A limit theorem for moments in space of the increments of Brownian local time
Campese, Simon
2015-01-01
We proof a limit theorem for moments in space of the increments of Brownian local time. As special cases for the second and third moments, previous results by Chen et al. (Ann. Prob. 38, 2010, no. 1) and Rosen (Stoch. Dyn. 11, 2011, no. 1), which were later reproven by Hu and Nualart (Electron. Commun. Probab. 14, 2009; Electron. Commun. Probab. 15, 2010) and Rosen (S\\'eminaire de Probabilit\\'es XLIII, Springer, 2011) are included. Furthermore, a conjecture of Rosen for the fourth moment is s...
Entropy production of a Brownian ellipsoid in the overdamped limit
Marino, Raffaele; Eichhorn, Ralf; Aurell, Erik
2016-01-01
We analyze the translational and rotational motion of an ellipsoidal Brownian particle from the viewpoint of stochastic thermodynamics. The particle's Brownian motion is driven by external forces and torques and takes place in an heterogeneous thermal environment where friction coefficients and (local) temperature depend on space and time. Our analysis of the particle's stochastic thermodynamics is based on the entropy production associated with single particle trajectories. It is motivated by the recent discovery that the overdamped limit of vanishing inertia effects (as compared to viscous fricion) produces a so-called "anomalous" contribution to the entropy production, which has no counterpart in the overdamped approximation, when inertia effects are simply discarded. Here we show that rotational Brownian motion in the overdamped limit generates an additional contribution to the "anomalous" entropy. We calculate its specific form by performing a systematic singular perturbation analysis for the generating function of the entropy production. As a side result, we also obtain the (well-known) equations of motion in the overdamped limit. We furthermore investigate the effects of particle shape and give explicit expressions of the "anomalous entropy" for prolate and oblate spheroids and for near-spherical Brownian particles.
Continuum limits of random matrices and the Brownian carousel
Valko, Benedek; Virag, Balint
2007-01-01
We show that at any location away from the spectral edge, the eigenvalues of the Gaussian unitary ensemble and its general beta siblings converge to Sine_beta, a translation invariant point process. This process has a geometric description in term of the Brownian carousel, a deterministic function of Brownian motion in the hyperbolic plane. The Brownian carousel, a description of the a continuum limit of random matrices, provides a convenient way to analyze the limiting point processes. We sh...
The Brownian Cactus I. Scaling limits of discrete cactuses
Curien, Nicolas; Miermont, Grégory
2011-01-01
The cactus of a pointed graph is a discrete tree associated with this graph. Similarly, with every pointed geodesic metric space $E$, one can associate an $\\R$-tree called the continuous cactus of $E$. We prove under general assumptions that the cactus of random planar maps distributed according to Boltzmann weights and conditioned to have a fixed large number of vertices converges in distribution to a limiting space called the Brownian cactus, in the Gromov-Hausdorff sense. Moreover, the Brownian cactus can be interpreted as the continuous cactus of the so-called Brownian map.
Self-intersection local times and collision local times of bifractional Brownian motions
Institute of Scientific and Technical Information of China (English)
2009-01-01
In this paper, we consider the local time and the self-intersection local time for a bifractional Brownian motion, and the collision local time for two independent bifractional Brownian motions. We mainly prove the existence and smoothness of the self-intersection local time and the collision local time, through the strong local nondeterminism of bifractional Brownian motion, L2 convergence and Chaos expansion.
Self-intersection local times and collision local times of bifractional Brownian motions
Institute of Scientific and Technical Information of China (English)
JIANG YiMing; WANG YongJin
2009-01-01
In this paper, we consider the local time and the self-intersection local time for a bifrac-tional Brownish motion, and the collision local time for two independent bifractional Brownian motions. We mainly prove the existence and smoothness of the self-intersection local time and the collision local time, through the strong local nondeterminism of bifractional Brownian motion, L2 convergence and Chaos expansion.
SOME RESULTS ON LAG INCREMENTS OF PRINCIPAL VALUE OF BROWNIAN LOCAL TIME
Institute of Scientific and Technical Information of China (English)
WenJiwei
2002-01-01
Let W be a standard Brownian motion,and define Y(t) =∫ods/W(s) as Cauchy's principal value related to the local time of W. We study some limit results on lag increments of Y(t) and obtain various results all of which are related to earlier work by Hanson and Russo in 1983.
Conditional limit theorems for regulated fractional Brownian motion
Awad, Hernan; 10.1214/09-AAP605
2009-01-01
We consider a stationary fluid queue with fractional Brownian motion input. Conditional on the workload at time zero being greater than a large value $b$, we provide the limiting distribution for the amount of time that the workload process spends above level $b$ over the busy cycle straddling the origin, as $b\\to\\infty$. Our results can be interpreted as showing that long delays occur in large clumps of size of order $b^{2-1/H}$. The conditional limit result involves a finer scaling of the queueing process than fluid analysis, thereby departing from previous related literature.
Brownian Motion as a Limit to Physical Measuring Processes
DEFF Research Database (Denmark)
Niss, Martin
2016-01-01
In this paper, we examine the history of the idea that noise presents a fundamental limit to physical measuring processes. This idea had its origins in research aimed at improving the accuracy of instruments for electrical measurements. Out of these endeavors, the Swedish physicist Gustaf A. Ising...... formulated a general conclusion concerning the nature of physical measurements, namely that there is a definite limit to the ultimate sensitivity of measuring instruments beyond which we cannot advance, and that this limit is determined by Brownian motion. Ising’s conclusion agreed with experiments and...... received widespread recognition, but his way of modeling the system was contested by his contemporaries. With the more embracing notion of noise that developed during and after World War II, Ising’s conclusion was reinterpreted as showing that noise puts a limit on physical measurement processes. Hence...
Functionals of Brownian motion, localization and metric graphs
Energy Technology Data Exchange (ETDEWEB)
Comtet, Alain [Laboratoire de Physique Theorique et Modeles Statistiques, UMR 8626 du CNRS, Universite Paris-Sud, Bat. 100, F-91405 Orsay Cedex (France); Institut Henri Poincare, 11 rue Pierre et Marie Curie, F-75005 Paris (France); Desbois, Jean [Laboratoire de Physique Theorique et Modeles Statistiques, UMR 8626 du CNRS, Universite Paris-Sud, Bat. 100, F-91405 Orsay Cedex (France); Texier, Christophe [Laboratoire de Physique Theorique et Modeles Statistiques, UMR 8626 du CNRS, Universite Paris-Sud, Bat. 100, F-91405 Orsay Cedex (France); Laboratoire de Physique des Solides, UMR 8502 du CNRS, Universite Paris-Sud, Bat. 510, F-91405 Orsay Cedex (France)
2005-09-16
We review several results related to the problem of a quantum particle in a random environment. In an introductory part, we recall how several functionals of Brownian motion arise in the study of electronic transport in weakly disordered metals (weak localization). Two aspects of the physics of the one-dimensional strong localization are reviewed: some properties of the scattering by a random potential (time delay distribution) and a study of the spectrum of a random potential on a bounded domain (the extreme value statistics of the eigenvalues). Then we mention several results concerning the diffusion on graphs, and more generally the spectral properties of the Schroedinger operator on graphs. The interest of spectral determinants as generating functions characterizing the diffusion on graphs is illustrated. Finally, we consider a two-dimensional model of a charged particle coupled to the random magnetic field due to magnetic vortices. We recall the connection between spectral properties of this model and winding functionals of planar Brownian motion. (topical review)
Functionals of Brownian motion, localization and metric graphs
International Nuclear Information System (INIS)
We review several results related to the problem of a quantum particle in a random environment. In an introductory part, we recall how several functionals of Brownian motion arise in the study of electronic transport in weakly disordered metals (weak localization). Two aspects of the physics of the one-dimensional strong localization are reviewed: some properties of the scattering by a random potential (time delay distribution) and a study of the spectrum of a random potential on a bounded domain (the extreme value statistics of the eigenvalues). Then we mention several results concerning the diffusion on graphs, and more generally the spectral properties of the Schroedinger operator on graphs. The interest of spectral determinants as generating functions characterizing the diffusion on graphs is illustrated. Finally, we consider a two-dimensional model of a charged particle coupled to the random magnetic field due to magnetic vortices. We recall the connection between spectral properties of this model and winding functionals of planar Brownian motion. (topical review)
Non-Markovian weak coupling limit of quantum Brownian motion
Maniscalco, Sabrina; Piilo, Jyrki; Suominen, Kalle-Antti
2008-01-01
We derive and solve analytically the non-Markovian master equation for harmonic quantum Brownian motion proving that, for weak system-reservoir couplings and high temperatures, it can be recast in the form of the master equation for a harmonic oscillator interacting with a squeezed thermal bath. This equivalence guarantees preservation of positivity of the density operator during the time evolution and allows one to establish a connection between the dynamics of Schr\\"odinger cat states in sq...
Overdamped limit and inverse-friction expansion for Brownian motion in an inhomogeneous medium.
Durang, Xavier; Kwon, Chulan; Park, Hyunggyu
2015-06-01
We revisit the problem of the overdamped (large-friction) limit of the Brownian dynamics in an inhomogeneous medium characterized by a position-dependent friction coefficient and a multiplicative noise (local temperature) in one-dimensional space. Starting from the Kramers equation and analyzing it through the expansion in terms of eigenfunctions of a quantum harmonic oscillator, we derive analytically the corresponding Fokker-Planck equation in the overdamped limit. The result is fully consistent with the previous finding by Sancho, San Miguel, and Dürr [J. Stat. Phys. 28, 291 (1982)]. Our method allows us to generalize the Brinkman's hierarchy, and thus it would be straightforward to obtain higher-order corrections in a systematic inverse-friction expansion without any assumption. Our results are confirmed by numerical simulations for simple examples. PMID:26172672
Functional limit theorems for generalized variations of the fractional Brownian sheet
DEFF Research Database (Denmark)
Pakkanen, Mikko; Réveillac, Anthony
2016-01-01
We prove functional central and non-central limit theorems for generalized variations of the anisotropic d-parameter fractional Brownian sheet (fBs) for any natural number d. Whether the central or the non-central limit theorem applies depends on the Hermite rank of the variation functional and o...
Some scaled limit theorems for an immigration super-Brownian motion
Institute of Scientific and Technical Information of China (English)
2008-01-01
In this paper,the small time limit behaviors for an immigration super-Brownian motion are studied,where the immigration is determined by Lebesgue measure.We first prove a functional central limit theorem,and then study the large and moderate deviations associated with this central tendency.
Single potassium niobate nano/microsized particles as local mechano-optical Brownian probes
Mor, Flavio M.; Sienkiewicz, Andrzej; Magrez, Arnaud; Forró, László; Jeney, Sylvia
2016-03-01
fluctuations and optical forces of singly-trapped KNbO3 particles within the optical trapping volume of a PFM microscope. We also show that, under near-infrared (NIR) excitation of the highly focused laser beam of the PFM microscope, a single optically-trapped KNbO3 particle reveals a strong SHG signal manifested by a narrow peak (λem = 532 nm) at half the excitation wavelength (λex = 1064 nm). Moreover, we demonstrate that the thus induced SHG emission can be used as a local light source that is capable of optically exciting molecules of an organic dye, Rose Bengal (RB), which adhere to the particle surface, through the mechanism of luminescence energy transfer (LET). Electronic supplementary information (ESI) available: Further details concerning the computation of the trap stiffness and estimation of the upper size limit for optically trappable `cubic-shaped' KNbO3 particles (Fig. S1), the experimental setup (Fig. S2), the evaluation of the size of KNbO3 nano/microsized particles, the quantification of Brownian motion spheres (Fig. S3), the one-photon excitation of RB molecules (Fig. S4), as well as regarding the laser-induced heating in PFM experiments. See DOI: 10.1039/C5NR08090H
A weak limit theorem for numerical approximation of Brownian semi-stationary processes
DEFF Research Database (Denmark)
Podolskij, Mark; Thamrongrat, Nopporn
In this paper we present a weak limit theorem for a numerical approximation of Brownian semi-stationary processes studied in [14]. In the original work of [14] the authors propose to use Fourier transformation to embed a given one dimensional (Levy) Brownian semi-stationary process into a two-par....../drift process needs to be numerically simulated. In particular, weak approximation errors for smooth test functions can be obtained from our asymptotic theory.......In this paper we present a weak limit theorem for a numerical approximation of Brownian semi-stationary processes studied in [14]. In the original work of [14] the authors propose to use Fourier transformation to embed a given one dimensional (Levy) Brownian semi-stationary process into a two......-parameter stochastic field. For the latter they use a simple iteration procedure and study the strong approximation error of the resulting numerical scheme given that the volatility process is fully observed. In this work we present the corresponding weak limit theorem for the setting, where the volatility...
Bertrand, Pierre R; Guillin, Arnaud
2010-01-01
We investigate here the Central Limit Theorem of the Increment Ratio Statistic of a multifractional Brownian motion, leading to a CLT for the time varying Hurst index. The proofs are quite simple relying on Breuer-Major theorems and an original freezing of time strategy. A simulation study shows the goodness of fit of this estimator.
Limitation of the Least Square Method in the Evaluation of Dimension of Fractal Brownian Motions
Qiao, Bingqiang; Zeng, Houdun; Li, Xiang; Dai, Benzhong
2015-01-01
With the standard deviation for the logarithm of the re-scaled range $\\langle |F(t+\\tau)-F(t)|\\rangle$ of simulated fractal Brownian motions $F(t)$ given in a previous paper \\cite{q14}, the method of least squares is adopted to determine the slope, $S$, and intercept, $I$, of the log$(\\langle |F(t+\\tau)-F(t)|\\rangle)$ vs $\\rm{log}(\\tau)$ plot to investigate the limitation of this procedure. It is found that the reduced $\\chi^2$ of the fitting decreases with the increase of the Hurst index, $H$ (the expectation value of $S$), which may be attributed to the correlation among the re-scaled ranges. Similarly, it is found that the errors of the fitting parameters $S$ and $I$ are usually smaller than their corresponding standard deviations. These results show the limitation of using the simple least square method to determine the dimension of a fractal time series. Nevertheless, they may be used to reinterpret the fitting results of the least square method to determine the dimension of fractal Brownian motions more...
International Nuclear Information System (INIS)
In this article we present methods for measuring hindered Brownian motion in the confinement of complex 3D geometries using digital video microscopy. Here we discuss essential features of automated 3D particle tracking as well as diffusion data analysis. By introducing local mean squared displacement-vs-time curves, we are able to simultaneously measure the spatial dependence of diffusion coefficients, tracking accuracies and drift velocities. Such local measurements allow a more detailed and appropriate description of strongly heterogeneous systems as opposed to global measurements. Finite size effects of the tracking region on measuring mean squared displacements are also discussed. The use of these methods was crucial for the measurement of the diffusive behavior of spherical polystyrene particles (505 nm diameter) in a microfluidic chip. The particles explored an array of parallel channels with different cross sections as well as the bulk reservoirs. For this experiment we present the measurement of local tracking accuracies in all three axial directions as well as the diffusivity parallel to the channel axis while we observed no significant flow but purely Brownian motion. Finally, the presented algorithm is suitable also for tracking of fluorescently labeled particles and particles driven by an external force, e.g., electrokinetic or dielectrophoretic forces
Single potassium niobate nano/microsized particles as local mechano-optical Brownian probes.
Mor, Flavio M; Sienkiewicz, Andrzej; Magrez, Arnaud; Forró, László; Jeney, Sylvia
2016-03-28
Perovskite alkaline niobates, due to their strong nonlinear optical properties, including birefringence and the capability to produce second-harmonic generation (SHG) signals, attract a lot of attention as potential candidates for applications as local nano/microsized mechano-optical probes. Here, we report on an implementation of photonic force microscopy (PFM) to explore the Brownian motion and optical trappability of monocrystalline potassium niobate (KNbO3) nano/microsized particles having sizes within the range of 50 to 750 nm. In particular, we exploit the anisotropic translational diffusive regime of the Brownian motion to quantify thermal fluctuations and optical forces of singly-trapped KNbO3 particles within the optical trapping volume of a PFM microscope. We also show that, under near-infrared (NIR) excitation of the highly focused laser beam of the PFM microscope, a single optically-trapped KNbO3 particle reveals a strong SHG signal manifested by a narrow peak (λ(em) = 532 nm) at half the excitation wavelength (λ(ex) = 1064 nm). Moreover, we demonstrate that the thus induced SHG emission can be used as a local light source that is capable of optically exciting molecules of an organic dye, Rose Bengal (RB), which adhere to the particle surface, through the mechanism of luminescence energy transfer (LET). PMID:26956197
Institute of Scientific and Technical Information of China (English)
PENG ShiGe
2009-01-01
This is a survey on normal distributions and the related central limit theorem under sublinear expectation. We also present Brownian motion under sublinear expectations and the related stochastic calculus of Ito's type. The results provide new and robust tools for the problem of probability model uncertainty arising in financial risk, statistics and other industrial problems.
Institute of Scientific and Technical Information of China (English)
2009-01-01
This is a survey on normal distributions and the related central limit theorem under sublinear expectation.We also present Brownian motion under sublinear expectations and the related stochastic calculus of It?’s type.The results provide new and robust tools for the problem of probability model uncertainty arising in financial risk,statistics and other industrial problems.
Delorme, Mathieu; Le Doussal, Pierre; Wiese, Kay Jörg
2016-05-01
The Brownian force model is a mean-field model for local velocities during avalanches in elastic interfaces of internal space dimension d, driven in a random medium. It is exactly solvable via a nonlinear differential equation. We study avalanches following a kick, i.e., a step in the driving force. We first recall the calculation of the distributions of the global size (total swept area) and of the local jump size for an arbitrary kick amplitude. We extend this calculation to the joint density of local and global sizes within a single avalanche in the limit of an infinitesimal kick. When the interface is driven by a single point, we find new exponents τ_{0}=5/3 and τ=7/4, depending on whether the force or the displacement is imposed. We show that the extension of a "single avalanche" along one internal direction (i.e., the total length in d=1) is finite, and we calculate its distribution following either a local or a global kick. In all cases, it exhibits a divergence P(ℓ)∼ℓ^{-3} at small ℓ. Most of our results are tested in a numerical simulation in dimension d=1. PMID:27300864
布朗局部时主值滞后增量的几个结果%SOME RESULTS ON LAG INCREMENTS OF PRINCIPAL VALUE OF BROWNIAN LOCAL TIME
Institute of Scientific and Technical Information of China (English)
闻继威
2002-01-01
Let W be a standard Brownian motion,and define Y(t)=∫t0dsW(s) as Cauchy's principal value related to the local time of W.We study some limit results on lag increments of Y(t) and obtain various results all of which are related to earlier work by Hanson and Russo in 1983.
Institute of Scientific and Technical Information of China (English)
Liu Jian; Wang Hai-Yan; Bao Jing-Dong
2013-01-01
A minimal system-plus-reservoir model yielding a nonergodic Langevin equation is proposed,which originates from the cubic-spectral density of environmental oscillators and momentum-dependent coupling.This model allows ballistic diffusion and classical localization simultaneously,in which the fluctuation-dissipation relation is still satisfied but the Khinchin theorem is broken.The asymptotical equilibrium for a nonergodic system requires the initial thermal equilibrium,however,when the system starts from nonthermal conditions,it does not approach the equilibration even though a nonlinear potential is used to bound the particle,this can be confirmed by the zeroth law of thermodynamics.In the dynamics of Brownian localization,due to the memory damping function inducing a constant term,our results show that the stationary distribution of the system depends on its initial preparation of coordinate rather than momentum.The coupled oscillator chain with a fixed end boundary acts as a heat bath,which has long been used in studies of collinear atom/solid-surface scattering and lattice vibration,we investigate this problem from the viewpoint of nonergodicity.
Monthus, Cécile
2016-03-01
The generalization of the Dyson Brownian motion approach of random matrices to Anderson localization (AL) models (Chalker et al 1996 Phys. Rev. Lett. 77 554) and to many-body localization (MBL) Hamiltonians (Serbyn and Moore 2015 arXiv:1508.07293) is revisited to extract the level repulsion exponent β, where β =1 in the delocalized phase governed by the Wigner-Dyson statistics, β =0 , in the localized phase governed by the Poisson statistics, and 0 {{|}2} for the same eigenstate m = n and for consecutive eigenstates m = n + 1. For the Anderson localization tight-binding Hamiltonian with random on-site energies h i , we find β =2{{Y}n,n+1}(N)/≤ft({{Y}n,n}(N)-{{Y}n,n+1}(N)\\right) in terms of the density correlation matrix {{Y}nm}(N)\\equiv {\\sum}i=1N| {{|}2}| {{|}2} for consecutive eigenstates m = n + 1, while the diagonal element m = n corresponds to the inverse participation ratio {{Y}nn}(N)\\equiv {\\sum}i=1N| {{|}4} of the eigenstate |{φn}> .
International Nuclear Information System (INIS)
Graphical abstract: By invoking physically motivated coordinate transformation into quantum Smoluchowski equation, we have presented a transparent treatment for the determination of the effective diffusion coefficient and current of a quantum Brownian particle. Substantial enhancement in the efficiency of the diffusive transport is envisaged due to the quantum correction effects. Highlights:: ► Transport of a quantum Brownian particle in a periodic potential has been addressed. ► Governing quantum Smoluchowski equation (QSE) includes state dependent diffusion. ► A coordinate transformation is used to recast QSE with constant diffusion. ► Transport properties increases in comparison to the corresponding classical result. ► This enhancement is purely a quantum effect. - Abstract: The transport property of a quantum Brownian particle that interacts strongly with a bath (in which a typical damping constant by far exceeds a characteristic frequency of the isolated system) under the influence of a tilted periodic potential has been studied by solving quantum Smoluchowski equation (QSE). By invoking physically motivated coordinate transformation into QSE, we have presented a transparent treatment for the determination of the effective diffusion coefficient of a quantum Brownian particle and the current (the average stationary velocity). Substantial enhancement in the efficiency of the diffusive transport is envisaged due to the quantum correction effects only if the bath temperature hovers around an appropriate range of intermediate values. Our findings also confirm the results obtained in the classical cases.
Energy Technology Data Exchange (ETDEWEB)
Shit, Anindita [Department of Chemistry, Bengal Engineering and Science University, Shibpur, Howrah 711103 (India); Chattopadhyay, Sudip, E-mail: sudip_chattopadhyay@rediffmail.com [Department of Chemistry, Bengal Engineering and Science University, Shibpur, Howrah 711103 (India); Chaudhuri, Jyotipratim Ray, E-mail: jprc_8@yahoo.com [Department of Physics, Katwa College, Katwa, Burdwan 713130 (India)
2012-03-13
Graphical abstract: By invoking physically motivated coordinate transformation into quantum Smoluchowski equation, we have presented a transparent treatment for the determination of the effective diffusion coefficient and current of a quantum Brownian particle. Substantial enhancement in the efficiency of the diffusive transport is envisaged due to the quantum correction effects. Highlights:: Black-Right-Pointing-Pointer Transport of a quantum Brownian particle in a periodic potential has been addressed. Black-Right-Pointing-Pointer Governing quantum Smoluchowski equation (QSE) includes state dependent diffusion. Black-Right-Pointing-Pointer A coordinate transformation is used to recast QSE with constant diffusion. Black-Right-Pointing-Pointer Transport properties increases in comparison to the corresponding classical result. Black-Right-Pointing-Pointer This enhancement is purely a quantum effect. - Abstract: The transport property of a quantum Brownian particle that interacts strongly with a bath (in which a typical damping constant by far exceeds a characteristic frequency of the isolated system) under the influence of a tilted periodic potential has been studied by solving quantum Smoluchowski equation (QSE). By invoking physically motivated coordinate transformation into QSE, we have presented a transparent treatment for the determination of the effective diffusion coefficient of a quantum Brownian particle and the current (the average stationary velocity). Substantial enhancement in the efficiency of the diffusive transport is envisaged due to the quantum correction effects only if the bath temperature hovers around an appropriate range of intermediate values. Our findings also confirm the results obtained in the classical cases.
Chernov, N.; Dolgopyat, D.
2008-01-01
A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work we study a 2D version of this model, where the molecule is a heavy disk of mass M and the gas is represented by just one point particle of mass m = 1, which interacts with the disk and the walls of the container via elastic collisions. Chaotic behavior of the particles is ensured by convex (scattering) walls of the container. We prove that the position and ...
Effect of the Photon's Brownian Doppler Shift on the Weak-Localization Coherent-Backscattering Cone
Lesaffre, Max; Atlan, Michael; Gross, Michel
2006-01-01
We report the first observation of the dependence of the coherent-backscattering (CBS) enhanced cone with the frequency of the backscattered photon. The experiment is performed on a diffusing liquid suspension and the Doppler broadening of light is induced by the Brownian motion of the scatterers. Heterodyne detection on a CCD camera is used to measure the complex field (i.e., the hologram) of the light that is backscattered at a given frequency. The analysis of the holograms yield the freque...
Diffusive limit for self-repelling Brownian polymers in three and more dimensions
Horvath, Illes; Veto, Balint
2009-01-01
The self-repelling Brownian polymer model (SRBP) initiated by Durrett and Rogers in [Durrett-Rogers (1992)] is the continuous space-time counterpart of the myopic (or 'true') self-avoiding walk model (MSAW) introduced in the physics literature by Amit, Parisi and Peliti in [Amit-Parisi-Peliti (1983)]. In both cases, a random motion in space is pushed towards domains less visited in the past by a kind of negative gradient of the occupation time measure. We investigate the asymptotic behaviour of SRBP in the non-recurrent dimensions. First, extending 1-dimensional results from [Tarres-Toth-Valko (2009)], we identify a natural stationary (in time) and ergodic distribution of the environment (essentially, smeared-out occupation time measure of the process), as seen from the moving particle. As main result we prove that in three and more dimensions, in this stationary (and ergodic) regime, the displacement of the moving particle scales diffusively and its finite dimensional distributions converge to those of a Wie...
An excursion approach to maxima of the Brownian bridge
Perman, Mihael; Wellner, Jon A.
2016-01-01
Distributions of functionals of Brownian bridge arise as limiting distributions in non-parametric statistics. In this paper we will give a derivation of distributions of extrema of the Brownian bridge based on excursion theory for Brownian motion. The idea of rescaling and conditioning on the local time has been used widely in the literature. In this paper it is used to give a unified derivation of a number of known distributions, and a few new ones. Particular cases of calculations include the distribution of the Kolmogorov-Smirnov statistic and the Kuiper statistic.
Some Brownian functionals and their laws
Donati-Martin, C.; Yor, M.
1997-01-01
We develop some topics about Brownian motion with a particular emphasis on the study of principal values of Brownian local times. We show some links between principal values and Doob’s $h$-transforms of Brownian motion, for nonpositive harmonic functions $h$. We also give a survey and complement some martingale approaches to Ray–Knight theorems for local times.
Horvath, Illes; Veto, Balint
2010-01-01
The problems considered in the present paper have their roots in two different cultures. The 'true' (or myopic) self-avoiding walk model (TSAW) was introduced in the physics literature by Amit, Parisi and Peliti. This is a nearest neighbor non-Markovian random walk in Z^d which prefers to jump to those neighbors which were less visited in the past. The self-repelling Brownian polymer model (SRBP), initiated in the probabilistic literature by Durrett and Rogers (independently of the physics community), is the continuous space-time counterpart: a diffusion in R^d pushed by the negative gradient of the (mollified) occupation time measure of the process. In both cases, similar long memory effects are caused by a pathwise self-repellency of the trajectories due to a push by the negative gradient of (softened) local time. We investigate the asymptotic behaviour of TSAW and SRBP in the non-recurrent dimensions. First, we identify a natural stationary (in time) and ergodic distribution of the environment (the local t...
Functional limit theorems for generalized variations of the fractional Brownian sheet
DEFF Research Database (Denmark)
Pakkanen, Mikko; Réveillac, Anthony
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...
Reactive Boundary Conditions as Limits of Interaction Potentials for Brownian and Langevin Dynamics
Chapman, S Jonathan; Isaacson, Samuel A
2015-01-01
A popular approach to modeling bimolecular reactions between diffusing molecules is through the use of reactive boundary conditions. One common model is the Smoluchowski partial absorption condition, which uses a Robin boundary condition in the separation coordinate between two possible reactants. This boundary condition can be interpreted as an idealization of a reactive interaction potential model, in which a potential barrier must be surmounted before reactions can occur. In this work we show how the reactive boundary condition arises as the limit of an interaction potential encoding a steep barrier within a shrinking region in the particle separation, where molecules react instantly upon reaching the peak of the barrier. The limiting boundary condition is derived by the method of matched asymptotic expansions, and shown to depend critically on the relative rate of increase of the barrier height as the width of the potential is decreased. Limiting boundary conditions for the same interaction potential in b...
Van den Broeck, C; Kawai, R
2006-06-01
Onsager symmetry implies that a Brownian motor, driven by a temperature gradient, will also perform a refrigerator function upon loading. We analytically calculate the corresponding heat flow for an exactly solvable microscopic model and compare it with molecular dynamics simulations. PMID:16803223
Hu, Yueyun; Wouts, Marcel
2010-01-01
We study a quenched charged-polymer model, introduced by Garel and Orland in 1988, that reproduces the folding/unfolding transition of biopolymers. We prove that, below the critical inverse temperature, the polymer is delocalized in the sense that: (1) The rescaled trajectory of the polymer converges to the Brownian path; and (2) The partition function remains bounded. At the critical inverse temperature, we show that the maximum time spent at points jumps discontinuously from 0 to a positive fraction of the number of monomers, in the limit as the number of monomers tends to infinity. Finally, when the critical inverse temperature is large, we prove that the polymer collapses in the sense that a large fraction of its monomers live on four adjacent positions, and its diameter grows only logarithmically with the number of the monomers. Our methods also provide some insight into the annealed phase transition and at the transition due to a pulling force; both phase transitions are shown to be discontinuous.
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.
Computability limits non-local correlations
Islam, Tanvirul; Wehner, Stephanie
2012-01-01
If the no-signalling principle was the only limit to the strength of non-local correlations, we would expect that any form of no-signalling correlation can indeed be realized. That is, there exists a state and measurements that remote parties can implement to obtain any such correlation. Here, we show that in any theory in which some functions cannot be computed, there must be further limits to non-local correlations than the no-signalling principle alone. We proceed to argue that even in a t...
Dimensional Properties of Fractional Brownian Motion
Institute of Scientific and Technical Information of China (English)
Dong Sheng WU; Yi Min XIAO
2007-01-01
Let Bα = {Bα(t),t ∈ RN} be an (N,d)-fractional Brownian motion with Hurst index α∈ (0, 1). By applying the strong local nondeterminism of Bα, we prove certain forms of uniform Hausdorff dimension results for the images of Bα when N > αd. Our results extend those of Kaufman for one-dimensional Brownian motion.
Metamaterial localized resonance sensors: prospects and limitations
DEFF Research Database (Denmark)
Jeppesen, Claus; Xiao, Sanshui; Mortensen, Asger; Kristensen, Anders
2010-01-01
The prospects and limitations of metamaterial localized resonance sensors are investigated theoretically and experimentally. Gold split-ring resonators are employed as the model system where the light induced LC-resonance yields a figure-of-merit, sensitivity divided by linewidth, up to 54...
Trefan, Gyorgy
1993-01-01
The goal of this thesis is to contribute to the ambitious program of the foundation of developing statistical physics using chaos. We build a deterministic model of Brownian motion and provide a microscopic derivation of the Fokker-Planck equation. Since the Brownian motion of a particle is the result of the competing processes of diffusion and dissipation, we create a model where both diffusion and dissipation originate from the same deterministic mechanism--the deterministic interaction of that particle with its environment. We show that standard diffusion which is the basis of the Fokker-Planck equation rests on the Central Limit Theorem, and, consequently, on the possibility of deriving it from a deterministic process with a quickly decaying correlation function. The sensitive dependence on initial conditions, one of the defining properties of chaos insures this rapid decay. We carefully address the problem of deriving dissipation from the interaction of a particle with a fully deterministic nonlinear bath, that we term the booster. We show that the solution of this problem essentially rests on the linear response of a booster to an external perturbation. This raises a long-standing problem concerned with Kubo's Linear Response Theory and the strong criticism against it by van Kampen. Kubo's theory is based on a perturbation treatment of the Liouville equation, which, in turn, is expected to be totally equivalent to a first-order perturbation treatment of single trajectories. Since the boosters are chaotic, and chaos is essential to generate diffusion, the single trajectories are highly unstable and do not respond linearly to weak external perturbation. We adopt chaotic maps as boosters of a Brownian particle, and therefore address the problem of the response of a chaotic booster to an external perturbation. We notice that a fully chaotic map is characterized by an invariant measure which is a continuous function of the control parameters of the map
Resolution limits of ultrafast ultrasound localization microscopy
Desailly, Yann; Pierre, Juliette; Couture, Olivier; Tanter, Mickael
2015-11-01
As in other imaging methods based on waves, the resolution of ultrasound imaging is limited by the wavelength. However, the diffraction-limit can be overcome by super-localizing single events from isolated sources. In recent years, we developed plane-wave ultrasound allowing frame rates up to 20 000 fps. Ultrafast processes such as rapid movement or disruption of ultrasound contrast agents (UCA) can thus be monitored, providing us with distinct punctual sources that could be localized beyond the diffraction limit. We previously showed experimentally that resolutions beyond λ/10 can be reached in ultrafast ultrasound localization microscopy (uULM) using a 128 transducer matrix in reception. Higher resolutions are theoretically achievable and the aim of this study is to predict the maximum resolution in uULM with respect to acquisition parameters (frequency, transducer geometry, sampling electronics). The accuracy of uULM is the error on the localization of a bubble, considered a point-source in a homogeneous medium. The proposed model consists in two steps: determining the timing accuracy of the microbubble echo in radiofrequency data, then transferring this time accuracy into spatial accuracy. The simplified model predicts a maximum resolution of 40 μm for a 1.75 MHz transducer matrix composed of two rows of 64 elements. Experimental confirmation of the model was performed by flowing microbubbles within a 60 μm microfluidic channel and localizing their blinking under ultrafast imaging (500 Hz frame rate). The experimental resolution, determined as the standard deviation in the positioning of the microbubbles, was predicted within 6 μm (13%) of the theoretical values and followed the analytical relationship with respect to the number of elements and depth. Understanding the underlying physical principles determining the resolution of superlocalization will allow the optimization of the imaging setup for each organ. Ultimately, accuracies better than the size
The open quantum Brownian motions
International Nuclear Information System (INIS)
Using quantum parallelism on random walks as the original seed, we introduce new quantum stochastic processes, the open quantum Brownian motions. They describe the behaviors of quantum walkers—with internal degrees of freedom which serve as random gyroscopes—interacting with a series of probes which serve as quantum coins. These processes may also be viewed as the scaling limit of open quantum random walks and we develop this approach along three different lines: the quantum trajectory, the quantum dynamical map and the quantum stochastic differential equation. We also present a study of the simplest case, with a two level system as an internal gyroscope, illustrating the interplay between the ballistic and diffusive behaviors at work in these processes. Notation Hz: orbital (walker) Hilbert space, CZ in the discrete, L2(R) in the continuum Hc: internal spin (or gyroscope) Hilbert space Hsys=Hz⊗Hc: system Hilbert space Hp: probe (or quantum coin) Hilbert space, Hp=C2 ρttot: density matrix for the total system (walker + internal spin + quantum coins) ρ-bar t: reduced density matrix on Hsys: ρ-bar t=∫dxdy ρ-bar t(x,y)⊗|x〉z〈y| ρ-hat t: system density matrix in a quantum trajectory: ρ-hat t=∫dxdy ρ-hat t(x,y)⊗|x〉z〈y|. If diagonal and localized in position: ρ-hat t=ρt⊗|Xt〉z〈Xt| ρt: internal density matrix in a simple quantum trajectory Xt: walker position in a simple quantum trajectory Bt: normalized Brownian motion ξt, ξt†: quantum noises (paper)
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.
Perturbative theory for Brownian vortexes.
Moyses, Henrique W; Bauer, Ross O; Grosberg, Alexander Y; Grier, David G
2015-06-01
Brownian vortexes are stochastic machines that use static nonconservative force fields to bias random thermal fluctuations into steadily circulating currents. The archetype for this class of systems is a colloidal sphere in an optical tweezer. Trapped near the focus of a strongly converging beam of light, the particle is displaced by random thermal kicks into the nonconservative part of the optical force field arising from radiation pressure, which then biases its diffusion. Assuming the particle remains localized within the trap, its time-averaged trajectory traces out a toroidal vortex. Unlike trivial Brownian vortexes, such as the biased Brownian pendulum, which circulate preferentially in the direction of the bias, the general Brownian vortex can change direction and even topology in response to temperature changes. Here we introduce a theory based on a perturbative expansion of the Fokker-Planck equation for weak nonconservative driving. The first-order solution takes the form of a modified Boltzmann relation and accounts for the rich phenomenology observed in experiments on micrometer-scale colloidal spheres in optical tweezers. PMID:26172698
Cubero, David; Renzoni, Ferruccio
2016-01-01
Part I. Historical Overview and Early Developments: 1. Limitations imposed by the second law of thermodynamics; 2. Fundamental models of ratchet devices; 3. General relevance of the concept of ratchet; Part II. Theoretical Foundations: 4. Classical ratchets; 5. Quantum ratchets; 6. Energetics and characterization; Part III. Experimental Realizations of Ratchet Devices: 7. Ratchets for colloidal particles; 8. Cold atom ratchets; 9. Solid state ratchets; 10. Bio-inspired molecular motors; Appendix A. Stochastic processes techniques; Appendix B. Symmetries in a 1D overdamped system; Appendix C. Floquet theory; References; Index.
Canonical active Brownian motion
Gluck, Alexander; Huffel, Helmuth; Ilijic, Sasa
2008-01-01
Active Brownian motion is the complex motion of active Brownian particles. They are active in the sense that they can transform their internal energy into energy of motion and thus create complex motion patterns. Theories of active Brownian motion so far imposed couplings between the internal energy and the kinetic energy of the system. We investigate how this idea can be naturally taken further to include also couplings to the potential energy, which finally leads to a general theory of cano...
Brownian motion and stochastic calculus
Karatzas, Ioannis
1998-01-01
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...
Quantum Brownian motion in a Landau level
Cobanera, E.; Kristel, P.; Morais Smith, C.
2016-06-01
Motivated by questions about the open-system dynamics of topological quantum matter, we investigated the quantum Brownian motion of an electron in a homogeneous magnetic field. When the Fermi length lF=ℏ /(vFmeff) becomes much longer than the magnetic length lB=(ℏc /e B ) 1 /2 , then the spatial coordinates X ,Y of the electron cease to commute, [X ,Y ] =i lB2 . As a consequence, localization of the electron becomes limited by Heisenberg uncertainty, and the linear bath-electron coupling becomes unconventional. Moreover, because the kinetic energy of the electron is quenched by the strong magnetic field, the electron has no energy to give to or take from the bath, and so the usual connection between frictional forces and dissipation no longer holds. These two features make quantum Brownian motion topological, in the regime lF≫lB , which is at the verge of current experimental capabilities. We model topological quantum Brownian motion in terms of an unconventional operator Langevin equation derived from first principles, and solve this equation with the aim of characterizing diffusion. While diffusion in the noncommutative plane turns out to be conventional, with the mean displacement squared being proportional to tα and α =1 , there is an exotic regime for the proportionality constant in which it is directly proportional to the friction coefficient and inversely proportional to the square of the magnetic field: in this regime, friction helps diffusion and the magnetic field suppresses all fluctuations. We also show that quantum tunneling can be completely suppressed in the noncommutative plane for suitably designed metastable potential wells, a feature that might be worth exploiting for storage and protection of quantum information.
Lawler, Gregory F.; Werner, Wendelin
2003-01-01
We define a natural conformally invariant measure on unrooted Brownian loops in the plane and study some of its properties. We relate this measure to a measure on loops rooted at a boundary point of a domain and show how this relation gives a way to ``chronologically add Brownian loops'' to simple curves in the plane.
A Limit on Non-Locality Distillation
Dukaric, Dejan D.; Wolf, Stefan
2008-01-01
Non-local correlations are not only a fascinating feature of quantum theory, but an interesting resource for information processing, for instance in communication-complexity theory or cryptography. An important question in this context is whether the resource can be distilled: Given a large amount of weak non-local correlations, is there a method to obtain strong non-locality using local operations and shared randomness? We partly answer this question by no: CHSH-type non-locality, the only p...
Quantum trajectories for Brownian motion
Strunz, W T; Gisin, Nicolas; Yu, T; Strunz, Walter T.; Diosi, Lajos; Gisin, Nicolas
1999-01-01
We present the stochastic Schroedinger equation for the dynamics of a quantum particle coupled to a high temperature environment and apply it the dynamics of a driven, damped, nonlinear quantum oscillator. Apart from an initial slip on the environmental memory time scale, in the mean, our result recovers the solution of the known non-Lindblad quantum Brownian motion master equation. A remarkable feature of our approach is its localization property: individual quantum trajectories remain localized wave packets for all times, even for the classically chaotic system considered here, the localization being stronger the smaller $\\hbar$.
Kingman's coalescent and Brownian motion
Berestycki, J.; Berestycki, N
2009-01-01
We describe a simple construction of Kingman's coalescent in terms of a Brownian excursion. This construction is closely related to, and sheds some new light on, earlier work by Aldous and Warren. Our approach also yields some new results: for instance, we obtain the full multifractal spectrum of Kingman's coalescent. This complements earlier work on Beta-coalescents by the authors and Schweinsberg. Surprisingly, the thick part of the spectrum is not obtained by taking the limit as $\\alpha \\t...
Efficiency of Brownian heat engines.
Derényi, I; Astumian, R D
1999-06-01
We study the efficiency of one-dimensional thermally driven Brownian ratchets or heat engines. We identify and compare the three basic setups characterized by the type of the connection between the Brownian particle and the two heat reservoirs: (i) simultaneous, (ii) alternating in time, and (iii) position dependent. We make a clear distinction between the heat flow via the kinetic and the potential energy of the particle, and show that the former is always irreversible and it is only the third setup where the latter is reversible when the engine works quasistatically. We also show that in the third setup the heat flow via the kinetic energy can be reduced arbitrarily, proving that even for microscopic heat engines there is no fundamental limit of the efficiency lower than that of a Carnot cycle. PMID:11969723
Martínez, I. A.; Roldán, É.; Dinis, L.; Petrov, D.; Parrondo, J. M. R.; Rica, R. A.
2016-01-01
The Carnot cycle imposes a fundamental upper limit to the efficiency of a macroscopic motor operating between two thermal baths. However, this bound needs to be reinterpreted at microscopic scales, where molecular bio-motors and some artificial micro-engines operate. As described by stochastic thermodynamics, energy transfers in microscopic systems are random and thermal fluctuations induce transient decreases of entropy, allowing for possible violations of the Carnot limit. Here we report an experimental realization of a Carnot engine with a single optically trapped Brownian particle as the working substance. We present an exhaustive study of the energetics of the engine and analyse the fluctuations of the finite-time efficiency, showing that the Carnot bound can be surpassed for a small number of non-equilibrium cycles. As its macroscopic counterpart, the energetics of our Carnot device exhibits basic properties that one would expect to observe in any microscopic energy transducer operating with baths at different temperatures. Our results characterize the sources of irreversibility in the engine and the statistical properties of the efficiency--an insight that could inspire new strategies in the design of efficient nano-motors.
How superdiffusion gets arrested: ecological encounters explain shift from Levy to Brownian movement
de Jager, M.; Bartumeus, F.; Kölzsch, A.; Weissing, F.J.; Hengeveld, G.M.; Nolet, B.A.; Herman, P.M.J.; de Koppel, J.
2014-01-01
Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when fora
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.
Anomalous Brownian refrigerator
Rana, Shubhashis; Pal, P. S.; Saha, Arnab; Jayannavar, A. M.
2016-02-01
We present a detailed study of a Brownian particle driven by Carnot-type refrigerating protocol operating between two thermal baths. Both the underdamped as well as the overdamped limits are investigated. The particle is in a harmonic potential with time-periodic strength that drives the system cyclically between the baths. Each cycle consists of two isothermal steps at different temperatures and two adiabatic steps connecting them. Besides working as a stochastic refrigerator, it is shown analytically that in the quasistatic regime the system can also act as stochastic heater, depending on the bath temperatures. Interestingly, in non-quasistatic regime, our system can even work as a stochastic heat engine for certain range of cycle time and bath temperatures. We show that the operation of this engine is not reliable. The fluctuations of stochastic efficiency/coefficient of performance (COP) dominate their mean values. Their distributions show power law tails, however the exponents are not universal. Our study reveals that microscopic machines are not the microscopic equivalent of the macroscopic machines that we come across in our daily life. We find that there is no one to one correspondence between the performance of our system under engine protocol and its reverse.
Altintas, Ersin; Böhringer, Karl F.; Fujita, Hiroyuki
2008-11-01
Nanosystems operating in liquid media may suffer from random Brownian motion due to thermal fluctuations. Biomolecular motors exploit these random fluctuations to generate a controllable directed movement. Inspired by nature, we proposed and realized a nano-system based on Brownian motion of nanobeads for linear transport in microfluidic channels. The channels limit the degree-of-freedom of the random motion of beads into one dimension, which was rectified by a three-phase dielectrophoretic ratchet biasing the spatial probability distribution of the nanobead towards the transportation direction. We micromachined the proposed device and experimentally traced the rectified motion of nanobeads and observed the shift in the bead distribution as a function of applied voltage. We identified three regions of operation; (1) a random motion region, (2) a Brownian motor region, and (3) a pure electric actuation region. Transportation in the Brownian motor region required less applied voltage compared to the pure electric transport.
Brownian motion of helical flagella.
Hoshikawa, H; Saito, N
1979-07-01
We develops a theory of the Brownian motion of a rigid helical object such as bacterial flagella. The statistical properties of the random forces acting on the helical object are discussed and the coefficients of the correlations of the random forces are determined. The averages , and are also calculated where z and theta are the position along and angle around the helix axis respectively. Although the theory is limited to short time interval, direct comparison with experiment is possible by using the recently developed cinematography technique. PMID:16997210
Diffusion of torqued active Brownian particles
Sevilla, Francisco J.
An analytical approach is used to study the diffusion of active Brownian particles that move at constant speed in three-dimensional space, under the influence of passive (external) and active (internal) torques. The Smoluchowski equation for the position distribution of the particles is obtained from the Kramer-Fokker-Planck equation corresponding to Langevin equations for active Brownian particles subject to torques. In addition of giving explicit formulas for the mean square-displacement, the non-Gaussian behavior is analyzed through the kurtosis of the position distribution that exhibits an oscillatory behavior in the short-time limit. FJS acknowledges support from PAPIIT-UNAM through the grant IN113114
Langevin theory of anomalous Brownian motion made simple
International Nuclear Information System (INIS)
During the century from the publication of the work by Einstein (1905 Ann. Phys. 17 549) Brownian motion has become an important paradigm in many fields of modern science. An essential impulse for the development of Brownian motion theory was given by the work of Langevin (1908 C. R. Acad. Sci., Paris 146 530), in which he proposed an 'infinitely more simple' description of Brownian motion than that by Einstein. The original Langevin approach has however strong limitations, which were rigorously stated after the creation of the hydrodynamic theory of Brownian motion (1945). Hydrodynamic Brownian motion is a special case of 'anomalous Brownian motion', now intensively studied both theoretically and in experiments. We show how some general properties of anomalous Brownian motion can be easily derived using an effective method that allows one to convert the stochastic generalized Langevin equation into a deterministic Volterra-type integro-differential equation for the mean square displacement of the particle. Within the Gibbs statistics, the method is applicable to linear equations of motion with any kind of memory during the evolution of the system. We apply it to memoryless Brownian motion in a harmonic potential well and to Brownian motion in fluids, taking into account the effects of hydrodynamic memory. Exploring the mathematical analogy between Brownian motion and electric circuits, which are at nanoscales also described by the generalized Langevin equation, we calculate the fluctuations of charge and current in RLC circuits that are in contact with the thermal bath. Due to the simplicity of our approach it could be incorporated into graduate courses of statistical physics. Once the method is established, it allows bringing to the attention of students and effectively solving a number of attractive problems related to Brownian motion.
Planar aggregation and the coalescing Brownian flow
Norris, James; Turner, Amanda
2008-01-01
We study a scaling limit associated to a model of planar aggregation. The model is obtained by composing certain independent random conformal maps. The evolution of harmonic measure on the boundary of the cluster is shown to converge to the coalescing Brownian flow.
Noncommutative Brownian motion
Santos, Willien O; Souza, Andre M C
2016-01-01
We investigate the Brownian motion of a particle in a two-dimensional noncommutative (NC) space. Using the standard NC algebra embodied by the sympletic Weyl-Moyal formalism we find that noncommutativity induces a non-vanishing correlation between both coordinates at different times. The effect itself stands as a signature of spatial noncommutativity and offers further alternatives to experimentally detect the phenomena.
Meurs, P.; Broeck, C. Van Den
2005-01-01
Recently, a thermal Brownian motor was introduced [Van den Broeck, Kawai and Meurs, Phys. Rev. Lett. (2004)], for which an exact microscopic analysis is possible. The purpose of this paper is to review some further properties of this construction, and to discuss in particular specific issues including the relation with macroscopic response and the efficiency at maximum power.
Fundamental Limits of Wideband Localization - Part II: Cooperative Networks
Shen, Yuan; Win, Moe Z
2010-01-01
The availability of positional information is of great importance in many commercial, governmental, and military applications. Localization is commonly accomplished through the use of radio communication between mobile devices (agents) and fixed infrastructure (anchors). However, precise determination of agent positions is a challenging task, especially in harsh environments due to radio blockage or limited anchor deployment. In these situations, cooperation among agents can significantly improve localization accuracy and reduce localization outage probabilities. A general framework of analyzing the fundamental limits of wideband localization has been developed in Part I of the paper. Here, we build on this framework and establish the fundamental limits of wideband cooperative location-aware networks. Our analysis is based on the waveforms received at the nodes, in conjunction with Fisher information inequality. We provide a geometrical interpretation of equivalent Fisher information for cooperative networks....
A Haar component for quantum limits on locally symmetric spaces
Anantharaman, Nalini; Silberman, Lior
2010-01-01
We prove lower bounds for the entropy of limit measures associated to non-degenerate sequences of eigenfunctions on locally symmetric spaces of non-positive curvature. In the case of certain compact quotients of the space of positive definite $n\\times n$ matrices (any quotient for $n=3$, quotients associated to inner forms in general), measure classification results then show that the limit measures must have a Lebesgue component. This is consistent with the conjecture that the limit measures...
Unusual Brownian motion of photons in open absorbing media
Zhao, Li-Yi; Zhang, Zhao-Qing; Zhang, Xiang-Dong
2013-01-01
Very recent experiments have discovered that localized light in strongly absorbing media displays intriguing diffusive phenomena. Here we develop a first-principles theory of light propagation in open media with arbitrary absorption strength and sample length. We show analytically that photons in localized open absorbing media exhibit unusual Brownian motion. Specifically, wave transport follows the diffusion equation with the diffusion coefficient exhibiting spatial resolution. Most strikingly, despite that the system is controlled by two parameters -- the ratio of the localization (absorption) length to the sample length -- the spatially resolved diffusion coefficient displays novel single parameter scaling: it depends on the space via the returning probability. Our analytic predictions for this diffusion coefficient are confirmed by numerical simulations. In the strong absorption limit they agree well with the experimental results.
Gomez-Marin, A.; Sancho, J. M.
2004-01-01
In this paper we present a model of a symmetric Brownian motor (SBM) which changes the sign of its velocity when the temperature gradient is inverted. The velocity, external work and efficiency are studied as a function of the temperatures of the baths and other relevant parameters. The motor shows a current reversal when another parameter (a phase shift) is varied. Analytical predictions and results from numerical simulations are performed and agree very well. Generic properties of this type...
Tax Limitations and Revenue Shifting Strategies in Local Government
DEFF Research Database (Denmark)
Blom-Hansen, Jens; Bækgaard, Martin; Serritzlew, Søren
2014-01-01
The literature on tax and expenditure limitations (TELs) shows how limiting the freedom of local governments to levy taxes may have considerable unexpected effects. Entities subjected to such limitations may, as their proponents hope, react by cutting expenditures and revenue, but they may also...... 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 the...... subjected to tax limitations employ revenue-shifting strategies. In Denmark, however, these strategies are contingent on the specifics of the Danish intergovernmental system, which render central government grants an attractive object of revenue-shifting strategies. Our analysis thus helps identify the...
Shivanandan, Arun; Unnikrishnan, Jayakrishnan; RADENOVIC, Aleksandra
2015-01-01
Single Molecule Localization Microscopy techniques like PhotoActivated Localization Microscopy, with their sub-diffraction limit spatial resolution, have been popularly used to characterize the spatial organization of membrane proteins, by means of quantitative cluster analysis. However, such quantitative studies remain challenged by the techniques' inherent sources of errors such as a limited detection efficiency of less than 60%, due to incomplete photo-conversion, and a limited localizatio...
Brownian Motion, "Diverse and Undulating"
Duplantier, Bertrand
2016-01-01
We describe in detail the history of Brownian motion, as well as the contributions of Einstein, Sutherland, Smoluchowski, Bachelier, Perrin and Langevin to its theory. The always topical importance in physics of the theory of Brownian motion is illustrated by recent biophysical experiments, where it serves, for instance, for the measurement of the pulling force on a single DNA molecule. In a second part, we stress the mathematical importance of the theory of Brownian motion, illustrated by two chosen examples. The by-now classic representation of the Newtonian potential by Brownian motion is explained in an elementary way. We conclude with the description of recent progress seen in the geometry of the planar Brownian curve. At its heart lie the concepts of conformal invariance and multifractality, associated with the potential theory of the Brownian curve itself.
Brownian motion meets Riemann curvature
International Nuclear Information System (INIS)
The general covariance of the diffusion equation is exploited in order to explore the curvature effects appearing in Brownian motion over a d-dimensional curved manifold. We use the local frame defined by the so-called Riemann normal coordinates to derive a general formula for the mean-square geodesic distance (MSD) at the short-time regime. This formula is written in terms of O(d) invariants that depend on the Riemann curvature tensor. We study the n-dimensional sphere case to validate these results. We also show that the diffusion for positive constant curvature is slower than the diffusion in a plane space, while the diffusion for negative constant curvature turns out to be faster. Finally the two-dimensional case is emphasized, as it is relevant for single-particle diffusion on biomembranes
A Haar component for quantum limits on locally symmetric spaces
Anantharaman, Nalini
2010-01-01
We prove lower bounds for the entropy of limit measures associated to non-degenerate sequences of eigenfunctions on locally symmetric spaces of non-positive curvature. In the case of certain compact quotients of the space of positive definite $n\\times n$ matrices (any quotient for $n=3$, quotients associated to inner forms in general), measure classification results then show that the limit measures must have a Lebesgue component. This is consistent with the conjecture that the limit measures are absolutely continuous.
Holographic Brownian Motion in Two Dimensional Rotating Fluid
Atmaja, Ardian Nata
2012-01-01
The Brownian motion of a heavy quark under a rotating plasma corresponds to BTZ black hole is studied using holographic method from string theory. The heavy quark represented as the end of string at the boundary of BTZ black hole and the corresponding rotating plasma is two dimensional spacetime. The string fluctuation requires the angular velocity to be equal to the ratio between inner horizon and outer horizon, known as terminal velocity and also related to the zero total force condition. With this angular velocity, the string fluctuation solution has oscillatory modes in time and radial coordinates. We show the displacement square of this solution behaves as a Brownian particle in non-relativistic limit. For relativistic case, we argue that it is more appropriate to compute just the the leading order of low frequency limit of random-random force correlator. The Brownian motion relates this correlator with physical observables: mass of Brownian particle, friction coefficient and temperature of the plasma.
Brownian motion, martingales, and stochastic calculus
Le Gall, Jean-François
2016-01-01
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested i...
Comparison of forming limit diagrams predicted with different localization criteria
ALTMEYER, Guillaume; ABED-MERAIM, Farid; BALAN, Tudor
2008-01-01
Automotive industries are more and more subject to restrictive environmental constraints. Weight reduction of structures seems to be an interesting way to satisfy these requirements. This can be achieved either by using new materials, such as high strength steels or by adopting appropriate dimensioning methods to predict the occurrence of strain localization. Forming Limit Diagram (FLD) is a concept widely used to characterize the formability of thin metal sheets. Analytical determination of ...
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.
Limits of Commutative Triangular Systems on Locally Compact Groups
Indian Academy of Sciences (India)
Riddhi Shah
2001-02-01
On a locally compact group , if $_{n}^{k_{n}} →$, ( →∞), for some probability measures and on , then a sufficient condition is obtained for the set = {$_n^m|$ ≤ } to be relatively compact; this in turn implies the embeddability of a shift of . The condition turns out to be also necessary when is totally disconnected. In particular, it is shown that if is a discrete linear group over $\\mathsf{R}$ then a shift of the limit is embeddable. It is also shown that any infinitesimally divisible measure on a connected nilpotent real algebraic group is embeddable.
Brownian Motion Theory and Experiment
Basu, K; Basu, Kasturi; Baishya, Kopinjol
2003-01-01
Brownian motion is the perpetual irregular motion exhibited by small particles immersed in a fluid. Such random motion of the particles is produced by statistical fluctuations in the collisions they suffer with the molecules of the surrounding fluid. Brownian motion of particles in a fluid (like milk particles in water) can be observed under a microscope. Here we describe a simple experimental set-up to observe Brownian motion and a method of determining the diffusion coefficient of the Brownian particles, based on a theory due to Smoluchowski. While looking through the microscope we focus attention on a fixed small volume, and record the number of particles that are trapped in that volume, at regular intervals of time. This gives us a time-series data, which is enough to determine the diffusion coefficient of the particles to a good degree of accuracy.
On collisions of Brownian particles
Ichiba, Tomoyuki; Karatzas, Ioannis
2010-01-01
We examine the behavior of $n$ Brownian particles diffusing on the real line with bounded, measurable drift and bounded, piecewise continuous diffusion coefficients that depend on the current configuration of particles. Sufficient conditions are established for the absence and for the presence of triple collisions among the particles. As an application to the Atlas model for equity markets, we study a special construction of such systems of diffusing particles using Brownian motions with refl...
Archimedes’ principle for Brownian liquid
Burdzy, Krzysztof; Chen, Zhen-Qing; Pal, Soumik
2011-01-01
We consider a family of hard core objects moving as independent Brownian motions confined to a vessel by reflection. These are subject to gravitational forces modeled by drifts. The stationary distribution for the process has many interesting implications, including an illustration of the Archimedes' principle. The analysis rests on constructing reflecting Brownian motion with drift in a general open connected domain and studying its stationary distribution. In dimension two we utilize known ...
Archimedes' principle for Brownian liquid
Burdzy, Krzysztof; Pal, Soumik
2009-01-01
We consider a family of hard core objects moving as independent Brownian motions confined to a vessel by reflection. These are subject to gravitational forces modeled by drifts. The stationary distribution for the process has many interesting implications, including an illustration of the Archimedes' principle. The analysis rests on constructing reflecting Brownian motion with drift in a general open connected domain and studying its stationary distribution. In dimension two we utilize known results about sphere packing.
Limits to the quantification of local climate change
Chapman, Sandra C.; Stainforth, David A.; Watkins, Nicholas W.
2015-09-01
We demonstrate how the fundamental timescales of anthropogenic climate change limit the identification of societally relevant aspects of changes in precipitation. We show that it is nevertheless possible to extract, solely from observations, some confident quantified assessments of change at certain thresholds and locations. Maps of such changes, for a variety of hydrologically-relevant, threshold-dependent metrics, are presented. In places in Scotland, for instance, the total precipitation on heavy rainfall days in winter has increased by more than 50%, but only in some locations has this been accompanied by a substantial increase in total seasonal precipitation; an important distinction for water and land management. These results are important for the presentation of scientific data by climate services, as a benchmark requirement for models which are used to provide projections on local scales, and for process-based climate and impacts research to understand local modulation of synoptic and global scale climate. They are a critical foundation for adaptation planning and for the scientific provision of locally relevant information about future climate.
Generalization of Brownian Motion with Autoregressive Increments
Fendick, Kerry
2011-01-01
This paper introduces a generalization of Brownian motion with continuous sample paths and stationary, autoregressive increments. This process, which we call a Brownian ray with drift, is characterized by three parameters quantifying distinct effects of drift, volatility, and autoregressiveness. A Brownian ray with drift, conditioned on its state at the beginning of an interval, is another Brownian ray with drift over the interval, and its expected path over the interval is a ray with a slope that depends on the conditioned state. This paper shows how Brownian rays can be applied in finance for the analysis of queues or inventories and the valuation of options. We model a queue's net input process as a superposition of Brownian rays with drift and derive the transient distribution of the queue length conditional on past queue lengths and on past states of the individual Brownian rays comprising the superposition. The transient distributions of Regulated Brownian Motion and of the Regulated Brownian Bridge are...
New Limits on Local Lorentz Invariance in Mercury and Cesium
Peck, S K; Stein, D; Orbaker, D; Foss, A; Hummon, M T; Hunter, L R
2012-01-01
We report new bounds on Local Lorentz Invariance (LLI) violation in Cs and Hg. The limits are obtained through the observation of the the spin- precession frequencies of 199Hg and 133Cs atoms in their ground states as a function of the orientation of an applied magnetic field with respect to the fixed stars. We measure the amplitudes of the dipole couplings to a preferred direction in the equatorial plane to be 19(11) nHz for Hg and 9(5) microHz for Cs. The upper bounds established here improve upon previous bounds by about a factor of four. The improvement is primarily due to mounting the apparatus on a rotating table. New bounds are established on several terms in the standard model extension including the first bounds on the spin-couplings of the neutron and proton to the z direction, <7e-30 GeV and <7e-29 GeV, respectively.
Harmonic functions on Walsh's Brownian motion
Jehring, Kristin Elizabeth
2009-01-01
In this dissertation we examine a variation of two- dimensional Brownian motion introduced in 1978 by Walsh. Walsh's Brownian motion can be described as a Brownian motion on the spokes of a (rimless) bicycle wheel. We will construct such a process by randomly assigning an angle to the excursions of a reflecting Brownian motion from 0. With this construction we see that Walsh's Brownian motion in R² behaves like one-dimensional Brownian motion away from the origin, but at the origin behaves di...
On the weak convergence of super-Brownian motion with immigration
Institute of Scientific and Technical Information of China (English)
2009-01-01
We prove fluctuation limit theorems for the occupation times of super-Brownian motion with immigration. The weak convergence of the processes is established, which improves the results in references. The limiting processes are Gaussian processes.
Arithmetic area for m planar Brownian paths
Desbois, Jean
2012-01-01
We pursue the analysis made in [1] on the arithmetic area enclosed by m closed Brownian paths. We pay a particular attention to the random variable S{n1,n2, ...,n} (m) which is the arithmetic area of the set of points, also called winding sectors, enclosed n1 times by path 1, n2 times by path 2, ...,nm times by path m. Various results are obtained in the asymptotic limit m->infinity. A key observation is that, since the paths are independent, one can use in the m paths case the SLE information, valid in the 1-path case, on the 0-winding sectors arithmetic area.
Arithmetic area for m planar Brownian paths
Desbois, Jean; Ouvry, Stephane
2012-01-01
We pursue the analysis made in [1] on the arithmetic area enclosed by m closed Brownian paths. We pay a particular attention to the random variable S{n1,n2, ...,n} (m) which is the arithmetic area of the set of points, also called winding sectors, enclosed n1 times by path 1, n2 times by path 2, ...,nm times by path m. Various results are obtained in the asymptotic limit m->infinity. A key observation is that, since the paths are independent, one can use in the m paths case the SLE informatio...
The relativistic Brownian motion: Interdisciplinary applications
International Nuclear Information System (INIS)
Relativistic Brownian motion theory will be applied to the study of analogies between physical and economic systems, emphasizing limiting cases in which Gaussian distributions are no longer valid. The characteristic temperatures of the particles will be associated with the concept of variance, and this will allow us to choose whether the pertinent distribution is classical or relativistic, while working specific situations. The properties of particles can be interpreted as economic variables, in order to study the behavior of markets in terms of Levy financial processes, since markets behave as stochastic systems. As far as we know, the application of the Juettner distribution to the study of economic systems is a new idea.
Effect of interfaces on the nearby Brownian motion
Huang, Kai
2016-01-01
Near-boundary Brownian motion is a classic hydrodynamic problem of great importance in a variety of fields, from biophysics to micro-/nanofluidics. However, due to challenges in experimental measurements of near-boundary dynamics, the effect of interfaces on Brownian motion has remained elusive. Here, we report a computational study of this effect using microsecond-long large-scale molecular dynamics simulations and our newly developed Green-Kubo relation for friction at the liquid-solid interface. Our computer experiment unambiguously reveals that the t^(-3/2) long-time decay of the velocity autocorrelation function of a Brownian particle in bulk liquid is replaced by a t^(-5/2) decay near a boundary. We discover a general breakdown of traditional no-slip boundary condition at short time scales and we show that this breakdown has a profound impact on the near-boundary Brownian motion. Our results demonstrate the potential of Brownian-particle based micro-/nano-sonar to probe the local wettability of liquid-s...
Entropic forces in Brownian motion
Roos, Nico
2013-01-01
The interest in the concept of entropic forces has risen considerably since E. Verlinde proposed to interpret the force in Newton s second law and Gravity as entropic forces. Brownian motion, the motion of a small particle (pollen) driven by random impulses from the surrounding molecules, may be the first example of a stochastic process in which such forces are expected to emerge. In this note it is shown that at least two types of entropic motion can be identified in the case of 3D Brownian motion (or random walk). This yields simple derivations of known results of Brownian motion, Hook s law and, applying an external (nonradial) force, Curie s law and the Langevin-Debye equation.
Entropic forces in Brownian motion
Roos, Nico
2014-12-01
Interest in the concept of entropic forces has risen considerably since Verlinde proposed in 2011 to interpret the force in Newton's second law and gravity as entropic forces. Brownian motion—the motion of a small particle (pollen) driven by random impulses from the surrounding molecules—may be the first example of a stochastic process in which such forces are expected to emerge. In this article, it is shown that at least two types of entropic force can be identified in three-dimensional Brownian motion. This analysis yields simple derivations of known results of Brownian motion, Hooke's law, and—applying an external (non-radial) force—Curie's law and the Langevin-Debye equation.
Feynman Rules For Brownian Motion
Hatamian, S T
2003-01-01
We present a perturbation theory extending a prescription due to Feynman for computing the probability density function in Brownian-motion. The method used, can be applied to a wide variety of otherwise difficult circumstances in Brownian-motion. The exact moments and kurtosis, if not the distribution itself, for many important cases can be summed for arbitrary times. As expected, the behavior at early time regime, for the sample processes considered, deviate significantly from the usual diffusion theory; a fact with important consequences in various applications such as financial physics. A new class of functions dubbed "Damped-exponential-integrals" are also identified.
Brownian movement and molecular reality
Perrin, Jean
2005-01-01
How do we know that molecules really exist? An important clue came from Brownian movement, a concept developed in 1827 by botanist Robert Brown, who noticed that tiny objects like pollen grains shook and moved erratically when viewed under a microscope. Nearly 80 years later, in 1905, Albert Einstein explained this ""Brownian motion"" as the result of bombardment by molecules. Einstein offered a quantitative explanation by mathematically estimating the average distance covered by the particles over time as a result of molecular bombardment. Four years later, Jean Baptiste Perrin wrote Brownia
Quantum Brownian motion model for the stock market
Meng, Xiangyi; Zhang, Jian-Wei; Guo, Hong
2016-06-01
It is believed by the majority today that the efficient market hypothesis is imperfect because of market irrationality. Using the physical concepts and mathematical structures of quantum mechanics, we construct an econophysical framework for the stock market, based on which we analogously map massive numbers of single stocks into a reservoir consisting of many quantum harmonic oscillators and their stock index into a typical quantum open system-a quantum Brownian particle. In particular, the irrationality of stock transactions is quantitatively considered as the Planck constant within Heisenberg's uncertainty relationship of quantum mechanics in an analogous manner. We analyze real stock data of Shanghai Stock Exchange of China and investigate fat-tail phenomena and non-Markovian behaviors of the stock index with the assistance of the quantum Brownian motion model, thereby interpreting and studying the limitations of the classical Brownian motion model for the efficient market hypothesis from a new perspective of quantum open system dynamics.
The maximum of Brownian motion with parabolic drift
Janson, Svante; Louchard, Guy; Martin-Löf, Anders
2010-01-01
We study the maximum of a Brownian motion with a parabolic drift; this is a random variable that often occurs as a limit of the maximum of discrete processes whose expectations have a maximum at an interior point. We give new series expansions and integral formulas for the distribution and the first two moments, together with numerical values to high precision.
On the Generalized Brownian Motion and its Applications in Finance
DEFF Research Database (Denmark)
Høg, Esben; Frederiksen, Per; Schiemert, Daniel
This paper deals with dynamic term structure models (DTSMs) and proposes a new way to handle the limitation of the classical affine models. In particular, the paper expands the exibility of the DTSMs by applying generalized Brownian motions with dependent increments as the governing force of the ...
Fuzzy Itand#244; Integral Driven by a Fuzzy Brownian Motion
Didier Kumwimba Seya; Rostin Mabela Makengo; Marcel Rémon; Walo Omana Rebecca
2015-01-01
In this paper we take into account the fuzzy stochastic integral driven by fuzzy Brownian motion. To define the metric between two fuzzy numbers and to take into account the limit of a sequence of fuzzy numbers, we invoke the Hausdorff metric. First this fuzzy stochastic integral is constructed for fuzzy simple stochastic functions, then the construction is done for fuzzy stochastic integrable functions.
Brownian shape dynamics in fission
Randrup Jørgen; Möller Peter
2013-01-01
It was recently shown that remarkably accurate fission-fragment mass distributions are obtained by treating the nuclear shape evolution as a Brownian walk on previously calculated five-dimensional potentialenergy surfaces; the current status of this novel method is described here.
Brownian shape dynamics in fission
Directory of Open Access Journals (Sweden)
Randrup Jørgen
2013-12-01
Full Text Available It was recently shown that remarkably accurate fission-fragment mass distributions are obtained by treating the nuclear shape evolution as a Brownian walk on previously calculated five-dimensional potentialenergy surfaces; the current status of this novel method is described here.
Modelling local government budgetary choices under expenditure limitation
Alan Duncan; Peter Smith
1995-01-01
The analysis of the expenditure decisions of English local authorities has assumed great importance as central government has sought to exercise increasing control over the activities of local government. In particular, in a variety of contexts, central government has sought to estimate from empirical observation what a local authority ‘ought’ to spend. Unfortunately, such an undertaking is becoming increasingly complex, as the influence of previous government policy itself assumes greater im...
Pushing BitTorrent Locality to the Limit
Blond, Stevens Le; Dabbous, Walid; 10.1016/j.comnet.2010.09.014
2010-01-01
Peer-to-peer (P2P) locality has recently raised a lot of interest in the community. Indeed, whereas P2P content distribution enables financial savings for the content providers, it dramatically increases the traffic on inter-ISP links. To solve this issue, the idea to keep a fraction of the P2P traffic local to each ISP was introduced a few years ago. Since then, P2P solutions exploiting locality have been introduced. However, several fundamental issues on locality still need to be explored. In particular, how far can we push locality, and what is, at the scale of the Internet, the reduction of traffic that can be achieved with locality? In this paper, we perform extensive experiments on a controlled environment with up to 10,000 BitTorrent clients to evaluate the impact of high locality on inter-ISP links traffic and peers download completion time. We introduce two simple mechanisms that make high locality possible in challenging scenarios and we show that we save up to several orders of magnitude inter-ISP ...
Role of Brownian motion on the thermal conductivity enhancement of nanofluids
Gupta, Amit; Kumar, Ranganathan
2007-11-01
This study involves Brownian dynamics simulations of a real nanofluid system in which the interparticle potential is determined based on Debye length and surface interaction of the fluid and the solid. This paper shows that Brownian motion can increase the thermal conductivity of the nanofluid by 6% primarily due to "random walk" motion and not only through diffusion. This increase is limited by the maximum concentration for each particle size and is below that predicted by the effective medium theory. Beyond the maximum limit, particle aggregates begin to form. Brownian motion contribution stays as a constant beyond a certain particle diameter.
Unusual Brownian motion of photons in open absorbing media
Zhao, Li-Yi; Tian, Chu-Shun; Zhang, Zhao-Qing; Zhang, Xiang-Dong
2013-01-01
Very recent experiments have discovered that localized light in strongly absorbing media displays intriguing diffusive phenomena. Here we develop a first-principles theory of light propagation in open media with arbitrary absorption strength and sample length. We show analytically that photons in localized open absorbing media exhibit unusual Brownian motion. Specifically, wave transport follows the diffusion equation with the diffusion coefficient exhibiting spatial resolution. Most striking...
Martínez, Ignacio A.; Roldán, Édgar; Dinis, Luis; Petrov, Dmitri; Parrondo, Juan M.R.; Rica, Raúl A.
2014-01-01
The Carnot cycle imposes a fundamental upper limit to the efficiency of a macroscopic motor operating between two thermal baths. However, this bound needs to be reinterpreted at microscopic scales, where molecular bio-motors and some artificial micro-engines operate. As described by stochastic thermodynamics, energy transfers in microscopic systems are random and thermal fluctuations induce transient decreases of entropy, allowing for possible violations of the Carnot limit. Despite its poten...
Martínez, Ignacio A.; Roldán, Édgar; Dinis Vizcaíno, Luis Ignacio; Petrov, Dmitri; Rodríguez Parrondo, Juan Manuel; Rica, Raúl A.
2016-01-01
The Carnot cycle imposes a fundamental upper limit to the efficiency of a macroscopic motor operating between two thermal baths. However, this bound needs to be reinterpreted at microscopic scales, where molecular bio-motors and some artificial micro-engines operate. As described by stochastic thermodynamics, energy transfers in microscopic systems are random and thermal fluctuations induce transient decreases of entropy, allowing for possible violations of the Carnot limit. Here we report an...
A multivariate central limit theorem for continuous local martingales
Zanten, van, M.
1998-01-01
A theorem on the weak convergence of a properly normalized multivariate continuous local martingale is proved. The time-change theorem used for this purpose allows for short and transparent arguments.
Moderate deviations for the quenched mean of the super-Brownian motion with random immigration
Institute of Scientific and Technical Information of China (English)
2008-01-01
Moderate deviations for the quenched mean of the super-Brownian motion with random immigration are proved for 3≤d≤6, which fills in the gap between central limit theorem(CLT)and large deviation principle(LDP).
Stochastic description of quantum Brownian dynamics
Yan, Yun-An; Shao, Jiushu
2016-08-01
Classical Brownian motion has well been investigated since the pioneering work of Einstein, which inspired mathematicians to lay the theoretical foundation of stochastic processes. A stochastic formulation for quantum dynamics of dissipative systems described by the system-plus-bath model has been developed and found many applications in chemical dynamics, spectroscopy, quantum transport, and other fields. This article provides a tutorial review of the stochastic formulation for quantum dissipative dynamics. The key idea is to decouple the interaction between the system and the bath by virtue of the Hubbard-Stratonovich transformation or Itô calculus so that the system and the bath are not directly entangled during evolution, rather they are correlated due to the complex white noises introduced. The influence of the bath on the system is thereby defined by an induced stochastic field, which leads to the stochastic Liouville equation for the system. The exact reduced density matrix can be calculated as the stochastic average in the presence of bath-induced fields. In general, the plain implementation of the stochastic formulation is only useful for short-time dynamics, but not efficient for long-time dynamics as the statistical errors go very fast. For linear and other specific systems, the stochastic Liouville equation is a good starting point to derive the master equation. For general systems with decomposable bath-induced processes, the hierarchical approach in the form of a set of deterministic equations of motion is derived based on the stochastic formulation and provides an effective means for simulating the dissipative dynamics. A combination of the stochastic simulation and the hierarchical approach is suggested to solve the zero-temperature dynamics of the spin-boson model. This scheme correctly describes the coherent-incoherent transition (Toulouse limit) at moderate dissipation and predicts a rate dynamics in the overdamped regime. Challenging problems
Radiation Reaction on Brownian Motions
Seto, Keita
2016-01-01
Tracking the real trajectory of a quantum particle is one of the interpretation problem and it is expressed by the Brownian (stochastic) motion suggested by E. Nelson. Especially the dynamics of a radiating electron, namely, radiation reaction which requires us to track its trajectory becomes important in the high-intensity physics by PW-class lasers at present. It has been normally treated by the Furry picture in non-linear QED, but it is difficult to draw the real trajectory of a quantum particle. For the improvement of this, I propose the representation of a stochastic particle interacting with fields and show the way to describe radiation reaction on its Brownian motion.
Hänggi, Peter; Marchesoni, Fabio
2005-01-01
In the year 1905 Albert Einstein published four papers that raised him to a giant in the history of science of all times. These works encompass the photon hypothesis (for which he obtained the Nobel prize in 1921), his first two papers on (special) relativity theory and, of course, his first paper on Brownian motion, entitled "\\"Uber die von der molekularkinetischen Theorie der W\\"arme geforderte Bewegung von in ruhenden Fl\\"ussigkeiten suspendierten Teilchen'' (submitted on May 11, 1905). Th...
Cooperative Transport of Brownian Particles
Derenyi, Imre; Vicsek, Tamas
1998-01-01
We consider the collective motion of finite-sized, overdamped Brownian particles (e.g., motor proteins) in a periodic potential. Simulations of our model have revealed a number of novel cooperative transport phenomena, including (i) the reversal of direction of the net current as the particle density is increased and (ii) a very strong and complex dependence of the average velocity on both the size and the average distance of the particles.
Brownian ratchets and Parrondo's games
Harmer, Gregory P.; Abbott, Derek; Taylor, Peter G.; Parrondo, Juan M. R.
2001-09-01
Parrondo's games present an apparently paradoxical situation where individually losing games can be combined to win. In this article we analyze the case of two coin tossing games. Game B is played with two biased coins and has state-dependent rules based on the player's current capital. Game B can exhibit detailed balance or even negative drift (i.e., loss), depending on the chosen parameters. Game A is played with a single biased coin that produces a loss or negative drift in capital. However, a winning expectation is achieved by randomly mixing A and B. One possible interpretation pictures game A as a source of "noise" that is rectified by game B to produce overall positive drift—as in a Brownian ratchet. Game B has a state-dependent rule that favors a losing coin, but when this state dependence is broken up by the noise introduced by game A, a winning coin is favored. In this article we find the parameter space in which the paradoxical effect occurs and carry out a winning rate analysis. The significance of Parrondo's games is that they are physically motivated and were originally derived by considering a Brownian ratchet—the combination of the games can be therefore considered as a discrete-time Brownian ratchet. We postulate the use of games of this type as a toy model for a number of physical and biological processes and raise a number of open questions for future research.
On two-dimensional fractional Brownian motion and fractional Brownian random field
Qian, Hong; Raymond, Gary M.; Bassingthwaighte, James B.
1998-01-01
As a generalization of one-dimensional fractional Brownian motion (1dfBm), we introduce a class of two-dimensional, self-similar, strongly correlated random walks whose variance scales with power law N2H (0 < H < 1). We report analytical results on the statistical size and shape, and segment distribution of its trajectory in the limit of large N. The relevance of these results to polymer theory is discussed. We also study the basic properties of a second generalization of 1dfBm, the two-dimen...
Local zoning ordinances -- how they limit or restrict mining
International Nuclear Information System (INIS)
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
POPULAR PARTICIPATION IN A LOCAL HEALTH COUNCIL: LIMITS AND POTENTIALS
Directory of Open Access Journals (Sweden)
Juliano de Amorim Busana
2015-01-01
Full Text Available Este estudio cualitativo tuvo como objetivo analizar el potencial y los límites de la participación popular en los Consejos Locales de Salud, a través del Itinerario de Investigación Paulo Freire. El estudio incluyó once miembros de un Consejo Local de Salud del municipio de Santa Catarina. Habían cinco Círculos de Cultura y de la investigación revelaron seis temas: Probabilidad de ciudadanía; Establecimiento de un espacio educativo; Toma de decisiones la intencionalidad que representa a la comunidad; Desconocimiento de las responsabilidades de lo Consejo; Exigüidad de participación de la comunitaria y Descrédito. Los resultados apuntan a la necesidad de comprender los roles de los concejales y Juntas Locales de Salud para fortalecer las acciones de promoción de la salud basadas en las ideas y el intercambio de experiencias entre los participantes del Consejo se dio cuenta de la creación de zonas de diálogo y la comprensión del ejercicio del poder mediante el fortalecimiento de los participantes al dialogicidad en estas áreas públicas.
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.
G- Brownian motion and Its Applications
EBRAHIMBEYGI, Atena; DASTRANJ, Elham
2015-01-01
Abstract. The concept of G-Brownian motion and G-Ito integral has been introduced by Peng. Also Ito isometry lemma is proved for Ito integral and Brownian motion. In this paper we first investigate the Ito isometry lemma for G-Brownian motion and G-Ito Integral. Then after studying of MG2,0-class functions [4], we introduce Stratonovich integral for G-Brownian motion,say G- Stratonovich integral. Then we present a special construction for G- Stratonovich integral.
Pricing European option under the time-changed mixed Brownian-fractional Brownian model
Guo, Zhidong; Yuan, Hongjun
2014-07-01
This paper deals with the problem of discrete time option pricing by a mixed Brownian-fractional subdiffusive Black-Scholes model. Under the assumption that the price of the underlying stock follows a time-changed mixed Brownian-fractional Brownian motion, we derive a pricing formula for the European call option in a discrete time setting.
Arithmetic area for m planar Brownian paths
International Nuclear Information System (INIS)
We pursue the analysis made in Desbois and Ouvry (2011 J. Stat. Mech. P05024) on the arithmetic area enclosed by m closed Brownian paths. We pay particular attention to the random variable Sn1,n2,...,nm(m), which is the arithmetic area of the set of points, also called winding sectors, enclosed n1 times by path 1, n2 times by path 2,..., and nm times by path m. Various results are obtained in the asymptotic limit m→∞. A key observation is that, since the paths are independent, one can use in the m-path case the SLE information, valid in the one-path case, on the zero-winding sectors arithmetic area
Arithmetic area for m planar Brownian paths
Desbois, Jean; Ouvry, Stéphane
2012-05-01
We pursue the analysis made in Desbois and Ouvry (2011 J. Stat. Mech. P05024) on the arithmetic area enclosed by m closed Brownian paths. We pay particular attention to the random variable Sn1, n2,..., nm(m), which is the arithmetic area of the set of points, also called winding sectors, enclosed n1 times by path 1, n2 times by path 2,..., and nm times by path m. Various results are obtained in the asymptotic limit m\\to \\infty . A key observation is that, since the paths are independent, one can use in the m-path case the SLE information, valid in the one-path case, on the zero-winding sectors arithmetic area.
Extreme fluctuations of active Brownian motion
Pietzonka, Patrick; Kleinbeck, Kevin; Seifert, Udo
2016-05-01
In active Brownian motion, an internal propulsion mechanism interacts with translational and rotational thermal noise and other internal fluctuations to produce directed motion. We derive the distribution of its extreme fluctuations and identify its universal properties using large deviation theory. The limits of slow and fast internal dynamics give rise to a kink-like and parabolic behavior of the corresponding rate functions, respectively. For dipolar Janus particles in two- and three-dimensions interacting with a field, we predict a novel symmetry akin to, but different from, the one related to entropy production. Measurements of these extreme fluctuations could thus be used to infer properties of the underlying, often hidden, network of states.
Building local human resources to implement SLMTA with limited donor funding: The Ghana experience
Bernard Nkrumah; Beatrice van der Puije; Veronica Bekoe; Rowland Adukpo; Kotey, Nii A.; Katy Yao; Fonjungo, Peter N.; Elizabeth T. Luman; Samuel Duh; Njukeng, Patrick A.; Addo, Nii A.; Fazle N. Khan; Woodfill, Celia J.I.
2014-01-01
Background: In 2009, Ghana adopted the Strengthening Laboratory Management Toward Accreditation (SLMTA) programme in order to improve laboratory quality. The programme was implemented successfully with limited donor funding and local human resources.Objectives: To demonstrate how Ghana, which received very limited PEPFAR funding, was able to achieve marked quality improvement using local human resources.Method: Local partners led the SLMTA implementation and local mentors were embedded in eac...
Statistical resolution limit: application to passive polarized source localization
El Korso, Mohammed Nabil; Boyer, Rémy; Renaux, Alexandre; Marcos, Sylvie
2011-01-01
This paper considers the evaluation of the so-called Co-centered Orthogonal Loop and Dipole Uniform and Linear Array (COLD-ULA) performance by mean of the Statistical Resolution Limit (SRL). The SRL adressed herein is based on the estimation accuracy. Toward this end, nonmatrix closed form expressions of the Cramér-Rao Bound (CRB) are derived and thus, the SRL is deduced by an adequat change of variable formula. Finally, concluding remarks and a comparaison between the SRL of the COLD-ULA and...
Localization of acoustic emission sources. Possibilities and limits
International Nuclear Information System (INIS)
It is necessary to dispose of a system capable of data acquisition and processing in real time. The coordinates of emissive sources must be calculated either immediately after the detection of information or after a brief storage time. Emphasis is laid on the various parameters liable to affect the measurement precision: transducers (type, selectivity, form of signal), threshold device (dynamics, influence on the precision), screening device (influence on the number of data received). Four-transducer patterns are now in common use: square, centred equilateral triangle, lozenge mesh ... Each geometry possesses zones of indetermination. The accuracy on the coordinates of the source varies according to the position of this source with respect to the four-transducer mesh, which leads to a case-by-case study of the arrangement and dimensions of the meshes placed on the structure to be observed. Detection and localization equipment must be designed as a whole system flexible and easy to adapt to any structure
Random Brownian scaling identities and splicing of Bessel processes
Pitman, Jim; Yor, Marc
1998-01-01
An identity in distribution due to Knight for Brownian motion is extended in two different ways: first by replacing the supremum of a reflecting Brownian motion by the range of an unreflected Brownian motion and second by replacing the reflecting Brownian motion by a recurrent Bessel process. Both extensions are explained in terms of random Brownian scaling transformations and Brownian excursions. The first extension is related to two different constructions of Itô’s law of ...
Brownian colloids in underdamped and overdamped regimes with nonhomogeneous temperature
Sancho, J. M.
2015-12-01
The motion of Brownian particles when temperature is spatially dependent is studied by stochastic simulations and theoretical analysis. Nonequilibrium steady probability distributions Ps t(z ,v ) for both underdamped and overdamped regimes are analyzed. The existence of local kinetic energy equipartition theorem is also discussed. The transition between both regimes is characterized by a dimensionless friction parameter. This study is applied to three physical systems of colloidal particles.
International Nuclear Information System (INIS)
Using the analogy between brownian motion and Quantum Mechanics, we study the winding angle θ of planar brownian curves around a given point, say the origin O. In particular, we compute the characteristic function for the probability distribution of θ and recover Spitzer's law in the limit of infinitely large times. Finally, we study the (large) change in the winding angle distribution when we add a repulsive potential at the origin
Intersection Exponents for Planar Brownian Motion
Lawler, Gregory F.; Werner, Wendelin
1999-01-01
We derive properties concerning all intersection exponents for planar Brownian motion and we define generalized exponents that, loosely speaking, correspond to noninteger numbers of Brownian paths. Some of these properties lead to general conjectures concerning the exact value of these exponents.
Nonlinear Brownian motion - mean square displacement
Directory of Open Access Journals (Sweden)
W.Ebeling
2004-01-01
Full Text Available The stochastic dynamics of self-propelled Brownian particles is studied by means of the Langevin and the Fokker-Planck approach. We model the driving by a nonlinear friction function which has a negative part at small velocities, leading to active Brownian motion of the particles. The mean square displacement is estimated analytically and compared with numerical simulations.
The maximum of Brownian motion with parabolic drift (Extended abstract)
Janson, Svante; Louchard, Guy; Martin-Löf, Anders
2010-01-01
We study the maximum of a Brownian motion with a parabolic drift; this is a random variable that often occurs as a limit of the maximum of discrete processes whose expectations have a maximum at an interior point. This has some applications in algorithmic and data structures analysis. We give series expansions and integral formulas for the distribution and the first two moments, together with numerical values to high precision.
Ideal bulk pressure of active Brownian particles
Speck, Thomas; Jack, Robert L.
2016-06-01
The extent to which active matter might be described by effective equilibrium concepts like temperature and pressure is currently being discussed intensely. Here, we study the simplest model, an ideal gas of noninteracting active Brownian particles. While the mechanical pressure exerted onto confining walls has been linked to correlations between particles' positions and their orientations, we show that these correlations are entirely controlled by boundary effects. We also consider a definition of local pressure, which describes interparticle forces in terms of momentum exchange between different regions of the system. We present three pieces of analytical evidence which indicate that such a local pressure exists, and we show that its bulk value differs from the mechanical pressure exerted on the walls of the system. We attribute this difference to the fact that the local pressure in the bulk does not depend on boundary effects, contrary to the mechanical pressure. We carefully examine these boundary effects using a channel geometry, and we show a virial formula for the pressure correctly predicts the mechanical pressure even in finite channels. However, this result no longer holds in more complex geometries, as exemplified for a channel that includes circular obstacles.
Figlio, David N.; O'Sullivan, Arthur
2001-01-01
This paper provides evidence that some cities subject to a statewide tax limit manipulate their mix of productive and administrative services in an attempt to get voters to override the statewide limit. When a statewide limit reduces a city's budget, one manipulative response is to cut "service" inputs (for example, teachers or uniformed police officers) by a relatively large amount, while cutting administrative inputs by a relatively small amount. This approach reveals a relatively large tra...
THE LOCAL LEO COLD CLOUD AND NEW LIMITS ON A LOCAL HOT BUBBLE
International Nuclear Information System (INIS)
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 cm2. 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.
A multiscale guide to Brownian motion
Grebenkov, Denis S.; Belyaev, Dmitry; Jones, Peter W.
2016-01-01
We revise the Lévy construction of Brownian motion as a simple though rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based ‘geometrical features’ at multiple length scales with random weights. Such a wavelet representation gives a closed formula mapping of the unit interval onto the functional space of Brownian paths. This formula elucidates many classical results about Brownian motion (e.g., non-differentiability of its path), providing an intuitive feeling for non-mathematicians. The illustrative character of the wavelet representation, along with the simple structure of the underlying probability space, is different from the usual presentation of most classical textbooks. Similar concepts are discussed for the Brownian bridge, fractional Brownian motion, the Ornstein-Uhlenbeck process, Gaussian free fields, and fractional Gaussian fields. Wavelet representations and dyadic decompositions form the basis of many highly efficient numerical methods to simulate Gaussian processes and fields, including Brownian motion and other diffusive processes in confining domains.
Limit load analysis for local wall-thinning steam generator tubes
International Nuclear Information System (INIS)
Steam generator(SG) tubes form approximately 80% of pressure boundary of the reactor primary coolant[1]. During the past 40 years, a large number of operating PWPs have experienced degradation due to local wall-thinning of SG tubes, which was caused by corrosion or squeezing of tubes at support plate or tubesheet intersections or other reasons. This paper introduced the study of experiment and numerical analyses for plastic limit loads of local wall-thinning SG tubes. The effect of the dimension of local wall-thinning on plastic limit load was analyzed. The main contents in this paper were summarized as follows: 1 Experiment equipment which could test not only bursting pressure but also plastic limit load was built. Two kinds of local wall-thinning shapes were respectively made on SG tubes. One kind of local wall-thinning shape was rectangle-like flaw, which was used to simulate local wall-thinning caused by squeezing of tubes at support plate. The other kind of local wall-thinning shape was arc-like flaw, which was used to simulate local wall-thinning caused by corrosion. Different size local wall-thinning SG tubes of these two kinds of shape were test by using the equipment. 2 Regularization method for local wall-thinning defect was provided based on experimental and finite element method. 3 The effect order of local wall-thinning configuration on plastic limit load was studied. It was found that: Except defect thickness, the longitudinal length and circumferential length of SGT defect can also influence the plastic limit load; When the longitudinal length of SGT defect exceeded 6 mm, the effect of longitudinal length on plastic limit load can be ignored; When the circumferential angle of defect exceed 45 degree, the effect of circumferential angle on plastic limit load can be ignored. (authors)
Combinatorial fractal Brownian motion model
Institute of Scientific and Technical Information of China (English)
朱炬波; 梁甸农
2000-01-01
To solve the problem of how to determine the non-scaled interval when processing radar clutter using fractal Brownian motion (FBM) model, a concept of combinatorial FBM model is presented. Since the earth (or sea) surface varies diversely with space, a radar clutter contains several fractal structures, which coexist on all scales. Taking the combination of two FBMs into account, via theoretical derivation we establish a combinatorial FBM model and present a method to estimate its fractal parameters. The correctness of the model and the method is proved by simulation experiments and computation of practial data. Furthermore, we obtain the relationship between fractal parameters when processing combinatorial model with a single FBM model. Meanwhile, by theoretical analysis it is concluded that when combinatorial model is observed on different scales, one of the fractal structures is more obvious.
Blending Brownian motion and heat equation
Cristiani, Emiliano
2015-01-01
In this short communication we present an original way to couple the Brownian motion and the heat equation. More in general, we suggest a way for coupling the Langevin equation for a particle, which describes a single realization of its trajectory, with the associated Fokker-Planck equation, which instead describes the evolution of the particle's probability density function. Numerical results show that it is indeed possible to obtain a regularized Brownian motion and a Brownianized heat equation still preserving the global statistical properties of the solutions. The results also suggest that the more macroscale leads the dynamics the more one can reduce the microscopic degrees of freedom.
Renewal Structure of the Brownian Taut String
Schertzer, Emmanuel
2015-01-01
In a recent paper, M. Lifshits and E. Setterqvist introduced the taut string of a Brownian motion $w$, defined as the function of minimal quadratic energy on $[0,T]$ staying in a tube of fixed width $h>0$ around $w$. The authors showed a Law of Large Number (L.L.N.) for the quadratic energy spent by the string for a large time $T$. In this note, we exhibit a natural renewal structure for the Brownian taut string, which is directly related to the time decomposition of the Brownian motion in te...
Evaluating small sphere limit of the Wang-Yau quasi-local energy
Chen, PoNing; Yau, Shing-Tung
2015-01-01
In this article, we study the small sphere limit of the Wang-Yau quasi-local energy defined in [18,19]. Given a point $p$ in a spacetime $N$, we consider a canonical family of surfaces approaching $p$ along its future null cone and evaluate the limit of the Wang-Yau quasi-local energy. The evaluation relies on solving an "optimal embedding equation" whose solutions represent critical points of the quasi-local energy. For a spacetime with matter fields, the scenario is similar to that of the large sphere limit found in [7]. Namely, there is a natural solution which is a local minimum, and the limit of its quasi-local energy recovers the stress-energy tensor at $p$. For a vacuum spacetime, the quasi-local energy vanishes to higher order and the solution of the optimal embedding equation is more complicated. Nevertheless, we are able to show that there exists a solution which is a local minimum and that the limit of its quasi-local energy is related to the Bel-Robinson tensor. Together with earlier work [7], thi...
Local Central Limit Theorem for diffusions in a degenerate and unbounded Random Medium
Chiarini, Alberto; Deuschel, Jean-Dominique
2015-01-01
We study a symmetric diffusion $X$ on $\\mathbb{R}^d$ in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients. We prove a quenched local central limit theorem for $X$, under some moment conditions on the environment; the key tool is a local parabolic Harnack inequality obtained with Moser iteration technique.
Local Environmental Dependence of Galaxy Properties in a Volume-Limited Sample of Main Galaxies
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
Using a volume-limited sample of Main Galaxies from SDSS Data Release 5, we investigate the dependence of galaxy properties on local environment. For each galaxy, a local three-dimensional density is calculated. We find that the galaxy morphological type depends strongly on the local environment: galaxies in dense environments have predominantly early type morphologies. Galaxy colors have only a weak dependence on the environment. This puts an important constraint on the process of galaxy formation.
Onsager coefficients of a Brownian Carnot cycle
Izumida, Yuki; Okuda, Koji
2010-01-01
We study a Brownian Carnot cycle introduced by T. Schmiedl and U. Seifert [Europhys. Lett. \\textbf{81}, 20003 (2008)] from a viewpoint of the linear irreversible thermodynamics. By considering the entropy production rate of this cycle, we can determine thermodynamic forces and fluxes of the cycle and calculate the Onsager coefficients for general protocols, that is, arbitrary schedules to change the potential confining the Brownian particle. We show that these Onsager coefficients contain the...
Dynamical 3-Space: Anisotropic Brownian Motion Experiment
Cahill R. T.
2015-01-01
In 2014 Jiapei Dai reported evidence of anisotropic Brownian motion of a toluidine blue colloid solution in water. In 2015 Felix Scholkmann analysed the Dai data and detected a sidereal time dependence, indicative of a process driving the preferred Brownian mo- tion diffusion direction to a star-based preferred direction. Here we further analyse the Dai data and extract the RA and Dec of that preferred direction, and relate the data to previous determinations from NASA Spacecr...
Brownian relaxation of an inelastic sphere in air
Bird, G. A.
2016-06-01
The procedures that are used to calculate the forces and moments on an aerodynamic body in the rarefied gas of the upper atmosphere are applied to a small sphere of the size of an aerosol particle at sea level. While the gas-surface interaction model that provides accurate results for macroscopic bodies may not be appropriate for bodies that are comprised of only about a thousand atoms, it provides a limiting case that is more realistic than the elastic model. The paper concentrates on the transfer of energy from the air to an initially stationary sphere as it acquires Brownian motion. Individual particle trajectories vary wildly, but a clear relaxation process emerges from an ensemble average over tens of thousands of trajectories. The translational and rotational energies in equilibrium Brownian motion are determined. Empirical relationships are obtained for the mean translational and rotational relaxation times, the mean initial power input to the particle, the mean rates of energy transfer between the particle and air, and the diffusivity. These relationships are functions of the ratio of the particle mass to an average air molecule mass and the Knudsen number, which is the ratio of the mean free path in the air to the particle diameter. The ratio of the molecular radius to the particle radius also enters as a correction factor. The implications of Brownian relaxation for the second law of thermodynamics are discussed.
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...
Brownian dipole rotator in alternating electric field
Rozenbaum, V. M.; Vovchenko, O. Ye.; Korochkova, T. Ye.
2008-06-01
The study addresses the azimuthal jumping motion of an adsorbed polar molecule in a periodic n -well potential under the action of an external alternating electric field. Starting from the perturbation theory of the Pauli equation with respect to the weak field intensity, explicit analytical expressions have been derived for the time dependence of the average dipole moment as well as the frequency dependences of polarizability and the average angular velocity, the three quantities exhibiting conspicuous stochastic resonance. As shown, unidirectional rotation can arise only provided simultaneous modulation of the minima and maxima of the potential by an external alternating field. For a symmetric potential of hindered rotation, the average angular velocity, if calculated by the second-order perturbation theory with respect to the field intensity, has a nonzero value only at n=2 , i.e., when two azimuthal wells specify a selected axis in the system. Particular consideration is given to the effect caused by the asymmetry of the two-well potential on the dielectric loss spectrum and other Brownian motion parameters. When the asymmetric potential in a system of dipole rotators arises from the average local fields induced by an orientational phase transition, the characteristics concerned show certain peculiarities which enable detection of the phase transition and determination of its parameters.
Brownian dipole rotator in alternating electric field.
Rozenbaum, V M; Vovchenko, O Ye; Korochkova, T Ye
2008-06-01
The study addresses the azimuthal jumping motion of an adsorbed polar molecule in a periodic n -well potential under the action of an external alternating electric field. Starting from the perturbation theory of the Pauli equation with respect to the weak field intensity, explicit analytical expressions have been derived for the time dependence of the average dipole moment as well as the frequency dependences of polarizability and the average angular velocity, the three quantities exhibiting conspicuous stochastic resonance. As shown, unidirectional rotation can arise only provided simultaneous modulation of the minima and maxima of the potential by an external alternating field. For a symmetric potential of hindered rotation, the average angular velocity, if calculated by the second-order perturbation theory with respect to the field intensity, has a nonzero value only at n=2 , i.e., when two azimuthal wells specify a selected axis in the system. Particular consideration is given to the effect caused by the asymmetry of the two-well potential on the dielectric loss spectrum and other Brownian motion parameters. When the asymmetric potential in a system of dipole rotators arises from the average local fields induced by an orientational phase transition, the characteristics concerned show certain peculiarities which enable detection of the phase transition and determination of its parameters. PMID:18643221
Evaluating small sphere limit of the Wang-Yau quasi-local energy
Chen, PoNing; Wang, Mu-Tao; Yau, Shing-Tung
2015-01-01
In this article, we study the small sphere limit of the Wang-Yau quasi-local energy defined in [18,19]. Given a point $p$ in a spacetime $N$, we consider a canonical family of surfaces approaching $p$ along its future null cone and evaluate the limit of the Wang-Yau quasi-local energy. The evaluation relies on solving an "optimal embedding equation" whose solutions represent critical points of the quasi-local energy. For a spacetime with matter fields, the scenario is similar to that of the l...
GUE minors, maximal Brownian functionals and longest increasing subsequences
Benaych-Georges, Florent; Houdré, Christian
2015-01-01
We present equalities in law between the spectra of the minors of a GUE matrix and some maximal functionals of independent Brownian motions. In turn, these results allow to recover the limiting shape (properly centered and scaled) of the RSK Young diagrams associated with a random word as a function of the spectra of these minors. Since the length of the top row of the diagrams is the length of the longest increasing subsequence of the random word, the corresponding limiting law also follows.
Plastic limit load analysis for steam generator tubes with local wall-thinning
International Nuclear Information System (INIS)
This paper introduces the study of experimental and numerical analysis for plastic limit loads of Inconel 690 steam generators (SG) tubes with local wall-thinning defects. Meanwhile, the effect of the three dimensions of a local wall-thinning defect on the plastic limit load of SG tubes is analyzed. A test facility which can test both burst pressure and plastic limit load of SG tubes was established and SG tubes with 3 typical types of defects were tested by using the facility. A regularization method for local wall-thinning defect is proposed and the finite element method was used to analyze the plastic limit load of SG tubes with defects. Compared with the experimental results of SG tubes with real defects, the calculated values of plastic limit load for SG tubes with regularized defects are conservative. Based on finite element method, the effect of the three dimensions of local wall-thinning defects on plastic limit loads of defected Inconel 690 SG tubes has been got. The studied results show that the defect depth of a local wall-thinning defect is the main factor influencing the plastic limit load of SG tubes, on the other hand, both the longitudinal length and the circumferential length of a defect have effect on the plastic limit load of SG tubes. It is found that in some cases, when the longitudinal length and the circumferential angle of a local wall-thinning defect exceed some extent, the effect of the longitudinal length and the circumferential angle on plastic limit load can be ignored.
From Brownian motion to power of fluctuations
Directory of Open Access Journals (Sweden)
B. Berche
2012-12-01
Full Text Available The year 2012 marks the 140th birth anniversary of Marian Smoluchowski (28.05.1872-5.09.1917, a man who "made ground-breaking contribution to the theory of Brownian motion, the theory of sedimentation, the statistical nature of the Second Law, the theory and practice of density fluctuations (critical opalescence. During his final years of scientific creativity his pioneering theory of coagulation and diffusion-limited reaction rate appeared. These outstanding achievements present true gems which dominate the description of soft matter physics and chemical physics as well as the related areas up till now!" This quotation was taken from the lecture by Peter Hanggi given at international conference Statistical Physics: Modern Trends and Applications that took place in Lviv, Ukraine on July 3-6, 2012 (see conference web-page for more details and was dedicated to the commemoration of Smoluchowski's work. This and forthcoming issues of the Condensed Matter Physics contain papers presented at this conference.
Noncolliding Brownian Motion and Determinantal Processes
Katori, Makoto; Tanemura, Hideki
2007-12-01
A system of one-dimensional Brownian motions (BMs) conditioned never to collide with each other is realized as (i) Dyson's BM model, which is a process of eigenvalues of hermitian matrix-valued diffusion process in the Gaussian unitary ensemble (GUE), and as (ii) the h-transform of absorbing BM in a Weyl chamber, where the harmonic function h is the product of differences of variables (the Vandermonde determinant). The Karlin-McGregor formula gives determinantal expression to the transition probability density of absorbing BM. We show from the Karlin-McGregor formula, if the initial state is in the eigenvalue distribution of GUE, the noncolliding BM is a determinantal process, in the sense that any multitime correlation function is given by a determinant specified by a matrix-kernel. By taking appropriate scaling limits, spatially homogeneous and inhomogeneous infinite determinantal processes are derived. We note that the determinantal processes related with noncolliding particle systems have a feature in common such that the matrix-kernels are expressed using spectral projections of appropriate effective Hamiltonians. On the common structure of matrix-kernels, continuity of processes in time is proved and general property of the determinantal processes is discussed.
Coulomb Friction Driving Brownian Motors
International Nuclear Information System (INIS)
We review a family of models recently introduced to describe Brownian motors under the influence of Coulomb friction, or more general non-linear friction laws. It is known that, if the heat bath is modeled as the usual Langevin equation (linear viscosity plus white noise), additional non-linear friction forces are not sufficient to break detailed balance, i.e. cannot produce a motor effect. We discuss two possibile mechanisms to elude this problem. A first possibility, exploited in several models inspired to recent experiments, is to replace the heat bath's white noise by a “collisional noise”, that is the effect of random collisions with an external equilibrium gas of particles. A second possibility is enlarging the phase space, e.g. by adding an external potential which couples velocity to position, as in a Klein—Kramers equation. In both cases, non-linear friction becomes sufficient to achieve a non-equilibrium steady state and, in the presence of an even small spatial asymmetry, a motor effect is produced. (general)
Random Functions via Dyson Brownian Motion: Progress and Problems
Wang, Gaoyuan
2016-01-01
We develope a computationally efficient extension of the Dyson Brownian Motion (DBM) algorithm to generate random function in C2 locally. We further explain that random functions generated via DBM show an unstable growth as the traversed distance increases. This feature restricts the use of such functions considerably if they are to be used to model globally defined ones. The latter is the case if one used random functions to model landscapes in string theory. We provide a concrete example, based on a simple axionic potential often used in cosmology, to highlight this problem and also offer an ad hoc modification of DBM that suppresses this growth to some degree.
Random functions via Dyson Brownian Motion: progress and problems
Wang, Gaoyuan; Battefeld, Thorsten
2016-09-01
We develope a computationally efficient extension of the Dyson Brownian Motion (DBM) algorithm to generate random function in C2 locally. We further explain that random functions generated via DBM show an unstable growth as the traversed distance increases. This feature restricts the use of such functions considerably if they are to be used to model globally defined ones. The latter is the case if one uses random functions to model landscapes in string theory. We provide a concrete example, based on a simple axionic potential often used in cosmology, to highlight this problem and also offer an ad hoc modification of DBM that suppresses this growth to some degree.
Asymptotic theory for Brownian semi-stationary processes with application to turbulence
DEFF Research Database (Denmark)
Corcuera, José Manuel; Hedevang, Emil; Pakkanen, Mikko S.;
2013-01-01
This paper presents some asymptotic results for statistics of Brownian semi-stationary (BSS) processes. More precisely, we consider power variations of BSS processes, which are based on high frequency (possibly higher order) differences of the BSS model. We review the limit theory discussed in...... [Barndorff-Nielsen, O.E., J.M. Corcuera and M. Podolskij (2011): Multipower variation for Brownian semistationary processes. Bernoulli 17(4), 1159-1194; Barndorff-Nielsen, O.E., J.M. Corcuera and M. Podolskij (2012): Limit theorems for functionals of higher order differences of Brownian semi......-stationary processes. In "Prokhorov and Contemporary Probability Theory", Springer.] and present some new connections to fractional diffusion models. We apply our probabilistic results to construct a family of estimators for the smoothness parameter of the BSS process. In this context we develop estimates with gaps...
Holographic Brownian Motion in Three-Dimensional Gödel Black Hole
International Nuclear Information System (INIS)
By using the AdS/CFT correspondence and Gödel black hole background, we study the dynamics of heavy quark under a rotating plasma. In that case we follow Atmaja (2013) about Brownian motion in BTZ black hole. In this paper we receive some new results for the case of α2l2≠1. In this case, we must redefine the angular velocity of string fluctuation. We obtain the time evolution of displacement square and angular velocity and show that it behaves as a Brownian particle in non relativistic limit. In this plasma, it seems that relating the Brownian motion to physical observables is rather a difficult work. But our results match with Atmaja work in the limit α2l2→1
Ribeiro, Nuno A; Jorge, Susana M.
2013-01-01
In order to keep local public finances balanced, in many countries, measures restraining and controlling debt have been implemented. In Portugal such concerns have been considered too. Accordingly, several legal diplomas have been passed, namely local finances laws, defining rules, mainly related to limits and restrictions to interest, repayments of borrowings, as well as net debt level. Therefore, it should be expected that these legal restrictions would contribute to reduce municipal deb...
Severino Romano; Francesco Marangon; Roberto Polidori
2011-01-01
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 deriv...
Kinetics of self-induced aggregation of Brownian particles: non-Markovian and non-Gaussian features
Ghosh, Pulak Kumar; Bag, Bidhan Chandra
2012-01-01
In this paper we have studied a model for self-induced aggregation in Brownian particle incorporating the non-Markovian and non-Gaussian character of the associated random noise process. In this model the time evolution of each individual is guided by an over-damped Langevin equation of motion with a non-local drift resulting from the local unbalance distributions of the other individuals. Our simulation result shows that colored nose can induce the cluster formation even at large noise strength. Another observation is that critical noise strength grows very rapidly with increase of noise correlation time for Gaussian noise than non Gaussian one. However, at long time limit the cluster number in aggregation process decreases with time following a power law. The exponent in the power law increases remarkable for switching from Markovian to non Markovian noise process.
Local melanoma recurrences in the scar after limited surgery for primary tumor
DEFF Research Database (Denmark)
Drzewiecki, K T; Andersson, A P
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...... of local 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....
Brownian motion and Harmonic functions on Sol(p,q)
Brofferio, Sara; Salvatori, Maura; Woess, Wolfgang
2012-01-01
The Lie group Sol(p,q) is the semidirect product induced by the action of the real numbers R on the plane R^2 which is given by (x,y) --> (exp{p z} x, exp{-q z} y), where z is in R. Viewing Sol(p,q) as a 3-dimensional manifold, it carries a natural Riemannian metric and Laplace-Beltrami operator. We add a linear drift term in the z-variable to the latter, and study the associated Brownian motion with drift. We derive a central limit theorem and compute the rate of escape. Also, we introduce t...
Brownian semistationary processes and volatility/intermittency
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole Eiler; Schmiegel, Jürgen
A new class of stochastic processes, termed Brownian semistationary processes (BSS), is introduced and discussed. This class has similarities to that of Brownian semimartingales (BSM), but is mainly directed towards the study of stationary processes, and BSS processes are not in general of the...... turbulent velocity fields and is the purely temporal version of the general tempo-spatial framework of ambit processes. The latter, which may have applications also to the finance of energy markets, is briefly considered at the end of the paper, again with reference to the question of inference on the...
Limits of slow sound propagation and transparency in lossy, locally resonant periodic structures
International Nuclear Information System (INIS)
We investigate sound propagation in lossy, locally resonant periodic structures by studying an air-filled tube periodically loaded with Helmholtz resonators and taking into account the intrinsic viscothermal losses. In particular, by tuning the resonator with the Bragg gap in this prototypical locally resonant structure, we study the limits and various characteristics of slow sound propagation. While in the lossless case the overlapping of the gaps results in slow-sound-induced transparency of a narrow frequency band surrounded by a strong and broadband gap, the inclusion of the unavoidable losses imposes limits to the slowdown factor and the maximum transmission. Experiments, theory, and finite element simulations have been used for the characterization of acoustic wave propagation by tuning the Helmholtz/Bragg frequencies and the total amount of loss both for infinite and finite lattices. This study contributes to the field of locally resonant acoustic metamaterials and slow sound applications. (paper)
Generalized Einstein Relation for Brownian Motion in Tilted Periodic Potential
Sakaguchi, Hidetsugu
2006-01-01
A generalized Einstein relation is studied for Brownian motion in a tilted potential. The exact form of the diffusion constant of the Brownian motion is compared with the generalized Einstein relation. The generalized Einstein relation is a good approximation in a parameter range where the Brownian motion exhibits stepwise motion.
Kolmogorov complexity and the geometry of Brownian motion
Fouche, Willem L.
2014-01-01
In this paper, we continue the study of the geometry of Brownian motions which are encoded by Kolmogorov-Chaitin random reals (complex oscillations). We unfold Kolmogorov-Chaitin complexity in the context of Brownian motion and specifically to phenomena emerging from the random geometric patterns generated by a Brownian motion.
Magnetization direction in the Heisenberg model exhibiting fractional Brownian motion
DEFF Research Database (Denmark)
Zhang, Zhengping; Mouritsen, Ole G.; Zuckermann, Martin J.
1993-01-01
ferromagnetic phase characterizing fractional Brownian motion, whereas a value H congruent-to 0. 5, reflecting ordinary Brownian motion, applies in the paramagnetic phase. A field-induced crossover from fractional to ordinary Brownian motion has been observed in the ferromagnetic phase....
Building local human resources to implement SLMTA with limited donor funding: The Ghana experience
Directory of Open Access Journals (Sweden)
Bernard Nkrumah
2014-09-01
Full Text Available Background: In 2009, Ghana adopted the Strengthening Laboratory Management Toward Accreditation (SLMTA programme in order to improve laboratory quality. The programme was implemented successfully with limited donor funding and local human resources.Objectives: To demonstrate how Ghana, which received very limited PEPFAR funding, was able to achieve marked quality improvement using local human resources.Method: Local partners led the SLMTA implementation and local mentors were embedded in each laboratory. An in-country training-of-trainers workshop was conducted in order to increase the pool of local SLMTA implementers. Three laboratory cohorts were enrolled in SLMTA in 2011, 2012 and 2013. Participants from each cohort attended in a series of three workshops interspersed with improvement projects and mentorship. Supplemental trainingon internal audit was provided. Baseline, exit and follow-up audits were conducted using the Stepwise Laboratory Quality Improvement Process Towards Accreditation (SLIPTA checklist. In November 2013, four laboratories underwent official SLIPTA audits by the African Society for Laboratory Medicine (ASLM.Results: The local SLMTA team successfully implemented three cohorts of SLMTA in 15 laboratories. Seven out of the nine laboratories that underwent follow-up audits have reached at least one star. Three out of the four laboratories that underwent official ASLM audits were awarded four stars. Patient satisfaction increased from 25% to 70% and sample rejection rates decreased from 32% to 10%. On average, $40 000 was spent per laboratory to cover mentors’salaries, SLMTA training and improvement project support.Conclusion: Building in-country capacity through local partners is a sustainable model for improving service quality in resource-constrained countries such as Ghana. Such modelspromote country ownership, capacity building and the use of local human resources for the expansion of SLMTA.
Aurell, E; Noullez, A; Blank, M
1996-01-01
It is shown that the inverse Lagrangian map for the solution of the Burgers equation (in the inviscid limit) with Brownian initial velocity presents a bifractality (phase transition) similar to that of the Devil's staircase for the standard triadic Cantor set. Both heuristic and rigorous derivations are given. It is explained why artifacts can easily mask this phenomenon in numerical simulations.
Brownian shape motion: Fission fragment mass distributions
Sierk Arnold J.; Randrup Jørgen; Möller Peter
2012-01-01
It was recently shown that remarkably accurate fission-fragment mass distributions can be obtained by treating the nuclear shape evolution as a Brownian walk on previously calculated five-dimensional potential-energy surfaces; the current status of this novel method is described here.
Brownian coagulation at high particle concentrations
Trzeciak, T. M.
2012-01-01
The process of Brownian coagulation, whereby particles are brought together by thermal motion and grow by collisions, is one of the most fundamental processes influencing the final properties of particulate matter in a variety of technically important systems. It is of importance in colloids, emulsi
Brownian motion an introduction to stochastic processes
Schilling, René L; Böttcher, Björn
2014-01-01
Stochastic processes occur everywhere in sciences and engineering, and need to be understood by applied mathematicians, engineers and scientists alike. This is a first course introducing the reader gently to the subject. Brownian motions are a stochastic process, central to many applications and easy to treat.
Brownian 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.
Brownian particles in supramolecular polymer solutions
Gucht, van der J.; Besseling, N.A.M.; Knoben, W.; Bouteiller, L.; Cohen Stuart, M.A.
2003-01-01
The Brownian motion of colloidal particles embedded in solutions of hydrogen-bonded supramolecular polymers has been studied using dynamic light scattering. At short times, the motion of the probe particles is diffusive with a diffusion coefficient equal to that in pure solvent. At intermediate time
Chaos, Dissipation and Quantal Brownian Motion
Cohen, Doron
1999-01-01
Energy absorption by driven chaotic systems, the theory of energy spreading and quantal Brownian motion are considered. In particular we discuss the theory of a classical particle that interacts with quantal chaotic degrees of freedom, and try to relate it to the problem of quantal particle that interacts with an effective harmonic bath.
Ergodic Properties of Fractional Brownian-Langevin Motion
Deng, Weihua
2008-01-01
We investigate the time average mean square displacement $\\overline{\\delta^2}(x(t))=\\int_0^{t-\\Delta}[x(t^\\prime+\\Delta)-x(t^\\prime)]^2 dt^\\prime/(t-\\Delta)$ for fractional Brownian and Langevin motion. Unlike the previously investigated continuous time random walk model $\\overline{\\delta^2}$ converges to the ensemble average $ \\sim t^{2 H}$ in the long measurement time limit. The convergence to ergodic behavior is however slow, and surprisingly the Hurst exponent $H=3/4$ marks the critical point of the speed of convergence. When $H^2\\sim k(H) \\cdot\\Delta\\cdot t^{-1}$, when $H=3/4$, ${EB} \\sim (9/16)(\\ln t) \\cdot\\Delta \\cdot t^{-1}$, and when $3/4
The inviscid Burgers equation with initial data of Brownian type
She, Zhen-Su; Aurell, Erik; Frisch, Uriel
1992-09-01
The solutions to Burgers equation, in the limit of vanishing viscosity, are investigated when the initial velocity is a Brownian motion (or fractional Brownian motion) function, i.e. a Gaussian process with scaling exponent 0< h<1 (type A) or the derivative thereof, with scaling exponent -1< h<0 (type B). Largesize numerical experiments are performed, helped by the fact that the solution is essentially obtained by performing a Legendre transform. The main result is obtained for type A and concerns the Lagrangian function x(a) which gives the location at time t=1 of the fluid particle which started at the location a. It is found to be a complete Devil's staircase. The cumulative probability of Lagrangian shock intervals Δ a (also the distribution of shock amplitudes) follows a ( Δa)- h law for small Δ a. The remaining (regular) Lagrangian locations form a Cantor set of dimension h. In Eulerian coordinates, the shock locations are everywhere dense. The scaling properties of various statistical quantities are also found. Heuristic interpretations are provided for some of these results. Rigorous results for the case of Brownian motion are established in a companion paper by Ya. Sinai. For type B initial velocities (e.g. white noise), there are very few small shocks and shock locations appear to be isolated. Finally, it is shown that there are universality classes of random but smooth (non-scaling) initial velocities such that the long-time large-scale behavior is, after rescaling, the same as for type A or B.
Probing local order in glasses from limited-volume electron and x-ray diffraction
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.
Central Limit Theorems for Cavity and Local Fields of the Sherrington-Kirkpatrick Model
Chen, Wei-Kuo
2010-01-01
One of the remarkable applications of the cavity method is to prove the Thouless-Anderson-Palmer (TAP) system of equations in the high temperature analysis of the Sherrington-Kirkpatrick (SK) model. This naturally leads us to the important study of the limit laws for cavity and local fields. The first quantitative results for both fields based on Stein's method were studied by Chatterjee. Although Stein's method provides us an efficient search for the limiting distributions, the nature of this method in some way restricts the exploration for optimal and general results. In this paper, our study based on Gaussian interpolation obtains the CLT for cavity fields. With the help of this result, we conclude the CLT for local fields. In both cases, better quantitative results are given.
Multi sensor fusion framework for indoor-outdoor localization of limited resource mobile robots
Pedro Albertos; Ángel Valera; Ángel Soriano; Marina Vallés; Leonardo Marín
2013-01-01
This paper presents a sensor fusion framework that improves the localization of mobile robots with limited computational resources. It employs an event based Kalman Filter to combine the measurements of a global sensor and an inertial measurement unit (IMU) on an event based schedule, using fewer resources (execution time and bandwidth) but with similar performance when compared to the traditional methods. The event is defined to reflect the necessity of the global information, when the estim...
Manipulating nutrient limitation using modified local soils: A case study at Lake Taihu (China).
Wang, Lijing; Pan, Gang; Shi, Wenqing; Wang, Zhibin; Zhang, Honggang
2016-09-15
The effect of geo-engineering materials of chitosan modified local soil (MLS) on nutrient limitation was studied in comparable whole ponds in Lake Taihu in October 2013. After 20 kg MLS were sprayed in the whole water pond (400 m(2)), the chlorophyll-a (Chl-a) concentration was decreased from 42 to 18 μg L(-1) within 2 h and remained below 20 μg L(-1) in the following 15 months, while the average Chl-a was 36 μg L(-1) in the control pond throughout the experiment. In situ nutrient addition bioassay experiments indicated that the nutrient limitation was shifted from nitrogen (N) and phosphorus (P) co-limitation to P limitation after MLS treatment from October 2013 to March 2014 compared to the control pond. In the cyanobacterial bloom season of June 2014, N and P co-limitation remained and N was the primary limiting nutrient and P was a secondary one in the control pond where phytoplankton biomass showed significant increase by N addition and further increase by N + P additions, while both N and P became the limiting nutrient for phytoplankton growth where only combined N and P additions showed significant Chl-a stimulation in the treatment pond. In the next summer (June 2014), a cyanobacteria-dominated state still remained in the control pond but chlorophytes, bacillariophytes and cyanophytes distributed equally and submerged vegetation was largely restored in the treatment pond. Meanwhile, the upper limiting concentration of DIN was enhanced from 0.8 to 1.5 mg L(-1) and SRP from 0.1 to 0.3 mg L(-1) compared to the control pond. This study indicates that nutrient limitation can be manipulated by using MLS technology. PMID:27244294
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.
Time integration for particle Brownian motion determined through fluctuating hydrodynamics
Delmotte, Blaise
2015-01-01
Fluctuating hydrodynamics has been successfully combined with several computational methods to rapidly compute the correlated random velocities of Brownian particles. In the overdamped limit where both particle and fluid inertia are ignored, one must also account for a Brownian drift term in order to successfully update the particle positions. In this paper, we introduce and study a midpoint time integration scheme we refer to as the drifter-corrector (DC) that resolves the drift term for fluctuating hydrodynamics-based methods even when constraints are imposed on the fluid flow to obtain higher-order corrections to the particle hydrodynamic interactions. We explore this scheme in the context of the fluctuating force-coupling method (FCM) where the constraint is imposed on the rate-of-strain averaged over the volume occupied by the particle. For the DC, the constraint need only be imposed once per time step, leading to a significant reduction in computational cost with respect to other schemes. In fact, for f...
Non-intersecting Brownian walkers and Yang-Mills theory on the sphere
Forrester, Peter J.; Majumdar, Satya N.; Schehr, Grégory
2011-03-01
We study a system of N non-intersecting Brownian motions on a line segment [0,L] with periodic, absorbing and reflecting boundary conditions. We show that the normalized reunion probabilities of these Brownian motions in the three models can be mapped to the partition function of two-dimensional continuum Yang-Mills theory on a sphere respectively with gauge groups U(N), Sp(2N) and SO(2N). Consequently, we show that in each of these Brownian motion models, as one varies the system size L, a third order phase transition occurs at a critical value L=L(N)˜√{N} in the large N limit. Close to the critical point, the reunion probability, properly centered and scaled, is identical to the Tracy-Widom distribution describing the probability distribution of the largest eigenvalue of a random matrix. For the periodic case we obtain the Tracy-Widom distribution corresponding to the GUE random matrices, while for the absorbing and reflecting cases we get the Tracy-Widom distribution corresponding to GOE random matrices. In the absorbing case, the reunion probability is also identified as the maximal height of N non-intersecting Brownian excursions ("watermelons" with a wall) whose distribution in the asymptotic scaling limit is then described by GOE Tracy-Widom law. In addition, large deviation formulas for the maximum height are also computed.
Brownian Thermal Noise in Multilayer Coated Mirrors
Hong, Ting; Gustafson, Eric K; Adhikari, Rana X; Chen, Yanbei
2012-01-01
We analyze the Brownian thermal noise of a multi-layer dielectric coating, used in high-precision optical measurements including interferometric gravitational-wave detectors. We assume the coating material to be isotropic, and therefore study thermal noises arising from shear and bulk losses of the coating materials. We show that coating noise arises not only from layer thickness fluctuations, but also from fluctuations of the interface between the coating and substrate, driven by internal fluctuating stresses of the coating. In addition, the non-zero photoeleastic coefficients of the thin films modifies the influence of the thermal noise on the laser field. The thickness fluctuations of different layers are statistically independent, however, there exists a finite coherence between layers and the substrate-coating interface. Taking into account uncertainties in material parameters, we show that significant uncertainties still exist in estimating coating Brownian noise.
Modeling an efficient Brownian heat engine
Asfaw, Mesfin
2008-09-01
We discuss the effect of subdividing the ratchet potential on the performance of a tiny Brownian heat engine that is modeled as a Brownian particle hopping in a viscous medium in a sawtooth potential (with or without load) assisted by alternately placed hot and cold heat baths along its path. We show that the velocity, the efficiency and the coefficient of performance of the refrigerator maximize when the sawtooth potential is subdivided into series of smaller connected barrier series. When the engine operates quasistatically, we analytically show that the efficiency of the engine can not approach the Carnot efficiency and, the coefficient of performance of the refrigerator is always less than the Carnot refrigerator due to the irreversible heat flow via the kinetic energy.
Brownian motion on random dynamical landscapes
Suñé Simon, Marc; Sancho, José María; Lindenberg, Katja
2016-03-01
We present a study of overdamped Brownian particles moving on a random landscape of dynamic and deformable obstacles (spatio-temporal disorder). The obstacles move randomly, assemble, and dissociate following their own dynamics. This landscape may account for a soft matter or liquid environment in which large obstacles, such as macromolecules and organelles in the cytoplasm of a living cell, or colloids or polymers in a liquid, move slowly leading to crowding effects. This representation also constitutes a novel approach to the macroscopic dynamics exhibited by active matter media. We present numerical results on the transport and diffusion properties of Brownian particles under this disorder biased by a constant external force. The landscape dynamics are characterized by a Gaussian spatio-temporal correlation, with fixed time and spatial scales, and controlled obstacle concentrations.
Brownian thermal noise in multilayer coated mirrors
Hong, Ting; Yang, Huan; Gustafson, Eric K.; Adhikari, Rana X.; Chen, Yanbei
2013-04-01
We analyze the Brownian thermal noise of a multilayer dielectric coating used in high-precision optical measurements, including interferometric gravitational-wave detectors. We assume the coating material to be isotropic, and therefore study thermal noises arising from shear and bulk losses of the coating materials. We show that coating noise arises not only from layer thickness fluctuations, but also from fluctuations of the interface between the coating and substrate, driven by fluctuating shear stresses of the coating. Although thickness fluctuations of different layers are statistically independent, there exists a finite coherence between the layers and the substrate-coating interface. In addition, photoelastic coefficients of the thin layers (so far not accurately measured) further influence the thermal noise, although at a relatively low level. Taking into account uncertainties in material parameters, we show that significant uncertainties still exist in estimating coating Brownian noise.
Speckle Patterns and 2-Dimensional Brownian Motion
International Nuclear Information System (INIS)
We present the results of a Monte Carlo simulation of Brownian Motion on a 2-dimensional lattice with nearest-neighbor interactions described by a linear model. These nearest-neighbor interactions lead to a spatial variance structure on the lattice. The resulting Brownian pattern fluctuates in value from point to point in a manner characteristic of a stationary stochastic process. The value at a lattice point is interpreted as an intensity level. The difference in values in neighboring cells produces a fluctuating intensity pattern on the lattice. Changing the size of the mesh changes the relative size of the speckles. Increasing the mesh size tends to average out the intensity in the direction of the mean of the stationary process. (Author)
Brownian coagulation at high particle concentrations
Trzeciak, T. M.
2012-01-01
The process of Brownian coagulation, whereby particles are brought together by thermal motion and grow by collisions, is one of the most fundamental processes influencing the final properties of particulate matter in a variety of technically important systems. It is of importance in colloids, emulsions, flocculation, air pollution, soot formation, materials manufacture and growth of interstellar dust, to name a few of its applications. With continuous progress in particulate matter processing...
Holographic Brownian Motion at Finite Density
Banerjee, Pinaki
2015-01-01
We study holographic Brownian motion of a heavy charged particle at zero and small (but finite) temperature in presence of finite density. We are primarily interested in the dynamics at (near) zero temperature which is holographically described by motion of a fundamental string in an (near-) extremal RN black hole. We compute analytically the functional form of retarded Green's function and also compare that numerically at leading order in small frequency.
Frustrated Brownian Motion of Nonlocal Solitary Waves
International Nuclear Information System (INIS)
We investigate the evolution of solitary waves in a nonlocal medium in the presence of disorder. By using a perturbational approach, we show that an increasing degree of nonlocality may largely hamper the Brownian motion of self-trapped wave packets. The result is valid for any kind of nonlocality and in the presence of nonparaxial effects. Analytical predictions are compared with numerical simulations based on stochastic partial differential equations.
The quantum brownian particle and memory effects
International Nuclear Information System (INIS)
The Quantum Brownian particle, immersed in a heat bath, is described by a statistical operator whose evolution is ruled by a Generalized Master Equation (GME). The heat bath degrees of freedom are considered to be either white noise or coloured noise correlated,while the GME is considered under either the Markov or Non-Markov approaches. The comparison between these considerations are fully developed and their physical meaning is discussed. (author)
Brownian particles in supramolecular polymer solutions
Gucht, van der, J.; Besseling, N.A.M.; Knoben, W.; Bouteiller, L; Cohen Stuart, M. A.
2003-01-01
The Brownian motion of colloidal particles embedded in solutions of hydrogen-bonded supramolecular polymers has been studied using dynamic light scattering. At short times, the motion of the probe particles is diffusive with a diffusion coefficient equal to that in pure solvent. At intermediate time scales the particles are slowed down as a result of trapping in elastic cages formed by the polymer chains, while at longer times the motion is diffusive again, but with a much smaller diffusion c...
Intrinsic and extrinsic measurement for Brownian motion
International Nuclear Information System (INIS)
Based upon the Smoluchowski equation on curved manifolds, three physical observables are considered for Brownian displacement, namely geodesic displacement s, Euclidean displacement δR, and projected displacement δR⊥. The Weingarten–Gauss equations are used to calculate the mean-square Euclidean displacements in the short-time regime. Our findings show that from an extrinsic point of view the geometry of the space affects the Brownian motion in such a way that the particle’s diffusion is decelerated, contrasting with the intrinsic point of view where dynamics is controlled by the sign of the Gaussian curvature (Castro-Villarreal, 2010 J. Stat. Mech. P08006). Furthermore, it is possible to give exact formulas for 〈δR〉 and 〈δR2〉 on spheres and minimal surfaces, which are valid for all values of time. In the latter case, surprisingly, Brownian motion corresponds to the usual diffusion in flat geometries, albeit minimal surfaces have non-zero Gaussian curvature. Finally, the two-dimensional case is emphasized due to its close relation to surface self-diffusion in fluid membranes. (paper)
Optimum analysis of a Brownian refrigerator.
Luo, X G; Liu, N; He, J Z
2013-02-01
A Brownian refrigerator with the cold and hot reservoirs alternating along a space coordinate is established. The heat flux couples with the movement of the Brownian particles due to an external force in the spatially asymmetric but periodic potential. After using the Arrhenius factor to describe the behaviors of the forward and backward jumps of the particles, the expressions for coefficient of performance (COP) and cooling rate are derived analytically. Then, through maximizing the product of conversion efficiency and heat flux flowing out, a new upper bound only depending on the temperature ratio of the cold and hot reservoirs is found numerically in the reversible situation, and it is a little larger than the so-called Curzon and Ahlborn COP ε(CA)=(1/√[1-τ])-1. After considering the irreversible factor owing to the kinetic energy change of the moving particles, we find the optimized COP is smaller than ε(CA) and the external force even does negative work on the Brownian particles when they jump from a cold to hot reservoir. PMID:23496491
Voids in the Local Volume: a limit on appearance of a galaxy in a DM halo
Tikhonov, Anton V.; Klypin, Anatoly A.
2007-01-01
Current explanation of the overabundance of dark matter subhalos in the Local Group (LG) indicates that there maybe a limit on mass of a halo, which can host a galaxy. This idea can be tested using voids in the distribution of galaxies: at some level small voids should not contain any (even dwarf) galaxies. We use observational samples complete to M_B = -12 with distances less than 8 Mpc to construct the void function (VF): the distribution of sizes of voids empty of any galaxies. There are ~...
Phase space localization for anti-de Sitter quantum mechanics and its zero curvature limit
Elgradechi, Amine M.
1993-01-01
Using techniques of geometric quantization and SO(sub 0)(3,2)-coherent states, a notion of optimal localization on phase space is defined for the quantum theory of a massive and spinning particle in anti-de Sitter space time. It is shown that this notion disappears in the zero curvature limit, providing one with a concrete example of the regularizing character of the constant (nonzero) curvature of the anti-de Sitter space time. As a byproduct a geometric characterization of masslessness is obtained.
Charged Brownian particles: Kramers and Smoluchowski equations and the hydrothermodynamical picture
Lagos, R. E.; Simões, Tania P.
2011-05-01
We consider a charged Brownian gas under the influence of external and non-uniform electric, magnetic and mechanical fields, immersed in a non-uniform bath temperature. With the collision time as an expansion parameter, we study the solution to the associated Kramers equation, including a linear reactive term. To the first order we obtain the asymptotic (overdamped) regime, governed by transport equations, namely: for the particle density, a Smoluchowski-reactive like equation; for the particle’s momentum density, a generalized Ohm’s-like equation; and for the particle’s energy density, a Maxwell-Cattaneo-like equation. Defining a nonequilibrium temperature as the mean kinetic energy density, and introducing Boltzmann’s entropy density via the one particle distribution function, we present a complete thermohydrodynamical picture for a charged Brownian gas. We probe the validity of the local equilibrium approximation, Onsager relations, variational principles associated to the entropy production, and apply our results to: carrier transport in semiconductors, hot carriers and Brownian motors. Finally, we outline a method to incorporate non-linear reactive kinetics and a mean field approach to interacting Brownian particles.
Momentum conserving Brownian dynamics propagator for complex soft matter fluids.
Padding, J T; Briels, W J
2014-12-28
We present a Galilean invariant, momentum conserving first order Brownian dynamics scheme for coarse-grained simulations of highly frictional soft matter systems. Friction forces are taken to be with respect to moving background material. The motion of the background material is described by locally averaged velocities in the neighborhood of the dissolved coarse coordinates. The velocity variables are updated by a momentum conserving scheme. The properties of the stochastic updates are derived through the Chapman-Kolmogorov and Fokker-Planck equations for the evolution of the probability distribution of coarse-grained position and velocity variables, by requiring the equilibrium distribution to be a stationary solution. We test our new scheme on concentrated star polymer solutions and find that the transverse current and velocity time auto-correlation functions behave as expected from hydrodynamics. In particular, the velocity auto-correlation functions display a long time tail in complete agreement with hydrodynamics. PMID:25554134
International Nuclear Information System (INIS)
This paper proposes closed-form plastic limit load solutions for elbows under in-plane bending via Three-Dimensional (3-D), small strain FE limit analyses using elastic-perfectly plastic materials. A wide range of elbow and thinning geometries are considered. For systematic analysis of the effect of the axial thinning length on limit loads, two limiting cases are considered; a sufficiently long wall thinning, and the circumferential part-through surface crack. Closed-form plastic limit load solutions for wall thinning with intermediate longitudinal extents are then obtained from these two limiting cases. The effect of the axial extent of wall thinning on plastic limit loads for elbows is highlighted by comparing that for straight pipes. Although the proposed solutions are developed for the case when wall thinning exists in the center of elbows, it is also shown that they can be applied to the case when wall thinning exists anywhere within the elbow
RESEARCH NOTES On the support of super-Brownian motion with super-Brownian immigration
Institute of Scientific and Technical Information of China (English)
洪文明; 钟惠芳
2001-01-01
The support properties of the super Brownian motion with random immigration Xρ1 are considered,where the immigration rate is governed by the trajectory of another super-Brownian motion ρ. When both the initial state Xρo of the process and the immigration rate process ρo are of finite measure and with compact supports, the probability of the support of the process Xρi dominated by a ball is given by the solutions of a singular elliptic boundary value problem.
Energy Technology Data Exchange (ETDEWEB)
Plyukhin, A.V., E-mail: aplyukhin@anselm.edu [Department of Mathematics, Saint Anselm College, Manchester, NH 03102 (United States)
2013-06-03
A model of an autonomous isothermal Brownian motor with an internal propulsion mechanism is considered. The motor is a Brownian particle which is semi-transparent for molecules of surrounding ideal gas. Molecular passage through the particle is controlled by a potential similar to that in the transition rate theory, i.e. characterized by two stationary states with a finite energy difference separated by a potential barrier. The internal potential drop maintains the diode-like asymmetry of molecular fluxes through the particle, which results in the particle's stationary drift.
Crop response to localized organic amendment in soils with limiting physical properties
Lordan, Joan; Pascual, Miquel; Fonseca, Francisco; Villar, Josep Maria; Montilla, Victor; Papió, Josep; Rufat, Josep
2013-04-01
This 2-year study evaluated the use of rice husk as a localized organic amendment in a soil with limiting physical properties. The research was conducted in a commercial peach orchard planted in 2011 using a ridge planting system. Six soil and water management treatments were evaluated in 18 experimental units, which were set up in the field using a randomized complete block design. The treatments were compared both in terms of soil physical properties and crop response. Soil amendment with rice husk was the most effective technique. It improved soil conditions (soil infiltration and soil porosity), providing a better soil environment for root activity and thereby resulted in better crop performance. Concerning growth parameters, the amended treatment presented the highest overall values without negatively affecting crop water status. These techniques were suitable for mitigating the effects of soils with limiting physical conditions. Localized applications of amendments, as proposed in this work, imply an important reduction in application rates. It is important to consider an efficient use of by-products since there is a growing interest in industrial and agronomical exploitations.
The Onsager reciprocity relation and generalized efficiency of a thermal Brownian motor
International Nuclear Information System (INIS)
Based on a general model of Brownian motors, the Onsager coefficients and generalized efficiency of a thermal Brownian motor are calculated analytically. It is found that the Onsager reciprocity relation holds and the Onsager coefficients are not affected by the kinetic energy change due to the particle's motion. Only when the heat leak in the system is negligible can the determinant of the Onsager matrix vanish. Moreover, the influence of the main parameters characterizing the model on the generalized efficiency of the Brownian motor is discussed in detail. The characteristic curves of the generalized efficiency varying with these parameters are presented, and the maximum generalized efficiency and the corresponding optimum parameters are determined. The results obtained here are of general significance. They are used to analyze the performance characteristics of the Brownian motors operating in the three interesting cases with zero heat leak, zero average drift velocity or a linear response relation, so that some important conclusions in current references are directly included in some limit cases of the present paper. (general)
EFFECTIVE DIFFUSION AND EFFECTIVE DRAG COEFFICIENT OF A BROWNIAN PARTICLE IN A PERIODIC POTENTIAL
Institute of Scientific and Technical Information of China (English)
Hongyun Wang
2011-01-01
We study the stochastic motion of a Brownian particle driven by a constant force over a static periodic potential.We show that both the effective diffusion and the effective drag coefficient are mathematically well-defined and we derive analytic expressions for these two quantities.We then investigate the asymptotic behaviors of the effective diffusion and the effective drag coefficient,respectively,for small driving force and for large driving force.In the case of small driving force,the effective diffusion is reduced from its Brownian value by a factor that increases exponentially with the amplitude of the potential.The effective drag coefficient is increased by approximately the same factor.As a result,the Einstein relation between the diffusion coefficient and the drag coefficient is approximately valid when the driving force is small.For moderately large driving force,both the effective diffusion and the effective drag coefficient are increased from their Brownian values,and the Einstein relation breaks down. In the limit of very large driving force,both the effective diffusion and the effective drag coefficient converge to their Brownian values and the Einstein relation is once again valid.
Anomalous diffusion as modeled by a nonstationary extension of Brownian motion
Cushman, John H.; O'Malley, Daniel; Park, Moongyu
2009-03-01
If the mean-square displacement of a stochastic process is proportional to tβ , β≠1 , then it is said to be anomalous. We construct a family of Markovian stochastic processes with independent nonstationary increments and arbitrary but a priori specified mean-square displacement. We label the family as an extended Brownian motion and show that they satisfy a Langevin equation with time-dependent diffusion coefficient. If the time derivative of the variance of the process is homogeneous, then by computing the fractal dimension it can be shown that the complexity of the family is the same as that of the Brownian motion. For two particles initially separated by a distance x , the finite-size Lyapunov exponent (FSLE) measures the average rate of exponential separation to a distance ax . An analytical expression is developed for the FSLEs of the extended Brownian processes and numerical examples presented. The explicit construction of these processes illustrates that contrary to what has been stated in the literature, a power-law mean-square displacement is not necessarily related to a breakdown in the classical central limit theorem (CLT) caused by, for example, correlation (fractional Brownian motion or correlated continuous-time random-walk schemes) or infinite variance (Levy motion). The classical CLT, coupled with nonstationary increments, can and often does give rise to power-law moments such as the mean-square displacement.
Active microrheology of Brownian suspensions via Accelerated Stokesian Dynamics simulations
Chu, Henry; Su, Yu; Gu, Kevin; Hoh, Nicholas; Zia, Roseanna
2015-11-01
The non-equilibrium rheological response of colloidal suspensions is studied via active microrheology utilizing Accelerated Stokesian Dynamics simulations. In our recent work, we derived the theory for micro-diffusivity and suspension stress in dilute suspensions of hydrodynamically interacting colloids. This work revealed that force-induced diffusion is anisotropic, with qualitative differences between diffusion along the line of the external force and that transverse to it, and connected these effects to the role of hydrodynamic, interparticle, and Brownian forces. This work also revealed that these forces play a similar qualitative role in the anisotropy of the stress and in the evolution of the non-equilibrium osmotic pressure. Here, we show that theoretical predictions hold for suspensions ranging from dilute to near maximum packing, and for a range of flow strengths from near-equilibrium to the pure-hydrodynamic limit.
Blowup and Conditionings of $\\psi$-super Brownian Exit Measures
Athreya, Siva R
2011-01-01
We extend earlier results on conditioning of super-Brownian motion to general branching rules. We obtain representations of the conditioned process, both as an $h$-transform, and as an unconditioned superprocess with immigration along a branching tree. Unlike the finite-variance branching setting, these trees are no longer binary, and strictly positive mass can be created at branch points. This construction is singular in the case of stable branching. We analyze this singularity first by approaching the stable branching function via analytic approximations. In this context the singularity of the stable case can be attributed to blow up of the mass created at the first branch of the tree. Other ways of approaching the stable case yield a branching tree that is different in law. To explain this anomaly we construct a family of martingales whose backbones have multiple limit laws.
Beyond multifractional Brownian motion: new stochastic models for geophysical modelling
Lévy Véhel, J.
2013-09-01
Multifractional Brownian motion (mBm) has proved to be a useful tool in various areas of geophysical modelling. Although a versatile model, mBm is of course not always an adequate one. We present in this work several other stochastic processes which could potentially be useful in geophysics. The first alternative type is that of self-regulating processes: these are models where the local regularity is a function of the amplitude, in contrast to mBm where it is tuned exogenously. We demonstrate the relevance of such models for digital elevation maps and for temperature records. We also briefly describe two other types of alternative processes, which are the counterparts of mBm and of self-regulating processes when the intensity of local jumps is considered in lieu of local regularity: multistable processes allow one to prescribe the local intensity of jumps in space/time, while this intensity is governed by the amplitude for self-stabilizing processes.
Polar Functions of Multiparameter Bifractional Brownian Sheets
Institute of Scientific and Technical Information of China (English)
Zhen-long Chen
2009-01-01
Let BH,K={BH,K(t), t ∈RN+} be an (N,d)-bifractional Brownian sheet with Hurst indices for BH,Kare investigated. The relationship between the class of continuous functions satisfying the Lipschitz condition and the class of polar-functions of BH,Kis presented. The Hausdorff dimension of the fixed points and an inequality concerning the Kolmogorov's entropy index for BH,Kare obtained. A question proposed by LeGall about the existence of no-polar, continuous functions statisfying the Holder condition is also solved.
Brownian motion of particles in nematic fluids
Yao, Xuxia; Nayani, Karthik; Park, Jung; Srinivasarao, Mohan
2011-03-01
We studied the brownian motion of both charged and neutral polystyrene particles in two nematic fluids, a thermotropic liquid crystal, E7, and a lyotropic chromonic liquid crystal, Sunset Yellow FCF (SSY). Homogeneous planar alignment of E7 was easliy achieved by using rubbed polyimide film coated on the glass. For SSY planar mondomain, we used the capillary method recently developed in our lab. By tracking a single particle, the direction dependent diffussion coefficients and Stokes drag were measured in the nematic phase and isotropic phase for both systems.
Metastable states in Brownian energy landscape
Cheliotis, Dimitris
2015-01-01
Random walks and diffusions in symmetric random environment are known to exhibit metastable behavior: they tend to stay for long times in wells of the environment. For the case that the environment is a one-dimensional two-sided standard Brownian motion, we study the process of depths of the consecutive wells of increasing depth that the motion visits. When these depths are looked in logarithmic scale, they form a stationary renewal cluster process. We give a description of the structure of t...
Brownian transport in corrugated channels with inertia
Ghosh, P. K.; Hänggi, P.; Marchesoni, F.; Nori, F.; Schmid, G.
2012-08-01
Transport of suspended Brownian particles dc driven along corrugated narrow channels is numerically investigated in the regime of finite damping. We show that inertial corrections cannot be neglected as long as the width of the channel bottlenecks is smaller than an appropriate particle diffusion length, which depends on the the channel corrugation and the drive intensity. With such a diffusion length being inversely proportional to the damping constant, transport through sufficiently narrow obstructions turns out to be always sensitive to the viscosity of the suspension fluid. The inertia corrections to the transport quantifiers, mobility, and diffusivity markedly differ for smoothly and sharply corrugated channels.
Brownian transport in corrugated channels with inertia
Ghosh, P K; Marchesoni, F; Nori, F; Schmid, G; 10.1103/PhysRevE.86.021112
2012-01-01
The transport of suspended Brownian particles dc-driven along corrugated narrow channels is numerically investigated in the regime of finite damping. We show that inertial corrections cannot be neglected as long as the width of the channel bottlenecks is smaller than an appropriate particle diffusion length, which depends on the the channel corrugation and the drive intensity. Being such a diffusion length inversely proportional to the damping constant, transport through sufficiently narrow obstructions turns out to be always sensitive to the viscosity of the suspension fluid. The inertia corrections to the transport quantifiers, mobility and diffusivity, markedly differ for smoothly and sharply corrugated channels.
A Brownian model for recurrent earthquakes
Matthews, M.V.; Ellsworth, W.L.; Reasenberg, P.A.
2002-01-01
We construct a probability model for rupture times on a recurrent earthquake source. Adding Brownian perturbations to steady tectonic loading produces a stochastic load-state process. Rupture is assumed to occur when this process reaches a critical-failure threshold. An earthquake relaxes the load state to a characteristic ground level and begins a new failure cycle. The load-state process is a Brownian relaxation oscillator. Intervals between events have a Brownian passage-time distribution that may serve as a temporal model for time-dependent, long-term seismic forecasting. This distribution has the following noteworthy properties: (1) the probability of immediate rerupture is zero; (2) the hazard rate increases steadily from zero at t = 0 to a finite maximum near the mean recurrence time and then decreases asymptotically to a quasi-stationary level, in which the conditional probability of an event becomes time independent; and (3) the quasi-stationary failure rate is greater than, equal to, or less than the mean failure rate because the coefficient of variation is less than, equal to, or greater than 1/???2 ??? 0.707. In addition, the model provides expressions for the hazard rate and probability of rupture on faults for which only a bound can be placed on the time of the last rupture. The Brownian relaxation oscillator provides a connection between observable event times and a formal state variable that reflects the macromechanics of stress and strain accumulation. Analysis of this process reveals that the quasi-stationary distance to failure has a gamma distribution, and residual life has a related exponential distribution. It also enables calculation of "interaction" effects due to external perturbations to the state, such as stress-transfer effects from earthquakes outside the target source. The influence of interaction effects on recurrence times is transient and strongly dependent on when in the loading cycle step pertubations occur. Transient effects may
Non-local meta-conformal invariance in diffusion-limited erosion
Henkel, Malte
2016-01-01
The non-stationary relaxation and physical ageing in the diffusion-limited erosion process ({\\sc dle}) is studied through the exact solution of its Langevin equation, in $d$ spatial dimensions. The dynamical exponent $z=1$, the growth exponent $\\beta=\\max(0,(1-d)/2)$ and the ageing exponents $a=b=d-1$ and $\\lambda_C=\\lambda_R=d$ are found. In $d=1$ spatial dimension, a new representation of the meta-conformal Lie algebra, isomorphic to $\\mathfrak{sl}(2,\\mathbb{R})\\oplus\\mathfrak{sl}(2,\\mathbb{R})$, acts as a dynamical symmetry of the noise-averaged {\\sc dle} Langevin equation. Its infinitesimal generators are non-local in space. The exact form of the full time-space dependence of the two-time response function of {\\sc dle} is reproduced for $d=1$ from this symmetry. The relationship to the terrace-step-kink model of vicinal surfaces is discussed.
Theoretical Limits on Errors and Acquisition Rates in Localizing Switchable Fluorophores
Small, Alexander R
2008-01-01
A variety of recent imaging techniques are able to beat the diffraction limit in fluorescence microcopy by activating and localizing subsets of the fluorescent molecules in the specimen, and repeating this process until all of the molecules have been imaged. In these techniques there is a tradeoff between speed (activating more molecules per imaging cycle) and error rates (activating more molecules risks producing overlapping images that hide information on molecular positions), and so intelligent image-processing approaches are needed to identify and reject overlapping images. We introduce here a formalism for defining error rates, derive a general relationship between error rates, image acquisition rates, and the performance characteristics of the image processing algorithms, and show that there is a minimum acquisition time irrespective of algorithm performance. We also consider algorithms that can infer molecular positions from images of overlapping blurs, and derive the dependence of the minimimum acquis...
Avoiding the local-minimum problem in multi-agent systems with limited sensing and communication
Okamoto, Makiko; Akella, Maruthi R.
2016-06-01
In this paper, we consider a control problem for nonholonomic multi-agent systems in which agents and obstacles operate within a circular-shaped work area. We assume that agents only have limited sensing and communication ranges. We propose a novel control scheme using potential functions that drives agents from the initial to the goal configuration while avoiding collision with other agents, obstacles, and the boundary of the work area. The control scheme employs an avoidance strategy that ensures that the agents are never trapped at local minima that are typically encountered with most potential function-based approaches. A numerical simulation is presented to demonstrate the validity and effectiveness of the proposed control scheme.
Bewerunge, Jörg; Ladadwa, Imad; Platten, Florian; Zunke, Christoph; Heuer, Andreas; Egelhaaf, Stefan U
2016-07-28
Anomalous diffusion is a ubiquitous phenomenon in complex systems. It is often quantified using time- and ensemble-averages to improve statistics, although time averages represent a non-local measure in time and hence can be difficult to interpret. We present a detailed analysis of the influence of time- and ensemble-averages on dynamical quantities by investigating Brownian particles in a rough potential energy landscape (PEL). Initially, the particle ensemble is randomly distributed, but the occupancy of energy values evolves towards the equilibrium distribution. This relaxation manifests itself in the time evolution of time- and ensemble-averaged dynamical measures. We use Monte Carlo simulations to study particle dynamics in a potential with a Gaussian distribution of energy values, where the long-time limit of the diffusion coefficient is known from theory. In our experiments, individual colloidal particles are exposed to a laser speckle pattern inducing a non-Gaussian roughness and are followed by optical microscopy. The relaxation depends on the kind and degree of roughness of the PEL. It can be followed and quantified by the time- and ensemble-averaged mean squared displacement. Moreover, the heterogeneity of the dynamics is characterized using single-trajectory analysis. The results of this work are relevant for the correct interpretation of single-particle tracking experiments in general. PMID:27353405
Voids in the Local Volume: a limit on appearance of a galaxy in a DM halo
Tikhonov, Anton V
2007-01-01
Current explanation of the overabundance of dark matter subhalos in the Local Group (LG) indicates that there maybe a limit on mass of a halo, which can host a galaxy. This idea can be tested using voids in the distribution of galaxies: at some level small voids should not contain any (even dwarf) galaxies. We use observational samples complete to M_B = -12 with distances less than 8 Mpc to construct the void function (VF): the distribution of sizes of voids empty of any galaxies. There are ~30 voids with sizes ranging from 1 to 5 Mpc. We then study the distribution of dark matter halos in very high resolution simulations of the LCDM model. The theoretical VF matches the observations remarkably well only if we use halos with circular velocities larger than 45 +/- 10 km/s. This agrees with the Local Group predictions. There are smaller halos in the voids, but they should not produce any luminous matter. Small voids look quite similar to their giant cousins: the density has a minimum at the center of a void and...
Population policy of local self-government: Necessities possibilities and limitation
Directory of Open Access Journals (Sweden)
Gavrilović Ana
2006-01-01
Full Text Available Taking into consideration the roles it objectively has, the state is also responsible for the formulation and implementation of population policy. In the process of its articulation, population policy of our state, although not explicitly formulated, continual and consistent, went through various phases of development, but was mostly in the shadow of other policies. In order to be successful, population policy has to be local, too. The need for definition and implementation of local population policy is indicated by insufficiency and inefficiency of government measures, knowledge of determinants of reproductive behavior and social processes, especially society democratization and globalization. The possibilities available are not sufficiently used. The attention is focused on the measures of material assistance, which is understandable in present conditions, while the measures of non-material assistance are almost missing. The paper is pointing out the non-material potentials and the necessity of their activation. The paper also contains the results of an empiric research carried out by interviewing the presidents of the population policy committees within municipal assemblies in the Autonomous Province of Vojvodina, thus providing the picture of the present situation, and knowledge of their positions, opinions and suggestions for the better use of potentials and overcoming of limitations in population policy.
Ely, Gregory
2013-01-01
In this paper we present a novel technique for micro-seismic localization using a group sparse penalization that is robust to the focal mechanism of the source and requires only a velocity model of the stratigraphy rather than a full Green's function model of the earth's response. In this technique we construct a set of perfect delta detector responses, one for each detector in the array, to a seismic event at a given location and impose a group sparsity across the array. This scheme is independent of the moment tensor and exploits the time compactness of the incident seismic signal. Furthermore we present a method for improving the inversion of the moment tensor and Green's function when the geometry of seismic array is limited. In particular we demonstrate that both Tikhonov regularization and truncated SVD can improve the recovery of the moment tensor and be robust to noise. We evaluate our algorithm on synthetic data and present error bounds for both estimation of the moment tensor as well as localization...
Langevin Theory of Anomalous Brownian Motion Made Simple
Tothova, Jana; Vasziova, Gabriela; Glod, Lukas; Lisy, Vladimir
2011-01-01
During the century from the publication of the work by Einstein (1905 "Ann. Phys." 17 549) Brownian motion has become an important paradigm in many fields of modern science. An essential impulse for the development of Brownian motion theory was given by the work of Langevin (1908 "C. R. Acad. Sci.", Paris 146 530), in which he proposed an…
The Stepping Motion of Brownian Particle Derived by Nonequilibrium Fluctuation
Institute of Scientific and Technical Information of China (English)
ZHAN Yong; ZHAO Tong-Jun; YU Hui; SONG Yan-Li; AN Hai-Long
2003-01-01
The direct motion of Brownian particle is considered as a result of system derived by external nonequilibriumfluctuating. The cooperative effects caused by asymmetric ratchet potential, external rocking force and additive colorednoise drive a Brownian particle in the directed stepping motion. This provides this kind of motion of kinesin along amicrotubule observed in experiments with a reasonable explanation.
Holographic Brownian motion and time scales in strongly coupled plasmas
A. Nata Atmaja; J. de Boer; M. Shigemori
2010-01-01
We study Brownian motion of a heavy quark in field theory plasma in the AdS/CFT setup and discuss the time scales characterizing the interaction between the Brownian particle and plasma constituents. In particular, the mean-free-path time is related to the connected 4-point function of the random fo
Magnetic fields and Brownian motion on the 2-sphere
International Nuclear Information System (INIS)
Using constrained path integrals, we study some statistical properties of Brownian paths on the two dimensional sphere. A generalized Levy's law for the probability P(A) that a closed Brownian path encloses an algebraic area A is obtained. Distributions of scaled variables related to the winding of paths around some fixed point are recovered in the asymptotic regime t → ∞
Tested Demonstrations. Brownian Motion: A Classroom Demonstration and Student Experiment.
Kirksey, H. Graden; Jones, Richard F.
1988-01-01
Shows how video recordings of the Brownian motion of tiny particles may be made. Describes a classroom demonstration and cites a reported experiment designed to show the random nature of Brownian motion. Suggests a student experiment to discover the distance a tiny particle travels as a function of time. (MVL)
Cartin, Daniel
2015-10-01
At this point in time, there is very little empirical evidence on the likelihood of a space-faring species originating in the biosphere of a habitable world. However, there is a tension between the expectation that such a probability is relatively high (given our own origins on Earth), and the lack of any basis for believing the Solar System has ever been visited by an extraterrestrial colonization effort. From the latter observational fact, this paper seeks to place upper limits on the probability of an interstellar civilization arising on a habitable planet in its stellar system, using a percolation model to simulate the progress of such a hypothetical civilization's colonization efforts in the local Solar neighbourhood. To be as realistic as possible, the actual physical positions and characteristics of all stars within 40 parsecs of the Solar System are used as possible colony sites in the percolation process. If an interstellar civilization is very likely to have such colonization programmes, and they can travel over large distances, then the upper bound on the likelihood of such a species arising per habitable world is of the order of 10-3 on the other hand, if civilizations are not prone to colonize their neighbours, or do not travel very far, then the upper limiting probability is much larger, even of order one.
Multi Sensor Fusion Framework for Indoor-Outdoor Localization of Limited Resource Mobile Robots
Directory of Open Access Journals (Sweden)
Pedro Albertos
2013-10-01
Full Text Available This paper presents a sensor fusion framework that improves the localization of mobile robots with limited computational resources. It employs an event based Kalman Filter to combine the measurements of a global sensor and an inertial measurement unit (IMU on an event based schedule, using fewer resources (execution time and bandwidth but with similar performance when compared to the traditional methods. The event is defined to reflect the necessity of the global information, when the estimation error covariance exceeds a predefined limit. The proposed experimental platforms are based on the LEGO Mindstorm NXT, and consist of a differential wheel mobile robot navigating indoors with a zenithal camera as global sensor, and an Ackermann steering mobile robot navigating outdoors with a SBG Systems GPS accessed through an IGEP board that also serves as datalogger. The IMU in both robots is built using the NXT motor encoders along with one gyroscope, one compass and two accelerometers from Hitecnic, placed according to a particle based dynamic model of the robots. The tests performed reflect the correct performance and low execution time of the proposed framework. The robustness and stability is observed during a long walk test in both indoors and outdoors environments.
Multi sensor fusion framework for indoor-outdoor localization of limited resource mobile robots.
Marín, Leonardo; Vallés, Marina; Soriano, Ángel; Valera, Ángel; Albertos, Pedro
2013-01-01
This paper presents a sensor fusion framework that improves the localization of mobile robots with limited computational resources. It employs an event based Kalman Filter to combine the measurements of a global sensor and an inertial measurement unit (IMU) on an event based schedule, using fewer resources (execution time and bandwidth) but with similar performance when compared to the traditional methods. The event is defined to reflect the necessity of the global information, when the estimation error covariance exceeds a predefined limit. The proposed experimental platforms are based on the LEGO Mindstorm NXT, and consist of a differential wheel mobile robot navigating indoors with a zenithal camera as global sensor, and an Ackermann steering mobile robot navigating outdoors with a SBG Systems GPS accessed through an IGEP board that also serves as datalogger. The IMU in both robots is built using the NXT motor encoders along with one gyroscope, one compass and two accelerometers from Hitecnic, placed according to a particle based dynamic model of the robots. The tests performed reflect the correct performance and low execution time of the proposed framework. The robustness and stability is observed during a long walk test in both indoors and outdoors environments. PMID:24152933
Tau leaping of stiff stochastic chemical systems via local central limit approximation
International Nuclear Information System (INIS)
Stiffness manifests in stochastic dynamic systems in a more complex manner than in deterministic systems; it is not only important for a time-stepping method to remain stable but it is also important for the method to capture the asymptotic variances accurately. In the context of stochastic chemical systems, time stepping methods are known as tau leaping. Well known existing tau leaping methods have shortcomings in this regard. The implicit tau method is far more stable than the trapezoidal tau method but underestimates the asymptotic variance. On the other hand, the trapezoidal tau method which estimates the asymptotic variance exactly for linear systems suffers from the fact that the transients of the method do not decay fast enough in the context of very stiff systems. We propose a tau leaping method that possesses the same stability properties as the implicit method while it also captures the asymptotic variance with reasonable accuracy at least for the test system S1↔S2. The proposed method uses a central limit approximation (CLA) locally over the tau leaping interval and is referred to as the LCLA-τ. The CLA predicts the mean and covariance as solutions of certain differential equations (ODEs) and for efficiency we solve these using a single time step of a suitable low order method. We perform a mean/covariance stability analysis of various possible low order schemes to determine the best scheme. Numerical experiments presented show that LCLA-τ performs favorably for stiff systems and that the LCLA-τ is also able to capture bimodal distributions unlike the CLA itself. The proposed LCLA-τ method uses a split implicit step to compute the mean update. We also prove that any tau leaping method employing a split implicit step converges in the fluid limit to the implicit Euler method as applied to the fluid limit differential equation
Properties of Brownian Image Models in Scale-Space
DEFF Research Database (Denmark)
Pedersen, Kim Steenstrup
2003-01-01
law that apparently governs natural images. Furthermore, the distribution of Brownian images mapped into jet space is Gaussian and an analytical expression can be derived for the covariance matrix of Brownian images in jet space. This matrix is also a good approximation of the covariance matrix...... Brownian images) will be discussed in relation to linear scale-space theory, and it will be shown empirically that the second order statistics of natural images mapped into jet space may, within some scale interval, be modeled by the Brownian image model. This is consistent with the 1/f 2 power spectrum...... of natural images in jet space. The consequence of these results is that the Brownian image model can be used as a least committed model of the covariance structure of the distribution of natural images....
Brownian Warps for Non-Rigid Registration
DEFF Research Database (Denmark)
Nielsen, Mads; Johansen, Peter; Jackson, Andrew D.;
2008-01-01
A Brownian motion model in the group of diffeomorphisms has been introduced as inducing a least committed prior on warps. This prior is source-destination symmetric, fulfills a natural semi-group property for warps, and with probability 1 creates invertible warps. Using this as a least committed ...... images, and show that the obtained warps are also in practice source-destination symmetric and in an example on X-ray spine registration provides extrapolations from landmark point superior to those of spline solutions. Udgivelsesdato: July......A Brownian motion model in the group of diffeomorphisms has been introduced as inducing a least committed prior on warps. This prior is source-destination symmetric, fulfills a natural semi-group property for warps, and with probability 1 creates invertible warps. Using this as a least committed...... prior, we formulate a Partial Differential Equation for obtaining the maximally likely warp given matching constraints derived from the images. We solve for the free boundary conditions, and the bias toward smaller areas in the finite domain setting. Furthermore, we demonstrate the technique on 2D...
Dynamics and Efficiency of Brownian Rotors
Bauer, Wolfgang R
2008-01-01
Brownian rotors play an important role in biological systems and in future nano-technological applications. However the mechanisms determining their dynamics, efficiency and performance remain to be characterized. Here the F0 portion of the F-ATP synthase is considered as a paradigm of a Brownian rotor. In a generic analytical model we analyze the stochastic rotation of F0-like motors as a function of the driving free energy difference and of the free energy profile the rotor is subjected to. The latter is composed of the rotor interaction with its surroundings, of the free energy of chemical transitions, and of the workload. The dynamics and mechanical efficiency of the rotor depends on the magnitude of its stochastic motion driven by the free energy energy difference and its rectification on the reaction-diffusion path. We analyze which free energy profiles provide maximum flow and how their arrangement on the underlying reaction-diffusion path affects rectification and -- by this -- the efficiency.
Yariv, Ehud; Schnitzer, Ory
2014-09-01
We consider the motion of self-propelling Brownian particles in two-dimensional periodically corrugated channels. The point-size swimmers propel themselves in a direction which fluctuates by Brownian rotation; in addition, they undergo Brownian motion. The impermeability of the channel boundaries in conjunction with an asymmetry of the unit-cell geometry enables ratcheting, where a nonzero particle current is animated along the channel. This effect is studied here in the continuum limit using a diffusion-advection description of the probability density in a four-dimensional position-orientation space. Specifically, the mean particle velocity is calculated using macrotransport (generalized Taylor-dispersion) theory. This description reveals that the ratcheting mechanism is indirect: swimming gives rise to a biased spatial particle distribution which in turn results in a purely diffusive net current. For a slowly varying channel geometry, the dependence of this current upon the channel geometry and fluid-particle parameters is studied via a long-wave approximation over a reduced two-dimensional space. This allows for a straightforward seminumerical solution. In the limit where both rotational diffusion and swimming are strong, we find an asymptotic approximation to the particle current, scaling inversely with the square of the swimming Péclet number. For a given swimmer-fluid system, this limit is physically realized with increasing unit-cell size.
Directory of Open Access Journals (Sweden)
K. C. Lee
2013-02-01
Full Text Available Multifractional Brownian motions have become popular as flexible models in describing real-life signals of high-frequency features in geoscience, microeconomics, and turbulence, to name a few. The time-changing Hurst exponent, which describes regularity levels depending on time measurements, and variance, which relates to an energy level, are two parameters that characterize multifractional Brownian motions. This research suggests a combined method of estimating the time-changing Hurst exponent and variance using the local variation of sampled paths of signals. The method consists of two phases: initially estimating global variance and then accurately estimating the time-changing Hurst exponent. A simulation study shows its performance in estimation of the parameters. The proposed method is applied to characterization of atmospheric stability in which descriptive statistics from the estimated time-changing Hurst exponent and variance classify stable atmosphere flows from unstable ones.
Lee, K. C.
2013-02-01
Multifractional Brownian motions have become popular as flexible models in describing real-life signals of high-frequency features in geoscience, microeconomics, and turbulence, to name a few. The time-changing Hurst exponent, which describes regularity levels depending on time measurements, and variance, which relates to an energy level, are two parameters that characterize multifractional Brownian motions. This research suggests a combined method of estimating the time-changing Hurst exponent and variance using the local variation of sampled paths of signals. The method consists of two phases: initially estimating global variance and then accurately estimating the time-changing Hurst exponent. A simulation study shows its performance in estimation of the parameters. The proposed method is applied to characterization of atmospheric stability in which descriptive statistics from the estimated time-changing Hurst exponent and variance classify stable atmosphere flows from unstable ones.
Impurity driven Brownian motion of solitons in elongated Bose-Einstein Condensates
Aycock, L M; Genkina, D; Lu, H -I; Galitski, V; Spielman, I B
2016-01-01
Solitons, spatially-localized, mobile excitations resulting from an interplay between nonlinearity and dispersion, are ubiquitous in physical systems from water channels and oceans to optical fibers and Bose-Einstein condensates (BECs). For the first time, we observed and controlled the Brownian motion of solitons. We launched long-lived dark solitons in highly elongated $^{87}\\rm{Rb}$ BECs and showed that a dilute background of impurity atoms in a different internal state dramatically affects the soliton. With no impurities and in one-dimension (1-D), these solitons would have an infinite lifetime, a consequence of integrability. In our experiment, the added impurities scatter off the much larger soliton, contributing to its Brownian motion and decreasing its lifetime. We describe the soliton's diffusive behavior using a quasi-1-D scattering theory of impurity atoms interacting with a soliton, giving diffusion coefficients consistent with experiment.
Cartin, Daniel
2015-01-01
At this point in time, there is very little empirical evidence on the likelihood of a space-faring species originating in the biosphere of a habitable world. However, there is a tension between the expectation that such a probability is relatively high (given our own origins on Earth), and the lack of any basis for believing the Solar System has ever been visited by an extraterrestrial colonization effort. This paper seeks to place upper limits on the probability of an interstellar civilization arising on a habitable planet in its stellar system, using a percolation model to simulate the progress of such a hypothetical civilization's colonization efforts in the local Solar neighborhood. To be as realistic as possible, the actual physical positions and characteristics of all stars within 40 parsecs of the Solar System are used as possible colony sites in the percolation process. If an interstellar civilization is very likely to have such colonization programs, and they can travel over large distances, then the...
Exploiting the color of Brownian motion for high-frequency microrheology of Newtonian fluids
Domínguez-García, Pablo; Mor, Flavio M.; Forró, László; Jeney, Sylvia
2013-09-01
Einstein's stochastic description of the random movement of small objects in a fluid, i.e. Brownian motion, reveals to be quite different, when observed on short timescales. The limitations of Einstein's theory with respect to particle inertia and hydrodynamic memory yield to the apparition of a colored frequency-dependent component in the spectrum of the thermal forces, which is called "the color of Brownian motion". The knowledge of the characteristic timescales of the motion of a trapped microsphere motion in a Newtonian fluid allowed to develop a high-resolution calibration method for optical interferometry. Well-calibrated correlation quantities, such as the mean square displacement or the velocity autocorrelation function, permit to study the mechanical properties of fluids at high frequencies. These properties are estimated by microrheological calculations based on the theoretical relations between the complex mobility of the beads and the rheological properties of a complex fluid.
Dynamical objectivity in quantum Brownian motion
Tuziemski, J.; Korbicz, J. K.
2015-11-01
Classical objectivity as a property of quantum states —a view proposed to explain the observer-independent character of our world from quantum theory, is an important step in bridging the quantum-classical gap. It was recently derived in terms of spectrum broadcast structures for small objects embedded in noisy photon-like environments. However, two fundamental problems have arisen: a description of objective motion and applicability to other types of environments. Here we derive an example of objective states of motion in quantum mechanics by showing the formation of dynamical spectrum broadcast structures in the celebrated, realistic model of decoherence —Quantum Brownian Motion. We do it for realistic, thermal environments and show their noise-robustness. This opens a potentially new method of studying the quantum-to-classical transition.
Communication: Memory effects and active Brownian diffusion
International Nuclear Information System (INIS)
A self-propelled artificial microswimmer is often modeled as a ballistic Brownian particle moving with constant speed aligned along one of its axis, but changing direction due to random collisions with the environment. Similarly to thermal noise, its angular randomization is described as a memoryless stochastic process. Here, we speculate that finite-time correlations in the orientational dynamics can affect the swimmer’s diffusivity. To this purpose, we propose and solve two alternative models. In the first one, we simply assume that the environmental fluctuations governing the swimmer’s propulsion are exponentially correlated in time, whereas in the second one, we account for possible damped fluctuations of the propulsion velocity around the swimmer’s axis. The corresponding swimmer’s diffusion constants are predicted to get, respectively, enhanced or suppressed upon increasing the model memory time. Possible consequences of this effect on the interpretation of the experimental data are discussed
Hybrid scheme for Brownian semistationary processes
DEFF Research Database (Denmark)
Bennedsen, Mikkel; Lunde, Asger; Pakkanen, Mikko S.
We introduce a simulation scheme for Brownian semistationary processes, which is based on discretizing the stochastic integral representation of the process in the time domain. We assume that the kernel function of the process is regularly varying at zero. The novel feature of the scheme is to...... approximate the kernel function by a power function near zero and by a step function elsewhere. The resulting approximation of the process is a combination of Wiener integrals of the power function and a Riemann sum, which is why we call this method a hybrid scheme. Our main theoretical result describes the...... asymptotics of the mean square error of the hybrid scheme and we observe that the scheme leads to a substantial improvement of accuracy compared to the ordinary forward Riemann-sum scheme, while having the same computational complexity. We exemplify the use of the hybrid scheme by two numerical experiments...
From Molecular Dynamics to Brownian Dynamics
Erban, Radek
2014-01-01
Three coarse-grained molecular dynamics (MD) models are investigated with the aim of developing and analyzing multiscale methods which use MD simulations in parts of the computational domain and (less detailed) Brownian dynamics (BD) simulations in the remainder of the domain. The first MD model is formulated in one spatial dimension. It is based on elastic collisions of heavy molecules (e.g. proteins) with light point particles (e.g. water molecules). Two three-dimensional MD models are then investigated. The obtained results are applied to a simplified model of protein binding to receptors on the cellular membrane. It is shown that modern BD simulators of intracellular processes can be used in the bulk and accurately coupled with a (more detailed) MD model of protein binding which is used close to the membrane.
Communication: Memory effects and active Brownian diffusion.
Ghosh, Pulak K; Li, Yunyun; Marchegiani, Giampiero; Marchesoni, Fabio
2015-12-01
A self-propelled artificial microswimmer is often modeled as a ballistic Brownian particle moving with constant speed aligned along one of its axis, but changing direction due to random collisions with the environment. Similarly to thermal noise, its angular randomization is described as a memoryless stochastic process. Here, we speculate that finite-time correlations in the orientational dynamics can affect the swimmer's diffusivity. To this purpose, we propose and solve two alternative models. In the first one, we simply assume that the environmental fluctuations governing the swimmer's propulsion are exponentially correlated in time, whereas in the second one, we account for possible damped fluctuations of the propulsion velocity around the swimmer's axis. The corresponding swimmer's diffusion constants are predicted to get, respectively, enhanced or suppressed upon increasing the model memory time. Possible consequences of this effect on the interpretation of the experimental data are discussed. PMID:26646861
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.
Hausdorff Dimension of Cut Points for Brownian Motion
Lawler, Gregory
1996-01-01
Let $B$ be a Brownian motion in $R^d$, $d=2,3$. A time $t\\in [0,1]$ is called a cut time for $B[0,1]$ if $B[0,t) \\cap B(t,1] = \\emptyset$. We show that the Hausdorff dimension of the set of cut times equals $1 - \\zeta$, where $\\zeta = \\zeta_d$ is the intersection exponent. The theorem, combined with known estimates on $\\zeta_3$, shows that the percolation dimension of Brownian motion (the minimal Hausdorff dimension of a subpath of a Brownian path) is strictly greater than one in $R^3$.
The exit distribution for iterated Brownian motion in cones
Banuelos, Rodrigo; DeBlassie, Dante
2004-01-01
We study the distribution of the exit place of iterated Brownian motion in a cone, obtaining information about the chance of the exit place having large magnitude. Along the way, we determine the joint distribution of the exit time and exit place of Brownian motion in a cone. This yields information on large values of the exit place (harmonic measure) for Brownian motion. The harmonic measure for cones has been studied by many authors for many years. Our results are sharper than any previousl...
International Nuclear Information System (INIS)
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)
Energy Technology Data Exchange (ETDEWEB)
Haddad, Zoubida [Department of Mechanical Engineering, Technology Faculty, Firat University, TR-23119, Elazig (Turkey); Department of Fluid Mechanics, Faculty of Physics, University of Sciences and Technology-Houari Boumediene, Algiers (Algeria); Abu-Nada, Eiyad [Department of Mechanical Engineering, King Faisal University, Al-Ahsa 31982 (Saudi Arabia); Oztop, Hakan F. [Department of Mechanical Engineering, Technology Faculty, Firat University, TR-23119, Elazig (Turkey); Mataoui, Amina [Department of Fluid Mechanics, Faculty of Physics, University of Sciences and Technology-Houari Boumediene, Algiers (Algeria)
2012-07-15
Natural convection heat transfer and fluid flow of CuO-Water nano-fluids is studied using the Rayleigh-Benard problem. A two component non-homogenous equilibrium model is used for the nano-fluid that incorporates the effects of Brownian motion and thermophoresis. Variable thermal conductivity and variable viscosity are taken into account in this work. Finite volume method is used to solve governing equations. Results are presented by streamlines, isotherms, nano-particle distribution, local and mean Nusselt numbers and nano-particle profiles at top and bottom side. Comparison of two cases as absence of Brownian and thermophoresis effects and presence of Brownian and thermophoresis effects showed that higher heat transfer is formed with the presence of Brownian and thermophoresis effect. In general, by considering the role of thermophoresis and Brownian motion, an enhancement in heat transfer is observed at any volume fraction of nano-particles. However, the enhancement is more pronounced at low volume fraction of nano-particles and the heat transfer decreases by increasing nano-particle volume fraction. On the other hand, by neglecting the role of thermophoresis and Brownian motion, deterioration in heat transfer is observed and this deterioration elevates by increasing the volume fraction of nano-particles. (authors)
Ductility limit prediction using a GTN damage model coupled with localization bifurcation analysis
MANSOURI, Lotfi; Chalal, Hocine; ABED-MERAIM, Farid
2014-01-01
Because the localization of deformation into narrow planar bands is often precursor to material failure, several approaches have been proposed to predict this phenomenon. In this paper, the Gurson–Tvergaard– Needleman (GTN) elastic–plastic–damage model for ductile materials is considered. A large-strain version of this constitutive model is coupled with the Rice localization criterion, which is based on bifurcation theory, to investigate strain localization. The resulting loss of ellipticity ...
van Laarhoven, Twan; Marchiori, Elena
2014-01-01
Many graph clustering quality functions suffer from a resolution limit, the inability to find small clusters in large graphs. So called resolution-limit-free quality functions do not have this limit. This property was previously introduced for hard clustering, that is, graph partitioning. We investigate the resolution-limit-free property in the context of Non-negative Matrix Factorization (NMF) for hard and soft graph clustering. To use NMF in the hard clustering setting, a common approach is...
Parameter Estimation for Generalized Brownian Motion with Autoregressive Increments
Fendick, Kerry
2011-01-01
This paper develops methods for estimating parameters for a generalization of Brownian motion with autoregressive increments called a Brownian ray with drift. We show that a superposition of Brownian rays with drift depends on three types of parameters - a drift coefficient, autoregressive coefficients, and volatility matrix elements, and we introduce methods for estimating each of these types of parameters using multidimensional times series data. We also cover parameter estimation in the contexts of two applications of Brownian rays in the financial sphere: queuing analysis and option valuation. For queuing analysis, we show how samples of queue lengths can be used to estimate the conditional expectation functions for the length of the queue and for increments in its net input and lost potential output. For option valuation, we show how the Black-Scholes-Merton formula depends on the price of the security on which the option is written through estimates not only of its volatility, but also of a coefficient ...
Random times and enlargements of filtrations in a Brownian setting
Mansuy, Roger
2006-01-01
In November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the contents of that course, covering expansion of filtration formulae; BDG inequalities up to any random time; martingales that vanish on the zero set of Brownian motion; the Azéma-Emery martingales and chaos representation; the filtration of truncated Brownian motion; attempts to characterize the Brownian filtration. The book accordingly sets out to acquaint its readers with the theory and main examples of enlargements of filtrations, of either the initial or the progressive kind. It is accessible to researchers and graduate students working in stochastic calculus and excursion theory, and more broadly to mathematicians acquainted with the basics of Brownian motion.
Convergence rates of posterior distributions for Brownian semimartingale models
F.H. van der Meulen; A.W. van der Vaart; J.H. van Zanten
2006-01-01
Key words and Phrases: Bayesian estimation, Continuous semimartingale, Dirichlet process, Hellinger distance, Infinite dimensional model, Rate of convergence, Wavelets. We consider the asymptotic behavior of posterior distributions based on continuous observations from a Brownian semimartingale mode
Directed transport of Brownian particles in a changing temperature field
Energy Technology Data Exchange (ETDEWEB)
Grillo, A [DMFCI, Facolta di Ingegneria, Universita di Catania. Viale Andrea Doria 6, 95125 Catania (Italy); Jinha, A [HPL-Faculty of Kinesiology, University of Calgary, 2500 University Drive NW, Calgary, Alberta, T2N 1N4 (Canada); Federico, S [HPL-Faculty of Kinesiology, University of Calgary, 2500 University Drive NW, Calgary, Alberta, T2N 1N4 (Canada); Ait-Haddou, R [HPL-Faculty of Kinesiology, University of Calgary, 2500 University Drive NW, Calgary, Alberta, T2N 1N4 (Canada); Herzog, W [HPL-Faculty of Kinesiology, University of Calgary, 2500 University Drive NW, Calgary, Alberta, T2N 1N4 (Canada); Giaquinta, G [DMFCI, Facolta di Ingegneria, Universita di Catania. Viale Andrea Doria 6, 95125 Catania (Italy)
2008-01-11
We study the interaction of Brownian particles with a changing temperature field in the presence of a one-dimensional periodic adiabatic potential. We show the existence of directed transport through the determination of the overall current of Brownian particles crossing the boundary of the system. With respect to the case of Brownian particles in a thermal bath, we determine a current which exhibits a contribution explicitly related to the presence of a thermal gradient. Beyond the self-consistent calculation of the temperature and probability density distribution of Brownian particles, we evaluate the energy consumption for directed transport to take place. Our description is based on Streater's model, and solutions are obtained by perturbing the system from its initial thermodynamic equilibrium state.
Directed transport of Brownian particles in a changing temperature field
International Nuclear Information System (INIS)
We study the interaction of Brownian particles with a changing temperature field in the presence of a one-dimensional periodic adiabatic potential. We show the existence of directed transport through the determination of the overall current of Brownian particles crossing the boundary of the system. With respect to the case of Brownian particles in a thermal bath, we determine a current which exhibits a contribution explicitly related to the presence of a thermal gradient. Beyond the self-consistent calculation of the temperature and probability density distribution of Brownian particles, we evaluate the energy consumption for directed transport to take place. Our description is based on Streater's model, and solutions are obtained by perturbing the system from its initial thermodynamic equilibrium state
Rotational Brownian Dynamics simulations of clathrin cage formation
International Nuclear Information System (INIS)
The self-assembly of nearly rigid proteins into ordered aggregates is well suited for modeling by the patchy particle approach. Patchy particles are traditionally simulated using Monte Carlo methods, to study the phase diagram, while Brownian Dynamics simulations would reveal insights into the assembly dynamics. However, Brownian Dynamics of rotating anisotropic particles gives rise to a number of complications not encountered in translational Brownian Dynamics. We thoroughly test the Rotational Brownian Dynamics scheme proposed by Naess and Elsgaeter [Macromol. Theory Simul. 13, 419 (2004); Naess and Elsgaeter Macromol. Theory Simul. 14, 300 (2005)], confirming its validity. We then apply the algorithm to simulate a patchy particle model of clathrin, a three-legged protein involved in vesicle production from lipid membranes during endocytosis. Using this algorithm we recover time scales for cage assembly comparable to those from experiments. We also briefly discuss the undulatory dynamics of the polyhedral cage
Symmetry Relations for Trajectories of a Brownian Motor
Astumian, R. Dean
2007-01-01
A Brownian Motor is a nanoscale or molecular device that combines the effects of thermal noise, spatial or temporal asymmetry, and directionless input energy to drive directed motion. Because of the input energy, Brownian motors function away from thermodynamic equilibrium and concepts such as linear response theory, fluctuation dissipation relations, and detailed balance do not apply. The {\\em generalized} fluctuation-dissipation relation, however, states that even under strongly thermodynam...
Fast simulation of Brownian dynamics in a crowded environment
Smith, Stephen; Grima, Ramon
2016-01-01
Brownian dynamics simulations are an increasingly popular tool for understanding spatially-distributed biochemical reaction systems. Recent improvements in our understanding of the cellular environment show that volume exclusion effects are fundamental to reaction networks inside cells. These systems are frequently studied by incorporating inert hard spheres (crowders) into three-dimensional Brownian dynamics simulations, however these methods are extremely slow owing to the sheer number of p...
Oscillatory Fractional Brownian Motion and Hierarchical Random Walks
Bojdecki, Tomasz; Gorostiza, Luis G.; Talarczyk, Anna
2012-01-01
We introduce oscillatory analogues of fractional Brownian motion, sub-fractional Brownian motion and other related long range dependent Gaussian processes, we discuss their properties, and we show how they arise from particle systems with or without branching and with different types of initial conditions, where the individual particle motion is the so-called c-random walk on a hierarchical group. The oscillations are caused by the discrete and ultrametric structure of the hierarchical group,...
Brownian motion and gambling: from ratchets to paradoxical games
Parrondo, J M R
2014-01-01
Two losing gambling games, when alternated in a periodic or random fashion, can produce a winning game. This paradox has been inspired by certain physical systems capable of rectifying fluctuations: the so-called Brownian ratchets. In this paper we review this paradox, from Brownian ratchets to the most recent studies on collective games, providing some intuitive explanations of the unexpected phenomena that we will find along the way.
Conformal invariance, universality, and the dimension of the Brownian frontier
Lawler, Gregory
2003-01-01
This paper describes joint work with Oded Schramm and Wendelin Werner establishing the values of the planar Brownian intersection exponents from which one derives the Hausdorff dimension of certain exceptional sets of planar Brownian motion. In particular, we proof a conjecture of Mandelbrot that the dimension of the frontier is 4/3. The proof uses a universality principle for conformally invariant measures and a new process, the stochastic Loewner evolution ($SLE$), introduced by Schramm. Th...
On drift parameter estimation in models with fractional Brownian motion
Kozachenko, Yuriy; Mishura, Yuliya
2011-01-01
We consider a stochastic differential equation involving standard and fractional Brownian motion with unknown drift parameter to be estimated. We investigate the standard maximum likelihood estimate of the drift parameter, two non-standard estimates and three estimates for the sequential estimation. Model strong consistency and some other properties are proved. The linear model and Ornstein-Uhlenbeck model are studied in detail. As an auxiliary result, an asymptotic behavior of the fractional derivative of the fractional Brownian motion is established.
QUANTUM STOCHASTIC PROCESSES: BOSON AND FERMION BROWNIAN MOTION
Directory of Open Access Journals (Sweden)
A.E.Kobryn
2003-01-01
Full Text Available Dynamics of quantum systems which are stochastically perturbed by linear coupling to the reservoir can be studied in terms of quantum stochastic differential equations (for example, quantum stochastic Liouville equation and quantum Langevin equation. In order to work it out one needs to define the quantum Brownian motion. As far as only its boson version has been known until recently, in the present paper we present the definition which makes it possible to consider the fermion Brownian motion as well.
Brownian Motion on a Sphere: Distribution of Solid Angles
Krishna, M. M. G.; Samuel, Joseph; Sinha, Supurna
2000-01-01
We study the diffusion of Brownian particles on the surface of a sphere and compute the distribution of solid angles enclosed by the diffusing particles. This function describes the distribution of geometric phases in two state quantum systems (or polarised light) undergoing random evolution. Our results are also relevant to recent experiments which observe the Brownian motion of molecules on curved surfaces like micelles and biological membranes. Our theoretical analysis agrees well with the...
Performance characteristics of a micro-Brownian refrigerator in a one-dimensional lattice
Energy Technology Data Exchange (ETDEWEB)
Zhang Yanping; He Jizhou; Ouyang Hong; Qian Xiaoxia, E-mail: hjzhou@ncu.edu.c [Department of Physics, Nanchang University, Nanchang 330031 (China)
2010-11-15
Particle hopping on a one-dimensional lattice driven by an external force in a periodic sawtooth potential and temperature field may act as a micro-Brownian refrigerator. In order to clarify the underlying physical pictures of the refrigerator, heat flows via both the potential energy and the kinetic energy of the particle are considered simultaneously. Based on the master equation describing the jump of the particle among the three states, expressions for the cooling rate and the coefficient of performance of the refrigerator are derived analytically. The general performance characteristic curves are plotted by numerical calculation. It is found that the characteristic curve between the cooling rate and the coefficient of performance is a loop-shaped one; the Brownian refrigerator is irreversible and its coefficient of performance is always less than the Carnot value. The influence of the temperature ratio of the heat reservoirs and the height of the sawtooth potential on the optimal performance characteristic parameters is analyzed. When heat flow via the kinetic energy of the particle is neglected, the characteristic curve between the cooling rate and the coefficient of performance is an open-shaped one. In this case, the Brownian refrigerator is reversible and its coefficient of performance reaches the Carnot value in the quasistatic limit.
Local Joint-Limits using Distance Field Cones in Euler Angle Space
DEFF Research Database (Denmark)
Engell-Nørregård, Morten Pol; Niebe, Sarah Maria; Erleben, Kenny
2010-01-01
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......– limits can support highly nonconvex joint–limits. The joint–limit geometry is easily edited by an animator, either by adding or moving pose samples or sculpturing the distance–cones......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...
International Nuclear Information System (INIS)
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
Energy Technology Data Exchange (ETDEWEB)
McGarry, Conor K., E-mail: conor.mcgarry@belfasttrust.hscni.net [Radiotherapy Physics, Northern Ireland Cancer Centre, Belfast Health and Social Care Trust, Belfast, Northern Ireland (United Kingdom); Bokrantz, Rasmus [Optimization and Systems Theory, KTH Royal Institute of Technology, Stockholm (Sweden); RaySearch Laboratories, Stockholm (Sweden); O’Sullivan, Joe M. [Centre for Cancer Research and Cell Biology, Queen’s University Belfast, Belfast, Northern Ireland (United Kingdom); Clinical Oncology, Northern Ireland Cancer Centre, Belfast Health and Social Care Trust, Belfast, Northern Ireland (United Kingdom); Hounsell, Alan R. [Radiotherapy Physics, Northern Ireland Cancer Centre, Belfast Health and Social Care Trust, Belfast, Northern Ireland (United Kingdom); Centre for Cancer Research and Cell Biology, Queen’s University Belfast, Belfast, Northern Ireland (United Kingdom)
2014-10-01
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
Miles, J. A.; Das, Diptaranjan; Simmons, Z. J.; Yavuz, D. D.
2015-09-01
We experimentally demonstrate the localization of excitation between hyperfine ground states of 87Rb atoms to as small as λ /13 -wide spatial regions. We use ultracold atoms trapped in a dipole trap and utilize electromagnetically induced transparency (EIT) for the atomic excitation. The localization is achieved by combining a spatially varying coupling laser (standing wave) with the intensity dependence of EIT. The excitation is fast (150 ns laser pulses) and the dark-state fidelity can be made higher than 94% throughout the standing wave. Because the width of the localized regions is much smaller than the wavelength of the driving light, traditional optical imaging techniques cannot resolve the localized features. Therefore, to measure the excitation profile, we use an autocorrelation-like method where we perform two EIT sequences separated by a time delay, during which we move the standing wave.
Subotnik, Joseph E; Sodt, Alex; Head-Gordon, Martin
2008-01-21
Local coupled-cluster theory provides an algorithm for measuring electronic correlation quickly, using only the spatial locality of localized electronic orbitals. Previously, we showed [J. Subotnik et al., J. Chem. Phys. 125, 074116 (2006)] that one may construct a local coupled-cluster singles-doubles theory which (i) yields smooth potential energy surfaces and (ii) achieves near linear scaling. That theory selected which orbitals to correlate based only on the distances between the centers of different, localized orbitals, and the approximate potential energy surfaces were characterized as smooth using only visual identification. This paper now extends our previous algorithm in three important ways. First, locality is now based on both the distances between the centers of orbitals as well as the spatial extent of the orbitals. We find that, by accounting for the spatial extent of a delocalized orbital, one can account for electronic correlation in systems with some electronic delocalization using fast correlation methods designed around orbital locality. Second, we now enforce locality on not just the amplitudes (which measure the exact electron-electron correlation), but also on the two-electron integrals themselves (which measure the bare electron-electron interaction). Our conclusion is that we can bump integrals as well as amplitudes, thereby gaining a tremendous increase in speed and paradoxically increasing the accuracy of our LCCSD approach. Third and finally, we now make a rigorous definition of chemical smoothness as requiring that potential energy surfaces not support artificial maxima, minima, or inflection points. By looking at first and second derivatives from finite difference techniques, we demonstrate complete chemical smoothness of our potential energy surfaces (bumping both amplitudes and integrals). These results are significant both from a theoretical and from a computationally practical point of view. PMID:18205484
Carlen, E
2011-01-01
We prove for the rescaled convolution map $f\\to f\\circledast f$ propagation of polynomial, exponential and gaussian localization. The gaussian localization is then used to prove an optimal bound on the rate of entropy production by this map. As an application we prove the convergence of the CLT to be at the optimal rate $1/\\sqrt{n}$ in the entropy (and $L^1$) sense, for distributions with finite 4th moment.
Pushing the Limits of Indoor Localization in Today’s Wi-Fi Networks
Xiong, J.
2015-01-01
Wireless networks are ubiquitous nowadays and play an increasingly important role in our everyday lives. Many emerging applications including augmented reality, indoor navigation and human tracking, rely heavily on Wi-Fi, thus requiring an even more sophisticated network. One key component for the success of these applications is accurate localization. While we have GPS in the outdoor environment, indoor localization at a sub-meter granularity remains challenging due to a number of factors, i...
Brownian dynamics simulations of ellipsoidal magnetizable particle suspensions
Torres-Díaz, I.; Rinaldi, C.
2014-06-01
The rotational motion of soft magnetic tri-axial ellipsoidal particles suspended in a Newtonian fluid has been studied using rotational Brownian dynamics simulations by solving numerically the stochastic angular momentum equation in an orientational space described by the quaternion parameters. The model is applicable to particles where the effect of shape anisotropy is dominant. The algorithm quantifies the magnetization of a monodisperse suspension of tri-axial ellipsoids in dilute limit conditions under applied constant and time-varying magnetic fields. The variation of the relative permeability with the applied magnetic field of the particle's bulk material was included in the simulations. The results show that the equilibrium magnetization of a suspension of magnetizable tri-axial ellipsoids saturates at high magnetic field amplitudes. Additionally, the dynamic susceptibility at low magnetic field intensity presents a peak in the out-of-phase component, which is significantly smaller than the in-phase component and depends on the Langevin parameter. The dynamic magnetization of the particle suspension is in phase with the magnetic field at low and high frequencies far from the peak of the out-of-phase component.
Transport properties of elastically coupled fractional Brownian motors
Lv, Wangyong; Wang, Huiqi; Lin, Lifeng; Wang, Fei; Zhong, Suchuan
2015-11-01
Under the background of anomalous diffusion, which is characterized by the sub-linear or super-linear mean-square displacement in time, we proposed the coupled fractional Brownian motors, in which the asymmetrical periodic potential as ratchet is coupled mutually with elastic springs, and the driving source is the external harmonic force and internal thermal fluctuations. The transport mechanism of coupled particles in the overdamped limit is investigated as the function of the temperature of baths, coupling constant and natural length of the spring, the amplitude and frequency of driving force, and the asymmetry of ratchet potential by numerical stimulations. The results indicate that the damping force involving the information of historical velocity leads to the nonlocal memory property and blocks the traditional dissipative motion behaviors, and it even plays a cooperative role of driving force in drift motion of the coupled particles. Thus, we observe various non-monotonic resonance-like behaviors of collective directed transport in the mediums with different diffusion exponents.
Modelling Collective Opinion Formation by Means of Active Brownian Particles
Schweitzer, F; Schweitzer, Frank; Holyst, Janusz
1999-01-01
The concept of active Brownian particles is used to model a collective opinion formation process. It is assumed that individuals in community create a two-component communication field that influences the change of opinions of other persons and/or can induce their migration. The communication field is described by a reaction-diffusion equation, meaning that it has a certain lifetime, which models memory effects, further it can spread out in the community. Within our stochastic approach, the opinion change of the individuals is described by a master equation, while the migration is described by a set of Langevin equations, coupled by the communication field. In the mean-field limit which holds for fast communication, we derive a critical population size, above which the community separates into a majority and a minority with opposite opinions. The existence of external support (e.g. from mass media) can change the ratio between minority and majority, until above a critical external support the supported subpop...
DEFF Research Database (Denmark)
Hargreaves, Anna; Bailey, Susan; Laird, Robert
2015-01-01
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......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......, increased kin selection in smaller populations, and an emergent fitness asymmetry that favoured dispersal in low-quality habitat. However, this initial dispersal advantage at low-fitness RLs did not facilitate climate tracking, as it was outweighed by an increased probability of extinction. Locally adapted...
A stochastic calculus proof of the CLT for the L^{2} modulus of continuity of local time
Rosen, Jay
2009-01-01
We give a stochastic calculus proof of the Central Limit Theorem \\[ {\\int (L^{x+h}_{t}- L^{x}_{t})^{2} dx- 4ht\\over h^{3/2}} \\stackrel{\\mathcal{L}}{\\Longrightarrow}c(\\int (L^{x}_{t})^{2} dx)^{1/2} \\eta\\] as $h\\to 0$ for Brownian local time $L^{x}_{t}$. Here $\\eta$ is an independent normal random variable with mean zero and variance one.
Incremental bus service design: combining limited-stop and local bus services
Chiraphadhanakul, Virot; Barnhart, Cynthia
2013-01-01
Long in-vehicle travel times resulting from frequent stops make bus service an unattractive choice for many commuters. Limited-stop bus services however have the advantage of shorter in-vehicle times experienced by passengers. In this work, we seek to modify a given bus service by optimally reassigning some number of bus trips, as opposed to providing additional trips, to operate a limited-stop service. We propose an optimization model to determine a limited-stop service route to be operated ...
A generalized Brownian motion model for turbulent relative particle dispersion
Shivamoggi, B. K.
2016-08-01
There is speculation that the difficulty in obtaining an extended range with Richardson-Obukhov scaling in both laboratory experiments and numerical simulations is due to the finiteness of the flow Reynolds number Re in these situations. In this paper, a generalized Brownian motion model has been applied to describe the relative particle dispersion problem in more realistic turbulent flows and to shed some light on this issue. The fluctuating pressure forces acting on a fluid particle are taken to be a colored noise and follow a stationary process and are described by the Uhlenbeck-Ornstein model while it appears plausible to take their correlation time to have a power-law dependence on Re, thus introducing a bridge between the Lagrangian quantities and the Eulerian parameters for this problem. This ansatz is in qualitative agreement with the possibility of a connection speculated earlier by Corrsin [26] between the white-noise representation for the fluctuating pressure forces and the large-Re assumption in the Kolmogorov [4] theory for the 3D fully developed turbulence (FDT) as well as a similar argument of Monin and Yaglom [23] and a similar result of Sawford [13] and Borgas and Sawford [24]. It also provides an insight into the result that the Richardson-Obukhov scaling holds only in the infinite-Re limit and disappears otherwise. This ansatz further provides a determination of the Richardson-Obukhov constant g as a function of Re, with an asymptotic constant value in the infinite-Re limit. It is shown to lead to full agreement, in the small-Re limit as well, with the Batchelor-Townsend [27] scaling for the rate of change of the mean square interparticle separation in 3D FDT, hence validating its soundness further.
Limit of the local approach application of the brittle fracture on hydrogen charged steels
International Nuclear Information System (INIS)
The local approach of the brittle fracture by cleavage developed by BEREMIN relies the macroscopic mechanical properties to local criteria. It allows to predict the probability of failure of the structure by performing detailed calculation of the stress and deformation fields in the different element volumes within this structure. It also takes into account the distribution of the defects initiating the fracture in a specific zone. The local approach allows then the determination of a statistical criterion to be applied on cleavage fracture. The cumulative distribution function PR, over a small volume V0 ahead of a crack tip or defect can be expressed as: PR 1 - exp[-σw/σu)m] where σw WEIBULL stress and σu mean cleavage stress defined as the stress / volume leading to PR = 0.63 and m is an empirically determined parameter presenting the degree of scatter in measured strength values. The paper deals with the application of this approach on three steels in absence and in presence of hydrogen: railway steel FM80, with pearlitic structure, 35CD4 steel employed in tool's joints in a tempered martensitic state and a bainitic A508.3 used in nuclear power plants. The goal of this work is to show that in the case hydrogenated steel, the local approach is improved if the defects promoted by high stress triaxiality and local critical hydrogen concentration do not exceed the element volume V0 in which the material is considered to be statistically homogeneous. The results show that in the two first steel the local approach is improved even in presence of hydrogen. In the hydrogenated bainitic steel (A508.3), the application of this method is not possible due to development in the material of fish eyes which the size is very large with respect to V0. (author). 7 refs., 4 figs., 1 tab
Hijacked organic, limited local, faulty fair trade: what's a radical to eat?
Engler, Mark
2012-01-01
Organic farming has been hijacked by big business. Local food can have a larger carbon footprint than products shipped in from overseas. Fair trade doesn't address the real concerns of farmers in the global South. As the food movement has moved from the countercultural fringe to become a mainstream phenomenon, organic, local, and fair trade advocates have been beset by criticism from overt foes and erstwhile allies alike. Now that Starbucks advertises fair trade coffee and Kraft owns Boca soy burgers, it's fair to ask, "What's a radical to eat?" PMID:22834045
The Second Painlev\\'e Equation in the Large-Parameter Limit I: Local Asymptotic Analysis
Joshi, Nalini
1997-01-01
In this paper, we find all possible asymptotic behaviours of the solutions of the second Painlev\\'e equation $y''=2y^3+xy +\\alpha$ as the parameter $\\alpha\\to\\infty$ in the local region $x\\ll\\alpha^{2/3}$. We prove that these are asymptotic behaviours by finding explicit error bounds. Moreover, we show that they are connected and complete in the sense that they correspond to all possible values of initial data given at a point in the local region.
Decoupling Limits of sGoldstino Modes in Global and Local Supersymmetry
Farakos, Fotis
2013-01-01
We study the decoupling limit of a superheavy sgoldstino field in spontaneously broken ${\\cal{N}}=1$ supergravity. After discussing sgoldstino decoupling in spontaneously broken globally supersymmetric theories in superspace, we analyze the same limit in supergravity. Our approach is based on K\\"ahler superspace, which, among others, allows direct formulation of ${\\cal N}=1$ supergravity in the Einstein frame and correct identifications of mass parameters. Allowing for a non-renormalizable K\\"ahler potential in the hidden sector, the decoupling limit of a superheavy sgoldstino is identified with an infinite negative K\\"ahler curvature. Constraints that lead to non-linear realizations of supersymmetry emerge as consequence of the equations of motion of the goldstino superfield when considering the decoupling limit. We also analyze supersymmetry breaking and sgoldstino decoupling in the case of many chiral multiplets. Finally, by employing superspace Bianchi identities, we identify the real chiral superfield, w...
Harnack Inequality and Regularity for a Product of Symmetric Stable Process and Brownian Motion
Karli, Deniz
2010-01-01
In this paper, we consider a product of a symmetric stable process in $\\mathbb{R}^d$ and a one-dimensional Brownian motion in $\\mathbb{R}^+$. Then we define a class of harmonic functions with respect to this product process. We show that bounded non-negative harmonic functions in the upper-half space satisfy Harnack inequality and prove that they are locally H\\"older continuous. We also argue a result on Littlewood-Paley functions which are obtained by the $\\alpha$-harmonic extension of an $L...
Implementation of a workplace smoking ban in bars: The limits of local discretion
Directory of Open Access Journals (Sweden)
Bero Lisa A
2008-12-01
Full Text Available Abstract Background In January 1998, the California state legislature extended a workplace smoking ban to bars. The purpose of this study was to explore the conditions that facilitate or hinder compliance with a smoking ban in bars. Methods We studied the implementation of the smoking ban in bars by interviewing three sets of policy participants: bar employers responsible for complying with the law; local government officials responsible for enforcing the law; and tobacco control activists who facilitated implementation. We transcribed the interviews and did a qualitative analysis of the text. Results The conditions that facilitated bar owners' compliance with a smoking ban in bars included: if the cost to comply was minimal; if the bars with which they were in competition were in compliance with the smoking ban; and if there was authoritative, consistent, coordinated, and uniform enforcement. Conversely, the conditions that hindered compliance included: if the law had minimal sanctions; if competing bars in the area allowed smoking; and if enforcement was delayed or inadequate. Conclusion Many local enforcers wished to forfeit their local discretion and believed the workplace smoking ban in bars would be best implemented by a state agency. The potential implication of this study is that, given the complex nature of local politics, smoking bans in bars are best implemented at a broader provincial or national level.
Localization of type I interferon receptor limits interferon-induced TLR-3 in epithelial cells
This study aimed to expand on the role of type I IFNs in the influenza-induced upregulation of TLR3 and determine whether and how the localization of the IFN-alpha/beta receptor (IFNAR) in respiratory epithelial cells could modify IFN-induced responses. Using differentiated prima...
Taking account of local culture: limits to the development of a professional ethos.
Goopy, Suzanne E
2005-06-01
The need to extend the discussion of culture in the study of nursing, combined with an enthusiasm for the possibility of viewing nursing from a new perspective, provides the impetus for this study. Based on fieldwork undertaken in the intensive care unit (RICU) of a major public hospital in Rome (Italy), this paper explores some of the key aspects of the social relations and local staff culture of one particular group of Italian nurses. In a climate of globalization, where the deployment of dominant Anglo-American ideas is difficult to counter, the RICU presents as a setting which challenges the widespread assumptions of universal standards of nursing practice. By building a picture of the working world of these particular nurses, we are assisted in our understanding of nursing practice as a local cultural activity. In exploring the significance of local culture this paper brings into question the universality of the current paradigm of professionalism and professional identity, and emphasizes the value of acknowledging local culture. PMID:15892730
The value, limitations, and challenges of employing local experts in conservation research.
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. PMID:21966985
International Nuclear Information System (INIS)
Plastic limit load of elbows with local thinned area (LTA) under combined internal pressure and in-plane closing bending moment has been studied by finite element analysis (FEA) and experiments. The results of FEA and experiments show that, with different LTA, the variation of the limit load of elbows to the internal pressure is different. When a/b≤0.313, the limit moment of elbows always decreases with the increasing of the internal pressure. When a/b>0.313, the limit moment of elbows increases with the increasing of the internal pressure and then decreases with the increasing of the internal pressure. By fitting the results of FEA, the safety assessment figure for elbows under combined internal pressure and in-plane closing bending moment is drawn. The safety assessment method using this figure is applicable for the engineer problems. (authors)
Engineering Autonomous Chemomechanical Nanomachines Using Brownian Ratchets
Lavella, Gabriel
Nanoscale machines which directly convert chemical energy into mechanical work are ubiquitous in nature and are employed to perform a diverse set of tasks such as transporting molecules, maintaining molecular gradients, and providing motion to organisms. Their widespread use in nature suggests that large technological rewards can be obtained by designing synthetic machines that use similar mechanisms. This thesis addresses the technological adaptation of a specific mechanism known as the Brownian ratchet for the design of synthetic autonomous nanomachines. My efforts were focused more specifically on synthetic chemomechanical ratchets which I deem will be broadly applicable in the life sciences. In my work I have theoretically explored the biophysical mechanisms and energy landscapes that give rise to the ratcheting phenomena and devised devices that operate off these principles. I demonstrate two generations of devices that produce mechanical force/deformation in response to a user specified ligand. The first generation devices, fabricatied using a combination nanoscale lithographic processes and bioconjugation techniques, were used to provide evidence that the proposed ratcheting phenomena can be exploited in synthetic architectures. Second generation devices fabricated using self-assembled DNA/hapten motifs were constructed to gain a precise understanding of ratcheting dynamics and design constraints. In addition, the self-assembled devices enabled fabrication en masse, which I feel will alleviate future experimental hurdles in analysis and facilitate its adaptation to technologies. The product of these efforts is an architecture that has the potential to enable numerous technologies in biosensing and drug delivery. For example, the coupling of molecule-specific actuation to the release of drugs or signaling molecules from nanocapsules or porous materials could be transformative. Such architectures could provide possible avenues to pressing issues in biology and
Implementation of a workplace smoking ban in bars: The limits of local discretion
Bero Lisa A; Montini Theresa
2008-01-01
Abstract Background In January 1998, the California state legislature extended a workplace smoking ban to bars. The purpose of this study was to explore the conditions that facilitate or hinder compliance with a smoking ban in bars. Methods We studied the implementation of the smoking ban in bars by interviewing three sets of policy participants: bar employers responsible for complying with the law; local government officials responsible for enforcing the law; and tobacco control activists wh...
Impact of a wave farm on its local grid: Voltage limits, flicker level and power fluctuations
Blavette, Anne; O 'sullivan, Dara; Lewis, Antony; Egan, Michael
2012-01-01
Significant electrical power fluctuations in the range of seconds may be generated by most oscillating wave energy converters without significant amounts of energy storage capacity. Because of these fluctuations, a wave farm may have a negative impact on the power quality of the local grid to which it is connected. Hence, the impact of these devices on both distribution and transmission networks needs to be well understood, before large scale wave farms can be allowed to connect to the grid. ...
Energy Technology Data Exchange (ETDEWEB)
Mueller, A.C.; Gani, C.; Weinmann, M.; Bamberg, M.; Eckert, F. [Tuebingen Univ. (Germany). Dept. of Radiooncology; Mayer, F. [Tuebingen Univ. (Germany). Dept. of Medical Oncology; Sipos, B. [Tuebingen Univ. (Germany). Dept. of Pathology
2012-03-15
As extra-pulmonary small cell carcinoma (EPSCC) is a rare entity of tumors, the available treatment recommendations are mainly based on retrospective analyses and deduction from treatment of small cell lung cancer. The aim of this study was to provide a detailed analysis concerning prognostic factors and treatment modalities. A total of 20 patients with limited disease (LD) of EPSCC treated at our institution from 1999-2009 were retrospectively analyzed. Data were gathered from chart review. Localization, lymph node involvement, as well as local and systemic treatment were documented and their impact on pattern of failure and survival times statistically evaluated. With a median follow-up of 21 months, the estimated median overall- and disease-free survival were 59 and 25 months, respectively. Local control was excellent with 100% at 2 years. Nodal involvement was observed in 74% (n = 14/19) of evaluable patients. However, outcome was not altered by this parameter. Local treatment consisted of surgery in 10 cases, radiotherapy in 7 cases, and a combination of both in 3 cases. Only 3 patients (15%) developed hematogenous central nervous system metastases, while none of the patients received prophylactic cranial irradiation. Nodal involvement did not worsen prognosis. Local control was excellent irrespective of local treatment modality and the leading cause of failure was distant metastasis. Therefore, systemic treatment should not be omitted. Prophylactic cranial irradiation might be dispensable but discussed for head and neck malignancies.
Li, Chien-Cheng; Hau, Nga Yu; Wang, Yuechen; Soh, Ai Kah; Feng, Shien-Ping
2016-06-01
Ethanol-based nanofluids have attracted much attention due to the enhancement in heat transfer and their potential applications in nanofluid-type fuels and thermal storage. Most research has been conducted on ethanol-based nanofluids containing various nanoparticles in low mass fraction; however, to-date such studies based on high weight fraction of nanoparticles are limited due to the poor stability problem. In addition, very little existing work has considered the inevitable water content in ethanol for the change of thermal conductivity. In this paper, the highly stable and well-dispersed TiO2-ethanol nanofluids of high weight fraction of up to 3 wt% can be fabricated by stirred bead milling, which enables the studies of thermal conductivity of TiO2-ethanol nanofluids over a wide range of operating temperatures. Our results provide evidence that the enhanced thermal conductivity is mainly contributed by the percolation network of nanoparticles at low temperatures, while it is in combination with both Brownian motion and local percolation of nanoparticle clustering at high temperatures. PMID:27212639
Local times for solutions of the complex Ginzburg-Landau equation and the inviscid limit
Shirikyan, Armen
2010-01-01
We consider the behaviour of the distribution for stationary solutions of the complex Ginzburg-Landau equation perturbed by a random force. It was proved earlier that if the random force is proportional to the square root of the viscosity, then the family of stationary measures possesses an accumulation point as the viscosity goes to zero. We show that if $\\mu$ is such point, then the distributions of the L^2 norm and of the energy possess a density with respect to the Lebesgue measure. The proofs are based on It\\^o's formula and some properties of local time for semimartingales.
Cartin, Daniel
2015-01-01
At this point in time, there is very little empirical evidence on the likelihood of a space-faring species originating in the biosphere of a habitable world. However, there is a tension between the expectation that such a probability is relatively high (given our own origins on Earth), and the lack of any basis for believing the Solar System has ever been visited by an extraterrestrial colonization effort. This paper seeks to place upper limits on the probability of an interstellar civilizati...
Brownian Dynamics of charged particles in a constant magnetic field
Hou, L J; Piel, A; Shukla, P K
2009-01-01
Numerical algorithms are proposed for simulating the Brownian dynamics of charged particles in an external magnetic field, taking into account the Brownian motion of charged particles, damping effect and the effect of magnetic field self-consistently. Performance of these algorithms is tested in terms of their accuracy and long-time stability by using a three-dimensional Brownian oscillator model with constant magnetic field. Step-by-step recipes for implementing these algorithms are given in detail. It is expected that these algorithms can be directly used to study particle dynamics in various dispersed systems in the presence of a magnetic field, including polymer solutions, colloidal suspensions and, particularly complex (dusty) plasmas. The proposed algorithms can also be used as thermostat in the usual molecular dynamics simulation in the presence of magnetic field.
Brownian dynamics simulations with hard-body interactions: Spherical particles
Behringer, Hans; 10.1063/1.4761827
2012-01-01
A novel approach to account for hard-body interactions in (overdamped) Brownian dynamics simulations is proposed for systems with non-vanishing force fields. The scheme exploits the analytically known transition probability for a Brownian particle on a one-dimensional half-line. The motion of a Brownian particle is decomposed into a component that is affected by hard-body interactions and into components that are unaffected. The hard-body interactions are incorporated by replacing the affected component of motion by the evolution on a half-line. It is discussed under which circumstances this approach is justified. In particular, the algorithm is developed and formulated for systems with space-fixed obstacles and for systems comprising spherical particles. The validity and justification of the algorithm is investigated numerically by looking at exemplary model systems of soft matter, namely at colloids in flow fields and at protein interactions. Furthermore, a thorough discussion of properties of other heurist...
Stochastic calculus for fractional Brownian motion and related processes
Mishura, Yuliya S
2008-01-01
The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. Among these are results about Levy characterization of fractional Brownian motion, maximal moment inequalities for Wiener integrals including the values 0
International Nuclear Information System (INIS)
Between January 1975 and December 1984, 239 patients after breast conserving surgery were referred to the University Clinic for Radiotherapy and Radiobiology of Vienna. Of these patients 214 were available for analysis with regard to locoregional control and cosmetic outcome. The breast received supervoltage irradiation from two tangential fields, in 82% with a tumor dose of 50 Gy and in 15% 50 to 60 Gy. In addition 70% of the patients received a boost dose with 7.5 to 15 MeV electrons to the tumor bed and the scar. The overall local failure rate was 10.2%. For patients with T1, 2 and negative axillary nodes or less than four positive lymph nodes (N=160) a recurrence rate of 7.1% was observed. Factors correlated to a higher local recurrence rate were in this retrospective study axillary status (>3 positive lymph nodes), histopathologic grade (G III), absence of clear margin after surgery and absence of additional electron boost. (orig.)
Feedback localization of freely diffusing fluorescent particles near the optical shot-noise limit
Berglund, Andrew J.; McHale, Kevin; Mabuchi, Hideo
2007-01-01
We report near-optimal tracking of freely diffusing fluorescent particles in a quasi-two-dimensional geometry via photon counting and real-time feedback. We present a quantitative statistical model of our feedback network and find excellent agreement with the experiment. We monitor the motion of a single fluorescent particle with a sensitivity of 15 nm/sqrt Hz while collecting fewer than 5000 fluorescence photons/s. Fluorescent microspheres (diffusion coefficient 1.3 μm2/s) are tracked with a root-mean-square tracking error of 170 nm, within a factor of 2 of the theoretical limit set by photon counting shot noise.
Direct observation of ballistic Brownian motion on a single particle
Huang, Rongxin; Lukic, Branimir; Jeney, Sylvia; Florin, Ernst-Ludwig
2010-01-01
At fast timescales, the self-similarity of random Brownian motion is expected to break down and be replaced by ballistic motion. So far, an experimental verification of this prediction has been out of reach due to a lack of instrumentation fast and precise enough to capture this motion. With a newly developed detector, we have been able to observe the Brownian motion of a single particle in an optical trap with 75 MHz bandwidth and sub-{AA}ngstrom spatial precision. We report the first measur...
Energy and efficiency optimization of a Brownian heat engine
Bekele, Mulugeta; Yalew, Yeneneh
2007-03-01
A simple Brownian heat engine is modeled as a Brownian particle moving in an external sawtooth potential (with or without) load assisted by the thermal kick it gets from alternately placed hot and cold heat reservoirs along its path. We get closed form expression for its current in terms of the parameters characterizing the model. After analyzing the way it consumes energy to do useful work, we also get closed form expressions for its efficiency as well as for its coefficient of performance when the engine performs as a refrigerator. Recently suggested optimization criteria enables us to exhaustively explore and compare the different operating conditions of the engine.
The dimension of the Brownian frontier is greater than 1
Bishop, Christopher J.; Jones, Peter; Pemantle, Robin; Peres, Yuval
1995-01-01
Consider a planar Brownian motion run for finite time. The frontier or ``outer boundary'' of the path is the boundary of the unbounded component of the complement. Burdzy (1989) showed that the frontier has infinite length. We improve this by showing that the Hausdorff dimension of the frontier is strictly greater than 1. (It has been conjectured that the Brownian frontier has dimension $4/3$, but this is still open.) The proof uses Jones's Traveling Salesman Theorem and a self-similar tiling...
The Dimension of the Frontier of Planar Brownian Motion
Lawler, Gregory
1996-01-01
Let $B$ be a two dimensional Brownian motion and let the frontier of $B[0,1]$ be defined as the set of all points in $B[0,1]$ that are in the closure of the unbounded connected component of its complement. We prove that the Hausdorff dimension of the frontier equals $2(1 - \\alpha)$ where $\\alpha$ is an exponent for Brownian motion called the two-sided disconnection exponent. In particular, using an estimate on $\\alpha$ due to Werner, the Hausdorff dimension is greater than $1.015$.
Winding statistics of a Brownian particle on a ring
International Nuclear Information System (INIS)
We consider a Brownian particle moving on a ring. We study the probability distributions of the total number of turns and the net number of counter-clockwise turns the particle makes until time t. Using a method based on the renewal properties of a Brownian walker, we find exact analytical expressions of these distributions. This method serves as an alternative to the standard path integral techniques which are not always easily adaptable for certain observables. For large t, we show that these distributions have Gaussian scaling forms. We also compute large deviation functions associated to these distributions characterizing atypically large fluctuations. We provide numerical simulations in support of our analytical results. (paper)
Fractional Brownian Motion and Sheet as White Noise Functionals
Institute of Scientific and Technical Information of China (English)
Zhi Yuan HUANG; Chu Jin LI; Jian Ping WAN; Ying WU
2006-01-01
In this short note, we show that it is more natural to look the fractional Brownian motion as functionals of the standard white noises, and the fractional white noise calculus developed by Hu and (φ)ksendal follows directly from the classical white noise functional calculus. As examples we prove that the fractional Girsanov formula, the Ito type integrals and the fractional Black-Scholes formula are easy consequences of their classical counterparts. An extension to the fractional Brownian sheet is also briefly discussed.
Stochastic flows in the Brownian web and net
Czech Academy of Sciences Publication Activity Database
Schertzer, E.; Sun, R.; Swart, Jan M.
2014-01-01
Roč. 227, č. 1065 (2014), s. 1-160. ISSN 0065-9266 R&D Projects: GA ČR GA201/07/0237; GA ČR GA201/09/1931 Institutional support: RVO:67985556 Keywords : Brownian web * Brownian net * stochastic flow of kernels * measure-valued process * Howitt-Warren flow * linear system * random walk in random environment * finite graph representation Subject RIV: BA - General Mathematics Impact factor: 1.727, year: 2014 http://library.utia.cas.cz/separaty/2013/SI/swart-0396636.pdf
DNA transport by a micromachined Brownian ratchet device
Bader, J S; Henck, S A; Deem, M W; McDermott, G A; Bustillo, J M; Simpson, J W; Mulhern, G T; Rothberg, J M; Bader, Joel S; Hammond, Richard W.; Henck, Steven A.; Deem, Michael W.; Dermott, Gregory A. Mc; Bustillo, James M.; Simpson, John W.; Mulhern, Gregory T.; Rothberg, Jonathan M.
1999-01-01
We have micromachined a silicon-chip device that transports DNA with aBrownian ratchet that rectifies the Brownian motion of microscopic particles.Transport properties for a DNA 50mer agree with theoretical predictions, andthe DNA diffusion constant agrees with previous experiments. This type ofmicromachine could provide a generic pump or separation component for DNA orother charged species as part of a microscale lab-on-a-chip. A device withreduced feature size could produce a size-based separation of DNA molecules,with applications including the detection of single nucleotide polymorphisms.
Energy Technology Data Exchange (ETDEWEB)
F. Cui; F.J. Presuel-Moreno; R.G. Kelly
2005-10-13
The ability of a SS316L surface wetted with a thin electrolyte layer to serve as an effective cathode for an active localized corrosion site was studied computationally. The dependence of the total net cathodic current, I{sub net}, supplied at the repassivation potential E{sub rp} (of the anodic crevice) on relevant physical parameters including water layer thickness (WL), chloride concentration ([Cl{sup -}]) and length of cathode (Lc) were investigated using a three-level, full factorial design. The effects of kinetic parameters including the exchange current density (i{sub o,c}) and Tafel slope ({beta}{sub c}) of oxygen reduction, the anodic passive current density (i{sub p}) (on the cathodic surface), and E{sub rp} were studied as well using three-level full factorial designs of [Cl{sup -}] and Lc with a fixed WL of 25 {micro}m. The study found that all the three parameters WL, [Cl{sup -}] and Lc as well as the interactions of Lc x WL and Lc x [Cl{sup -}] had significant impact on I{sub net}. A five-factor regression equation was obtained which fits the computation results reasonably well, but demonstrated that interactions are more complicated than can be explained with a simple linear model. Significant effects on I{sub net} were found upon varying either i{sub o,c}, {beta}{sub c}, or E{sub rp}, whereas i{sub p} in the studied range was found to have little impact. It was observed that I{sub net} asymptotically approached maximum values (I{sub max}) when Lc increased to critical minimum values. I{sub max} can be used to determine the stability of coupled localized corrosion and the critical Lc provides important information for experimental design and corrosion protection.
Yaroshchuk, Andriy
2012-11-15
The problem is considered theoretically of dynamics of current-induced concentration polarization of interfaces between ideally perm-selective and non-ideally perm-selective ("leaky") ion-exchange media in binary electrolyte solutions under galvanostatic conditions and at negligible volume flow. In contrast to the previous studies, the analysis is systematically carried out in terms of local thermodynamic equilibrium in the approximation of local electric neutrality in virtual solution. For macroscopically homogeneous media, this enables one to obtain model-independent results in quadratures for the stationary state as well as an approximate scaling-form solution for the transient response to the step-wise increase in electric-current density. These results are formulated in terms of such phenomenological properties of the "leaky" medium as ion transport numbers, diffusion permeability to salt and specific chemical capacity. An easy-to-solve numerically 1D PDE is also formulated in the same terms. A systematic parametric study is carried out within the scope of fine-pore model of "leaky" medium in terms of such properties as volumetric concentration of fixed electric charges and diffusivities of ions of symmetrical electrolyte. While previous studies paid principal attention to the shape and propagation rate of the so-called deionization "shocks", we also consider in detail the time evolution of voltage drop and interface salt concentration. Our analysis confirms the previously predicted pattern of propagating deionization "shocks" within the "leaky" medium but also reveals several novel features. In particular, we demonstrate that the deionization-shock pattern is really pronounced only at intermediate ratios of fixed-charge concentration to the initial salt concentration and at quite high steady-state voltages where the model used in this and previous studies is applicable only at relatively early stages of concentration-polarization process. PMID:22947188
Solano, Carlos J F; Pothula, Karunakar R; Prajapati, Jigneshkumar D; De Biase, Pablo M; Noskov, Sergei Yu; Kleinekathöfer, Ulrich
2016-05-10
All-atom molecular dynamics simulations have a long history of applications studying ion and substrate permeation across biological and artificial pores. While offering unprecedented insights into the underpinning transport processes, MD simulations are limited in time-scales and ability to simulate physiological membrane potentials or asymmetric salt solutions and require substantial computational power. While several approaches to circumvent all of these limitations were developed, Brownian dynamics simulations remain an attractive option to the field. The main limitation, however, is an apparent lack of protein flexibility important for the accurate description of permeation events. In the present contribution, we report an extension of the Brownian dynamics scheme which includes conformational dynamics. To achieve this goal, the dynamics of amino-acid residues was incorporated into the many-body potential of mean force and into the Langevin equations of motion. The developed software solution, called BROMOCEA, was applied to ion transport through OmpC as a test case. Compared to fully atomistic simulations, the results show a clear improvement in the ratio of permeating anions and cations. The present tests strongly indicate that pore flexibility can enhance permeation properties which will become even more important in future applications to substrate translocation. PMID:27088446
Stability theorems for stochastic differential equations driven by G-Brownian motion
Zhang, Defei
2011-01-01
In this paper, stability theorems for stochastic differential equations and backward stochastic differential equations driven by G-Brownian motion are obtained. We show the existence and uniqueness of solutions to forward-backward stochastic differential equations driven by G-Brownian motion. Stability theorem for forward-backward stochastic differential equations driven by G-Brownian motion is also presented.
Dynamics of non-Brownian fiber suspensions under periodic shear.
Franceschini, Alexandre; Filippidi, Emmanouela; Guazzelli, Elisabeth; Pine, David J
2014-09-21
We report experiments studying the dynamics of dense non-Brownian fiber suspensions subjected to periodic oscillatory shear. We find that periodic shear initially causes fibers to collide and to undergo irreversible diffusion. As time progresses, the fibers tend to orient in the vorticity direction while the number of collisions decreases. Ultimately, the system goes to one of two steady states: an absorbing steady state, where collisions cease and the fibers undergo reversible trajectories; an active state, where fibers continue to collide causing them to diffuse and undergo irreversible trajectories. Collisions between fibers can be characterized by an effective volume fraction Φ with a critical volume fraction Φc that separates absorbing from active (diffusing) steady states. The effective volume fraction Φ depends on the mean fiber orientation and thus decreases in time as fibers progressively orient under periodic shear. In the limit that the temporal evolution of Φ is slow compared to the activity relaxation time τ, all the data for all strain amplitudes and all concentrations can be scaled onto a single master curve with a functional dependence well-described by t(-β/ν)R(e(-t)R), where tR is the rescaled time. As Φ → Φc, τ diverges. Therefore, for experiments in which Φ(t) starts above Φc but goes to a steady state below Φc, departures from scaling are observed for Φ very near Φc. The critical exponents are measured to be β = 0.84 ± 0.04 and ν = 1.1 ± 0.1, which is consistent with the Manna universality class for directed percolation. PMID:25068577
Localized breaking of flux surfaces and the equilibrium beta limit in the W7AS stellarator
International Nuclear Information System (INIS)
We report on PIES three-dimensional equilibrium calculations for W7AS plasmas which exhibit degraded confinement at high beta with no indication that the confinement degradation is being caused by instabilities. The equilibrium calculations exhibit stochastic field lines in the outer region of the plasma, with the flux surfaces appearing to break only locally in the neighborhood of the outer midplane and to remain intact elsewhere. This conclusion follows from plots of field line trajectories, which show smooth, confined curves punctuated by rapid, erratic radial excursions appearing each time the trajectories cross the outer midplane. This result conforms with intuition and with conventional wisdom, which suggest that the flux surfaces should break near the outer midplane due to the strong compression of the three-dimensional flux surfaces there by the Shafranov shift. The results also conform with a WKB calculation (which is justified by the large mode numbers of the magnetic islands involved). This emerging picture, and the associated long connection lengths of the magnetic field lines, may explain why the impact of the predicted stochastic region on the pressure profile in the experiments may be modest. Although the pressure profile is modified in that region, a substantial pressure profile may be supported there. (author)
Editorial: Fonteiras e limites: o global e o local em tensão
Directory of Open Access Journals (Sweden)
Susana de Araujo Gastal
2013-04-01
Full Text Available Apresentar o Turismo como um fenômeno múltiplo e complexo tornou-se quase um lugar comum. Não se imagina que hoje, na Academia, alguém ainda diga o contrário. Entretanto, e decorrência desta primeira assertiva, é possível afirmar que a complexidade do fenômeno se amplia e aprofunda. Pelo menos, é o que podemos ver nesta edição de Rosa dos Ventos, número que inaugura o quinto ano da Revista. Considerando-se o conteúdo da presente edição, a questão que agora pauta parte do pensamento acadêmico inclui os desdobramentos contemporâneos das tensões entre o local e global, talvez em nova clave. Se o mundo da economia globalizada nos defronta com desafios culturais que têm sido tratados no âmbito das teorias sobre a posmodernidade, entre eles, com certeza, está o aprender a conviver com a diferença, que não mais se apresenta como algo distante e desafio apenas para viajantes mais ousados, mas como uma problemática a assoberbar os cotidianos.(....
Briggs, M. A.; Day-Lewis, F. D.; Ong, J. B.; Lane, J. W.; Curtis, G. P.
2012-12-01
In the presence of rate-limited mass transfer (RLMT), conventional chemical sampling of the subsurface preferentially pulls pore water from the mobile domain. Therefore, the characteristics of the immobile domain must be inferred from the mobile tracer signal, which is modified with transport and immobile exchange over a representative length. Because conventional chemical data are not directly sensitive to the immobile zone, this representative length must be sufficient to allow enough exchange between the two domains to inform immobile parameter estimation (e.g., optimal Damkohler range). Flowpath "averaged" RLMT parameters may not well describe the true field variability in the immobile domain size and exchange coefficient, parameters which control the retention and subsequent long-term release of contaminants. In contrast, bulk electrical conductivity is sensitive to the volume-weighted ionic tracer concentration in both the mobile and immobile domains. When co-located bulk conductivity and fluid conductivity are analyzed concurrently, estimates can be obtained for (1) effective RLMT parameters averaged along the upgradient flowpath and (2) local-scale RLMT parameters for the volume from which chemical samples and electrical measurements are taken. Here, we use electrical resistivity tomography (ERT), for the first time, to discriminate and identify effective flowpath and local-scale RLMT parameters, informing the true spatial variability in mass transfer. We apply this technique at the field scale at a uranium contamination site in Naturita, Colorado, USA. Inverse modeling was used to optimize parameter estimates to best simulate both the observed bulk and fluid conductivity, and objectively determine parameter sensitivity, correlation, and confidence. Local RLMT parameters were found to be most sensitive to changes in bulk conductivity, while effective flowpath parameters were most sensitive to changes in fluid conductivity. Observed non-linear hysteresis
International Nuclear Information System (INIS)
The aim of this study was to update data of radiation therapy regimens for improvement in local control in patients with limited-stage small cell lung cancer, a retrospective study was conducted. Results of early concurrent chemoradiotherapy with accelerated hyperfractionation in 30 patients between 1998 and 2005 were retrospectively reviewed. The prescribed dose was 45 Gy in 30 fractions in all patients. All patients received a full dose of radiation therapy; however, interruptions for ≥5 days, mainly due to hematologic toxicity, were required in 18 patients (60%). The 5-year Kaplan-Meier survival rate and the median survival time were 26% and 26 months, respectively. The 4-year in-field control rate was 56%. Sites of relapse were local relapse in 9 patients (6 for in-field relapse, 3 for marginal relapse) and distant metastases in 16 patients (11 for distant metastases only, 5 for distant metastases with local relapse). The sites of marginal relapse were the upper margin in two patients and the peripheral margin in one patient. Grade 3 radiation esophagitis was observed in only three patients. Because in-field control was insufficient, a more effective approach should be sought to provide better local control. (author)
International Nuclear Information System (INIS)
The aim of this study was to assess the accuracy of technetium 99m-labeled red cell scintigraphy in localizing the site of lower gastrointestinal bleeding. The outcome of 203 patients undergoing technetium 99m-labeled red cell scintigraphy was reviewed, and the scan result was compared with the true site of bleeding. The true site of bleeding was determined by other methods including angiography and surgical pathology. Fifty-two scans (26%) were positive and indicated a specific site of bleeding. A definitive bleeding site was identified in 22 patients by other means and correlated with the technetium scan in only 9 cases. The nuclear scan was incorrect in the remaining 13 cases, implying a localization error of 25% (13 of 52). A subgroup of 19 patients with a positive scan underwent a surgical procedure directed by the nuclear scan. Eight of these 12 patients had incorrect surgical procedures based upon findings of more definitive tests, indicating a surgical error of 42% (8 of 19). We conclude that the technetium 99m-labeled red cell scan's ability to accurately localize the site of lower gastrointestinal bleeding is limited. Furthermore, performing a surgical procedure that relies exclusively on localization by red cell scintigraphy will produce an undesirable result in at least 42% of patients
Energy Technology Data Exchange (ETDEWEB)
Hunter, J.M.; Pezim, M.E. (Univ. of British Columbia, Vancouver (Canada))
1990-05-01
The aim of this study was to assess the accuracy of technetium 99m-labeled red cell scintigraphy in localizing the site of lower gastrointestinal bleeding. The outcome of 203 patients undergoing technetium 99m-labeled red cell scintigraphy was reviewed, and the scan result was compared with the true site of bleeding. The true site of bleeding was determined by other methods including angiography and surgical pathology. Fifty-two scans (26%) were positive and indicated a specific site of bleeding. A definitive bleeding site was identified in 22 patients by other means and correlated with the technetium scan in only 9 cases. The nuclear scan was incorrect in the remaining 13 cases, implying a localization error of 25% (13 of 52). A subgroup of 19 patients with a positive scan underwent a surgical procedure directed by the nuclear scan. Eight of these 12 patients had incorrect surgical procedures based upon findings of more definitive tests, indicating a surgical error of 42% (8 of 19). We conclude that the technetium 99m-labeled red cell scan's ability to accurately localize the site of lower gastrointestinal bleeding is limited. Furthermore, performing a surgical procedure that relies exclusively on localization by red cell scintigraphy will produce an undesirable result in at least 42% of patients.
Integration formula for Brownian motion on classical compact Lie groups
Dahlqvist, Antoine
2012-01-01
We give new formulas for the moments of the entries of a random matrix whose law is a Brownian motion on a classical compact Lie group. As we let the time go to infinity, these formulas imply the one B. Collins and P. Sniady obtained for Haar measure.
Option Pricing in a Fractional Brownian Motion Environment
Cipian Necula
2008-01-01
The purpose of this paper is to obtain a fractional Black-Scholes formula for the price of an option for every t in [0,T], a fractional Black-Scholes equation and a risk-neutral valuation theorem if the underlying is driven by a fractional Brownian motion BH (t), 1/2
The Inviscid Burgers Equation with Brownian Initial Velocity
Bertoin, Jean
The law of the (Hopf-Cole) solution of the inviscid Burgers equation with Brownian initial velocity is made explicit. As examples of applications, we investigate the smoothness of the solution, the statistical distribution of the shocks, we determine the exact Hausdorff function of the Lagrangian regular points and investigate the existence of Lagrangian regular points in a fixed Borel set.
Brownian molecular rotors: Theoretical design principles and predicted realizations
Schönborn, Jan Boyke; Herges, Rainer; Hartke, Bernd
2009-01-01
We propose simple design concepts for molecular rotors driven by Brownian motion and external photochemical switching. Unidirectionality and efﬁciency of the motion is measured by explicit simulations. Two different molecular scaffolds are shown to yield viable molecular rotors when decorated with suitable substituents.
Asset pricing puzzles explained by incomplete Brownian equilibria
DEFF Research Database (Denmark)
Christensen, Peter Ove; Larsen, Kasper
We examine a class of Brownian based models which produce tractable incomplete equilibria. The models are based on finitely many investors with heterogeneous exponential utilities over intermediate consumption who receive partially unspanned income. The investors can trade continuously on a finit...... markets. Consequently, our model can simultaneously help explaining the risk-free rate and equity premium puzzles....
Brownian motion, geometry, and generalizations of Picard's little theorem
Goldberg, S. I.; Mueller, C.
1982-01-01
Brownian motion is introduced as a tool in Riemannian geometry to show how useful it is in the function theory of manifolds, as well as the study of maps between manifolds. As applications, a generalization of Picard's little theorem, and a version of it for Riemann surfaces of large genus are given.
Brownian colloidal particles: Ito, Stratonovich, or a different stochastic interpretation
Sancho, J. M.
2011-12-01
Recent experiments on Brownian colloidal particles have been studied theoretically in terms of overdamped Langevin equations with multiplicative white noise using an unconventional stochastic interpretation. Complementary numerical simulations of the same system are well described using the conventional Stratonovich interpretation. Here we address this dichotomy from a more generic starting point: the underdamped Langevin equation and its corresponding Fokker-Planck equation.
Diffusion of Particle in Hyaluronan Solution, a Brownian Dynamics Simulation
Takasu, Masako; Tomita, Jungo
2004-04-01
Diffusion of a particle in hyaluronan solution is investigated using Brownian dynamics simulation. The slowing down of diffusion is observed, in accordance with the experimental results. The temperature dependence of the diffusion is calculated, and a turnover is obtained when the temperature is increased.
ABSOLUTE CONTINUITY FOR INTERACTING MEASURE-VALUED BRANCHING BROWNIAN MOTIONS
Institute of Scientific and Technical Information of China (English)
ZHAOXUELEI
1997-01-01
The moments and absohite continuity of measure-valued branching Brownian motions with bounded interacting intensity are hivestigated. An estimate of higher order moments is obtained. The ahsolute continuity is verified in the one dimension case. This therehy verifies the conjecture of Méléard and Roelly in [5].
Finite time extinction of super-Brownian motions with catalysts
Dawson, Donald A.; Fleischmann, Klaus; Mueller, Carl
1998-01-01
Consider a catalytic super-Brownian motion $X=X^\\Gamma$ with finite variance branching. Here `catalytic' means that branching of the reactant $X$ is only possible in the presence of some catalyst. Our intrinsic example of a catalyst is a stable random measure $\\Gamma $ on $R$ of index $0< gamma
The valuation of currency options by fractional Brownian motion.
Shokrollahi, Foad; Kılıçman, Adem
2016-01-01
This research aims to investigate a model for pricing of currency options in which value governed by the fractional Brownian motion model (FBM). The fractional partial differential equation and some Greeks are also obtained. In addition, some properties of our pricing formula and simulation studies are presented, which demonstrate that the FBM model is easy to use. PMID:27504243
SOME GEOMETRIC PROPERTIES OF BROWNIAN MOTION ON SIERPINSKI GASKET
Institute of Scientific and Technical Information of China (English)
WUJUN; XIAOYIMIN
1995-01-01
Let {X(t),t≥0} be Brownian motion on Sierpinski gasket,The Hausdorff and packing dimensions of the image of a ompact set are studied,The uniform Hausdorff and packing dimensions of the inverse image are also discussed.
Rotational Brownian Motion on Sphere Surface and Rotational Relaxation
Institute of Scientific and Technical Information of China (English)
Ekrem Aydner
2006-01-01
The spatial components of the autocorrelation function of noninteracting dipoles are analytically obtained in terms of rotational Brownian motion on the surface of a unit sphere using multi-level jumping formalism based on Debye's rotational relaxation model, and the rotational relaxation functions are evaluated.
Occupation times distribution for Brownian motion on graphs
Desbois, J
2002-01-01
Considering a Brownian motion on a general graph, we study the joint law for the occupation times on all the bonds. In particular, we show that the Laplace transform of this distribution can be expressed as the ratio of two determinants. We give two formulations, with arc or vertex matrices, for this result and discuss a simple example. (letter to the editor)
Occupation times distribution for Brownian motion on graphs
International Nuclear Information System (INIS)
Considering a Brownian motion on a general graph, we study the joint law for the occupation times on all the bonds. In particular, we show that the Laplace transform of this distribution can be expressed as the ratio of two determinants. We give two formulations, with arc or vertex matrices, for this result and discuss a simple example. (letter to the editor)
Occupation times distribution for Brownian motion on graphs
Energy Technology Data Exchange (ETDEWEB)
Desbois, Jean [Laboratoire de Physique Theorique et Modeles Statistiques, Universite Paris-Sud, Bat. 100, F-91405 Orsay (France)
2002-11-22
Considering a Brownian motion on a general graph, we study the joint law for the occupation times on all the bonds. In particular, we show that the Laplace transform of this distribution can be expressed as the ratio of two determinants. We give two formulations, with arc or vertex matrices, for this result and discuss a simple example. (letter to the editor)
Brownian motion and the parabolicity of minimal graphs
Neel, Robert W.
2008-01-01
We prove that minimal graphs (other than planes) are parabolic in the sense that any bounded harmonic function is determined by its boundary values. The proof relies on using the coupling introduced in the author's earlier paper "A martingale approach to minimal surfaces" to show that Brownian motion on such a minimal graph almost surely strikes the boundary in finite time.
High-resolution detection of Brownian motion for quantitative optical tweezers experiments.
Grimm, Matthias; Franosch, Thomas; Jeney, Sylvia
2012-08-01
We have developed an in situ method to calibrate optical tweezers experiments and simultaneously measure the size of the trapped particle or the viscosity of the surrounding fluid. The positional fluctuations of the trapped particle are recorded with a high-bandwidth photodetector. We compute the mean-square displacement, as well as the velocity autocorrelation function of the sphere, and compare it to the theory of Brownian motion including hydrodynamic memory effects. A careful measurement and analysis of the time scales characterizing the dynamics of the harmonically bound sphere fluctuating in a viscous medium directly yields all relevant parameters. Finally, we test the method for different optical trap strengths, with different bead sizes and in different fluids, and we find excellent agreement with the values provided by the manufacturers. The proposed approach overcomes the most commonly encountered limitations in precision when analyzing the power spectrum of position fluctuations in the region around the corner frequency. These low frequencies are usually prone to errors due to drift, limitations in the detection, and trap linearity as well as short acquisition times resulting in poor statistics. Furthermore, the strategy can be generalized to Brownian motion in more complex environments, provided the adequate theories are available. PMID:23005790
Brownian motion of massive black hole binaries and the final parsec problem
Bortolas, E.; Gualandris, A.; Dotti, M.; Spera, M.; Mapelli, M.
2016-09-01
Massive black hole binaries (BHBs) are expected to be one of the most powerful sources of gravitational waves in the frequency range of the pulsar timing array and of forthcoming space-borne detectors. They are believed to form in the final stages of galaxy mergers, and then harden by slingshot ejections of passing stars. However, evolution via the slingshot mechanism may be ineffective if the reservoir of interacting stars is not readily replenished, and the binary shrinking may come to a halt at roughly a parsec separation. Recent simulations suggest that the departure from spherical symmetry, naturally produced in merger remnants, leads to efficient loss cone refilling, preventing the binary from stalling. However, current N-body simulations able to accurately follow the evolution of BHBs are limited to very modest particle numbers. Brownian motion may artificially enhance the loss cone refilling rate in low-N simulations, where the binary encounters a larger population of stars due its random motion. Here we study the significance of Brownian motion of BHBs in merger remnants in the context of the final parsec problem. We simulate mergers with various particle numbers (from 8k to 1M) and with several density profiles. Moreover, we compare simulations where the BHB is fixed at the centre of the merger remnant with simulations where the BHB is free to random walk. We find that Brownian motion does not significantly affect the evolution of BHBs in simulations with particle numbers in excess of one million, and that the hardening measured in merger simulations is due to collisionless loss cone refilling.
Brownian motion of massive black hole binaries and the final parsec problem
Bortolas, E.; Gualandris, A.; Dotti, M.; Spera, M.; Mapelli, M.
2016-06-01
Massive black hole binaries (BHBs) are expected to be one of the most powerful sources of gravitational waves (GWs) in the frequency range of the pulsar timing array and of forthcoming space-borne detectors. They are believed to form in the final stages of galaxy mergers, and then harden by slingshot ejections of passing stars. However, evolution via the slingshot mechanism may be ineffective if the reservoir of interacting stars is not readily replenished, and the binary shrinking may come to a halt at roughly a parsec separation. Recent simulations suggest that the departure from spherical symmetry, naturally produced in merger remnants, leads to efficient loss cone refilling, preventing the binary from stalling. However, current N-body simulations able to accurately follow the evolution of BHBs are limited to very modest particle numbers. Brownian motion may artificially enhance the loss cone refilling rate in low-N simulations, where the binary encounters a larger population of stars due its random motion. Here we study the significance of Brownian motion of BHBs in merger remnants in the context of the final parsec problem. We simulate mergers with various particle numbers (from 8k to 1M) and with several density profiles. Moreover, we compare simulations where the BHB is fixed at the centre of the merger remnant with simulations where the BHB is free to random walk. We find that Brownian motion does not significantly affect the evolution of BHBs in simulations with particle numbers in excess of one million, and that the hardening measured in merger simulations is due to collisionless loss cone refilling.
Sato, Makiko
2011-01-01
As an image of the many-to-one map of loop-erasing operation $\\LE$ of random walks, a self-avoiding walk (SAW) is obtained. The loop-erased random walk (LERW) model is the statistical ensemble of SAWs such that the weight of each SAW $\\zeta$ is given by the total weight of all random walks $\\pi$ which are inverse images of $\\zeta$, $\\{\\pi: \\LE(\\pi)=\\zeta \\}$. We regard the Brownian paths as the continuum limits of random walks and consider the statistical ensemble of loop-erased Brownian paths (LEBPs) as the continuum limits of the LERW model. Following the theory of Formin on nonintersecting LERWs, we introduce a nonintersecting system of $N$-tuples of LEBPs in a domain $D$ in the complex plane, where the total weight of nonintersecting LEBPs is given by Formin's determinant of an $N \\times N$ matrix whose entries are boundary Poisson kernels in $D$. We set a sequence of chambers in a planar domain and observe the first passage points at which $N$ Brownian paths $(\\gamma_1, ..., \\gamma_N)$ first enter each c...
Chavanis, Pierre-Henri; Sire, Clément
2006-06-01
We propose a general kinetic and hydrodynamic description of self-gravitating Brownian particles in d dimensions. We go beyond the usual approximations by considering inertial effects and finite-N effects while previous works use a mean-field approximation valid in a proper thermodynamic limit (N --> +infinity) and consider an overdamped regime (xi --> +infinity). We recover known models in some particular cases of our general description. We derive the expression of the virial theorem for self-gravitating Brownian particles and study the linear dynamical stability of isolated clusters of particles and uniform systems by using techniques introduced in astrophysics. We investigate the influence of the equation of state, of the dimension of space, and of the friction coefficient on the dynamical stability of the system. We obtain the exact expression of the critical temperature Tc for a multicomponents self-gravitating Brownian gas in d = 2. We also consider the limit of weak frictions, xi --> 0, and derive the orbit-averaged Kramers equation. PMID:16906911
International Nuclear Information System (INIS)
Simultaneous orthokinetic and perikinetic coagulations (SOPCs) are studied for small and large Peclet numbers (Pe) using Brownian dynamics simulation. The results demonstrate that the contributions of the Brownian motion and the shear flow to the overall coagulation rate are basically not additive. At the early stages of coagulation with small Peclet numbers, the ratio of overall coagulation rate to the rate of pure perikinetic coagulation is proportional to Pe1/2, while with high Peclet numbers, the ratio of overall coagulation rate to the rate of pure orthokinetic coagulation is proportional to Pe−1/2. Moreover, our results show that the aggregation rate generally changes with time for the SOPC, which is different from that for pure perikinetic and pure orthokinetic coagulations. By comparing the SOPC with pure perikinetic and pure orthokinetic coagulations, we show that the redistribution of particles due to Brownian motion can play a very important role in the SOPC. In addition, the effects of redistribution in the directions perpendicular and parallel to the shear flow direction are different. This perspective explains the behavior of coagulation due to the joint effects of the Brownian motion (perikinetic) and the fluid motion (orthokinetic). (electromagnetism, optics, acoustics, heat transfer, classical mechanics, and fluid dynamics)
Sano, Nobuyuki
2015-12-01
The impurity-limited resistance and the effect of the phase interference among localized multiple impurities in the quasi-one dimensional (quasi-1D) nanowire structures are systematically investigated under the framework of the scattering theory. We derive theoretical expressions of the impurity-limited resistance in the nanowire under the linear response regime from the Landauer formula and from the Boltzmann transport equation (BTE) with the relaxation time approximation. We show that the formula from the BTE exactly coincides with that from the Landauer approach with the weak-scattering limit when the energy spectrum of the in-coming electrons from the reservoirs is narrow and, thus, point out a possibility that the distinction of the impurity-limited resistances derived from the Landauer formula and that of the BTE could be made clear. The derived formulas are applied to the quasi-1D nanowires doped with multiple localized impurities with short-range scattering potential and the validity of various approximations on the resistance are discussed. It is shown that impurity scattering becomes so strong under the nanowire structures that the weak-scattering limit breaks down in most cases. Thus, both phase interference and phase randomization simultaneously play a crucial role in determining the impurity-limited resistance even under the fully coherent framework. When the impurity separation along the wire axis direction is small, the constructive phase interference dominates and the resistance is much greater than the average resistance. As the separation becomes larger, however, it approaches the series resistance of the single-impurity resistance due to the phase randomization. Furthermore, under the uniform configuration of impurities, the space-average resistance of multiple impurities at room temperature is very close to the series resistance of the single-impurity resistance, and thus, each impurity could be regarded as an independent scattering center. The
Energy Technology Data Exchange (ETDEWEB)
Sano, Nobuyuki, E-mail: sano@esys.tsukuba.ac.jp [Institute of Applied Physics, University of Tsukuba, 1-1-1 Tennodai, Tsukuba, Ibaraki 305-8573 (Japan)
2015-12-28
The impurity-limited resistance and the effect of the phase interference among localized multiple impurities in the quasi-one dimensional (quasi-1D) nanowire structures are systematically investigated under the framework of the scattering theory. We derive theoretical expressions of the impurity-limited resistance in the nanowire under the linear response regime from the Landauer formula and from the Boltzmann transport equation (BTE) with the relaxation time approximation. We show that the formula from the BTE exactly coincides with that from the Landauer approach with the weak-scattering limit when the energy spectrum of the in-coming electrons from the reservoirs is narrow and, thus, point out a possibility that the distinction of the impurity-limited resistances derived from the Landauer formula and that of the BTE could be made clear. The derived formulas are applied to the quasi-1D nanowires doped with multiple localized impurities with short-range scattering potential and the validity of various approximations on the resistance are discussed. It is shown that impurity scattering becomes so strong under the nanowire structures that the weak-scattering limit breaks down in most cases. Thus, both phase interference and phase randomization simultaneously play a crucial role in determining the impurity-limited resistance even under the fully coherent framework. When the impurity separation along the wire axis direction is small, the constructive phase interference dominates and the resistance is much greater than the average resistance. As the separation becomes larger, however, it approaches the series resistance of the single-impurity resistance due to the phase randomization. Furthermore, under the uniform configuration of impurities, the space-average resistance of multiple impurities at room temperature is very close to the series resistance of the single-impurity resistance, and thus, each impurity could be regarded as an independent scattering center. The
Sato, Makiko; Katori, Makoto
2011-04-01
As an image of the many-to-one map of loop-erasing operation L of random walks, a self-avoiding walk (SAW) is obtained. The loop-erased random walk (LERW) model is the statistical ensemble of SAWs such that the weight of each SAW ζ is given by the total weight of all random walks π that are inverse images of ζ, {π:L(π)=ζ}. We regard the Brownian paths as the continuum limits of random walks and consider the statistical ensemble of loop-erased Brownian paths (LEBPs) as the continuum limits of the LERW model. Following the theory of Fomin on nonintersecting LERWs, we introduce a nonintersecting system of N-tuples of LEBPs in a domain D in the complex plane, where the total weight of nonintersecting LEBPs is given by Fomin's determinant of an N×N matrix whose entries are boundary Poisson kernels in D. We set a sequence of chambers in a planar domain and observe the first passage points at which N Brownian paths (γ_{1},…,γ_{N}) first enter each chamber, under the condition that the loop-erased parts [L(γ(1)),…,L(γ(N))] make a system of nonintersecting LEBPs in the domain in the sense of Fomin. We prove that the correlation functions of first passage points of the Brownian paths of the present system are generally given by determinants specified by a continuous function called the correlation kernel. The correlation kernel is of Eynard-Mehta type, which has appeared in two-matrix models and time-dependent matrix models studied in random matrix theory. Conformal covariance of correlation functions is demonstrated. PMID:21599135
Coster, Stephanie S; Babbitt, Kimberly J; Cooper, Andrew; Kovach, Adrienne I
2015-02-01
Dispersal and gene flow within animal populations are influenced by the composition and configuration of the landscape. In this study, we evaluated hypotheses about the impact of natural and anthropogenic factors on genetic differentiation in two amphibian species, the spotted salamander (Ambystoma maculatum) and the wood frog (Lithobates sylvaticus) in a commercial forest in central Maine. We conducted this analysis at two scales: a local level, focused on factors measured at each breeding pond, and a landscape level, focused on factors measured between ponds. We investigated the effects of a number of environmental factors in six categories including Productivity, Physical, Land Composition, Land Configuration, Isolation and Location. Embryos were sampled from 56 spotted salamander breeding ponds and 39 wood frog breeding ponds. We used a hierarchical Bayesian approach in the program GESTE at each breeding pond and a random forest algorithm in conjunction with a network analysis between the ponds. We found overall high genetic connectivity across distances up to 17 km for both species and a limited effect of natural and anthropogenic factors on gene flow. We found the null models best explained patterns of genetic differentiation at a local level and found several factors at the landscape level that weakly influenced gene flow. This research indicates multiscale investigations that incorporate local and landscape factors are valuable for understanding patterns of gene flow. Our findings suggest that dispersal rates in this system are high enough to minimize genetic structuring and that current forestry practices do not significantly impede dispersal. PMID:25580642
Self-Propelling Nanomotors in the Presence of Strong Brownian Forces
2014-01-01
Motility in living systems is due to an array of complex molecular nanomotors that are essential for the function and survival of cells. These protein nanomotors operate not only despite of but also because of stochastic forces. Artificial means of realizing motility rely on local concentration or temperature gradients that are established across a particle, resulting in slip velocities at the particle surface and thus motion of the particle relative to the fluid. However, it remains unclear if these artificial motors can function at the smallest of scales, where Brownian motion dominates and no actively propelled living organisms can be found. Recently, the first reports have appeared suggesting that the swimming mechanisms of artificial structures may also apply to enzymes that are catalytically active. Here we report a scheme to realize artificial Janus nanoparticles (JNPs) with an overall size that is comparable to that of some enzymes ∼30 nm. Our JNPs can catalyze the decomposition of hydrogen peroxide to water and oxygen and thus actively move by self-electrophoresis. Geometric anisotropy of the Pt–Au Janus nanoparticles permits the simultaneous observation of their translational and rotational motion by dynamic light scattering. While their dynamics is strongly influenced by Brownian rotation, the artificial Janus nanomotors show bursts of linear ballistic motion resulting in enhanced diffusion. PMID:24707952
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
Amelino-Camelia, G
2005-01-01
"Doubly-special relativity" (DSR), the idea of a Planck-scale Minkowski limit that is still a relativistic theory, but with both the Planck scale and the speed-of-light scale as nontrivial relativistic invariants, was proposed (gr-qc/0012051) as a physics intuition for several scenarios which may arise in the study of the quantum-gravity problem, but most DSR studies focused exclusively on the search of formalisms for the description of a specific example of such a Minkowski limit. A novel contribution to the DSR physics intuition came from a recent paper by Smolin (hep-th/0501091) suggesting that the emergence of the Planck scale as a second nontrivial relativistic invariant might be inevitable in quantum gravity, relying only on some rather robust expectations concerning the semiclassical approximation of quantum gravity. I here attempt to strengthen Smolin's argument by observing that an analysis of some independently-proposed Planck-scale particle-localization limits, such as the "Generalized Uncertainty ...
Localization and limit laws of a three-state alternate quantum walk on a two-dimensional lattice
Machida, Takuya; Chandrashekar, C. M.
2015-12-01
A two-dimensional discrete-time quantum walk (DTQW) can be realized by alternating a two-state DTQW in one spatial dimension followed by an evolution in the other dimension. This was shown to reproduce a probability distribution for a certain configuration of a four-state DTQW on a two-dimensional lattice. In this work we present a three-state alternate DTQW with a parametrized coin-flip operator and show that it can produce localization that is also observed for a certain other configuration of the four-state DTQW and nonreproducible using the two-state alternate DTQW. We will present two limit theorems for the three-state alternate DTQW. One of the limit theorems describes a long-time limit of a return probability, and the other presents a convergence in distribution for the position of the walker on a rescaled space by time. We find that the spatial entanglement generated by the three-state alternate DTQW is higher than that by the four-state DTQW. Using all our results, we outline the relevance of these walks in three-level physical systems.
International Nuclear Information System (INIS)
We analyze the spin and charge susceptibilities of a spin-polarized electron gas subject to a weak space-and time-dependent electromagnetic field coupled to the electronic spins, with main attention to the case of space dimensionality D = 2. The effects of exchange and correlation are incorporated into the dynamic susceptibilities by introducing spin-dependent local-field factors Gσ±(q, ω). For an arbitrary degree of spin polarization we determine the exact analytic expressions of Gσ±(q, ω) in two limiting cases: (i) the limit of large wave-number q at finite frequency ω, already considered in D = 3 by D. C. Marinescu and J. J. Quinn [Phys. Rev. B 56 (1997) 1114]; and (ii) the static limit at small wave-number. In the latter case we obtain thermodynamic sum rules of general validity in both dimensionalities. Our work gives new insight into many-body vertex corrections and basic information for calculations of the effects of the electron-electron interactions on physical properties. (author)
Mezzasalma, Stefano A
2007-03-15
The theoretical basis of a recent theory of Brownian relativity for polymer solutions is deepened and reexamined. After the problem of relative diffusion in polymer solutions is addressed, its two postulates are formulated in all generality. The former builds a statistical equivalence between (uncorrelated) timelike and shapelike reference frames, that is, among dynamical trajectories of liquid molecules and static configurations of polymer chains. The latter defines the "diffusive horizon" as the invariant quantity to work with in the special version of the theory. Particularly, the concept of universality in polymer physics corresponds in Brownian relativity to that of covariance in the Einstein formulation. Here, a "universal" law consists of a privileged observation, performed from the laboratory rest frame and agreeing with any diffusive reference system. From the joint lack of covariance and simultaneity implied by the Brownian Lorentz-Poincaré transforms, a relative uncertainty arises, in a certain analogy with quantum mechanics. It is driven by the difference between local diffusion coefficients in the liquid solution. The same transformation class can be used to infer Fick's second law of diffusion, playing here the role of a gauge invariance preserving covariance of the spacetime increments. An overall, noteworthy conclusion emerging from this view concerns the statistics of (i) static macromolecular configurations and (ii) the motion of liquid molecules, which would be much more related than expected. PMID:17223124
Non-Brownian diffusion in lipid membranes: Experiments and simulations.
Metzler, R; Jeon, J-H; Cherstvy, A G
2016-10-01
The dynamics of constituents and the surface response of cellular membranes-also in connection to the binding of various particles and macromolecules to the membrane-are still a matter of controversy in the membrane biophysics community, particularly with respect to crowded membranes of living biological cells. We here put into perspective recent single particle tracking experiments in the plasma membranes of living cells and supercomputing studies of lipid bilayer model membranes with and without protein crowding. Special emphasis is put on the observation of anomalous, non-Brownian diffusion of both lipid molecules and proteins embedded in the lipid bilayer. While single component, pure lipid bilayers in simulations exhibit only transient anomalous diffusion of lipid molecules on nanosecond time scales, the persistence of anomalous diffusion becomes significantly longer ranged on the addition of disorder-through the addition of cholesterol or proteins-and on passing of the membrane lipids to the gel phase. Concurrently, experiments demonstrate the anomalous diffusion of membrane embedded proteins up to macroscopic time scales in the minute time range. Particular emphasis will be put on the physical character of the anomalous diffusion, in particular, the occurrence of ageing observed in the experiments-the effective diffusivity of the measured particles is a decreasing function of time. Moreover, we present results for the time dependent local scaling exponent of the mean squared displacement of the monitored particles. Recent results finding deviations from the commonly assumed Gaussian diffusion patterns in protein crowded membranes are reported. The properties of the displacement autocorrelation function of the lipid molecules are discussed in the light of their appropriate physical anomalous diffusion models, both for non-crowded and crowded membranes. In the last part of this review we address the upcoming field of membrane distortion by elongated membrane
Realization of a Brownian engine to study transport phenomena: a semiclassical approach.
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. PMID:20866383
A comparison of lattice-Boltzmann and Brownian dynamics simulations of dilute polymer solutions
Ladd, Tony; Kekre, Rahul; Butler, Jason
2008-11-01
We have compared lattice-Boltzmann and Brownian dynamics simulations of a single flexible polymer, in isolation and in confined geometries. In the case of the isolated chain we find agreement to within 1% in the diffusion coefficient and the Rouse mode relaxation times. We have obtained good agreement for the concentration profiles in a bounded shear flow, but the Brownian dynamics simulations currently use a superposition of the hydrodynamic fields generated by the walls. We expect to know the effects of the inter-wall correction by the time of the meeting. We have gone to some lengths to match the conditions of both simulations as closely as possible. We use identical potential parameters and correct for the differences between the periodic boundaries used in the LB simulations and the unbounded domains used in the BD simulations. We use very long runs, of the order of 10000 times the longest relaxation time, to reduce the statistical uncertainties to less than 0.1%. We find excellent agreement in the relaxation times over a wide range of temperatures and fluid viscosity. The most quantitative agreement is achieved in the weak coupling limit, where the hydrodynamic radius of the monomers is less than one quarter of the lattice spacing.
Híjar, Humberto
2015-02-01
We study the Brownian motion of a particle bound by a harmonic potential and immersed in a fluid with a uniform shear flow. We describe this problem first in terms of a linear Fokker-Planck equation which is solved to obtain the probability distribution function for finding the particle in a volume element of its associated phase space. We find the explicit form of this distribution in the stationary limit and use this result to show that both the equipartition law and the equation of state of the trapped particle are modified from their equilibrium form by terms increasing as the square of the imposed shear rate. Subsequently, we propose an alternative description of this problem in terms of a generalized Langevin equation that takes into account the effects of hydrodynamic correlations and sound propagation on the dynamics of the trapped particle. We show that these effects produce significant changes, manifested as long-time tails and resonant peaks, in the equilibrium and nonequilibrium correlation functions for the velocity of the Brownian particle. We implement numerical simulations based on molecular dynamics and multiparticle collision dynamics, and observe a very good quantitative agreement between the predictions of the model and the numerical results, thus suggesting that this kind of numerical simulations could be used as complement of current experimental techniques. PMID:25768490
Inference on the hurst parameter and the variance of diffusions driven by fractional Brownian motion
Berzin, Corinne; León, José R
2014-01-01
This book is devoted to a number of stochastic models that display scale invariance. It primarily focuses on three issues: probabilistic properties, statistical estimation and simulation of the processes considered. It will be of interest to probability specialists, who will find here an uncomplicated presentation of statistics tools, and to those statisticians who wants to tackle the most recent theories in probability in order to develop Central Limit Theorems in this context; both groups will also benefit from the section on simulation. Algorithms are described in great detail, with a focus on procedures that is not usually found in mathematical treatises. The models studied are fractional Brownian motions and processes that derive from them through stochastic differential equations. Concerning the proofs of the limit theorems, the “Fourth Moment Theorem” is systematically used, as it produces rapid and helpful proofs that can serve as models for the future. Readers will also find elegant and new proof...
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A diagnostic survey and participatory rural appraisal were conducted to determine the potential feed value, mode of and constraints to the use of locally produced wet spent brewers' grains fed to dairy cattle. Structured questionnaire instruments, covering, household characteristics, dairy production, feeds and feeding and extension services were used. The survey was conducted by trained enumerators. The tools used in participatory rural appraisal were; semi-structured interview, ranking seasonal calendars labour profile and gender responsibilities.The main feed resources were Napier grass, green and dry maize stover, public land grasses and supplements consisting of Dairy meal, milling and agroindustrial by-products.Wet spent brewers' grain is one of the by-products.The main sources were Kenya Breweries Limited, Kuguru Food Processors and 'Busaa' dregs from the traditional brews. It was fed to dairy cows by (96.8%) of the households interviewed, either at milking in the mornings or evenings. Spent brewers grains was stored after collection from the sources by (87.2%) and (12.8%) of the households for one or more weeks respectively. Households interviewed perceived spent brewers grains to be comparable to available dairy meal and other energy feeds, and all the households feeding spent brewers grains reported that it increased milk yield in lactating cows. The farmers therefore, preferentially fed spent brewers grains to lactating and dry cows, heifers, calves and bulls respectively. However, only (1.7%)of the households interviewed received extension advice on the use of spent brewers' grains. The perception of the farmers/household was that spent brewers' grains is a valuable feed for dairy cattle and increased milk yield production, and maintained good body condition. However,limited information is available on the potential, mode of and constraints to the use of locally produced spent brewers' grains
Human behavioral regularity, fractional Brownian motion, and exotic phase transition
Li, Xiaohui; Yang, Guang; An, Kenan; Huang, Jiping
2016-08-01
The mix of competition and cooperation (C&C) is ubiquitous in human society, which, however, remains poorly explored due to the lack of a fundamental method. Here, by developing a Janus game for treating C&C between two sides (suppliers and consumers), we show, for the first time, experimental and simulation evidences for human behavioral regularity. This property is proved to be characterized by fractional Brownian motion associated with an exotic transition between periodic and nonperiodic phases. Furthermore, the periodic phase echoes with business cycles, which are well-known in reality but still far from being well understood. Our results imply that the Janus game could be a fundamental method for studying C&C among humans in society, and it provides guidance for predicting human behavioral activity from the perspective of fractional Brownian motion.
Anomalous Brownian motion and viscoelasticity of the ear's mechanoelectrical transducer
Andor-Ardó, Daniel; Kozlov, Andrei; Hudspeth, A. J.
2009-03-01
The Brownian motion of a particle in a complex environment is known to display anomalous power-law scaling in which the mean squared displacement is proportional to a fractional power of time. Using laser interferometry and analytical methods of microrheology, we examine nanometer-scale thermal motions of hair bundles in the internal ear and show that these cellular organelles undergo fractional Brownian motion. This anomalous scaling is caused by viscoelasticity of the gating springs, elements that transmit energy in a sound to the mechanosensitive ion channels. These results demonstrate a connection between rheology and auditory physiology, and indicate that statistical properties of the thermal noise in the ear can be determined by dynamics of a small number of key molecules.
Hidden Symmetries, Instabilities, and Current Suppression in Brownian Ratchets
Cubero, David; Renzoni, Ferruccio
2016-01-01
The operation of Brownian motors is usually described in terms of out-of-equilibrium and symmetry-breaking settings, with the relevant spatiotemporal symmetries identified from the analysis of the equations of motion for the system at hand. When the appropriate conditions are satisfied, symmetry-related trajectories with opposite current are thought to balance each other, yielding suppression of transport. The direction of the current can be precisely controlled around these symmetry points by finely tuning the driving parameters. Here we demonstrate, by studying a prototypical Brownian ratchet system, the existence of hidden symmetries, which escape identification by the standard symmetry analysis, and which require different theoretical tools for their revelation. Furthermore, we show that system instabilities may lead to spontaneous symmetry breaking with unexpected generation of directed transport.
Fast simulation of Brownian dynamics in a crowded environment
Smith, Stephen
2016-01-01
Brownian dynamics simulations are an increasingly popular tool for understanding spatially-distributed biochemical reaction systems. Recent improvements in our understanding of the cellular environment show that volume exclusion effects are fundamental to reaction networks inside cells. These systems are frequently studied by incorporating inert hard spheres (crowders) into three-dimensional Brownian dynamics simulations, however these methods are extremely slow owing to the sheer number of possible collisions between particles. Here we propose a rigorous "crowder-free" method to dramatically increase simulation speed for crowded biochemical reaction systems by eliminating the need to explicitly simulate the crowders. We consider both the case where the reactive particles are point particles, and where they themselves occupy a volume. We use simulations of simple chemical reaction networks to confirm that our simplification is just as accurate as the original algorithm, and that it corresponds to a large spee...
Quantum mechanics and the square root of the Brownian motion
Frasca, Marco
2014-01-01
Using the Euler--Maruyama technique, we show that a class of Wiener processes exists that are obtained by computing an arbitrary positive power of them. This can be accomplished with a proper set of definitions that makes meaningful the realization at discrete times of these processes and make them computable. Then, we are able to show that quantum mechanics is not directly a stochastic process characterizing Brownian motion but rather its square root. Schr\\"odinger equation is immediately derived without further assumptions as the Fokker--Planck equation for this process. This generalizes without difficulty to a Clifford algebra that makes immediate the introduction of spin and a generalization to the Dirac equation. A relevant conclusion is that the introduction of spin is essential to recover the Brownian motion from its square root.
Multiscale Reaction-Diffusion Algorithms: PDE-Assisted Brownian Dynamics
Franz, Benjamin
2013-06-19
Two algorithms that combine Brownian dynami cs (BD) simulations with mean-field partial differential equations (PDEs) are presented. This PDE-assisted Brownian dynamics (PBD) methodology provides exact particle tracking data in parts of the domain, whilst making use of a mean-field reaction-diffusion PDE description elsewhere. The first PBD algorithm couples BD simulations with PDEs by randomly creating new particles close to the interface, which partitions the domain, and by reincorporating particles into the continuum PDE-description when they cross the interface. The second PBD algorithm introduces an overlap region, where both descriptions exist in parallel. It is shown that the overlap region is required to accurately compute variances using PBD simulations. Advantages of both PBD approaches are discussed and illustrative numerical examples are presented. © 2013 Society for Industrial and Applied Mathematics.
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.
Brownian motion in the treasury bill futures market
Dale, Charles
1981-01-01
This paper analyzes prices and volumes in the T-bill futures market using a physical analogy called Brownian Motion. The results are similar to those obtained in previous studies of stock markets. For prices, the T-bill futures market failed to exhibit the presence of resistance and support levels, indicating that chartists could not profit by looking for such levels. For low volumes, T-bill futures exhibited lognormal behavior patterns, meaning that new investors are attracted to markets ...
From ballistic to Brownian vortex motion in complex oscillatory media
Davidsen, Jörn; Erichsen, Ronaldo; Kapral, Raymond; Chaté, Hugues
2004-01-01
We show that the breaking of the rotation symmetry of spiral waves in two-dimensional complex (period-doubled or chaotic) oscillatory media by synchronization defect lines (SDL) is accompanied by an intrinsic drift of the pattern. Single vortex motion changes from ballistic flights at a well-defined angle from the SDL to Brownian-like diffusion when the turbulent character of the medium increases. It gives rise, in non-turbulent multi-spiral regimes, to a novel ``vortex liquid''.
Hidden symmetries, instabilities, and current suppression in Brownian ratchets
Cubero, David; Renzoni, Ferruccio
2015-01-01
The operation of Brownian motors is usually described in terms of out-of-equilibrium and symmetrybreaking settings, with the relevant spatiotemporal symmetries identified from the analysis of the equations of motion for the system at hand. When the appropriate conditions are satisfied,symmetry related trajectories with opposite current are thought to balance each other, yielding suppression of transport. The direction of the current can be precisely controlled around these symmetry points by...
Brownian motion vs. pure-jump processes for individual stocks
Benoît Sévi; César Baena
2011-01-01
Using recent activity signature function methodology developed in Todorov and Tauchen (2010), we provide empirical evidence that individual stocks from the New York Stock Exchange are adequately represented by a Brownian motion plus medium to large (rare) jumps thus invalidating the pure-jump process hypothesis proposed in numerous contributions. This result improves our understanding of the fine structure of asset prices and has implications for derivatives pricing.
Hydrogen Bond in Liquid Water as a Brownian Oscillator
Woutersen, Sander; Bakker, Huib J.
1999-09-01
We present the first experimental observation of a vibrational dynamic Stokes shift. This dynamic Stokes shift is observed in a femtosecond pump-probe study on the OH-stretch vibration of HDO dissolved in D2O. We find that the Stokes shift has a value of approximately 70 cm-1 and occurs with a time constant of approximately 500 femtoseconds. The measurements can be accurately described by modeling the hydrogen bond in liquid water as a Brownian oscillator.
Rapid morphological characterization of isolated mitochondria using Brownian motion†
Palanisami, Akilan; Fang, Jie; Lowder, Thomas W.; Kunz, Hawley; John H Miller
2012-01-01
Mitochondrial morphology has been associated with numerous pathologies including cancer, diabetes, obesity and heart disease. However, the connection is poorly understood—in part due to the difficulty of characterizing the morphology. This impedes the use of morphology as a tool for disease detection/monitoring. Here, we use the Brownian motion of isolated mitochondria to characterize their size and shape in a high throughput fashion. By using treadmill exercise training, mitochondria from he...
Anyonic partition functions and windings of planar Brownian motion
International Nuclear Information System (INIS)
The computation of the N-cycle Brownian paths contribution FN(α) to the N-anyon partition function is addressed. A detailed numerical analysis based on a random walk on a lattice indicates that FN0(α)=product k=1N-1[1-(N/k)α]. In the paramount three-anyon case, one can show that F3(α) is built by linear states belonging to the bosonic, fermionic, and mixed representations of S3
GENERALIZED BROWNIAN SHEET IMAGES AND BESSEL-RIESZ CAPACITY
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
Let (W) be a two-parameter Rd-valued generalized Brownian sheet. The author obtains an explicit Bessel-Riesz capacity estimate for the images of a two-dimensional set under (W). He also presents the connections between the Lebesgue measure of the image of (W) and Bessel-Riesz capacity. His conclusions also solve a problem proposed by J.P.Kahane.
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Wood is often used as the energy absorbing material in impact limiters, because it begins to crush at low strains, then maintains a near constant crush stress up to nearly 60% volume reduction, and then locks up. Hill (Hill and Joseph, 1974) has performed tests that show that wood is an excellent absorber. However, wood's orthotropic behavior for large crush is difficult to model. In the past, analysts have used isotropic foam-like material models for modeling wood. A new finite element technique is presented in this paper that gives a better model of wood crush than the model currently in use. The orthotropic technique is based on locally isotropic, but globally orthotropic (LIGO) (Attaway, 1988) assumptions in which alternating layers of hard and soft crushable material are used. Each layer is isotropic; however, by alternating hard and soft thin layers, the resulting global behavior is orthotropic. In the remainder of this paper, the new technique for modeling orthotropic wood crush will be presented. The model is used to predict the crush behavior for different grain orientations of balsa wood. As an example problem, an impact limiter containing balsa wood as the crushable material is analyzed using both an isotropic model and the LIGO model
Stochastic Calculus with respect to multifractional Brownian motion
Lebovits, Joachim
2011-01-01
Stochastic calculus with respect to fractional Brownian motion (fBm) has attracted a lot of interest in recent years, motivated in particular by applications in finance and Internet traffic modeling. Multifractional Brownian motion (mBm) is a Gaussian extension of fBm that allows to control the pointwise regularity of the paths of the process and to decouple it from its long range dependence properties. This generalization is obtained by replacing the constant Hurst parameter H of fBm by a function h(t). Multifractional Brownian motion has proved useful in many applications, including the ones just mentioned. In this work we extend to mBm the construction of a stochastic integral with respect to fBm. This stochastic integral is based on white noise theory, as originally proposed in [15], [6], [4] and in [5]. In that view, a multifractional white noise is defined, which allows to integrate with respect to mBm a large class of stochastic processes using Wick products. It\\^o formulas (both for tempered distribut...
Stochastic oscillator with random mass: New type of Brownian motion
Gitterman, M.
2014-02-01
The model of a stochastic oscillator subject to additive random force, which includes the Brownian motion, is widely used for analysis of different phenomena in physics, chemistry, biology, economics and social science. As a rule, by the appropriate choice of units one assumes that the particle’s mass is equal to unity. However, for the case of an additional multiplicative random force, the situation is more complicated. As we show in this review article, for the cases of random frequency or random damping, the mass cannot be excluded from the equations of motion, and, for example, besides the restriction of the size of Brownian particle, some restrictions exist also of its mass. In addition to these two types of multiplicative forces, we consider the random mass, which describes, among others, the Brownian motion with adhesion. The fluctuations of mass are modeled as a dichotomous noise, and the first two moments of coordinates show non-monotonic dependence on the parameters of oscillator and noise. In the presence of an additional periodic force an oscillator with random mass is characterized by the stochastic resonance phenomenon, when the appearance of noise increases the input signal.
Brownian motion at fast time scales and thermal noise imaging
Huang, Rongxin
This dissertation presents experimental studies on Brownian motion at fast time scales, as well as our recent developments in Thermal Noise Imaging which uses thermal motions of microscopic particles for spatial imaging. As thermal motions become increasingly important in the studies of soft condensed matters, the study of Brownian motion is not only of fundamental scientific interest but also has practical applications. Optical tweezers with a fast position-sensitive detector provide high spatial and temporal resolution to study Brownian motion at fast time scales. A novel high bandwidth detector was developed with a temporal resolution of 30 ns and a spatial resolution of 1 A. With this high bandwidth detector, Brownian motion of a single particle confined in an optical trap was observed at the time scale of the ballistic regime. The hydrodynamic memory effect was fully studied with polystyrene particles of different sizes. We found that the mean square displacements of different sized polystyrene particles collapse into one master curve which is determined by the characteristic time scale of the fluid inertia effect. The particle's inertia effect was shown for particles of the same size but different densities. For the first time the velocity autocorrelation function for a single particle was shown. We found excellent agreement between our experiments and the hydrodynamic theories that take into account the fluid inertia effect. Brownian motion of a colloidal particle can be used to probe three-dimensional nano structures. This so-called thermal noise imaging (TNI) has been very successful in imaging polymer networks with a resolution of 10 nm. However, TNI is not efficient at micrometer scale scanning since a great portion of image acquisition time is wasted on large vacant volume within polymer networks. Therefore, we invented a method to improve the efficiency of large scale scanning by combining traditional point-to-point scanning to explore large vacant
Strict Concavity of the Half Plane Intersection Exponent for Planar Brownian Motion
Lawler, Gregory
2000-01-01
The intersection exponents for planar Brownian motion measure the exponential decay of probabilities of nonintersection of paths. We study the intersection exponent $\\xi(\\lambda_1,\\lambda_2)$ for Brownian motion restricted to a half plane which by conformal invariance is the same as Brownian motion restricted to an infinite strip. We show that $\\xi$ is a strictly concave function. This result is used in another paper to establish a universality result for conformally invariant intersection ex...
When does fractional Brownian motion not behave as a continuous function with bounded variation?
Azmoodeh, Ehsan; Tikanmäki, Heikki; Valkeila, Esko
2010-01-01
If we compose a smooth function g with fractional Brownian motion B with Hurst index H > 1/2, then the resulting change of variables formula [or It/^o- formula] has the same form as if fractional Brownian motion would be a continuous function with bounded variation. In this note we prove a new integral representation formula for the running maximum of a continuous function with bounded variation. Moreover we show that the analogue to fractional Brownian motion fails.
A group action on increasing sequences of set-indexed Brownian motions
Yosef, Arthur
2015-01-01
We prove that a square-integrable set-indexed stochastic process is a set-indexed Brownian motion if and only if its projection on all the strictly increasing continuous sequences are one-parameter $G$-time-changed Brownian motions. In addition, we study the "sequence-independent variation" property for group stationary-increment stochastic processes in general and for a set-indexed Brownian motion in particular. We present some applications.
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The (complex-valued) Brownian motion of order n is defined as the limit of a random walk on the complex roots of the unity. Real-valued fractional noises are obtained as fractional derivatives of the Gaussian white noise (or order two). Here one combines these two approaches and one considers the new class of fractional noises obtained as fractional derivative of the complex-valued Brownian motion of order n. The key of the approach is the relation between differential and fractional differential provided by the fractional Taylor's series of analytic function f(z+h)=Eα(hαDzα).f(z), where Eα is the Mittag-Leffler function on the one hand, and the generalized Maruyama's notation, on the other hand. Some questions are revisited such as the definition of fractional Brownian motion as integral w.r.t. (dt)α, and the exponential growth equation driven by fractional Brownian motion, to which a new solution is proposed. As a first illustrative example of application, in mathematical finance, one proposes a new approach to the optimal management of a stochastic portfolio of fractional order via the Lagrange variational technique applied to the state moment dynamical equations. In the second example, one deals with non-random Lagrangian mechanics of fractional order. The last example proposes a new approach to fractional stochastic mechanics, and the solution so obtained gives rise to the question as to whether physical systems would not have their own internal random times
Anomalous velocity distributions in active Brownian suspensions.
Fiege, Andrea; Vollmayr-Lee, Benjamin; Zippelius, Annette
2013-08-01
Large-scale simulations and analytical theory have been combined to obtain the nonequilibrium velocity distribution, f(v), of randomly accelerated particles in suspension. The simulations are based on an event-driven algorithm, generalized to include friction. They reveal strongly anomalous but largely universal distributions, which are independent of volume fraction and collision processes, which suggests a one-particle model should capture all the essential features. We have formulated this one-particle model and solved it analytically in the limit of strong damping, where we find that f(v) decays as 1/v for multiple decades, eventually crossing over to a Gaussian decay for the largest velocities. Many particle simulations and numerical solution of the one-particle model agree for all values of the damping. PMID:24032806
The cut-tree of large Galton-Watson trees and the Brownian CRT
Bertoin, Jean
2012-01-01
Consider the edge-deletion process in which the edges of some finite tree $T$ are removed one after the other in the uniform random order. Roughly speaking, the cut-tree then describes the genealogy of connected components appearing in this edge-deletion process. Our main result shows that after a proper rescaling, the cut-tree of a critical Galton-Watson tree with finite variance and conditioned to have size $n$, converges as $n\\to \\infty$ to a Brownian CRT in the weak sense induced by the Gromov-Prokhorov topology. This yields a multi-dimensional extension of a limit theorem due to Janson \\cite{Janson} for the number of random cuts needed to isolate the root in Galton-Watson trees conditioned by their sizes, and generalizes also a recent result \\cite{Be} obtained in the special case of Cayley trees.
Brownian motion of massive black hole binaries and the final parsec problem
Bortolas, E; Dotti, M; Spera, M; Mapelli, M
2016-01-01
Massive black hole binaries (BHBs) are expected to be one of the most powerful sources of gravitational waves (GWs) in the frequency range of the pulsar timing array and of forthcoming space-borne detectors. They are believed to form in the final stages of galaxy mergers, and then harden by slingshot ejections of passing stars. However, evolution via the slingshot mechanism may be ineffective if the reservoir of interacting stars is not readily replenished, and the binary shrinking may come to a halt at roughly a parsec separation. Recent simulations suggest that the departure from spherical symmetry, naturally produced in merger remnants, leads to efficient loss cone refilling, preventing the binary from stalling. However, current N-body simulations able to accurately follow the evolution of BHBs are limited to very modest particle numbers. Brownian motion may artificially enhance the loss cone refilling rate in low-N simulations, where the binary encounters a larger population of stars due its random motion...
Diffusion theory of Brownian particles moving at constant speed in D dimensions
Sevilla, Francisco J.
2015-03-01
The propagation of Brownian-active particles that move at constant speed in the limit of short times, differs from wave-like propagation in that active particles propagate without leaving a wake trailing characteristic of wave propagation in even dimensions. In the long time regime, normal diffusion is expected due to random fluctuations that disperse the particle direction of motion. A phenomenological equation that describe the transition from the behavior free of effects of wake, to the normal diffusion of the particles is proposed. A comparison of the results predicted by such equation with those obtained from models using Langevin equations is presented in the spherically symmetric case. FJS acknowledges support from PAPIIT-UNAM through the Grant IN113114.
Brownian motion properties of optoelectronic random bit generators based on laser chaos.
Li, Pu; Yi, Xiaogang; Liu, Xianglian; Wang, Yuncai; Wang, Yongge
2016-07-11
The nondeterministic property of the optoelectronic random bit generator (RBG) based on laser chaos are experimentally analyzed from two aspects of the central limit theorem and law of iterated logarithm. The random bits are extracted from an optical feedback chaotic laser diode using a multi-bit extraction technique in the electrical domain. Our experimental results demonstrate that the generated random bits have no statistical distance from the Brownian motion, besides that they can pass the state-of-the-art industry-benchmark statistical test suite (NIST SP800-22). All of them give a mathematically provable evidence that the ultrafast random bit generator based on laser chaos can be used as a nondeterministic random bit source. PMID:27410852
Stochastic shell models driven by a multiplicative fractional Brownian-motion
Bessaih, Hakima; Garrido-Atienza, María J.; Schmalfuss, Björn
2016-04-01
We prove existence and uniqueness of the solution of a stochastic shell-model. The equation is driven by an infinite dimensional fractional Brownian-motion with Hurst-parameter H ∈(1 / 2 , 1) , and contains a non-trivial coefficient in front of the noise which satisfies special regularity conditions. The appearing stochastic integrals are defined in a fractional sense. First, we prove the existence and uniqueness of variational solutions to approximating equations driven by piecewise linear continuous noise, for which we are able to derive important uniform estimates in some functional spaces. Then, thanks to a compactness argument and these estimates, we prove that these variational solutions converge to a limit solution, which turns out to be the unique pathwise mild solution associated to the shell-model with fractional noise as driving process.
International Nuclear Information System (INIS)
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.
Jorgensen, Christopher F.; Powell, Larkin A.; Lusk, Jeffery 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. PMID:24918779
New models and predictions for Brownian coagulation of non-interacting spheres.
Kelkar, Aniruddha V; Dong, Jiannan; Franses, Elias I; Corti, David S
2013-01-01
The classical steady-state Smoluchowski model for Brownian coagulation is evaluated using Brownian Dynamics Simulations (BDS) as a benchmark. The predictions of this approach compare favorably with the results of BDS only in the dilute limit, that is, for volume fractions of φ≤5×10(-4). From the solution of the more general unsteady-state diffusion equation, a new model for coagulation is developed. The resulting coagulation rate constant is time-dependent and approaches the steady-state limit only at large times. Moreover, in contrast to the Smoluchowski model, this rate constant depends on the particle size, with the transient effects becoming more significant at larger sizes. The predictions of the unsteady-state model agree well with the BDS results up to volume fractions of about φ=0.1, at which the aggregation half-time predicted by the Smoluchowski model is five times that of the BDS. A new procedure to extract the aggregation rate constant from simulation results based on this model is presented. The choice of the rate constant kernel used in the population balance equations for complete aggregation is also evaluated. Extension of the new model to a variable rate constant kernel leads to increased accuracy of the predictions, especially for φ≤5×10(-3). This size-dependence of the rate constant kernel affects particularly the predictions for initially polydisperse sphere systems. In addition, the model is extended to account in a novel way for both short-range viscous two-particle interactions and long-range many-particle Hydrodynamic Interactions (HI). Predictions including HI agree best with the BDS results. The new models presented here offer accurate and computationally less-intensive predictions of the coagulation dynamics while also accounting for hydrodynamic coupling. PMID:23036339
Analysis of Brownian Dynamics Simulations of Reversible Bimolecular Reactions
Lipková, Jana
2011-01-01
A class of Brownian dynamics algorithms for stochastic reaction-diffusion models which include reversible bimolecular reactions is presented and analyzed. The method is a generalization of the λ-bcȳ model for irreversible bimolecular reactions which was introduced in [R. Erban and S. J. Chapman, Phys. Biol., 6(2009), 046001]. The formulae relating the experimentally measurable quantities (reaction rate constants and diffusion constants) with the algorithm parameters are derived. The probability of geminate recombination is also investigated. © 2011 Society for Industrial and Applied Mathematics.
Permutation entropy of fractional Brownian motion and fractional Gaussian noise
International Nuclear Information System (INIS)
We have worked out theoretical curves for the permutation entropy of the fractional Brownian motion and fractional Gaussian noise by using the Bandt and Shiha [C. Bandt, F. Shiha, J. Time Ser. Anal. 28 (2007) 646] theoretical predictions for their corresponding relative frequencies. Comparisons with numerical simulations show an excellent agreement. Furthermore, the entropy-gap in the transition between these processes, observed previously via numerical results, has been here theoretically validated. Also, we have analyzed the behaviour of the permutation entropy of the fractional Gaussian noise for different time delays
Transport and diffusion of overdamped Brownian particles in random potentials
Simon, Marc Suñé; Sancho, J. M.; Lindenberg, Katja
2013-12-01
We present a numerical study of the anomalies in transport and diffusion of overdamped Brownian particles in totally disordered potential landscapes in one and in two dimensions. We characterize and analyze the effects of three different disordered potentials. The anomalous regimes are characterized by the time exponents that exhibit the statistical moments of the ensemble of particle trajectories. The anomaly in the transport is always of the subtransport type, but diffusion presents a greater variety of anomalies: Both subdiffusion and superdiffusion are possible. In two dimensions we present a mixed anomaly: subdiffusion in the direction perpendicular to the force and superdiffusion in the parallel direction.
Transport and diffusion of underdamped Brownian particles in random potentials
Suñé Simon, Marc; Sancho, J. M.; Lindenberg, Katja
2014-09-01
We present numerical results for the transport and diffusion of underdamped Brownian particles in one-dimensional disordered potentials. We compare the anomalies observed with those found in the overdamped regime and with results for a periodic potential. We relate these anomalies to the time dependent probability distributions for the position and velocity of the particles. The anomalies are caused by the random character of the barrier crossing events between locked and running states which is manifested in the spatial distributions. The role of the velocities is small because the particles quickly thermalize into locked or running states.
Minimal Cost of a Brownian Risk without Ruin
Luo, Shangzhen
2011-01-01
In this paper, we study a risk process modeled by a Brownian motion with drift (the diffusion approximation model). The insurance entity can purchase reinsurance to lower its risk and receive cash injections at discrete times to avoid ruin. Proportional reinsurance and excess-of-loss reinsurance are considered. The objective is to find the optimal reinsurance and cash injection strategy that minimizes the total cost to keep the company's surplus process non-negative, i.e. without ruin, where the cost function is defined as the total discounted value of the injections. The optimal solution is found explicitly by solving the according quasi-variational inequalities (QVIs).
Reversed radial SLE and the Brownian loop measure
Field, Laurence S.; Lawler, Gregory F.
2012-01-01
The Brownian loop measure is a conformally invariant measure on loops in the plane that arises when studying the Schramm-Loewner evolution (SLE). When an SLE curve in a domain evolves from an interior point, it is natural to consider the loops that hit the curve and leave the domain, but their measure is infinite. We show that there is a related normalized quantity that is finite and invariant under M\\"obius transformations of the plane. We estimate this quantity when the curve is small and t...
Slowdown in branching Brownian motion with inhomogeneous variance
Maillard, Pascal; Zeitouni, Ofer
2013-01-01
We consider a model of Branching Brownian Motion with time-inhomogeneous variance of the form \\sigma(t/T), where \\sigma is a strictly decreasing function. Fang and Zeitouni (2012) showed that the maximal particle's position M_T is such that M_T-v_\\sigma T is negative of order T^{-1/3}, where v_\\sigma is the integral of the function \\sigma over the interval [0,1]. In this paper, we refine we refine this result and show the existence of a function m_T, such that M_T-m_T converges in law, as T\\t...
Brownian dynamics simulation for modeling ion permeation across bionanotubes.
Krishnamurthy, Vikram; Chung, Shin-Ho
2005-03-01
The principles underlying Brownian dynamics (BD), its statistical consistency, and algorithms for practical implementation are outlined here. The ability to compute current flow across ion channels confers a distinct advantage to BD simulations compared to other simulation techniques. Thus, two obvious applications of BD ion channels are in calculation of the current-voltage and current-concentration curves, which can be directly compared to the physiological measurements to assess the reliability of the model and predictive power of the method. We illustrate how BD simulations are used to unravel the permeation dynamics in two biological ion channels-the KcsA K+ channel and CIC Cl- channel. PMID:15816176
Additivity, density fluctuations, and nonequilibrium thermodynamics for active Brownian particles
Chakraborti, Subhadip; Mishra, Shradha; Pradhan, Punyabrata
2016-05-01
Using an additivity property, we study particle-number fluctuations in a system of interacting self-propelled particles, called active Brownian particles (ABPs), which consists of repulsive disks with random self-propulsion velocities. From a fluctuation-response relation, a direct consequence of additivity, we formulate a thermodynamic theory which captures the previously observed features of nonequilibrium phase transition in the ABPs from a homogeneous fluid phase to an inhomogeneous phase of coexisting gas and liquid. We substantiate the predictions of additivity by analytically calculating the subsystem particle-number distributions in the homogeneous fluid phase away from criticality where analytically obtained distributions are compatible with simulations in the ABPs.
Theory of Brownian motion with the Alder-Wainwright effect
International Nuclear Information System (INIS)
The Stokes-Boussinesq-Langevin equation, which describes the time evolution of Brownian motion with the Alder-Wainwright effect, can be treated in the framework of the theory of KMO-Langevin equations which describe the time evolution of a real, stationary Gaussian process with T-positivity (reflection positivity) originating in axiomatic quantum field theory. After proving the fluctuation-dissipation theorems for KMO-Langevin equations, the authors obtain an explicit formula for the deviation from the classical Einstein relation that occurs in the Stokes-Boussinesq-Langevin equation with a white noise as its random force. The authors interested in whether or not it can be measured experimentally
Quantum correlations from Brownian diffusion of chaotic level-spacings
Evangelou, S N
2004-01-01
Quantum chaos is linked to Brownian diffusion of the underlying quantum energy level-spacing sequences. The level-spacings viewed as functions of their order execute random walks which imply uncorrelated random increments of the level-spacings while the integrability to chaos transition becomes a change from Poisson to Gauss statistics for the level-spacing increments. This universal nature of quantum chaotic spectral correlations is numerically demonstrated for eigenvalues from random tight binding lattices and for zeros of the Riemann zeta function.
Phenomenon of Repeated Current Reversals in the Brownian Ratchet
Institute of Scientific and Technical Information of China (English)
杨明; 曹力; 吴大进; 李湘莲
2002-01-01
We study the probability current of the Brownian particles in a tilted periodic piecewise linear "saw-tooth"potential. It is found that the stationary probability current takes on a maximum value at a given additive noise if the intensity of the multiplicative noise is appropriate and at the same time both noises are correlated;and the direction of the stationary probability current is reversed more than once upon some certain correlation intensities between both noises. It is proven that the occurrence of current reversal is only dependent on the relative intensity of the multiplicative and additive noises, but has nothing to do with the absolute intensities of the two noises.
Occupation times for planar and higher dimensional Brownian motion
International Nuclear Information System (INIS)
We consider a planar Brownian motion starting from O at time t = 0 and stopped at t. Denoting by T the time spent in a wedge of apex O and angle Θ, we develop a method to compute systematically the moments of T for general Θ values. We apply it to obtain analytically the second and third moments for a general wedge angle and, also, the fourth moment for the quadrant (Θ = π/2). We compare our results with numerical simulations. Finally, with standard perturbation theory, we establish a general formula for the second moment of an orthant occupation time
Moments of inertia and the shapes of Brownian paths
International Nuclear Information System (INIS)
The joint probability law of the principal moments of inertia of Brownian paths (open or closed) is computed, using constrained path integrals and Random Matrix Theory. The case of two-dimensional paths is discussed in detail. In particular, it is shown that the ratio of the average values of the largest and smallest moments is equal to 4.99 (open paths) and 3.07 (closed paths). Results of numerical simulations are also presented, which include investigation of the relationships between the moments of inertia and the arithmetic area enclosed by a path. (authors) 28 refs., 2 figs
Algebraic and arithmetic area for $m$ planar Brownian paths
Desbois, Jean; Ouvry, Stephane
2011-01-01
The leading and next to leading terms of the average arithmetic area $$ enclosed by $m\\to\\infty$ independent closed Brownian planar paths, with a given length $t$ and starting from and ending at the same point, is calculated. The leading term is found to be $ \\sim {\\pi t\\over 2}\\ln m$ and the $0$-winding sector arithmetic area inside the $m$ paths is subleading in the asymptotic regime. A closed form expression for the algebraic area distribution is also obtained and discussed.
Occupation times for planar and higher dimensional Brownian motion
Energy Technology Data Exchange (ETDEWEB)
Desbois, Jean [CNRS, University Paris Sud, UMR8626, LPTMS, ORSAY CEDEX, F-91405 (France)
2007-03-09
We consider a planar Brownian motion starting from O at time t = 0 and stopped at t. Denoting by T the time spent in a wedge of apex O and angle {theta}, we develop a method to compute systematically the moments of T for general {theta} values. We apply it to obtain analytically the second and third moments for a general wedge angle and, also, the fourth moment for the quadrant ({theta} = {pi}/2). We compare our results with numerical simulations. Finally, with standard perturbation theory, we establish a general formula for the second moment of an orthant occupation time.
Anyonic Partition Functions and Windings of Planar Brownian Motion
Desbois, Jean; Heinemann, Christine; Ouvry, Stéphane
1994-01-01
The computation of the $N$-cycle brownian paths contribution $F_N(\\alpha)$ to the $N$-anyon partition function is adressed. A detailed numerical analysis based on random walk on a lattice indicates that $F_N^{(0)}(\\alpha)= \\prod_{k=1}^{N-1}(1-{N\\over k}\\alpha)$. In the paramount $3$-anyon case, one can show that $F_3(\\alpha)$ is built by linear states belonging to the bosonic, fermionic, and mixed representations of $S_3$.
Moments of inertia and the shapes of Brownian paths
Energy Technology Data Exchange (ETDEWEB)
Fougere, F.; Desbois, J.
1993-12-31
The joint probability law of the principal moments of inertia of Brownian paths (open or closed) is computed, using constrained path integrals and Random Matrix Theory. The case of two-dimensional paths is discussed in detail. In particular, it is shown that the ratio of the average values of the largest and smallest moments is equal to 4.99 (open paths) and 3.07 (closed paths). Results of numerical simulations are also presented, which include investigation of the relationships between the moments of inertia and the arithmetic area enclosed by a path. (authors) 28 refs., 2 figs.
Algebraic and arithmetic area for m planar Brownian paths
International Nuclear Information System (INIS)
The leading and next to leading terms of the average arithmetic area (S(m)) enclosed by m→∞ independent closed Brownian planar paths, with a given length t and starting from and ending at the same point, are calculated. The leading term is found to be (S(m)) ∼ (πt/2)lnm and the 0-winding sector arithmetic area inside the m paths is subleading in the asymptotic regime. A closed form expression for the algebraic area distribution is also obtained and discussed
Role of Brownian Motion Hydrodynamics on Nanofluid Thermal Conductivity
Energy Technology Data Exchange (ETDEWEB)
W Evans, J Fish, P Keblinski
2005-11-14
We use a simple kinetic theory based analysis of heat flow in fluid suspensions of solid nanoparticles (nanofluids) to demonstrate that the hydrodynamics effects associated with Brownian motion have a minor effect on the thermal conductivity of the nanofluid. Our conjecture is supported by the results of molecular dynamics simulations of heat flow in a model nanofluid with well-dispersed particles. Our findings are consistent with the predictions of the effective medium theory as well as with recent experimental results on well dispersed metal nanoparticle suspensions.
Brownian dynamics in a confined geometry. Experiments and numerical simulations
Garnier, Nicolas; Ostrowsky, N.
1991-01-01
The Brownian dynamics of a colloidal suspension is measured in the immediate vicinity of a rigid surface by the Evanescent Quasielastic Light Scattering Technique. A net decrease of the measured diffusion coefficient is observed, due to the hydrodynamic slowing down of the particles very close to the wall. This effect is all the more important when the particles are allowed to get closer to the wall, i.e. when the range of the static wall/particle repulsive interaction decreases. It thus prov...
Cavity-enhanced optical detection of carbon nanotube Brownian motion
Stapfner, S; Hunger, D; Weig, E M; Reichel, J; Favero, I
2012-01-01
Optical cavities with small mode volume are well-suited to detect the vibration of sub-wavelength sized objects. Here we employ a fiber-based, high-finesse optical microcavity to detect the Brownian motion of a freely suspended carbon nanotube at room temperature under vacuum. The optical detection resolves deflections of the oscillating tube down to 50pm/Hz^1/2. A full vibrational spectrum of the carbon nanotube is obtained and confirmed by characterization of the same device in a scanning electron microscope. Our work successfully extends the principles of high-sensitivity optomechanical detection to molecular scale nanomechanical systems.
Brownian Motion and Harmonic Functions on Rotationally Symmetric Manifolds
March, Peter
1986-01-01
We consider Brownian motion $X$ on a rotationally symmetric manifold $M_g = (\\mathbb{R}^n, ds^2), ds^2 = dr^2 + g(r)^2 d\\theta^2$. An integral test is presented which gives a necessary and sufficient condition for the nontriviality of the invariant $\\sigma$-field of $X$, hence for the existence of nonconstant bounded harmonic functions on $M_g$. Conditions on the sectional curvatures are given which imply the convergence or the divergence of the test integral.
International Nuclear Information System (INIS)
Purpose: To determine the outcome of patients with positive margins after lumpectomy for breast cancer and to address the issue of the relationship between local recurrences and distant metastasis in the absence of chemotherapy. Methods and Materials: Among 3697 patients with primary breast cancer, we retrospectively analyzed 152 patients who had undergone conservative surgery with axillary dissection, had infiltrating carcinomas with positive margins, were node-negative, and received radiotherapy without chemotherapy. One-third received hormonal therapy. Endpoints were local failure and distant metastasis. Median follow-up was 72 months. Results: Five- and 10-year recurrence-free survival were 0.80 and 0.71 respectively for local recurrences, and 0.85 and 0.73 respectively for metastasis. Infiltrating carcinoma on the margins was associated with early local relapse as opposed to intraductal carcinoma. Local and distant recurrences had similar patterns of yearly-event probabilities. Hazard of relapsing from metastasis was 2.5 times higher after a local recurrence. In the multivariate analysis, negative estrogen receptors (ER-)(p = 0.0012), histologic multifocality (p = 0.0028), and no hormonal therapy (p = 0.017) predicted local relapses, while ER- (p = 0.004) and pathologic grade (p = 0.009) predicted metastasis. Hormonal therapy did not prevent early local recurrences. Conclusion: In this population, reexcision is advisable for local purposes and because the data support the hypothesis that local and distant recurrences are tightly connected
Thermodynamic characteristics of a Brownian heat pump in a spatially periodic temperature field
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
This paper has studied the thermodynamic performance of a thermal Brownian heat pump,which consists of Brownian particles moving at a periodic sawtooth potential with external forces and contacting with the alternating hot and cold reservoirs along the space coordinate.The heat flows driven by both potential and kinetic energies are taken into account.The analytical expressions for the heating load,coefficient of performance(COP) and power input of the Brownian heat pump are derived and the performance characteristics are obtained by numerical calculations.It is shown that due to the heat flow via the change of kinetic energy of the particles,the Brownian heat pump is always irreversible and the COP can never attain the Carnot COP.The study has also investigated the influences of the operating parameters,i.e.the external force,barrier height of the potential,asymmetry of the sawtooth potential and temperature ratio of the heat reservoirs,on the performance of the Brownian heat pump.The effective regions of external force and barrier height of the potential in which the Brownian motor can operates as a heat pump are determined.The results show that the performance of the Brownian heat pump greatly depends on the parameters;if the parameters are properly chosen,the Brownian heat pump may be controlled to operate in the optimal regimes.
Parlar, Mahmut
2004-01-01
Brownian motion is an important stochastic process used in modelling the random evolution of stock prices. In their 1973 seminal paper--which led to the awarding of the 1997 Nobel prize in Economic Sciences--Fischer Black and Myron Scholes assumed that the random stock price process is described (i.e., generated) by Brownian motion. Despite its…
On the expectation of normalized Brownian functionals up to first hitting times
Elie, Romuald; Rosenbaum, Mathieu; Yor, Marc
2013-01-01
Let B be a Brownian motion and T its first hitting time of the level 1. For U a uniform random variable independent of B, we study in depth the distribution of T^{-1/2}B_{UT}, that is the rescaled Brownian motion sampled at uniform time. In particular, we show that this variable is centered.
Novak, Wilhelm
2014-01-01
Local limit load solutions for plates containing semi-elliptical surface cracks subjected to pure membrane loading cases, pure bending loading cases and combinations of the two are determined using non-linear finite element analysis. Both loading cases that open the crack and loading cases that close the crack are considered. The study covers both shallow and deep cracks with different aspect ratios. Results from the finite element simulations are fitted to an analytical expression. The local...
Directory of Open Access Journals (Sweden)
Renata Piwowarczyk
2011-04-01
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.
Renata Piwowarczyk; Alojzy Przemyski
2011-01-01
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.
Intermittency and multifractional Brownian character of geomagnetic time series
Directory of Open Access Journals (Sweden)
G. Consolini
2013-07-01
Full Text Available The Earth's magnetosphere exhibits a complex behavior in response to the solar wind conditions. This behavior, which is described in terms of mutifractional Brownian motions, could be the consequence of the occurrence of dynamical phase transitions. On the other hand, it has been shown that the dynamics of the geomagnetic signals is also characterized by intermittency at the smallest temporal scales. Here, we focus on the existence of a possible relationship in the geomagnetic time series between the multifractional Brownian motion character and the occurrence of intermittency. In detail, we investigate the multifractional nature of two long time series of the horizontal intensity of the Earth's magnetic field as measured at L'Aquila Geomagnetic Observatory during two years (2001 and 2008, which correspond to different conditions of solar activity. We propose a possible double origin of the intermittent character of the small-scale magnetic field fluctuations, which is related to both the multifractional nature of the geomagnetic field and the intermittent character of the disturbance level. Our results suggest a more complex nature of the geomagnetic response to solar wind changes than previously thought.
Narrow escape for a stochastically gated Brownian ligand.
Reingruber, Jürgen; Holcman, David
2010-02-17
Molecular activation in cellular microdomains is usually characterized by a forward binding rate, which is the reciprocal of the arrival time of a ligand to a key target. Upon chemical interactions or conformational changes, a Brownian ligand may randomly switch between different states, and when target activation is possible in a specific state only, switching can significantly alter the activation process. The main goal of this paper is to study the mean time for a switching ligand to activate a small substrate, modelled as the time to exit a microdomain through a small absorbing window on the surface. We present the equations for the mean sojourn times the ligand spends in each state, and study the escape process with switching between two states in dimension one and three. When the ligand can exit in only one of the two states, we find that switching always decreases its sojourn time in the state where it can exit. Moreover, the fastest exit is obtained when the ligand diffuses most of the time in the state with the maximal diffusion coefficient, although this may imply that it spends most of the time 'hidden' in the state where it cannot exit. We discuss the physical mechanisms responsible for this apparent paradox. In dimension three we confirm our results with Brownian simulations. Finally, we suggest possible applications in cellular biology. PMID:21389363
International Nuclear Information System (INIS)
The key to obtaining the model-free description of the dynamics of a macromolecule is the optimisation of the model-free and Brownian rotational diffusion parameters using the collected R1, R2 and steady-state NOE relaxation data. The problem of optimising the chi-squared value is often assumed to be trivial, however, the long chain of dependencies required for its calculation complicates the model-free chi-squared space. Convolutions are induced by the Lorentzian form of the spectral density functions, the linear recombinations of certain spectral density values to obtain the relaxation rates, the calculation of the NOE using the ratio of two of these rates, and finally the quadratic form of the chi-squared equation itself. Two major topological features of the model-free space complicate optimisation. The first is a long, shallow valley which commences at infinite correlation times and gradually approaches the minimum. The most severe convolution occurs for motions on two timescales in which the minimum is often located at the end of a long, deep, curved tunnel or multidimensional valley through the space. A large number of optimisation algorithms will be investigated and their performance compared to determine which techniques are suitable for use in model-free analysis. Local optimisation algorithms will be shown to be sufficient for minimisation not only within the model-free space but also for the minimisation of the Brownian rotational diffusion tensor. In addition the performance of the programs Modelfree and Dasha are investigated. A number of model-free optimisation failures were identified: the inability to slide along the limits, the singular matrix failure of the Levenberg-Marquardt minimisation algorithm, the low precision of both programs, and a bug in Modelfree. Significantly, the singular matrix failure of the Levenberg-Marquardt algorithm occurs when internal correlation times are undefined and is greatly amplified in model-free analysis by both
Markutsya, Sergiy; Fox, Rodney; Vigil, Dennis; Subramaniam, Shankar
2009-11-01
Nanoparticle synthesis in turbulent reactors subjects anoparticle aggregates to a homogeneous, time-varying shear flow. The shear flow results in anisotropic clusters and it is of interest to characterize the structural properties of these clusters and their effects on initiation and acceleration of aggregation, the restructuring of clusters, and their breakage. The anisotropic structure of a sheared cluster is characterized by the ratio of the major to minor axis length of the approximating ellipsoid oriented along the cluster moment of inertia tensor's principal axes. Brownian dynamics simulations show that shear flow dramatically changes the structure of aggregates by initiating the formation of more compact structures at smaller length scales perpendicular to the shear direction, and anisotropic, cigar--like structures along the shear direction. More compact clusters correspond to higher local volumetric potential energy density. Therefore, we classify the compactness and anisotropy of sheared clusters on a map of local volumetric potential energy density versus ratio of the principal values of the cluster's moment of inertia tensor. The effect of shear on breakage of clusters is characterized by the radius of gyration Rg^cr of the largest stable aggregate for a given value of the imposed steady shear rate (P'eclet number).
Brownian semi-stationary processes, turbulence and smooth processes
DEFF Research Database (Denmark)
Urbina, José Ulises Márquez
This thesis analysis the use of Brownian semi-stationary (BSS) processes to model the main statistical features present in turbulent time series, and some asymptotic properties of certain classes of smooth processes. Turbulence is a complex phenomena governed by the Navier-Stokes equations. These...... equations do not represent a fully functional model and, consequently, it has been necessary to develop phenomenological models capturing main aspects of turbulent dynamics. The BSS processes were proposed as an option to model turbulent time series. In this thesis we proved, through a simulation....... We also studied the distributional properties of the increments of BSS processes with the intent to better understand why the BSS processes seem to accurately reproduce the temporal turbulent dynamics. BSS processes in general are not semimartingales. However, there are conditions which make a BSS...
Brownian Dynamics of Colloidal Particles in Lyotropic Chromonic Liquid Crystals
Martinez, Angel; Collings, Peter J.; Yodh, Arjun G.
We employ video microscopy to study the Brownian dynamics of colloidal particles in the nematic phase of lyotropic chromonic liquid crystals (LCLCs). These LCLCs (in this case, DSCG) are water soluble, and their nematic phases are characterized by an unusually large elastic anisotropy. Our preliminary measurements of particle mean-square displacement for polystyrene colloidal particles (~5 micron-diameter) show diffusive and sub-diffusive behaviors moving parallel and perpendicular to the nematic director, respectively. In order to understand these motions, we are developing models that incorporate the relaxation of elastic distortions of the surrounding nematic field. Further experiments to confirm these preliminary results and to determine the origin of these deviations compared to simple diffusion theory are ongoing; our results will also be compared to previous diffusion experiments in nematic liquid crystals. We gratefully acknowledge financial support through NSF DMR12-05463, MRSEC DMR11-20901, and NASA NNX08AO0G.
Optimal dividends in the Brownian motion risk model with interest
Fang, Ying; Wu, Rong
2009-07-01
In this paper, we consider a Brownian motion risk model, and in addition, the surplus earns investment income at a constant force of interest. The objective is to find a dividend policy so as to maximize the expected discounted value of dividend payments. It is well known that optimality is achieved by using a barrier strategy for unrestricted dividend rate. However, ultimate ruin of the company is certain if a barrier strategy is applied. In many circumstances this is not desirable. This consideration leads us to impose a restriction on the dividend stream. We assume that dividends are paid to the shareholders according to admissible strategies whose dividend rate is bounded by a constant. Under this additional constraint, we show that the optimal dividend strategy is formed by a threshold strategy.
Normal and anomalous diffusion of Brownian particles on disordered potentials
Salgado-García, R.
2016-07-01
In this work we study the transition from normal to anomalous diffusion of Brownian particles on disordered potentials. The potential model consists of a series of "potential hills" (defined on a unit cell of constant length) whose heights are chosen randomly from a given distribution. We calculate the exact expression for the diffusion coefficient in the case of uncorrelated potentials for arbitrary distributions. We show that when the potential heights have a Gaussian distribution (with zero mean and a finite variance) the diffusion of the particles is always normal. In contrast, when the distribution of the potential heights is exponentially distributed the diffusion coefficient vanishes when the system is placed below a critical temperature. We calculate analytically the diffusion exponent for the anomalous (subdiffusive) phase by using the so-called "random trap model". Our predictions are tested by means of Langevin simulations obtaining good agreement within the accuracy of our numerical calculations.
Micro rectennas: Brownian ratchets for thermal-energy harvesting
International Nuclear Information System (INIS)
We experimentally demonstrated the operation of a rectenna for harvesting thermal (blackbody) radiation and converting it into dc electric power. The device integrates an ultrafast rectifier, the self-switching nanodiode, with a wideband log-periodic spiral microantenna. The radiation from the thermal source drives the rectenna out of thermal equilibrium, permitting the rectification of the excess thermal fluctuations from the antenna. The power conversion efficiency increases with the source temperatures up to 0.02% at 973 K. The low efficiency is attributed mainly to the impedance mismatch between antenna and rectifier, and partially to the large field of view of the antenna. Our device not only opens a potential solution for harvesting thermal energy but also provides a platform for experimenting with Brownian ratchets
On a non-linear transformation between Brownian martingales
Shkolnikov, Mykhaylo
2012-01-01
The paper studies a non-linear transformation between Brownian martingales, which is given by the inverse of the pricing operator in the mathematical finance terminology. Subsequently, the solvability of systems of equations corresponding to such transformations is investigated. The latter give rise to novel monotone pathwise couplings of an arbitrary number of certain diffusion processes with varying diffusion coefficients. In the case that there is an uncountable number of these diffusion processes and that the index set is an interval such couplings can be viewed as models for the growth of one-dimensional random surfaces. With this motivation in mind, we derive the appropriate stochastic partial differential equations for the growth of such surfaces.
An Efficient Method to Study Nondiffusive Motion of Brownian Particles
Directory of Open Access Journals (Sweden)
Lisý Vladimír
2016-01-01
Full Text Available The experimental access to short timescales has pointed to the inadequacy of the standard Langevin theory of the Brownian motion (BM in fluids. The hydrodynamic theory of the BM describes well the observed motion of the particles; however, the published approach should be improved in several points. In particular, it leads to incorrect correlation properties of the thermal noise driving the particles. In our contribution we present an efficient method, which is applicable to linear generalized Langevin equations describing the BM of particles with any kind of memory and apply it to interpret the experiments where nondiffusive BM of particles was observed. It is shown that the applicability of the method is much broader, allowing, among all, to obtain efficient solutions of various problems of anomalous BM.
Modeling collective emotions: a stochastic approach based on Brownian agents
International Nuclear Information System (INIS)
We develop a agent-based framework to model the emergence of collective emotions, which is applied to online communities. Agents individual emotions are described by their valence and arousal. Using the concept of Brownian agents, these variables change according to a stochastic dynamics, which also considers the feedback from online communication. Agents generate emotional information, which is stored and distributed in a field modeling the online medium. This field affects the emotional states of agents in a non-linear manner. We derive conditions for the emergence of collective emotions, observable in a bimodal valence distribution. Dependent on a saturated or a super linear feedback between the information field and the agent's arousal, we further identify scenarios where collective emotions only appear once or in a repeated manner. The analytical results are illustrated by agent-based computer simulations. Our framework provides testable hypotheses about the emergence of collective emotions, which can be verified by data from online communities. (author)
Micro rectennas: Brownian ratchets for thermal-energy harvesting
Energy Technology Data Exchange (ETDEWEB)
Pan, Y.; Powell, C. V.; Balocco, C., E-mail: claudio.balocco@durham.ac.uk [School of Engineering and Computing Sciences, Durham University, Durham DH1 3LE (United Kingdom); Song, A. M. [School of Electrical and Electronic Engineering, University of Manchester, Manchester M13 9PL (United Kingdom)
2014-12-22
We experimentally demonstrated the operation of a rectenna for harvesting thermal (blackbody) radiation and converting it into dc electric power. The device integrates an ultrafast rectifier, the self-switching nanodiode, with a wideband log-periodic spiral microantenna. The radiation from the thermal source drives the rectenna out of thermal equilibrium, permitting the rectification of the excess thermal fluctuations from the antenna. The power conversion efficiency increases with the source temperatures up to 0.02% at 973 K. The low efficiency is attributed mainly to the impedance mismatch between antenna and rectifier, and partially to the large field of view of the antenna. Our device not only opens a potential solution for harvesting thermal energy but also provides a platform for experimenting with Brownian ratchets.
Temporal Correlations of the Running Maximum of a Brownian Trajectory
Bénichou, Olivier; Krapivsky, P. L.; Mejía-Monasterio, Carlos; Oshanin, Gleb
2016-08-01
We study the correlations between the maxima m and M of a Brownian motion (BM) on the time intervals [0 ,t1] and [0 ,t2], with t2>t1. We determine the exact forms of the distribution functions P (m ,M ) and P (G =M -m ), and calculate the moments E {(M-m ) k} and the cross-moments E {mlMk} with arbitrary integers l and k . We show that correlations between m and M decay as √{t1/t2 } when t2/t1→∞ , revealing strong memory effects in the statistics of the BM maxima. We also compute the Pearson correlation coefficient ρ (m ,M ) and the power spectrum of Mt, and we discuss a possibility of extracting the ensemble-averaged diffusion coefficient in single-trajectory experiments using a single realization of the maximum process.
Active Brownian motion of an asymmetric rigid particle
Mammadov, Gulmammad
2012-01-01
Individual movements of a rod-like self-propelled particle on a flat substrate are quantified. Biological systems that fit into this description may be the Gram-negative delta-proteobacterium Myxococcus xanthus, Gram-negative bacterium Escherichia coli, and Mitochondria. There are also non-living analogues such as vibrated polar granulates and self-driven anisotropic colloidal particles. For that we study the Brownian motion of an asymmetric rod-like rigid particle self-propelled at a fixed speed along its long axis in two dimensions. The motion of such a particle in a uniform external potential field is also considered. The theoretical model presented here is anticipated to better describe individual cell motion as well as intracellular transport in 2D than previous models.
Monitoring autocorrelated process: A geometric Brownian motion process approach
Li, Lee Siaw; Djauhari, Maman A.
2013-09-01
Autocorrelated process control is common in today's modern industrial process control practice. The current practice of autocorrelated process control is to eliminate the autocorrelation by using an appropriate model such as Box-Jenkins models or other models and then to conduct process control operation based on the residuals. In this paper we show that many time series are governed by a geometric Brownian motion (GBM) process. Therefore, in this case, by using the properties of a GBM process, we only need an appropriate transformation and model the transformed data to come up with the condition needs in traditional process control. An industrial example of cocoa powder production process in a Malaysian company will be presented and discussed to illustrate the advantages of the GBM approach.
Transient cluster formation in sheared non-Brownian suspensions.
Thøgersen, Kjetil; Dabrowski, Marcin; Malthe-Sørenssen, Anders
2016-02-01
We perform numerical simulations of non-Brownian suspensions in the laminar flow regime to study the scaling behavior of particle clusters and collisions under shear. As the particle fraction approaches the maximum packing fraction, large transient clusters appear in the system. We use methods from percolation theory to discuss the cluster size distribution. We also give a scaling relation for the percolation threshold as well as system size effects through time-dependent fluctuations of this threshold and relate them to system size. System size effects are important close to the maximum packing fraction due to the divergence of the cluster length scale. We then investigate the transient nature of the clusters through characterization of particle collisions and show that collision times exhibit scale-invariant properties. Finally, we show that particle collision times can be modeled as first-passage processes. PMID:26986381
Differential dynamic microscopy to characterize Brownian motion and bacteria motility
Germain, David; Leocmach, Mathieu; Gibaud, Thomas
2016-03-01
We have developed a lab module for undergraduate students, which involves the process of quantifying the dynamics of a suspension of microscopic particles using Differential Dynamic Microscopy (DDM). DDM is a relatively new technique that constitutes an alternative method to more classical techniques such as dynamic light scattering (DLS) or video particle tracking (VPT). The technique consists of imaging a particle dispersion with a standard light microscope and a camera and analyzing the images using a digital Fourier transform to obtain the intermediate scattering function, an autocorrelation function that characterizes the dynamics of the dispersion. We first illustrate DDM in the textbook case of colloids under Brownian motion, where we measure the diffusion coefficient. Then we show that DDM is a pertinent tool to characterize biological systems such as motile bacteria.
Jakubowski, Jacek
2011-01-01
The aim of this paper is to present the new results concerning some functionals of Brownian motion with drift and present their applications in financial mathematics. We find a probabilistic representation of the Laplace transform of special functional of geometric Brownian motion using the squared Bessel and radial Ornstein-Uhlenbeck processes. Knowing the transition density functions of the above we obtain computable formulas for certain expectations of the concerned functional. As an example we find the moments of processes representing an asset price in the lognormal volatility ans Stein models. We also present links among the geometric Brownian motion, the Markov processes studied by Matsumoto and Yor and the hyperbolic Bessel processes.
Maximum of a Fractional Brownian Motion: Analytic Results from Perturbation Theory.
Delorme, Mathieu; Wiese, Kay Jörg
2015-11-20
Fractional Brownian motion is a non-Markovian Gaussian process X_{t}, indexed by the Hurst exponent H. It generalizes standard Brownian motion (corresponding to H=1/2). We study the probability distribution of the maximum m of the process and the time t_{max} at which the maximum is reached. They are encoded in a path integral, which we evaluate perturbatively around a Brownian, setting H=1/2+ϵ. This allows us to derive analytic results beyond the scaling exponents. Extensive numerical simulations for different values of H test these analytical predictions and show excellent agreement, even for large ϵ. PMID:26636835
Oscillation of harmonic functions for subordinate Brownian motion and its applications
Kim, Panki; Lee, Yunju
2012-01-01
In this paper, we establish an oscillation estimate of nonnegative harmonic functions for a pure-jump subordinate Brownian motion. The infinitesimal generator of such subordinate Brownian motion is an integro-differential operator. As an application, we give a probabilistic proof of the following form of relative Fatou theorem for such subordinate Brownian motion X in bounded kappa-fat open set; if u is a positive harmonic function with respect to X in a bounded kappa-fat open set D and h is ...
Moussavi-Baygi, R; Mofrad, M R K
2016-01-01
Conformational behavior of intrinsically disordered proteins, such as Phe-Gly repeat domains, alters drastically when they are confined in, and tethered to, nan channels. This has challenged our understanding of how they serve to selectively facilitate translocation of nuclear transport receptor (NTR)-bearing macromolecules. Heterogeneous FG-repeats, tethered to the NPC interior, nonuniformly fill the channel in a diameter-dependent manner and adopt a rapid Brownian motion, thereby forming a porous and highly dynamic polymeric meshwork that percolates in radial and axial directions and features two distinguishable zones: a dense hydrophobic rod-like zone located in the center, and a peripheral low-density shell-like zone. The FG-meshwork is locally disrupted upon interacting with NTR-bearing macromolecules, but immediately reconstructs itself between 0.44 μs and 7.0 μs, depending on cargo size and shape. This confers a perpetually-sealed state to the NPC, and is solely due to rapid Brownian motion of FG-repeats, not FG-repeat hydrophobic bonds. Elongated-shaped macromolecules, both in the presence and absence of NTRs, penetrate more readily into the FG-meshwork compared to their globular counterparts of identical volume and surface chemistry, highlighting the importance of the shape effects in nucleocytoplasmic transport. These results can help our understanding of geometrical effects in, and the design of, intelligent and responsive biopolymer-based materials in nanofiltration and artificial nanopores. PMID:27470900
Moussavi-Baygi, R.; Mofrad, M. R. K.
2016-01-01
Conformational behavior of intrinsically disordered proteins, such as Phe-Gly repeat domains, alters drastically when they are confined in, and tethered to, nan channels. This has challenged our understanding of how they serve to selectively facilitate translocation of nuclear transport receptor (NTR)-bearing macromolecules. Heterogeneous FG-repeats, tethered to the NPC interior, nonuniformly fill the channel in a diameter-dependent manner and adopt a rapid Brownian motion, thereby forming a porous and highly dynamic polymeric meshwork that percolates in radial and axial directions and features two distinguishable zones: a dense hydrophobic rod-like zone located in the center, and a peripheral low-density shell-like zone. The FG-meshwork is locally disrupted upon interacting with NTR-bearing macromolecules, but immediately reconstructs itself between 0.44 μs and 7.0 μs, depending on cargo size and shape. This confers a perpetually-sealed state to the NPC, and is solely due to rapid Brownian motion of FG-repeats, not FG-repeat hydrophobic bonds. Elongated-shaped macromolecules, both in the presence and absence of NTRs, penetrate more readily into the FG-meshwork compared to their globular counterparts of identical volume and surface chemistry, highlighting the importance of the shape effects in nucleocytoplasmic transport. These results can help our understanding of geometrical effects in, and the design of, intelligent and responsive biopolymer-based materials in nanofiltration and artificial nanopores. PMID:27470900
Khan, Siddique J.
We carry out Brownian Dynamics Simulations to study the self-assembly of ligated gold nanoparticles for various ligand chain lengths. First, we develop a phenomenological model for an effective nanoparticle-nanoparticle pair potential by treating the ligands as flexible polymer chains. Besides van der Waals interactions, we incorporate both the free energy of mixing and elastic contributions from compression of the ligands in our effective pair potentials. The separation of the nanoparticles at the potential minimum compares well with experimental results of gold nanoparticle superlattice constants for various ligand lengths. Next, we use the calculated pair potentials as input to Brownian dynamics simulations for studying the formation of nanoparticle assembly in three dimensions. For dodecanethiol ligated nanoparticles in toluene, our model gives a relatively shallower well depth and the clusters formed after a temperature quench are compact in morphology. Simulation results for the kinetics of cluster growth in this case are compared with phase separations in binary mixtures. For decanethiol ligated nanoparticles, the model well depth is found to be deeper, and simulations show hybrid, fractal-like morphology for the clusters. Cluster morphology in this case shows a compact structure at short length scales and a fractal structure at large length scales. Growth kinetics for this deeper potential depth is compared with the diffusion-limited cluster-cluster aggregation (DLCA) model. We also did simulation studies of nanoparticle supercluster (NPSC) nucleation from a temperature quenched system. Induction periods are observed with times that yield a reasonable supercluster interfacial tension via classical nucleation theory (CNT). However, only the largest pre-nucleating clusters are dense and the cluster size can occasionally range greater than the critical size in the pre-nucleation regime until a cluster with low enough energy occurs, then nucleation ensues. Late
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
James, Peter; Ito, Kate; Banay, Rachel F; Buonocore, Jonathan J; Wood, Benjamin; Arcaya, Mariana C
2014-01-01
Decreasing traffic speeds increases the amount of time drivers have to react to road hazards, potentially averting collisions, and makes crashes that do happen less severe. Boston's regional planning agency, the Metropolitan Area Planning Council (MAPC), in partnership with the Massachusetts Department of Public Health (MDPH), conducted a Health Impact Assessment (HIA) that examined the potential health impacts of a proposed bill in the state legislature to lower the default speed limits on local roads from 30 miles per hour (mph) to 25 mph. The aim was to reduce vehicle speeds on local roads to a limit that is safer for pedestrians, cyclists, and children. The passage of this proposed legislation could have had far-reaching and potentially important public health impacts. Lower default speed limits may prevent around 18 fatalities and 1200 serious injuries to motorists, cyclists and pedestrians each year, as well as promote active transportation by making local roads feel more hospitable to cyclists and pedestrians. While a lower speed limit would increase congestion and slightly worsen air quality, the benefits outweigh the costs from both a health and economic perspective and would save the state approximately $62 million annually from prevented fatalities and injuries. PMID:25279544
International Nuclear Information System (INIS)
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
Chavanis, Pierre-Henri; Sire, Clément
2006-06-01
We derive the virial theorem appropriate to the generalized Smoluchowski-Poisson (GSP) system describing self-gravitating Brownian particles in an overdamped limit. We extend previous works by considering the case of an unbounded domain and an arbitrary equation of state. We use the virial theorem to study the diffusion (evaporation) of an isothermal Brownian gas above the critical temperature Tc in dimension d = 2 and show how the effective diffusion coefficient and the Einstein relation are modified by self-gravity. We also study the collapse at T = Tc and show that the central density increases logarithmically with time instead of exponentially in a bounded domain. Finally, for d > 2, we show that the evaporation of the system is essentially a pure diffusion slightly slowed down by self-gravity. We also study the linear dynamical stability of stationary solutions of the GSP system representing isolated clusters of particles and investigate the influence of the equation of state and of the dimension of space on the dynamical stability of the system. PMID:16906910
Noguera, Pedro
2002-01-01
Drawing on research in Oakland, California over a twenty-year period, Noguera considers how poverty and racial isolation have contributed to the problems confronted by schools in that district and other inner-city communities around the state. He illuminates the factors that hinder the development of social capital in low-income communities, and, in doing so, demonstrates why local control does not make it easier for school systems to address the academic needs of poor students. The wide vari...
Domie, Shapiro Philip
2013-01-01
It is believed that the consumers’ behaviour from a particular country regarding to goods and services produced in that country is considered as a key determinant of the economic growth and development of a nation. Due to an increased in imported goods and sudden high competitive consumer markets in Ghana, consumers have been exposed to foreign alternatives for domestic made products and foreign products. However, many of the local industry are working hard to survive in today’s turbulent Gha...
Phartiyal, P.; Field, P.; Kansal, T.
2014-12-01
Scientific information on, and regulatory oversight of, the U.S. oil and gas extraction have been outpaced by the scale and extent of development, particularly in states like Pennsylvania. Through recent convenings and focus groups with local officials from municipalities and counties facing such development, we asked how scientific information can be gathered and communicated to help policymakers make decisions on whether to proceed with development and, if so, what regulatory and non-regulatory approaches to consider to manage the risks from such activity. We found that the highly technical nature of unconventional oil and gas development can make conveying information difficult and public conversations harder. And, although there is scientific agreement on areas of greater risk, such as air, water, and socioeconomics effects, communities vary widely in their perceptions and concerns about these. Local leaders expressed concerns about the availability and accessibility of information: much of it is scattered, sourced from a variety of sources and viewpoints, and is viewed with confusion, skepticism, or disbelief among various stakeholders. In order to generate independent and trusted information, baseline testing, monitoring and enforcement, and data sharing are needed - but the specifics of who would do the studies, who would fund them, and how much data one would need before decisions can be made remain largely unclear. One reason for this uncertainty is the patchwork and contested nature of regulation between local, state, tribal, and federal authorities. Another is the fragmented operations disbursed across the landscape, numerous kinds and scales of operators, and the host of actors involved in land access, well development, production, and piping, lead to disjointed sources of studies, data, and communication. Another reason is that the impacts of oil and gas development activities are nested and complex, each affecting the other at varied levels, local to
Wu, Panyu
2011-01-01
The classical law of the iterated logarithm (LIL for short)as fundamental limit theorems in probability theory play an important role in the development of probability theory and its applications. Strassen (1964) extended LIL to large classes of functional random variables, it is well known as the invariance principle for LIL which provide an extremely powerful tool in probability and statistical inference. But recently many phenomena show that the linearity of probability is a limit for applications, for example in finance, statistics. As while a nonlinear expectation--- G-expectation has attracted extensive attentions of mathematicians and economists, more and more people began to study the nature of the G-expectation space. A natural question is: Can the classical invariance principle for LIL be generalized under G-expectation space? This paper gives a positive answer. We present the invariance principle of G-Brownian motion for the law of the iterated logarithm under G-expectation.
Feller Processes: The Next Generation in Modeling. Brownian Motion, L\\'evy Processes and Beyond
Böttcher, Björn
2010-01-01
We present a simple construction method for Feller processes and a framework for the generation of sample paths of Feller processes. The construction is based on state space dependent mixing of L\\'evy processes. Brownian Motion is one of the most frequently used continuous time Markov processes in applications. In recent years also L\\'evy processes, of which Brownian Motion is a special case, have become increasingly popular. L\\'evy processes are spatially homogeneous, but empirical data ofte...
The probability of an encounter of two Brownian particles before escape
holcman, D
2009-01-01
We study the probability of two Brownian particles to meet before one of them exits a finite interval. We obtain an explicit expression for the probability as a function of the initial distance of the two particles using the Weierstrass elliptic function. We also find the law of the meeting location. Brownian simulations show the accuracy of our analysis. Finally, we discuss some applications to the probability that a double strand DNA break repairs in confined environments.
100 years of Einstein's theory of Brownian motion: from pollen grains to protein trains
Chowdhury, Debashish
2005-01-01
Experimental verification of the theoretical predictions made by Albert Einstein in his paper, published in 1905, on the molecular mechanisms of Brownian motion established the existence of atoms. In the last 100 years discoveries of many facets of the ubiquitous Brownian motion has revolutionized our fundamental understanding of the role of {\\it thermal fluctuations} in the exotic structures and complex dynamics exhibited by soft matter like, for example, colloids, gels, etc. The domain of B...
An exact solution to Brownian dynamics of a reversible bimolecular reaction in one dimension
Smith, Stephen; Grima, Ramon
2016-01-01
Brownian dynamics is a popular fine-grained method for simulating systems of interacting particles, such as chemical reactions. Though the method is simple to simulate, it is generally assumed that the dynamics is impossible to solve exactly and analytically, aside from some trivial systems. We here give the first exact analytical solution to a non-trivial Brownian dynamics system: the reaction $A+B\\xrightleftharpoons[]{}C$ in equilibrium in one-dimensional periodic space. The solution is a f...
Recurrence and transience for normally reflected Brownian motion in warped product manifolds
de Lima, Levi Lopes
2016-01-01
We establish an integral test describing the exact cut-off between recurrence and transience for normally reflected Brownian motion in certain unbounded domains in a class of warped product manifolds. Besides extending a previous result by Pinsky \\cite{P1}, who treated the case in which the ambient space is flat, our result recovers the classical test for the standard Brownian motion in model spaces. Moreover, it allows us to discuss the recurrence/transience dichotomy for certain generalized...
On exponential stability for stochastic differential equations disturbed by G-Brownian motion
Fei, Weiyin; Fei, Chen
2013-01-01
We first introduce the calculus of Peng's G-Brownian motion on a sublinear expectation space $(\\Omega, {\\cal H}, \\hat{\\mathbb{E}})$. Then we investigate the exponential stability of paths for a class of stochastic differential equations disturbed by a G-Brownian motion in the sense of quasi surely (q.s.). The analyses consist in G-Lyapunov function and some special inequalities. Various sufficient conditions are obtained to ensure the stability of strong solutions. In particular, by means of ...
Weak solutions to stochastic differential equations driven by fractional Brownian motion
Czech Academy of Sciences Publication Activity Database
Šnupárková, Jana
2009-01-01
Roč. 59, č. 4 (2009), s. 879-907. ISSN 0011-4642 R&D Projects: GA ČR GA201/07/0237 Institutional research plan: CEZ:AV0Z10750506 Keywords : fractional Brownian motion * weak solutions Subject RIV: BA - General Mathematics Impact factor: 0.306, year: 2009 http://library.utia.cas.cz/separaty/2009/SI/snuparkova-weak solutions to stochastic differential equations driven by fractional brownian motion. pdf
On Brownian motion of asymmetric particles - An application as molecular motor
Reichelsdorfer, Martin
2010-01-01
Asymmetric Brownian particles are able to conduct directed average motion under non-equilibrium conditions. This can be used for the construction of molecular motors. The present paper is concerned with the extension and analysis of a biologically inspired model. Due to the often quite abstract formulation, the considerations are also relevant in the broader context of general Brownian motion of asymmetric objects. The model consists of an asymmetric two-dimensional body, which moves along a ...
Volpe, Giorgio; Volpe, Giovanni; Gigan, Sylvain
2014-01-01
The motion of particles in random potentials occurs in several natural phenomena ranging from the mobility of organelles within a biological cell to the diffusion of stars within a galaxy. A Brownian particle moving in the random optical potential associated to a speckle, i.e., a complex interference pattern generated by the scattering of coherent light by a random medium, provides an ideal mesoscopic model system to study such phenomena. Here, we derive a theory for the motion of a Brownian ...
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.
Estratégias colectivas de governação local no campo social: alcances e limites
Gonçalves, Hermínia Fernandes
2011-01-01
[ES]Esta investigación doctoral se organizó como un estudio comparativo entre España y Portugal. El método comparativo, mientras sea un instrumento fundamental a la explicación sociológica, sobre las estrategias legales de la gobernación local en el ámbito social, permitiría, en el sentido weberiano, comprender el conjunto de las posibles causas, los patrones fijos y las trayectorias específicas entre los casos observados. Por lo tanto, el razonamiento comparativo se apoyó en una estrategi...
Czech Academy of Sciences Publication Activity Database
Feireisl, Eduard
2011-01-01
Roč. 36, č. 10 (2011), s. 1778-1796. ISSN 0360-5302 R&D Projects: GA ČR GA201/09/0917 Institutional research plan: CEZ:AV0Z10190503 Keywords : compressible Navier-Stokes equations * low Mach number limit * RAGE theorem Subject RIV: BA - General Mathematics Impact factor: 0.894, year: 2011 http://www.tandfonline.com/doi/abs/10.1080/03605302.2011.602168
Self-organized chiral colloidal crystals of Brownian square crosses
International Nuclear Information System (INIS)
We study aqueous Brownian dispersions of microscale, hard, monodisperse platelets, shaped as achiral square crosses, in two dimensions (2D). When slowly concentrated while experiencing thermal excitations, the crosses self-organize into fluctuating 2D colloidal crystals. As the particle area fraction φA is raised, an achiral rhombic crystal phase forms at φA ≈ 0.52. Above φA ≈ 0.56, the rhombic crystal gives way to a square crystal phase that exhibits long-range chiral symmetry breaking (CSB) via a crystal–crystal phase transition; the observed chirality in a particular square crystallite has either a positive or a negative enantiomeric sense. By contrast to triangles and rhombs, which exhibit weak CSB as a result of total entropy maximization, square crosses display robust long-range CSB that is primarily dictated by how they tile space at high densities. We measure the thermal distribution of orientation angles γ of the crosses’ arms relative to the diagonal bisector of the local square crystal lattice as a function of φA, and the average measured γ (φA) agrees with a re-scaled model involving efficient packing of rotated cross shapes. Our findings imply that a variety of hard achiral shapes can be designed to form equilibrium chiral phases by considering their tiling at high densities. (fast track communciation)
Phase synchronization for two Brownian motors with bistable coupling on a ratchet
International Nuclear Information System (INIS)
Graphical abstract: We study phase synchronization for a walker with two Brownian motors with bistable coupling on a ratchet and show a connection between synchronization and optimal transport. - Abstract: We study phase synchronization for a walker on a ratchet potential. The walker consist of two particles coupled by a bistable potential that allow the interchange of the order of the particles while moving through a one-dimensional asymmetric periodic ratchet potential. We consider the deterministic and the stochastic dynamics of the center of mass of the walker in a tilted ratchet potential with an external periodic forcing, in the overdamped case. The ratchet potential has to be tilted in order to obtain a rotator or self-sustained nonlinear oscillator in the absence of external periodic forcing. This oscillator has an intrinsic frequency that can be entrained with the frequency of the external driving. We introduced a linear phase through a set of discrete time events and the associated average frequency, and show that this frequency can be synchronized with the frequency of the external driving. In this way, we can properly characterize the phenomenon of synchronization through Arnold tongues and show that the local maxima in the average velocity of the center of mass of the walker, both in the deterministic case and in the presence of noise, correspond to the borders of these Arnold tongues. In this way, we established a connection between optimal transport in ratchets and the phenomenon of phase synchronization.
Directory of Open Access Journals (Sweden)
Aida Maria Lovison
2015-01-01
Full Text Available To overcome the impasse that Brazilian society is facing requires that development policy will lead to an increasing homogenization of our society and create space to realizing the potential of our culture. The local endogenous development proposition emerges as an alternative to the current imperatives of globalization. The objective here is not to discuss the array of modern economic theories that support this proposal, but to discuss about the obstacles to building inclusive and compassionate alternatives as opposed to individualistic market logic and instrumental rationality. How to think of local endogenous development devoid of an ethical conception or a proposed update of emancipation where this process is actually experienced as a pedagogical process? How to establish the logic of solidarity in the dialogical subject, being-for-itself, and citizen action and collective? The simple inversion between the oppressed and oppressor does not serve the common good. The pedagogy of Paulo Freire, in all its texture, highlights this fundamental ontological condition that revives the hope into our critique: a response to the challenges of reality is problematic since the action of dialogical subject on it and to transform it.
Delayed plastic relaxation limit in SiGe islands grown by Ge diffusion from a local source
Energy Technology Data Exchange (ETDEWEB)
Vanacore, G. M.; Zani, M.; Tagliaferri, A., E-mail: alberto.tagliaferri@polimi.it [CNISM-Dipartimento di Fisica, Politecnico di Milano, Piazza Leonardo da Vinci 32, I-20133 Milano (Italy); Nicotra, G. [IMM-CNR, Stradale Primosole 50, I-95121 Catania (Italy); Bollani, M. [CNR-IFN, LNESS, Via Anzani 42, I-22100 Como (Italy); Bonera, E.; Montalenti, F.; Picco, A.; Boioli, F. [Dipartimento di Scienza dei Materiali and L-NESS, Università Milano-Bicocca, via Cozzi 53, I-20125 Milano (Italy); Capellini, G. [Department of Sciences at the Università Roma Tre, Via Vasca Navale 79, 00146 Roma (Italy); Isella, G. [CNISM, LNESS, Dipartimento di Fisica, Politecnico di Milano (Polo di Como), Via Anzani 42, I-22100 Como (Italy); Osmond, J. [ICFO–The Institute of Photonic Sciences, Av. Carl Friedrich Gauss, 3, E-08860 Castelldefels (Barcelona) (Spain)
2015-03-14
The hetero-epitaxial strain relaxation in nano-scale systems plays a fundamental role in shaping their properties. Here, the elastic and plastic relaxation of self-assembled SiGe islands grown by surface-thermal-diffusion from a local Ge solid source on Si(100) are studied by atomic force and transmission electron microscopies, enabling the simultaneous investigation of the strain relaxation in different dynamical regimes. Islands grown by this technique remain dislocation-free and preserve a structural coherence with the substrate for a base width as large as 350 nm. The results indicate that a delay of the plastic relaxation is promoted by an enhanced Si-Ge intermixing, induced by the surface-thermal-diffusion, which takes place already in the SiGe overlayer before the formation of a critical nucleus. The local entropy of mixing dominates, leading the system toward a thermodynamic equilibrium, where non-dislocated, shallow islands with a low residual stress are energetically stable. These findings elucidate the role of the interface dynamics in modulating the lattice distortion at the nano-scale, and highlight the potential use of our growth strategy to create composition and strain-controlled nano-structures for new-generation devices.
Delayed plastic relaxation limit in SiGe islands grown by Ge diffusion from a local source
International Nuclear Information System (INIS)
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
Energy Technology Data Exchange (ETDEWEB)
Kelly, V.A.; Beach, J.A.; Statham, W.H.; Pickens, J.F. [INTERA, Inc., Austin, TX (United States)
1993-02-19
The Savannah River Site (SRS) is a Department of Energy (DOE) facility located near Aiken, South Carolina which is currently operated and managed by Westinghouse Savannah River Company (WSRC). The Sanitary Landfill (Sanitary Landfill) at the SRS is located approximately 2,000 feet Northwest of Upper Three Runs Creek (UTRC) on an approximately 70 acre site located south of Road C between the SRS B-Area and UTRC. The Sanitary Landfill has been receiving wastes since 1974 and operates as an unlined trench and fill operation. The original landfill site was 32 acres. This area reached its capacity around 1987 and a Northern Expansion of 16 acres and a Southern Expansion of 22 acres were added in 1987. The Northern Expansion has not been used for waste disposal to date and the Southern Expansion is expected to reach capacity in 1992 or 1993. The waste received at the Sanitary Landfill is predominantly paper, plastics, rubber, wood, metal, cardboard, rags saturated with degreasing solvents, pesticide bags, empty cans, and asbestos in bags. The landfill is not supposed to receive any radioactive wastes. However, tritium has been detected in the groundwater at the site. Gross alpha and gross beta are also evaluated at the landfill. The objectives of this modeling study are twofold: (1) to create a local scale Sanitary Landfill flow model to study hydraulic effects resulting from capping the Sanitary Landfill; and (2) to create a Sanitary Landfill local scale transport model to support ACL Demonstrations for a RCRA Part B Permit Renewal.
International Nuclear Information System (INIS)
The Savannah River Site (SRS) is a Department of Energy (DOE) facility located near Aiken, South Carolina which is currently operated and managed by Westinghouse Savannah River Company (WSRC). The Sanitary Landfill (Sanitary Landfill) at the SRS is located approximately 2,000 feet Northwest of Upper Three Runs Creek (UTRC) on an approximately 70 acre site located south of Road C between the SRS B-Area and UTRC. The Sanitary Landfill has been receiving wastes since 1974 and operates as an unlined trench and fill operation. The original landfill site was 32 acres. This area reached its capacity around 1987 and a Northern Expansion of 16 acres and a Southern Expansion of 22 acres were added in 1987. The Northern Expansion has not been used for waste disposal to date and the Southern Expansion is expected to reach capacity in 1992 or 1993. The waste received at the Sanitary Landfill is predominantly paper, plastics, rubber, wood, metal, cardboard, rags saturated with degreasing solvents, pesticide bags, empty cans, and asbestos in bags. The landfill is not supposed to receive any radioactive wastes. However, tritium has been detected in the groundwater at the site. Gross alpha and gross beta are also evaluated at the landfill. The objectives of this modeling study are twofold: (1) to create a local scale Sanitary Landfill flow model to study hydraulic effects resulting from capping the Sanitary Landfill; and (2) to create a Sanitary Landfill local scale transport model to support ACL Demonstrations for a RCRA Part B Permit Renewal
Intrinsic irreversibility limits the efficiency of multidimensional molecular motors
Jack, M. W.; Tumlin, C.
2016-05-01
We consider the efficiency limits of Brownian motors able to extract work from the temperature difference between reservoirs or from external thermodynamic forces. These systems can operate in a variety of modes, including as isothermal engines, heat engines, refrigerators, and heat pumps. We derive analytical results showing that certain classes of multidimensional Brownian motor, including the Smoluchowski-Feynman ratchet, are unable to attain perfect efficiency (Carnot efficiency for heat engines). This demonstrates the presence of intrinsic irreversibilities in their operating mechanism. We present numerical simulations showing that in some cases the loss process that limits efficiency is associated with vortices in the probability current.
From mechanical motion to Brownian motion, thermodynamics and particle transport theory
International Nuclear Information System (INIS)
The motion of a particle in a medium is dealt with either as a problem of mechanics or as a transport process in non-equilibrium statistical physics. The two kinds of approach are often unrelated as they are taught in different textbooks. The aim of this paper is to highlight the link between the mechanical and statistical treatments of particle motion in a medium, starting from the well-studied case of Brownian motion. First, deterministic dynamics is supplemented with stochastic elements accounting for the thermal agitation of the host medium: it is the approach of Langevin, which has been rephrased and extended by Kramers. It handles time-independent and time-dependent stochastic motions as well. In that approach, the host medium is not affected by the guest particles and the latter do not interact with each other. Both limitations are shown to be overcome in thermodynamics, which however is restricted to equilibrium situations, i.e. stochastic motions with no net current. When equilibrium is slightly perturbed, we show how thermodynamic and kinetic concepts supersede mechanical concepts to describe particle transport. The description includes multicomponent transport. The discussions of stochastic dynamics and of thermodynamics are led at the undergraduate level; the treatment of multicomponent transport introduces graduate-level concepts
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.
From Brownian Dynamics to Markov Chain: An Ion Channel Example
Chen, Wan
2014-02-27
A discrete rate theory for multi-ion channels is presented, in which the continuous dynamics of ion diffusion is reduced to transitions between Markovian discrete states. In an open channel, the ion permeation process involves three types of events: an ion entering the channel, an ion escaping from the channel, or an ion hopping between different energy minima in the channel. The continuous dynamics leads to a hierarchy of Fokker-Planck equations, indexed by channel occupancy. From these the mean escape times and splitting probabilities (denoting from which side an ion has escaped) can be calculated. By equating these with the corresponding expressions from the Markov model, one can determine the Markovian transition rates. The theory is illustrated with a two-ion one-well channel. The stationary probability of states is compared with that from both Brownian dynamics simulation and the hierarchical Fokker-Planck equations. The conductivity of the channel is also studied, and the optimal geometry maximizing ion flux is computed. © 2014 Society for Industrial and Applied Mathematics.
Magnetoviscosity in dilute ferrofluids from rotational brownian dynamics simulations.
Soto-Aquino, D; Rinaldi, C
2010-10-01
Ferrofluids are suspensions of magnetic nanoparticles which respond to imposed magnetic fields by changing their viscosity without losing their fluidity. Prior work on modeling the behavior of ferrofluids has focused on using phenomenological suspension-scale continuum equations. A disadvantage of this approach is the controversy surrounding the equation describing the rate of change of the ferrofluid magnetization, the so-called magnetization relaxation equation. In this contribution the viscosity of dilute suspensions of spherical magnetic nanoparticles suspended in a Newtonian fluid and under applied shear and constant magnetic fields is studied through rotational brownian dynamics simulations. Simulation results are compared with the predictions of suspension-scale models based on three magnetization relaxation equations. Excellent agreement is observed between simulation results and the predictions of an equation due to Martsenyuk, Raikher, and Shliomis. Good qualitative agreement is observed with predictions of other equations, although these models fail to accurately predict the magnitude and shear rate dependence of the magnetic-field-dependent effective viscosity. Finally, simulation results over a wide range of conditions are collapsed into master curves using a Mason number defined based on the balance of hydrodynamic and magnetic torques. PMID:21230393
Studying protein assembly with reversible Brownian dynamics of patchy particles
International Nuclear Information System (INIS)
Assembly of protein complexes like virus shells, the centriole, the nuclear pore complex, or the actin cytoskeleton is strongly determined by their spatial structure. Moreover, it is becoming increasingly clear that the reversible nature of protein assembly is also an essential element for their biological function. Here we introduce a computational approach for the Brownian dynamics of patchy particles with anisotropic assemblies and fully reversible reactions. Different particles stochastically associate and dissociate with microscopic reaction rates depending on their relative spatial positions. The translational and rotational diffusive properties of all protein complexes are evaluated on-the-fly. Because we focus on reversible assembly, we introduce a scheme which ensures detailed balance for patchy particles. We then show how the macroscopic rates follow from the microscopic ones. As an instructive example, we study the assembly of a pentameric ring structure, for which we find excellent agreement between simulation results and a macroscopic kinetic description without any adjustable parameters. This demonstrates that our approach correctly accounts for both the diffusive and reactive processes involved in protein assembly
Brownian aggregation rate of colloid particles with several active sites
International Nuclear Information System (INIS)
We theoretically analyze the aggregation kinetics of colloid particles with several active sites. Such particles (so-called “patchy particles”) are well known as chemically anisotropic reactants, but the corresponding rate constant of their aggregation has not yet been established in a convenient analytical form. Using kinematic approximation for the diffusion problem, we derived an analytical formula for the diffusion-controlled reaction rate constant between two colloid particles (or clusters) with several small active sites under the following assumptions: the relative translational motion is Brownian diffusion, and the isotropic stochastic reorientation of each particle is Markovian and arbitrarily correlated. This formula was shown to produce accurate results in comparison with more sophisticated approaches. Also, to account for the case of a low number of active sites per particle we used Monte Carlo stochastic algorithm based on Gillespie method. Simulations showed that such discrete model is required when this number is less than 10. Finally, we applied the developed approach to the simulation of immunoagglutination, assuming that the formed clusters have fractal structure
Nanofluidic Brownian Ratchet via atomically-stepped surfaces
Rahmani, Amir; Colosqui, Carlos
2015-11-01
Theoretical analysis and fully atomistic molecular dynamics simulations reveal a Brownian ratchet mechanism by which thermal motion can drive the directional displacement of liquids confined in micro- or nanoscale channels and pores. The particular systems discussed in this talk consist of two immiscible liquids confined in a slit-like nanochannel with atomically-stepped surfaces. Mean displacement rates reported in molecular dynamics simulations are in close agreement with theoretical predictions via analytical solution of a Smoluchowski equation for the probability density of the position of the liquid-liquid interface. The direction of the thermally-driven displacement of liquid is determined by the nanostructure surface geometry and thus imbibition or drainage can occur against the direction of action of capillary forces. The studied surface nanostructure with directional asymmetry can control the dynamics of wetting processes such as capillary filling, wicking, and imbibition in porous materials. The proposed physical mechanisms and derived analytical expressions can be applied to design nanofluidic and microfluidic devices for passive handling and separation.
Persistence of fractional Brownian motion with moving boundaries and applications
International Nuclear Information System (INIS)
We consider various problems related to the persistence probability of fractional Brownian motion (FBM), which is the probability that the FBM X stays below a certain level until time T. Recently, Oshanin et al (2012, arXiv:1209.3313v2) have studied a physical model, where persistence properties of FBM are shown to be related to scaling properties of a quantity JN, called the steady-state current. It turns out that for this analysis, it is important to determine persistence probabilities of FBM with a moving boundary. We show that one can add a boundary of logarithmic order to an FBM without changing the polynomial rate of decay of the corresponding persistence probability, which proves a result needed in Oshanin et al (2013 Phys. Rev. Lett. at press (arXiv:1209.3313v2)). Moreover, we complement their findings by considering the continuous-time version of JT. Finally, we use the results for moving boundaries in order to improve estimates by Molchan (1999 Commun. Math. Phys. 205 97–111) concerning the persistence properties of other quantities of interest, such as the time when an FBM reaches its maximum on the time interval (0, 1) or the last zero in the interval (0, 1). (paper)
Virial pressure in systems of spherical active Brownian particles.
Winkler, Roland G; Wysocki, Adam; Gompper, Gerhard
2015-09-01
The pressure of suspensions of self-propelled objects is studied theoretically and by simulation of spherical active Brownian particles (ABPs). We show that for certain geometries, the mechanical pressure as force/area of confined systems can be equally expressed by bulk properties, which implies the existence of a nonequilibrium equation of state. Exploiting the virial theorem, we derive expressions for the pressure of ABPs confined by solid walls or exposed to periodic boundary conditions. In both cases, the pressure comprises three contributions: the ideal-gas pressure due to white-noise random forces, an activity-induced pressure ("swim pressure"), which can be expressed in terms of a product of the bare and a mean effective particle velocity, and the contribution by interparticle forces. We find that the pressure of spherical ABPs in confined systems explicitly depends on the presence of the confining walls and the particle-wall interactions, which has no correspondence in systems with periodic boundary conditions. Our simulations of three-dimensional ABPs in systems with periodic boundary conditions reveal a pressure-concentration dependence that becomes increasingly nonmonotonic with increasing activity. Above a critical activity and ABP concentration, a phase transition occurs, which is reflected in a rapid and steep change of the pressure. We present and discuss the pressure for various activities and analyse the contributions of the individual pressure components. PMID:26221908
Maldonado-Camargo, L.; Torres-Díaz, I.; Chiu-Lam, A.; Hernández, M.; Rinaldi, C.
2016-08-01
We demonstrate how dynamic magnetic susceptibility measurements (DMS) can be used to estimate the relative contributions of Brownian and Néel relaxation to the dynamic magnetic response of a magnetic fluid, a suspension of magnetic nanoparticles. The method applies to suspensions with particles that respond through Brownian or Néel relaxation and for which the characteristic Brownian and Néel relaxation times are widely separated. First, we illustrate this using magnetic fluids consisting of mixtures of particles that relax solely by the Brownian or Néel mechanisms. Then, it is shown how the same approach can be applied to estimate the relative contributions of Brownian and Néel relaxation in a suspension consisting of particles obtained from a single synthesis and whose size distribution straddles the transition from Néel to Brownian relaxation.
On the limits of measuring the bulge and disk properties of local and high-redshift massive galaxies
Davari, Roozbeh; Peng, Chien Y
2016-01-01
A considerable fraction of the massive quiescent galaxies at \\emph{z} $\\approx$ 2, which are known to be much more compact than galaxies of comparable mass today, appear to have a disk. How well can we measure the bulge and disk properties of these systems? We simulate two-component model galaxies in order to systematically quantify the effects of non-homology in structures and the methods employed. We employ empirical scaling relations to produce realistic-looking local galaxies with a uniform and wide range of bulge-to-total ratios ($B/T$), and then rescale them to mimic the signal-to-noise ratios and sizes of observed galaxies at \\emph{z} $\\approx$ 2. This provides the most complete set of simulations to date for which we can examine the robustness of two-component decomposition of compact disk galaxies at different $B/T$. We confirm that the size of these massive, compact galaxies can be measured robustly using a single S\\'{e}rsic fit. We can measure $B/T$ accurately without imposing any constraints on th...
Markey, Kathryn L.; Abdo, Dave A.; Evans, Scott N.; Bosserelle, Cyprien
2016-01-01
In 2011 the first recorded bleaching event for the high latitude Houtman Abrolhos Islands (HAI) coral communities was documented. This bleaching event highlighted the question of whether a supply of ‘heat tolerant’ coral recruits from the tropical north would be sufficient to provide a level of resistance for these reefs to future warming events. Using Lagrangian modelling we showed that due to its regional isolation, large-scale larval input from potential tropical northern source populations to the HAI is unlikely, despite the southward flowing Leeuwin current. Successful recruitment to artificial substrates was recorded following the bleaching event. However, this was negligible (0.4 ± 0.1 recruits per tile) compared to 2013 post impact recruitment (128.8 ± 15.8 recruits per tile). Our data therefore provides preliminary evidence suggesting that the connectivity of the HAI with coral communities in the north is limited, and population maintenance and recovery is likely driven primarily by self-recruitment. Given the low thermal tolerance of the HAI coral communities, the dominance of Acropora, and the apparent reliance on self-recruitment, an increased frequency of thermally anomalous conditions at the HAI (such as experienced in 2011) has the potential to reduce the long-term stability of the HAI coral populations and species that depend upon them. PMID:26812259
Markey, Kathryn L; Abdo, Dave A; Evans, Scott N; Bosserelle, Cyprien
2016-01-01
In 2011 the first recorded bleaching event for the high latitude Houtman Abrolhos Islands (HAI) coral communities was documented. This bleaching event highlighted the question of whether a supply of 'heat tolerant' coral recruits from the tropical north would be sufficient to provide a level of resistance for these reefs to future warming events. Using Lagrangian modelling we showed that due to its regional isolation, large-scale larval input from potential tropical northern source populations to the HAI is unlikely, despite the southward flowing Leeuwin current. Successful recruitment to artificial substrates was recorded following the bleaching event. However, this was negligible (0.4 ± 0.1 recruits per tile) compared to 2013 post impact recruitment (128.8 ± 15.8 recruits per tile). Our data therefore provides preliminary evidence suggesting that the connectivity of the HAI with coral communities in the north is limited, and population maintenance and recovery is likely driven primarily by self-recruitment. Given the low thermal tolerance of the HAI coral communities, the dominance of Acropora, and the apparent reliance on self-recruitment, an increased frequency of thermally anomalous conditions at the HAI (such as experienced in 2011) has the potential to reduce the long-term stability of the HAI coral populations and species that depend upon them. PMID:26812259
Directory of Open Access Journals (Sweden)
Kathryn L Markey
Full Text Available In 2011 the first recorded bleaching event for the high latitude Houtman Abrolhos Islands (HAI coral communities was documented. This bleaching event highlighted the question of whether a supply of 'heat tolerant' coral recruits from the tropical north would be sufficient to provide a level of resistance for these reefs to future warming events. Using Lagrangian modelling we showed that due to its regional isolation, large-scale larval input from potential tropical northern source populations to the HAI is unlikely, despite the southward flowing Leeuwin current. Successful recruitment to artificial substrates was recorded following the bleaching event. However, this was negligible (0.4 ± 0.1 recruits per tile compared to 2013 post impact recruitment (128.8 ± 15.8 recruits per tile. Our data therefore provides preliminary evidence suggesting that the connectivity of the HAI with coral communities in the north is limited, and population maintenance and recovery is likely driven primarily by self-recruitment. Given the low thermal tolerance of the HAI coral communities, the dominance of Acropora, and the apparent reliance on self-recruitment, an increased frequency of thermally anomalous conditions at the HAI (such as experienced in 2011 has the potential to reduce the long-term stability of the HAI coral populations and species that depend upon them.
International Nuclear Information System (INIS)
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
Risbud, Sumedh R
2014-01-01
We investigate the motion of a suspended non-Brownian sphere past a fixed cylindrical or spherical obstacle in the limit of zero Reynolds number for arbitrary particle-obstacle aspect ratios. We consider both a suspended sphere moving in a quiescent fluid under the action of a uniform force as well as a uniform ambient velocity field driving a freely suspended particle. We determine the distribution of particles around a single obstacle and solve for the individual particle trajectories to comment on the transport of dilute suspensions past an array of fixed obstacles. First, we obtain an expression for the probability density function governing the distribution of a dilute suspension of particles around an isolated obstacle, and we show that it is isotropic. We then present an analytical expression -- derived using both Eulerian and Lagrangian approaches -- for the minimum particle-obstacle separation attained during the motion, as a function of the incoming impact parameter, i.e. the initial offset between ...
Aazizi, Soufiane
2012-01-01
Let $B$ be a bifractional Brownian motion with parameters $H\\in (0, 1)$ and $K\\in(0,1]$. For any $n\\geq1$, set $Z_n =\\sum_{i=0}^{n-1}\\big[n^{2HK}(B_{(i+1)/n}-B_{i/n})^2-\\E((B_{i+1}-B_{i})^2)\\big]$. We use the Malliavin calculus and the so-called Stein's method on Wiener chaos introduced by Nourdin and Peccati \\cite{NP09} to derive, in the case when $0
Directory of Open Access Journals (Sweden)
Zemin Ding, Lingen Chen, Yanlin Ge, Fengrui Sun
2015-01-01
Full Text Available On the basis of a generalized model of irreversible thermal Brownian refrigerator, the Onsager coefficients and the analytical expressions for maximum coefficient of performance (COP and the COP at maximum cooling load are derived by using the theory of linear irreversible thermodynamics (LIT. The influences of heat leakage and the heat flow via the kinetic energy change of the particles on the LIT performance of the refrigerator are analyzed. It is shown that when the two kinds of irreversible heat flows are ignored, the Brownian refrigerator is built with the condition of tight coupling between fluxes and forces and it will operate in a reversible regime with zero entropy generation. Moreover, the results obtained by using the LIT theory are compared with those obtained by using the theory of finite time thermodynamics (FTT. It is found that connection between the LIT and FTT performances of the refrigerator can be interpreted by the coupling strength, and the theory of LIT and FTT can be used in a complementary way to analyze in detail the performance of the irreversible thermal Brownian refrigerators. Due to the consideration of several irreversibilities in the model, the results obtained about the Brownian refrigerator are of general significance and can be used to analyze the performance of several different kinds of Brownian refrigerators.