICU

    2014-01-01

    The principle of local autonomy, as right and capacity of local authorities to address and manage public issues, on behalf of and in the interests of the local communities they represent, requires meeting the following cumulative conditions: recognition of the legal personality of the local communities and the election of their administrative authorities. The author brings arguments relevant to point out that local authorities must have the power of self-regulation, contractual freedom and ad...

  14. Brownian motion - a laboratory experiment

    Science.gov (United States)

    Kruglak, Haym

    1988-09-01

    The availability of latex microspheres, compact television cameras and electronic calculators make it possible to perform an experiment on Brownian movement in one laboratory period. A more accurate value of N can be determined by other methods. However, the experiment described above has several valuable pedagogical outcomes. Undergraduate students get experience with several experimental techniques: (i) recording a `random walk' of a microphere; (ii) plotting a histogram of displacements; (iii) fitting a Gaussian curve to the histogram; (iv) checking the goodness of fit analytically or with probability graph paper; (v) calibrating screen displacements with a diffraction grating; (vi) calculating Avogadro's number from the experimental data; (vii) verifying data validity with the Einstein - Smoluchowski Law. The experiment also provides valuable practice in unit conversion and error analysis. Another instructive feature: the experiment makes the students aware of Einstein's work other than relativity. The students' reactions to the experiment were positive: `interesting', `challenging', `fun'.

  15. Stock price prediction using geometric Brownian motion

    Science.gov (United States)

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

    2018-03-01

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

  16. Exact master equation for a noncommutative Brownian particle

    International Nuclear Information System (INIS)

    Costa Dias, Nuno; Nuno Prata, Joao

    2009-01-01

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

  17. On some generalization of fractional Brownian motions

    Energy Technology Data Exchange (ETDEWEB)

    Wang Xiaotian [School of Management, Tianjin University, Tianjin 300072 (China); Liang Xiangqian [Department of Applied Mathematics, Shandong University of Science and Technology, Qingdao 266510, Shandong (China); Ren Fuyao [Institute of Mathematics, Fudan University, Shanghai 200433 (China); Zhang Shiying [School of Management, Tianjin University, Tianjin 300072 (China)]. E-mail: swa001@126.com

    2006-05-15

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

  18. Adiabatic Processes Realized with a Trapped Brownian Particle

    Science.gov (United States)

    Martínez, Ignacio A.; Roldán, Édgar; Dinis, Luis; Petrov, Dmitri; Rica, Raúl A.

    2015-03-01

    The ability to implement adiabatic processes in the mesoscale is of key importance in the study of artificial or biological micro- and nanoengines. Microadiabatic processes have been elusive to experimental implementation due to the difficulty in isolating Brownian particles from their fluctuating environment. Here we report on the experimental realization of a microscopic quasistatic adiabatic process employing a trapped Brownian particle. We circumvent the complete isolation of the Brownian particle by designing a protocol where both characteristic volume and temperature of the system are changed in such a way that the entropy of the system is conserved along the process. We compare the protocols that follow from either the overdamped or underdamped descriptions, demonstrating that the latter is mandatory in order to obtain a vanishing average heat flux to the particle. We provide analytical expressions for the distributions of the fluctuating heat and entropy and verify them experimentally. Our protocols could serve to implement the first microscopic engine that is able to attain the fundamental limit for the efficiency set by Carnot.

  19. Limits on the OVII Emission from the Local Hot Bubble

    Science.gov (United States)

    Jaeckel, Felix T; Li, Yaqiong; Morgan, Kelsey; Petre, Natalia; Sauter, Patrick; McCammon, Dan

    2014-06-01

    Constraining the properties of the gas in the local hot-bubble (LHB) is important for the understanding of the interstellar medium surrounding the sun. Much information about its energetic state is embedded in the observations of the low-energy diffuse X-ray background. From molecular-cloud shadowing observations (Galeazzi et al. 2006, R. Smith et al. 2007, Henley et al. 2007) it is known that a significant fraction of the 0.57keV OVII X-ray flux originates locally (< ~300 pc).To investigate the origin of this OVII emission, we analyze the correlation between OVII flux (extracted from Suzaku observations cleaned of point sources) against the local fraction of the ROSAT ¼ keV emission (R12 band), as separated from the distant (hot halo/extragalactic) component by Snowden (1998) and Kuntz (2000).Observations were selected to avoid galactic in-plane emission and features of other large-scale ISM structures. After correcting OVII flux for the more distant latitude-dependent emission, we find that it is essentially uncorrelated with the local ¼ keV emission, implying that the local hot bubble is not the source of the observed OVII emission. The lack of OVII emission further precludes temperatures above ~1E6K for the LHB gas (assuming collisional equilibrium models with solar abundance).

  20. Local land-atmosphere feedbacks limit irrigation demand

    Science.gov (United States)

    Decker, Mark; Ma, Shaoxiu; Pitman, Andy

    2017-05-01

    Irrigation is known to influence regional climate but most studies forecast and simulate irrigation with offline (i.e. land only) models. Using south eastern Australia as a test bed, we demonstrate that irrigation demand is fundamentally different between land only and land-atmosphere simulations. While irrigation only has a small impact on maximum temperature, the semi-arid environment experiences near surface moistening in coupled simulations over the irrigated regions, a feedback that is prevented in offline simulations. In land only simulations that neglect the local feedbacks, the simulated irrigation demand is 25% higher and the standard deviation of the mean irrigation rate is 60% smaller. These local-scale irrigation-driven feedbacks are not resolved in coarse-resolution climate models implying that use of these tools will overestimate irrigation demand. Future studies of irrigation demand must therefore account for the local land-atmosphere interactions by using coupled frameworks, at a spatial resolution that captures the key feedbacks.

  1. 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.

  2. Local zoning ordinances -- how they limit or restrict mining

    International Nuclear Information System (INIS)

    Ingram, H.

    1991-01-01

    Local regulation of mining by zoning has taken place for a long period of time. The delegation to local municipalities of land use planning, zoning and nuisance abatement authority which may affect mining by state governments has been consistently upheld by appellate courts as valid exercises of the police power. Recently, mine operators and mineral owners have been confronted by efforts of local municipalities, often initiated by anti-mining citizen's groups, to impose more stringent restrictions on mining activities within their borders. In some situations, existing ordinances are being enforced for the first time, in others, new ordinances have been adopted without much awareness or involvement by the public. Enforced to the letter, these ordinances can sterilize large blocks of mineable reserves open-quotes operatingclose quotes or performance standards in excess of SMCRA-based regulatory requirements. It is fair to say that investigation of the potential impacts of local zoning and other related ordinances is essential in the planning for the expansion of existing operations or for new operations. There may be new rules in the game. This paper identifies problem areas in typical open-quotes modernclose quotes ordinances and discusses legal and constitutional issues which may arise by their enforcement in coal producing regions

  3. Reducing health care costs - potential and limitations of local ...

    African Journals Online (AJOL)

    Local authorities (LAs) currently provide preventive and promotive services. It is argued that, by extending the role of the LA to the provision of comprehensive services, including ambulatory and hospital curative care, both the quality and the cost-effectiveness of health care would be improved. Making health care the ...

  4. Limits of commutative triangular systems on locally compact groups

    Indian Academy of Sciences (India)

    Commutative triangular systems of probability measures on locally compact groups have been studied extensively and ... in [S3,S4], we extend our earlier result to some particular triangular systems on algebraic groups. We also discuss ..... Now G can be embedded as a closed subgroup in. G2 ¼ G1=D and G0. 2 ¼ ًG0 آ ...

  5. Limits of commutative triangular systems on locally compact groups

    Indian Academy of Sciences (India)

    ... 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 R then a shift of the limit is embeddable. It is also shown that any infinitesimally divisible measure on a connected nilpotent real ...

  6. 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.

  7. Limits of commutative triangular systems on locally compact groups

    Indian Academy of Sciences (India)

    We now prove several results which will be needed to prove Theorem 2.1. Lemma 2.3. Let G be a locally compact first countable group and let f"ng, f!ng and f#ng be sequences in M1ًGق such that !n#n ¼ #n!n ¼ "n ! " for some " 2 M1ًGق. Then there exists a sequence fxng such that xn 2 Nً"nق for each n and f!nxng and fxn!ng.

  8. Static structure of active Brownian hard disks

    Science.gov (United States)

    de Macedo Biniossek, N.; Löwen, H.; Voigtmann, Th; Smallenburg, F.

    2018-02-01

    We explore the changes in static structure of a two-dimensional system of active Brownian particles (ABP) with hard-disk interactions, using event-driven Brownian dynamics simulations. In particular, the effect of the self-propulsion velocity and the rotational diffusivity on the orientationally-averaged fluid structure factor is discussed. Typically activity increases structural ordering and generates a structure factor peak at zero wave vector which is a precursor of motility-induced phase separation. Our results provide reference data to test future statistical theories for the fluid structure of active Brownian systems. This manuscript was submitted for the special issue of the Journal of Physics: Condensed Matter associated with the Liquid Matter Conference 2017.

  9. 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

    -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......This paper presents some asymptotic results for statistics of Brownian semi-stationary (BSS) processes. More precisely, we consider power variations of BSS processes, which are based on high frequency (possibly higher order) differences of the BSS model. We review the limit theory discussed...... in [Barndorff-Nielsen, O.E., J.M. Corcuera and M. Podolskij (2011): Multipower variation for Brownian semistationary processes. Bernoulli 17(4), 1159-1194; Barndorff-Nielsen, O.E., J.M. Corcuera and M. Podolskij (2012): Limit theorems for functionals of higher order differences of Brownian semi...

  10. 100 years of Einstein's Theory of Brownian Motion: From Pollen ...

    Indian Academy of Sciences (India)

    Debashish Chowdhury. In this part, rotational Brownian motion and. Brownian shape fluctuations of soft materials are discussed. This is followed by an elementary in- troduction to two of the hottest topics in this contemporary area of interdisciplinary research, namely, stochastic resonance and Brownian rat- chet. 1. Beyond ...

  11. Generalized Arcsine Laws for Fractional Brownian Motion.

    Science.gov (United States)

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

    2018-01-26

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

  12. Brownian Motion Problem: Random Walk and Beyond

    Indian Academy of Sciences (India)

    Home; Journals; Resonance – Journal of Science Education; Volume 10; Issue 8. Brownian Motion Problem: Random Walk and Beyond. Shama Sharma Vishwamittar. General Article Volume 10 Issue 8 August 2005 pp 49-66. Fulltext. Click here to view fulltext PDF. Permanent link:

  13. 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...

  14. 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.

  15. THE LOCAL LEO COLD CLOUD AND NEW LIMITS ON A LOCAL HOT BUBBLE

    International Nuclear Information System (INIS)

    Peek, J. E. G.; Heiles, Carl; Peek, Kathryn M. G.; Meyer, David M.; Lauroesch, J. T.

    2011-01-01

    We present a multi-wavelength study of the local Leo cold cloud (LLCC), a very nearby, very cold cloud in the interstellar medium (ISM). Through stellar absorption studies we find that the LLCC is between 11.3 pc and 24.3 pc away, making it the closest known cold neutral medium cloud and well within the boundaries of the local cavity. Observations of the cloud in the 21 cm H I line reveal that the LLCC is very cold, with temperatures ranging from 15 K to 30 K, and is best fit with a model composed of two colliding components. The cloud has associated 100 μm thermal dust emission, pointing to a somewhat low dust-to-gas ratio of 48 x10 -22 MJy sr -1 cm 2 . We find that the LLCC is too far away to be generated by the collision among the nearby complex of local interstellar clouds but that the small relative velocities indicate that the LLCC is somehow related to these clouds. We use the LLCC to conduct a shadowing experiment in 1/4 keV X-rays, allowing us to differentiate between different possible origins for the observed soft X-ray background (SXRB). We find that a local hot bubble model alone cannot account for the low-latitude SXRB, but that isotropic emission from solar wind charge exchange (SWCX) does reproduce our data. In a combined local hot bubble and SWCX scenario, we rule out emission from a local hot bubble with an 1/4 keV emissivity greater than 1.1 Snowdens pc -1 at 3σ, four times lower than previous estimates. This result dramatically changes our perspective on our local ISM.

  16. Observation of Brownian motion in liquids at short times: instantaneous velocity and memory loss.

    Science.gov (United States)

    Kheifets, Simon; Simha, Akarsh; Melin, Kevin; Li, Tongcang; Raizen, Mark G

    2014-03-28

    Measurement of the instantaneous velocity of Brownian motion of suspended particles in liquid probes the microscopic foundations of statistical mechanics in soft condensed matter. However, instantaneous velocity has eluded experimental observation for more than a century since Einstein's prediction of the small length and time scales involved. We report shot-noise-limited, high-bandwidth measurements of Brownian motion of micrometer-sized beads suspended in water and acetone by an optical tweezer. We observe the hydrodynamic instantaneous velocity of Brownian motion in a liquid, which follows a modified energy equipartition theorem that accounts for the kinetic energy of the fluid displaced by the moving bead. We also observe an anticorrelated thermal force, which is conventionally assumed to be uncorrelated.

  17. Equilibrium stochastic dynamics of a Brownian particle in inhomogeneous space: Derivation of an alternative model

    Science.gov (United States)

    Bhattacharyay, A.

    2018-03-01

    An alternative equilibrium stochastic dynamics for a Brownian particle in inhomogeneous space is derived. Such a dynamics can model the motion of a complex molecule in its conformation space when in equilibrium with a uniform heat bath. The derivation is done by a simple generalization of the formulation due to Zwanzig for a Brownian particle in homogeneous heat bath. We show that, if the system couples to different number of bath degrees of freedom at different conformations then the alternative model gets derived. We discuss results of an experiment by Faucheux and Libchaber which probably has indicated possible limitation of the Boltzmann distribution as equilibrium distribution of a Brownian particle in inhomogeneous space and propose experimental verification of the present theory using similar methods.

  18. Brownian Motion of 2D Vacancy Islands by Adatom Terrace Diffusion

    International Nuclear Information System (INIS)

    Morgenstern, Karina; Laegsgaard, Erik; Besenbacher, Flemming

    2001-01-01

    We have studied the Brownian motion of two-dimensional (2D) vacancy islands on Ag(110) at temperatures between 175 and 215K. While the detachment of adatoms from the island and their diffusion on the terrace are permitted in this temperature range, the periphery diffusion of single adatoms is prohibited. The present scanning tunneling microscopy results provide the first direct experimental proof that the Brownian motion of the islands follows a simple scaling law with terrace diffusion being the rate limiting process. The activation energy of the vacancy island motion is determined to 0.41eV

  19. A canonical process for estimation of convex functions : The "invelope" of integrated Brownian motion +t4

    NARCIS (Netherlands)

    Groeneboom, P.; Jongbloed, G.; Wellner, J.A.

    2001-01-01

    A process associated with integrated Brownian motion is introduced that characterizes the limit behavior of nonparametric least squares and maximum likelihood estimators of convex functions and convex densities, respectively. We call this process “the invelope” and show that it is an almost surely

  20. Central Limit Theorem for Exponentially Quasi-local Statistics of Spin Models on Cayley Graphs

    Science.gov (United States)

    Reddy, Tulasi Ram; Vadlamani, Sreekar; Yogeshwaran, D.

    2018-04-01

    Central limit theorems for linear statistics of lattice random fields (including spin models) are usually proven under suitable mixing conditions or quasi-associativity. Many interesting examples of spin models do not satisfy mixing conditions, and on the other hand, it does not seem easy to show central limit theorem for local statistics via quasi-associativity. In this work, we prove general central limit theorems for local statistics and exponentially quasi-local statistics of spin models on discrete Cayley graphs with polynomial growth. Further, we supplement these results by proving similar central limit theorems for random fields on discrete Cayley graphs taking values in a countable space, but under the stronger assumptions of α -mixing (for local statistics) and exponential α -mixing (for exponentially quasi-local statistics). All our central limit theorems assume a suitable variance lower bound like many others in the literature. We illustrate our general central limit theorem with specific examples of lattice spin models and statistics arising in computational topology, statistical physics and random networks. Examples of clustering spin models include quasi-associated spin models with fast decaying covariances like the off-critical Ising model, level sets of Gaussian random fields with fast decaying covariances like the massive Gaussian free field and determinantal point processes with fast decaying kernels. Examples of local statistics include intrinsic volumes, face counts, component counts of random cubical complexes while exponentially quasi-local statistics include nearest neighbour distances in spin models and Betti numbers of sub-critical random cubical complexes.

  1. Fractional Brownian motion with a reflecting wall

    Science.gov (United States)

    Wada, Alexander H. O.; Vojta, Thomas

    2018-02-01

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

  2. Detrended Fluctuation Analysis of multifractional Brownian motion

    Science.gov (United States)

    Setty, Venkat; Sharma, Surjalal

    2013-03-01

    Multifractional Brownian Motion (mBm) is a generalization of Fractional Brownian motion (fBm) with a time varying Hurst exponent, H (t) . Detrended Fluctuation Analysis (DFA) is a technique used to study the scaling behavior representing long term correlations in various dynamical systems. In our work, we apply DFA to calculate a time averaged Hurst exponent, in mBm data. The accuracy of estimation of was shown to depend on the range and variability of H (t) . Furthermore, the effect of uniform random noise in H (t) on the nature of scaling observed in DFA is studied. Our research focusses on the robustness and applicability of the DFA technique for studying long term correlations in systems with time varying Hurst exponents akin to mBm .

  3. The quantum brownian particle and memory effects

    International Nuclear Information System (INIS)

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

    1991-01-01

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

  4. Local intelligent electronic device (IED) rendering templates over limited bandwidth communication link to manage remote IED

    Science.gov (United States)

    Bradetich, Ryan; Dearien, Jason A; Grussling, Barry Jakob; Remaley, Gavin

    2013-11-05

    The present disclosure provides systems and methods for remote device management. According to various embodiments, a local intelligent electronic device (IED) may be in communication with a remote IED via a limited bandwidth communication link, such as a serial link. The limited bandwidth communication link may not support traditional remote management interfaces. According to one embodiment, a local IED may present an operator with a management interface for a remote IED by rendering locally stored templates. The local IED may render the locally stored templates using sparse data obtained from the remote IED. According to various embodiments, the management interface may be a web client interface and/or an HTML interface. The bandwidth required to present a remote management interface may be significantly reduced by rendering locally stored templates rather than requesting an entire management interface from the remote IED. According to various embodiments, an IED may comprise an encryption transceiver.

  5. Dynamics of Brownian motors in deformable medium

    Science.gov (United States)

    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.

  6. Overcoming the acoustic diffraction limit in photoacoustic imaging by the localization of flowing absorbers.

    Science.gov (United States)

    Vilov, Sergey; Arnal, Bastien; Bossy, Emmanuel

    2017-11-01

    The resolution of photoacoustic imaging deep inside scattering media is limited by the acoustic diffraction limit. In this Letter, taking inspiration from super-resolution imaging techniques developed to beat the optical diffraction limit, we demonstrate that the localization of individual optical absorbers can provide super-resolution photoacoustic imaging well beyond the acoustic diffraction limit. As a proof-of-principle experiment, photoacoustic cross-sectional images of microfluidic channels were obtained with a 15 MHz linear capacitive micromachined ultrasonic transducer array, while absorbing beads were flown through the channels. The localization of individual absorbers allowed us to obtain a super-resolved cross-sectional image of the channels by reconstructing both the channel width and position with an accuracy better than λ/10. Given the discrete nature of endogenous absorbers such as red blood cells, or that of exogenous particular contrast agents, localization is a promising approach to push the current resolution limits of photoacoustic imaging.

  7. Research on Band-limited Local Plane Wave Propagator and Imaging Method in TI Medium

    Science.gov (United States)

    Han, B.; Gu, H.; Liu, S.

    2017-12-01

    Traditional ray-based seismic wave propagators, under the infinite frequency assumption, are widely used in seismic wave propagation and imaging due to its efficiency and flexibility. Seismic wave is a typical band-limited signal; consequently, the high-frequency ray theory is difficult to accurately describe the propagation characteristics of the band-limited signals, and it cannot avoid ray shading zones and caustics. As for wave equation based operators, even though they can propagate band-limited waves accurately, they are computationally demanding. In this study, under the framework of traditional ray theory, a seismic wave propagator applicable to transverse anisotropic medium is proposed, which is based on the local plane wave assumption. The proposed band-limited local plane wave propagator not only preserves the advantages of conventional ray-based propagators but also propagates band-limited waves accurately. To be detailed, a band-limited Snell's Law is constructed by solving the Kirchhoff boundary integral in a local plane, which is perpendicular to the central ray. Then band-limited rays are traced following the band-limited Snell's Law, and equivalent ray parameters are calculated by averaging local plane wave parameters. Physically, band-limited Snell's Law depicts that the directions of band-limited wavefields with maximum energy rays in the first Fresnel zone. Finally, the band-limited beam migration method in TI medium is developed by combining the paraxial beams with the band-limited central rays. Numerical experiments show that the local plane wave propagator can enhance the illumination in shadow zone and the imaging qualities of complex structures, such as rugose salt boundaries. Compared to conventional beam migration, our method generates better angle domain common imaging gathers (ADCIGs).

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

    International Nuclear Information System (INIS)

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

    2011-01-01

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

  9. From N-parameter fractional Brownian motions to N-parameter multifractional Brownian motions

    OpenAIRE

    Herbin, E.

    2005-01-01

    International audience; Multifractional Brownian motion is an extension of the well-known fractional Brownian motion where the H¨older regularity is allowed to vary along the paths. In this paper, two kinds of multi-parameter extensions of mBm are studied: one is isotropic while the other is not. For each of these processes, a moving average representation, a harmonizable representation, and the covariance structure are given. The H¨older regularity is then studied. In particular, the case of...

  10. Automatic localization of cochlear implant electrodes in CTs with a limited intensity range

    Science.gov (United States)

    Zhao, Yiyuan; Dawant, Benoit M.; Noble, Jack H.

    2017-02-01

    Cochlear implants (CIs) are neural prosthetics for treating severe-to-profound hearing loss. Our group has developed an image-guided cochlear implant programming (IGCIP) system that uses image analysis techniques to recommend patientspecific CI processor settings to improve hearing outcomes. One crucial step in IGCIP is the localization of CI electrodes in post-implantation CTs. Manual localization of electrodes requires time and expertise. To automate this process, our group has proposed automatic techniques that have been validated on CTs acquired with scanners that produce images with an extended range of intensity values. However, there are many clinical CTs acquired with a limited intensity range. This limitation complicates the electrode localization process. In this work, we present a pre-processing step for CTs with a limited intensity range and extend the methods we proposed for full intensity range CTs to localize CI electrodes in CTs with limited intensity range. We evaluate our method on CTs of 20 subjects implanted with CI arrays produced by different manufacturers. Our method achieves a mean localization error of 0.21mm. This indicates our method is robust for automatic localization of CI electrodes in different types of CTs, which represents a crucial step for translating IGCIP from research laboratory to clinical use.

  11. Local magnetic divertor for control of the plasma--limiter interaction in a tokamak

    International Nuclear Information System (INIS)

    Zweben, S.J.; Liewer, P.C.; Gould, R.W.

    1984-01-01

    An experiment is described in which plasma flow to a tokamak limiter is controlled through the use of a local toroidal divertor coil mounted inside the limiter itself. This coil produces a local perturbed field B/sub C/ approximately equal to the local unperturbed toroidal field B/sub T/approx. =3 kG, such that when B/sub C/ adds to B/sub T/ the field lines move into the limiter and the local plasma flow to it increases by a factor as great as 1.6, and when B/sub C/ subtracts from B/sub T/ the field lines move away from the limiter and the local plasma flow to it decreases by as much as a factor of 4. A simple theoretical model is used to interpret these results. Since these changes occur without significantly affecting global plasma confinement, such a control scheme may be useful for optimizing the performance of pumped limiters

  12. Generalized Fokker-Planck equation, Brownian motion, and ergodicity.

    Science.gov (United States)

    Plyukhin, A V

    2008-06-01

    Microscopic theory of Brownian motion of a particle of mass M in a bath of molecules of mass mforce, and the generalized Fokker-Planck equation involves derivatives of order higher than 2. These equations are derived from first principles with coefficients expressed in terms of correlation functions of microscopic force on the particle. The coefficients are evaluated explicitly for a generalized Rayleigh model with a finite time of molecule-particle collisions. In the limit of a low-density bath, we recover the results obtained previously for a model with instantaneous binary collisions. In the general case, the equations contain additional corrections, quadratic in bath density, originating from a finite collision time. These corrections survive to order (m/M)2 and are found to make the stationary distribution non-Maxwellian. Some relevant numerical simulations are also presented.

  13. 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...... 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....

  14. The use of food imports to overcome local limits to growth

    Science.gov (United States)

    Porkka, Miina; Guillaume, Joseph H. A.; Siebert, Stefan; Schaphoff, Sibyll; Kummu, Matti

    2017-04-01

    There is a fundamental tension between population growth and carrying capacity, i.e., the population that could potentially be supported using the resources and technologies available at a given time. When population growth outpaces improvements in food production locally, food imports can avoid local limits and allow growth to continue. This import strategy is central to the debate on food security with continuing rapid growth of the world population. This highlights the importance of a quantitative global understanding of where the strategy is implemented, whether it has been successful, and what drivers are involved. We present an integrated quantitative analysis to answer these questions at sub-national and national scale for 1961-2009, focusing on water as the key limiting resource and accounting for resource and technology impacts on local carrying capacity. According to the sub-national estimates, food imports have nearly universally been used to overcome local limits to growth, affecting 3.0 billion people—81% of the population that is approaching or already exceeded local carrying capacity. This strategy is successful in 88% of the cases, being highly dependent on economic purchasing power. In the unsuccessful cases, increases in imports and local productivity have not kept pace with population growth, leaving 460 million people with insufficient food. Where the strategy has been successful, food security of 1.4 billion people has become dependent on imports. Whether or not this dependence on imports is considered desirable, it has policy implications that need to be taken into account.

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

    Directory of Open Access Journals (Sweden)

    J. Lévy Véhel

    2013-09-01

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

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

    Science.gov (United States)

    Lévy Véhel, J.

    2013-09-01

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

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

    International Nuclear Information System (INIS)

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

    1995-03-01

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

  18. Fractional Brownian motion of director fluctuations in nematic ordering

    DEFF Research Database (Denmark)

    Zhang, Z.; Mouritsen, Ole G.; Otnes, K.

    1993-01-01

    to determine the Hurst exponent H. Theory and experiment are in good agreement. A value of H congruent-to 1 was found for the nematic phase, characterizing fractional Brownian motion, whereas H congruent-to 0.5, reflecting ordinary Brownian motion, applies in the isotropic phase. Field-induced crossover from...

  19. Brownian motion of a particle with arbitrary shape.

    Science.gov (United States)

    Cichocki, Bogdan; Ekiel-Jeżewska, Maria L; Wajnryb, Eligiusz

    2015-06-07

    Brownian motion of a particle with an arbitrary shape is investigated theoretically. Analytical expressions for the time-dependent cross-correlations of the Brownian translational and rotational displacements are derived from the Smoluchowski equation. The role of the particle mobility center is determined and discussed.

  20. 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 ...

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

    CERN Document Server

    Gillespie, Daniel T

    2013-01-01

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

  2. Magnetic nanoparticle thermometry independent of Brownian relaxation

    Science.gov (United States)

    Zhong, Jing; Schilling, Meinhard; Ludwig, Frank

    2018-01-01

    An improved method of magnetic nanoparticle (MNP) thermometry is proposed. The phase lag ϕ of the fundamental f 0 harmonic is measured to eliminate the influence of Brownian relaxation on the ratio of 3f 0 to f 0 harmonic amplitudes applying a phenomenological model, thus allowing measurements in high-frequency ac magnetic fields. The model is verified by simulations of the Fokker–Planck equation. An MNP spectrometer is calibrated for the measurements of the phase lag ϕ and the amplitudes of 3f 0 and f 0 harmonics. Calibration curves of the harmonic ratio and tanϕ are measured by varying the frequency (from 10 Hz to 1840 Hz) of ac magnetic fields with different amplitudes (from 3.60 mT to 4.00 mT) at a known temperature. A phenomenological model is employed to fit the calibration curves. Afterwards, the improved method is proposed to iteratively compensate the measured harmonic ratio with tanϕ, and consequently calculate temperature applying the static Langevin function. Experimental results on SHP-25 MNPs show that the proposed method significantly improves the systematic error to 2 K at maximum with a relative accuracy of about 0.63%. This demonstrates the feasibility of the proposed method for MNP thermometry with SHP-25 MNPs even if the MNP signal is affected by Brownian relaxation.

  3. Nonequilibrium Brownian Motion beyond the Effective Temperature

    Science.gov (United States)

    Gnoli, Andrea; Puglisi, Andrea; Sarracino, Alessandro; Vulpiani, Angelo

    2014-01-01

    The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein’s relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of thermal equilibrium resulting in at least two main scenarios. With well separated timescales, as in aging glassy systems, equilibrium Fluctuation-Dissipation Theorem applies at each scale with its own “effective” temperature. With mixed timescales, as for example in active or granular fluids or in turbulence, temperature is no more well-defined, the dynamical nature of fluctuations fully emerges and a Generalized Fluctuation-Dissipation Theorem (GFDT) applies. Here, we study experimentally the mixed timescale regime by studying fluctuations and linear response in the Brownian motion of a rotating intruder immersed in a vibro-fluidized granular medium. Increasing the packing fraction, the system is moved from a dilute single-timescale regime toward a denser multiple-timescale stage. Einstein’s relation holds in the former and is violated in the latter. The violation cannot be explained in terms of effective temperatures, while the GFDT is able to impute it to the emergence of a strong coupling between the intruder and the surrounding fluid. Direct experimental measurements confirm the development of spatial correlations in the system when the density is increased. PMID:24714671

  4. Nonequilibrium Brownian motion beyond the effective temperature.

    Directory of Open Access Journals (Sweden)

    Andrea Gnoli

    Full Text Available The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein's relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of thermal equilibrium resulting in at least two main scenarios. With well separated timescales, as in aging glassy systems, equilibrium Fluctuation-Dissipation Theorem applies at each scale with its own "effective" temperature. With mixed timescales, as for example in active or granular fluids or in turbulence, temperature is no more well-defined, the dynamical nature of fluctuations fully emerges and a Generalized Fluctuation-Dissipation Theorem (GFDT applies. Here, we study experimentally the mixed timescale regime by studying fluctuations and linear response in the Brownian motion of a rotating intruder immersed in a vibro-fluidized granular medium. Increasing the packing fraction, the system is moved from a dilute single-timescale regime toward a denser multiple-timescale stage. Einstein's relation holds in the former and is violated in the latter. The violation cannot be explained in terms of effective temperatures, while the GFDT is able to impute it to the emergence of a strong coupling between the intruder and the surrounding fluid. Direct experimental measurements confirm the development of spatial correlations in the system when the density is increased.

  5. [Peribulbar anesthesia: efficacy of a single injection with a limited local anesthetic volume].

    Science.gov (United States)

    Clausel, H; Touffet, L; Havaux, M; Lamard, M; Savean, J; Cochener, B; Arvieux, C; Gueret, G

    2008-10-01

    Cataract surgery can be performed with peribulbar anesthesia. The classical technique consists of two injections of local anesthetics. The purpose of our study was to assess peribulbar anesthesia with a single injection and a limited volume of local anesthetics. After local ethics committee agreement and oral consent, patients scheduled for cataract surgery using peribulbar anesthesia were prospectively included. The lower temporal puncture was performed with a peribulbar needle with propofol sedation. The mixture of local anesthetics was administered with tactile control of orbital pressure. The puncture was followed by a 10-min compression of the ocular globe. Akinesia, analgesia, complications, and surgical conditions were noted. A total of 101 successive patients were included. We administered 1.2 mg/kg of propofol. The volume of local anesthetics administered was 5.0 +/- 0.9 ml. Ninety patients had akinesia at 10 min and 6.7% moderate chemosis. No puncture complication occurred. At the end of surgery, the pain noted by the patients was 0.4 +/- 2.1 out of 100 (range, 0-10). Surgical conditions were good for all patients. Peribulbar anesthesia performed with a single injection and a limited volume of local anesthetics allows cataract surgery in good conditions for the surgeon with very good analgesia for the patient.

  6. Intragrain charge transport in kesterite thin films—Limits arising from carrier localization

    Science.gov (United States)

    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.

  7. Building local human resources to implement SLMTA with limited donor funding: The Ghana experience.

    Science.gov (United States)

    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

    2014-11-03

    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. To demonstrate how Ghana, which received very limited PEPFAR funding, was able to achieve marked quality improvement using local human resources. 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). 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. 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.

  8. Building local human resources to implement SLMTA with limited donor funding: The Ghana experience

    Directory of Open Access Journals (Sweden)

    Bernard Nkrumah

    2014-11-01

    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.

  9. Seizure semiology: its value and limitations in localizing the epileptogenic zone.

    Science.gov (United States)

    Tufenkjian, Krikor; Lüders, Hans O

    2012-12-01

    Epilepsy surgery has become an important treatment option in patients with medically refractory epilepsy. The ability to precisely localize the epileptogenic zone is crucial for surgical success. The tools available for localization of the epileptogenic zone are limited. Seizure semiology is a simple and cost effective tool that allows localization of the symptomatogenic zone which either overlaps or is in close proximity of the epileptogenic zone. This becomes particularly important in cases of MRI negative focal epilepsy. The ability to video record seizures made it possible to discover new localizing signs and quantify the sensitivity and specificity of others. Ideally the signs used for localization should fulfill these criteria; 1) Easy to identify and have a high inter-rater reliability, 2) It has to be the first or one of the earlier components of the seizure in order to have localizing value. Later symptoms or signs are more likely to be due to ictal spread and may have only a lateralizing value. 3) The symptomatogenic zone corresponding to the recorded ictal symptom has to be clearly defined and well documented. Reproducibility of the initial ictal symptoms with cortical stimulation identifies the corresponding symptomatogenic zone. Unfortunately, however, not all ictal symptoms can be reproduced by focal cortical stimulation. Therefore, the problem the clinician faces is trying to deduce the epileptogenic zone from the seizure semiology. The semiological classification system is particularly useful in this regard. We present the known localizing and lateralizing signs based on this system.

  10. Characterization of turbulence stability through the identification of multifractional Brownian motions

    Directory of Open Access Journals (Sweden)

    K. C. Lee

    2013-02-01

    Full Text Available Multifractional Brownian motions have become popular as flexible models in describing real-life signals of high-frequency features in geoscience, microeconomics, and turbulence, to name a few. The time-changing Hurst exponent, which describes regularity levels depending on time measurements, and variance, which relates to an energy level, are two parameters that characterize multifractional Brownian motions. This research suggests a combined method of estimating the time-changing Hurst exponent and variance using the local variation of sampled paths of signals. The method consists of two phases: initially estimating global variance and then accurately estimating the time-changing Hurst exponent. A simulation study shows its performance in estimation of the parameters. The proposed method is applied to characterization of atmospheric stability in which descriptive statistics from the estimated time-changing Hurst exponent and variance classify stable atmosphere flows from unstable ones.

  11. Characterization of turbulence stability through the identification of multifractional Brownian motions

    Science.gov (United States)

    Lee, K. C.

    2013-02-01

    Multifractional Brownian motions have become popular as flexible models in describing real-life signals of high-frequency features in geoscience, microeconomics, and turbulence, to name a few. The time-changing Hurst exponent, which describes regularity levels depending on time measurements, and variance, which relates to an energy level, are two parameters that characterize multifractional Brownian motions. This research suggests a combined method of estimating the time-changing Hurst exponent and variance using the local variation of sampled paths of signals. The method consists of two phases: initially estimating global variance and then accurately estimating the time-changing Hurst exponent. A simulation study shows its performance in estimation of the parameters. The proposed method is applied to characterization of atmospheric stability in which descriptive statistics from the estimated time-changing Hurst exponent and variance classify stable atmosphere flows from unstable ones.

  12. 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.

  13. Brownian motion with multiplicative noises revisited

    International Nuclear Information System (INIS)

    Kuroiwa, T; Miyazaki, K

    2014-01-01

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

  14. The Local Fractional Bootstrap

    DEFF Research Database (Denmark)

    Bennedsen, Mikkel; Hounyo, Ulrich; Lunde, Asger

    new resampling method, the local fractional bootstrap, relies on simulating an auxiliary fractional Brownian motion that mimics the fine properties of high frequency differences of the Brownian semistationary process under the null hypothesis. We prove the first order validity of the bootstrap method...... 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....

  15. Limits on nonlocal correlations from the structure of the local state space

    International Nuclear Information System (INIS)

    Janotta, Peter; Gogolin, Christian; Barrett, Jonathan; Brunner, Nicolas

    2011-01-01

    The outcomes of measurements on entangled quantum systems can be nonlocally correlated. However, while it is easy to write down toy theories allowing arbitrary nonlocal correlations, those allowed in quantum mechanics are limited. Quantum correlations cannot, for example, violate a principle known as macroscopic locality, which implies that they cannot violate Tsirelson's bound. This paper shows that there is a connection between the strength of nonlocal correlations in a physical theory and the structure of the state spaces of individual systems. This is illustrated by a family of models in which local state spaces are regular polygons, where a natural analogue of a maximally entangled state of two systems exists. We characterize the nonlocal correlations obtainable from such states. The family allows us to study the transition between classical, quantum and super-quantum correlations by varying only the local state space. We show that the strength of nonlocal correlations - in particular whether the maximally entangled state violates Tsirelson's bound or not-depends crucially on a simple geometric property of the local state space, known as strong self-duality. This result is seen to be a special case of a general theorem, which states that a broad class of entangled states in probabilistic theories-including, by extension, all bipartite classical and quantum states-cannot violate macroscopic locality. Finally, our results show that models exist that are locally almost indistinguishable from quantum mechanics, but can nevertheless generate maximally nonlocal correlations.

  16. Probing local order in glasses from limited-volume electron and x-ray diffraction

    Science.gov (United States)

    Liu, A. C. Y.; Tabor, R. F.; Bourgeois, L.; de Jonge, M. D.; Mudie, S. T.; Petersen, T. C.

    2016-05-01

    It has long been recognised that spatial fluctuations in local order in disordered assemblies of particles can be probed using limited-volume diffraction measurements. These measurements have unique advantages over broad-beam diffraction experiments that isotropically average over many structural configurations and result in one-dimensional intensity curves, requiring modelling to interpret. Despite the advantages of limiting illumination to a low number of particle configurations, obtaining quantitative measurements of local order from such experiments remains a challenge. The effects on the diffraction pattern of changing the beam energy, lateral size, aberrations and coherence and the specimen thickness have only recently been clarified. We review theoretical and experimental efforts in this direction in the fields of both electron and x-ray diffraction and identify promising areas of future development.

  17. Territorial resources, limits and strategies of local development processes and agri-food productions of quality

    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.

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

    International Nuclear Information System (INIS)

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

    2012-01-01

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

  19. A weighted random walk approximation to fractional Brownian motion

    OpenAIRE

    Lindstrøm, Tom

    2007-01-01

    We present a random walk approximation to fractional Brownian motion where the increments of the fractional random walk are defined as a weighted sum of the past increments of a Bernoulli random walk.

  20. A random walk approximation to fractional Brownian motion

    OpenAIRE

    Lindstrøm, Tom

    2007-01-01

    We present a random walk approximation to fractional Brownian motion where the increments of the fractional random walk are defined as a weighted sum of the past increments of a Bernoulli random walk.

  1. Fast orthogonal transforms and generation of Brownian paths.

    Science.gov (United States)

    Leobacher, Gunther

    2012-04-01

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

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

    DEFF Research Database (Denmark)

    Lebovits, Joachim; Podolskij, Mark

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

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

    OpenAIRE

    Lebovits, Joachim; Podolskij, Mark

    2016-01-01

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

  4. Overcoming limits set by scarce resources - role of local food production and food imports

    Science.gov (United States)

    Porkka, Miina; Guillaume, Joseph H. A.; Schaphoff, Sibyll; Siebert, Stefan; Gerten, Dieter; Kummu, Matti

    2017-04-01

    There is a fundamental tension between population growth and carrying capacity, i.e. the population that could potentially be supported using the resources and technologies available at a given time. This makes the assessments of resource use and agricultural productivity central to the debate on future food security. Local carrying capacity can be increased by expanding (e.g. through land conversion and irrigation infrastructure) or intensifying (e.g. through technologies and practices that increase efficiency) the resource use in agriculture. Food imports can be considered another way of overcoming current local limits and continuing growth beyond the local human-carrying capacity. Focusing on water as the key limiting resource, we performed a global assessment of the capacity for food self-sufficiency at sub-national and national scale for 1961-2009, taking into account the availability of both green and blue water as well as technology and management practices affecting water productivity at a given time, and using the hydrology and agriculture model LPJmL as our primary tool. Furthermore, we examined the use of food imports as a strategy to increase carrying capacity in regions where the potential for food self-sufficiency was limited by water availability and productivity. We found that the capacity for food self-sufficiency reduced notably during the study period due to the rapid population growth that outpaced the substantial improvements in water productivity. In 2009 more than a third (2.2 billion people) of the world's population lived in areas where sufficient food production to meet the needs of the population was not possible, and some 800 million people more were approaching this threshold. Food imports have nearly universally been used to overcome these local limits to growth, though the success of this strategy has been highly dependent on economic purchasing power. In the unsuccessful cases, increases in imports and local productivity have not

  5. Characterizing Detrended Fluctuation Analysis of multifractional Brownian motion

    Science.gov (United States)

    Setty, V. A.; Sharma, A. S.

    2015-02-01

    The Hurst exponent (H) is widely used to quantify long range dependence in time series data and is estimated using several well known techniques. Recognizing its ability to remove trends the Detrended Fluctuation Analysis (DFA) is used extensively to estimate a Hurst exponent in non-stationary data. Multifractional Brownian motion (mBm) broadly encompasses a set of models of non-stationary data exhibiting time varying Hurst exponents, H(t) as against a constant H. Recently, there has been a growing interest in time dependence of H(t) and sliding window techniques have been used to estimate a local time average of the exponent. This brought to fore the ability of DFA to estimate scaling exponents in systems with time varying H(t) , such as mBm. This paper characterizes the performance of DFA on mBm data with linearly varying H(t) and further test the robustness of estimated time average with respect to data and technique related parameters. Our results serve as a bench-mark for using DFA as a sliding window estimator to obtain H(t) from time series data.

  6. A note on the post-Newtonian limit of quasi-local energy expressions

    International Nuclear Information System (INIS)

    Frauendiener, Jörg; Szabados, László B

    2011-01-01

    An 'effective' quasi-local energy expression, motivated by the (relativistically corrected) Newtonian theory, is introduced in exact general relativity as the volume integral of all the source terms in the field equation for the Newtonian potential in static spacetimes. In particular, we exhibit a new post-Newtonian correction in the source term in the field equation for the Newtonian gravitational potential. In asymptotically flat spacetimes, this expression tends to the Arnowitt-Deser-Misner energy at spatial infinity as a monotonically decreasing set function. We prove its positivity in spherically symmetric spacetimes under certain energy conditions, and that its vanishing characterizes flatness. We argue that any physically acceptable quasi-local energy expression should behave qualitatively like this 'effective' energy expression in this limit. (paper)

  7. Shear thinning in non-Brownian suspensions.

    Science.gov (United States)

    Chatté, Guillaume; Comtet, Jean; Niguès, Antoine; Bocquet, Lydéric; Siria, Alessandro; Ducouret, Guylaine; Lequeux, François; Lenoir, Nicolas; Ovarlez, Guillaume; Colin, Annie

    2018-02-14

    We study the flow of suspensions of non-Brownian particles dispersed into a Newtonian solvent. Combining capillary rheometry and conventional rheometry, we evidence a succession of two shear thinning regimes separated by a shear thickening one. Through X-ray radiography measurements, we show that during each of those regimes, the flow remains homogeneous and does not involve particle migration. Using a quartz-tuning fork based atomic force microscope, we measure the repulsive force profile and the microscopic friction coefficient μ between two particles immersed into the solvent, as a function of normal load. Coupling measurements from those three techniques, we propose that (1) the first shear-thinning regime at low shear rates occurs for a lubricated rheology and can be interpreted as a decrease of the effective volume fraction under increasing particle pressures, due to short-ranged repulsive forces and (2) the second shear thinning regime after the shear-thickening transition occurs for a frictional rheology and can be interpreted as stemming from a decrease of the microscopic friction coefficient at large normal load.

  8. Phase space localization for anti-de Sitter quantum mechanics and its zero curvature limit

    Science.gov (United States)

    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.

  9. 7 CFR 2201.9 - Limitation on the applicability of the definition of Local Television Broadcast Signals.

    Science.gov (United States)

    2010-01-01

    ... Local Television Broadcast Signals. 2201.9 Section 2201.9 Agriculture Regulations of the Department of... REGULATIONS General § 2201.9 Limitation on the applicability of the definition of Local Television Broadcast Signals. Notwithstanding the definition of Local Television Broadcast Signals provided in § 2201.1 of this...

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

    Science.gov (United States)

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

    2018-02-01

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

  11. Bose polaron as an instance of quantum Brownian motion

    Directory of Open Access Journals (Sweden)

    Aniello Lampo

    2017-09-01

    Full Text Available We study the dynamics of a quantum impurity immersed in a Bose-Einstein condensate as an open quantum system in the framework of the quantum Brownian motion model. We derive a generalized Langevin equation for the position of the impurity. The Langevin equation is an integrodifferential equation that contains a memory kernel and is driven by a colored noise. These result from considering the environment as given by the degrees of freedom of the quantum gas, and thus depend on its parameters, e.g. interaction strength between the bosons, temperature, etc. We study the role of the memory on the dynamics of the impurity. When the impurity is untrapped, we find that it exhibits a super-diffusive behavior at long times. We find that back-flow in energy between the environment and the impurity occurs during evolution. When the particle is trapped, we calculate the variance of the position and momentum to determine how they compare with the Heisenberg limit. One important result of this paper is that we find position squeezing for the trapped impurity at long times. We determine the regime of validity of our model and the parameters in which these effects can be observed in realistic experiments.

  12. A Mechanical Model of Brownian Motion for One Massive Particle Including Slow Light Particles

    Science.gov (United States)

    Liang, Song

    2018-01-01

    We provide a connection between Brownian motion and a classical mechanical system. Precisely, we consider a system of one massive particle interacting with an ideal gas, evolved according to non-random mechanical principles, via interaction potentials, without any assumption requiring that the initial velocities of the environmental particles should be restricted to be "fast enough". We prove the convergence of the (position, velocity)-process of the massive particle under a certain scaling limit, such that the mass of the environmental particles converges to 0 while the density and the velocities of them go to infinity, and give the precise expression of the limiting process, a diffusion process.

  13. Limiter

    Science.gov (United States)

    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.

  14. Engineering Autonomous Chemomechanical Nanomachines Using Brownian Ratchets

    Science.gov (United States)

    Lavella, Gabriel

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

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

    Science.gov (United States)

    Fiore, Andrew M.; Swan, James W.

    2018-01-01

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

  16. 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

    primary melanomas: 18 superficial spreading, 4 nodular, 3 lentigo malignant, and 9 unclassified. Twelve tumors were dermal melanoma metastases. The median thickness of the 25 measurable melanomas was 0.78 mm. The 5-year overall survival was 69%. At the closing date of the study 15 patients had died, 13......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...

  17. Localization of metastable atom beams with optical standing waves: nanolithography at the heisenberg limit

    Science.gov (United States)

    Johnson; Thywissen; Dekker; Berggren; Chu; Younkin; Prentiss

    1998-06-05

    The spatially dependent de-excitation of a beam of metastable argon atoms, traveling through an optical standing wave, produced a periodic array of localized metastable atoms with position and momentum spreads approaching the limit stated by the Heisenberg uncertainty principle. Silicon and silicon dioxide substrates placed in the path of the atom beam were patterned by the metastable atoms. The de-excitation of metastable atoms upon collision with the surface promoted the deposition of a carbonaceous film from a vapor-phase hydrocarbon precursor. The resulting patterns were imaged both directly and after chemical etching. Thus, quantum-mechanical steady-state atom distributions can be used for sub-0.1-micrometer lithography.

  18. Stochastic calculus for fractional Brownian motion and related processes

    CERN Document Server

    Mishura, Yuliya S

    2008-01-01

    The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. Among these are results about Levy characterization of fractional Brownian motion, maximal moment inequalities for Wiener integrals including the values 0Brownian SDE. The author develops optimal filtering of mixed models including linear case, and studies financial applications and statistical inference with hypotheses testing and parameter estimation. She proves that the market with stock guided by the mixed model is arbitrage-free without any restriction on the dependence of the components and deduces different forms of the Black-Scholes equation for fractional mark...

  19. Deterministic Brownian motion generated from differential delay equations.

    Science.gov (United States)

    Lei, Jinzhi; Mackey, Michael C

    2011-10-01

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

  20. Kinetic Energy of a Free Quantum Brownian Particle

    Directory of Open Access Journals (Sweden)

    Paweł Bialas

    2018-02-01

    Full Text Available We consider a paradigmatic model of a quantum Brownian particle coupled to a thermostat consisting of harmonic oscillators. In the framework of a generalized Langevin equation, the memory (damping kernel is assumed to be in the form of exponentially-decaying oscillations. We discuss a quantum counterpart of the equipartition energy theorem for a free Brownian particle in a thermal equilibrium state. We conclude that the average kinetic energy of the Brownian particle is equal to thermally-averaged kinetic energy per one degree of freedom of oscillators of the environment, additionally averaged over all possible oscillators’ frequencies distributed according to some probability density in which details of the particle-environment interaction are present via the parameters of the damping kernel.

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

    Science.gov (United States)

    Johansson, Kurt

    2013-04-01

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

  2. Exponential functionals of Brownian motion, I: Probability laws at fixed time

    OpenAIRE

    Matsumoto, Hiroyuki; Yor, Marc

    2005-01-01

    This paper is the first part of our survey on various results about the distribution of exponential type Brownian functionals defined as an integral over time of geometric Brownian motion. Several related topics are also mentioned.

  3. The Intersection Probability of Brownian Motion and SLEκ

    Directory of Open Access Journals (Sweden)

    Shizhong Zhou

    2015-01-01

    Full Text Available By using excursion measure Poisson kernel method, we obtain a second-order differential equation of the intersection probability of Brownian motion and SLEκ. Moreover, we find a transformation such that the second-order differential equation transforms into a hypergeometric differential equation. Then, by solving the hypergeometric differential equation, we obtain the explicit formula of the intersection probability for the trace of the chordal SLEκ and planar Brownian motion started from distinct points in an upper half-plane H-.

  4. Brownian motion of solitons in a Bose-Einstein condensate.

    Science.gov (United States)

    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.

  5. Stochastic flows in the Brownian web and net

    Czech Academy of Sciences Publication Activity Database

    Schertzer, E.; Sun, R.; Swart, Jan M.

    2014-01-01

    Roč. 227, č. 1065 (2014), s. 1-160 ISSN 0065-9266 R&D Projects: GA ČR GA201/07/0237; GA ČR GA201/09/1931 Institutional support: RVO:67985556 Keywords : Brownian web * Brownian net * stochastic flow of kernels * measure-valued process * Howitt-Warren flow * linear system * random walk in random environment * finite graph representation Subject RIV: BA - General Mathematics Impact factor: 1.727, year: 2014 http://library.utia.cas.cz/separaty/2013/SI/swart-0396636.pdf

  6. Generalized Multifractional Brownian Motion: Definition and Preliminary Results

    OpenAIRE

    Ayache, Antoine; Lévy Véhel, Jacques

    1999-01-01

    The Multifractional Brownian Motion (MBM) is a generalization of the well known Fractional Brownian Motion. One of the main reasons that makes the MBM interesting for modelization, is that one can prescribe its regularity: given any Hölder function H(t), with values in ]0,1[, one can construct an MBM admitting at any t0, a Hölder exponent equal to H(t0). However, the continuity of the function H(t) is sometimes undesirable, since it restricts the field of application. In this work we define a...

  7. Chain propagator, mass, and universality in polymer solutions from Brownian relativity

    International Nuclear Information System (INIS)

    Mezzasalma, Stefano A.

    2005-01-01

    A Lagrangian theory for single chains in polymer solutions is addressed via a recent Brownian relativity. By employing generalized diffusive coordinates, statements of covariance and diffusivity invariance result into free particle Lagrangians, where mass turns out to rise as a universal spacetime property. It descends from lowering diffusivity (or curving spacetime), so identifying a mechanism which conceptually resemble those ruling macromolecular scaling laws. An extended chain propagator recovers the Gaussian end-to-end distribution and, in the limits of time-like and space-like orbits, the dualism for diffusive paths and polymer random-walks

  8. Stability theorems for stochastic differential equations driven by G-Brownian motion

    OpenAIRE

    Zhang, Defei

    2011-01-01

    In this paper, stability theorems for stochastic differential equations and backward stochastic differential equations driven by G-Brownian motion are obtained. We show the existence and uniqueness of solutions to forward-backward stochastic differential equations driven by G-Brownian motion. Stability theorem for forward-backward stochastic differential equations driven by G-Brownian motion is also presented.

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

    Science.gov (United States)

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

    2016-05-10

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

  10. Thermodynamic laws and equipartition theorem in relativistic Brownian motion.

    Science.gov (United States)

    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.

  11. Brownian motion as a new probe of wettability

    Science.gov (United States)

    Mo, Jianyong; Simha, Akarsh; Raizen, Mark G.

    2017-04-01

    Understanding wettability is crucial for optimizing oil recovery, semiconductor manufacturing, pharmaceutical industry, and electrowetting. In this letter, we study the effects of wettability on Brownian motion. We consider the cases of a sphere in an unbounded fluid medium, as well as a sphere placed in the vicinity of a plane wall. For the first case, we show the effects of wettability on the statistical properties of the particles' motion, such as velocity autocorrelation, velocity, and thermal force power spectra over a large range of time scales. We also propose a new method to measure wettability based on the particles' Brownian motion. In addition, we compare the boundary effects on Brownian motion imposed by both no-slip and perfect-slip flat walls. We emphasize the surprising boundary effects on Brownian motion imposed by a perfect-slip wall in the parallel direction, such as a higher particle mobility parallel to a perfect flat wall compared to that in the absence of the wall, as well as compared to a particle near a no-slip flat wall.

  12. 100 years of Einstein's Theory of Brownian Motion: From Pollen ...

    Indian Academy of Sciences (India)

    Home; Journals; Resonance – Journal of Science Education; Volume 10; Issue 11. 100 years of Einstein's Theory of Brownian Motion: From Pollen Grains to Protein Trains – 2. Debashish Chowdhury. General Article Volume 10 Issue 11 November 2005 pp 42-54 ...

  13. 100 years of Einstein's Theory of Brownian Motion: From Pollen ...

    Indian Academy of Sciences (India)

    ian motion was made by Gerlach [1] using a tiny mirror fixed on a very fine ... deterministic equation that describes the time evolution. Interestingly, three quarters of a century later the problem of rotational Brownian motion of a mirror was reinvestigated ... (geomagnetism), as the history of the earth's magnetic field remains ...

  14. Trajectories of Brownian particles with space-correlated noise

    Indian Academy of Sciences (India)

    The Langevin equation used to model Brownian motion includes a stochastic process that is routinely assumed to be a Gaussian white noise. Spatial correlations of the noise are usually ruled out, and the paths traced by the random walkers are statistically independent. In this study, I consider instead noise which is white in ...

  15. Suspended particle transport through constriction channel with Brownian motion

    DEFF Research Database (Denmark)

    Hanasaki, Itsuo; Walther, Jens Honore

    2017-01-01

    It is well known that translocation events of a polymer or rod through pores or narrower parts of micro- and nanochannels have a stochastic nature due to the Brownian motion. However, it is not clear whether the objects of interest need to have a larger size than the entrance to exhibit the devia...

  16. Markov-modulated Brownian motion with two reflecting barriers

    NARCIS (Netherlands)

    Ivanovs, J.

    2010-01-01

    We consider a Markov-modulated Brownian motion reflected to stay in a strip [0, B]. The stationary distribution of this process is known to have a simple form under some assumptions. We provide a short probabilistic argument leading to this result and explain its simplicity. Moreover, this argument

  17. Microrheology of colloidal dispersions by Brownian dynamics simulations

    NARCIS (Netherlands)

    Carpen, I.C.; Brady, John F.; Brady, J.F.

    2005-01-01

    We investigate active particle-tracking microrheology in a colloidal dispersion by Brownian dynamics simulations. A probe particle is dragged through the dispersion with an externally imposed force in order to access the nonlinear viscoelastic response of the medium. The probe’s motion is governed

  18. Longest interval between zeros of the tied-down random walk, the Brownian bridge and related renewal processes

    Science.gov (United States)

    Godrèche, Claude

    2017-05-01

    The probability distribution of the longest interval between two zeros of a simple random walk starting and ending at the origin, and of its continuum limit, the Brownian bridge, was analysed in the past by Rosén and Wendel, then extended by the latter to stable processes. We recover and extend these results using simple concepts of renewal theory, which allows to revisit past and recent works of the physics literature.

  19. Longest interval between zeros of the tied-down random walk, the Brownian bridge and related renewal processes

    International Nuclear Information System (INIS)

    Godrèche, Claude

    2017-01-01

    The probability distribution of the longest interval between two zeros of a simple random walk starting and ending at the origin, and of its continuum limit, the Brownian bridge, was analysed in the past by Rosén and Wendel, then extended by the latter to stable processes. We recover and extend these results using simple concepts of renewal theory, which allows to revisit past and recent works of the physics literature. (paper)

  20. Fast weighted centroid algorithm for single particle localization near the information limit.

    Science.gov (United States)

    Fish, Jeremie; Scrimgeour, Jan

    2015-07-10

    A simple weighting scheme that enhances the localization precision of center of mass calculations for radially symmetric intensity distributions is presented. The algorithm effectively removes the biasing that is common in such center of mass calculations. Localization precision compares favorably with other localization algorithms used in super-resolution microscopy and particle tracking, while significantly reducing the processing time and memory usage. We expect that the algorithm presented will be of significant utility when fast computationally lightweight particle localization or tracking is desired.

  1. Limits to Decentralization in Mozambique: Leadership, Politics and Local Government Capacities for Service Delivery

    NARCIS (Netherlands)

    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

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

    Science.gov (United States)

    Ide, S.; Takeo, A.

    2017-12-01

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

  3. Hyper-localized carbon mineralization in diffusion-limited basalt fractures

    Science.gov (United States)

    Menefee, A. H.; Giammar, D.; Ellis, B. R.

    2017-12-01

    Basalt formations could enable secure carbon sequestration through mineral trapping. CO2 injection acidifies formation brines and drives dissolution of the host rock, which releases divalent metal cations that combine with dissolved carbonate ions to form stable carbonate minerals. Here, a series of high-pressure flow-through experiments was conducted to evaluate how transport limitations and geochemical gradients drive microscale carbonation reactions in fractured basalts. To isolate advection- and diffusion-controlled zones, surfaces of saw-cut basalt cores were milled to create one primary flow channel adjoined by four dead-end fracture pathways. In the first experiment, a representative basalt brine (6.3 mM NaHCO3) equilibrated with CO2 (100ºC, 10 MPa) was injected at 1 mL/h under 20 MPa confining stress. The second experiment was conducted under the same physical conditions but [NaHCO3] was elevated to 640 mM, and in the third, temperature was also raised to 150ºC. Effluent chemistry was monitored via ICP-MS to infer dissolution trends and calibrate reactive transport models. Reacted cores were characterized using x-ray computed tomography (xCT), optical microscopy, scanning electron microscopy, and Raman spectroscopy. Carbonation occurred in all experiments but increased in experiments with higher alkalinity and higher temperature. At low [NaHCO3], secondary precipitate coatings formed distinct reaction fronts that varied with distance into dead-end fractures. Reactive transport modeling demonstrated that these reactions fronts were due to sharp gradients in pH and dissolved inorganic carbon. Carbonation was restricted to transport-limited vugs and pores between the confined core surfaces and was highly localized on reactive primary mineral grains (e.g. pyroxene) that contributed major divalent cations. Increasing [NaHCO3] by two orders of magnitude significantly enhanced carbonation and promoted Mg and Fe uptake into carbonates. While xCT scans revealed

  4. Finite Time Approach to Equilibrium in a Fractional Brownian Velocity Field

    Science.gov (United States)

    Horvai, Peter; Komorowski, Tomasz; Wehr, Jan

    2007-05-01

    We consider the solution of the equation r (t) = W(r(t)), r(0) = r 0 > 0 where W(ṡ) is a fractional Brownian motion (f.B.m.) with the Hurst exponent α∈ (0,1). We show that for almost all realizations of W(ṡ) the trajectory reaches in finite time the nearest equilibrium point (i.e. zero of the f.B.m.) either to the right or to the left of r 0, depending on whether W( r 0) is positive or not. After reaching the equilibrium the trajectory stays in it forever. The problem is motivated by studying the separation between two particles in a Gaussian velocity field which satisfies a local self-similarity hypothesis. In contrast to the case when the forcing term is a Brownian motion (then an analogous statement is a consequence of the Markov property of the process) we show our result using as the principal tools the properties of time reversibility of the law of the f.B.m., see Lemma 2.4 below, and the small ball estimate of Molchan, Commun. Math. Phys. 205 (1999) 97-111.

  5. Lock-and-key dimerization in dense Brownian systems of hard annular sector particles

    Science.gov (United States)

    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.

  6. Advantages and limitations of navigation-based multicriteria optimization (MCO) for localized prostate cancer IMRT planning

    International Nuclear Information System (INIS)

    McGarry, Conor K.; Bokrantz, Rasmus; O’Sullivan, Joe M.; Hounsell, Alan R.

    2014-01-01

    Efficacy of inverse planning is becoming increasingly important for advanced radiotherapy techniques. This study’s aims were to validate multicriteria optimization (MCO) in RayStation (v2.4, RaySearch Laboratories, Sweden) against standard intensity-modulated radiation therapy (IMRT) optimization in Oncentra (v4.1, Nucletron BV, the Netherlands) and characterize dose differences due to conversion of navigated MCO plans into deliverable multileaf collimator apertures. Step-and-shoot IMRT plans were created for 10 patients with localized prostate cancer using both standard optimization and MCO. Acceptable standard IMRT plans with minimal average rectal dose were chosen for comparison with deliverable MCO plans. The trade-off was, for the MCO plans, managed through a user interface that permits continuous navigation between fluence-based plans. Navigated MCO plans were made deliverable at incremental steps along a trajectory between maximal target homogeneity and maximal rectal sparing. Dosimetric differences between navigated and deliverable MCO plans were also quantified. MCO plans, chosen as acceptable under navigated and deliverable conditions resulted in similar rectal sparing compared with standard optimization (33.7 ± 1.8 Gy vs 35.5 ± 4.2 Gy, p = 0.117). The dose differences between navigated and deliverable MCO plans increased as higher priority was placed on rectal avoidance. If the best possible deliverable MCO was chosen, a significant reduction in rectal dose was observed in comparison with standard optimization (30.6 ± 1.4 Gy vs 35.5 ± 4.2 Gy, p = 0.047). Improvements were, however, to some extent, at the expense of less conformal dose distributions, which resulted in significantly higher doses to the bladder for 2 of the 3 tolerance levels. In conclusion, similar IMRT plans can be created for patients with prostate cancer using MCO compared with standard optimization. Limitations exist within MCO regarding conversion of navigated plans to

  7. Nelson-type Limit for a Particular Class of Lévy Processes

    Science.gov (United States)

    Al-Talibi, Haidar; Hilbert, Astrid; Kolokoltsov, Vassili

    2010-05-01

    Brownian motion has been constructed in different ways. Einstein was the most outstanding physicists involved in its construction. From a physical point of view a dynamical theory of Brownian motion was favorable. The Ornstein-Uhlenbeck process models such a dynamical theory and E. Nelson amongst others derived Brownian motion from Ornstein-Uhlenbeck theory via a scaling limit. In this paper we extend the scaling result to α-stable Lévy processes.

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

    Science.gov (United States)

    Mezzasalma, Stefano A

    2007-03-15

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

  9. An image encryption scheme based on three-dimensional Brownian motion and chaotic system

    International Nuclear Information System (INIS)

    Chai Xiu-Li; Yuan Ke; Gan Zhi-Hua; Lu Yang; Chen Yi-Ran

    2017-01-01

    At present, many chaos-based image encryption algorithms have proved to be unsafe, few encryption schemes permute the plain images as three-dimensional (3D) bit matrices, and thus bits cannot move to any position, the movement range of bits are limited, and based on them, in this paper we present a novel image encryption algorithm based on 3D Brownian motion and chaotic systems. The architecture of confusion and diffusion is adopted. Firstly, the plain image is converted into a 3D bit matrix and split into sub blocks. Secondly, block confusion based on 3D Brownian motion (BCB3DBM) is proposed to permute the position of the bits within the sub blocks, and the direction of particle movement is generated by logistic-tent system (LTS). Furthermore, block confusion based on position sequence group (BCBPSG) is introduced, a four-order memristive chaotic system is utilized to give random chaotic sequences, and the chaotic sequences are sorted and a position sequence group is chosen based on the plain image, then the sub blocks are confused. The proposed confusion strategy can change the positions of the bits and modify their weights, and effectively improve the statistical performance of the algorithm. Finally, a pixel level confusion is employed to enhance the encryption effect. The initial values and parameters of chaotic systems are produced by the SHA 256 hash function of the plain image. Simulation results and security analyses illustrate that our algorithm has excellent encryption performance in terms of security and speed. (paper)

  10. Realization of a Brownian engine to study transport phenomena: a semiclassical approach.

    Science.gov (United States)

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

    2010-06-01

    Brownian particles moving in a periodic potential with or without external load are often used as good theoretical models for the phenomenological studies of microscopic heat engines. The model that we propose here, assumes the particle to be moving in a nonequilibrium medium and we have obtained the exact expression for the stationary current density. We have restricted our consideration to the overdamped motion of the Brownian particle. We present here a self-consistent theory based on the system-reservoir coupling model, within a microscopic approach, of fluctuation induced transport in the semiclassical limit for a general system coupled with two heat baths kept at different temperatures. This essentially puts forth an approach to semiclassical state-dependent diffusion. We also explore the possibility of observing a current when the temperature of the two baths are different, and also envisage that our system may act as a Carnot engine even when the bath temperatures are the same. The condition for such a construction has been elucidated.

  11. Fundamental limitations of the local approximation for electron distribution function and fluid model in bounded plasmas

    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.

  12. Brownian motion model with stochastic parameters for asset prices

    Science.gov (United States)

    Ching, Soo Huei; Hin, Pooi Ah

    2013-09-01

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

  13. Human behavioral regularity, fractional Brownian motion, and exotic phase transition

    Science.gov (United States)

    Li, Xiaohui; Yang, Guang; An, Kenan; Huang, Jiping

    2016-08-01

    The mix of competition and cooperation (C&C) is ubiquitous in human society, which, however, remains poorly explored due to the lack of a fundamental method. Here, by developing a Janus game for treating C&C between two sides (suppliers and consumers), we show, for the first time, experimental and simulation evidences for human behavioral regularity. This property is proved to be characterized by fractional Brownian motion associated with an exotic transition between periodic and nonperiodic phases. Furthermore, the periodic phase echoes with business cycles, which are well-known in reality but still far from being well understood. Our results imply that the Janus game could be a fundamental method for studying C&C among humans in society, and it provides guidance for predicting human behavioral activity from the perspective of fractional Brownian motion.

  14. On some possible generalizations of fractional Brownian motion

    Science.gov (United States)

    Lim, S. C.; Muniandy, S. V.

    2000-02-01

    Fractional Brownian motion (fBm) can be generalized to multifractional Brownian motion (mBm) if the Hurst exponent H is replaced by a deterministic function H( t). The two possible generalizations of mBm based on the moving average representation and the harmonizable representation are first shown to be equivalent up to a multiplicative deterministic function of time by Cohen [S. Cohen, in: M. Dekking et al. (Eds.), Fractals: Theory and Applications in Engineering, Springer, Berlin, 1999, p. 3.] using the Fourier transform method. In this Letter, we give an alternative verification of such an equivalence based on the direct computation of the covariances of these two Gaussian processes. There also exists another equivalent representation of mBm, which is a variant version of the harmonizable representation. Finally, we consider a generalization based on the Riemann-Liouville fractional integral, and study the large time asymptotic properties of this version of mBm.

  15. Fractional Brownian Motion:. Theory and Application to DNA Walk

    Science.gov (United States)

    Lim, S. C.; Muniandy, S. V.

    2001-09-01

    This paper briefly reviews the theory of fractional Brownian motion (FBM) and its generalization to multifractional Brownian motion (MBM). FBM and MBM are applied to a biological system namely the DNA sequence. By considering a DNA sequence as a fractal random walk, it is possible to model the noncoding sequence of human retinoblastoma DNA as a discrete version of FBM. The average scaling exponent or Hurst exponent of the DNA walk is estimated to be H = 0.60 ± 0.05 using the monofractal R/S analysis. This implies that the mean square fluctuation of DNA walk belongs to anomalous superdiffusion type. We also show that the DNA landscape is not monofractal, instead one has multifractal DNA landscape. The empirical estimates of the Hurst exponent falls approximately within the range H ~ 0.62 - 0.72. We propose two multifractal models, namely the MBM and multiscale FBM to describe the existence of different Hurst exponents in DNA walk.

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

    KAUST Repository

    Franz, Benjamin

    2013-06-19

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

  17. Synchronization and collective motion of globally coupled Brownian particles

    International Nuclear Information System (INIS)

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

    2014-01-01

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

  18. Efficiency of interacting Brownian motors: Improved mean-field treatment

    Czech Academy of Sciences Publication Activity Database

    Slanina, František

    2009-01-01

    Roč. 135, 5-6 (2009), s. 935-950 ISSN 0022-4715 R&D Projects: GA ČR GA202/07/0404 Institutional research plan: CEZ:AV0Z10100520 Keywords : Brownian motors * diffusion Subject RIV: BE - Theoretical Physics Impact factor: 1.390, year: 2009 http://www.springerlink.com/content/1040451k48528058/?p=9aa7761fe82743b69f9feafc3a665c0cπ=1

  19. The Diffusion Process in Small Particles and Brownian Motion

    Science.gov (United States)

    Khoshnevisan, M.

    Albert Einstein in 1926 published his book entitled ''INVESTIGATIONS ON THE THEORY OF THE BROWNIAN MOVEMENT''. He investigated the process of diffusion in an undissociated dilute solution. The diffusion process is subject to Brownian motion. Furthermore, he elucidated the fact that the heat content of a substance will change the position of the single molecules in an irregular fashion. In this paper, I have shown that in order for the displacement of the single molecules to be proportional to the square root of the time, and for v/2 - v 1 Δ =dv/dx , (where v1 and v2 are the concentrations in two cross sections that are separated by a very small distance), ∫ - ∞ ∞ Φ (Δ) dΔ = I and I/τ ∫ - ∞ ∞Δ2/2 Φ (Δ) dΔ = D conditions to hold, then equation (7a) D =√{ 2 D }√{ τ} must be changed to Δ =√{ 2 D }√{ τ} . I have concluded that D =√{ 2 D }√{ τ} is an unintended error, and it has not been amended for almost 90 years in INVESTIGATIONS ON THE THEORY OF THE BROWNIAN MOVEMENT, 1926 publication.

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

    Science.gov (United States)

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

    2018-04-04

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

  1. 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...

  2. On compactoid and limited sets in non-Archimedean locally convex ...

    African Journals Online (AJOL)

    In [2] and [3] spaces in which every bounded subset is a compactoid was studied. Every compactoid set is limited but the converse is not true [3]. In this paper, we shall study some spaces in which every limited set is compactoid. Journal of the Nigerian Association of Mathematical Physics Vol. 10 2006: pp. 571-574.

  3. Limited Margin Radiation Therapy for Children and Young Adults With Ewing Sarcoma Achieves High Rates of Local Tumor Control

    Energy Technology Data Exchange (ETDEWEB)

    Talleur, Aimee C.; Navid, Fariba [Department of Oncology, St. Jude Children' s Research Hospital, Memphis, Tennessee (United States); Spunt, Sheri L. [Department of Pediatrics, Stanford University School of Medicine, Stanford, California (United States); McCarville, M. Beth [Department of Diagnostic Imaging, St. Jude Children' s Research Hospital, Memphis, Tennessee (United States); Wu, John; Mao, Shenghua [Department of Biostatistics, St. Jude Children' s Research Hospital, Memphis, Tennessee (United States); Davidoff, Andrew M. [Department of Surgery, St. Jude Children' s Research Hospital, Memphis, Tennessee (United States); Department of Surgery, College of Medicine, University of Tennessee Health Science Center, Memphis, Tennessee (United States); Neel, Michael D. [Department of Surgery, St. Jude Children' s Research Hospital, Memphis, Tennessee (United States); Krasin, Matthew J., E-mail: matthew.krasin@stjude.org [Department of Radiation Oncology, St. Jude Children' s Research Hospital, Memphis, Tennessee (United States)

    2016-09-01

    Purpose: To determine the rate of local failure using focal conformal, limited margin radiation therapy (RT) and dose escalation for tumors ≥8 cm (greatest dimension at diagnosis) in children and young adults with Ewing sarcoma (EWS). Methods and Materials: Eligible patients with EWS were treated on a phase 2 institutional trial of focal conformal, limited margin RT using conformal or intensity modulated techniques. The treatment volume incorporated a 1-cm constrained margin around the gross tumor. Unresected tumors, <8 cm at diagnosis, received a standard dose of 55.8 Gy and tumors ≥8 cm, an escalated dose to 64.8 Gy. Patients with microscopic residual disease after resection received adjuvant RT to 50.4 Gy. Adjuvant brachytherapy was permitted in selected patients. Results: Forty-five patients were enrolled: 26 with localized and 19 with metastatic disease. Median (range) age, tumor size, and follow-up were 13.0 years (2.9-24.7 years), 9.0 cm (2.4-17.0 cm), and 54.5 months (1.9-122.2 months), respectively. All patients received systemic chemotherapy. The median (range) RT dose for all patients was 56.1 Gy (45-65.5 Gy). Seventeen patients received adjuvant, 16 standard-dose, and 12 escalated-dose RT. Failures included 1 local, 10 distant, and 1 local/distant. The estimated 10-year cumulative incidence of local failure was 4.4% ± 3.1%, with no statistical difference seen between RT treatment groups and no local failures in the escalated-dose RT treatment group. Conclusions: Treatment with focal conformal, limited margin RT, including dose escalation for larger tumors, provides favorable local tumor control in EWS.

  4. Electron and Nucleon Localization Functions of Oganesson: Approaching the Thomas-Fermi Limit

    Science.gov (United States)

    Jerabek, Paul; Schuetrumpf, Bastian; Schwerdtfeger, Peter; Nazarewicz, Witold

    2018-02-01

    Fermion localization functions are used to discuss electronic and nucleonic shell structure effects in the superheavy element oganesson, the heaviest element discovered to date. Spin-orbit splitting in the 7 p electronic shell becomes so large (˜10 eV ) that Og is expected to show uniform-gas-like behavior in the valence region with a rather large dipole polarizability compared to the lighter rare gas elements. The nucleon localization in Og is also predicted to undergo a transition to the Thomas-Fermi gas behavior in the valence region. This effect, particularly strong for neutrons, is due to the high density of single-particle orbitals.

  5. The model of localized business community economic development under limited financial resources: computer model and experiment

    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.

  6. Scientific Data and Its Limits: Rethinking the Use of Evidence in Local Climate Change Policy

    Science.gov (United States)

    Pearce, Warren

    2014-01-01

    Climate policy is typically seen as informed by scientific evidence that anthropogenic carbon emissions require reducing in order to avoid dangerous consequences. However, agreement on these matters has not translated into effective policy. Using interviews with local authority officials in the UK's East Midlands region, this paper argues that the…

  7. Reducing health care costs - potential and limitations of local, a1 ...

    African Journals Online (AJOL)

    1990-08-04

    Aug 4, 1990 ... Local authorities (LAs) currently provide preventive and pro- motive services. It is argued that, by extending the role of the. LA to the provision of comprehensive services, including ambulatory and hospital curative care, both the quality and the cost-effectiveness of health care would be improved.

  8. The value, limitations, and challenges of employing local experts in conservation research.

    Science.gov (United States)

    Elbroch, Mark; Mwampamba, Tuyeni H; Santos, Maria J; Zylberberg, Maxine; Liebenberg, Louis; Minye, James; Mosser, Christopher; Reddy, Erin

    2011-12-01

    Evidence suggests that the involvement of local people in conservation work increases a project's chances of success. Involving citizen scientists in research, however, raises questions about data quality. As a tool to better assess potential participants for conservation projects, we developed a knowledge gradient, K, along which community members occupy different positions on the basis of their experience with and knowledge of a research subject. This gradient can be used to refine the citizen-science concept and allow researchers to differentiate between community members with expert knowledge and those with little knowledge. We propose that work would benefit from the inclusion of select local experts because it would allow researchers to harness the benefits of local involvement while maintaining or improving data quality. We used a case study from the DeHoop Nature Preserve, South Africa, in which we conducted multiple interviews, identified and employed a local expert animal tracker, evaluated the expert's knowledge, and analyzed the data collected by the expert. The expert animal tracker J.J. created his own sampling design and gathered data on mammals. He patrolled 4653 km in 214 days and recorded 4684 mammals. He worked from a central location, and his patrols formed overlapping loops; however, his data proved neither spatially nor temporally autocorrelated. The distinctive data collected by J.J. are consistent with the notion that involving local experts can produce reliable data. We developed a conceptual model to help identify the appropriate participants for a given project on the basis of research budget, knowledge or skills needed, technical literacy requirements, and scope of the project. ©2011 Society for Conservation Biology.

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

    Science.gov (United States)

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

    2018-04-01

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

  10. Surface diffusion of a Brownian particle subjected to an external harmonic noise

    Science.gov (United States)

    Bai, Zhan-Wu; Ding, Li-Ping

    2017-05-01

    Langevin simulation is performed to investigate the diffusion coefficient of a Brownian particle subjected to an external harmonic noise in a two-dimensional coupled periodic potential. Resonant diffusion phenomenon is observed as a result of the coupling between the central frequency of the spectral density of the harmonic noise and the frequency of the potential well bottom. The diffusion coefficient presents approximately linear functions of the strengths of the internal and external noises for low values of the strengths, these functions can be understood by the local linearization approximation of the potential force. The damping coefficient dependence of the diffusion coefficient in lower damping is well fitted by a negative power function, as an internal Gaussian white noise case does, but with a power whose absolute value is larger than 1.

  11. Strongly localized neutral-particle recycling at the limiter and its influence on the operation of a tokamak

    International Nuclear Information System (INIS)

    Alexander, K.F.; Hintze, W.

    1986-01-01

    Recycling of neutral particles plays an essential role for stationary confinement of the plasma column in a tokamak. With a simple nonlinear particle balance model we showed that under certain conditions the edge plasma density depends approximately quadratically on the central plasma density, in accord with experimental observation. This model is extended here to the case of a highly localized recycling zone (e.g. the limiter edge), and various limiting conditions to be imposed on the central plasma density are derived. These compare favourably with experimentally observed 'critical' situations, such as the sharp drop of the power-density flux incident on the limiter edge in tokamak T-10 for central plasma densities > 5 x 10 19 m -3 . It is concluded that (i) the response of the plasma core to a spatially localized recycling zone may be an interesting effect that deserves further study, (ii) ordinary limiters can be protected above a certain density threshold by the self-shielding action of the locally recycling plasma. (author)

  12. Neutrophil recruitment to lymph nodes limits local humoral response to Staphylococcus aureus.

    Directory of Open Access Journals (Sweden)

    Olena Kamenyeva

    2015-04-01

    Full Text Available Neutrophils form the first line of host defense against bacterial pathogens. They are rapidly mobilized to sites of infection where they help marshal host defenses and remove bacteria by phagocytosis. While splenic neutrophils promote marginal zone B cell antibody production in response to administered T cell independent antigens, whether neutrophils shape humoral immunity in other lymphoid organs is controversial. Here we investigate the neutrophil influx following the local injection of Staphylococcus aureus adjacent to the inguinal lymph node and determine neutrophil impact on the lymph node humoral response. Using intravital microscopy we show that local immunization or infection recruits neutrophils from the blood to lymph nodes in waves. The second wave occurs temporally with neutrophils mobilized from the bone marrow. Within lymph nodes neutrophils infiltrate the medulla and interfollicular areas, but avoid crossing follicle borders. In vivo neutrophils form transient and long-lived interactions with B cells and plasma cells, and their depletion augments production of antigen-specific IgG and IgM in the lymph node. In vitro activated neutrophils establish synapse- and nanotube-like interactions with B cells and reduce B cell IgM production in a TGF-β1 dependent manner. Our data reveal that neutrophils mobilized from the bone marrow in response to a local bacterial challenge dampen the early humoral response in the lymph node.

  13. Fitness declines towards range limits and local adaptation to climate affect dispersal evolution during climate‐induced range shifts

    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......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 contracting range limits is facilitated by two processes that potentially enable edge populations to experience and adjust to the effects of climate deterioration before they cause extinction: (i) climate-induced fitness declines towards range limits and (ii) local adaptation to a shifting climate gradient...

  14. 49 CFR 179.8 - Limitation on actions by states, local governments, and Indian tribes.

    Science.gov (United States)

    2010-10-01

    ... security, shall be nationally uniform to the extent practicable. A state may adopt, or continue in force, a... railroad safety and security (including the requirements in this subpart) only when an additional or more... REGULATIONS SPECIFICATIONS FOR TANK CARS Introduction, Approvals and Reports § 179.8 Limitation on actions by...

  15. The local limit of the uniform spanning tree on dense graphs

    Czech Academy of Sciences Publication Activity Database

    Hladký, Jan; Nachmias, A.; Tran, Tuan

    First Online: 10 January (2018) ISSN 0022-4715 R&D Projects: GA ČR GJ16-07822Y Keywords : uniform spanning tree * graph limits * Benjamini-Schramm convergence * graphon * branching process Subject RIV: BA - General Mathematics Impact factor: 1.349, year: 2016

  16. Competitive Brownian and Lévy walkers

    Science.gov (United States)

    Heinsalu, E.; Hernández-García, E.; López, C.

    2012-04-01

    Population dynamics of individuals undergoing birth and death and diffusing by short- or long-range two-dimensional spatial excursions (Gaussian jumps or Lévy flights) is studied. Competitive interactions are considered in a global case, in which birth and death rates are influenced by all individuals in the system, and in a nonlocal but finite-range case in which interaction affects individuals in a neighborhood (we also address the noninteracting case). In the global case one single or few-cluster configurations are achieved with the spatial distribution of the bugs tied to the type of diffusion. In the Lévy case long tails appear for some properties characterizing the shape and dynamics of clusters. Under nonlocal finite-range interactions periodic patterns appear with periodicity set by the interaction range. This length acts as a cutoff limiting the influence of the long Lévy jumps, so that spatial configurations under the two types of diffusion become more similar. By dividing initially everyone into different families and following their descent it is possible to show that mixing of families and their competition is greatly influenced by the spatial dynamics.

  17. Thoughts on Limitation in the Use of Acoustic Sensors in RF Breakdown Localization

    Energy Technology Data Exchange (ETDEWEB)

    Le Pimpec, F

    2004-08-02

    X-band accelerator structures, meeting the Next Linear Collider (NLC) design requirements, have been found to suffer damage due to radio frequency (RF) breakdown when processed to high gradients. Improved understanding of these breakdown events is desirable for the development of structure designs, fabrication procedures, and processing techniques that minimize structure damage. Using an array of acoustic sensors, we have been able to pinpoint the location of individual breakdown events. However, a more accurate localization is required to understand the interaction between the phonon or the sound wave with the OFE copper.

  18. When the asymptotic limit offers no advantage in the local-operations-and-classical-communication paradigm

    Science.gov (United States)

    Fu, Honghao; Leung, Debbie; Mančinska, Laura

    2014-05-01

    We consider bipartite LOCC, the class of operations implementable by local quantum operations and classical communication between two parties. Surprisingly, there are operations that can be approximated to arbitrary precision but are impossible to implement exactly if only a finite number of messages are exchanged. This significantly complicates the analysis of what can or cannot be approximated with LOCC. Toward alleviating this problem, we exhibit two scenarios in which allowing vanishing error does not help. The first scenario is implementation of projective measurements with product measurement operators. The second scenario is the discrimination of unextendable product bases on two three-dimensional systems.

  19. EXAFS: Possibilities, advantages and limitations for the investigation of local order in metallic glasses

    International Nuclear Information System (INIS)

    Haensel, R.; Rabe, P.; Tolkiehn, G.; Werner, A.

    1980-06-01

    Throughout this book many examples for the close relationship between the macroscopic properties and the local structure of liquid and amorphous metals and alloys are given. Complementing the conventional X-ray, electron and neutron scattering techniques the analysis of the Extended X-ray Absorption Fine Structure (EXAFS) has been developed to a reliable method for structural analysis. Although the phenomenon is known since the thirties of the century, its application for the determination of local geometrical parameters has only been introduced about ten years ago. The development of the method has been greatly stimulated by extensive theoretical work, e.g. more refined calculations of complex scattering amplitudes and by the availability of synchrotron radiation as an intense X-ray continuum source. Two aspects are discussed in this paper: i) the basic principles of EXAFS and the usual data evaluation techniques demonstrated for crystalline Fe; ii) Applications on amorphous systems, the modifications of the data evaluation due to nonsymmetric pair distributions and the comparison with other methods for structure determination. (orig.)

  20. Comparison of congruence judgment and auditory localization tasks for assessing the spatial limits of visual capture.

    Science.gov (United States)

    Bosen, Adam K; Fleming, Justin T; Brown, Sarah E; Allen, Paul D; O'Neill, William E; Paige, Gary D

    2016-12-01

    Vision typically has better spatial accuracy and precision than audition and as a result often captures auditory spatial perception when visual and auditory cues are presented together. One determinant of visual capture is the amount of spatial disparity between auditory and visual cues: when disparity is small, visual capture is likely to occur, and when disparity is large, visual capture is unlikely. Previous experiments have used two methods to probe how visual capture varies with spatial disparity. First, congruence judgment assesses perceived unity between cues by having subjects report whether or not auditory and visual targets came from the same location. Second, auditory localization assesses the graded influence of vision on auditory spatial perception by having subjects point to the remembered location of an auditory target presented with a visual target. Previous research has shown that when both tasks are performed concurrently they produce similar measures of visual capture, but this may not hold when tasks are performed independently. Here, subjects alternated between tasks independently across three sessions. A Bayesian inference model of visual capture was used to estimate perceptual parameters for each session, which were compared across tasks. Results demonstrated that the range of audiovisual disparities over which visual capture was likely to occur was narrower in auditory localization than in congruence judgment, which the model indicates was caused by subjects adjusting their prior expectation that targets originated from the same location in a task-dependent manner.

  1. Dynamics of flexible active Brownian dumbbells in the absence and the presence of shear flow.

    Science.gov (United States)

    Winkler, Roland G

    2016-04-20

    The dynamical properties of a flexible dumbbell composed of active Brownian particles are analytically analyzed. The dumbbell is considered as a simplified description of a linear active polymer. The two beads are independently propelled in directions which change in a diffusive manner. The relaxation behavior of the internal degree of freedom is tightly coupled to the dumbbell activity. The latter dominates the dynamics for strong propulsion. As is shown, limitations in bond stretching strongly influence the relaxation behavior. Similarly, under shear flow, activity determines the relaxation and tumbling behavior at strong propulsion. Moreover, shear leads to a preferred alignment and consequently to shear thinning. Thereby, a different power-law dependence on the shear rate compared to passive dumbbells under flow is found.

  2. On the joint residence time of N independent two-dimensional Brownian motions

    International Nuclear Information System (INIS)

    Benichou, O; Coppey, M; Klafter, J; Moreau, M; Oshanin, G

    2003-01-01

    We study the behaviour of several joint residence times of N independent Brownian particles in a disc of radius R in two dimensions. We consider: (i) the time T N (t) spent by all N particles simultaneously in the disc within the time interval [0, t], (ii) the time T (m) N (t) which at least m out of N particles spend together in the disc within the time interval [0, t], and (iii) the time T-tilde (m) N (t) which exactly m out of N particles spend together in the disc within the time interval [0, t]. We obtain very simple exact expressions for the expectations of these three residence times in the limit t → ∞

  3. Dynamical response of local magnons: single impurity limit in one dimensional magnets

    International Nuclear Information System (INIS)

    Koiller, B.; Rezende, S.M.

    1979-11-01

    The dynamic response of local magnon modes associated with a single impurity spin in one-dimensional ferro and antiferromagnetic insulators is studied theoretically with the use of a Green's function formulation solved exactly, by transfer matrix techniques, for zero temperature. The calculations are applied to the typical 1 - d ferromagnet CsNiF 3 and the antiferromagnet TMMC as functions of the impurity parameters in a way to allow the interpretation of possible future measurements of defect modes in these materials. The theory also explains qualitatively recent measurements in the three dimensional defect antiferromagnets FeF 2 : Mn 2+ , CoF 2 : Mn 2+ and FeF 2 : Co 2+ . (Author) [pt

  4. Parameter inference from hitting times for perturbed Brownian motion

    DEFF Research Database (Denmark)

    Tamborrino, Massimiliano; Ditlevsen, Susanne; Lansky, Peter

    2015-01-01

    ? To answer this question we describe the effect of the intervention through parameter changes of the law governing the internal process. Then, the time interval between the start of the process and the final event is divided into two subintervals: the time from the start to the instant of intervention...... from observations of S and R and compare them statistically? Maximum likelihood estimators are calculated and applied on simulated data under the assumption that the process before and after the intervention is described by the same type of model, i.e. a Brownian motion, but with different parameters...

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

    DEFF Research Database (Denmark)

    Urbina, José Ulises Márquez

    This thesis analysis the use of Brownian semi-stationary (BSS) processes to model the main statistical features present in turbulent time series, and some asymptotic properties of certain classes of smooth processes.  Turbulence is a complex phenomena governed by the Navier-Stokes equations......-based approach, the potential of BSS processes to model turbulent velocity time series. It turns out that this family of processes reproduces accurately some of the main features present in turbulent time series, such as the distribution of the velocity increments and the statistics of the Kolmogorov variable...

  6. Entropic Ratchet transport of interacting active Brownian particles

    International Nuclear Information System (INIS)

    Ai, Bao-Quan; He, Ya-Feng; Zhong, Wei-Rong

    2014-01-01

    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

  7. Pricing geometric Asian rainbow options under fractional Brownian motion

    Science.gov (United States)

    Wang, Lu; Zhang, Rong; Yang, Lin; Su, Yang; Ma, Feng

    2018-03-01

    In this paper, we explore the pricing of the assets of Asian rainbow options under the condition that the assets have self-similar and long-range dependence characteristics. Based on the principle of no arbitrage, stochastic differential equation, and partial differential equation, we obtain the pricing formula for two-asset rainbow options under fractional Brownian motion. Next, our Monte Carlo simulation experiments show that the derived pricing formula is accurate and effective. Finally, our sensitivity analysis of the influence of important parameters, such as the risk-free rate, Hurst exponent, and correlation coefficient, on the prices of Asian rainbow options further illustrate the rationality of our pricing model.

  8. Treadmilling of actin filaments via Brownian dynamics simulations

    DEFF Research Database (Denmark)

    Guo, Kunkun; Shillcock, Julian C.; Lipowsky, Reinhard

    2010-01-01

    Actin polymerization is coupled to the hydrolysis of adenosine triphosphate (ATP) into adenosine diphosphate (ADP) and inorganic phosphate (Pi). Therefore, each protomer within an actin filament can attain three different nucleotide states corresponding to bound ATP, ADP / Pi, and ADP....... These protomer states form spatial patterns on the growing (or shrinking) filaments. Using Brownian dynamics simulations, the growth behavior of long filaments is studied, together with the associated protomer patterns, as a function of ATP-actin monomer concentration, CT, within the surrounding solution...

  9. Moments of inertia and the shapes of Brownian paths

    International Nuclear Information System (INIS)

    Fougere, F.; Desbois, J.

    1993-01-01

    The joint probability law of the principal moments of inertia of Brownian paths (open or closed) is computed, using constrained path integrals and Random Matrix Theory. The case of two-dimensional paths is discussed in detail. In particular, it is shown that the ratio of the average values of the largest and smallest moments is equal to 4.99 (open paths) and 3.07 (closed paths). Results of numerical simulations are also presented, which include investigation of the relationships between the moments of inertia and the arithmetic area enclosed by a path. (authors) 28 refs., 2 figs

  10. Analysis of Brownian Dynamics Simulations of Reversible Bimolecular Reactions

    KAUST Repository

    Lipková, Jana

    2011-01-01

    A class of Brownian dynamics algorithms for stochastic reaction-diffusion models which include reversible bimolecular reactions is presented and analyzed. The method is a generalization of the λ-bcȳ model for irreversible bimolecular reactions which was introduced in [R. Erban and S. J. Chapman, Phys. Biol., 6(2009), 046001]. The formulae relating the experimentally measurable quantities (reaction rate constants and diffusion constants) with the algorithm parameters are derived. The probability of geminate recombination is also investigated. © 2011 Society for Industrial and Applied Mathematics.

  11. Permutation entropy of fractional Brownian motion and fractional Gaussian noise

    International Nuclear Information System (INIS)

    Zunino, L.; Perez, D.G.; Martin, M.T.; Garavaglia, M.; Plastino, A.; Rosso, O.A.

    2008-01-01

    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

  12. Brownian motion of a dust particle in a plasma

    Energy Technology Data Exchange (ETDEWEB)

    Mendonca, J.T.; Shukla, P.K.; Martins, A.M.; Guerra, R. [Grupo de Lasers e Plasmas (GOLP)/Centro de Electrodinamica, Instituto Superior Tecnico, 1096 Lisboa Codex (Portugal)

    1997-03-01

    A new version of the Brownian motion describing the motion of a dust particle in a turbulent plasma is considered. Here, the stochastic force acting on the dust particle is due to the fluctuations of the plasma potential and not due to the usual molecular collisions. Another significant difference is due to the fact that the dust electric charge is not constant but fluctuates with the potential. A four-dimensional formulation of the problem is also given. {copyright} {ital 1997 American Institute of Physics.}

  13. Ellipsoidal Brownian self-driven particles in a magnetic field

    Science.gov (United States)

    Sandoval, Mario; Wai-Tong, Fan; Shun Pak, On

    We study the two-dimensional Brownian dynamics of an ellipsoidal paramagnetic microswimmer moving at low Reynolds number and subject to a magnetic field. Its corresponding mean-square displacement showing the effect of particles's shape, activity, and magnetic field on the microswimmer's diffusion is analytically obtained. A comparison among analytical and computational results is also made and we obtain good agreement. Additionally, the effect of self-propulsion on the transition time from anisotropic to isotropic diffusion of the ellipse is also elucidated. CONACYT GRANT: CB 2014/237848.

  14. Significance of the local sheet curvature in the prediction of sheet metal forming limits by necking instabilities and cracks

    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.

  15. Cluster analysis applied to localized dispersion curves in East Asia: the limits of surface wave resolution

    Science.gov (United States)

    Witek, M.; van der Lee, S.; Kang, T. S.; Chang, S. J.; Ning, J.; Ning, S.

    2017-12-01

    We have measured Rayleigh wave group velocity dispersion curves from one year of station-pair cross-correlations of continuous vertical-component broadband data from 1082 seismic stations in regional networks across China, Korea, Taiwan, and Japan for the year 2011. We use the measurements to map local dispersion anomalies for periods in the range 6-40 s. We combined our ambient noise data set with the earthquake group velocity data set of Ma et al. (2014), and then applied agglomerative hierarchical clustering to the localized dispersion curves. We find that the dispersion curves naturally organize themselves into distinct tectonic regions. For our distribution of interstation distances, only 8 distinct regions need to be defined. Additional clusters reduce the overall data misfit by increasingly smaller amounts. The size and number of clusters needed to suitably predict the data may give an indication of the resolving power of the data set. The regions that emerge from the cluster analysis include Tibet, the Sea of Japan, the South China Block and the Korean peninsula, the Ordos and Yangtze cratons, and Mesozoic rift basins such as the Songliao, Bohai Bay and Ulleung basins. We also performed a traditional inversion for 3D S-velocity structure, and the resulting model fits the data as well as the 8-cluster model, while both models fit the earthquake data and ambient noise data better than the LITHO1.0 model of Pasyanos et al. (2014). Our 3D model of the crust and upper mantle confirms many of the features seen in previous studies of the region, most notably the lithospheric thinning going from west to east and low velocity zones in the crust on the Tibetan periphery. We conclude that cluster analysis is able to greatly reduce the dimensionality of surface wave dispersion data, in the sense that a data set of over half a million dispersion curves is sufficiently predicted by appropriately averaging over a relatively small set of distinct tectonic regions. The

  16. Intrinsic spatial resolution limitations due to differences between positron emission position and annihilation detection localization

    International Nuclear Information System (INIS)

    Perez, Pedro; Malano, Francisco; Valente, Mauro

    2012-01-01

    Since its successful implementation for clinical diagnostic, positron emission tomography (PET) represents the most promising medical imaging technique. The recent major growth of PET imaging is mainly due to its ability to trace the biologic pathways of different compounds in the patient's body, assuming the patient can be labeled with some PET isotope. Regardless of the type of isotope, the PET imaging method is based on the detection of two 511-keV gamma photons being emitted in opposite directions, with almost 180 deg between them, as a consequence of electron-positron annihilation. Therefore, this imaging method is intrinsically limited by random uncertainties in spatial resolutions, related with differences between the actual position of positron emission and the location of the detected annihilation. This study presents an approach with the Monte Carlo method to analyze the influence of this effect on different isotopes of potential implementation in PET. (author)

  17. Modelling of local carbon deposition on rough test limiter exposed to the edge plasma of TEXTOR

    International Nuclear Information System (INIS)

    Dai Shuyu; Sun Jizhong; Wang Dezhen; Kirschner, A.; Matveev, D.; Borodin, D.; Bjoerkas, C.

    2013-01-01

    A Monte-Carlo code called SURO has been developed to study the influence of surface roughness on the impurity deposition characteristic in fusion experiments. SURO uses the test particle approach to describe the impact of background plasma and the deposition of impurity particles on a sinusoidal surface. The local impact angle and dynamic change of surface roughness as well as surface concentrations of different species due to erosion and deposition are taken into account. Coupled with 3D Monte-Carlo code ERO, SURO was used to study the impact of surface roughness on 13 C deposition in 13 CH 4 injection experiments in TEXTOR. The simulations showed that the amount of net deposited 13 C species increases with surface roughness. Parameter studies with varying 12 C and 13 C fluxes were performed to gain insight into impurity deposition characteristic on the rough surface. Calculations of the exposure time needed for surface smoothing for TEXTOR and ITER were also carried out for different scenarios. (author)

  18. The limited and localized flow of fresh groundwater to the world's oceans

    Science.gov (United States)

    Luijendijk, E.; Gleeson, T. P.; Moosdorf, N.

    2017-12-01

    Submarine groundwater discharge, the flow of fresh or saline groundwater to oceans [Burnett et al., 2003], may be a significant contributor to the water and chemical budgets of the world's oceans [Taniguchi et al., 2002] potentially buffering ocean acidification with groundwater alkalinity and is arguably the most uncertain component of the global groundwater budget [Alley et al., 2002]. The fresh component of submarine groundwater discharge is critical due to its high solute and nutrient load, and has been quantified locally and but only roughly estimated globally using significant assumptions. Here we show that that fresh submarine groundwater discharge is an insignificant water contributor to global oceans (0.05% of the total input) but that the freshwater discharge may still be an important chemical and nutrient contributor especially around distinct hotspots. The first spatially-explicit, physically-based global estimate of fresh submarine groundwater discharge was derived by combining density-dependent numerical groundwater models and a geospatial analysis of global coastal watersheds to robustly simulate the partitioning of onshore and offshore groundwater discharge. Although fresh submarine groundwater discharge is an insignificant part of fresh coastal groundwater discharge, results are consistent with previous estimates of significant recirculated seawater discharging as groundwater as well as quantifying the significant near-shore terrestrial discharge, a flux that has so far been overlooked in global hydrological studies and that affects coastal water budgets, evapotranspiration and ecosystems.

  19. Limited and localized outbreak of newly emergent type 2 vaccine-derived poliovirus in Sichuan, China.

    Science.gov (United States)

    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. Copyright © 2014, American Society for Microbiology. All Rights Reserved.

  20. Brownian motion in a classical ideal gas: A microscopic approach to ...

    Indian Academy of Sciences (India)

    of a surface profile due to random deposition [10] are a few examples of such a situation and the description ... motion of the Brownian particle through an ideal gas to be a jump Markov process,. Gillespie [14] and van ... Brownian particle moving in an ideal gas at a fixed temperature, using a combi- nation of microscopic ...

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

    Science.gov (United States)

    Parlar, Mahmut

    2004-01-01

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

  2. Biased motion of a brownian particle for the pausing time behavior of the CTRW

    Energy Technology Data Exchange (ETDEWEB)

    Kim, K.S. (National Fisheries Univ., Busan (Republic of Korea))

    1982-12-01

    The purpose of this paper is to discuss the biased Brownian motion with the absorbing barrier for the pausing time behavior of the CTRW (continuous-time random walk method), regarding a Brownian particle as a walker. For two pausing time density functions, the respective values for the transport averaged velocity and the dispersion are calculated as the time t becomes large.

  3. First passage Brownian functional properties of snowmelt dynamics

    Science.gov (United States)

    Dubey, Ashutosh; Bandyopadhyay, Malay

    2018-04-01

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

  4. Suspended particle transport through constriction channel with Brownian motion

    Science.gov (United States)

    Hanasaki, Itsuo; Walther, Jens H.

    2017-08-01

    It is well known that translocation events of a polymer or rod through pores or narrower parts of micro- and nanochannels have a stochastic nature due to the Brownian motion. However, it is not clear whether the objects of interest need to have a larger size than the entrance to exhibit the deviation from the dynamics of the surrounding fluid. We show by numerical analysis that the particle injection into the narrower part of the channel is affected by thermal fluctuation, where the particles have spherical symmetry and are smaller than the height of the constriction. The Péclet number (Pe) is the order parameter that governs the phenomena, which clarifies the spatio-temporal significance of Brownian motion compared to hydrodynamics. Furthermore, we find that there exists an optimal condition of Pe to attain the highest flow rate of particles relative to the dispersant fluid flow. Our finding is important in science and technology from nanopore DNA sequencers and lab-on-a-chip devices to filtration by porous materials and chromatography.

  5. Intermittency and multifractional Brownian character of geomagnetic time series

    Directory of Open Access Journals (Sweden)

    G. Consolini

    2013-07-01

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

  6. Intermittency and multifractional Brownian character of geomagnetic time series

    Science.gov (United States)

    Consolini, G.; De Marco, R.; De Michelis, P.

    2013-07-01

    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.

  7. Providing Limited Local Electric Service During a Major Grid Outage: A First Assessment Based on Customer Willingness to Pay.

    Science.gov (United States)

    Baik, Sunhee; Morgan, M Granger; Davis, Alexander L

    2018-02-01

    While they are rare, widespread blackouts of the bulk power system can result in large costs to individuals and society. If local distribution circuits remain intact, it is possible to use new technologies including smart meters, intelligent switches that can change the topology of distribution circuits, and distributed generation owned by customers and the power company, to provide limited local electric power service. Many utilities are already making investments that would make this possible. We use customers' measured willingness to pay to explore when the incremental investments needed to implement these capabilities would be justified. Under many circumstances, upgrades in advanced distribution systems could be justified for a customer charge of less than a dollar a month (plus the cost of electricity used during outages), and would be less expensive and safer than the proliferation of small portable backup generators. We also discuss issues of social equity, extreme events, and various sources of underlying uncertainty. © 2017 Society for Risk Analysis.

  8. Large scale Brownian dynamics of confined suspensions of rigid particles

    Science.gov (United States)

    Sprinkle, Brennan; Balboa Usabiaga, Florencio; Patankar, Neelesh A.; Donev, Aleksandar

    2017-12-01

    We introduce methods for large-scale Brownian Dynamics (BD) simulation of many rigid particles of arbitrary shape suspended in a fluctuating fluid. Our method adds Brownian motion to the rigid multiblob method [F. Balboa Usabiaga et al., Commun. Appl. Math. Comput. Sci. 11(2), 217-296 (2016)] at a cost comparable to the cost of deterministic simulations. We demonstrate that we can efficiently generate deterministic and random displacements for many particles using preconditioned Krylov iterative methods, if kernel methods to efficiently compute the action of the Rotne-Prager-Yamakawa (RPY) mobility matrix and its "square" root are available for the given boundary conditions. These kernel operations can be computed with near linear scaling for periodic domains using the positively split Ewald method. Here we study particles partially confined by gravity above a no-slip bottom wall using a graphical processing unit implementation of the mobility matrix-vector product, combined with a preconditioned Lanczos iteration for generating Brownian displacements. We address a major challenge in large-scale BD simulations, capturing the stochastic drift term that arises because of the configuration-dependent mobility. Unlike the widely used Fixman midpoint scheme, our methods utilize random finite differences and do not require the solution of resistance problems or the computation of the action of the inverse square root of the RPY mobility matrix. We construct two temporal schemes which are viable for large-scale simulations, an Euler-Maruyama traction scheme and a trapezoidal slip scheme, which minimize the number of mobility problems to be solved per time step while capturing the required stochastic drift terms. We validate and compare these schemes numerically by modeling suspensions of boomerang-shaped particles sedimented near a bottom wall. Using the trapezoidal scheme, we investigate the steady-state active motion in dense suspensions of confined microrollers, whose

  9. Large scale Brownian dynamics of confined suspensions of rigid particles.

    Science.gov (United States)

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

    2017-12-28

    We introduce methods for large-scale Brownian Dynamics (BD) simulation of many rigid particles of arbitrary shape suspended in a fluctuating fluid. Our method adds Brownian motion to the rigid multiblob method [F. Balboa Usabiaga et al., Commun. Appl. Math. Comput. Sci. 11(2), 217-296 (2016)] at a cost comparable to the cost of deterministic simulations. We demonstrate that we can efficiently generate deterministic and random displacements for many particles using preconditioned Krylov iterative methods, if kernel methods to efficiently compute the action of the Rotne-Prager-Yamakawa (RPY) mobility matrix and its "square" root are available for the given boundary conditions. These kernel operations can be computed with near linear scaling for periodic domains using the positively split Ewald method. Here we study particles partially confined by gravity above a no-slip bottom wall using a graphical processing unit implementation of the mobility matrix-vector product, combined with a preconditioned Lanczos iteration for generating Brownian displacements. We address a major challenge in large-scale BD simulations, capturing the stochastic drift term that arises because of the configuration-dependent mobility. Unlike the widely used Fixman midpoint scheme, our methods utilize random finite differences and do not require the solution of resistance problems or the computation of the action of the inverse square root of the RPY mobility matrix. We construct two temporal schemes which are viable for large-scale simulations, an Euler-Maruyama traction scheme and a trapezoidal slip scheme, which minimize the number of mobility problems to be solved per time step while capturing the required stochastic drift terms. We validate and compare these schemes numerically by modeling suspensions of boomerang-shaped particles sedimented near a bottom wall. Using the trapezoidal scheme, we investigate the steady-state active motion in dense suspensions of confined microrollers, whose

  10. Intermediate scattering function of an anisotropic Brownian circle swimmer.

    Science.gov (United States)

    Kurzthaler, Christina; Franosch, Thomas

    2017-09-27

    Microswimmers exhibit noisy circular motion due to asymmetric propulsion mechanisms, their chiral body shape, or by hydrodynamic couplings in the vicinity of surfaces. Here, we employ the Brownian circle swimmer model and characterize theoretically the dynamics in terms of the directly measurable intermediate scattering function. We derive the associated Fokker-Planck equation for the conditional probabilities and provide an exact solution in terms of generalizations of the Mathieu functions. Different spatiotemporal regimes are identified reflecting the bare translational diffusion at large wavenumbers, the persistent circular motion at intermediate wavenumbers and an enhanced effective diffusion at small wavenumbers. In particular, the circular motion of the particle manifests itself in characteristic oscillations at a plateau of the intermediate scattering function for wavenumbers probing the radius.

  11. Change of particle size distribution during Brownian coagulation

    International Nuclear Information System (INIS)

    Lee, K.W.

    1984-01-01

    Change in particle size distribution due to Brownian coagulation in the continuum regime has been stuied analytically. A simple analytic solution for the size distribution of an initially lognormal distribution is obtained based on the assumption that the size distribution during the coagulation process attains or can, at least, be represented by a time dependent lognormal function. The results are found to be in a form that corrects Smoluchowski's solution for both polydispersity and size-dependent kernel. It is further shown that regardless of whether the initial distribution is narrow or broad, the spread of the distribution is characterized by approaching a fixed value of the geometric standard deviation. This result has been compared with the self-preserving distribution obtained by similarity theory. (Author)

  12. Confined mobility in biomembranes modeled by early stage Brownian motion.

    Science.gov (United States)

    Gmachowski, Lech

    2014-08-01

    An equation of motion, derived from the fractal analysis of the Brownian particle trajectory, makes it possible to calculate the time dependence of the mean square displacement for early times, before the Einstein formula becomes valid. The diffusion coefficient increases with the distance travelled which can be restricted by the geometrical conditions. The corresponding diffusion coefficient cannot increase further to achieve a value characteristic for unrestricted environment. Explicit formula is derived for confined diffusivity related to the unrestricted one as dependent on the maximum particle mean square displacement possible normalized by the square of its mean free path. The model describes the lipid and protein diffusion in tubular membranes with different radii, originally fitted by the modified Saffman-Delbrück equation, and the lateral mobility of synthetic model peptides for which the diffusion coefficient is inversely proportional to the radius of the diffusing object and to the thickness of the membrane. Copyright © 2014 Elsevier Inc. All rights reserved.

  13. Brownian rotational relaxation and power absorption in magnetite nanoparticles

    Energy Technology Data Exchange (ETDEWEB)

    Goya, G.F. [Institute of Nanoscience of Aragon (INA), University of Zaragoza, 50009 Zaragoza (Spain)]. E-mail: goya@unizar.es; Fernandez-Pacheco, R. [Institute of Nanoscience of Aragon (INA), University of Zaragoza, 50009 Zaragoza (Spain); Arruebo, M. [Institute of Nanoscience of Aragon (INA), University of Zaragoza, 50009 Zaragoza (Spain); Cassinelli, N. [Electronics Division, Bauer and Associates, Buenos Aires (Argentina); Facultad de Ingenieria, UNLP (Argentina); Ibarra, M.R. [Institute of Nanoscience of Aragon (INA), University of Zaragoza, 50009 Zaragoza (Spain)

    2007-09-15

    We present a study of the power absorption efficiency in several magnetite-based colloids, to asses their potential as magnetic inductive hyperthermia (MIH) agents. Relaxation times {tau} were measured through the imaginary susceptibility component {chi}{sup '}'(T), and analyzed within Debye's theory of dipolar fluid. The results indicated Brownian rotational relaxation and allowed to calculate the hydrodynamic radius close to the values obtained from photon correlation. The study of the colloid performances as power absorbers showed no detectable increase of temperature for dextran-coated Fe{sub 3}O{sub 4} nanoparticles, whereas a second Fe{sub 3}O{sub 4}-based dispersion of similar concentration could be heated up to 12K after 30min under similar experimental conditions. The different power absorption efficiencies are discussed in terms of the magnetic structure of the nanoparticles.

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

    Science.gov (United States)

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

    2017-11-01

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

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

    Science.gov (United States)

    Fang, Ying; Wu, Rong

    2009-07-01

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

  16. BROWNIAN HEAT TRANSFER ENHANCEMENT IN THE TURBULENT REGIME

    Directory of Open Access Journals (Sweden)

    Suresh Chandrasekhar

    2016-08-01

    Full Text Available The paper presents convection heat transfer of a turbulent flow Al2O3/water nanofluid in a circular duct. The duct is a under constant and uniform heat flux. The paper computationally investigates the system’s thermal behavior in a wide range of Reynolds number and also volume concentration up to 6%. To obtain the nanofluid thermophysical properties, the Hamilton-Crosser model along with the Brownian motion effect are utilized. Then the thermal performance of the system with the nanofluid is compared to the conventional systems which use water as the working fluid. The results indicate that the use of nanofluid of 6% improves the heat transfer rate up to 36.8% with respect to pure water. Therefore, using the Al2O3/water nanofluid instead of water can be a great choice when better heat transfer is needed.

  17. 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 (

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

    International Nuclear Information System (INIS)

    Schweitzer, F.

    2010-01-01

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

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

    Science.gov (United States)

    Li, Lee Siaw; Djauhari, Maman A.

    2013-09-01

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

  20. On the first-passage time of integrated Brownian motion

    Directory of Open Access Journals (Sweden)

    Christian H. Hesse

    2005-01-01

    Full Text Available Let (Bt;t≥0 be a Brownian motion process starting from B0=ν and define Xν(t=∫0tBsds. For a≥0, set τa,ν:=inf{t:Xν(t=a} (with inf φ=∞. We study the conditional moments of τa,ν given τa,ν<∞. Using martingale methods, stopping-time arguments, as well as the method of dominant balance, we obtain, in particular, an asymptotic expansion for the conditional mean E(τa,ν|τa,ν<∞ as ν→∞. Through a series of simulations, it is shown that a truncation of this expansion after the first few terms provides an accurate approximation to the unknown true conditional mean even for small ν.

  1. Limited Pollen Dispersal Contributes to Population Genetic Structure but Not Local Adaptation in Quercus oleoides Forests of Costa Rica.

    Directory of Open Access Journals (Sweden)

    Nicholas John Deacon

    Full Text Available Quercus oleoides Cham. and Schlect., tropical live oak, is a species of conservation importance in its southern range limit of northwestern Costa Rica. It occurs in high-density stands across a fragmented landscape spanning a contrasting elevation and precipitation gradient. We examined genetic diversity and spatial genetic structure in this geographically isolated and genetically distinct population. We characterized population genetic diversity at 11 nuclear microsatellite loci in 260 individuals from 13 sites. We monitored flowering time at 10 sites, and characterized the local environment in order to compare observed spatial genetic structure to hypotheses of isolation-by-distance and isolation-by-environment. Finally, we quantified pollen dispersal distances and tested for local adaptation through a reciprocal transplant experiment in order to experimentally address these hypotheses.High genetic diversity is maintained in the population and the genetic variation is significantly structured among sampled sites. We identified 5 distinct genetic clusters and average pollen dispersal predominately occurred over short distances. Differences among sites in flowering phenology and environmental factors, however, were not strictly associated with genetic differentiation. Growth and survival of upland and lowland progeny in their native and foreign environments was expected to exhibit evidence of local adaptation due to the more extreme dry season in the lowlands. Seedlings planted in the lowland garden experienced much higher mortality than seedlings in the upland garden, but we did not identify evidence for local adaptation.Overall, this study indicates that the Costa Rican Q. oleoides population has a rich population genetic history. Despite environmental heterogeneity and habitat fragmentation, isolation-by-distance and isolation-by-environment alone do not explain spatial genetic structure. These results add to studies of genetic structure by

  2. Assessing the Network of Agencies in Local Communities that Promote Healthy Eating and Lifestyles among Populations with Limited Resources.

    Science.gov (United States)

    An, Ruopeng; Khan, Naiman; Loehmer, Emily; McCaffrey, Jennifer

    2017-03-01

    We assessed the network of agencies in local communities that promote healthy eating and lifestyles among populations with limited resources. Network surveys were administered among 159 Illinois agencies identified as serving limited-resource audiences categorized into 8 types: K-12 schools, early childhood centers, emergency food providers, health-related agencies, social resource centers, low-income/subsidized housing complexes, continuing education organizations, and others. Network analysis was conducted to examine 4 network structures - communications, funding, cooperation, and collaboration networks between agencies within each county/county cluster. Agencies in a network were found to be loosely connected, indicated by low network density. Reporting accuracy might be of concern, indicated by low reciprocity. Agencies in a network are decentralized rather than centralized around a few influential agencies, indicated by low betweenness centrality. There is suggestive evidence regarding homophily in a network, indicated by some significant correlations within agencies of the same type. Agencies connected in one network are significantly more likely to be connected in all the other networks as well. Promoting healthy eating and lifestyles among populations with limited resources warrants strong partnership across agencies in communities. Network analysis serves as a useful tool to evaluate community partnerships and facilitate coalition building..

  3. Sub-diffraction limit localization of proteins in volumetric space using Bayesian restoration of fluorescence images from ultrathin specimens.

    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.

  4. Responsibilities and Limits of Local Government Actions against Users of Public Services of Planning and Sustainable Territorial Development in Romania

    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.

  5. The rate of collisions due to Brownian or gravitational motion of small drops

    Science.gov (United States)

    Zhang, Xiaoguang; Davis, Robert H.

    1991-01-01

    Quantitative predictions of the collision rate of two spherical drops undergoing Brownian diffusion or gravitational sedimentation are presented. The diffusion equation for relative Brownian motion of two drops is derived, and the relative motion of pairs of drops in gravitational sedimentation is traced via a trajectory analysis in order to develop theoretical models to determine the collision efficiencies, both with and without interparticle forces applied between the drops. It is concluded that finite collision rates between nondeforming fluid drops are possible for Brownian diffusion or gravitational sedimentation in the absence of attractive forces, in stark contrast to the prediction that lubrication forces prevent rigid spheres from contacting each other unless an attractive force that becomes infinite as the separation approaches zero is applied. Collision rates are shown to increase as the viscosity of the drop-phase decreases. In general, hydrodynamic interactions reduce the collision rates more for gravitational collisions than for Brownian collisions.

  6. 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.

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

    Science.gov (United States)

    Bandyopadhyay, Malay; Gupta, Shamik; Segal, Dvira

    2011-03-01

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

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

    Science.gov (United States)

    Lisý, Vladimír; Tóthová, Jana

    2018-02-01

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

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

    Science.gov (United States)

    Lisý, Vladimír; Tóthová, Jana

    2018-03-01

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

  10. On the distribution of estimators of diffusion constants for Brownian motion

    International Nuclear Information System (INIS)

    Boyer, Denis; Dean, David S

    2011-01-01

    We discuss the distribution of various estimators for extracting the diffusion constant of single Brownian trajectories obtained by fitting the squared displacement of the trajectory. The analysis of the problem can be framed in terms of quadratic functionals of Brownian motion that correspond to the Euclidean path integral for simple Harmonic oscillators with time dependent frequencies. Explicit analytical results are given for the distribution of the diffusion constant estimator in a number of cases and our results are confirmed by numerical simulations.

  11. The probability of an encounter of two Brownian particles before escape

    International Nuclear Information System (INIS)

    Holcman, D; Kupka, I

    2009-01-01

    We study the probability of meeting of two Brownian particles before one of them exits a finite interval. We obtain an explicit expression for the probability as a function of the initial distance between the two particles using the Weierstrass elliptic function. We also find the law of the meeting location. Brownian simulations show the accuracy of our analysis. Finally, we discuss some applications to the probability that a double-strand DNA break repairs in confined environments.

  12. 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.

  13. Weak solutions to stochastic differential equations driven by fractional Brownian motion

    Czech Academy of Sciences Publication Activity Database

    Šnupárková, Jana

    2009-01-01

    Roč. 59, č. 4 (2009), s. 879-907 ISSN 0011-4642 R&D Projects: GA ČR GA201/07/0237 Institutional research plan: CEZ:AV0Z10750506 Keywords : fractional Brownian motion * weak solutions Subject RIV: BA - General Mathematics Impact factor: 0.306, year: 2009 http://library.utia.cas.cz/separaty/2009/SI/snuparkova-weak solutions to stochastic differential equations driven by fractional brownian motion.pdf

  14. Relativistic Brownian motion: From a microscopic binary collision model to the Langevin equation

    OpenAIRE

    Dunkel, Jörn; Hänggi, Peter (Prof. Dr. Dr. h.c. mult.)

    2006-01-01

    The Langevin equation (LE) for the one-dimensional relativistic Brownian motion is derived from a microscopic collision model. The model assumes that a heavy point-like Brownian particle interacts with the lighter heat bath particles via elastic hard-core collisions. First, the commonly known, non-relativistic LE is deduced from this model, by taking into account the non-relativistic conservation laws for momentum and kinetic energy. Subsequently, this procedure is generalized to the relativi...

  15. The (Limited) Use of Local-Level Assessment System: A Case Study of the Head Start National Reporting System and On-Going Child Assessments in a Local Program

    Science.gov (United States)

    Kallemeyn, Leanne M.; DeStefano, Lizanne

    2009-01-01

    Using concepts from the evaluation literature, this case study describes the instrumental, conceptual, and political influence of the Head Start National Reporting System (NRS) and on-going child assessments in a local Head Start program. This study found that a local program intentionally aimed to limit the influence of the NRS. The NRS validated…

  16. Treadmilling of actin filaments via Brownian dynamics simulations

    Science.gov (United States)

    Guo, Kunkun; Shillcock, Julian; Lipowsky, Reinhard

    2010-10-01

    Actin polymerization is coupled to the hydrolysis of adenosine triphosphate (ATP) into adenosine diphosphate (ADP) and inorganic phosphate (Pi). Therefore, each protomer within an actin filament can attain three different nucleotide states corresponding to bound ATP, ADP/Pi, and ADP. These protomer states form spatial patterns on the growing (or shrinking) filaments. Using Brownian dynamics simulations, the growth behavior of long filaments is studied, together with the associated protomer patterns, as a function of ATP-actin monomer concentration, CT, within the surrounding solution. For concentrations close to the critical concentration CT=CT,cr, the filaments undergo treadmilling, i.e., they grow at the barbed and shrink at the pointed end, which leads to directed translational motion of the whole filament. The corresponding nonequilibrium states are characterized by several global fluxes and by spatial density and flux profiles along the filaments. We focus on a certain set of transition rates as deduced from in vitro experiments and find that the associated treadmilling (or turnover) rate is about 0.08 monomers per second.

  17. Phase transition in non-brownian fiber suspensions

    Science.gov (United States)

    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).

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

    KAUST Repository

    Chen, Wan

    2014-02-27

    A discrete rate theory for multi-ion channels is presented, in which the continuous dynamics of ion diffusion is reduced to transitions between Markovian discrete states. In an open channel, the ion permeation process involves three types of events: an ion entering the channel, an ion escaping from the channel, or an ion hopping between different energy minima in the channel. The continuous dynamics leads to a hierarchy of Fokker-Planck equations, indexed by channel occupancy. From these the mean escape times and splitting probabilities (denoting from which side an ion has escaped) can be calculated. By equating these with the corresponding expressions from the Markov model, one can determine the Markovian transition rates. The theory is illustrated with a two-ion one-well channel. The stationary probability of states is compared with that from both Brownian dynamics simulation and the hierarchical Fokker-Planck equations. The conductivity of the channel is also studied, and the optimal geometry maximizing ion flux is computed. © 2014 Society for Industrial and Applied Mathematics.

  19. Brownian dynamics of wall tethered polymers in shear flow

    Science.gov (United States)

    Lin, Tiras Y.; Saadat, Amir; Kushwaha, Amit; Shaqfeh, Eric S. G.

    2017-11-01

    The dynamics of a wall tethered polymer in shear flow is studied using Brownian dynamics. Simulations are performed with bead-spring chains, and the effect of hydrodynamic interactions (HI) is incorporated through Blake's tensor with a finite size bead correction. We characterize the configuration of the polymer as a function of the Weissenberg number by investigating the regions the polymer explores in both the flow-gradient and flow-vorticity planes. The fractional extension in the flow direction, the width in the vorticity direction, and the thickness in the gradient direction are reported as well, and these quantities are found to compare favorably with the experimental data of the literature. The cyclic motion of the polymer is demonstrated through analysis of the mean velocity field of the end bead. We characterize the collision process of each bead with the wall as a Poisson process and extract an average wall collision rate, which in general varies along the backbone of the chain. The inclusion of HI with the wall for a tethered polymer is found to reduce the average wall collision rate. We anticipate that results from this work will be directly applicable to, e.g., the design of polymer brushes or the use of DNA for making nanowires in molecular electronics. T.Y.L. is supported by the Department of Defense (DoD) through the National Defense Science & Engineering Graduate Fellowship (NDSEG) Program.

  20. Thermophoresis of a Brownian particle driven by inhomogeneous thermal fluctuation

    Science.gov (United States)

    Tsuji, Tetsuro; Saita, Sho; Kawano, Satoyuki

    2018-03-01

    Brownian motion of a spherical particle induced by the interaction with surrounding molecules is considered. If the particle is larger than the molecules and the temperature of surrounding media is spatially non-uniform, the interaction between an individual molecule and the particle is also position-dependent. That is, the particle is subject to inhomogeneous thermal fluctuation. In this paper, we investigate the contribution of the inhomogeneous thermal fluctuation to the thermophoresis, i.e., the Soret coefficient or thermal diffusion factor. The problem is simplified by assuming a hard-sphere potential between the particle and the surrounding molecules and is investigated using the kinetic theory, namely, we consider a linear Boltzmann-type equation for the velocity distribution function of the particle. Using the perturbation analysis with respect to the square root of mass ratio between the molecule and the particle, the drift-diffusion equation of the particle is derived. It is found that the Soret coefficient, or thermal diffusion factor, is dependent on the mass ratio and the excluded volume of the particle. In particular, when the ratio of the mass density of the particle to that of the surrounding media decreases, the Soret coefficient also decreases and may take negative value. The present result well describes the mass-dependency of thermal diffusion factor obtained by the molecular dynamics simulation carried out in an existing study and the one in the present study, where soft potentials of Lennard-Jones-type are used instead of hard-sphere potential.

  1. Biased Brownian motion in narrow channels with asymmetry and anisotropy

    Science.gov (United States)

    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.

  2. Incremental artificial bee colony with local search to economic dispatch problem with ramp rate limits and prohibited operating zones

    International Nuclear Information System (INIS)

    Özyön, Serdar; Aydin, Doğan

    2013-01-01

    Highlights: ► Prohibited operating zone economic dispatch problem has been solved by IABC-LS. ► The losses used in the solution of the problem have been computed by B-loss matrix. ► IABC-LS method has been applied to three test systems in literature. ► The values obtained by IABC and IABC-LS are better than the results in literature. - Abstract: In this study, prohibited operating zone economic power dispatch problem which considers ramp rate limit, has been solved by incremental artificial bee colony algorithm (IABC) and incremental artificial bee colony algorithm with local search (IABC-LS) methods. The transmission line losses used in the solution of the problem have been computed by B-loss matrix. IABC, IABC-LS methods have been applied to three different test systems in literature which consist of 6, 15 and 40 generators. The attained optimum solution values have been compared with the optimum results in literature and have been discussed.

  3. Assessing landscape constraints on species abundance: Does the neighborhood limit species response to local habitat conservation programs?

    Science.gov (United States)

    Jorgensen, Christopher F.; Powell, Larkin A.; Lusk, Jeffrey J.; Bishop, Andrew A.; Fontaine, Joseph J.

    2014-01-01

    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.

  4. Stochastic Stokes' Drift, Homogenized Functional Inequalities, and Large Time Behavior of Brownian Ratchets

    KAUST Repository

    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.

  5. Brownian force noise from molecular collisions and the sensitivity of advanced gravitational wave observatories

    International Nuclear Information System (INIS)

    Dolesi, R.; Hueller, M.; Nicolodi, D.; Tombolato, D.; Vitale, S.; Wass, P. J.; Weber, W. J.; Evans, M.; Fritschel, P.; Weiss, R.; Gundlach, J. H.; Hagedorn, C. A.; Schlamminger, S.; Ciani, G.; Cavalleri, A.

    2011-01-01

    We present an analysis of Brownian force noise from residual gas damping of reference test masses as a fundamental sensitivity limit in small force experiments. The resulting acceleration noise increases significantly when the distance of the test mass to the surrounding experimental apparatus is smaller than the dimension of the test mass itself. For the Advanced LIGO interferometric gravitational wave observatory, where the relevant test mass is a suspended 340 mm diameter cylindrical end mirror, the force noise power is increased by roughly a factor 40 by the presence of a similarly shaped reaction mass at a nominal separation of 5 mm. The force noise, of order 20 fN/Hz 1/2 for 2x10 -6 Pa of residual H 2 gas, rivals quantum optical fluctuations as the dominant noise source between 10 and 30 Hz. We present here a numerical and analytical analysis for the gas damping force noise for Advanced LIGO, backed up by experimental evidence from several recent measurements. Finally, we discuss the impact of residual gas damping on the gravitational wave sensitivity and possible mitigation strategies.

  6. Maximum of an Airy process plus Brownian motion and memory in Kardar-Parisi-Zhang growth

    Science.gov (United States)

    Le Doussal, Pierre

    2017-12-01

    We obtain several exact results for universal distributions involving the maximum of the Airy2 process minus a parabola and plus a Brownian motion, with applications to the one-dimensional Kardar-Parisi-Zhang (KPZ) stochastic growth universality class. This allows one to obtain (i) the universal limit, for large time separation, of the two-time height correlation for droplet initial conditions, e.g., C∞=limt2/t1→+∞h(t1) h (t2)¯c/h(t1)2¯c, with C∞≈0.623 , as well as conditional moments, which quantify ergodicity breaking in the time evolution; (ii) in the same limit, the distribution of the midpoint position x (t1) of a directed polymer of length t2; and (iii) the height distribution in stationary KPZ with a step. These results are derived from the replica Bethe ansatz for the KPZ continuum equation, with a "decoupling assumption" in the large time limit. They agree and confirm, whenever they can be compared, with (i) our recent tail results for two-time KPZ with the work by de Nardis and Le Doussal [J. Stat. Mech. (2017) 053212, 10.1088/1742-5468/aa6bce], checked in experiments with the work by Takeuchi and co-workers [De Nardis et al., Phys. Rev. Lett. 118, 125701 (2017), 10.1103/PhysRevLett.118.125701] and (ii) a recent result of Maes and Thiery [J. Stat. Phys. 168, 937 (2017), 10.1007/s10955-017-1839-2] on midpoint position.

  7. New locality of Orobanche coerulescens Stephan ex Willd. (Orobanchaceae at the NW limit of its geographical range

    Directory of Open Access Journals (Sweden)

    Renata Piwowarczyk

    2011-01-01

    Full Text Available A new locality of Orobanche coerulescens Stephan ex Willd. in the Wyżyna Małopolska upland (Garb Pińczowski hummock in central Poland is presented. Over 290 specimens were recorded in a xerothermic grassland of the class Festuco-Brometea comprising species of the class Koelerio glaucae-Corynephoretea canescentis on alkaline, sandy soil. O. coerulescens is extinct at the majority of its localities in Poland and only two localities are known at present.

  8. Maximum Principle for General Controlled Systems Driven by Fractional Brownian Motions

    International Nuclear Information System (INIS)

    Han Yuecai; Hu Yaozhong; Song Jian

    2013-01-01

    We obtain a maximum principle for stochastic control problem of general controlled stochastic differential systems driven by fractional Brownian motions (of Hurst parameter H>1/2). This maximum principle specifies a system of equations that the optimal control must satisfy (necessary condition for the optimal control). This system of equations consists of a backward stochastic differential equation driven by both fractional Brownian motions and the corresponding underlying standard Brownian motions. In addition to this backward equation, the maximum principle also involves the Malliavin derivatives. Our approach is to use conditioning and Malliavin calculus. To arrive at our maximum principle we need to develop some new results of stochastic analysis of the controlled systems driven by fractional Brownian motions via fractional calculus. Our approach of conditioning and Malliavin calculus is also applied to classical system driven by standard Brownian motions while the controller has only partial information. As a straightforward consequence, the classical maximum principle is also deduced in this more natural and simpler way.

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

    International Nuclear Information System (INIS)

    Lim, S C; Teo, L P

    2009-01-01

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

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

    Science.gov (United States)

    Lim, S. C.; Teo, L. P.

    2009-08-01

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

  11. Residual mean first-passage time for jump processes: theory and applications to Levy flights and fractional Brownian motion

    International Nuclear Information System (INIS)

    Tejedor, V; Benichou, O; Voituriez, R; Metzler, Ralf

    2011-01-01

    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.

  12. Binary jumps in continuum. I. Equilibrium processes and their scaling limits

    Science.gov (United States)

    Finkelshtein, Dmitri L.; Kondratiev, Yuri G.; Kutoviy, Oleksandr V.; Lytvynov, Eugene

    2011-06-01

    Let Γ denote the space of all locally finite subsets (configurations) in {R}^d. A stochastic dynamics of binary jumps in continuum is a Markov process on Γ in which pairs of particles simultaneously hop over {R}^d. In this paper, we study an equilibrium dynamics of binary jumps for which a Poisson measure is a symmetrizing (and hence invariant) measure. The existence and uniqueness of the corresponding stochastic dynamics are shown. We next prove the main result of this paper: a big class of dynamics of binary jumps converge, in a diffusive scaling limit, to a dynamics of interacting Brownian particles. We also study another scaling limit, which leads us to a spatial birth-and-death process in continuum. A remarkable property of the limiting dynamics is that its generator possesses a spectral gap, a property which is hopeless to expect from the initial dynamics of binary jumps.

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

    Science.gov (United States)

    Grančič, Peter; Štěpánek, František

    2012-07-01

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

  14. Stochastic processes with values in Riemannian admissible complex: Isotropic process, Wiener measure and Brownian motion

    International Nuclear Information System (INIS)

    Bouziane, T.

    2004-04-01

    The purpose of this work was to construct a Brownian motion with values in simplicial complexes with piecewise differential structure. After a martingale theory attempt, we constructed a family of continuous Markov processes with values in an admissible complex; we named every process of this family, isotropic transport process. We showed that the family of the isotropic processes contains a subsequence, which converged weakly to a measure; we named it the Wiener measure. Then, we constructed, thanks to the finite dimensional distributions of the Wiener measure a new continuous Markov process with values in an admissible complex: the Brownian motion. We finished with a geometric analysis of this Brownian motion, to determinate, under hypothesis on the complex, the recurrent or transient behavior of such process. (author)

  15. Brownian ratchets from statistical physics to bio and nano-motors

    CERN Document Server

    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.

  16. Hydrodynamically Coupled Brownian Dynamics: A coarse-grain particle-based Brownian dynamics technique with hydrodynamic interactions for modeling self-developing flow of polymer solutions

    Science.gov (United States)

    Ahuja, V. R.; van der Gucht, J.; Briels, W. J.

    2018-01-01

    We present a novel coarse-grain particle-based simulation technique for modeling self-developing flow of dilute and semi-dilute polymer solutions. The central idea in this paper is the two-way coupling between a mesoscopic polymer model and a phenomenological fluid model. As our polymer model, we choose Responsive Particle Dynamics (RaPiD), a Brownian dynamics method, which formulates the so-called "conservative" and "transient" pair-potentials through which the polymers interact besides experiencing random forces in accordance with the fluctuation dissipation theorem. In addition to these interactions, our polymer blobs are also influenced by the background solvent velocity field, which we calculate by solving the Navier-Stokes equation discretized on a moving grid of fluid blobs using the Smoothed Particle Hydrodynamics (SPH) technique. While the polymers experience this frictional force opposing their motion relative to the background flow field, our fluid blobs also in turn are influenced by the motion of the polymers through an interaction term. This makes our technique a two-way coupling algorithm. We have constructed this interaction term in such a way that momentum is conserved locally, thereby preserving long range hydrodynamics. Furthermore, we have derived pairwise fluctuation terms for the velocities of the fluid blobs using the Fokker-Planck equation, which have been alternatively derived using the General Equation for the Non-Equilibrium Reversible-Irreversible Coupling (GENERIC) approach in Smoothed Dissipative Particle Dynamics (SDPD) literature. These velocity fluctuations for the fluid may be incorporated into the velocity updates for our fluid blobs to obtain a thermodynamically consistent distribution of velocities. In cases where these fluctuations are insignificant, however, these additional terms may well be dropped out as they are in a standard SPH simulation. We have applied our technique to study the rheology of two different

  17. Value and limits of non-robotic transoral oropharyngectomy for local control of T1-2 invasive squamous cell carcinoma of the tonsillar fossa.

    Science.gov (United States)

    Laccourreye, O; Malinvaud, D; Holostenco, V; Ménard, M; Garcia, D; Bonfils, P

    2015-06-01

    An analysis of the value and limits of non-robotic transoral oropharyngectomy for local control of T1-2 squamous cell carcinoma of the tonsillar fossa. A retrospective series of 111 T1 and 133 T2 (N0: 129; N1: 52; N2: 53; N3: 10). Induction chemotherapy and postoperative radiation therapy were used in 63.5% and 29.5% of cases, respectively. Actuarial analysis of local failure, impact of various variables upon local failure and consequences of local failure upon other oncological events and survival are documented. The 5-year actuarial local failure estimate was 10.4% and 14.2% for T1 and T2 tumors, respectively. The 5-year actuarial local failure estimate was significantly reduced when resection margins were safe or yielded dysplasia (P=0.008) and when induction chemotherapy achieved complete histologic regression (P=0.013). Salvage treatment achieved a 97.2% and 93.2% overall local control rate in T1 and T2 tumors, respectively. The 5-year actuarial nodal failure estimate was 35.1% in patients with local failure versus 10.8% without (P=0.0001). The 5-year actuarial metachronous second primary estimate was 7% in patients with local failure versus 33.2% without (P=0.016). The impact of local failure on survival (5-year actuarial survival estimate: 67.3% without and 46.4% with local failure) was not significant. In T1-2 squamous cell carcinoma of the tonsillar fossa, non-robotic transoral oropharyngectomy appeared to be highly effective in terms of local control. The high incidence of head and neck metachronous second primaries further advocates the use of this treatment option in order to reserve radiation therapy to such cases. Copyright © 2015 Elsevier Masson SAS. All rights reserved.

  18. 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

    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......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...

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

    Science.gov (United States)

    Ilie, Ioana M; Briels, Wim J; den Otter, Wouter K

    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.

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

    DEFF Research Database (Denmark)

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

    2012-01-01

    We present on-chip Brownian relaxation measurements on a logarithmic dilution series of 40 nm beads dispersed in water with bead concentrations between 16 mu g/ml and 4000 mu g/ml. The measurements are performed using a planar Hall effect bridge sensor at frequencies up to 1 MHz. No external fields...... are needed as the beads are magnetized by the field generated by the applied sensor bias current. We show that the Brownian relaxation frequency can be extracted from fitting the Cole-Cole model to measurements for bead concentrations of 64 mu g/ml or higher and that the measured dynamic magnetic response...

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

    International Nuclear Information System (INIS)

    McKane, Alan

    2003-01-01

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

  2. Non-intersecting Brownian motions leaving from and going to several points

    Science.gov (United States)

    Adler, Mark; van Moerbeke, Pierre; Vanderstichelen, Didier

    2012-03-01

    Consider n non-intersecting Brownian motions on R, depending on time t∈[0,1], with mi particles forced to leave from ai at time t=0, 1≤i≤q, and nj particles forced to end up at bj at time t=1, 1≤j≤p. For arbitrary p and q, it is not known if the distribution of the positions of the non-intersecting Brownian particles at a given time 0miracle! Unfortunately we were unable to find its explicit expression. The case p=q=2 will be discussed in the last section.

  3. Brownian agents and active particles collective dynamics in the natural and social sciences

    CERN Document Server

    Schweitzer, Frank

    2007-01-01

    ""This book lays out a vision for a coherent framework for understanding complex systems"" (from the foreword by J. Doyne Farmer). By developing the genuine idea of Brownian agents, the author combines concepts from informatics, such as multiagent systems, with approaches of statistical many-particle physics. This way, an efficient method for computer simulations of complex systems is developed which is also accessible to analytical investigations and quantitative predictions. The book demonstrates that Brownian agent models can be successfully applied in many different contexts, ranging from

  4. 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...

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

    KAUST Repository

    Singh, John P.

    2015-06-23

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

  6. Distinct domains within the NITROGEN LIMITATION ADAPTATION protein mediate its subcellular localization and function in the nitrate-dependent phosphate homeostasis pathway

    Science.gov (United States)

    The NITROGEN LIMITATION ADAPTATION (NLA) protein is a RING-type E3 ubiquitin ligase that plays an essential role in the regulation of nitrogen and phosphate homeostasis. NLA is localized to two distinct subcellular sites, the plasma membrane and nucleus, and contains four distinct domains: i) a RING...

  7. Low skeletal muscle mass is a predictive factor for chemotherapy dose-limiting toxicity in patients with locally advanced head and neck cancer

    NARCIS (Netherlands)

    Wendrich, Anne W; Swartz, Justin E; Bril, Sandra I; Wegner, Inge; de Graeff, Alexander; Smid, Ernst J; de Bree, Remco; Pothen, Ajit J

    OBJECTIVES: Low skeletal muscle mass (SMM) or sarcopenia is emerging as an adverse prognostic factor for chemotherapy dose-limiting toxicity (CLDT) and survival in cancer patients. Our aim was to determine the impact of low SMM on CDLT in patients with locally advanced head and neck squamous cell

  8. Solutions to Master equations of quantum Brownian motion in a general environment with external force

    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.

  9. Perturbation theory for fractional Brownian motion in presence of absorbing boundaries

    Science.gov (United States)

    Wiese, Kay Jörg; Majumdar, Satya N.; Rosso, Alberto

    2011-06-01

    Fractional Brownian motion is a Gaussian process x(t) with zero mean and two-time correlations =D(t12H+t22H-|t1-t2|2H), where H, with 0process. Here we study x(t) in presence of an absorbing boundary at the origin and focus on the probability density P+(x,t) for the process to arrive at x at time t, starting near the origin at time 0, given that it has never crossed the origin. It has a scaling form P+(x,t)~t-HR+(x/tH). Our objective is to compute the scaling function R+(y), which up to now was only known for the Markov case H=1/2. We develop a systematic perturbation theory around this limit, setting H=1/2+ɛ, to calculate the scaling function R+(y) to first order in ɛ. We find that R+(y) behaves as R+(y)~yϕ as y→0 (near the absorbing boundary), while R+(y)~yγexp(-y2/2) as y→∞, with ϕ=1-4ɛ+O(ɛ2) and γ=1-2ɛ+O(ɛ2). Our ɛ-expansion result confirms the scaling relation ϕ=(1-H)/H proposed in Zoia, Rosso, and Majumdar [Phys. Rev. Lett.PRLTAO0031-900710.1103/PhysRevLett.102.120602 102, 120602 (2009)]. We verify our findings via numerical simulations for H=2/3. The tools developed here are versatile, powerful, and adaptable to different situations.

  10. Numerically modeling Brownian thermal noise in amorphous and crystalline thin coatings

    Science.gov (United States)

    Lovelace, Geoffrey; Demos, Nicholas; Khan, Haroon

    2018-01-01

    Thermal noise is expected to be one of the noise sources limiting the astrophysical reach of Advanced LIGO (once commissioning is complete) and third-generation detectors. Adopting crystalline materials for thin, reflecting mirror coatings, rather than the amorphous coatings used in current-generation detectors, could potentially reduce thermal noise. Understanding and reducing thermal noise requires accurate theoretical models, but modeling thermal noise analytically is especially challenging with crystalline materials. Thermal noise models typically rely on the fluctuation-dissipation theorem, which relates the power spectral density of the thermal noise to an auxiliary elastic problem. In this paper, we present results from a new, open-source tool that numerically solves the auxiliary elastic problem to compute the Brownian thermal noise for both amorphous and crystalline coatings. We employ the open-source deal.ii and PETSc frameworks to solve the auxiliary elastic problem using a finite-element method, adaptive mesh refinement, and parallel processing that enables us to use high resolutions capable of resolving the thin reflective coating. We verify numerical convergence, and by running on up to hundreds of compute cores, we resolve the coating elastic energy in the auxiliary problem to approximately 0.1%. We compare with approximate analytic solutions for amorphous materials, and we verify that our solutions scale as expected with changing beam size, mirror dimensions, and coating thickness. Finally, we model the crystalline coating thermal noise in an experiment reported by Cole et al (2013 Nat. Photon. 7 644–50), comparing our results to a simpler numerical calculation that treats the coating as an ‘effectively amorphous’ material. We find that treating the coating as a cubic crystal instead of as an effectively amorphous material increases the thermal noise by about 3%. Our results are a step toward better understanding and reducing thermal noise to

  11. Power spectral density of a single Brownian trajectory: what one can and cannot learn from it

    Science.gov (United States)

    Krapf, Diego; Marinari, Enzo; Metzler, Ralf; Oshanin, Gleb; Xu, Xinran; Squarcini, Alessio

    2018-02-01

    The power spectral density (PSD) of any time-dependent stochastic process X t is a meaningful feature of its spectral content. In its text-book definition, the PSD is the Fourier transform of the covariance function of X t over an infinitely large observation time T, that is, it is defined as an ensemble-averaged property taken in the limit T\\to ∞ . A legitimate question is what information on the PSD can be reliably obtained from single-trajectory experiments, if one goes beyond the standard definition and analyzes the PSD of a single trajectory recorded for a finite observation time T. In quest for this answer, for a d-dimensional Brownian motion (BM) we calculate the probability density function of a single-trajectory PSD for arbitrary frequency f, finite observation time T and arbitrary number k of projections of the trajectory on different axes. We show analytically that the scaling exponent for the frequency-dependence of the PSD specific to an ensemble of BM trajectories can be already obtained from a single trajectory, while the numerical amplitude in the relation between the ensemble-averaged and single-trajectory PSDs is a fluctuating property which varies from realization to realization. The distribution of this amplitude is calculated exactly and is discussed in detail. Our results are confirmed by numerical simulations and single-particle tracking experiments, with remarkably good agreement. In addition we consider a truncated Wiener representation of BM, and the case of a discrete-time lattice random walk. We highlight some differences in the behavior of a single-trajectory PSD for BM and for the two latter situations. The framework developed herein will allow for meaningful physical analysis of experimental stochastic trajectories.

  12. Ultrathin limit and dead-layer effects in local polarization switching of BiFeO3

    NARCIS (Netherlands)

    Maksymovych, P.; Huijben, Mark; Pan, M.; Jesse, S.; Balke, N.; Chu, Y.H.; Chang, H.J.; Borisevich, A.Y.; Baddorf, A.P.; Rijnders, Augustinus J.H.M.; Blank, David H.A.; Ramesh, R.; Kalinin, S.V.

    2012-01-01

    Using piezoresponse force microscopy in an ultrahigh vacuum, polarization switching has been detected and quantified in epitaxial BiFeO3 films from 200 to about 4 unit cells thick. Local remnant piezoresponse was utilized to probe both ferroelectric properties and effects of imperfect electrical

  13. Soapstone as a locally used and limited sculptural material in remote area of Northern Moravia (Czech Republic)

    Czech Academy of Sciences Publication Activity Database

    Vavro, Martin; Gajda, J.; Přikryl, R.; Siegl, P.

    2015-01-01

    Roč. 73, č. 8 (2015), s. 4557-4571 ISSN 1866-6280 Institutional support: RVO:68145535 Keywords : soapstone * quarrying history * Northern Moravia * local use * properties Subject RIV: DB - Geology ; Mineralogy Impact factor: 1.765, year: 2014 http://link.springer.com/article/10.1007/s12665-014-3742-3

  14. UK Local Authority engagement with the Energy Service Company (ESCo) model: Key characteristics, benefits, limitations and considerations

    International Nuclear Information System (INIS)

    Hannon, Matthew J.; Bolton, Ronan

    2015-01-01

    This paper explores how some UK Local Authorities (LAs) have opted to engage with the Energy Service Company (ESCo) model in a bid to enhance their influence over local energy system change and help them to deliver on their political ‘public good’ objectives. Three common approaches to LA ESCo model engagement are outlined including the: (1) LA owned ‘arm's-length’ model; (2) private sector owned concession agreement model; and (3) community owned and run model. The LA's decision to establish its own ESCo, or alternatively enter into a partnership with another, predominantly depends on: its willingness to expose itself to risk, the level of strategic control it desires and the resources it has at its disposal. However, the business case is contingent on the extent to which the national policy and regulatory framework facilitates and obligates LAs to play an active energy governance role. Stronger alignment of local and national energy agendas through communication and coordination between different governance actors could help to remove critical barriers to LA ESCo engagement and their wider energy governance activities. - Highlights: • Some UK Local Authorities (LAs) have engaged with Energy Service Company (ESCo). • Driven by a desire to shape local energy system to deliver on their objectives. • LA may establish an ‘arm's length’ ESCo or partner with a private or community ESCo. • Trade-off between strategic control over energy system change and exposure to risk. • LA can bolster ESCo business case but ultimately depends on central government

  15. A new numerical method for investigation of thermophoresis and Brownian motion effects on MHD nanofluid flow and heat transfer between parallel plates partially filled with a porous medium

    Directory of Open Access Journals (Sweden)

    Habib-Olah Sayehvand

    Full Text Available Numerical investigation the problem of nanofluid heat and mass transfer in a channel partially filled with a porous medium in the presence of uniform magnetic field is carried out by a new computational iterative approach known as the spectral local linearization method (SLLM. The similarity solution is used to reduce the governing system of partial differential equations to a set of nonlinear ordinary differential equations which are then solved by SLLM and validity of our solutions is verified by the numerical results (fourth-order Runge-Kutta scheme with the shooting method. In modeling the flow in the channel, the effects of flow inertia, Brinkman friction, nanoparticles concentration and thickness of the porous region are taken into account. The results are obtained for velocity, temperature, concentration, skin friction, Nusselt number and Sherwood number. Also, effects of active parameters such as viscosity parameter, Hartmann number, Darcy number, Prandtl number, Schmidt number, Eckert number, Brownian motion parameter, thermophoresis parameter and the thickness of porous region on the hydrodynamics, heat and mass transfer behaviors are investigated. Keywords: Brownian, Nanofluid, Porous medium, Spectral local linearization method, Thermophoresis

  16. An Extreme-Value Analysis of the LIL for Brownian Motion

    OpenAIRE

    Khoshnevisan, Davar; Levin, David; Shi, Zhan

    2005-01-01

    We use excursion theory and the ergodic theorem to present an extreme-value analysis of the classical law of the iterated logarithm (LIL) for Brownian motion. A simplified version of our method also proves, in a paragraph, the classical theorem of Darling and Erdős (1956).

  17. Orbital diamagnetism of a charged Brownian particle undergoing birth-death process

    International Nuclear Information System (INIS)

    Jayannawar, A.M.; Kumar, N.

    1980-06-01

    We consider the magnetic response of a charged Brownian particle undergoing a stochastic birth-death process. The latter simulates the electron-hole pair production and recombination in semiconductors. We obtain non-zero, orbital diamagnetism which can be large without violating the Van Leeuwen theorem. (author)

  18. 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.

  19. On-chip measurement of the Brownian relaxation frequency of magnetic beads using magnetic tunneling junctions

    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...

  20. A modified Brownian force for ultrafine particle penetration through building crack modeling

    Science.gov (United States)

    Chen, Chen; Zhao, Bin

    2017-12-01

    Combustion processes related to industry, traffic, agriculture, and waste treatment and disposal increase the amount of outdoor ultrafine particles (UFPs), which have adverse effects on human health. Given that people spend the majority of their time indoors, it is critical to understand the penetration of outdoor UFPs through building cracks in order to estimate human exposure to outdoor-originated UFPs. Lagrangian tracking is an efficient approach for modeling particle penetration. However, the Brownian motion for Lagrangian tracking in ANSYS Fluent®, a widely used software for particle dispersion modeling, is not able to model UFP dispersion accurately. In this study, we modified the Brownian force by rewriting the Brownian diffusion coefficient and particle integration time step with a user-defined function in ANSYS Fluent® to model particle penetration through building cracks. The results obtained using the modified model agree much better with the experimental results, with the averaged relative error less than 14% for the smooth crack cases and 21% for the rough crack case. We expect the modified Brownian force model proposed herein to be applied for UFP dispersion modeling in more indoor air quality studies.

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

    NARCIS (Netherlands)

    Ilie, Ioana Mariuca; Briels, Willem J.; den Otter, Wouter K.

    2015-01-01

    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

  2. About the linear-quadratic regulator problem under a fractional Brownian perturbation and complete observation

    OpenAIRE

    Kleptsyna, Marina; Le Breton, Alain; Viot, Michel

    2002-01-01

    In this report we solve the basic fractional analogue of the classical linear-quadratic Gaussian regulator problem in continuous-time. For a completely observable controlled linear system driven by a fractional Brownian motion, we describe explicitely the optimal control policy which minimizes a quadratic performance criterion.

  3. A series expansion of fractional Brownian motion with Hurst index exceeding 1/2

    NARCIS (Netherlands)

    K.O. Dzhaparidze (Kacha); J.H. van Zanten (Harry)

    2002-01-01

    textabstractLet $B$ be a fractional Brownian motion with Hurst index $H ge 1/2$. Denote by $x_1 < x_2 < cdots$ the positive, real zeros of the Bessel function $J_{-H$ of the first kind of order $-H$, and by $y_1 < y_2 < cdots$ the positive zeros of $J_{1-H$. We prove the series representation

  4. 100 years of Einstein's Theory of Brownian Motion:from Pollen ...

    Indian Academy of Sciences (India)

    cial theory of relativity, (ii) photoelectric effect and (iii). Brownian motion [1]. These three papers not only rev- olutionized physics but also provided keys to open new frontiers in other branches of science and almost all areas of modern technology. In one of these three papers [2], enti tled "On the movement of small particles ...

  5. Brownian motion and parabolic Anderson model in a renormalized Poisson potential

    OpenAIRE

    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.

  6. Random walks, Brownian motion, and interacting particle systems: a festschrift in honor of Frank Spitzer

    National Research Council Canada - National Science Library

    Durrett, Richard; Kesten, Harry; Spitzer, Frank

    1991-01-01

    ..., made the transparency used in the printing process. STUDENTS OF FRANK SPITZERSTUDENTS OF FRANK SPITZER 1957 J. W. Lamperti, On the asymptotic behavior of recurrent and almostrecurrent events. 1964 W. W. Whitman, Some strong laws for random walks and Brownian motion. 1965 J. C. Mineka, The existence and uniqueness of positive solutions to the Wien...

  7. Noise-to-signal transition of a Brownian particle in the cubic potential: I. general theory

    Czech Academy of Sciences Publication Activity Database

    Filip, R.; Zemánek, Pavel

    2016-01-01

    Roč. 18, č. 6 (2016), 065401:1-8 ISSN 2040-8978 R&D Projects: GA ČR GB14-36681G Institutional support: RVO:68081731 Keywords : optically trapped particles * Brownian motion * optomechanics Subject RIV: BH - Optics, Masers, Lasers Impact factor: 1.741, year: 2016

  8. 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

    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...

  9. On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis

    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...

  10. On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis

    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...

  11. Weak convergence of the past and future of Brownian motion given ...

    Indian Academy of Sciences (India)

    Corresponding author. E-mail: kba@iastate.edu; kbathreya@gmail.com; ... of a pair of coupled processes Y + B1,Y + B2 where Y, B1,B2 are independent, Y is uniformly distributed on U and B1,B2 are standard d-dimensional Brownian motions.

  12. Optimality of an explicit series expansion of the fractional Brownian sheet

    NARCIS (Netherlands)

    K.O. Dzhaparidze (Kacha); J.H. van Zanten (Harry)

    2005-01-01

    htmlabstractWe show that an explicit series expansion of the fractional Brownian motion derived by Dzhaparidze and Van Zanten (Probab. Theory Related Fields 130 (1) (2004) 39) is rate-optimal in the sense that the expected uniform norm of the truncated series vanishes at the optimal rate as the

  13. Optimality of an explicit series expansion of the fractional Brownian sheet

    NARCIS (Netherlands)

    Dzhaparidze, K.; van Zanten, J.H.

    2005-01-01

    We show that an explicit series expansion of the fractional Brownian motion derived by Dzhaparidze and Van Zanten (Probab. Theory Related Fields 130 (1) (2004) 39) is rate-optimal in the sense that the expected uniform norm of the truncated series vanishes at the optimal rate as the truncation point

  14. Semilinear stochastic equations in a Hilbert space with a fractional Brownian motion

    Czech Academy of Sciences Publication Activity Database

    Duncan, T. E.; Maslowski, Bohdan; Pasik-Duncan, B.

    2009-01-01

    Roč. 40, č. 6 (2009), s. 2286-2315 ISSN 0036-1410 R&D Projects: GA ČR GA201/07/0237 Institutional research plan: CEZ:AV0Z10190503 Keywords : semilinear stochastic equations * fractional Brownian motion * stochastic partial differential equations * absolute continuity of measures Subject RIV: BA - General Mathematics Impact factor: 1.649, year: 2009

  15. Solutions of linear and semilinear distributed parameter equations with a fractional Brownian motion

    Czech Academy of Sciences Publication Activity Database

    Duncan, T. E.; Maslowski, Bohdan; Pasik-Duncan, B.

    2009-01-01

    Roč. 23, č. 2 (2009), s. 114-130 ISSN 0890-6327 R&D Projects: GA ČR GA201/07/0237 Institutional research plan: CEZ:AV0Z10190503 Keywords : distributed parameter equations * fractional Brownian motion * stochastic partial differential equations * solutions of stochastic equations Subject RIV: BA - General Mathematics Impact factor: 1.347, year: 2009

  16. Direct lymphography and lower mesentericography - possibilities and limits in determining the localization, stage and operability of rectal cancer

    International Nuclear Information System (INIS)

    Viyachki, I.; Todorova, L.

    1976-01-01

    The indications for direct lymphography and lower mesentericography in determining the localization, stage and operability of rectal cancer are discussed in detail. Direct lymphography was attempted in 23 and lower selective mesentericography in 12 patients with rectal cancer. Essential is only the positive result, although it indicates an advanced malignant process. Lower mesentericography, especially the selective one, furnishes valuable information on the localization and stage of rectal cancer, and hence on its operability. Major importance is attached to the combined use of the two methods. They may thus complement one another in the diagnosis of the early stages of rectal cancer and may be helpful in the search of early recurrences after radical treatment. (author)

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

    Energy Technology Data Exchange (ETDEWEB)

    Maldonado-Camargo, L. [Department of Chemical Engineering, University of Florida, Gainesville, FL 32611 (United States); Torres-Díaz, I. [J. Crayton Pruitt Family Department of Biomedical Engineering, University of Florida, Gainesville, FL 32611 (United States); Chiu-Lam, A. [Department of Chemical Engineering, University of Florida, Gainesville, FL 32611 (United States); Hernández, M. [J. Crayton Pruitt Family Department of Biomedical Engineering, University of Florida, Gainesville, FL 32611 (United States); Rinaldi, C., E-mail: carlos.rinaldi@bme.ufl.edu [Department of Chemical Engineering, University of Florida, Gainesville, FL 32611 (United States); J. Crayton Pruitt Family Department of Biomedical Engineering, University of Florida, Gainesville, FL 32611 (United States)

    2016-08-15

    We demonstrate how dynamic magnetic susceptibility measurements (DMS) can be used to estimate the relative contributions of Brownian and Néel relaxation to the dynamic magnetic response of a magnetic fluid, a suspension of magnetic nanoparticles. The method applies to suspensions with particles that respond through Brownian or Néel relaxation and for which the characteristic Brownian and Néel relaxation times are widely separated. First, we illustrate this using magnetic fluids consisting of mixtures of particles that relax solely by the Brownian or Néel mechanisms. Then, it is shown how the same approach can be applied to estimate the relative contributions of Brownian and Néel relaxation in a suspension consisting of particles obtained from a single synthesis and whose size distribution straddles the transition from Néel to Brownian relaxation. - Highlights: • Method to estimate the contributions of the relaxation mechanism to the magnetic response. • Method applies to cases where the Brownian and Néel peaks do not overlap. • The method applies for ferrofluids prepared with as–synthesized particles.

  18. Nonlinear-drifted Brownian motion with multiple hidden states for remaining useful life prediction of rechargeable batteries

    Science.gov (United States)

    Wang, Dong; Zhao, Yang; Yang, Fangfang; Tsui, Kwok-Leung

    2017-09-01

    Brownian motion with adaptive drift has attracted much attention in prognostics because its first hitting time is highly relevant to remaining useful life prediction and it follows the inverse Gaussian distribution. Besides linear degradation modeling, nonlinear-drifted Brownian motion has been developed to model nonlinear degradation. Moreover, the first hitting time distribution of the nonlinear-drifted Brownian motion has been approximated by time-space transformation. In the previous studies, the drift coefficient is the only hidden state used in state space modeling of the nonlinear-drifted Brownian motion. Besides the drift coefficient, parameters of a nonlinear function used in the nonlinear-drifted Brownian motion should be treated as additional hidden states of state space modeling to make the nonlinear-drifted Brownian motion more flexible. In this paper, a prognostic method based on nonlinear-drifted Brownian motion with multiple hidden states is proposed and then it is applied to predict remaining useful life of rechargeable batteries. 26 sets of rechargeable battery degradation samples are analyzed to validate the effectiveness of the proposed prognostic method. Moreover, some comparisons with a standard particle filter based prognostic method, a spherical cubature particle filter based prognostic method and two classic Bayesian prognostic methods are conducted to highlight the superiority of the proposed prognostic method. Results show that the proposed prognostic method has lower average prediction errors than the particle filter based prognostic methods and the classic Bayesian prognostic methods for battery remaining useful life prediction.

  19. The Ultrathin Limit and Dead-layer Effects in Local Polarization Switching of BiFeO3

    Energy Technology Data Exchange (ETDEWEB)

    Maksymovych, Petro [ORNL; Huijben, Mark [University of Twente, Netherlands; Pan, Minghu [ORNL; Jesse, Stephen [ORNL; Balke, Nina [ORNL; Chang, Hye Jung [ORNL; Borisevich, Albina Y [ORNL; Baddorf, Arthur P [ORNL; Rijnders, Guus [MESA+ University of Twente, Enschede, Netherlands; Blank, Dave H. A. [University of Twente, Netherlands; Ramesh, R. [University of California, Berkeley; Kalinin, Sergei V [ORNL

    2012-01-01

    Using piezoresponse force microscopy in ultra-high vacuum, polarization switching has been detected and quantified in epitaxial BiFeO3 films from 200 down to ~ 4 unit cells. Local remnant piezoresponse was used to infer the applied electric field inside the ferroelectric volume, and account for the elusive effect of dead-layers in ultrathin films. The dead-layer manifested itself in the slower than anticipated decrease of the switching bias with film thickness, yielding apparent Kay-Dunn scaling of the switching field, while the statistical analysis of hysteresis loops revealed lateral variation of the dead-layer with sub-10 nm resolution.

  20. 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.

  1. Desenvolvimento Local Endógeno. Interrogando Seus Limites e Possibilidades à Luz da Pedagogia do Oprimido

    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.

  2. A general correlation inequality and the Almost Sure Local Limit Theorem for random sequences in the domain of attraction of a stable law

    OpenAIRE

    Giuliano, Rita; Szewczak, Zbigniew S.

    2013-01-01

    In the present paper we obtain a new correlation inequality and use it for the purpose of extending the theory of the Almost Sure Local Limit Theorem to the case of lattice random sequences in the domain of attraction of a stable law. In particular, we prove ASLLT in the case of the normal domain of attraction of $\\alpha$--stable law, $\\alpha\\in(1,2)$.

  3. Moderate hypofractionated image-guided thoracic radiotherapy for locally advanced node-positive non-small cell lung cancer patients with very limited lung function: a case report

    Energy Technology Data Exchange (ETDEWEB)

    Manapov, Farkhad; Roengvoraphoj, Olarn; Li, Ming Lun; Eze, Chukwuka [Dept. of Radiation Oncology, Ludwig-Maximilian University of Munich, Munich (Germany)

    2017-06-15

    Patients with locally advanced lung cancer and very limited pulmonary function (forced expiratory volume in 1 second [FEV1] ≤ 1 L) have dismal prognosis and undergo palliative treatment or best supportive care. We describe two cases of locally advanced node-positive non-small cell lung cancer (NSCLC) patients with very limited lung function treated with induction chemotherapy and moderate hypofractionated image-guided radiotherapy (Hypo-IGRT). Hypo-IGRT was delivered to a total dose of 45 Gy to the primary tumor and involved lymph nodes. Planning was based on positron emission tomography-computed tomography (PET/ CT) and four-dimensional computed tomography (4D-CT). Internal target volume (ITV) was defined as the overlap of gross tumor volume delineated on 10 phases of 4D-CT. ITV to planning target volume margin was 5 mm in all directions. Both patients showed good clinical and radiological response. No relevant toxicity was documented. Hypo-IGRT is feasible treatment option in locally advanced node-positive NSCLC patients with very limited lung function (FEV1 ≤ 1 L)

  4. Analytical Solutions for Multi-Time Scale Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion and Their Applications

    Directory of Open Access Journals (Sweden)

    Xiao-Li Ding

    2018-01-01

    Full Text Available In this paper, we investigate analytical solutions of multi-time scale fractional stochastic differential equations driven by fractional Brownian motions. We firstly decompose homogeneous multi-time scale fractional stochastic differential equations driven by fractional Brownian motions into independent differential subequations, and give their analytical solutions. Then, we use the variation of constant parameters to obtain the solutions of nonhomogeneous multi-time scale fractional stochastic differential equations driven by fractional Brownian motions. Finally, we give three examples to demonstrate the applicability of our obtained results.

  5. Continuity of Local Time: An applied perspective

    OpenAIRE

    Ramirez, Jorge M.; Waymire, Edward C.; Thomann, Enrique A.

    2015-01-01

    Continuity of local time for Brownian motion ranks among the most notable mathematical results in the theory of stochastic processes. This article addresses its implications from the point of view of applications. In particular an extension of previous results on an explicit role of continuity of (natural) local time is obtained for applications to recent classes of problems in physics, biology and finance involving discontinuities in a dispersion coefficient. The main theorem and its corolla...

  6. Possibilities and limitations of the demonstrations against sliding export taxes. Interpretations of the "conflicto del campo" from a local reality

    Directory of Open Access Journals (Sweden)

    Mauricio Moltó

    2013-06-01

    Full Text Available The expression "conflicto del campo" refers to a complex set of events that involved many people during the first half of 2008. Its background was the sanction of sliding taxes on soy exports. An essential part of this phenomenon was the high number of people who organized the roadblocks and campings outside many cities and towns all across the country. These groups of people were the ones who made possible the demonstrations, gave strength and carried out the negociations for the agricultural corporations involved. For this reason, it is considered necessary to analyse the factors that made possible the emergence of this small but numerous sources of protest. In order to do that, the influence of the immediate environment of the rural farmers on the dynamics of the protest on a local level in a specific scenario will be analyzed, taking into account the different perspectives of those who, whether voluntarily or not, were involved in these events.

  7. IgE antibodies, FcεRIα, and IgE-mediated local anaphylaxis can limit snake venom toxicity.

    Science.gov (United States)

    Starkl, Philipp; Marichal, Thomas; Gaudenzio, Nicolas; Reber, Laurent Lionel; Sibilano, Riccardo; Tsai, Mindy; Galli, Stephen Joseph

    2016-01-01

    Type 2 cytokine-related immune responses associated with development of antigen-specific IgE antibodies can contribute to pathology in patients with allergic diseases and to fatal anaphylaxis. However, recent findings in mice indicate that IgE also can enhance defense against honeybee venom. We tested whether IgE antibodies, IgE-dependent effector mechanisms, and a local anaphylactic reaction to an unrelated antigen can enhance defense against Russell viper venom (RVV) and determined whether such responses can be influenced by immunization protocol or mouse strain. We compared the resistance of RVV-immunized wild-type, IgE-deficient, and Fcer1a-deficient mice after injection of a potentially lethal dose of RVV. A single prior exposure to RVV enhanced the ability of wild-type mice, but not mice lacking IgE or functional FcεRI, to survive challenge with a potentially lethal amount of RVV. Moreover, IgE-dependent local passive cutaneous anaphylaxis in response to challenge with an antigen not naturally present in RVV significantly enhanced resistance to the venom. Finally, we observed different effects on resistance to RVV or honeybee venom in BALB/c versus C57BL/6 mice that had received a second exposure to that venom before challenge with a high dose of that venom. These observations illustrate the potential benefit of IgE-dependent effector mechanisms in acquired host defense against venoms. The extent to which type 2 immune responses against venoms can decrease pathology associated with envenomation seems to be influenced by the type of venom, the frequency of venom exposure, and the genetic background of the host. Copyright © 2015 American Academy of Allergy, Asthma & Immunology. Published by Elsevier Inc. All rights reserved.

  8. Limited survey for the presence of aflatoxins in foods from local markets and supermarkets in Valencia, Spain.

    Science.gov (United States)

    Blesa, J; Soriano, J M; Moltó, J C; Mañes, J

    2004-02-01

    Aflatoxin B1 (AFB1), B2 (AFB2), G1 (AFG1) and G2 (AFG2) were extracted by matrix solid-phase dispersion with C18 silica and acetonitrile as the eluting solvent, analysed by liquid chromatography with fluorescence detection and confirmed by liquid chromatography with mass spectrometry using an electrospray interface in 58 samples grouped as cereals, dried fruits, herbs and spices, pulses, snacks, and nuts and nut products collected from local markets and supermarkets in Valencia, Spain. All samples analysed by the proposed method were previously studied with an enzyme-linked immunosorbent assay as a screening protocol for the fast detection of mycotoxins. The samples containing residues (3/58) were hazelnut (0.42 and 0.52 microg kg(-1) for AFB1 and AFG1, respectively), nut cocktail (0.29 and 0.47 microg kg(-1) for AFB1 and AFG1, respectively) and pinhol (0.30 microg kg(-1) for AFG1). Such values were below the legislated maximum residue levels for the European Union.

  9. Sea lamprey carcasses exert local and variable food web effects in a nutrient-limited Atlantic coastal stream

    Science.gov (United States)

    Weaver, Daniel M.; Coghlan, Stephen M.; Zydlewski, Joseph D.

    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.

  10. Average velocity and effective diffusion of a Brownian particle driven by a constant force over a static periodic potential

    OpenAIRE

    Wang, Hongyun

    2006-01-01

    In this manuscript, we consider the case where a Brownian particle is subject to a static periodic potential and is driven by a constant force. We derive analytic formulas for the average velocity and the effective diffusion.

  11. The role of Imperial Oil Limited in the global priorities and local initiatives of Exxon Corporation R and D

    International Nuclear Information System (INIS)

    Seguin-Dulude, L.; Desranleau, C.; Fortier, Y.

    1997-01-01

    Research and development expenditures by Exxon Corporation, one of the major multi-national oil companies, was studied in an effort to demonstrate the manner in which research and development is planned, managed and financed on a global scale, and to discern the role played in the worldwide network of Exxon Corporation laboratories by Exxon's main Canadian affiliate, Imperial Oil Limited of Sarnia. The findings are based upon close examination of all public documents regarding Exxon and its affiliates since 1882 to 1975, and interviews with research personnel. It was described how in the 1920s, the Sarnia research centre of Imperial Oil began to develop its expertise in lubricant research, earning a world research mandate in 1967 with exclusive rights in this area for the entire Exxon Corporation. It is evident that by being able to concentrate in areas that took advantage of their technological competence and expertise while, on the other hand, ensuring that the processes and products generated by the whole network of laboratories were available and adapted to the Canadian context, the commercial impact of Imperial's research and development efforts have been greatly enhanced by its affiliation with the large multinational company. 27 refs

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

    International Nuclear Information System (INIS)

    Yannouleas, C.

    1984-05-01

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

  13. Relativistic Brownian motion: from a microscopic binary collision model to the Langevin equation.

    Science.gov (United States)

    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.

  14. Brownian motion in wedges, last passage time and the second arc-sine law

    International Nuclear Information System (INIS)

    Comtet, Alain; Desbois, Jean

    2003-01-01

    We consider a planar Brownian motion starting from O at time t = 0 and stopped at t = 1 and a set F = OI i ; i = 1, 2, ..., n of n semi-infinite straight lines emanating from O. Denoting by g the last time when F is reached by the Brownian motion, we compute the probability law of g. In particular, we show that, for a symmetric F and even n values, this law can be expressed as a sum of arcsin or (arcsin) 2 functions. The original result of Levy is recovered as the special case n = 2. A relation with the problem of reaction-diffusion of a set of three particles in one dimension is discussed. (letter to the editor)

  15. From global to local statistical shape priors novel methods to obtain accurate reconstruction results with a limited amount of training shapes

    CERN Document Server

    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.

  16. Probability laws related to the Jacobi theta and Riemann zeta function and Brownian excursions

    OpenAIRE

    Biane, P.; Pitman, J.; Yor, M.

    1999-01-01

    This paper reviews known results which connect Riemann's integral representations of his zeta function, involving Jacobi's theta function and its derivatives, to some particular probability laws governing sums of independent exponential variables. These laws are related to one-dimensional Brownian motion and to higher dimensional Bessel processes. We present some characterizations of these probability laws, and some approximations of Riemann's zeta function which are related to these laws.

  17. Level-statistics in Disordered Systems: A single parametric scaling and Connection to Brownian Ensembles

    OpenAIRE

    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...

  18. Hilbert-Space-Valued Super-Brownian Motion and Related Evolution Equations

    International Nuclear Information System (INIS)

    Kallianpur, G.; Sundar, P.

    2000-01-01

    A stochastic partial differential equation in which the square root of the solution appears as the diffusion coefficient is studied as a particular case of stochastic evolution equations. Weak existence of a solution is proved by the Euler approximation scheme. The super-Brownian motion on [0, 1] is also studied as a Hilbert-space-valued equation. In this set up, weak existence, pathwise uniqueness, and positivity of solutions are obtained in any dimension d

  19. Random Dynamical Systems and Stationary Solutions of Differential Equations Driven by the Fractional Brownian Motion

    Czech Academy of Sciences Publication Activity Database

    Maslowski, Bohdan; Schmalfuss, B.

    2004-01-01

    Roč. 22, č. 6 (2004), s. 1577-1607 ISSN 0736-2994 R&D Projects: GA ČR GA201/01/1197 Institutional research plan: CEZ:AV0Z1019905 Keywords : fractional Brownian motion * random dynamical systems * stationary solutions Subject RIV: BA - General Mathematics Impact factor: 0.290, year: 2004 http://www.tandfonline.com/doi/full/10.1081/ SAP -200029498

  20. GaAs-Based Nanowire Devices with Multiple Asymmetric Gates for Electrical Brownian Ratchets

    OpenAIRE

    Tanaka, Takayuki; Nakano, Yuki; Kasai, Seiya

    2013-01-01

    GaAs-based nanowire devices having multiple asymmetric gates for electrical Brownian ratchets were fabricated and characterized. From three-dimensional potential simulation results and current–voltage characteristics, we confirmed the formation of the asymmetric potential in our device design. Direct current was generated at room temperature by repeatedly switching the potential in a multiple-asymmetric-gate device on and off. Such current was not observed in either a single-asymmetric-gate d...

  1. Separation of superparamagnetic particles through ratcheted Brownian motion and periodically switching magnetic fields

    Science.gov (United States)

    Liu, Fan; Jiang, Li; Tan, Huei Ming; Yadav, Ashutosh; Biswas, Preetika; van der Maarel, Johan R. C.; Nijhuis, Christian A.; van Kan, Jeroen A.

    2016-01-01

    Brownian ratchet based particle separation systems for application in lab on chip devices have drawn interest and are subject to ongoing theoretical and experimental investigations. We demonstrate a compact microfluidic particle separation chip, which implements an extended on-off Brownian ratchet scheme that actively separates and sorts particles using periodically switching magnetic fields, asymmetric sawtooth channel sidewalls, and Brownian motion. The microfluidic chip was made with Polydimethylsiloxane (PDMS) soft lithography of SU-8 molds, which in turn was fabricated using Proton Beam Writing. After bonding of the PDMS chip to a glass substrate through surface activation by oxygen plasma treatment, embedded electromagnets were cofabricated by the injection of InSn metal into electrode channels. This fabrication process enables rapid production of high resolution and high aspect ratio features, which results in parallel electrodes accurately aligned with respect to the separation channel. The PDMS devices were tested with mixtures of 1.51 μm, 2.47 μm, and 2.60 μm superparamagnetic particles suspended in water. Experimental results show that the current device design has potential for separating particles with a size difference around 130 nm. Based on the promising results, we will be working towards extending this design for the separation of cells or biomolecules. PMID:27917252

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

    Directory of Open Access Journals (Sweden)

    Björn Böttcher

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

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

    Science.gov (United States)

    Kranstauber, Bart; Safi, Kamran; Bartumeus, Frederic

    2014-01-01

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

  4. Dual-frequency magnetic particle imaging of the Brownian particle contribution

    Energy Technology Data Exchange (ETDEWEB)

    Viereck, Thilo, E-mail: t.viereck@tu-bs.de; Kuhlmann, Christian; Draack, Sebastian; Schilling, Meinhard; Ludwig, Frank

    2017-04-01

    Magnetic particle imaging (MPI) is an emerging medical imaging modality based on the non-linear response of magnetic nanoparticles to an exciting magnetic field. MPI has been recognized as a fast imaging technique with high spatial resolution in the mm range. For some applications of MPI, especially in the field of functional imaging, the determination of the particle mobility (Brownian rotation) is of great interest, as it enables binding detection in MPI. It also enables quantitative imaging in the presence of Brownian-dominated particles, which is otherwise implausible. Discrimination of different particle responses in MPI is possible via the joint reconstruction approach. In this contribution, we propose a dual-frequency acquisition scheme to enhance sensitivity and contrast in the detection of different particle mobilities compared to a standard single-frequency MPI protocol. The method takes advantage of the fact, that the magnetization response of the tracer is strongly frequency-dependent, i.e. for low excitation frequencies a stronger Brownian contribution is observed.

  5. Anomalous diffusion and multifractional Brownian motion: simulating molecular crowding and physical obstacles in systems biology.

    Science.gov (United States)

    Marquez-Lago, T T; Leier, A; Burrage, K

    2012-08-01

    There have been many recent studies from both experimental and simulation perspectives in order to understand the effects of spatial crowding in molecular biology. These effects manifest themselves in protein organisation on the plasma membrane, on chemical signalling within the cell and in gene regulation. Simulations are usually done with lattice- or meshless-based random walks but insights can also be gained through the computation of the underlying probability density functions of these stochastic processes. Until recently much of the focus had been on continuous time random walks, but some very recent work has suggested that fractional Brownian motion may be a good descriptor of spatial crowding effects in some cases. The study compares both fractional Brownian motion and continuous time random walks and highlights how well they can represent different types of spatial crowding and physical obstacles. Simulated spatial data, mimicking experimental data, was first generated by using the package Smoldyn. We then attempted to characterise this data through continuous time anomalously diffusing random walks and multifractional Brownian motion (MFBM) by obtaining MFBM paths that match the statistical properties of our sample data. Although diffusion around immovable obstacles can be reasonably characterised by a single Hurst exponent, we find that diffusion in a crowded environment seems to exhibit multifractional properties in the form of a different short- and long-time behaviour.

  6. Two-dimensional nature of the active Brownian motion of catalytic microswimmers at solid and liquid interfaces

    International Nuclear Information System (INIS)

    Dietrich, Kilian; Renggli, Damian; Zanini, Michele; Buttinoni, Ivo; Isa, Lucio; Volpe, Giovanni

    2017-01-01

    Colloidal particles equipped with platinum patches can establish chemical gradients in H 2 O 2 -enriched solutions and undergo self-propulsion due to local diffusiophoretic migration. In bulk (3D), this class of active particles swim in the direction of the surface heterogeneities introduced by the patches and consequently reorient with the characteristic rotational diffusion time of the colloids. In this article, we present experimental and numerical evidence that planar 2D confinements defy this simple picture. Instead, the motion of active particles both on solid substrates and at flat liquid–liquid interfaces is captured by a 2D active Brownian motion model, in which rotational and translational motion are constrained in the xy -plane. This leads to an active motion that does not follow the direction of the surface heterogeneities and to timescales of reorientation that do not match the free rotational diffusion times. Furthermore, 2D-confinement at fluid–fluid interfaces gives rise to a unique distribution of swimming velocities: the patchy colloids uptake two main orientations leading to two particle populations with velocities that differ up to one order of magnitude. Our results shed new light on the behavior of active colloids in 2D, which is of interest for modeling and applications where confinements are present. (paper)

  7. Framing the features of Brownian motion and thermophoresis on radiative nanofluid flow past a rotating stretching sheet with magnetohydrodynamics

    Directory of Open Access Journals (Sweden)

    F. Mabood

    Full Text Available This article addresses the combined effects of chemical reaction and viscous dissipation on MHD radiative heat and mass transfer of nanofluid flow over a rotating stretching surface. The model used for the nanofluid incorporates the effects of the Brownian motion and thermophoresis in the presence of heat source. Similarity transformation variables have been used to model the governing equations of momentum, energy, and nanoparticles concentration. Runge-Kutta-Fehlberg method with shooting technique is applied to solve the resulting coupled ordinary differential equations. Physical features for all pertinent parameters on the dimensionless velocity, temperature, skin friction coefficient, and heat and mass transfer rates are analyzed graphically. The numerical comparison has also presented for skin friction coefficient and local Nusselt number as a special case for our study. It is noted that fluid velocity enhances when rotational parameter is increased. Surface heat transfer rate enhances for larger values of Prandtl number and heat source parameter while mass transfer rate increases for larger values of chemical reaction parameter. Keywords: Nanofluid, MHD, Chemical reaction, Rotating stretching sheet, Radiation

  8. Two-dimensional nature of the active Brownian motion of catalytic microswimmers at solid and liquid interfaces

    Science.gov (United States)

    Dietrich, Kilian; Renggli, Damian; Zanini, Michele; Volpe, Giovanni; Buttinoni, Ivo; Isa, Lucio

    2017-06-01

    Colloidal particles equipped with platinum patches can establish chemical gradients in H2O2-enriched solutions and undergo self-propulsion due to local diffusiophoretic migration. In bulk (3D), this class of active particles swim in the direction of the surface heterogeneities introduced by the patches and consequently reorient with the characteristic rotational diffusion time of the colloids. In this article, we present experimental and numerical evidence that planar 2D confinements defy this simple picture. Instead, the motion of active particles both on solid substrates and at flat liquid-liquid interfaces is captured by a 2D active Brownian motion model, in which rotational and translational motion are constrained in the xy-plane. This leads to an active motion that does not follow the direction of the surface heterogeneities and to timescales of reorientation that do not match the free rotational diffusion times. Furthermore, 2D-confinement at fluid-fluid interfaces gives rise to a unique distribution of swimming velocities: the patchy colloids uptake two main orientations leading to two particle populations with velocities that differ up to one order of magnitude. Our results shed new light on the behavior of active colloids in 2D, which is of interest for modeling and applications where confinements are present.

  9. Dependence of Brownian and Néel relaxation times on magnetic field strength

    International Nuclear Information System (INIS)

    Deissler, Robert J.; Wu, Yong; Martens, Michael A.

    2014-01-01

    Purpose: In magnetic particle imaging (MPI) and magnetic particle spectroscopy (MPS) the relaxation time of the magnetization in response to externally applied magnetic fields is determined by the Brownian and Néel relaxation mechanisms. Here the authors investigate the dependence of the relaxation times on the magnetic field strength and the implications for MPI and MPS. Methods: The Fokker–Planck equation with Brownian relaxation and the Fokker–Planck equation with Néel relaxation are solved numerically for a time-varying externally applied magnetic field, including a step-function, a sinusoidally varying, and a linearly ramped magnetic field. For magnetic fields that are applied as a step function, an eigenvalue approach is used to directly calculate both the Brownian and Néel relaxation times for a range of magnetic field strengths. For Néel relaxation, the eigenvalue calculations are compared to Brown's high-barrier approximation formula. Results: The relaxation times due to the Brownian or Néel mechanisms depend on the magnitude of the applied magnetic field. In particular, the Néel relaxation time is sensitive to the magnetic field strength, and varies by many orders of magnitude for nanoparticle properties and magnetic field strengths relevant for MPI and MPS. Therefore, the well-known zero-field relaxation times underestimate the actual relaxation times and, in particular, can underestimate the Néel relaxation time by many orders of magnitude. When only Néel relaxation is present—if the particles are embedded in a solid for instance—the authors found that there can be a strong magnetization response to a sinusoidal driving field, even if the period is much less than the zero-field relaxation time. For a ferrofluid in which both Brownian and Néel relaxation are present, only one relaxation mechanism may dominate depending on the magnetic field strength, the driving frequency (or ramp time), and the phase of the magnetization relative to the

  10. On existence and approximate solutions for stochastic differential equations in the framework of G-Brownian motion

    Science.gov (United States)

    Ullah, Rahman; Faizullah, Faiz

    2017-10-01

    This investigation aims at studying a Euler-Maruyama (EM) approximate solutions scheme for stochastic differential equations (SDEs) in the framework of G-Brownian motion. Subject to the growth condition, it is shown that the EM solutions Z^q(t) are bounded, in particular, Z^q(t)\\in M_G^2([t_0,T];R^n) . Letting Z( t) as a unique solution to SDEs in the G-framework and utilizing the growth and Lipschitz conditions, the convergence of Z^q(t) to Z( t) is revealed. The Burkholder-Davis-Gundy (BDG) inequalities, Hölder's inequality, Gronwall's inequality and Doobs martingale's inequality are used to derive the results. In addition, without assuming a solution of the stated SDE, we have shown that the Euler-Maruyama approximation sequence {Z^q(t)} is Cauchy in M_G^2([t_0,T];R^n) thus converges to a limit which is a unique solution to SDE in the G-framework.

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

    Science.gov (United States)

    Antonopoulos, Markos; Stamatakos, Georgios

    2015-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

    Yeh, Leehwa [Univ. of California, Berkeley, CA (United States). Dept. of Physics

    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.

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

    International Nuclear Information System (INIS)

    Yeh, L.

    1993-01-01

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

  14. Recovery of mechanical pressure in a gas of underdamped active dumbbells with Brownian noise

    Science.gov (United States)

    Joyeux, Marc

    2017-05-01

    In contrast with a gas at thermodynamic equilibrium, the mean force exerted on a wall by a gas of active particles usually depends on the confining potential, thereby preventing a proper definition of mechanical pressure. In this paper, we investigate numerically the properties of a gas of underdamped self-propelled dumbbells subject to Brownian noise of increasing intensity, in order to understand how the notion of pressure is recovered as noise progressively masks the effects of self-propulsion and the system approaches thermodynamic equilibrium. The simulations performed for a mobile asymmetric wall separating two chambers containing an equal number of active dumbbells highlight some subtle and unexpected properties of the system. First, Brownian noise of moderate intensity is sufficient to let mean forces equilibrate for small values of the damping coefficient, while much stronger noise is required for larger values of the damping coefficient. Moreover, the displacement of the mean position of the wall upon increase of the intensity of the noise is not necessarily monotonous and may instead display changes of direction. Both facts actually reflect the existence of several mechanisms leading to the rupture of force balance, which tend to displace the mean position of the wall towards different directions and display different robustness against an increase of the intensity of Brownian noise. This work therefore provides a clear illustration of the fact that driving an autonomous system towards (or away from) thermodynamic equilibrium may not be a straightforward process, but may instead proceed through the variations of the relative weights of several conflicting mechanisms.

  15. Binary data corruption due to a Brownian agent; 2, two dimensions, competing agents, and generalized couplings

    CERN Document Server

    Triampo, W; Triampo, Wannapong

    1999-01-01

    This work is a continuation of our previous investigation of binary data corruption due to a Brownian agent [T. J. Newman and W. Triampo, preprint cond-mat/9811237]. 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.

  16. 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. 

  17. Noise and driving induced Brownian heat current in the Frenkel-Kontorova lattices

    Science.gov (United States)

    Chen, Chongyang; Chen, Ruyin; Nie, Linru; Wang, Chaojie; Jia, Youjian

    2018-02-01

    We investigate Brownian heat current induced by noise and driving in the heat conduction of Frenkel-Kontorova (FK) lattices, whose two ends contact respectively with two baths with temporally. Our numerical results indicate that thermal current of the system versus environmental reference temperature exhibits two peaks in symmetric cases, i.e., thermal SR. In asymmetric cases, the phenomenon also takes place, depending on on-site potentials of the atoms exerted on by the periodic signal, but disappears for harmonic lattices. Moreover, its intrinsic physical mechanism is analyzed in detail. The above results play important roles in controlling thermal current of nonlinear lattices.

  18. RECTILINEAR AND BROWNIAN MOTION FROM A RANDOM POINT IN A CONVEX REGION

    Directory of Open Access Journals (Sweden)

    Peter Ehlers

    2011-05-01

    Full Text Available A particle is projected from a point P in a subset E of a convex region H to a point Q in a uniformly random direction. The probability that Q lies in the interior of H at time t is obtained for two types of motion of the particle, rectilinear (i.e. straight-line and Brownian. In the case of rectilinear motion, the first passage time through the boundary of H is considered. Results are obtained in terms of the generalized overlap function for embedded bodies.

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

    Directory of Open Access Journals (Sweden)

    He Qing

    2016-01-01

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

  20. Geometric Brownian Motion, Option Pricing, and Simulation: Some Spreadsheet-Based Exercises in Financial Modeling

    Directory of Open Access Journals (Sweden)

    Kevin D. Brewer

    2012-11-01

    Full Text Available This paper presents some Excel-based simulation exercises that are suitable for use in financial modeling courses. Such exercises are based on a stochastic process of stock price movements, called geometric Brownian motion, that underlies the derivation of the Black-Scholes option pricing model. Guidance is provided in assigning appropriate values of the drift parameter in the stochastic process for such exercises. Some further simulation exercises are also suggested. As the analytical underpinning of the materials involved is provided, this paper is expected to be of interest also to instructors and students of investment courses.

  1. GaAs-Based Nanowire Devices with Multiple Asymmetric Gates for Electrical Brownian Ratchets

    Science.gov (United States)

    Tanaka, Takayuki; Nakano, Yuki; Kasai, Seiya

    2013-06-01

    GaAs-based nanowire devices having multiple asymmetric gates for electrical Brownian ratchets were fabricated and characterized. From three-dimensional potential simulation results and current-voltage characteristics, we confirmed the formation of the asymmetric potential in our device design. Direct current was generated at room temperature by repeatedly switching the potential in a multiple-asymmetric-gate device on and off. Such current was not observed in either a single-asymmetric-gate device or a multiple-symmetric-gate device. The current direction and input frequency dependences of the net current indicated that the observed current was generated by the flashing-ratchet mechanism.

  2. Rheology of wormlike micellar fluids from Brownian and molecular dynamics simulations

    International Nuclear Information System (INIS)

    Padding, J T; Boek, E S; Briels, W J

    2005-01-01

    There is a great need for understanding the link between the detailed chemistry of surfactants, forming wormlike micelles, and their macroscopic rheological properties. In this paper we show how this link may be explored through particle simulations. First we review an existing bead-spring model. We find that shear flow enhances the formation of rings at the expense of linear chains. The shear viscosity of this model is dominated by solvent contributions, however, and the link with the chemistry of the surfactants is missing. We introduce a more realistic Brownian dynamics model, the parameters of which are measured from atomistic molecular dynamics simulations

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

    Science.gov (United States)

    Tyagi, Neha; Cherayil, Binny J.

    2018-03-01

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

  4. Upside/Downside statistical mechanics of nonequilibrium Brownian motion. I. Distributions, moments, and correlation functions of a free particle

    Science.gov (United States)

    Craven, Galen T.; Nitzan, Abraham

    2018-01-01

    Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level are derived. This selective analysis is applied to examine transport properties of a nonequilibrium Brownian process that is coupled to multiple thermal sources characterized by different temperatures. Distributions, moments, and correlation functions of a free particle that occur during upside and downside events are investigated for energy activation and energy relaxation processes and also for positive and negative energy fluctuations from the average energy. The presented results are sufficiently general and can be applied without modification to the standard Brownian motion. This article focuses on the mathematical basis of this selective analysis. In subsequent articles in this series, we apply this general formalism to processes in which heat transfer between thermal reservoirs is mediated by activated rate processes that take place in a system bridging them.

  5. Chip-Based Measurements of Brownian Relaxation of Magnetic Beads Using a Planar Hall Effect Magnetic Field Sensor

    DEFF Research Database (Denmark)

    Østerberg, Frederik Westergaard; Dalslet, Bjarke Thomas; Snakenborg, Detlef

    2010-01-01

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

  6. Brownian motion, old and new, and Irwin's role in my academic life

    Science.gov (United States)

    Lindenberg, Katja

    2015-03-01

    Irwin Oppenheim's early work on Langevin equations, master equations, and Brownian motion was one of the earliest and strongest reasons for my change of direction from my PhD work in condensed matter theory to my later and lifelong interest in Brownian motion and, more broadly, statistical mechanics. I will talk about some of my most recent work on subdiffusion, a form of anomalous diffusion that describes random motions in crowded or disordered media where motions are hindered by the medium. On a personal note, I knew Irwin for decades, from the time before he had a family (he was a sworn bachelor...until he met his wife) until shortly before his death. For many years, first alone and then with family, Irwin would spend some portion of the cold Boston winter in warm La Jolla, and we would always get together during these visits. For a period of a number of years we decided to take advantage of these visits to write the definitive text in traditional Thermodynamics. We did not make it past about 2/3 of the project, but it was a great learning experience for me while it lasted. Irwin's knowledge and understanding of the subject were breathtaking.

  7. Self-propelled Brownian spinning top: Dynamics of a biaxial swimmer at low Reynolds numbers

    Science.gov (United States)

    Wittkowski, Raphael; Löwen, Hartmut

    2012-02-01

    Recently the Brownian dynamics of self-propelled (active) rodlike particles was explored to model the motion of colloidal microswimmers, catalytically driven nanorods, and bacteria. Here we generalize this description to biaxial particles with arbitrary shape and derive the corresponding Langevin equation for a self-propelled Brownian spinning top. The biaxial swimmer is exposed to a hydrodynamic Stokes friction force at low Reynolds numbers, to fluctuating random forces and torques as well as to an external and an internal (effective) force and torque. The latter quantities control its self-propulsion. Due to biaxiality and hydrodynamic translational-rotational coupling, the Langevin equation can only be solved numerically. In the special case of an orthotropic particle in the absence of external forces and torques, the noise-free (zero-temperature) trajectory is analytically found to be a circular helix. This trajectory is confirmed numerically to be more complex in the general case of an arbitrarily shaped particle under the influence of arbitrary forces and torques involving a transient irregular motion before ending up in a simple periodic motion. By contrast, if the external force vanishes, no transient regime is found, and the particle moves on a superhelical trajectory. For orthotropic particles, the noise-averaged trajectory is a generalized concho-spiral. We furthermore study the reduction of the model to two spatial dimensions and classify the noise-free trajectories completely finding circles, straight lines with and without transients, as well as cycloids and arbitrary periodic trajectories.

  8. Diffuse correlation tomography in the transport regime: A theoretical study of the sensitivity to Brownian motion

    Science.gov (United States)

    Tricoli, Ugo; Macdonald, Callum M.; Durduran, Turgut; Da Silva, Anabela; Markel, Vadim A.

    2018-02-01

    Diffuse correlation tomography (DCT) uses the electric-field temporal autocorrelation function to measure the mean-square displacement of light-scattering particles in a turbid medium over a given exposure time. The movement of blood particles is here estimated through a Brownian-motion-like model in contrast to ordered motion as in blood flow. The sensitivity kernel relating the measurable field correlation function to the mean-square displacement of the particles can be derived by applying a perturbative analysis to the correlation transport equation (CTE). We derive an analytical expression for the CTE sensitivity kernel in terms of the Green's function of the radiative transport equation, which describes the propagation of the intensity. We then evaluate the kernel numerically. The simulations demonstrate that, in the transport regime, the sensitivity kernel provides sharper spatial information about the medium as compared with the correlation diffusion approximation. Also, the use of the CTE allows one to explore some additional degrees of freedom in the data such as the collimation direction of sources and detectors. Our results can be used to improve the spatial resolution of DCT, in particular, with applications to blood flow imaging in regions where the Brownian motion is dominant.

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

    International Nuclear Information System (INIS)

    Tothova, J.; Lisy, V.

    2015-01-01

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

  10. The pricing of credit default swaps under a generalized mixed fractional Brownian motion

    Science.gov (United States)

    He, Xinjiang; Chen, Wenting

    2014-06-01

    In this paper, we consider the pricing of the CDS (credit default swap) under a GMFBM (generalized mixed fractional Brownian motion) model. As the name suggests, the GMFBM model is indeed a generalization of all the FBM (fractional Brownian motion) models used in the literature, and is proved to be able to effectively capture the long-range dependence of the stock returns. To develop the pricing mechanics of the CDS, we firstly derive a sufficient condition for the market modeled under the GMFBM to be arbitrage free. Then under the risk-neutral assumption, the CDS is fairly priced by investigating the two legs of the cash flow involved. The price we obtained involves elementary functions only, and can be easily implemented for practical purpose. Finally, based on numerical experiments, we analyze quantitatively the impacts of different parameters on the prices of the CDS. Interestingly, in comparison with all the other FBM models documented in the literature, the results produced from the GMFBM model are in a better agreement with those calculated from the classical Black-Scholes model.

  11. Diffusion mechanism of non-interacting Brownian particles through a deformed substrate

    Science.gov (United States)

    Arfa, Lahcen; Ouahmane, Mehdi; El Arroum, Lahcen

    2018-02-01

    We study the diffusion mechanism of non-interacting Brownian particles through a deformed substrate. The study is done at low temperature for different values of the friction. The deformed substrate is represented by a periodic Remoissenet-Peyrard potential with deformability parameter s. In this potential, the particles (impurity, adatoms…) can diffuse. We ignore the interactions between these mobile particles consider them merely as non-interacting Brownian particles and this system is described by a Fokker-Planck equation. We solve this equation numerically using the matrix continued fraction method to calculate the dynamic structure factor S(q , ω) . From S(q , ω) some relevant correlation functions are also calculated. In particular, we determine the half-width line λ(q) of the peak of the quasi-elastic dynamic structure factor S(q , ω) and the diffusion coefficient D. Our numerical results show that the diffusion mechanism is described, depending on the structure of the potential, either by a simple jump diffusion process with jump length close to the lattice constant a or by a combination of a jump diffusion model with jump length close to lattice constant a and a liquid-like motion inside the unit cell. It shows also that, for different friction regimes and various potential shapes, the friction attenuates the diffusion mechanism. It is found that, in the high friction regime, the diffusion process is more important through a deformed substrate than through a non-deformed one.

  12. Correlational approach to study interactions between dust Brownian particles in a plasma

    Science.gov (United States)

    Lisin, E. A.; Vaulina, O. S.; Petrov, O. F.

    2018-01-01

    A general approach to the correlational analysis of Brownian motion of strongly coupled particles in open dissipative systems is described. This approach can be applied to the theoretical description of various non-ideal statistically equilibrium systems (including non-Hamiltonian systems), as well as for the analysis of experimental data. In this paper, we consider an application of the correlational approach to the problem of experimental exploring the wake-mediated nonreciprocal interactions in complex plasmas. We derive simple analytic equations, which allows one to calculate the gradients of forces acting on a microparticle due to each of other particles as well as the gradients of external field, knowing only the information on time-averaged correlations of particles displacements and velocities. We show the importance of taking dissipative and random processes into account, without which consideration of a system with a nonreciprocal interparticle interaction as linearly coupled oscillators leads to significant errors in determining the characteristic frequencies in a system. In the examples of numerical simulations, we demonstrate that the proposed original approach could be an effective instrument in exploring the longitudinal wake structure of a microparticle in a plasma. Unlike the previous attempts to study the wake-mediated interactions in complex plasmas, our method does not require any external perturbations and is based on Brownian motion analysis only.

  13. Adverse effects after radical external beam radiotherapy of localized prostatic adenocarcinoma using two-dimensional dose-planning and a limited field technique

    International Nuclear Information System (INIS)

    Ljung, G.; Haeggman, M.; Hansson, H.; Holmberg, L.; Nilsson, S.

    1996-01-01

    Adverse effects were assessed after definitive limited field, 2-dimensional CT-planned radiation treatment of localized prostatic adenocarcinoma. In 66 surviving patients, out of a total of 176 treated patients, personal interviews were performed and self-administered questionnaires distributed. The average follow-up was 6.6 years. Adverse effects with regard to bowel function and micturition were investigated, and graded 0-4 with increasing severity and impact on performance status, essentially according to the RTOG toxicity scoring system. Sexual functions were registered on visual analogue scales. The majority of adverse effects were considered minor (grade 1) and did not require any treatment. Late adverse effects on bowel and bladder or urethra that required treatment (grade 2-4) were reported in up to 8% (n=5) of cases respectively. Late bowel side-effects that interfered with life style (grade 3-4) occurred in up to 3% (n=2) of patients; the majority were rectal complications. Corresponding urinary side-effects were registered in up to 6% (n=4) of the patients. Major surgical interventions were not required. Sexual functions were substantially affected in 60% of cases not administered endocrine treatment. Multivariate analyses could not identify patient or treatment risk factors related to complications. (orig.)

  14. Brownian motion surviving in the unstable cubic potential and the role of Maxwell's demon

    Science.gov (United States)

    Ornigotti, Luca; Ryabov, Artem; Holubec, Viktor; Filip, Radim

    2018-03-01

    The trajectories of an overdamped particle in a highly unstable potential diverge so rapidly, that the variance of position grows much faster than its mean. A description of the dynamics by moments is therefore not informative. Instead, we propose and analyze local directly measurable characteristics, which overcome this limitation. We discuss the most probable particle position (position of the maximum of the probability density) and the local uncertainty in an unstable cubic potential, V (x ) ˜x3 , both in the transient regime and in the long-time limit. The maximum shifts against the acting force as a function of time and temperature. Simultaneously, the local uncertainty does not increase faster than the observable shift. In the long-time limit, the probability density naturally attains a quasistationary form. We interpret this process as a stabilization via the measurement-feedback mechanism, the Maxwell demon, which works as an entropy pump. The rules for measurement and feedback naturally arise from the basic properties of the unstable dynamics. All reported effects are inherent in any unstable system. Their detailed understanding will stimulate the development of stochastic engines and amplifiers and, later, their quantum counterparts.

  15. Unsteady three-dimensional stagnation-point flow and heat transfer of a nanofluid with thermophoresis and Brownian motion effects

    Science.gov (United States)

    Dinarvand, S.; Hosseini, R.; Tamim, H.; Damangir, E.; Pop, I.

    2015-07-01

    An unsteady three-dimensional stagnation-point flow of a nanofluid past a circular cylinder with sinusoidal radius variation is investigated numerically. By introducing new similarity transformations for the velocity, temperature, and nanoparticle volume fraction, the basic equations governing the flow and heat and mass transfer are reduced to highly nonlinear ordinary differential equations. The resulting nonlinear system is solved numerically by the fourth-order Runge-Kutta method with the shooting technique. The thermophoresis and Brownian motion effects occur in the transport equations. The velocity, temperature, and nanoparticle concentration profiles are analyzed with respect to the involved parameters of interest, namely, unsteadiness parameter, Brownian motion parameter, thermophoresis parameter, Prandtl number, and Lewis number. Numerical values of the friction coefficient, diffusion mass flux, and heat flux are computed. It is found that the friction coefficient and heat transfer rate increase with increasing unsteadiness parameter (the highest heat transfer rate at the surface occurs if the thermophoresis and Brownian motion effects are absent) and decrease with increasing both thermophoresis and Brownian motion parameters. The present results are found to be in good agreement with previously published results.

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

    NARCIS (Netherlands)

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

    2015-01-01

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

  17. On-chip measurements of Brownian relaxation of magnetic beads with diameters from 10 nm to 250 nm

    DEFF Research Database (Denmark)

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

    2013-01-01

    We demonstrate the use of planar Hall effect magnetoresistive sensors for AC susceptibility measurements of magnetic beads with frequencies ranging from DC to 1 MHz. This wide frequency range allows for measuring Brownian relaxation of magnetic beads with diameters ranging from 10 nm to 250 nm...

  18. Noise-to-signal transition of a Brownian particle in the cubic potential: II. optical trapping geometry

    Czech Academy of Sciences Publication Activity Database

    Zemánek, Pavel; Šiler, Martin; Brzobohatý, Oto; Jákl, Petr; Filip, R.

    2016-01-01

    Roč. 18, č. 6 (2016), 065402:1-10 ISSN 2040-8978 R&D Projects: GA ČR GB14-36681G Institutional support: RVO:68081731 Keywords : optically trapped particles * Brownian motion * optomechanics Subject RIV: BH - Optics, Masers, Lasers Impact factor: 1.741, year: 2016

  19. Global health leadership training in resource-limited settings: a collaborative approach by academic institutions and local health care programs in Uganda.

    Science.gov (United States)

    Nakanjako, Damalie; Namagala, Elizabeth; Semeere, Aggrey; Kigozi, Joanitor; Sempa, Joseph; Ddamulira, John Bosco; Katamba, Achilles; Biraro, Sam; Naikoba, Sarah; Mashalla, Yohana; Farquhar, Carey; Sewankambo, Nelson

    2015-11-18

    Due to a limited health workforce, many health care providers in Africa must take on health leadership roles with minimal formal training in leadership. Hence, the need to equip health care providers with practical skills required to lead high-impact health care programs. In Uganda, the Afya Bora Global Health Leadership Fellowship is implemented through the Makerere University College of Health Sciences (MakCHS) and her partner institutions. Lessons learned from the program, presented in this paper, may guide development of in-service training opportunities to enhance leadership skills of health workers in resource-limited settings. The Afya Bora Consortium, a consortium of four African and four U.S. academic institutions, offers 1-year global health leadership-training opportunities for nurses and doctors. Applications are received and vetted internationally by members of the consortium institutions in Botswana, Kenya, Tanzania, Uganda, and the USA. Fellows have 3 months of didactic modules and 9 months of mentored field attachment with 80% time dedicated to fellowship activities. Fellows' projects and experiences, documented during weekly mentor-fellow meetings and monthly mentoring team meetings, were compiled and analyzed manually using pre-determined themes to assess the effect of the program on fellows' daily leadership opportunities. Between January 2011 and January 2015, 15 Ugandan fellows (nine doctors and six nurses) participated in the program. Each fellow received 8 weeks of didactic modules held at one of the African partner institutions and three online modules to enhance fellows' foundation in leadership, communication, monitoring and evaluation, health informatics, research methodology, grant writing, implementation science, and responsible conduct of research. In addition, fellows embarked on innovative projects that covered a wide spectrum of global health challenges including critical analysis of policy formulation and review processes

  20. Influence of Interfraction Interval on Local Tumor Control in Patients With Limited-Disease Small-Cell Lung Cancer Treated With Radiochemotherapy

    International Nuclear Information System (INIS)

    Jeremic, Branislav; Milicic, Biljana

    2007-01-01

    Purpose: To investigate the influence of interfraction interval (IFI) on local recurrence-free survival (LRFS) in patients with limited-disease small-cell lung cancer (LD SCLC) treated with accelerated hyperfractionated radiotherapy (Acc Hfx RT) and concurrent cisplatin and etoposide (PE). Methods and Materials: A total of 103 patients were treated with either 'early' (Cycle 1) or 'late' (Cycle 4) concurrent Acc Hfx RT/PE. Two daily fractions were nonrandomly given using an IFI of either 4.5-5.0 h ('shorter') (n = 52) or 5.5-6.0 h ('longer') (n = 51). Results: The median LRFS and 5-year LRFS rate for all 103 patients were 52 months and 48%, respectively. Besides gender, Karnofsky performance status, and treatment group, IFI also influenced LRFS, whereas age and weight loss did not. When a multivariate model was used, IFI was marginally insignificant (p = 0.0770) as a predictor of LRFS. In terms of individual treatment groups, IFI was not significant in 'early' Acc Hfx RT/PE but showed a strong trend in a 'late' Acc Hfx RT/PE regimen. Although a shorter IFI led to a higher incidence of high-grade (≥3) esophagitis, leukopenia, and infection, a correlation analysis of toxicities with all potential prognostic factors showed that a shorter IFI was not an independent predictor of any acute high-grade toxicity. Conclusion: 'Shorter' IFI had a marginally insignificant influence on LRFS. A strong trend favoring it was observed in patients treated with 'late' concurrent Acc Hfx RT/PE. This may be of interest because it could contribute to further understanding of potential biologic parameters influencing treatment outcome

  1. Brownian model of transcriptome evolution and phylogenetic network visualization between tissues.

    Science.gov (United States)

    Gu, Xun; Ruan, Hang; Su, Zhixi; Zou, Yangyun

    2017-09-01

    While phylogenetic analysis of transcriptomes of the same tissue is usually congruent with the species tree, the controversy emerges when multiple tissues are included, that is, whether species from the same tissue are clustered together, or different tissues from the same species are clustered together. Recent studies have suggested that phylogenetic network approach may shed some lights on our understanding of multi-tissue transcriptome evolution; yet the underlying evolutionary mechanism remains unclear. In this paper we develop a Brownian-based model of transcriptome evolution under the phylogenetic network that can statistically distinguish between the patterns of species-clustering and tissue-clustering. Our model can be used as a null hypothesis (neutral transcriptome evolution) for testing any correlation in tissue evolution, can be applied to cancer transcriptome evolution to study whether two tumors of an individual appeared independently or via metastasis, and can be useful to detect convergent evolution at the transcriptional level. Copyright © 2017. Published by Elsevier Inc.

  2. Scaling laws for fractional Brownian motion with power-law clock

    International Nuclear Information System (INIS)

    O'Malley, Daniel; Cushman, John H; Johnson, Graham

    2011-01-01

    We study the mean first passage time (MFPT) for fractional Brownian motion (fBm) in a finite interval with absorbing boundaries at each end. Analytical arguments are used to suggest a simple scaling law for the MFPT and numerical experiments are performed to verify its accuracy. The same approach is used to derive a scaling law for fBm with a power-law clock (fBm-plc). The MFPT scaling laws are employed to develop scaling laws for the finite-size Lyapunov exponent (FSLE) of fBm and fBm-plc. We apply these results to diffusion of a large polymer in a region with absorbing boundaries. (letter)

  3. Change in spectrum of Brownian fluctuations of optically trapped red blood cells due to malarial infection

    Science.gov (United States)

    Saraogi, Vishal; Padmapriya, P.; Paul, Apurba; Tatu, Utpal S.; Natarajan, Vasant

    2010-05-01

    We study the properties of single red blood cells (RBCs) held in an optical-tweezers trap. We observe a change in the spectrum of Brownian fluctuations between RBCs from normal and malaria-infected samples. The change, caused by infection-induced structural changes in the cell, appears as a statistical increase in the mean (by 25%) and standard deviation (by 200%) of the corner frequency measured over ~100 cells. The increase is observed even though the ensemble of cells being measured consists mostly of cells that do not actually host the parasite, but are from an infected pool. This bystander effect appears to vindicate other observations that infected cells can affect the biomechanical properties of uninfected cells. The change is also observed to be independent of the stage of infection and its duration, highlighting its potential for disease detection.

  4. Enhancement of Brownian motion for a chain of particles in a periodic potential

    Science.gov (United States)

    Dessup, Tommy; Coste, Christophe; Saint Jean, Michel

    2018-02-01

    The transport of particles in very confined channels in which single file diffusion occurs has been largely studied in systems where the transverse confining potential is smooth. However, in actual physical systems, this potential may exhibit both static corrugations and time fluctuations. Some recent results suggest the important role played by this nonsmoothness of the confining potential. In particular, quite surprisingly, an enhancement of the Brownian motion of the particles has been evidenced in these kinds of systems. We show that this enhancement results from the commensurate effects induced by the underlying potential on the vibrational spectra of the chain of particles, and from the effective temperature associated with its time fluctuations. We will restrict our derivation to the case of low temperatures for which the mean squared displacement of the particles remains smaller than the potential period.

  5. Optimal fits of diffusion constants from single-time data points of Brownian trajectories.

    Science.gov (United States)

    Boyer, Denis; Dean, David S; Mejía-Monasterio, Carlos; Oshanin, Gleb

    2012-12-01

    Experimental methods based on single particle tracking (SPT) are being increasingly employed in the physical and biological sciences, where nanoscale objects are visualized with high temporal and spatial resolution. SPT can probe interactions between a particle and its environment but the price to be paid is the absence of ensemble averaging and a consequent lack of statistics. Here we address the benchmark question of how to accurately extract the diffusion constant of one single Brownian trajectory. We analyze a class of estimators based on weighted functionals of the square displacement. For a certain choice of the weight function these functionals provide the true ensemble averaged diffusion coefficient, with a precision that increases with the trajectory resolution.

  6. Brownian motion and entropic torque driven motion of domain walls in antiferromagnets

    Science.gov (United States)

    Yan, Zhengren; Chen, Zhiyuan; Qin, Minghui; Lu, Xubing; Gao, Xingsen; Liu, Junming

    2018-02-01

    We study the spin dynamics in antiferromagnetic nanowire under an applied temperature gradient using micromagnetic simulations on a classical spin model with a uniaxial anisotropy. The entropic torque driven domain-wall motion and the Brownian motion are discussed in detail, and their competition determines the antiferromagnetic wall motion towards the hotter or colder region. Furthermore, the spin dynamics in an antiferromagnet can be well tuned by the anisotropy and the temperature gradient. Thus, this paper not only strengthens the main conclusions obtained in earlier works [Kim et al., Phys. Rev. B 92, 020402(R) (2015), 10.1103/PhysRevB.92.020402; Selzer et al., Phys. Rev. Lett. 117, 107201 (2016), 10.1103/PhysRevLett.117.107201], but more importantly gives the concrete conditions under which these conclusions apply, respectively. Our results may provide useful information on the antiferromagnetic spintronics for future experiments and storage device design.

  7. Modeling Philippine Stock Exchange Composite Index Using Weighted Geometric Brownian Motion Forecasts

    Directory of Open Access Journals (Sweden)

    Gayo Willy

    2016-01-01

    Full Text Available Philippine Stock Exchange Composite Index (PSEi is the main stock index of the Philippine Stock Exchange (PSE. PSEi is computed using a weighted mean of the top 30 publicly traded companies in the Philippines, called component stocks. It provides a single value by which the performance of the Philippine stock market is measured. Unfortunately, these weights, which may vary for every trading day, are not disclosed by the PSE. In this paper, we propose a model of forecasting the PSEi by estimating the weights based on historical data and forecasting each component stock using Monte Carlo simulation based on a Geometric Brownian Motion (GBM assumption. The model performance is evaluated and its forecast compared is with the results using a direct GBM forecast of PSEi over different forecast periods. Results showed that the forecasts using WGBM will yield smaller error compared to direct GBM forecast of PSEi.

  8. Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks

    International Nuclear Information System (INIS)

    Ni Xiaohui; Jiang Zhiqiang; Zhou Weixing

    2009-01-01

    The dynamics of a complex system is usually recorded in the form of time series, which can be studied through its visibility graph from a complex network perspective. We investigate the visibility graphs extracted from fractional Brownian motions and multifractal random walks, and find that the degree distributions exhibit power-law behaviors, in which the power-law exponent α is a linear function of the Hurst index H of the time series. We also find that the degree distribution of the visibility graph is mainly determined by the temporal correlation of the original time series with minor influence from the possible multifractal nature. As an example, we study the visibility graphs constructed from three Chinese stock market indexes and unveil that the degree distributions have power-law tails, where the tail exponents of the visibility graphs and the Hurst indexes of the indexes are close to the α∼H linear relationship.

  9. A Langevin Approach to a Classical Brownian Oscillator in an Electromagnetic Field

    International Nuclear Information System (INIS)

    Espinoza Ortiz, J. S.; Bauke, F. C.; Lagos, R. E.

    2016-01-01

    We consider a charged Brownian particle bounded by an harmonic potential, embedded in a Markovian heat bath and driven from equilibrium by external electric and magnetic fields. We develop a quaternionic-like (or Pauli spinor-like) representation, hitherto exploited in classical Lorentz related dynamics. Within this formalism, in a very straight forward and elegant fashion, we compute the exact solution for the resulting generalized Langevin equation, for the case of a constant magnetic field. For the case the source electromagnetic fields satisfy Maxwell's equations, yielding spinor-like Mathieu equations, we compute the solutions within the JWKB approximation. With the solutions at hand we further compute spatial, velocities and crossed time correlations. In particular we study the (kinetically defined) nonequilbrium temperature. Therefore, we can display the system's time evolution towards equilibrium or towards non equilibrium (steady or not) states. (paper)

  10. A Langevin Approach to a Classical Brownian Oscillator in an Electromagnetic Field

    Science.gov (United States)

    Espinoza Ortiz, J. S.; Bauke, F. C.; Lagos, R. E.

    2016-08-01

    We consider a charged Brownian particle bounded by an harmonic potential, embedded in a Markovian heat bath and driven from equilibrium by external electric and magnetic fields. We develop a quaternionic-like (or Pauli spinor-like) representation, hitherto exploited in classical Lorentz related dynamics. Within this formalism, in a very straight forward and elegant fashion, we compute the exact solution for the resulting generalized Langevin equation, for the case of a constant magnetic field. For the case the source electromagnetic fields satisfy Maxwell's equations, yielding spinor-like Mathieu equations, we compute the solutions within the JWKB approximation. With the solutions at hand we further compute spatial, velocities and crossed time correlations. In particular we study the (kinetically defined) nonequilbrium temperature. Therefore, we can display the system's time evolution towards equilibrium or towards non equilibrium (steady or not) states.

  11. Density profiles of granular gases studied by molecular dynamics and Brownian bridges

    Science.gov (United States)

    Peñuñuri, F.; Montoya, J. A.; Carvente, O.

    2018-02-01

    Despite the inherent frictional forces and dissipative collisions, confined granular matter can be regarded as a system in a stationary state if we inject energy continuously. Under these conditions, both the density and the granular temperature are, in general, non-monotonic variables along the height of the container. In consequence, an analytical description of a granular system is hard to conceive. Here, by using molecular dynamics simulations, we measure the packing fraction profiles for a vertically vibrating three-dimensional granular system in several gaseous-like stationary states. We show that by using the Brownian bridge concept, the determined packing fraction profiles can be reproduced accurately and give a complete description of the distribution of the particles inside the simulation box.

  12. Anomalous Brownian motion of colloidal particle in a nematic environment: effect of the director fluctuations

    Directory of Open Access Journals (Sweden)

    T. Turiv

    2015-06-01

    Full Text Available As recently reported [Turiv T. et al., Science, 2013, Vol. 342, 1351], fluctuations in the orientation of the liquid crystal (LC director can transfer momentum from the LC to a colloid, such that the diffusion of the colloid becomes anomalous on a short time scale. Using video microscopy and single particle tracking, we investigate random thermal motion of colloidal particles in a nematic liquid crystal for the time scales shorter than the expected time of director fluctuations. At long times, compared to the characteristic time of the nematic director relaxation we observe typical anisotropic Brownian motion with the mean square displacement (MSD linear in time τ and inversly proportional to the effective viscosity of the nematic medium. At shorter times, however, the dynamics is markedly nonlinear with MSD growing more slowly (subdiffusion or faster (superdiffusion than τ. These results are discussed in the context of coupling of colloidal particle's dynamics to the director fluctuation dynamics.

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

    Science.gov (United States)

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

    2010-04-01

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

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

    International Nuclear Information System (INIS)

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

    2010-01-01

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

  15. Special relativity and the Karhunen-Loeve expansion of Brownian motion

    International Nuclear Information System (INIS)

    Maccone, C.

    1987-01-01

    The connection between special relativity and the theory of the time-rescaled Gaussian stochastic processes is brought to light. It is given the general expression of the Karhunen-Loewe expansion for the Brownian motion whose variable is the proper time. The relevant eigenfunctions are proved to be Bessel functions, and their stability is discussed. The eigenvalues are shown to be the zeros of certain linear combinations of the Bessel functions and their partials. The energy distribution of such a class of processes is investigated, and it is given explicit formulae for both its mean value and variance. Finally it is studied in detail the Karhumen-Loeve expansion for a case of relativistic decelerated motion whose analysis is feasible in closed form

  16. Simulating Stock Prices Using Geometric Brownian Motion: Evidence from Australian Companies

    Directory of Open Access Journals (Sweden)

    Krishna Reddy

    2016-09-01

    Full Text Available This study uses the geometric Brownian motion (GBM method to simulate stock price paths, and tests whether the simulated stock prices align with actual stock returns. The sample for this study was based on the large listed Australian companies listed on the S&P/ASX 50 Index. Daily stock price data was obtained from the Thomson One database over the period 1 January 2013 to 31 December 2014. The findings are slightly encouraging as results show that over all time horizons the chances of a stock price simulated using GBM moving in the same direction as real stock prices was a little greater than 50 percent. However, the results improved slightly when portfolios were formed.

  17. The path integral formulation of fractional Brownian motion for the general Hurst exponent

    International Nuclear Information System (INIS)

    Calvo, I; Sanchez, R

    2008-01-01

    In 1995, Sebastian (1995 J. Phys. A: Math. Gen. 28 4305) gave a path integral computation of the propagator of subdiffusive fractional Brownian motion (fBm), i.e. fBm with a Hurst or self-similarity exponent H element of (0, 1/2). The extension of Sebastian's calculation to superdiffusion, H element of (1/2, 1], becomes however quite involved due to the appearance of additional boundary conditions on fractional derivatives of the path. In this communication, we address the construction of the path integral representation in a different fashion, which allows us to treat both subdiffusion and superdiffusion on an equal footing. The derivation of the propagator of fBm for the general Hurst exponent is then performed in a neat and unified way. (fast track communication)

  18. Anomalous Brownian motion discloses viscoelasticity in the ear’s mechanoelectrical-transduction apparatus

    Science.gov (United States)

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

    2012-01-01

    The ear detects sounds so faint that they produce only atomic-scale displacements in the mechanoelectrical transducer, yet thermal noise causes fluctuations larger by an order of magnitude. Explaining how hearing can operate when the magnitude of the noise greatly exceeds that of the signal requires an understanding both of the transducer’s micromechanics and of the associated noise. Using microrheology, we characterize the statistics of this noise; exploiting the fluctuation-dissipation theorem, we determine the associated micromechanics. The statistics reveal unusual Brownian motion in which the mean square displacement increases as a fractional power of time, indicating that the mechanisms governing energy dissipation are related to those of energy storage. This anomalous scaling contradicts the canonical model of mechanoelectrical transduction, but the results can be explained if the micromechanics incorporates viscoelasticity, a salient characteristic of biopolymers. We amend the canonical model and demonstrate several consequences of viscoelasticity for sensory coding. PMID:22328158

  19. Early-stage evolution of particle size distribution with Johnson's SB function due to Brownian coagulation

    International Nuclear Information System (INIS)

    Tang Hong; Lin Jianzhong

    2013-01-01

    The moment method can be used to determine the time evolution of particle size distribution due to Brownian coagulation based on the general dynamic equation (GDE). But the function form of the initial particle size distribution must be determined beforehand for the moment method. If the assumed function type of the initial particle size distribution has an obvious deviation from the true particle population, the evolution of particle size distribution may be different from the real evolution tendency. Thus, a simple and general method is proposed based on the moment method. In this method, the Johnson's S B function is chosen as a general distribution function to fit the initial distributions including the log normal (L-N), Rosin–Rammler (R-R), normal (N-N) and gamma distribution functions, respectively. Meanwhile, using the modified beta function to fit the L-N, R-R, N-N and gamma functions is also conducted as a comparison in order to present the advantage of the Johnson's S B function as the general distribution function. And then, the time evolution of particle size distributions using the Johnson's S B function as the initial distribution can be obtained by several lower order moment equations of the Johnson's S B function in conjunction with the GDE during the Brownian coagulation process. Simulation experiments indicate that fairly reasonable results of the time evolution of particle size distribution can be obtained with this proposed method in the free molecule regime, transition regime and continuum plus near continuum regime, respectively, at the early time stage of evolution. The Johnson's S B function has the ability of describing the early time evolution of different initial particle size distributions. (paper)

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

    International Nuclear Information System (INIS)

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

    2011-01-01

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

  1. Markovian Limit of a Spatio-Temporal Correlated Open Systems

    Science.gov (United States)

    Monnai, T.

    Large fluctuation of Brownian particles is affected by the finiteness of the correlation length of the background noise field. Indeed a Fokker—Planck equation is derived in a Markovian limit of a spatio-temporal short correlated noise. Corresponding kinetic quantities are renormalized due to the spatio-temporal memory. We also investigate the case of open system by connecting a thermostat to the system.

  2. Advancing development of a limit reference point estimator for sea turtles, and evaluating methods for applying local management to highly migratory species

    Data.gov (United States)

    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...

  3. Circumferential margin involvement is still an important predictor of local recurrence in rectal carcinoma: not one millimeter but two millimeters is the limit.

    NARCIS (Netherlands)

    Nagtegaal, I.D.; Marijnen, C.A.; Meershoek-Klein Kranenbarg, E.; Veld, C.J.H. van de; Krieken, J.H.J.M. van

    2002-01-01

    Despite improved surgical treatment strategies for rectal cancer, 5-15% of all patients will develop local recurrences. After conservative surgery, circumferential resection margin (CRM) involvement is a strong predictor of local recurrence. The consequences of a positive CRM after total mesorectal

  4. Optimized green fluorescent protein fused to FoF1-ATP synthase for single-molecule FRET using a fast anti-Brownian electrokinetic trap

    Science.gov (United States)

    Dienerowitz, Maria; Ilchenko, Mykhailo; Su, Bertram; Deckers-Hebestreit, Gabriele; Mayer, Günter; Henkel, Thomas; Heitkamp, Thomas; Börsch, Michael

    2016-02-01

    Observation times of freely diffusing single molecules in solution are limited by the photophysics of the attached fluorescence markers and by a small observation volume in the femtolitre range that is required for a sufficient signal-to-background ratio. To extend diffusion-limited observation times through a confocal detection volume, A. E. Cohen and W. E. Moerner have invented and built the ABELtrap -- a microfluidic device to actively counteract Brownian motion of single nanoparticles with an electrokinetic trap. Here we present a version of an ABELtrap with a laser focus pattern generated by electro-optical beam deflectors and controlled by a programmable FPGA chip. This ABELtrap holds single fluorescent nanoparticles for more than 100 seconds, increasing the observation time of fluorescent nanoparticles compared to free diffusion by a factor of 10000. To monitor conformational changes of individual membrane proteins in real time, we record sequential distance changes between two specifically attached dyes using Förster resonance energy transfer (smFRET). Fusing the a-subunit of the FoF1-ATP synthase with mNeonGreen results in an improved signal-to-background ratio at lower laser excitation powers. This increases our measured trap duration of proteoliposomes beyond 2 s. Additionally, we observe different smFRET levels attributed to varying distances between the FRET donor (mNeonGreen) and acceptor (Alexa568) fluorophore attached at the a- and c-subunit of the FoF1-ATP synthase respectively.

  5. Exact analytic solution for the correlation time of a Brownian particle in a double-well potential from the Langevin equation

    Science.gov (United States)

    Kalmykov, Yu. P.; Coffey, W. T.; Waldron, J. T.

    1996-08-01

    The correlation time of the positional autocorrelation function is calculated exactly for one-dimensional translational Brownian motion of a particle in a 2-4 double-well potential in the noninertial limit. The calculations are carried out using the method of direct conversion (by averaging) of the Langevin equation for a nonlinear stochastic system to a set of differential-recurrence relations. These, in the present problem, reduce on taking the Laplace transform, to a three-term recurrence relation. Thus the correlation time Tc of the positional autocorrelation function may be formally expressed as a sum of products of infinite continued fractions which may be represented in series form as a sum of two term products of Whittaker's parabolic cylinder functions. The sum of this series may be expressed as an integral using the integral representation of the parabolic cylinder functions and subsequently the Taylor expansion of the error function, thus yielding the exact solution for Tc. This solution is in numerical agreement with that obtained by Perico et al. [J. Chem. Phys. 98, 564 (1993)] using the first passage time approach while previous asymptotic results obtained by solving the underlying Smoluchowski equation are recovered in the limit of high barrier heights. A simple empirical formula which provides a close approximation to the exact solution for all barrier heights is also given.

  6. Chip-Based Measurements of Brownian Relaxation of Magnetic Beads Using a Planar Hall Effect Magnetic Field Sensor

    DEFF Research Database (Denmark)

    Østerberg, Frederik Westergaard; Dalslet, Bjarke Thomas; Snakenborg, Detlef

    2010-01-01

    We present a simple 'click-on' fluidic system with integrated electrical contacts, which is suited for electrical measurements on chips in microfluidic systems. We show that microscopic magnetic field sensors based on the planar Hall effect can be used for detecting the complex magnetic response...... using only the self-field arising from the bias current applied to the sensors as excitation field. We present measurements on a suspension of magnetic beads with a nominal diameter of 250 nm vs. temperature and find that the observations are consistent with the Cole-Cole model for Brownian relaxation...... with a constant hydrodynamic bead diameter when the temperature dependence of the viscosity of water is taken into account. These measurements demonstrate the feasibility of performing measurements of the Brownian relaxation response in a lab-on-a-chip system and constitute the first step towards an integrated...

  7. Elliott wave principle and the corresponding fractional Brownian motion in stock markets: Evidence from Nikkei 225 index

    International Nuclear Information System (INIS)

    Ilalan, Deniz

    2016-01-01

    Highlights: • Hausdorff dimension of the Elliott Wave trajectories is computed. • Linkage between Elliott Wave principle and fractional Brownian motion is proposed. • Log-normality of stock returns is discussed from a fractal point of view. - Abstract: This paper examines one of the vital technical analysis indicators known as the Elliott wave principle. Since these waves have a fractal nature with patterns that are not exact, we first determine the dimension of them. Our second aim is to find a linkage between Elliott wave principle and fractional Brownian motion via comparing their Hausdorff dimensions. Thirdly, we consider the Nikkei 225 index during Japan asset price bubble, which is a perfect example of an Elliott wave.

  8. Structural parameter dependence of directed current generation in GaAs nanowire-based electron Brownian ratchet devices

    OpenAIRE

    Abe, Yushi; Kuroda, Ryota; Ying, Xiang; Sato, Masaki; Tanaka, Takayuki; Kasai, Seiya

    2015-01-01

    We investigated the structural parameter dependence of the directed current in GaAs-nanowire-based Brownian ratchet devices. The directed current was generated by flashing a ratchet potential array repeatedly using multiple asymmetric gates with a periodic signal. The amount of current in the fabricated device increased as the nanowire width W decreased, which contradicted the theoretical model. The current also depended on the number of the gates N, when N was smaller than 6. We discussed th...

  9. Joule heating effect on a continuously moving thin needle in MHD Sakiadis flow with thermophoresis and Brownian moment

    Science.gov (United States)

    Sulochana, C.; Ashwinkumar, G. P.; Sandeep, N.

    2017-09-01

    In the current study, we investigated the impact of thermophoresis and Brownian moment on the boundary layer 2D forced convection flow of a magnetohydrodynamic nanofluid along a persistently moving horizontal needle with frictional heating effect. The various pertinent parameters are taken into account in the present analysis, namely, the thermophoresis and Brownian moment, uneven heat source/sink, Joule heating and frictional heating effects. To check the variation in the boundary layer behavior, we considered two distinct nanoparticles namely Al50Cu50 (alloy with 50% alumina and 50% copper) and Cu with water as base liquid. Numerical solutions are derived for the reduced system of governing PDEs by employing the shooting process. Computational results of the flow, energy and mass transport are interpreted with the support of tables and graphical illustrations. The obtained results indicate that the increase in the needle size significantly reduces the flow and thermal fields. In particular, the velocity field of the Cu-water nanofluid is highly affected when compared with the Al50Cu50 -water nanofluid. Also, we showed that the thermophoresis and Brownian moment parameters are capable of enhancing the thermal conductivity to a great extent.

  10. Research on bimodal particle extinction coefficient during Brownian coagulation and condensation for the entire particle size regime

    International Nuclear Information System (INIS)

    Tang Hong; Lin Jianzhong

    2011-01-01

    The extinction coefficient of atmospheric aerosol particles influences the earth’s radiation balance directly or indirectly, and it can be determined by the scattering and absorption characteristics of aerosol particles. The problem of estimating the change of extinction coefficient due to time evolution of bimodal particle size distribution is studied, and two improved methods for calculating the Brownian coagulation coefficient and the condensation growth rate are proposed, respectively. Through the improved method based on Otto kernel, the Brownian coagulation coefficient can be expressed simply in powers of particle volume for the entire particle size regime based on the fitted polynomials of the mean enhancement function. Meanwhile, the improved method based on Fuchs–Sutugin kernel is developed to obtain the condensation growth rate for the entire particle size regime. And then, the change of the overall extinction coefficient of bimodal distributions undergoing Brownian coagulation and condensation can be estimated comprehensively for the entire particle size regime. Simulation experiments indicate that the extinction coefficients obtained with the improved methods coincide fairly well with the true values, which provide a simple, reliable, and general method to estimate the change of extinction coefficient for the entire particle size regime during the bimodal particle dynamic processes.

  11. Performance characteristics and parametric optimum criteria of a Brownian micro-refrigerator in a spatially periodic temperature field

    International Nuclear Information System (INIS)

    Lin Bihong; Chen Jincan

    2009-01-01

    It is shown that a microscopic system consisting of Brownian particles moving in a spatially asymmetric but periodic potential (ratchet) and contacting with the alternating hot and cold reservoirs along space coordinate and an external force applying on the particles may work as a refrigerator. In order to clarify the underlying physical pictures of the system, the heat flows via both the potential energy and the kinetic energy of the particles are considered simultaneously. Based on an Arrhenius' factor describing the forward and backward particle currents, expressions for some important performance parameters of the refrigerator, such as the coefficient of performance, cooling rate and power input, are derived analytically. The maximum coefficient of performance and cooling rate are numerically calculated for some given parameters. The influence of the main parameters such as the external force, barrier height of the potential, asymmetry of the potential and temperature ratio of the heat reservoirs on the performance of the Brownian refrigerator is discussed. The optimum criteria of some characteristic parameters are given. It is found that the Brownian refrigerator may be controlled to operate in different regions through the choice of several parameters

  12. Mixed analytical-stochastic simulation method for the recovery of a Brownian gradient source from probability fluxes to small windows.

    Science.gov (United States)

    Dobramysl, U; Holcman, D

    2018-02-15

    Is it possible to recover the position of a source from the steady-state fluxes of Brownian particles to small absorbing windows located on the boundary of a domain? To address this question, we develop a numerical procedure to avoid tracking Brownian trajectories in the entire infinite space. Instead, we generate particles near the absorbing windows, computed from the analytical expression of the exit probability. When the Brownian particles are generated by a steady-state gradient at a single point, we compute asymptotically the fluxes to small absorbing holes distributed on the boundary of half-space and on a disk in two dimensions, which agree with stochastic simulations. We also derive an expression for the splitting probability between small windows using the matched asymptotic method. Finally, when there are more than two small absorbing windows, we show how to reconstruct the position of the source from the diffusion fluxes. The present approach provides a computational first principle for the mechanism of sensing a gradient of diffusing particles, a ubiquitous problem in cell biology.

  13. A new numerical method for investigation of thermophoresis and Brownian motion effects on MHD nanofluid flow and heat transfer between parallel plates partially filled with a porous medium

    Science.gov (United States)

    Sayehvand, Habib-Olah; Basiri Parsa, Amir

    Numerical investigation the problem of nanofluid heat and mass transfer in a channel partially filled with a porous medium in the presence of uniform magnetic field is carried out by a new computational iterative approach known as the spectral local linearization method (SLLM). The similarity solution is used to reduce the governing system of partial differential equations to a set of nonlinear ordinary differential equations which are then solved by SLLM and validity of our solutions is verified by the numerical results (fourth-order Runge-Kutta scheme with the shooting method). In modeling the flow in the channel, the effects of flow inertia, Brinkman friction, nanoparticles concentration and thickness of the porous region are taken into account. The results are obtained for velocity, temperature, concentration, skin friction, Nusselt number and Sherwood number. Also, effects of active parameters such as viscosity parameter, Hartmann number, Darcy number, Prandtl number, Schmidt number, Eckert number, Brownian motion parameter, thermophoresis parameter and the thickness of porous region on the hydrodynamics, heat and mass transfer behaviors are investigated.

  14. Assisting the Homeless: State and Local Responses in an Era of Limited Resources. Papers from a Policy Conference (Washington, D.C., March 10-11, 1988).

    Science.gov (United States)

    McDowell, Bruce D., Ed.; Casey, Joan, Ed.

    This document comprises a collection of conference papers that provide a broad understanding of the problem of homelessness, highlight innovative local and state responses, and uncover key intergovernmental issues that must be addressed in order to improve public and private action. The conference was attended by more than 100 federal, state, and…

  15. Brownian dynamics simulations of the self- and collective rotational diffusion coefficients of rigid long thin rods

    Science.gov (United States)

    Tao, Yu-Guo; den Otter, W. K.; Padding, J. T.; Dhont, J. K. G.; Briels, W. J.

    2005-06-01

    Recently a microscopic theory for the dynamics of suspensions of long thin rigid rods was presented, confirming and expanding the well-known theory by Doi and Edwards [The Theory of Polymer Dynamics (Clarendon, Oxford, 1986)] and Kuzuu [J. Phys. Soc. Jpn. 52, 3486 (1983)]. Here this theory is put to the test by comparing it against computer simulations. A Brownian dynamics simulation program was developed to follow the dynamics of the rods, with a length over a diameter ratio of 60, on the Smoluchowski time scale. The model accounts for excluded volume interactions between rods, but neglects hydrodynamic interactions. The self-rotational diffusion coefficients Dr(φ) of the rods were calculated by standard methods and by a new, more efficient method based on calculating average restoring torques. Collective decay of orientational order was calculated by means of equilibrium and nonequilibrium simulations. Our results show that, for the currently accessible volume fractions, the decay times in both cases are virtually identical. Moreover, the observed decay of diffusion coefficients with volume fraction is much quicker than predicted by the theory, which is attributed to an oversimplification of dynamic correlations in the theory.

  16. Micro-macro-discrepancies in nonlinear microrheology: I. Quantifying mechanisms in a suspension of Brownian ellipsoids

    International Nuclear Information System (INIS)

    DePuit, Ryan J; Squires, Todd M

    2012-01-01

    Active and nonlinear microrheology experiments involve a colloidal probe that is forced to move within a material, with the goal of recovering the nonlinear rheological response properties of the material. Various mechanisms cause discrepancies between the nonlinear rheology measured microrheologically and macroscopically, including direct probe-bath collisions, the Lagrangian unsteadiness experienced by the material elements, and the spatially inhomogeneous and rheologically mixed strain field set up around the probe. Here, we perform computational nonlinear microrheology experiments, in which a colloidal probe translates through a dilute suspension of Brownian ellipsoids, whose results we compare against analogous computational experiments on the macroscopic shear rheology of the same model material. The quantitative impact of each of the mechanisms for micro-macro-discrepancy can thus be computed directly, with additional computational experiments performed where the processes in question are ‘turned off’. We show that all three discrepancy mechanisms impact the microrheological measurement quantitatively, and that none can be neglected. This motivates a search for microrheological probes whose geometry or forcing is optimized to minimize these impacts, which we present in a companion article.

  17. Multi-Dielectric Brownian Dynamics and Design-Space-Exploration Studies of Permeation in Ion Channels.

    Science.gov (United States)

    Siksik, May; Krishnamurthy, Vikram

    2017-09-01

    This paper proposes a multi-dielectric Brownian dynamics simulation framework for design-space-exploration (DSE) studies of ion-channel permeation. The goal of such DSE studies is to estimate the channel modeling-parameters that minimize the mean-squared error between the simulated and expected "permeation characteristics." To address this computational challenge, we use a methodology based on statistical inference that utilizes the knowledge of channel structure to prune the design space. We demonstrate the proposed framework and DSE methodology using a case study based on the KcsA ion channel, in which the design space is successfully reduced from a 6-D space to a 2-D space. Our results show that the channel dielectric map computed using the framework matches with that computed directly using molecular dynamics with an error of 7%. Finally, the scalability and resolution of the model used are explored, and it is shown that the memory requirements needed for DSE remain constant as the number of parameters (degree of heterogeneity) increases.

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

    Science.gov (United States)

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

    2016-06-01

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

  19. Brownian dynamic study of an enzyme metabolon in the TCA cycle: Substrate kinetics and channeling.

    Science.gov (United States)

    Huang, Yu-Ming M; Huber, Gary A; Wang, Nuo; Minteer, Shelley D; McCammon, J Andrew

    2018-02-01

    Malate dehydrogenase (MDH) and citrate synthase (CS) are two pacemaking enzymes involved in the tricarboxylic acid (TCA) cycle. Oxaloacetate (OAA) molecules are the intermediate substrates that are transferred from the MDH to CS to carry out sequential catalysis. It is known that, to achieve a high flux of intermediate transport and reduce the probability of substrate leaking, a MDH-CS metabolon forms to enhance the OAA substrate channeling. In this study, we aim to understand the OAA channeling within possible MDH-CS metabolons that have different structural orientations in their complexes. Three MDH-CS metabolons from native bovine, wild-type porcine, and recombinant sources, published in recent work, were selected to calculate OAA transfer efficiency by Brownian dynamics (BD) simulations and to study, through electrostatic potential calculations, a possible role of charges that drive the substrate channeling. Our results show that an electrostatic channel is formed in the metabolons of native bovine and recombinant porcine enzymes, which guides the oppositely charged OAA molecules passing through the channel and enhances the transfer efficiency. However, the channeling probability in a suggested wild-type porcine metabolon conformation is reduced due to an extended diffusion length between the MDH and CS active sites, implying that the corresponding arrangements of MDH and CS result in the decrease of electrostatic steering between substrates and protein surface and then reduce the substrate transfer efficiency from one active site to another. © 2017 The Protein Society.

  20. Confined active Brownian particles: theoretical description of propulsion-induced accumulation

    Science.gov (United States)

    Das, Shibananda; Gompper, Gerhard; Winkler, Roland G.

    2018-01-01

    The stationary-state distribution function of confined active Brownian particles (ABPs) is analyzed by computer simulations and analytical calculations. We consider a radial harmonic as well as an anharmonic confinement potential. In the simulations, the ABP is propelled with a prescribed velocity along a body-fixed direction, which is changing in a diffusive manner. For the analytical approach, the Cartesian components of the propulsion velocity are assumed to change independently; active Ornstein–Uhlenbeck particle (AOUP). This results in very different velocity distribution functions. The analytical solution of the Fokker–Planck equation for an AOUP in a harmonic potential is presented and a conditional distribution function is provided for the radial particle distribution at a given magnitude of the propulsion velocity. This conditional probability distribution facilitates the description of the coupling of the spatial coordinate and propulsion, which yields activity-induced accumulation of particles. For the anharmonic potential, a probability distribution function is derived within the unified colored noise approximation. The comparison of the simulation results with theoretical predictions yields good agreement for large rotational diffusion coefficients, e.g. due to tumbling, even for large propulsion velocities (Péclet numbers). However, we find significant deviations already for moderate Péclet number, when the rotational diffusion coefficient is on the order of the thermal one.

  1. Translocation of a Polymer Chain across a Nanopore: A Brownian Dynamics Simulation Study

    Science.gov (United States)

    Tian, Pu; Smith, Grant D.

    2003-01-01

    We carried out Brownian dynamics simulation studies of the translocation of single polymer chains across a nanosized pore under the driving of an applied field (chemical potential gradient). The translocation process can be either dominated by the entropic barrier resulted from restricted motion of flexible polymer chains or by applied forces (or chemical gradient across the wall), we focused on the latter case in our studies. Calculation of radius of gyrations at the two opposite sides of the wall shows that the polymer chains are not in equilibrium during the translocation process. Despite this fact, our results show that the one-dimensional diffusion and the nucleation model provide an excellent description of the dependence of average translocation time on the chemical potential gradients, the polymer chain length and the solvent viscosity. In good agreement with experimental results and theoretical predictions, the translocation time distribution of our simple model shows strong non-Gaussian characteristics. It is observed that even for this simple tubelike pore geometry, more than one peak of translocation time distribution can be generated for proper pore diameter and applied field strengths. Both repulsive Weeks-Chandler-Anderson and attractive Lennard-Jones polymer-nanopore interaction were studied, attraction facilitates the translocation process by shortening the total translocation time and dramatically improve the capturing of polymer chain. The width of the translocation time distribution was found to decrease with increasing temperature, increasing field strength, and decreasing pore diameter.

  2. First passage times for a tracer particle in single file diffusion and fractional Brownian motion.

    Science.gov (United States)

    Sanders, Lloyd P; Ambjörnsson, Tobias

    2012-05-07

    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 well the FPTD for all times for homogeneous SFD and sub-diffusive fBm systems.

  3. Simulation for Sludge Flocculation I: Brownian Dynamic Simulation for Perikinetic Flocculation of Charged Particle

    Directory of Open Access Journals (Sweden)

    Linshuang Liu

    2012-01-01

    Full Text Available To investigate sludge drying process, a numerical simulation based on Brownian dynamic for the floc with uncharged and charged particles was conducted. The Langevin equation is used as dynamical equation for tracking each particle in a floc. An initial condition and periodic boundary condition which well conformed to reality is used for calculating the floc growth process. Each cell consists of 1000 primary particles with diameter 0.1 ∼ 4 μm. Floc growth is related to the thermal force and the electrostatic force. The electrostatic force on a particle in the simulation cell is considered as the sum of electrostatic forces from other particles in the original cell and its replicate cells. It is assumed that flocs are charged with precharged primary particles in dispersion system by ionization. By the analysis of the simulation figures, on one hand, the effects of initial particle size and sludge density on floc smashing time, floc radius of gyration, and fractal dimension were discussed. On the other hand, the effects of ionization on floc smashing time and floc structure were presented. This study has important practical value in the high-turbidity water treatment, especially for sludge drying.

  4. Robust unidirectional rotation in three-tooth Brownian rotary ratchet systems

    Science.gov (United States)

    Tutu, Hiroki; Nagata, Soichiro

    2013-02-01

    We apply a simple Brownian ratchet model to an artificial molecular rotary system mounted in a biological membrane, in which the rotor always maintains unidirectional rotation in response to a linearly polarized weak ac field. Because the rotor and stator compose a ratchet system, we describe the motion of the rotor tip with the Langevin equation for a particle in a two-dimensional three-tooth ratchet potential of threefold symmetry. Unidirectional rotation can be induced under the field and optimized by stochastic resonance, wherein the mean angular momentum (MAM) of the rotor exhibits a bell-shaped curve for the noise strength. We obtain analytical expressions for the MAM and power loss from the corresponding Fokker-Planck equation, via a Markov transition model for coarse-grained states (six-state model). The MAM expression reveals a significant effect depending on the chirality of the ratchet potential: in achiral cases, the MAM approximately vanishes with respect to the polarization angle ϕ of the field; in chiral cases, the MAM does not crucially depend on ϕ, but depends on the direction of the ratchet; i.e., the parity of the unidirectional rotation is inherent in the ratchet structure. This feature is useful for artificial rotary systems to maintain robust unidirectional rotation independent of the mounting condition.

  5. Brownian dynamics of a protein-polymer chain complex in a solid-state nanopore

    Science.gov (United States)

    Wells, Craig C.; Melnikov, Dmitriy V.; Gracheva, Maria E.

    2017-08-01

    We study the movement of a polymer attached to a large protein inside a nanopore in a thin silicon dioxide membrane submerged in an electrolyte solution. We use Brownian dynamics to describe the motion of a negatively charged polymer chain of varying lengths attached to a neutral protein modeled as a spherical bead with a radius larger than that of the nanopore, allowing the chain to thread the nanopore but preventing it from translocating. The motion of the protein-polymer complex within the pore is also compared to that of a freely translocating polymer. Our results show that the free polymer's standard deviations in the direction normal to the pore axis is greater than that of the protein-polymer complex. We find that restrictions imposed by the protein, bias, and neighboring chain segments aid in controlling the position of the chain in the pore. Understanding the behavior of the protein-polymer chain complex may lead to methods that improve molecule identification by increasing the resolution of ionic current measurements.

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

    Science.gov (United States)

    Wei, Ling; van Winkle, David H.

    2015-03-01

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

  7. Current Reversals of an Underdamped Brownian Particle in an Asymmetric Deformable Potential

    Science.gov (United States)

    Cai, Chun-Chun; Liu, Jian-Li; Chen, Hao; Li, Feng-Guo

    2018-03-01

    Transport of an underdamped Brownian particle in a one-dimensional asymmetric deformable potential is investigated in the presence of both an ac force and a static force, respectively. From numerical simulations, we obtain the current average velocity. The current reversals and the absolute negative mobility are presented. The increasing of the deformation of the potential can cause the absolute negative mobility to be suppressed and even disappear. When the static force is small, the increase of the potential deformation suppresses the absolute negative mobility. When the force is large, the absolute negative mobility disappears. In particular, when the potential deformation is equal to 0.015, the two current reversals present with the increasing of the force. Remarkably, when the potential deformation is small, there are three current reversals with the increasing of the friction coefficient and the average velocity presents a oscillation behavior. Supported in part by the National Natural Science Foundation of China under Grant Nos. 11575064 and 11175067, and the Natural Science Foundation of Guangdong Province under Grant No. 2016A030313433

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

    Science.gov (United States)

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

    2011-08-01

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

  9. Spontaneous Detachment of Colloids from Primary Energy Minima by Brownian Diffusion.

    Directory of Open Access Journals (Sweden)

    Zhan Wang

    Full Text Available The Derjaguin-Landau-Verwey-Overbeek (DLVO interaction energy profile has been frequently used to interpret the mechanisms controlling colloid attachment/detachment and aggregation/disaggregation behavior. This study highlighted a type of energy profile that is characterized by a shallow primary energy well (i.e., comparable to the average kinetic energy of a colloid at a small separation distance and a monotonic decrease of interaction energy with separation distance beyond the primary energy well. This energy profile is present due to variations of height, curvature, and density of discrete physical heterogeneities on collector surfaces. The energy profile indicates that colloids can be spontaneously detached from the shallow primary energy well by Brownian diffusion. The spontaneous detachment from primary minima was unambiguously confirmed by conducting laboratory column transport experiments involving flow interruptions for two model colloids (polystyrene latex microspheres and engineered nanoparticles (fullerene C60 aggregates. Whereas the spontaneous detachment has been frequently attributed to attachment in secondary minima in the literature, our study indicates that the detached colloids could be initially attached at primary minima. Our study further suggests that the spontaneous disaggregation from primary minima is more significant than spontaneous detachment because the primary minimum depth between colloid themselves is lower than that between a colloid and a collector surface.

  10. Spontaneous Detachment of Colloids from Primary Energy Minima by Brownian Diffusion.

    Science.gov (United States)

    Wang, Zhan; Jin, Yan; Shen, Chongyang; Li, Tiantian; Huang, Yuanfang; Li, Baoguo

    2016-01-01

    The Derjaguin-Landau-Verwey-Overbeek (DLVO) interaction energy profile has been frequently used to interpret the mechanisms controlling colloid attachment/detachment and aggregation/disaggregation behavior. This study highlighted a type of energy profile that is characterized by a shallow primary energy well (i.e., comparable to the average kinetic energy of a colloid) at a small separation distance and a monotonic decrease of interaction energy with separation distance beyond the primary energy well. This energy profile is present due to variations of height, curvature, and density of discrete physical heterogeneities on collector surfaces. The energy profile indicates that colloids can be spontaneously detached from the shallow primary energy well by Brownian diffusion. The spontaneous detachment from primary minima was unambiguously confirmed by conducting laboratory column transport experiments involving flow interruptions for two model colloids (polystyrene latex microspheres) and engineered nanoparticles (fullerene C60 aggregates). Whereas the spontaneous detachment has been frequently attributed to attachment in secondary minima in the literature, our study indicates that the detached colloids could be initially attached at primary minima. Our study further suggests that the spontaneous disaggregation from primary minima is more significant than spontaneous detachment because the primary minimum depth between colloid themselves is lower than that between a colloid and a collector surface.

  11. Stationary and transient work-fluctuation theorems for a dragged Brownian particle.

    Science.gov (United States)

    van Zon, R; Cohen, E G D

    2003-04-01

    Recently Wang et al. carried out a laboratory experiment, where a Brownian particle was dragged through a fluid by a harmonic force with constant velocity of its center. This experiment confirmed a theoretically predicted work related integrated transient fluctuation theorem (ITFT), which gives an expression for the ratio for the probability to find positive or negative values for the fluctuations of the total work done on the system in a given time in a transient state. The corresponding integrated stationary state fluctuation theorem (ISSFT) was not observed. Using an overdamped Langevin equation and an arbitrary motion for the center of the harmonic force, all quantities of interest for these theorems and the corresponding nonintegrated ones (TFT and SSFT, respectively) are theoretically explicitly obtained in this paper. While the TFT and the ITFT are satisfied for all times, the SSFT and the ISSFT only hold asymptotically in time. Suggestions for further experiments with arbitrary velocity of the harmonic force and in which also the ISSFT could be observed, are given. In addition, a nontrivial long-time relation between the ITFT and the ISSFT was discovered, which could be observed experimentally, especially in the case of a resonant circular motion of the center of the harmonic force.

  12. Height distribution tails in the Kardar-Parisi-Zhang equation with Brownian initial conditions

    Science.gov (United States)

    Meerson, Baruch; Schmidt, Johannes

    2017-10-01

    For stationary interface growth, governed by the Kardar-Parisi-Zhang (KPZ) equation in 1 + 1 dimensions, typical fluctuations of the interface height at long times are described by the Baik-Rains distribution. Recently Chhita et al (2016 arXiv:1611.06690) used the totally asymmetric simple exclusion process (TASEP) to study the height fluctuations in systems of the KPZ universality class for Brownian interfaces with arbitrary diffusion constant. They showed that there is a one-parameter family of long-time distributions, parameterized by the diffusion constant of the initial random height profile. They also computed these distributions numerically by using Monte Carlo (MC) simulations. Here we address this problem analytically and focus on the distribution tails at short times. We determine the (stretched exponential) tails of the height distribution by applying the optimal fluctuation method (OFM) to the KPZ equation. We argue that, by analogy with other initial conditions, the ‘slow’ tail holds at arbitrary times and therefore provides a proper asymptotic to the family of long-time distributions studied in Chhita et al (2016 arXiv:1611.06690). We verify this hypothesis by performing large-scale MC simulations of a TASEP with a parallel-update rule. The ‘fast’ tail, predicted by the OFM, is also expected to hold at arbitrary times, at sufficiently large heights.

  13. Physical mechanism and modeling of heat generation and transfer in magnetic fluid hyperthermia through Néelian and Brownian relaxation: a review.

    Science.gov (United States)

    Suriyanto; Ng, E Y K; Kumar, S D

    2017-03-23

    Current clinically accepted technologies for cancer treatment still have limitations which lead to the exploration of new therapeutic methods. Since the past few decades, the hyperthermia treatment has attracted the attention of investigators owing to its strong biological rationales in applying hyperthermia as a cancer treatment modality. Advancement of nanotechnology offers a potential new heating method for hyperthermia by using nanoparticles which is termed as magnetic fluid hyperthermia (MFH). In MFH, superparamagnetic nanoparticles dissipate heat through Néelian and Brownian relaxation in the presence of an alternating magnetic field. The heating power of these particles is dependent on particle properties and treatment settings. A number of pre-clinical and clinical trials were performed to test the feasibility of this novel treatment modality. There are still issues yet to be solved for the successful transition of this technology from bench to bedside. These issues include the planning, execution, monitoring and optimization of treatment. The modeling and simulation play crucial roles in solving some of these issues. Thus, this review paper provides a basic understanding of the fundamental and rationales of hyperthermia and recent development in the modeling and simulation applied to depict the heat generation and transfer phenomena in the MFH.

  14. buffer Layer Growth, the Thickness Dependence of Jc in Coated Conductors, Local Identification of Current Limiting Mechanisms and Participation in the Wire Development Group

    Energy Technology Data Exchange (ETDEWEB)

    Larbalestier, David; Hellstron, Eric; Abraimov, Dmytro

    2011-12-17

    The primary thrusts of our work were to provide critical understanding of how best to enhance the current-carrying capacity of coated conductors. These include the deconstruction of Jc as a function of fim thickness, the growth of in situ films incorporating strong pinning centers and the use of a suite of position-sensitive tools that enable location and analysis of key areas where current-limiting occurs.

  15. Least Squares Estimators for Unit Root Processes with Locally Stationary Disturbance

    Directory of Open Access Journals (Sweden)

    Junichi Hirukawa

    2012-01-01

    Full Text Available The random walk is used as a model expressing equitableness and the effectiveness of various finance phenomena. Random walk is included in unit root process which is a class of nonstationary processes. Due to its nonstationarity, the least squares estimator (LSE of random walk does not satisfy asymptotic normality. However, it is well known that the sequence of partial sum processes of random walk weakly converges to standard Brownian motion. This result is so-called functional central limit theorem (FCLT. We can derive the limiting distribution of LSE of unit root process from the FCLT result. The FCLT result has been extended to unit root process with locally stationary process (LSP innovation. This model includes different two types of nonstationarity. Since the LSP innovation has time-varying spectral structure, it is suitable for describing the empirical financial time series data. Here we will derive the limiting distributions of LSE of unit root, near unit root and general integrated processes with LSP innovation. Testing problem between unit root and near unit root will be also discussed. Furthermore, we will suggest two kind of extensions for LSE, which include various famous estimators as special cases.

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

    Science.gov (United States)

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

    2005-01-01

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

  17. Self-assembly of actin monomers into long filaments: Brownian dynamics simulations

    Science.gov (United States)

    Guo, Kunkun; Shillcock, Julian; Lipowsky, Reinhard

    2009-07-01

    Brownian dynamics simulations are used to study the dynamical process of self-assembly of actin monomers into long filaments containing up to 1000 actin protomers. In order to overcome the large separation of time scales between the diffusive motion of the free monomers and the relatively slow attachment and detachment processes at the two ends of the filaments, we introduce a novel rescaling procedure by which we speed all dynamical processes related to actin polymerization and depolymerization up by the same factor. In general, the actin protomers within a filament can attain three different states corresponding to a bound adenosine triphosphate (ATP), adenosine diphosphate with inorganic phosphate (ADP/P), and ADP molecule. The simplest situation that has been studied experimentally is provided by the polymerization of ADP-actin, for which all protomers are identical. This case is used to unravel certain relations between the filament's physical properties and the model parameters such as the attachment rate constant and the size of the capture zone, the detachment rate and the probability of the detached event, as well as the growth rate and waiting times between two successive attachment/detachment events. When a single filament is allowed to grow in a bath of constant concentration of free ADP-actin monomers, its growth rate increases linearly with the free monomer concentration in quantitative agreement with in vitro experiments. The results also show that the waiting time is governed by exponential distributions and that the two ends of a filament undergo biased random walks. The filament length fluctuations are described by a length diffusion constant that is found to attain a constant value at low ADP-actin concentration and to increase linearly with this concentration. It is straightforward to apply our simulation code to more complex processes such as polymerization of ATP-actin coupled to ATP hydrolysis, force generation by filaments, formation of

  18. Brownian Optogenetic-Noise-Photostimulation on the Brain Amplifies Somatosensory-Evoked Field Potentials

    Directory of Open Access Journals (Sweden)

    Nayeli Huidobro

    2017-08-01

    Full Text Available Stochastic resonance (SR is an inherent and counter-intuitive mechanism of signal-to-noise ratio (SNR facilitation in biological systems associated with the application of an intermediate level of noise. As a first step to investigate in detail this phenomenon in the somatosensory system, here we examined whether the direct application of noisy light on pyramidal neurons from the mouse-barrel cortex expressing a light-gated channel channelrhodopsin-2 (ChR2 can produce facilitation in somatosensory evoked field potentials. Using anesthetized Thy1-ChR2-YFP transgenic mice, and a new neural technology, that we called Brownian optogenetic-noise-photostimulation (BONP, we provide evidence for how BONP directly applied on the barrel cortex modulates the SNR in the amplitude of whisker-evoked field potentials (whisker-EFP. In all transgenic mice, we found that the SNR in the amplitude of whisker-EFP (at 30% of the maximal whisker-EFP exhibited an inverted U-like shape as a function of the BONP level. As a control, we also applied the same experimental paradigm, but in wild-type mice, as expected, we did not find any facilitation effects. Our results show that the application of an intermediate intensity of BONP on the barrel cortex of ChR2 transgenic mice amplifies the SNR of somatosensory whisker-EFPs. This result may be relevant to explain the improvements found in sensory detection in humans produced by the application of transcranial-random-noise-stimulation (tRNS on the scalp.

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

    Science.gov (United States)

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

    2018-03-01

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

  20. Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion

    Science.gov (United States)

    Zhang, Wei-Guo; Li, Zhe; Liu, Yong-Jun

    2018-01-01

    In this paper, we study the pricing problem of the continuously monitored fixed and floating strike geometric Asian power options in a mixed fractional Brownian motion environment. First, we derive both closed-form solutions and mixed fractional partial differential equations for fixed and floating strike geometric Asian power options based on delta-hedging strategy and partial differential equation method. Second, we present the lower and upper bounds of the prices of fixed and floating strike geometric Asian power options under the assumption that both risk-free interest rate and volatility are interval numbers. Finally, numerical studies are performed to illustrate the performance of our proposed pricing model.

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

    Directory of Open Access Journals (Sweden)

    Qing He

    2018-01-01

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

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

    OpenAIRE

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

    2013-01-01

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

  3. Structural parameter dependence of directed current generation in GaAs nanowire-based electron Brownian ratchet devices

    Science.gov (United States)

    Abe, Yushi; Kuroda, Ryota; Ying, Xiang; Sato, Masaki; Tanaka, Takayuki; Kasai, Seiya

    2015-06-01

    We investigated the structural parameter dependence of the directed current in GaAs-nanowire-based Brownian ratchet devices. The directed current was generated by flashing a ratchet potential array repeatedly using multiple asymmetric gates with a periodic signal. The amount of current in the fabricated device increased as the nanowire width W decreased, which contradicted the theoretical model. The current also depended on the number of the gates N, when N was smaller than 6. We discussed the obtained results in terms of the structural parameter dependence of carrier transfer efficiency and the effect of electron reservoirs on current generation in flashing ratchet operation.

  4. Easy-DHPSF open-source software for three-dimensional localization of single molecules with precision beyond the optical diffraction limit.

    Science.gov (United States)

    Lew, Matthew D; von Diezmann, Alexander R S; Moerner, W E

    2013-02-25

    Automated processing of double-helix (DH) microscope images of single molecules (SMs) streamlines the protocol required to obtain super-resolved three-dimensional (3D) reconstructions of ultrastructures in biological samples by single-molecule active control microscopy. Here, we present a suite of MATLAB subroutines, bundled with an easy-to-use graphical user interface (GUI), that facilitates 3D localization of single emitters (e.g. SMs, fluorescent beads, or quantum dots) with precisions of tens of nanometers in multi-frame movies acquired using a wide-field DH epifluorescence microscope. The algorithmic approach is based upon template matching for SM recognition and least-squares fitting for 3D position measurement, both of which are computationally expedient and precise. Overlapping images of SMs are ignored, and the precision of least-squares fitting is not as high as maximum likelihood-based methods. However, once calibrated, the algorithm can fit 15-30 molecules per second on a 3 GHz Intel Core 2 Duo workstation, thereby producing a 3D super-resolution reconstruction of 100,000 molecules over a 20×20×2 μm field of view (processing 128×128 pixels × 20000 frames) in 75 min.

  5. Resolvin D1 limits 5-lipoxygenase nuclear localization and leukotriene B4 synthesis by inhibiting a calcium-activated kinase pathway.

    Science.gov (United States)

    Fredman, Gabrielle; Ozcan, Lale; Spolitu, Stefano; Hellmann, Jason; Spite, Matthew; Backs, Johannes; Tabas, Ira

    2014-10-07

    Imbalances between proinflammatory and proresolving mediators can lead to chronic inflammatory diseases. The balance of arachidonic acid-derived mediators in leukocytes is thought to be achieved through intracellular localization of 5-lipoxygenase (5-LOX): nuclear 5-LOX favors the biosynthesis of proinflammatory leukotriene B4 (LTB4), whereas, in theory, cytoplasmic 5-LOX could favor the biosynthesis of proresolving lipoxin A4 (LXA4). This balance is shifted in favor of LXA4 by resolvin D1 (RvD1), a specialized proresolving mediator derived from docosahexaenoic acid, but the mechanism is not known. Here we report a new pathway through which RvD1 promotes nuclear exclusion of 5-LOX and thereby suppresses LTB4 and enhances LXA4 in macrophages. RvD1, by activating its receptor formyl peptide receptor2/lipoxin A4 receptor, suppresses cytosolic calcium and decreases activation of the calcium-sensitive kinase calcium-calmodulin-dependent protein kinase II (CaMKII). CaMKII inhibition suppresses activation P38 and mitogen-activated protein kinase-activated protein kinase 2 kinases, which reduces Ser271 phosphorylation of 5-LOX and shifts 5-LOX from the nucleus to the cytoplasm. As such, RvD1's ability to decrease nuclear 5-LOX and the LTB4:LXA4 ratio in vitro and in vivo was mimicked by macrophages lacking CaMKII or expressing S271A-5-LOX. These findings provide mechanistic insight into how a specialized proresolving mediator from the docosahexaenoic acid pathway shifts the balance toward resolution in the arachidonic acid pathway. Knowledge of this mechanism may provide new strategies for promoting inflammation resolution in chronic inflammatory diseases.

  6. Late Toxicity After Intensity-Modulated Radiation Therapy for Localized Prostate Cancer: An Exploration of Dose–Volume Histogram Parameters to Limit Genitourinary and Gastrointestinal Toxicity

    International Nuclear Information System (INIS)

    Pederson, Aaron W.; Fricano, Janine; Correa, David; Pelizzari, Charles A.; Liauw, Stanley L.

    2012-01-01

    Purpose: To characterize the late genitourinary (GU) and gastrointestinal (GI) toxicity for prostate cancer patients treated with intensity-modulated radiation therapy (IMRT) and propose dose–volume histogram (DVH) guidelines to limit late treatment-related toxicity. Methods and Materials: In this study 296 consecutive men were treated with IMRT for adenocarcinoma of the prostate. Most patients received treatment to the prostate with or without proximal seminal vesicles (90%), to a median dose of 76 Gy. Concurrent androgen deprivation therapy was given to 150 men (51%) for a median of 4 months. Late toxicity was defined by Common Toxicity Criteria version 3.0 as greater than 3 months after radiation therapy completion. Four groupings of DVH parameters were defined, based on the percentage of rectal or bladder tissue receiving 70 Gy (V 70 ), 65 Gy (V 65 ), and 40 Gy (V 40 ). These DVH groupings, as well as clinical and treatment characteristics, were correlated to maximal Grade 2+ GU and GI toxicity. Results: With a median follow-up of 41 months, the 4-year freedom from maximal Grade 2+ late toxicity was 81% and 91% for GU and GI systems, respectively, and by last follow-up, the rates of Grade 2+ GU and GI toxicity were 9% and 5%, respectively. On multivariate analysis, whole-pelvic IMRT was associated with Grade 2+ GU toxicity and age was associated with Grade 2+ GI toxicity. Freedom from Grade 2+ GI toxicity at 4 years was 100% for men with rectal V 70 ≤10%, V 65 ≤20%, and V 40 ≤40%; 92% for men with rectal V 70 ≤20%, V 65 ≤40%, and V 40 ≤80%; and 85% for men exceeding these criteria (p = 0.13). These criteria were more highly associated with GI toxicity in men aged ≥70 years (p = 0.07). No bladder dose–volume relationships were associated with the risk of GU toxicity. Conclusions: IMRT is associated with low rates of severe GU or GI toxicity after treatment for prostate cancer. Rectal dose constraints may help limit late GI morbidity.

  7. Extended Parrondo's game and Brownian ratchets: Strong and weak Parrondo effect

    Science.gov (United States)

    Wu, Degang; Szeto, Kwok Yip

    2014-02-01

    Inspired by the flashing ratchet, Parrondo's game presents an apparently paradoxical situation. Parrondo's game consists of two individual games, game A and game B. Game A is a slightly losing coin-tossing game. Game B has two coins, with an integer parameter M. If the current cumulative capital (in discrete unit) is a multiple of M, an unfavorable coin pb is used, otherwise a favorable pg coin is used. Paradoxically, a combination of game A and game B could lead to a winning game, which is the Parrondo effect. We extend the original Parrondo's game to include the possibility of M being either M1 or M2. Also, we distinguish between strong Parrondo effect, i.e., two losing games combine to form a winning game, and weak Parrondo effect, i.e., two games combine to form a better-performing game. We find that when M2 is not a multiple of M1, the combination of B (M1) and B (M2) has strong and weak Parrondo effect for some subsets in the parameter space (pb,pg), while there is neither strong nor weak effect when M2 is a multiple of M1. Furthermore, when M2 is not a multiple of M1, a stochastic mixture of game A may cancel the strong and weak Parrondo effect. Following a discretization scheme in the literature of Parrondo's game, we establish a link between our extended Parrondo's game with the analysis of discrete Brownian ratchet. We find a relation between the Parrondo effect of our extended model to the macroscopic bias in a discrete ratchet. The slope of a ratchet potential can be mapped to the fair game condition in the extended model, so that under some conditions, the macroscopic bias in a discrete ratchet can provide a good predictor for the game performance of the extended model. On the other hand, our extended model suggests a design of a ratchet in which the potential is a mixture of two periodic potentials.

  8. Parallel O(N) Stokes' solver towards scalable Brownian dynamics of hydrodynamically interacting objects in general geometries

    Science.gov (United States)

    Zhao, Xujun; Li, Jiyuan; Jiang, Xikai; Karpeev, Dmitry; Heinonen, Olle; Smith, Barry; Hernandez-Ortiz, Juan P.; de Pablo, Juan J.

    2017-06-01

    An efficient parallel Stokes' solver has been developed for complete description of hydrodynamic interactions between Brownian particles in bulk and confined geometries. A Langevin description of the particle dynamics is adopted, where the long-range interactions are included using a Green's function formalism. A scalable parallel computational approach is presented, where the general geometry Stokeslet is calculated following a matrix-free algorithm using the general geometry Ewald-like method. Our approach employs a highly efficient iterative finite-element Stokes' solver for the accurate treatment of long-range hydrodynamic interactions in arbitrary confined geometries. A combination of mid-point time integration of the Brownian stochastic differential equation, the parallel Stokes' solver, and a Chebyshev polynomial approximation for the fluctuation-dissipation theorem leads to an O(N) parallel algorithm. We illustrate the new algorithm in the context of the dynamics of confined polymer solutions under equilibrium and non-equilibrium conditions. The method is then extended to treat suspended finite size particles of arbitrary shape in any geometry using an immersed boundary approach.

  9. Inertial effects in diffusion-limited reactions

    International Nuclear Information System (INIS)

    Dorsaz, N; Foffi, G; De Michele, C; Piazza, F

    2010-01-01

    Diffusion-limited reactions are commonly found in biochemical processes such as enzyme catalysis, colloid and protein aggregation and binding between different macromolecules in cells. Usually, such reactions are modeled within the Smoluchowski framework by considering purely diffusive boundary problems. However, inertial effects are not always negligible in real biological or physical media on typical observation time frames. This is all the more so for non-bulk phenomena involving physical boundaries, that introduce additional time and space constraints. In this paper, we present and test a novel numerical scheme, based on event-driven Brownian dynamics, that allows us to explore a wide range of velocity relaxation times, from the purely diffusive case to the underdamped regime. We show that our algorithm perfectly reproduces the solution of the Fokker-Planck problem with absorbing boundary conditions in all the regimes considered and is thus a good tool for studying diffusion-guided reactions in complex biological environments.

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

    Science.gov (United States)

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

    2018-03-01

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

  11. Fokker-Planck equation for the non-Markovian Brownian motion in the presence of a magnetic field

    Science.gov (United States)

    Das, Joydip; Mondal, Shrabani; Bag, Bidhan Chandra

    2017-10-01

    In the present study, we have proposed the Fokker-Planck equation in a simple way for a Langevin equation of motion having ordinary derivative (OD), the Gaussian random force and a generalized frictional memory kernel. The equation may be associated with or without conservative force field from harmonic potential. We extend this method for a charged Brownian particle in the presence of a magnetic field. Thus, the present method is applicable for a Langevin equation of motion with OD, the Gaussian colored thermal noise and any kind of linear force field that may be conservative or not. It is also simple to apply this method for the colored Gaussian noise that is not related to the damping strength.

  12. Diffusion of Brownian particles in a tilted periodic potential under the influence of an external Ornstein-Uhlenbeck noise

    Science.gov (United States)

    Bai, Zhan-Wu; Zhang, Wei

    2018-01-01

    The diffusion behaviors of Brownian particles in a tilted periodic potential under the influence of an internal white noise and an external Ornstein-Uhlenbeck noise are investigated through numerical simulation. In contrast to the case when the bias force is smaller or absent, the diffusion coefficient exhibits a nonmonotonic dependence on the correlation time of the external noise when bias force is large. A mechanism different from locked-to-running transition theory is presented for the diffusion enhancement by a bias force in intermediate to large damping. In the underdamped regime and the presence of external noise, the diffusion coefficient is a monotonically decreasing function of low temperature rather than a nonmonotonic function when external noise is absent. The diffusive process undergoes four regimes when bias force approaches but is less than its critical value and noises intensities are small. These behaviors can be attributed to the locked-to-running transition of particles.

  13. Effects of electromagnetic field exposure on conduction and concentration of voltage gated calcium channels: A Brownian dynamics study.

    Science.gov (United States)

    Tekieh, Tahereh; Sasanpour, Pezhman; Rafii-Tabar, Hashem

    2016-09-01

    A three-dimensional Brownian Dynamics (BD) in combination with electrostatic calculations is employed to specifically study the effects of radiation of high frequency electromagnetic fields on the conduction and concentration profile of calcium ions inside the voltage-gated calcium channels. The electrostatic calculations are performed using COMSOL Multiphysics by considering dielectric interfaces effectively. The simulations are performed for different frequencies and intensities. The simulation results show the variations of conductance, average number of ions and the concentration profiles of ions inside the channels in response to high frequency radiation. The ionic current inside the channel increases in response to high frequency electromagnetic field radiation, and the concentration profiles show that the residency of ions in the channel decreases accordingly. Copyright © 2016 Elsevier B.V. All rights reserved.

  14. Structure-based molecular simulations reveal the enhancement of biased Brownian motions in single-headed kinesin.

    Science.gov (United States)

    Kanada, Ryo; Kuwata, Takeshi; Kenzaki, Hiroo; Takada, Shoji

    2013-01-01

    Kinesin is a family of molecular motors that move unidirectionally along microtubules (MT) using ATP hydrolysis free energy. In the family, the conventional two-headed kinesin was experimentally characterized to move unidirectionally through "walking" in a hand-over-hand fashion by coordinated motions of the two heads. Interestingly a single-headed kinesin, a truncated KIF1A, still can generate a biased Brownian movement along MT, as observed by in vitro single molecule experiments. Thus, KIF1A must use a different mechanism from the conventional kinesin to achieve the unidirectional motions. Based on the energy landscape view of proteins, for the first time, we conducted a set of molecular simulations of the truncated KIF1A movements over an ATP hydrolysis cycle and found a mechanism exhibiting and enhancing stochastic forward-biased movements in a similar way to those in experiments. First, simulating stand-alone KIF1A, we did not find any biased movements, while we found that KIF1A with a large friction cargo-analog attached to the C-terminus can generate clearly biased Brownian movements upon an ATP hydrolysis cycle. The linked cargo-analog enhanced the detachment of the KIF1A from MT. Once detached, diffusion of the KIF1A head was restricted around the large cargo which was located in front of the head at the time of detachment, thus generating a forward bias of the diffusion. The cargo plays the role of a diffusional anchor, or cane, in KIF1A "walking."

  15. Structure-based molecular simulations reveal the enhancement of biased Brownian motions in single-headed kinesin.

    Directory of Open Access Journals (Sweden)

    Ryo Kanada

    Full Text Available Kinesin is a family of molecular motors that move unidirectionally along microtubules (MT using ATP hydrolysis free energy. In the family, the conventional two-headed kinesin was experimentally characterized to move unidirectionally through "walking" in a hand-over-hand fashion by coordinated motions of the two heads. Interestingly a single-headed kinesin, a truncated KIF1A, still can generate a biased Brownian movement along MT, as observed by in vitro single molecule experiments. Thus, KIF1A must use a different mechanism from the conventional kinesin to achieve the unidirectional motions. Based on the energy landscape view of proteins, for the first time, we conducted a set of molecular simulations of the truncated KIF1A movements over an ATP hydrolysis cycle and found a mechanism exhibiting and enhancing stochastic forward-biased movements in a similar way to those in experiments. First, simulating stand-alone KIF1A, we did not find any biased movements, while we found that KIF1A with a large friction cargo-analog attached to the C-terminus can generate clearly biased Brownian movements upon an ATP hydrolysis cycle. The linked cargo-analog enhanced the detachment of the KIF1A from MT. Once detached, diffusion of the KIF1A head was restricted around the large cargo which was located in front of the head at the time of detachment, thus generating a forward bias of the diffusion. The cargo plays the role of a diffusional anchor, or cane, in KIF1A "walking."

  16. Steric exclusion and protein conformation determine the localization of plasma membrane transporters.

    Science.gov (United States)

    Bianchi, Frans; Syga, Łukasz; Moiset, Gemma; Spakman, Dian; Schavemaker, Paul E; Punter, Christiaan M; Seinen, Anne-Bart; van Oijen, Antoine M; Robinson, Andrew; Poolman, Bert

    2018-02-05

    The plasma membrane (PM) of Saccharomyces cerevisiae contains membrane compartments, MCC/eisosomes and MCPs, named after the protein residents Can1 and Pma1, respectively. Using high-resolution fluorescence microscopy techniques we show that Can1 and the homologous transporter Lyp1 are able to diffuse into the MCC/eisosomes, where a limited number of proteins are conditionally trapped at the (outer) edge of the compartment. Upon addition of substrate, the immobilized proteins diffuse away from the MCC/eisosomes, presumably after taking a different conformation in the substrate-bound state. Our data indicate that the mobile fraction of all integral plasma membrane proteins tested shows extremely slow Brownian diffusion through most of the PM. We also show that proteins with large cytoplasmic domains, such as Pma1 and synthetic chimera of Can1 and Lyp1, are excluded from the MCC/eisosomes. We hypothesize that the distinct localization patterns found for these integral membrane proteins in S. cerevisiae arises from a combination of slow lateral diffusion, steric exclusion, and conditional trapping in membrane compartments.

  17. Diffusion in the presence of a local attracting factor: Theory and interdisciplinary applications

    Science.gov (United States)

    Veermäe, Hardi; Patriarca, Marco

    2017-06-01

    In many complex diffusion processes the drift of random walkers is not caused by an external force, as in the case of Brownian motion, but by local variations of fitness perceived by the random walkers. In this paper, a simple but general framework is presented that describes such a type of random motion and may be of relevance in different problems, such as opinion dynamics, cultural spreading, and animal movement. To this aim, we study the problem of a random walker in d dimensions moving in the presence of a local heterogeneous attracting factor expressed in terms of an assigned position-dependent "attractiveness function." At variance with standard Brownian motion, the attractiveness function introduced here regulates both the advection and diffusion of the random walker, thus providing testable predictions for a specific form of fluctuation-relations. We discuss the relation between the drift-diffusion equation based on the attractiveness function and that describing standard Brownian motion, and we provide some explicit examples illustrating its relevance in different fields, such as animal movement, chemotactic diffusion, and social dynamics.

  18. Magneto hall effect on unsteady elastico-viscous nanofluid slip flow in a channel in presence of thermal radiation and heat generation with Brownian motion

    Science.gov (United States)

    Karim, M. Enamul; Samad, M. Abdus; Ferdows, M.

    2017-06-01

    The present note investigates the magneto hall effect on unsteady flow of elastico-viscous nanofluid in a channel with slip boundary considering the presence of thermal radiation and heat generation with Brownian motion. Numerical results are achieved by solving the governing equations by the implicit Finite Difference Method (FDM) obtaining primary and secondary velocities, temperature, nanoparticles volume fraction and concentration distributions within the boundary layer entering into the problem. The influences of several interesting parameters such as elastico-viscous parameter, magnetic field, hall parameter, heat generation, thermal radiation and Brownian motion parameters on velocity, heat and mass transfer characteristics of the fluid flow are discussed with the help of graphs. Also the effects of the pertinent parameters, which are of physical and engineering interest, such as Skin friction parameter, Nusselt number and Sherwood number are sorted out. It is found that the flow field and other quantities of physical concern are significantly influenced by these parameters.

  19. A Class of Bridges of Iterated Integrals of Brownian Motion Related to Various Boundary Value Problems Involving the One-Dimensional Polyharmonic Operator

    Directory of Open Access Journals (Sweden)

    Aimé Lachal

    2011-01-01

    Full Text Available Let ((∈[0,1] be the linear Brownian motion and ((∈[0,1] the (−1-fold integral of Brownian motion, with being a positive integer: ∫(=0((−−1/(−1!d( for any ∈[0,1]. In this paper we construct several bridges between times 0 and 1 of the process ((∈[0,1] involving conditions on the successive derivatives of at times 0 and 1. For this family of bridges, we make a correspondence with certain boundary value problems related to the one-dimensional polyharmonic operator. We also study the classical problem of prediction. Our results involve various Hermite interpolation polynomials.

  20. Statistical mechanical theory for steady state systems. VIII. General theory for a Brownian particle driven by a time- and space-varying force.

    Science.gov (United States)

    Attard, Phil; Gray-Weale, Angus

    2008-03-21

    A Brownian particle subject to a time- and space-varying force is studied with the second entropy theory for nonequilibrium statistical mechanics. A fluctuation expression is obtained for the second entropy of the path, and this is maximized to obtain the most likely path of the particle. Two approaches are used, one based on the velocity correlation function and one based on the position correlation function. The approaches are a perturbation about the free particle result and are exact for weak external forces. They provide a particularly simple way of including memory effects in time-varying driven diffusion. The theories are tested against computer simulation data for a Brownian particle trapped in an oscillating parabolic well. They accurately predict the phase lag and amplitude as a function of drive frequency, and they account quantitatively for the memory effects that are important at high frequencies and that are missing in the simplest Langevin equation.

  1. Ion pump as Brownian motor: theory of electroconformational coupling and proof of ratchet mechanism for Na,K-ATPase action

    Science.gov (United States)

    Tsong, Tian Yow; Chang, Cheng-Hung

    2003-04-01

    This article reviews some concepts of the Brownian Ratchet which are relevant to our discussion of mechanisms of action of Na,K-ATPase, a universal ion pump and an elemental motor protein of the biological cell. Under wide ranges of ionic compositions it can hydrolyze an ATP and use the γ-phosphorous bond energy of ATP to pump 3 Na + out of, and 2 K + into the cell, both being uphill transport. During the ATP-dependent pump cycle, the enzyme oscillates between E1 and E2 states. Our experiment replaces ATP with externally applied electric field of various waveforms, amplitudes, and frequencies. The field enforced-oscillation, or fluctuation of E1 and E2 states enables the enzyme to harvest energy from the applied field and convert it to the chemical gradient energy of cations. A theory of electroconformational coupling (TEC), which embodies all the essential features of the Brownian Ratchet, successfully simulates these experimental results. Our analysis based on a four-state TEC model indicates that the equilibrium and the rate constants of the transport system define the frequency and the amplitude of the field for the optimal activation. Waveform, frequency, and amplitude are three elements of signal. Thus, electric signal of the ion pump is found by TEC analysis of the experimental data. Electric noise (white) superimposed on an electric signal changes the pump efficiency and produces effects similar to the stochastic resonance reported in other biological systems. The TEC concept is compared with the most commonly used Michaelis-Menten enzyme mechanism (MME) for similarities and differences. Both MME and TEC are catalytic wheels, which recycle the catalyst in each turnover. However, a MME can only catalyze reaction of descending free energy while a TEC enzyme can catalyze reaction of ascending free energy by harvesting needed energy from an off-equilibrium electric noise. The TEC mechanism is shown to be applicable to other biological motors and engines, as

  2. AS INTERFACES ENTRE LINGUAGENS AUDIOVISUAIS E PRÁTICAS PEDAGÓGICAS EM HISTÓRIA E GEOGRAFIA: EXPERIÊNCIAS, POSSIBILIDADES E LIMITES DO CURTA METRAGEM COMO UMA “OUTRA” COMPREENSÃO DO LOCAL E DO VIVIDO

    Directory of Open Access Journals (Sweden)

    Humberto Perinelli Neto

    2012-12-01

    Full Text Available Nota-se especificamente nas práticas de ensino de História e Geografia uma preocupação com a construção de saberes escolares baseados na observância de categorias como ‘cotidiano’ e ‘lugar’, que enfatizam um olhar intensivamente voltado para o contexto local dos alunos – elemento de (ressignificação, num tempo e espaço situados, das representações e as ações dos sujeitos, da (redefinição de suas identidades (individuais e/ou coletivas e dos direitos à cidadania. Contudo, tanto os educadores em História, quanto em Geografia, devem ficar alertas para alguns limites de uma proposta pedagógica estritamente ‘localista’. Quando se fala de uma utilização da linguagem tecnológica audiovisual em consonância com as propostas pedagógicas existentes nos PCN’s de História e Geografia, é preciso ter em mente que não basta redimensionar o cinema à esfera local (seja em sala de aula ou fora dela, nem eleger o ‘localismo’ como a nova panacéia de uma certa ‘pedagogia’ da linguagem audiovisual. Com o anseio de promover o desenvolvimento de novas metodologias do ensino de história e de geografia é que foi elaborado um projeto de pesquisa. Trata-se de oportunizar com os vídeos a possibilidade dos graduandos refletirem sobre o ensino de história e de geografia, segundo a utilização de uma nova linguagem tecnológica e artística (o cinema, a associação com a realidade dos alunos (daí o estudo do local e do urbano, bem como a promoção de um diálogo ativo e critico com as recomendações do PCN (1998.   Palavras-chave: História. Geografia. Cinema. Linguagem tecnológica. Metodologia.

  3. Current limiters

    Energy Technology Data Exchange (ETDEWEB)

    Loescher, D.H. [Sandia National Labs., Albuquerque, NM (United States). Systems Surety Assessment Dept.; Noren, K. [Univ. of Idaho, Moscow, ID (United States). Dept. of Electrical Engineering

    1996-09-01

    The current that flows between the electrical test equipment and the nuclear explosive must be limited to safe levels during electrical tests conducted on nuclear explosives at the DOE Pantex facility. The safest way to limit the current is to use batteries that can provide only acceptably low current into a short circuit; unfortunately this is not always possible. When it is not possible, current limiters, along with other design features, are used to limit the current. Three types of current limiters, the fuse blower, the resistor limiter, and the MOSFET-pass-transistor limiters, are used extensively in Pantex test equipment. Detailed failure mode and effects analyses were conducted on these limiters. Two other types of limiters were also analyzed. It was found that there is no best type of limiter that should be used in all applications. The fuse blower has advantages when many circuits must be monitored, a low insertion voltage drop is important, and size and weight must be kept low. However, this limiter has many failure modes that can lead to the loss of over current protection. The resistor limiter is simple and inexpensive, but is normally usable only on circuits for which the nominal current is less than a few tens of milliamperes. The MOSFET limiter can be used on high current circuits, but it has a number of single point failure modes that can lead to a loss of protective action. Because bad component placement or poor wire routing can defeat any limiter, placement and routing must be designed carefully and documented thoroughly.

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

    International Nuclear Information System (INIS)

    Jumarie, Guy

    2004-01-01

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

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

    Science.gov (United States)

    Ota, Satoshi; Kitaguchi, Ryoichi; Takeda, Ryoji; Yamada, Tsutomu; Takemura, Yasushi

    2016-09-10

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

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

    Directory of Open Access Journals (Sweden)

    Satoshi Ota

    2016-09-01

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

  7. Manipulating quantum dot fluorescence by utilizing Brownian induced near-field interactions with plasmonic nanoparticles

    Science.gov (United States)

    Palombo, Nola

    Quantum dots (QDs) are semiconductor nanocrystals with size-dependent optical properties; thus making them supreme fluorophores. Plasmonic nanoparticles (PNPs), such as gold and silver nanoparticles, support localized surface plasmons on their surface. When the localized surface plasmons are excited, a highly concentrated electromagnetic field is formed near the particle. Therefore, if a QD is within the near-field of a PNP, the emission or excitation of the QD can be enhanced. However, due to Forster Resonance Energy Transfer (FRET), the QD fluorescence could instead be quenched by the proximity of PNPs. Whether enhancement or quenching occurs, is dependent upon the distance and geometry of the nanoparticles. Enhanced QD fluorescence would be helpful in biomedical sensing and imaging and solar energy conversion applications. In addition, quenched QD fluorescence caused by FRET could be applied to FRET-based sensing and imaging in medical diagnosis. This master's thesis first theoretically models the stochastic movement of QDs and PNPs in an aqueous solution. The simulation is based upon the Direct Simulation Monte Carlo method coupled with Langevin equations. Using this simulation, we were able to predict the percentage of QDs in the near-field region of PNPs. The percentage of QDs in the near-field region of GNPs for a concentration of 1 × 1013 QDs/mL and 5 × 108 GNPs/mL, is a very small percentage of 2 × 10-5%. Yet, the concentration of QDs in the near-field region of GNPs was calculated to be 1,510,000 QDs mL-1. In addition, this master's thesis experimentally explores the enhancement and quenching of QD emission for different concentrations and sizes of PNPs in aqueous solutions. The fluorescence spectra of two types of QD-PNP mixtures were measured. The first mixture was QDs and gold nanoparticles (GNPs) dispersed in distilled water, where the emission wavelength of the QDs matches the localized surface plasmon excitation wavelength of the GNPs. The second

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

    Energy Technology Data Exchange (ETDEWEB)

    Mereghetti, Paolo; Wade, Rebecca C.

    2012-07-26

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

  9. Evaluation of Underground Zinc Mine Investment Based on Fuzzy-Interval Grey System Theory and Geometric Brownian Motion

    Directory of Open Access Journals (Sweden)

    Zoran Gligoric

    2014-01-01

    Full Text Available Underground mine projects are often associated with diverse sources of uncertainties. Having the ability to plan for these uncertainties plays a key role in the process of project evaluation and is increasingly recognized as critical to mining project success. To make the best decision, based on the information available, it is necessary to develop an adequate model incorporating the uncertainty of the input parameters. The model is developed on the basis of full discounted cash flow analysis of an underground zinc mine project. The relationships between input variables and economic outcomes are complex and often nonlinear. Fuzzy-interval grey system theory is used to forecast zinc metal prices while geometric Brownian motion is used to forecast operating costs over the time frame of the project. To quantify the uncertainty in the parameters within a project, such as capital investment, ore grade, mill recovery, metal content of concentrate, and discount rate, we have applied the concept of interval numbers. The final decision related to project acceptance is based on the net present value of the cash flows generated by the simulation over the time project horizon.

  10. Brownian diffusion of a particle at an air/liquid interface: the elastic (not viscous) response of the surface.

    Science.gov (United States)

    Toro-Mendoza, Jhoan; Rodriguez-Lopez, Gieberth; Paredes-Altuve, Oscar

    2017-03-29

    Here, the effect of the elastic response of the surface on the translational diffusion coefficient of a partly submerged-in-water spherical Brownian particle is considered. The elastic nature of the surface, mediated by the surface tension, generates an additional dissipative mechanism. Therefore, the collisions at the surface contribute to the diffusion as the source of the driving force and the dissipation results from the combined action of both elastic reaction of the surface and viscous dissipation. However, it can be estimated that the surface elastic mechanism is several orders of magnitude greater than the viscous one. This simple yet physically plausible approach leads us to assume that the diffusion on the surface is proportional to a power of the number of collisions and, consequently, the dissipative mechanisms are proportional to an inverse power of it. The lowering in dimensionality from 3 (bulk) to 2 (surface) also contributes to the decrease of diffusion. This model allows the reproduction of the reported experimental values of the surface/bulk dissipative force ratio. Additionally, we also compared the traditional viscous approach with other theoretical hydrodynamic treatments of the problem, which drastically failed to explain the experiments.

  11. Processive pectin methylesterases: the role of electrostatic potential, breathing motions and bond cleavage in the rectification of Brownian motions.

    Directory of Open Access Journals (Sweden)

    Davide Mercadante

    Full Text Available Pectin methylesterases (PMEs hydrolyze the methylester groups that are found on the homogalacturonan (HG chains of pectic polysaccharides in the plant cell wall. Plant and bacterial PMEs are especially interesting as the resulting de-methylesterified (carboxylated sugar residues are found to be arranged contiguously, indicating a so-called processive nature of these enzymes. Here we report the results of continuum electrostatics calculations performed along the molecular dynamics trajectory of a PME-HG-decasaccharide complex. In particular it was observed that, when the methylester groups of the decasaccharide were arranged in order to mimic the just-formed carboxylate product of de-methylesterification, a net unidirectional sliding of the model decasaccharide was subsequently observed along the enzyme's binding groove. The changes that occurred in the electrostatic binding energy and protein dynamics during this translocation provide insights into the mechanism by which the enzyme rectifies Brownian motions to achieve processivity. The free energy that drives these molecular motors is thus demonstrated to be incorporated endogenously in the methylesterified groups of the HG chains and is not supplied exogenously.

  12. Theoretical Investigation on Particle Brownian Motion on Micro-air-bubble Characteristic in H2O Solvent

    Science.gov (United States)

    Eka Putri, Irana; Gita Redhyka, Grace

    2017-07-01

    Micro-air-bubble has a high potential contribution in waste water, farming, and fishery treatment. In this research, submicron scale of micro-air-bubble was observed to determine its stability in H2O solvent. By increasing its stability, it can be used for several applications, such as bio-preservative for medical and food transport. The micro-air-bubble was assumed in spherical shape that in incompressible gas boundary condition. So, the random motion of particle (Brownian motion) can be solved by using Stokes-Einstein approximation. But, Hadamard and Rybczynski equation is promoted to solve for larger bubble (micro scale). While, the effect of physical properties (e.g. diffusion coefficient, density, and flow rate) have taken important role in its characteristics in water. According to the theoretical investigation that have been done, decreasing of bubble velocity indicates that the bubble dissolves away or shrinking to the surface. To obtain longevity bubble in pure water medium, it is recomended to apply some surfactant molecules (e.g. NaCl) in micro-air-bubble medium.

  13. Shrunk loop theorem for the topology probabilities of closed Brownian (or Feynman) paths on the twice punctured plane

    International Nuclear Information System (INIS)

    Giraud, O; Thain, A; Hannay, J H

    2004-01-01

    The shrunk loop theorem proved here is an integral identity which facilitates the calculation of the relative probability (or probability amplitude) of any given topology that a free, closed Brownian (or Feynman) path of a given 'duration' might have on the twice punctured plane (plane with two marked points). The result is expressed as a 'scattering' series of integrals of increasing dimensionality based on the maximally shrunk version of the path. Physically, this applies in different contexts: (i) the topology probability of a closed ideal polymer chain on a plane with two impassable points, (ii) the trace of the Schroedinger Green function, and thence spectral information, in the presence of two Aharonov-Bohm fluxes and (iii) the same with two branch points of a Riemann surface instead of fluxes. Our theorem starts from the Stovicek scattering expansion for the Green function in the presence of two Aharonov-Bohm flux lines, which itself is based on the famous Sommerfeld one puncture point solution of 1896 (the one puncture case has much easier topology, just one winding number). Stovicek's expansion itself can supply the results at the expense of choosing a base point on the loop and then integrating it away. The shrunk loop theorem eliminates this extra two-dimensional integration, distilling the topology from the geometry

  14. Oil prices. Brownian motion or mean reversion? A study using a one year ahead density forecast criterion

    International Nuclear Information System (INIS)

    Meade, Nigel

    2010-01-01

    For oil related investment appraisal, an accurate description of the evolving uncertainty in the oil price is essential. For example, when using real option theory to value an investment, a density function for the future price of oil is central to the option valuation. The literature on oil pricing offers two views. The arbitrage pricing theory literature for oil suggests geometric Brownian motion and mean reversion models. Empirically driven literature suggests ARMA-GARCH models. In addition to reflecting the volatility of the market, the density function of future prices should also incorporate the uncertainty due to price jumps, a common occurrence in the oil market. In this study, the accuracy of density forecasts for up to a year ahead is the major criterion for a comparison of a range of models of oil price behaviour, both those proposed in the literature and following from data analysis. The Kullbach Leibler information criterion is used to measure the accuracy of density forecasts. Using two crude oil price series, Brent and West Texas Intermediate (WTI) representing the US market, we demonstrate that accurate density forecasts are achievable for up to nearly two years ahead using a mixture of two Gaussians innovation processes with GARCH and no mean reversion. (author)

  15. Quench limits

    International Nuclear Information System (INIS)

    Sapinski, M.

    2012-01-01

    With thirteen beam induced quenches and numerous Machine Development tests, the current knowledge of LHC magnets quench limits still contains a lot of unknowns. Various approaches to determine the quench limits are reviewed and results of the tests are presented. Attempt to reconstruct a coherent picture emerging from these results is taken. The available methods of computation of the quench levels are presented together with dedicated particle shower simulations which are necessary to understand the tests. The future experiments, needed to reach better understanding of quench limits as well as limits for the machine operation are investigated. The possible strategies to set BLM (Beam Loss Monitor) thresholds are discussed. (author)

  16. Asymptotic behavior of the mean square displacement of the Brownian parametric oscillator near the singular point

    International Nuclear Information System (INIS)

    Tashiro, Tohru

    2009-01-01

    A parametric oscillator with damping driven by white noise is studied. The mean square displacement (MSD) in the long-time limit is derived analytically for the case that the static force vanishes, which was not treated in the past work (Tashiro and Morita 2007 Physica A 377 401). The formula is asymptotic but is applicable to a general periodic function. On the basis of this formula, some periodic functions reducing MSD remarkably are proposed

  17. Dose limits

    International Nuclear Information System (INIS)

    Fitoussi, L.

    1987-12-01

    The dose limit is defined to be the level of harmfulness which must not be exceeded, so that an activity can be exercised in a regular manner without running a risk unacceptable to man and the society. The paper examines the effects of radiation categorised into stochastic and non-stochastic. Dose limits for workers and the public are discussed

  18. Local supercluster

    International Nuclear Information System (INIS)

    Tully, R.B.

    1982-01-01

    An attempt is made to illustrate the three-dimensional distribution of nearby galaxies. There is an evident overdensity of galaxies in the north galactic hemisphere that has been called the Local Supercluster. It is argued that this system comprises two distinct components: a disk component with 60% of the luminous galaxies, and a halo component with 40% of the luminous galaxies. With regard to the halo component (i) almost all luminous galaxies are associated with only a small number of clouds, (ii) as a consequence, most of the volume off the disk of the Local Supercluster is empty, (iii) the clouds in the halo are sufficiently separated from the disk so that the two-component distinction seems warranted, and (iv) at least the more prominent clouds in the halo seem to be prolate structures with their long axes directed toward the Virgo Cluster. This elongated structure may be attributed to tidal effects that were important and the epoch of the formation of the halo clouds. A tentative limit for the data of the epoch is z< or approx. =8

  19. Solution of the agglomerate Brownian coagulation using Taylor-expansion moment method.

    Science.gov (United States)

    Yu, Mingzhou; Lin, Jianzhong

    2009-08-01

    The newly proposed Taylor-expansion moment method (TEMOM) is extended to solve agglomerate coagulation in the free-molecule regime and in the continuum regime, respectively. The moment equations with respect to fractal dimension are derived based on 3rd Taylor-series expansion technique. The validation of this method is done by comparing its result with the published data at each limited size regime. By comparing with analytical method, sectional method (SM) and quadrature method of moments (QMOMs), this new approach is shown to produce the most efficiency without losing much accuracy. At each limited size regime, the effect of fractal dimension on the decay of particle number and particle size growth is mainly investigated, and especially in the continuum regime the relation of mean diameters of size distributions with different fractal dimensions is first proposed. The agglomerate size distribution is found to be sensitive to the fractal dimension and the initial geometric mean deviation before the self-preserving size distribution is achieved in the continuum regime.

  20. Inverse Limits

    CERN Document Server

    Ingram, WT

    2012-01-01

    Inverse limits provide a powerful tool for constructing complicated spaces from simple ones. They also turn the study of a dynamical system consisting of a space and a self-map into a study of a (likely more complicated) space and a self-homeomorphism. In four chapters along with an appendix containing background material the authors develop the theory of inverse limits. The book begins with an introduction through inverse limits on [0,1] before moving to a general treatment of the subject. Special topics in continuum theory complete the book. Although it is not a book on dynamics, the influen