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Sample records for brownian limits local

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

    Science.gov (United States)

    Marino, Raffaele; Eichhorn, Ralf; Aurell, Erik

    2016-01-01

    We analyze the translational and rotational motion of an ellipsoidal Brownian particle from the viewpoint of stochastic thermodynamics. The particle's Brownian motion is driven by external forces and torques and takes place in an heterogeneous thermal environment where friction coefficients and (local) temperature depend on space and time. Our analysis of the particle's stochastic thermodynamics is based on the entropy production associated with single particle trajectories. It is motivated by the recent discovery that the overdamped limit of vanishing inertia effects (as compared to viscous fricion) produces a so-called "anomalous" contribution to the entropy production, which has no counterpart in the overdamped approximation, when inertia effects are simply discarded. Here we show that rotational Brownian motion in the overdamped limit generates an additional contribution to the "anomalous" entropy. We calculate its specific form by performing a systematic singular perturbation analysis for the generating function of the entropy production. As a side result, we also obtain the (well-known) equations of motion in the overdamped limit. We furthermore investigate the effects of particle shape and give explicit expressions of the "anomalous entropy" for prolate and oblate spheroids and for near-spherical Brownian particles.

  2. An explicit local uniform large deviation bound for Brownian bridges

    NARCIS (Netherlands)

    Wittich, O.

    2005-01-01

    By comparing curve length in a manifold and a standard sphere, we prove a local uniform bound for the exponent in the Large Deviation formula that describes the concentration of Brownian bridges to geodesics.

  3. Functionals of Brownian motion, localization and metric graphs

    International Nuclear Information System (INIS)

    Comtet, Alain; Desbois, Jean; Texier, Christophe

    2005-01-01

    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)

  4. Dynamics of a Brownian particle in a plasma in the long-time limit

    International Nuclear Information System (INIS)

    Dickman, R.; Varley, R.L.

    1981-01-01

    The velocity autocorrelation function (VAF) of a Brownian particle in a plasma is calculated in the long-time limit. The Brownian particle VAF exhibits the same qualitative behavior as the electron VAF in a one-component plasma: oscillations at the plasma frequency and decay approx. t -3 sup(/) 2 . (orig.)

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

    Science.gov (United States)

    Yang, Jianqiang; Ma, Hong; Zhong, Suchuang

    2018-03-01

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

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

    OpenAIRE

    Xu, Fangjun

    2013-01-01

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

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

    International Nuclear Information System (INIS)

    Suryawan, Herry P.; Gunarso, Boby

    2017-01-01

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

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

    Science.gov (United States)

    Chen, Yao; Wang, Xudong; Deng, Weihua

    2017-10-01

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

  9. 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...

  10. Fundamental energy limits of SET-based Brownian NAND and half-adder circuits. Preliminary findings from a physical-information-theoretic methodology

    Science.gov (United States)

    Ercan, İlke; Suyabatmaz, Enes

    2018-06-01

    The saturation in the efficiency and performance scaling of conventional electronic technologies brings about the development of novel computational paradigms. Brownian circuits are among the promising alternatives that can exploit fluctuations to increase the efficiency of information processing in nanocomputing. A Brownian cellular automaton, where signals propagate randomly and are driven by local transition rules, can be made computationally universal by embedding arbitrary asynchronous circuits on it. One of the potential realizations of such circuits is via single electron tunneling (SET) devices since SET technology enable simulation of noise and fluctuations in a fashion similar to Brownian search. In this paper, we perform a physical-information-theoretic analysis on the efficiency limitations in a Brownian NAND and half-adder circuits implemented using SET technology. The method we employed here establishes a solid ground that enables studying computational and physical features of this emerging technology on an equal footing, and yield fundamental lower bounds that provide valuable insights into how far its efficiency can be improved in principle. In order to provide a basis for comparison, we also analyze a NAND gate and half-adder circuit implemented in complementary metal oxide semiconductor technology to show how the fundamental bound of the Brownian circuit compares against a conventional paradigm.

  11. Diffusion limit of Lévy-Lorentz gas is Brownian motion

    Science.gov (United States)

    Magdziarz, Marcin; Szczotka, Wladyslaw

    2018-07-01

    In this paper we analyze asymptotic behaviour of a stochastic process called Lévy-Lorentz gas. This process is aspecial kind of continuous-time random walk in which walker moves in the fixed environment composed of scattering points. Upon each collision the walker performs a flight to the nearest scattering point. This type of dynamics is observed in Lévy glasses or long quenched polymers. We show that the diffusion limit of Lévy-Lorentz gas with finite mean distance between scattering centers is the standard Brownian motion. Thus, for long times the behaviour of the Lévy-Lorentz gas is close to the diffusive regime.

  12. Local characterization of hindered Brownian motion by using digital video microscopy and 3D particle tracking

    Energy Technology Data Exchange (ETDEWEB)

    Dettmer, Simon L.; Keyser, Ulrich F.; Pagliara, Stefano [Cavendish Laboratory, University of Cambridge, 19 J J Thomson Avenue, Cambridge CB3 0HE (United Kingdom)

    2014-02-15

    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.

  13. Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time

    Directory of Open Access Journals (Sweden)

    Bonollo Michele

    2017-06-01

    Full Text Available In recent years, the counterparty credit risk measure, namely the default risk in over-the-counter (OTC derivatives contracts, has received great attention by banking regulators, specifically within the frameworks of Basel II and Basel III. More explicitly, to obtain the related risk figures, one is first obliged to compute intermediate output functionals related to the mark-to-market position at a given time no exceeding a positive and finite time horizon. The latter implies an enormous amount of computational effort is needed, with related highly time consuming procedures to be carried out, turning out into significant costs. To overcome the latter issue, we propose a smart exploitation of the properties of the (local time spent by the Brownian motion close to a given value.

  14. Brownian modulated optical nanoprobes

    International Nuclear Information System (INIS)

    Behrend, C.J.; Anker, J.N.; Kopelman, R.

    2004-01-01

    Brownian modulated optical nanoprobes (Brownian MOONs) are fluorescent micro- and nanoparticles that resemble moons: one hemisphere emits a bright fluorescent signal, while an opaque metal darkens the other hemisphere. Brownian motion causes the particles to tumble and blink erratically as they rotate literally through the phases of the moon. The fluctuating probe signals are separated from optical and electronic backgrounds using principal components analysis or images analysis. Brownian MOONs enable microrheological measurements on size scales and timescales that are difficult to study with other methods. Local chemical concentrations can be measured simultaneously, using spectral characteristics of indicator dyes embedded within the MOONs

  15. COMPUTER SIMULATION OF LOCAL MOBILITY IN DENDRIMERS WITH ASYMMETRIC BRANCHING BY BROWNIAN DYNAMICS METHOD

    Directory of Open Access Journals (Sweden)

    O. V. Shavykin

    2016-09-01

    Full Text Available The Brownian dynamics method has been used to study the effect of the branching asymmetry on the local orientational mobility of segments and bonds in dendrimers in good solvent. “Coarse-grained” models of flexible dendrimers with different branching symmetry but with the same average segment length were considered. The frequency dependences of the rate of the spin-lattice relaxation nuclear magnetic resonance (NMR [1/T1H(H] for segments or bonds located at different distances from terminal monomers were calculated. After the exclusion of the contribution of the overall dendrimer rotation the position of the maxima of the frequency dependences [1/T1H(ωH] for different segments with the same length doesn’t depend on their location inside a dendrimer both for phantom models and for models with excluded volume interactions. This effect doesn’t depend also on the branching symmetry, but the position of the maximum [1/T1H(ωH] is determined by the segment length. For bonds inside segments the positions of the maximum [1/T1H(ωH] coincide for all models considered. Therefore, the obtained earlier conclusion about the weak influence of the excluded volume interactions on the local dynamics in the flexible symmetric dendrimers can be generalized for dendrimers with an asymmetric branching.

  16. Enhancement of transport properties of a Brownian particle due to quantum effects: Smoluchowski limit

    International Nuclear Information System (INIS)

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

    2012-01-01

    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.

  17. From a stochastic to a macroscopic approach to brownian motion

    International Nuclear Information System (INIS)

    Bocquet, L.

    1998-01-01

    In this lecture, we examine the dynamics of suspensions of mesoscopic (Brownian) particles in a molecular fluid, starting from first principles. We introduce the technique of multiple time-scales to derive the Fokker-Planck equation for a single, or for a set of interacting Brownian particles, starting from the Liouville equation for the full system (Brownian particles and discrete bath). The limitations of the Fokker-Planck equation will then be emphasized. In particular, we shall point out that under ''standard'' experimental conditions, the Fokker-Planck description cannot be correct and that non-Markovian effects are expected. A microscopic description in the true experimental limit confirms this breakdown and leads to a ''generalized'' (non-Markovian and non-local in velocity space) Fokker-Planck equation, which describes the thermalization of the Brownian particle. (author)

  18. Brownian entanglement

    International Nuclear Information System (INIS)

    Allahverdyan, A.E.; Khrennikov, A.; Nieuwenhuizen, Th.M.

    2005-01-01

    For two classical Brownian particles an analog of continuous-variable quantum entanglement is presented: The common probability distribution of the two coordinates and the corresponding coarse-grained velocities cannot always be prepared via mixing of any factorized distributions referring to the two particles separately. This is possible for particles which have interacted in the past, but do not interact at present. Three factors are crucial for the effect: (1) separation of time scales of coordinate and momentum which motivates the definition of coarse-grained velocities; (2) the resulting uncertainty relations between the coordinate of the Brownian particle and the change of its coarse-grained velocity; (3) the fact that the coarse-grained velocity, though pertaining to a single Brownian particle, is defined on a common context of two particles. The Brownian entanglement is a consequence of a coarse-grained description and disappears for a finer resolution of the Brownian motion. Analogies with the quantum situation are discussed, as well as possibilities of experimental realization of the effect in examples of macroscopic Brownian motion

  19. Functional limit theorems for generalized variations of the fractional Brownian sheet

    DEFF Research Database (Denmark)

    Pakkanen, Mikko; Réveillac, Anthony

    and on the smallest component of the Hurst parameter vector of the fBs. The limiting process in the former result is another fBs, independent of the original fBs, whereas the limit given by the latter result is an Hermite sheet, which is driven by the same white noise as the original fBs. As an application, we derive...... functional limit theorems for power variations of the fBs and discuss what is a proper way to interpolate them to ensure functional convergence....

  20. Functional limit theorems for generalized variations of the fractional Brownian sheet

    DEFF Research Database (Denmark)

    Pakkanen, Mikko; Réveillac, Anthony

    2016-01-01

    and on the smallest component of the Hurst parameter vector of the fBs. The limiting process in the former result is another fBs, independent of the original fBs, whereas the limit given by the latter result is an Hermite sheet, which is driven by the same white noise as the original fBs. As an application, we derive...... functional limit theorems for power variations of the fBs and discuss what is a proper way to interpolate them to ensure functional convergence....

  1. Irreversible Brownian Heat Engine

    Science.gov (United States)

    Taye, Mesfin Asfaw

    2017-10-01

    We model a Brownian heat engine as a Brownian particle that hops in a periodic ratchet potential where the ratchet potential is coupled with a linearly decreasing background temperature. We show that the efficiency of such Brownian heat engine approaches the efficiency of endoreversible engine η =1-√{{Tc/Th}} [23]. On the other hand, the maximum power efficiency of the engine approaches η ^{MAX}=1-({Tc/Th})^{1\\over 4}. It is shown that the optimized efficiency always lies between the efficiency at quasistatic limit and the efficiency at maximum power while the efficiency at maximum power is always less than the optimized efficiency since the fast motion of the particle comes at the expense of the energy cost. If the heat exchange at the boundary of the heat baths is included, we show that such a Brownian heat engine has a higher performance when acting as a refrigerator than when operating as a device subjected to a piecewise constant temperature. The role of time on the performance of the motor is also explored via numerical simulations. Our numerical results depict that the time t and the external load dictate the direction of the particle velocity. Moreover, the performance of the heat engine improves with time. At large t (steady state), the velocity, the efficiency and the coefficient of performance of the refrigerator attain their maximum value. Furthermore, we study the effect of temperature by considering a viscous friction that decreases exponentially as the background temperature increases. Our result depicts that the Brownian particle exhibits a fast unidirectional motion when the viscous friction is temperature dependent than that of constant viscous friction. Moreover, the efficiency of this motor is considerably enhanced when the viscous friction is temperature dependent. On the hand, the motor exhibits a higher performance of the refrigerator when the viscous friction is taken to be constant.

  2. Nonparametric Regression with Subfractional Brownian Motion via Malliavin Calculus

    Directory of Open Access Journals (Sweden)

    Yuquan Cang

    2014-01-01

    Full Text Available We study the asymptotic behavior of the sequence Sn=∑i=0n-1K(nαSiH1(Si+1H2-SiH2, as n tends to infinity, where SH1 and SH2 are two independent subfractional Brownian motions with indices H1 and H2, respectively. K is a kernel function and the bandwidth parameter α satisfies some hypotheses in terms of H1 and H2. Its limiting distribution is a mixed normal law involving the local time of the sub-fractional Brownian motion SH1. We mainly use the techniques of Malliavin calculus with respect to sub-fractional Brownian motion.

  3. Conception of Brownian coil

    OpenAIRE

    Zhang, Jiayuan

    2018-01-01

    This article proposes a conception of Brownian coil. Brownian coil is a tiny coil with the same size of pollen. Once immersed into designed magnetic field and liquid, the coil will be moved and deformed macroscopically, due to the microscopic thermodynamic molecular collisions. Such deformation and movement will change the magnetic flux through the coil, by which an ElectroMotive Force (EMF) is produced. In this work, Brownian heat exchanger and Brownian generator are further designed to tran...

  4. Brownian dynamics with hydrodynamic interactions

    International Nuclear Information System (INIS)

    Ermak, D.L.; McCammon, J.A.

    1978-01-01

    A method for simulating the Brownian dynamics of N particles with the inclusion of hydrodynamic interactions is described. The particles may also be subject to the usual interparticle or external forces (e.g., electrostatic) which have been included in previous methods for simulating Brownian dynamics of particles in the absence of hydrodynamic interactions. The present method is derived from the Langevin equations for the N particle assembly, and the results are shown to be consistent with the corresponding Fokker--Planck results. Sample calculations on small systems illustrate the importance of including hydrodynamic interactions in Brownian dynamics simulations. The method should be useful for simulation studies of diffusion limited reactions, polymer dynamics, protein folding, particle coagulation, and other phenomena in solution

  5. The open quantum Brownian motions

    International Nuclear Information System (INIS)

    Bauer, Michel; Bernard, Denis; Tilloy, Antoine

    2014-01-01

    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 H z : orbital (walker) Hilbert space, C Z in the discrete, L 2 (R) in the continuum H c : internal spin (or gyroscope) Hilbert space H sys =H z ⊗H c : system Hilbert space H p : probe (or quantum coin) Hilbert space, H p =C 2 ρ t tot : density matrix for the total system (walker + internal spin + quantum coins) ρ-bar t : reduced density matrix on H sys : 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 =ρ t ⊗|X t 〉 z 〈X t | ρ t : internal density matrix in a simple quantum trajectory X t : walker position in a simple quantum trajectory B t : normalized Brownian motion ξ t , ξ t † : quantum noises (paper)

  6. 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.

  7. Brownian motion and stochastic calculus

    CERN Document Server

    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...

  8. Biased Brownian dynamics for rate constant calculation.

    OpenAIRE

    Zou, G; Skeel, R D; Subramaniam, S

    2000-01-01

    An enhanced sampling method-biased Brownian dynamics-is developed for the calculation of diffusion-limited biomolecular association reaction rates with high energy or entropy barriers. Biased Brownian dynamics introduces a biasing force in addition to the electrostatic force between the reactants, and it associates a probability weight with each trajectory. A simulation loses weight when movement is along the biasing force and gains weight when movement is against the biasing force. The sampl...

  9. The Brownian loop soup

    OpenAIRE

    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.

  10. How superdiffusion gets arrested: Ecological encounters explain shift from Lévy to Brownian movement

    NARCIS (Netherlands)

    De Jager, M.; Bartumeus, F.; Kölzsch, A.; Weissing, F.J.; Hengeveld, G.M.; Nolet, B.A.; Herman, P.M.J.; Van 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

  11. How superdiffusion gets arrested: ecological encounters explain shift from Levy to Brownian movement

    NARCIS (Netherlands)

    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

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

    NARCIS (Netherlands)

    Jager, de M.; Bartumeus, F.; Kölzsch, A.; Weissing, F.J.; Hengeveld, G.M.; Nolet, B.A.; Herman, P.M.J.; Koppel, van de 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

  13. How superdiffusion gets arrested : ecological encounters explain shift from Levy to Brownian movement

    NARCIS (Netherlands)

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

    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

  14. How superdiffusion gets arrested : Ecological encounters explain shift from Levy to Brownian movement

    NARCIS (Netherlands)

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

    2014-01-01

    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

  15. Self-induced temperature gradients in Brownian dynamics

    Science.gov (United States)

    Devine, Jack; Jack, M. W.

    2017-12-01

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

  16. O'Connell's process as a vicious Brownian motion

    International Nuclear Information System (INIS)

    Katori, Makoto

    2011-01-01

    Vicious Brownian motion is a diffusion scaling limit of Fisher's vicious walk model, which is a system of Brownian particles in one dimension such that if two motions meet they kill each other. We consider the vicious Brownian motions conditioned never to collide with each other and call it noncolliding Brownian motion. This conditional diffusion process is equivalent to the eigenvalue process of the Hermitian-matrix-valued Brownian motion studied by Dyson [J. Math. Phys. 3, 1191 (1962)]. Recently, O'Connell [Ann. Probab. (to be published)] introduced a generalization of the noncolliding Brownian motion by using the eigenfunctions (the Whittaker functions) of the quantum Toda lattice in order to analyze a directed polymer model in 1 + 1 dimensions. We consider a system of one-dimensional Brownian motions with a long-ranged killing term as a generalization of the vicious Brownian motion and construct the O'Connell process as a conditional process of the killing Brownian motions to survive forever.

  17. The Local Fractional Bootstrap

    DEFF Research Database (Denmark)

    Bennedsen, Mikkel; Hounyo, Ulrich; Lunde, Asger

    We introduce a bootstrap procedure for high-frequency statistics of Brownian semistationary processes. More specifically, we focus on a hypothesis test on the roughness of sample paths of Brownian semistationary processes, which uses an estimator based on a ratio of realized power variations. Our...... 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...... and in simulations we observe that the bootstrap-based hypothesis test provides considerable finite-sample improvements over an existing test that is based on a central limit theorem. This is important when studying the roughness properties of time series data; we illustrate this by applying the bootstrap method...

  18. Langevin theory of anomalous Brownian motion made simple

    International Nuclear Information System (INIS)

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

    2011-01-01

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

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

    African Journals Online (AJOL)

    Reducing health care costs - potential and limitations of local authority health services. ... both the quality and the cost-effectiveness of health care would be improved. ... LAs offer an appropriate structure for effective community control over the ...

  20. Meandering Brownian Donkeys

    Science.gov (United States)

    Eichhorn, R.; Reimann, P.

    2004-04-01

    We consider a Brownian particle whose motion is confined to a ``meandering'' pathway and which is driven away from thermal equilibrium by an alternating external force. This system exhibits absolute negative mobility, i.e. when an external static force is applied the particle moves in the direction opposite to that force. We reveal the physical mechanism behind this ``donkey-like'' behavior, and derive analytical approximations that are in excellent agreement with numerical results.

  1. Meandering Brownian Donkeys

    International Nuclear Information System (INIS)

    Eichhorn, R.; Reimann, P.

    2004-01-01

    We consider a Brownian particle whose motion is confined to a ''meandering'' pathway and which is driven away from thermal equilibrium by an alternating external force. This system exhibits absolute negative mobility, i.e. when an external static force is applied the particle moves in the direction opposite to that force. We reveal the physical mechanism behind this ''donkey-like'' behavior, and derive analytical approximations that are in excellent agreement with numerical results. (author)

  2. Current fluctuations of interacting active Brownian particles

    OpenAIRE

    Pre, Trevor Grand; Limmer, David T.

    2018-01-01

    We derive the distribution function for particle currents for a system of interacting active Brownian particles in the long time limit using large deviation theory and a weighted many body expansion. We find the distribution is non-Gaussian, except in the limit of passive particles. The non-Gaussian fluctuations can be understood from the effective potential the particles experience when conditioned on a given current. This potential suppresses fluctuations of the particle's orientation, and ...

  3. Local government broadband policies for areas with limited Internet access

    Directory of Open Access Journals (Sweden)

    Yoshio Arai

    2014-03-01

    Full Text Available Despite their wide diffusion in developed countries, broadband services are still limited in areas where providing them is not profitable for private telecom carriers. To address this, many local governments in Japan have implemented broadband deployment projects subsidized by the national government. In this paper, we discuss local government broadband policies based on survey data collected from municipalities throughout the country. With the support of national promotion policies, broadband services were rapidly introduced to most local municipalities in Japan during the 2000s. Local government deployment policies helped to reduce the number of areas with no broadband access. A business model based on the Indefeasible Right of Use (IRU contract between a private telecom carrier and a local government has been developed in recent years. Even local governments without the technical capacity to operate a broadband business can introduce broadband services into their territory using the IRU business model.

  4. Tax Limitations and Revenue Shifting Strategies in Local Government

    DEFF Research Database (Denmark)

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

    2014-01-01

    subjected to tax limitations employ revenue-shifting strategies. In Denmark, however, these strategies are contingent on the specifics of the Danish intergovernmental system, which render central government grants an attractive object of revenue-shifting strategies. Our analysis thus helps identify......The literature on tax and expenditure limitations (TELs) shows how limiting the freedom of local governments to levy taxes may have considerable unexpected effects. Entities subjected to such limitations may, as their proponents hope, react by cutting expenditures and revenue, but they may also...... 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...

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

    Science.gov (United States)

    Hänggi, Peter

    2005-03-01

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

  6. Time-averaged MSD of Brownian motion

    OpenAIRE

    Andreanov, Alexei; Grebenkov, Denis

    2012-01-01

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

  7. Brownian motion in short range random potentials

    International Nuclear Information System (INIS)

    Romero, A.H.; Romero, A.H.; Sancho, J.M.

    1998-01-01

    A numerical study of Brownian motion of noninteracting particles in random potentials is presented. The dynamics are modeled by Langevin equations in the high friction limit. The random potentials are Gaussian distributed and short ranged. The simulations are performed in one and two dimensions. Different dynamical regimes are found and explained. Effective subdiffusive exponents are obtained and commented on. copyright 1998 The American Physical Society

  8. Local central limit theorem for a Gibbs random field

    Energy Technology Data Exchange (ETDEWEB)

    Campanino, M; Capocaccia, D; Tirozzi, B [L' Aquila Univ. (Italy). Istituto di Matematica; Rome Univ. (Italy). Istituto di Matematica)

    1979-12-01

    The validity of the implication of a local limit theorem is extended from an integral one. The extension eliminates the finite range assumption present in the previous works by using the cluster expansion to analyze the contribution from the tail of the potential.

  9. Manipulation and controlled amplification of Brownian motion of microcantilever sensors

    International Nuclear Information System (INIS)

    Mehta, Adosh; Cherian, Suman; Hedden, David; Thundat, Thomas

    2001-01-01

    Microcantilevers, such as those used in atomic force microscopy, undergo Brownian motion due to mechanical thermal noise. The root mean square amplitude of the Brownian motion of a cantilever typically ranges from 0.01--0.1 nm, which limits its use in practical applications. Here we describe a technique by which the Brownian amplitude and the Q factor in air and water can be amplified by three and two orders of magnitude, respectively. This technique is similar to a positive feedback oscillator, wherein the Brownian motion of the vibrating cantilever controls the frequency output of the oscillator. This technique can be exploited to improve sensitivity of microcantilever-based chemical and biological sensors, especially for sensors in liquid environments

  10. Brownian motion, martingales, and stochastic calculus

    CERN Document Server

    Le Gall, Jean-François

    2016-01-01

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

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

    Science.gov (United States)

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

    2014-01-07

    Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when foraging in resource-poor environments. Yet, empirical studies reveal animals moving in a Brownian fashion when resources are abundant. We demonstrate that Einstein's original theory of collision-induced Brownian motion in physics provides a parsimonious, mechanistic explanation for these observations. Here, Brownian motion results from frequent encounters between organisms in dense environments. In density-controlled experiments, movement patterns of mussels shifted from Lévy towards Brownian motion with increasing density. When the analysis was restricted to moves not truncated by encounters, this shift did not occur. Using a theoretical argument, we explain that any movement pattern approximates Brownian motion at high-resource densities, provided that movement is interrupted upon encounters. Hence, the observed shift to Brownian motion does not indicate a density-dependent change in movement strategy but rather results from frequent collisions. Our results emphasize the need for a more mechanistic use of Brownian motion in ecology, highlighting that especially in rich environments, Brownian motion emerges from ecological interactions, rather than being a default movement pattern.

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

    Science.gov (United States)

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

    2014-01-01

    Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when foraging in resource-poor environments. Yet, empirical studies reveal animals moving in a Brownian fashion when resources are abundant. We demonstrate that Einstein's original theory of collision-induced Brownian motion in physics provides a parsimonious, mechanistic explanation for these observations. Here, Brownian motion results from frequent encounters between organisms in dense environments. In density-controlled experiments, movement patterns of mussels shifted from Lévy towards Brownian motion with increasing density. When the analysis was restricted to moves not truncated by encounters, this shift did not occur. Using a theoretical argument, we explain that any movement pattern approximates Brownian motion at high-resource densities, provided that movement is interrupted upon encounters. Hence, the observed shift to Brownian motion does not indicate a density-dependent change in movement strategy but rather results from frequent collisions. Our results emphasize the need for a more mechanistic use of Brownian motion in ecology, highlighting that especially in rich environments, Brownian motion emerges from ecological interactions, rather than being a default movement pattern. PMID:24225464

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

    OpenAIRE

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

    2014-01-01

    Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when foraging in resource-poor environments. Yet, empirical studies reveal animals moving in a Brownian fashion when resources are abundant. We demonstrate that Einstein’s original theory ...

  14. Effective theory of rotationally faulted multilayer graphene - the local limit

    International Nuclear Information System (INIS)

    Kindermann, M; First, P N

    2012-01-01

    Interlayer coupling in rotationally faulted graphene multilayers breaks the local sublattice-symmetry of the individual layers. Earlier we have presented a theory of this mechanism, which reduces to an effective Dirac model with space-dependent mass in an important limit. It thus makes a wealth of existing knowledge available for the study of rotationally faulted graphene multilayers. Agreement of this theory with a recent experiment in a strong magnetic field was demonstrated. Here we explore some of the predictions of this theory for the system in zero magnetic field at large interlayer bias, when it becomes local in space. We use that theory to illuminate the physics of localization and velocity renormalization in twisted graphene layers. (paper)

  15. 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.

  16. q-deformed Brownian motion

    CERN Document Server

    Man'ko, V I

    1993-01-01

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

  17. Limits to ductility set by plastic flow localization

    International Nuclear Information System (INIS)

    Needleman, A.; Rice, J.R.

    1977-11-01

    The theory of strain localization is reviewed with reference both to local necking in sheet metal forming processes and to more general three dimensional shear band localizations that sometimes mark the onset of ductile rupture. Both bifurcation behavior and the growth of initial imperfections are considered. In addition to analyses based on classical Mises-like constitutive laws, approaches to localization based on constitutive models that may more accurately model processes of slip and progressive rupturing on the microscale in structural alloys are discussed. Among these non-classical constitutive features are the destabilizing roles of yield surface vertices and of non-normality effects, arising, for example, from slight pressure sensitivity of yield. Analyses based on a constitutive model of a progressively cavitating dilational plastic material which is intended to model the process of ductile void growth in metals are also discussed. A variety of numerical results are presented. In the context of the three dimensional theory of localization, it is shown that a simple vertex model predicts ratios of ductility in plane strain tension to ductility in axisymmetric tension qualitatively consistent with experiment, and the destabilizing influence of a hydrostatic stress dependent void nucleation criterion is illustrated. In the sheet necking context, and focussing on positive biaxial stretching, it is shown that forming limit curves based on a simple vertex model and those based on a simple void growth model are qualitatively in accord, although attributing instability to very different physical mechanisms. These forming limit curves are compared with those obtained from the Mises material model and employing various material and geometric imperfections

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

    Science.gov (United States)

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

    1995-01-01

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

  19. D-particles and the localization limit in quantum gravity

    CERN Document Server

    Amelino-Camelia, G; Amelino-Camelia, Giovanni; Doplicher, Luisa

    2003-01-01

    Some recent studies of the properties of D-particles suggest that in string theory a rather conventional description of spacetime might be available up to scales that are significantly smaller than the Planck length. We test this expectation by analyzing the localization of a space-time event marked by the collision of two D-particles. We find that a spatial coordinate of the event can indeed be determined with better-than-Planckian accuracy, at the price of a rather large uncertainty in the time coordinate. We then explore the implications of these results for the popular quantum-gravity intuition which assigns to the Planck length the role of absolute limit on localization.

  20. Time-averaged MSD of Brownian motion

    International Nuclear Information System (INIS)

    Andreanov, Alexei; Grebenkov, Denis S

    2012-01-01

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

  1. Time-averaged MSD of Brownian motion

    Science.gov (United States)

    Andreanov, Alexei; Grebenkov, Denis S.

    2012-07-01

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

  2. A hydrodynamic formalism for Brownian systems

    International Nuclear Information System (INIS)

    Pina, E.; Rosales, M.A.

    1981-01-01

    A formal hydrodynamic approach to Brownian motion is presented and the corresponding equations are derived. Hydrodynamic quantities are expressed in terms of the physical variables characterizing the Brownian systems. Contact is made with the hydrodynamic model of Quantum Mechanics. (author)

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

    Directory of Open Access Journals (Sweden)

    Kaminsky A. V.

    2010-04-01

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

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

    Directory of Open Access Journals (Sweden)

    Kaminsky A. V.

    2010-07-01

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

  5. The relativistic Brownian motion: Interdisciplinary applications

    International Nuclear Information System (INIS)

    Aragones-Munoz, A; Sandoval-Villalbazo, A

    2010-01-01

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

  6. Brownian motion, Minkowski space and principle of special relativity

    International Nuclear Information System (INIS)

    Caubet, J.-P.

    1977-01-01

    From the assumption that the brownian diffusion locally behaves like an ideal gas (pressure being inversely proportional to volume according to Boyle's law) one can deduce the signature +++- of the Minkowski space, the Lorentz addition of velocities, and the principle of special relativity [fr

  7. Local and global limits on visual processing in schizophrenia.

    Directory of Open Access Journals (Sweden)

    Marc S Tibber

    Full Text Available Schizophrenia has been linked to impaired performance on a range of visual processing tasks (e.g. detection of coherent motion and contour detection. It has been proposed that this is due to a general inability to integrate visual information at a global level. To test this theory, we assessed the performance of people with schizophrenia on a battery of tasks designed to probe voluntary averaging in different visual domains. Twenty-three outpatients with schizophrenia (mean age: 40±8 years; 3 female and 20 age-matched control participants (mean age 39±9 years; 3 female performed a motion coherence task and three equivalent noise (averaging tasks, the latter allowing independent quantification of local and global limits on visual processing of motion, orientation and size. All performance measures were indistinguishable between the two groups (ps>0.05, one-way ANCOVAs, with one exception: participants with schizophrenia pooled fewer estimates of local orientation than controls when estimating average orientation (p = 0.01, one-way ANCOVA. These data do not support the notion of a generalised visual integration deficit in schizophrenia. Instead, they suggest that distinct visual dimensions are differentially affected in schizophrenia, with a specific impairment in the integration of visual orientation information.

  8. Brownian movement and molecular reality

    CERN Document Server

    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

  9. Alveolar bone-loss area localization in periodontitis radiographs based on threshold segmentation with a hybrid feature fused of intensity and the H-value of fractional Brownian motion model.

    Science.gov (United States)

    Lin, P L; Huang, P W; Huang, P Y; Hsu, H C

    2015-10-01

    Periodontitis involves progressive loss of alveolar bone around the teeth. Hence, automatic alveolar bone-loss (ABL) measurement in periapical radiographs can assist dentists in diagnosing such disease. In this paper, we propose an effective method for ABL area localization and denote it as ABLIfBm. ABLIfBm is a threshold segmentation method that uses a hybrid feature fused of both intensity and texture measured by the H-value of fractional Brownian motion (fBm) model, where the H-value is the Hurst coefficient in the expectation function of a fBm curve (intensity change) and is directly related to the value of fractal dimension. Adopting leave-one-out cross validation training and testing mechanism, ABLIfBm trains weights for both features using Bayesian classifier and transforms the radiograph image into a feature image obtained from a weighted average of both features. Finally, by Otsu's thresholding, it segments the feature image into normal and bone-loss regions. Experimental results on 31 periodontitis radiograph images in terms of mean true positive fraction and false positive fraction are about 92.5% and 14.0%, respectively, where the ground truth is provided by a dentist. The results also demonstrate that ABLIfBm outperforms (a) the threshold segmentation method using either feature alone or a weighted average of the same two features but with weights trained differently; (b) a level set segmentation method presented earlier in literature; and (c) segmentation methods based on Bayesian, K-NN, or SVM classifier using the same two features. Our results suggest that the proposed method can effectively localize alveolar bone-loss areas in periodontitis radiograph images and hence would be useful for dentists in evaluating degree of bone-loss for periodontitis patients. Copyright © 2015 Elsevier Ireland Ltd. All rights reserved.

  10. Brownian gas models for extreme-value laws

    International Nuclear Information System (INIS)

    Eliazar, Iddo

    2013-01-01

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

  11. Quantum Brownian motion model for the stock market

    Science.gov (United States)

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

    2016-06-01

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

  12. 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 state variables instead of standard Brownian motions. This is a new direction in pricing non defaultable bonds. By extending the theory developed by Dippon & Schiemert (2006a), the paper developes a bond market with memory, and proves the absence of arbitrage. The framework is readily extendable...

  13. OVII and Temperature Limits on the Local Hot Bubble

    Science.gov (United States)

    Pirtle, Robert; Petre, N.; McCammon, D.; Morgan, K.; Sauter, P.; Clavadetscher, K.; Fujimoto, R.; Hagihara, T.; Masui, K.; Mitsuda, K.; Takei, Y.; Wang, Q. D.; Yamasaki, N. Y.; Yao, Y.; Yoshino, T.

    2013-01-01

    The observed ¼-keV (ROSAT R12 band) X-ray background originates largely in a region of hot ionized gas roughly 100 pc in extent surrounding the Sun known as the Local Hot Bubble (LHB). The observed flux is quite uniform at low latitudes (|b| factors of 2 - 3. Charge exchange between highly charged ions in the Solar wind and interstellar neutral H and He moving through interplanetary space might provide a very roughly isotropic contribution about equal to the low- latitude flux (Koutroumpa et al. 2008), but cannot produce the enhancements. Correlations with the interstellar absorbing column show that some of these bright regions are apparently due to clumps of hot gas in the Galactic halo, while many of them show no correlation and must be due to extensions of the LHB (Kuntz & Snowden 2000, Bellm & Vaillancourt 2005). Global fits of simple plasma emission spectra give temperatures near 1.0 x 106 K for both LHB and halo emission, but the possibility of a substantial contamination by charge exchange could distort this result in unknown ways. Thermal excitation of O VII is strongly temperature dependent in this range, so we have tried to correlate O VII fluxes measured with Suzaku with variations in ¼-keV intensity from the ROSAT R12 band map to determine the temperature. We take eleven O VII intensity measurements from Yoshino et al. (2009), one from Masui et al. (2009), and an additional eighteen from archival Suzaku pointings and correlate these with the R12 band local and halo intensities as separated by Kunzt & Snowden (2000). The lack of detectable correlation in both cases strongly limits any O VII production by the material producing the enhancements, and upper limits to the temperatures are set. This work was supported in part by the National Science Foundation's REU program through NSF Award AST-1004881 and by NASA grant NNX09AF09G. *present address: Department of Physics, Lewis & Clark College, Portland, OR. This work was supported in part by the National

  14. Entropic Approach to Brownian Movement.

    Science.gov (United States)

    Neumann, Richard M.

    1980-01-01

    A diffusional driving force, called the radial force, which is responsible for the increase with time of the scalar separation between a fixed point and a particle undergoing three-dimensional Brownian motion, is derived using Boltzmann's equation. (Author/HM)

  15. Quantum equations from Brownian motions

    International Nuclear Information System (INIS)

    Rajput, B.S.

    2011-01-01

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

  16. Perceived factors limiting rice production in Pategi Local ...

    African Journals Online (AJOL)

    user

    perceived limiting factors in rice production include lack of rice processing ... This production increase has not been enough to meet the consumption demand of ... of Kwara State, Nigeria seeks to determine some of the factors limiting rice ...

  17. Slow kinetics of Brownian maxima.

    Science.gov (United States)

    Ben-Naim, E; Krapivsky, P L

    2014-07-18

    We study extreme-value statistics of Brownian trajectories in one dimension. We define the maximum as the largest position to date and compare maxima of two particles undergoing independent Brownian motion. We focus on the probability P(t) that the two maxima remain ordered up to time t and find the algebraic decay P ∼ t(-β) with exponent β = 1/4. When the two particles have diffusion constants D(1) and D(2), the exponent depends on the mobilities, β = (1/π) arctan sqrt[D(2)/D(1)]. We also use numerical simulations to investigate maxima of multiple particles in one dimension and the largest extension of particles in higher dimensions.

  18. Phase transition for absorbed Brownian motion with drift

    International Nuclear Information System (INIS)

    Ferrari, P.A.; Martinez, S.; San Martin, J.

    1997-01-01

    We study one-dimensional Brownian motion with constant drift toward the origin and initial distribution concentrated in the strictly positive real line. We say that at the first time the process hits the origin, it is absorbed. We study the asymptotic behavior, as t → ∞, of m t , the conditional distribution at time zero of the process conditioned on survival up to time t and on the process having a fixed value at time t. We find that there is a phase transition in the decay rate of the initial condition. For fast decay rate (subcritical case) m t is localized, in the critical case m t is located around √t, and for slow rates (supercritical case) m, is located around t. The critical rate is given by the decay of the minimal quasistationary distribution of this process. We also study in each case the asymptotic distribution of the process, scaled by √t, conditioned as before. We prove that in the subcritical case this distribution is a Brownian excursion. In the critical case it is a Brownian bridge attaining 0 for the first time at time 1, with some initial distribution. In the supercritical case, after centering around the expected value-which is of the order of t we show that this process converges to a Brownian bridge arriving at 0 at time 1 and with a Gaussian initial distribution

  19. Random motion and Brownian rotation

    International Nuclear Information System (INIS)

    Wyllie, G.

    1980-01-01

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

  20. 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.

  1. Local land-atmosphere feedbacks limit irrigation demand

    Science.gov (United States)

    Decker, Mark; Ma, Shaoxiu; Pitman, Andy

    2017-05-01

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

  2. Thermodynamic and Quantum Thermodynamic Analyses of Brownian Movement

    OpenAIRE

    Gyftopoulos, Elias P.

    2006-01-01

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

  3. Limits of commutative triangular systems on locally compact groups

    Indian Academy of Sciences (India)

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

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

    International Nuclear Information System (INIS)

    Ingram, H.

    1991-01-01

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

  5. Parallel Molecular Distributed Detection With Brownian Motion.

    Science.gov (United States)

    Rogers, Uri; Koh, Min-Sung

    2016-12-01

    This paper explores the in vivo distributed detection of an undesired biological agent's (BAs) biomarkers by a group of biological sized nanomachines in an aqueous medium under drift. The term distributed, indicates that the system information relative to the BAs presence is dispersed across the collection of nanomachines, where each nanomachine possesses limited communication, computation, and movement capabilities. Using Brownian motion with drift, a probabilistic detection and optimal data fusion framework, coined molecular distributed detection, will be introduced that combines theory from both molecular communication and distributed detection. Using the optimal data fusion framework as a guide, simulation indicates that a sub-optimal fusion method exists, allowing for a significant reduction in implementation complexity while retaining BA detection accuracy.

  6. Rotational and translational Brownian motion

    International Nuclear Information System (INIS)

    Coffey, W.T.; Salford Univ.

    1980-01-01

    In this review it is proposed to summarise the work on the theory of the translational and rotational Brownian movement which has been carried on over roughly the past 30 years. The review is intended to take the form of a tutorial paper rather than a list of the results obtained by the various investigators over the period in question. In this vein then it seems appropriate to firstly give a brief account of those parts of the theory of probability which are relevant to the problems under discussion. (orig.)

  7. Decay ratio for third order Brownian oscillators

    International Nuclear Information System (INIS)

    Konno, H.; Kanemoto, S.

    1998-01-01

    We have obtained the analytical expressions of the decay ratios for two types of third order Brownian oscillators which are generalizations of the second order Brownian oscillator driven by the Gaussian-white noise. The resulting expressions will provide us useful baseline information for more complicated practical problems and their applications

  8. Brownian Optimal Stopping and Random Walks

    International Nuclear Information System (INIS)

    Lamberton, D.

    2002-01-01

    One way to compute the value function of an optimal stopping problem along Brownian paths consists of approximating Brownian motion by a random walk. We derive error estimates for this type of approximation under various assumptions on the distribution of the approximating random walk

  9. Theory of molecular crowding in Brownian hard-sphere liquids.

    Science.gov (United States)

    Zaccone, Alessio; Terentjev, Eugene M

    2012-06-01

    We derive an analytical pair potential of mean force for Brownian molecules in the liquid state. Our approach accounts for many-particle correlations of crowding particles of the liquid and for diffusive transport across the spatially modulated local density of crowders in the dense environment. Focusing on the limit of equal-size particles, we show that this diffusive transport leads to additional density- and structure-dependent terms in the interaction potential and to a much stronger attraction (by a factor of ≈4 at average volume fraction of crowders φ{0}=0.25) than in the standard depletion interaction where the diffusive effects are neglected. As an illustration of the theory, we use it to study the size of a polymer chain in a solution of inert crowders. Even in the case of an athermal background solvent, when a classical chain should be fully swollen, we find a sharp coil-globule transition of the ideal chain collapsing at a critical value of the crowder volume fraction φ{c}≈0.145.

  10. Fuzzy Itand#244; Integral Driven by a Fuzzy Brownian Motion

    Directory of Open Access Journals (Sweden)

    Didier Kumwimba Seya

    2015-11-01

    Full Text Available 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.

  11. Brownian motion of tethered nanowires.

    Science.gov (United States)

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

    2014-05-01

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

  12. A multiscale guide to Brownian motion

    International Nuclear Information System (INIS)

    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. (topical review)

  13. Exact master equation for a noncommutative Brownian particle

    International Nuclear Information System (INIS)

    Costa Dias, Nuno; Nuno Prata, Joao

    2009-01-01

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

  14. Stock price prediction using geometric Brownian motion

    Science.gov (United States)

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

    2018-03-01

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

  15. Brownian motion using video capture

    International Nuclear Information System (INIS)

    Salmon, Reese; Robbins, Candace; Forinash, Kyle

    2002-01-01

    Although other researchers had previously observed the random motion of pollen grains suspended in water through a microscope, Robert Brown's name is associated with this behaviour based on observations he made in 1828. It was not until Einstein's work in the early 1900s however, that the origin of this irregular motion was established to be the result of collisions with molecules which were so small as to be invisible in a light microscope (Einstein A 1965 Investigations on the Theory of the Brownian Movement ed R Furth (New York: Dover) (transl. Cowper A D) (5 papers)). Jean Perrin in 1908 (Perrin J 1923 Atoms (New York: Van Nostrand-Reinhold) (transl. Hammick D)) was able, through a series of painstaking experiments, to establish the validity of Einstein's equation. We describe here the details of a junior level undergraduate physics laboratory experiment where students used a microscope, a video camera and video capture software to verify Einstein's famous calculation of 1905. (author)

  16. An adjustable Brownian heat engine

    International Nuclear Information System (INIS)

    Asfaw, Mesfin; Bekele, Mulugeta

    2002-09-01

    A microscopic heat engine is modeled as a Brownian particle in a sawtooth potential (with load) moving through a highly viscous medium driven by the thermal kick it gets from alternately placed hot and cold heat reservoirs. We found a closed form expression for the current as a function of the parameters characterizing the model. Depending on the values these model parameters take, the engine is also found to function as a refrigerator. Expressions for the efficiency as well as for the refrigerator performance are also reported. Study of how these quantities depend on the model parameters enabled us in identifying the points in the parameter space where the engine performs either with maximum power or with optimized efficiency. The corresponding efficiencies of the engine are then compared with those of the endoreversible and Carnot engines. (author)

  17. Evaluating Small Sphere Limit of the Wang-Yau Quasi-Local Energy

    Science.gov (United States)

    Chen, Po-Ning; Wang, Mu-Tao; Yau, Shing-Tung

    2018-01-01

    In this article, we study the small sphere limit of the Wang-Yau quasi-local energy defined in Wang and Yau (Phys Rev Lett 102(2):021101, 2009, Commun Math Phys 288(3):919-942, 2009). 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 Chen et al. (Commun Math Phys 308(3):845-863, 2011). 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 that is a local minimum and that the limit of its quasi-local energy is related to the Bel-Robinson tensor. Together with earlier work (Chen et al. 2011), this completes the consistency verification of the Wang-Yau quasi-local energy with all classical limits.

  18. Biased and flow driven Brownian motion in periodic channels

    Science.gov (United States)

    Martens, S.; Straube, A.; Schmid, G.; Schimansky-Geier, L.; Hänggi, P.

    2012-02-01

    In this talk we will present an expansion of the common Fick-Jacobs approximation to hydrodynamically as well as by external forces driven Brownian transport in two-dimensional channels exhibiting smoothly varying periodic cross-section. We employ an asymptotic analysis to the components of the flow field and to stationary probability density for finding the particles within the channel in a geometric parameter. We demonstrate that the problem of biased Brownian dynamics in a confined 2D geometry can be replaced by Brownian motion in an effective periodic one-dimensional potential ψ(x) which takes the external bias, the change of the local channel width, and the flow velocity component in longitudinal direction into account. In addition, we study the influence of the external force magnitude, respectively, the pressure drop of the fluid on the particle transport quantities like the averaged velocity and the effective diffusion coefficient. The critical ratio between the external force and pressure drop where the average velocity equals zero is identified and the dependence of the latter on the channel geometry is derived. Analytic findings are confirmed by numerical simulations of the particle dynamics in a reflection symmetric sinusoidal channel.

  19. Phase space properties of local observables and structure of scaling limits

    International Nuclear Information System (INIS)

    Buchholz, D.

    1995-05-01

    For any given algebra of local observables in relativistic quantum field theory there exists an associated scaling algebra which permits one to introduce renormalization group transformations and to construct the scaling (short distance) limit of the theory. On the basis of this result it is discussed how the phase space properties of a theory determine the structure of its scaling limit. Bounds on the number of local degrees of freedom appearing in the scaling limit are given which allow one to distinguish between theories with classical and quantum scaling limits. The results can also be used to establish physically significant algebraic properties of the scaling limit theories, such as the split property. (orig.)

  20. Brownian motion in a flowing fluid revisited

    International Nuclear Information System (INIS)

    Ramshaw, J.D.

    1981-01-01

    It is shown how the phenomenon of osmosis may be treated using the phenomenological theory of Brownian motion in a flowing fluid. The theory is also generalized to include viscous stresses in the particle and mixture momentum equations

  1. A multiscale approach to Brownian motors

    International Nuclear Information System (INIS)

    Pavliotis, G.A.

    2005-01-01

    The problem of Brownian motion in a periodic potential, under the influence of external forcing, which is either random or periodic in time, is studied in this Letter. Multiscale techniques are used to derive general formulae for the steady state particle current and the effective diffusion tensor. These formulae are then applied to calculate the effective diffusion coefficient for a Brownian particle in a periodic potential driven simultaneously by additive Gaussian white and colored noise. Our theoretical findings are supported by numerical simulations

  2. On some generalization of fractional Brownian motions

    International Nuclear Information System (INIS)

    Wang Xiaotian; Liang Xiangqian; Ren Fuyao; Zhang Shiying

    2006-01-01

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

  3. Deep inelastic collisions viewed as Brownian motion

    International Nuclear Information System (INIS)

    Gross, D.H.E.; Freie Univ. Berlin

    1980-01-01

    Non-equilibrium transport processes like Brownian motion, are studied since perhaps 100 years and one should ask why does one not use these theories to explain deep inelastic collision data. These theories have reached a high standard of sophistication, experience, and precision that I believe them to be very usefull for our problem. I will try to sketch a possible form of an advanced theory of Brownian motion that seems to be suitable for low energy heavy ion collisions. (orig./FKS)

  4. Dissipation and decoherence in Brownian motion

    Energy Technology Data Exchange (ETDEWEB)

    Bellomo, Bruno [Dipartimento di Scienze Fisiche ed Astronomiche dell' Universita di Palermo, Via Archirafi, 36, 90123 Palermo (Italy); Barnett, Stephen M [Department of Physics, University of Strathclyde, Glasgow G4 0NG (United Kingdom); Jeffers, John [Department of Physics, University of Strathclyde, Glasgow G4 0NG (United Kingdom)

    2007-05-15

    We consider the evolution of a Brownian particle described by a measurement-based master equation. We derive the solution to this equation for general initial conditions and apply it to a Gaussian initial state. We analyse the effects of the diffusive terms, present in the master equation, and describe how these modify uncertainties and coherence length. This allows us to model dissipation and decoherence in quantum Brownian motion.

  5. Brownian quasi-particles in statistical physics

    International Nuclear Information System (INIS)

    Tellez-Arenas, A.; Fronteau, J.; Combis, P.

    1979-01-01

    The idea of a Brownian quasi-particle and the associated differentiable flow (with nonselfadjoint forces) are used here in the context of a stochastic description of the approach towards statistical equilibrium. We show that this quasi-particle flow acquires, at equilibrium, the principal properties of a conservative Hamiltonian flow. Thus the model of Brownian quasi-particles permits us to establish a link between the stochastic description and the Gibbs description of statistical equilibrium

  6. Area distribution of an elastic Brownian motion

    International Nuclear Information System (INIS)

    Rajabpour, M A

    2009-01-01

    We calculate the excursion and meander area distributions of the elastic Brownian motion by using the self-adjoint extension of the Hamiltonian of the free quantum particle on the half line. We also give some comments on the area of the Brownian motion bridge on the real line with the origin removed. We will focus on the power of self-adjoint extension to investigate different possible boundary conditions for the stochastic processes. We also discuss some possible physical applications.

  7. Brownian relaxation of an inelastic sphere in air

    Energy Technology Data Exchange (ETDEWEB)

    Bird, G. A., E-mail: gab@gab.com.au [University of Sydney, Sydney, NSW 2006 (Australia)

    2016-06-15

    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.

  8. Reflected Brownian motions in the KPZ universality class

    CERN Document Server

    Weiss, Thomas; Spohn, Herbert

    2017-01-01

    This book presents a detailed study of a system of interacting Brownian motions in one dimension. The interaction is point-like such that the n-th Brownian motion is reflected from the Brownian motion with label n-1. This model belongs to the Kardar-Parisi-Zhang (KPZ) universality class. In fact, because of the singular interaction, many universal properties can be established with rigor. They depend on the choice of initial conditions. Discussion addresses packed and periodic initial conditions (Chapter 5), stationary initial conditions (Chapter 6), and mixtures thereof (Chapter 7). The suitably scaled spatial process will be proven to converge to an Airy process in the long time limit. A chapter on determinantal random fields and another one on Airy processes are added to have the notes self-contained. These notes serve as an introduction to the KPZ universality class, illustrating the main concepts by means of a single model only. The notes will be of interest to readers from interacting diffusion processe...

  9. Adiabatic Processes Realized with a Trapped Brownian Particle

    Science.gov (United States)

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

    2015-03-01

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

  10. Brownian dynamics simulations of insulin microspheres formation

    Science.gov (United States)

    Li, Wei; Chakrabarti, Amit; Gunton, James

    2010-03-01

    Recent experiments have indicated a novel, aqueous process of microsphere insulin fabrication based on controlled phase separation of protein from water-soluble polymers. We investigate the insulin microsphere crystal formation from insulin-PEG-water systems via 3D Brownian Dynamics simulations. We use the two component Asakura-Oosawa model to simulate the kinetics of this colloid polymer mixture. We first perform a deep quench below the liquid-crystal boundary that leads to fractal formation. We next heat the system to obtain a break-up of the fractal clusters and subsequently cool the system to obtain a spherical aggregation of droplets with a relatively narrow size distribution. We analyze the structure factor S(q) to identify the cluster dimension. S(q) crosses over from a power law q dependence of 1.8 (in agreement with DLCA) to 4 as q increases, which shows the evolution from fractal to spherical clusters. By studying the bond-order parameters, we find the phase transition from liquid-like droplets to crystals which exhibit local HCP and FCC order. This work is supported by grants from the NSF and Mathers Foundation.

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

    Science.gov (United States)

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

    2018-04-01

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

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

    Science.gov (United States)

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

    2013-11-05

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

  13. 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.

  14. 28 CFR 29.6 - Limited participation by states and localities permitted.

    Science.gov (United States)

    2010-07-01

    ... 28 Judicial Administration 1 2010-07-01 2010-07-01 false Limited participation by states and localities permitted. 29.6 Section 29.6 Judicial Administration DEPARTMENT OF JUSTICE MOTOR VEHICLE THEFT... locality need not authorize the stopping of motor vehicles under all sets of conditions specified under the...

  15. Random functions via Dyson Brownian Motion: progress and problems

    International Nuclear Information System (INIS)

    Wang, Gaoyuan; Battefeld, Thorsten

    2016-01-01

    We develope a computationally efficient extension of the Dyson Brownian Motion (DBM) algorithm to generate random function in C"2 locally. We further explain that random functions generated via DBM show an unstable growth as the traversed distance increases. This feature restricts the use of such functions considerably if they are to be used to model globally defined ones. The latter is the case if one uses random functions to model landscapes in string theory. We provide a concrete example, based on a simple axionic potential often used in cosmology, to highlight this problem and also offer an ad hoc modification of DBM that suppresses this growth to some degree.

  16. Random functions via Dyson Brownian Motion: progress and problems

    Energy Technology Data Exchange (ETDEWEB)

    Wang, Gaoyuan; Battefeld, Thorsten [Institute for Astrophysics, University of Goettingen,Friedrich Hund Platz 1, D-37077 Goettingen (Germany)

    2016-09-05

    We develope a computationally efficient extension of the Dyson Brownian Motion (DBM) algorithm to generate random function in C{sup 2} locally. We further explain that random functions generated via DBM show an unstable growth as the traversed distance increases. This feature restricts the use of such functions considerably if they are to be used to model globally defined ones. The latter is the case if one uses random functions to model landscapes in string theory. We provide a concrete example, based on a simple axionic potential often used in cosmology, to highlight this problem and also offer an ad hoc modification of DBM that suppresses this growth to some degree.

  17. Gann Limit & Proposition 13: Negative Effects on Local Government Agencies, Inlcuding Schools & Community College Districts.

    Science.gov (United States)

    Rodda, Albert S.

    In fall 1978, Paul Gann, who worked with Howard Jarvis to pass California's Proposition 13 in June 1978, sought to qualify an intitiative placing a constitutional limit on state and local government expenditures. This initiative qualified and was approved by voters in November 1979 as Proposition 4. Gann's solicitation set the limitation's base…

  18. Static structure of active Brownian hard disks

    Science.gov (United States)

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

    2018-02-01

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

  19. Reflection Negative Kernels and Fractional Brownian Motion

    Directory of Open Access Journals (Sweden)

    Palle E. T. Jorgensen

    2018-06-01

    Full Text Available In this article we study the connection of fractional Brownian motion, representation theory and reflection positivity in quantum physics. We introduce and study reflection positivity for affine isometric actions of a Lie group on a Hilbert space E and show in particular that fractional Brownian motion for Hurst index 0 < H ≤ 1 / 2 is reflection positive and leads via reflection positivity to an infinite dimensional Hilbert space if 0 < H < 1 / 2 . We also study projective invariance of fractional Brownian motion and relate this to the complementary series representations of GL 2 ( R . We relate this to a measure preserving action on a Gaussian L 2 -Hilbert space L 2 ( E .

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

    International Nuclear Information System (INIS)

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

    1984-01-01

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

  1. Eigenfunction expansion for fractional Brownian motions

    International Nuclear Information System (INIS)

    Maccone, C.

    1981-01-01

    The fractional Brownian motions, a class of nonstationary stochastic processes defined as the Riemann-Liouville fractional integral/derivative of the Brownian motion, are studied. It is shown that these processes can be regarded as the output of a suitable linear system of which the input is the white noise. Their autocorrelation is then derived with a study of their standard-deviation curves. Their power spectra are found by resorting to the nonstationary spectral theory. And finally their eigenfunction expansion (Karhunen-Loeve expansion) is obtained: the eigenfunctions are proved to be suitable Bessel functions and the eigenvalues zeros of the Bessel functions. (author)

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

    International Nuclear Information System (INIS)

    Morgenstern, Karina; Laegsgaard, Erik; Besenbacher, Flemming

    2001-01-01

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

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

    NARCIS (Netherlands)

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

    2001-01-01

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

  4. Relaxation property of the fractional Brownian particle

    International Nuclear Information System (INIS)

    Wang Litan; Lung, C.W.

    1988-08-01

    Dynamic susceptibility of a diffusion system associated with the fractional Brownian motion (fBm) was examined for the fractal property of the Non-Debye relaxation process. The comparisons between fBm and other approaches were made. Anomalous diffusion and the Non-Debye relaxation processes were discussed with this approach. (author). 8 refs, 1 fig

  5. Generalized Arcsine Laws for Fractional Brownian Motion.

    Science.gov (United States)

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

    2018-01-26

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

  6. Brownian coagulation at high particle concentrations

    NARCIS (Netherlands)

    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,

  7. Increasing Restorability for Local-to-Egress Restoration in GMPLS Controlled Networks with Limited Wavelength Conversion

    DEFF Research Database (Denmark)

    Ruepp, Sarah Renée; Buron, Jakob Due; Andriolli, N.

    2006-01-01

    We study the performance of the local-to-egress restoration method in GMPLS controlled optical networks, when a limited number of wavelength converters are available. We evaluate the recovery percentage for a converter-saving label assignment scheme and compare its performance to a simple scheme...

  8. Below regulatory concern standards: The limits of state and local authority

    International Nuclear Information System (INIS)

    Silverman, D.J.

    1990-01-01

    The paper discusses: (1) the scope of the Nuclear Regulatory Commission's authority to develop and implement below regulatory concern or BRC standards; and (2) the limitations on the legal authority of states and local governments to create impediments to full implementation of such standards. The paper demonstrates that the NRC is acting well within its statutory authority in developing BRC regulations and guidelines, and that the ability of state and local governments to impede generators' use of those regulations and guidelines on the basis of legal or regulatory initiatives is substantially circumscribed. While some generators may be reluctant, as a result of political factors, to utilize BRC standards, the decision whether or not to use such standards should not be made without careful consideration of the applicable legal and regulatory limitations on state and local authority

  9. Effects of ionizing scrape-off layers on local recycling in Tore Supra pump limiter experiments

    International Nuclear Information System (INIS)

    Owen, L.W.; Hogan, J.T.; Klepper, C.C.; Mioduszewski, P.K.; Uckan, T.; Chatelier, M.; Loarer, T.

    1992-01-01

    A series of ohmic discharges with active pumping in the Tore Supra outboard pump limiter has been analyzed with the DEGAS neutrals transport code and an analysis scrape-off layer (SOL) plasma model. Pumping speed and plenum pressure measurements indicated 5--10 torr-L/s throughput with only modest effects on density (dN core /dt + source rate from ionization and dissociation of wall-desorbed molecules is seen to peak very near the radial position of the limiter throat. Consequently, a strong recycling vortex is created in the region of the limiter, with the ion flux amplified by factors of ∼2 at the outer limiter surfaces and >3 within the limiter throat. The calculations indicate that less than 30% of the pump throughput is due to first-generation ions from the core efflux, with the balance from local recycling in the strongly ionizing scrape-off layer

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

    Science.gov (United States)

    Nkrumah, Bernard; van der Puije, Beatrice; Bekoe, Veronica; Adukpo, Rowland; Kotey, Nii A; Yao, Katy; Fonjungo, Peter N; Luman, Elizabeth T; Duh, Samuel; Njukeng, Patrick A; Addo, Nii A; Khan, Fazle N; Woodfill, Celia J I

    2014-11-03

    In 2009, Ghana adopted the Strengthening Laboratory Management Toward Accreditation (SLMTA) programme in order to improve laboratory quality. The programme was implemented successfully with limited donor funding and local human resources. To demonstrate how Ghana, which received very limited PEPFAR funding, was able to achieve marked quality improvement using local human resources. Local partners led the SLMTA implementation and local mentors were embedded in each laboratory. An in-country training-of-trainers workshop was conducted in order to increase the pool of local SLMTA implementers. Three laboratory cohorts were enrolled in SLMTA in 2011, 2012 and 2013. Participants from each cohort attended in a series of three workshops interspersed with improvement projects and mentorship. Supplemental training on internal audit was provided. Baseline, exit and follow-up audits were conducted using the Stepwise Laboratory Quality Improvement Process Towards Accreditation (SLIPTA) checklist. In November 2013, four laboratories underwent official SLIPTA audits by the African Society for Laboratory Medicine (ASLM). The local SLMTA team successfully implemented three cohorts of SLMTA in 15 laboratories. Seven out of the nine laboratories that underwent follow-up audits have reached at least one star. Three out of the four laboratories that underwent official ASLM audits were awarded four stars. Patient satisfaction increased from 25% to 70% and sample rejection rates decreased from 32% to 10%. On average, $40 000 was spent per laboratory to cover mentors' salaries, SLMTA training and improvement project support. Building in-country capacity through local partners is a sustainable model for improving service quality in resource-constrained countries such as Ghana. Such models promote country ownership, capacity building and the use of local human resources for the expansion of SLMTA.

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

    Directory of Open Access Journals (Sweden)

    Bernard Nkrumah

    2014-11-01

    Full Text Available Background: In 2009, Ghana adopted the Strengthening Laboratory Management Toward Accreditation (SLMTA programme in order to improve laboratory quality. The programme was implemented successfully with limited donor funding and local human resources. Objectives: To demonstrate how Ghana, which received very limited PEPFAR funding, was able to achieve marked quality improvement using local human resources. Method: Local partners led the SLMTA implementation and local mentors were embedded in each laboratory. An in-country training-of-trainers workshop was conducted in order to increase the pool of local SLMTA implementers. Three laboratory cohorts were enrolled in SLMTA in 2011, 2012 and 2013. Participants from each cohort attended in a series of three workshops interspersed with improvement projects and mentorship. Supplemental trainingon internal audit was provided. Baseline, exit and follow-up audits were conducted using the Stepwise Laboratory Quality Improvement Process Towards Accreditation (SLIPTA checklist. In November 2013, four laboratories underwent official SLIPTA audits by the African Society for Laboratory Medicine (ASLM. Results: The local SLMTA team successfully implemented three cohorts of SLMTA in 15 laboratories. Seven out of the nine laboratories that underwent follow-up audits have reached at least one star. Three out of the four laboratories that underwent official ASLM audits were awarded four stars. Patient satisfaction increased from 25% to 70% and sample rejection rates decreased from 32% to 10%. On average, $40 000 was spent per laboratory to cover mentors’salaries, SLMTA training and improvement project support. Conclusion: Building in-country capacity through local partners is a sustainable model for improving service quality in resource-constrained countries such as Ghana. Such modelspromote country ownership, capacity building and the use of local human resources for the expansion of SLMTA.

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

    Science.gov (United States)

    Tufenkjian, Krikor; Lüders, Hans O

    2012-12-01

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

  13. Evaluation of Forming Limit by the 3 Dimensional Local Bifurcation Theory

    International Nuclear Information System (INIS)

    Nishimura, Ryuichi; Nakazawa, Yoshiaki; Ito, Koichi; Uemura, Gen; Mori, Naomichi

    2007-01-01

    A theoretical prediction and evaluation method for the sheet metal formability is developed on the basis of the three-dimensional local bifurcation theory previously proposed by authors. The forming limit diagram represented on the plane defined by the ratio of stress component to work-hardening rate is perfectly independent of plastic strain history. The upper and the lower limit of the sheet formability are indicated by the 3D critical line and the Stoeren-Rice's critical line on this plane, respectively. In order to verify the above mentioned behavior of the proposed forming limit diagram, the experimental research is also conducted. From the standpoint of the mechanical instability theory, a new concept called instability factor is introduced. It represents a degree of acceleration by current stress for developing the local bifurcation mode toward a fracture. The instability factor provides a method to evaluate a forming allowance which is useful to appropriate identification for a forming limit and to optimize the forming condition. The proposed criterion provides not only the moment to initiate the necking but also the local bifurcation mode vector and the direction of necking line

  14. Local melanoma recurrences in the scar after limited surgery for primary tumor

    DEFF Research Database (Denmark)

    Drzewiecki, K T; Andersson, A P

    1995-01-01

    The clinical and histologic records of 46 consecutive patients were reviewed who during the period 1980-1993 had recurrence from melanoma in the scar after limited surgery for a skin tumor. They constituted about 50% of all patients admitted with local recurrence from melanoma during this period....... At reexamination of the primary tumors, 16 were found to be malignant melanomas and 9 were nevi (four atypical and five benign). Twenty-one were missing, 11 of which had never been set for histologic examination. The median thickness of nine measurable melanomas was 0.66 mm. The recurrences in scar consisted of 34...... recurrences in the form of a new primary in a scar following limited surgery supports the theory of limited field change around a primary melanoma. Furthermore, limited procedures for primary melanoma, if followed by a recurrence in the scar, worsen the prognosis....

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

    International Nuclear Information System (INIS)

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

    2011-01-01

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

  16. Field theories on supermanifolds: general formalism, local supersymmetry, and the limit of global supersymmetry

    International Nuclear Information System (INIS)

    Bruzzo, V.

    1986-01-01

    This paper reports briefly on recent investigations concerning the formulation of field theories on supermanifolds. The usual formulations are unsatisfactory from a mathematical viewpoint, hence, this report. A variational theory for fields on a supermanifold is described where the action is a map between Banach spaces. The relationship between the field theory on the supermanifold and a suitably constructed field theory on space-time is also discussed. On-shell local supersymmetry are examined and the limit of global (rigid) supersymmetry is considered. A specific example is given which shows that the limit reproduces the known results

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

    International Nuclear Information System (INIS)

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

    2011-01-01

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

  18. Use of local and global limit load solutions for plates with surface cracks under tension

    Energy Technology Data Exchange (ETDEWEB)

    Lei, Y. [British Energy Generation Ltd, Barnett Way, Bamwood, Gloucester GL4 3RS (United Kingdom)], E-mail: yuebao.lei@british-energy.com

    2007-09-15

    Some available experimental results for the ductile failure of plates with surface cracks under tension are reviewed. The response of crack driving force, J, and the ligament strain near the local and global limit loads are investigated by performing elastic-perfectly plastic finite element (FE) analysis of a plate with a semi-elliptical crack under tension. The results show that a ligament may survive until the global collapse load is reached when the average ligament strain at the global collapse load, which depends on the uniaxial strain corresponding to the flow stress of the material and the crack geometry, is less than the true fracture strain of the material obtained from uniaxial tension tests. The FE analysis shows that ligament yielding corresponding to the local limit load has little effect on J and the average ligament strain, whereas approach to global collapse corresponds to a sharp increase in both J and the average ligament strain. The prediction of the FE value of J using the reference stress method shows that the global limit load is more relevant to J-estimation than the local one.

  19. Use of local and global limit load solutions for plates with surface cracks under tension

    International Nuclear Information System (INIS)

    Lei, Y.

    2007-01-01

    Some available experimental results for the ductile failure of plates with surface cracks under tension are reviewed. The response of crack driving force, J, and the ligament strain near the local and global limit loads are investigated by performing elastic-perfectly plastic finite element (FE) analysis of a plate with a semi-elliptical crack under tension. The results show that a ligament may survive until the global collapse load is reached when the average ligament strain at the global collapse load, which depends on the uniaxial strain corresponding to the flow stress of the material and the crack geometry, is less than the true fracture strain of the material obtained from uniaxial tension tests. The FE analysis shows that ligament yielding corresponding to the local limit load has little effect on J and the average ligament strain, whereas approach to global collapse corresponds to a sharp increase in both J and the average ligament strain. The prediction of the FE value of J using the reference stress method shows that the global limit load is more relevant to J-estimation than the local one

  20. Fractional Brownian motion with a reflecting wall

    Science.gov (United States)

    Wada, Alexander H. O.; Vojta, Thomas

    2018-02-01

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

  1. Brownian motion, dynamical randomness and irreversibility

    International Nuclear Information System (INIS)

    Gaspard, Pierre

    2005-01-01

    A relationship giving the entropy production as the difference between a time-reversed entropy per unit time and the standard one is applied to stochastic processes of diffusion of Brownian particles between two reservoirs at different concentrations. The entropy production in the nonequilibrium steady state is interpreted in terms of a time asymmetry in the dynamical randomness between the forward and backward paths of the diffusion process

  2. Frustrated Brownian Motion of Nonlocal Solitary Waves

    International Nuclear Information System (INIS)

    Folli, V.; Conti, C.

    2010-01-01

    We investigate the evolution of solitary waves in a nonlocal medium in the presence of disorder. By using a perturbational approach, we show that an increasing degree of nonlocality may largely hamper the Brownian motion of self-trapped wave packets. The result is valid for any kind of nonlocality and in the presence of nonparaxial effects. Analytical predictions are compared with numerical simulations based on stochastic partial differential equations.

  3. The quantum brownian particle and memory effects

    International Nuclear Information System (INIS)

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

    1991-01-01

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

  4. Optimum analysis of a Brownian refrigerator.

    Science.gov (United States)

    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.

  5. Analyzing animal movements using Brownian bridges.

    Science.gov (United States)

    Horne, Jon S; Garton, Edward O; Krone, Stephen M; Lewis, Jesse S

    2007-09-01

    By studying animal movements, researchers can gain insight into many of the ecological characteristics and processes important for understanding population-level dynamics. We developed a Brownian bridge movement model (BBMM) for estimating the expected movement path of an animal, using discrete location data obtained at relatively short time intervals. The BBMM is based on the properties of a conditional random walk between successive pairs of locations, dependent on the time between locations, the distance between locations, and the Brownian motion variance that is related to the animal's mobility. We describe two critical developments that enable widespread use of the BBMM, including a derivation of the model when location data are measured with error and a maximum likelihood approach for estimating the Brownian motion variance. After the BBMM is fitted to location data, an estimate of the animal's probability of occurrence can be generated for an area during the time of observation. To illustrate potential applications, we provide three examples: estimating animal home ranges, estimating animal migration routes, and evaluating the influence of fine-scale resource selection on animal movement patterns.

  6. Intrinsic and extrinsic measurement for Brownian motion

    International Nuclear Information System (INIS)

    Castro-Villarreal, Pavel

    2014-01-01

    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 〈δR 2 〉 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)

  7. Quantum dynamical framework for Brownian heat engines

    Science.gov (United States)

    Agarwal, G. S.; Chaturvedi, S.

    2013-07-01

    We present a self-contained formalism modeled after the Brownian motion of a quantum harmonic oscillator for describing the performance of microscopic Brownian heat engines such as Carnot, Stirling, and Otto engines. Our theory, besides reproducing the standard thermodynamics results in the steady state, enables us to study the role dissipation plays in determining the efficiency of Brownian heat engines under actual laboratory conditions. In particular, we analyze in detail the dynamics associated with decoupling a system in equilibrium with one bath and recoupling it to another bath and obtain exact analytical results, which are shown to have significant ramifications on the efficiencies of engines involving such a step. We also develop a simple yet powerful technique for computing corrections to the steady state results arising from finite operation time and use it to arrive at the thermodynamic complementarity relations for various operating conditions and also to compute the efficiencies of the three engines cited above at maximum power. Some of the methods and exactly solvable models presented here are interesting in their own right and could find useful applications in other contexts as well.

  8. Properties of Brownian Image Models in Scale-Space

    DEFF Research Database (Denmark)

    Pedersen, Kim Steenstrup

    2003-01-01

    Brownian images) will be discussed in relation to linear scale-space theory, and it will be shown empirically that the second order statistics of natural images mapped into jet space may, within some scale interval, be modeled by the Brownian image model. This is consistent with the 1/f 2 power spectrum...... law that apparently governs natural images. Furthermore, the distribution of Brownian images mapped into jet space is Gaussian and an analytical expression can be derived for the covariance matrix of Brownian images in jet space. This matrix is also a good approximation of the covariance matrix......In this paper it is argued that the Brownian image model is the least committed, scale invariant, statistical image model which describes the second order statistics of natural images. Various properties of three different types of Gaussian image models (white noise, Brownian and fractional...

  9. Time rescaling and Gaussian properties of the fractional Brownian motions

    International Nuclear Information System (INIS)

    Maccone, C.

    1981-01-01

    The fractional Brownian motions are proved to be a class of Gaussian (normal) stochastic processes suitably rescaled in time. Some consequences affecting their eigenfunction expansion (Karhunen-Loeve expansion) are inferred. A known formula of Cameron and Martin is generalized. The first-passage time probability density is found. The partial differential equation of the fractional Brownian diffusion is obtained. And finally the increments of the fractional Brownian motions are proved to be independent for nonoverlapping time intervals. (author)

  10. 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......, which allow to obtain a valid central limit theorem for the critical region. Finally, we apply our statistical theory to turbulence data....

  11. Brownian diode: Molecular motor based on a semi-permeable Brownian particle with internal potential drop

    International Nuclear Information System (INIS)

    Plyukhin, A.V.

    2013-01-01

    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.

  12. Non-Markovian quantum Brownian motion in one dimension in electric fields

    Science.gov (United States)

    Shen, H. Z.; Su, S. L.; Zhou, Y. H.; Yi, X. X.

    2018-04-01

    Quantum Brownian motion is the random motion of quantum particles suspended in a field (or an effective field) resulting from their collision with fast-moving modes in the field. It provides us with a fundamental model to understand various physical features concerning open systems in chemistry, condensed-matter physics, biophysics, and optomechanics. In this paper, without either the Born-Markovian or rotating-wave approximation, we derive a master equation for a charged-Brownian particle in one dimension coupled with a thermal reservoir in electric fields. The effect of the reservoir and the electric fields is manifested as time-dependent coefficients and coherent terms, respectively, in the master equation. The two-photon correlation between the Brownian particle and the reservoir can induce nontrivial squeezing dynamics to the particle. We derive a current equation including the source from the driving fields, transient current from the system flowing into the environment, and the two-photon current caused by the non-rotating-wave term. The presented results then are compared with that given by the rotating-wave approximation in the weak-coupling limit, and these results are extended to a more general quantum network involving an arbitrary number of coupled-Brownian particles. The presented formalism might open a way to better understand exactly the non-Markovian quantum network.

  13. The Onsager reciprocity relation and generalized efficiency of a thermal Brownian motor

    International Nuclear Information System (INIS)

    Tian-Fu, Gao; Jin-Can, Chen; Yue, Zhang

    2009-01-01

    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)

  14. Asymptotic expansion in the local limit theorem for the particle number in the grand canonical ensemble

    International Nuclear Information System (INIS)

    Pogosian, S.

    1981-01-01

    It is known that in the grand canonical ensemble (for the case of small density of particles) the fluctuations (approximately mod(Λ)sup(1/2)) in the particle number have an asymptotic normal distribution as Λ→infinity. A similar statement holds for the distribution of the particle number in a bounded domain evaluated with respect to the limiting Gibbs distribution. The author obtains an asymptotic expansion in the local limit theorem for the particle number in the grand canonical ensemble, by using the asymptotic expansion of the grand canonical partition function. The coefficients of this expansion are not constants but depend on the form of the domain Λ. More precisely, they are constant up to a correction which is small (for large Λ). The author obtains an explicit form for the second term of the asymptotic expansion in the local limit theorem for the particle number, and also gets the first correction terms for the coefficients of this expansion. (Auth.)

  15. Effects of ionizing scrape-off layers on local recycling in Tore Supra pump limiter experiments

    International Nuclear Information System (INIS)

    Chatelier, M.; Loarer, T.

    1992-01-01

    A series of ohmic discharges with active pumping in the Tore Supra outboard pump limiter has been analyzed with the DEGAS neutrals transport code and an analytic scrape-off layer (SOL) plasma model. Pumping speed and plenum pressure measurements indicated 5-10 torr.L/s throughput with only modest effects on density. A model is developed in which large exhaust fluxes, with little attendant effect on core plasma density, are explained in terms of SOL ionization of recycled and wall-desorbed neutrals. Particle balance with active pumping and constant line density requires that the wall return flux exceed the incident flux by approximately the pump throughput in the absence of external fueling. The radial profile of the H + source rate from ionization and dissociation of wall-desorbed molecules is seen to peak very near the radial position of the limiter throat. Consequently, a strong recycling vortex is created in the region of the limiter, with the ion flux amplified by factors of 2 at the outer limiter surfaces and > 3 within the limiter throat. The calculations indicate that less than 30% of the pump throughput is due to first-generation ions from the core efflux, with the balance from local recycling in the strongly ionizing SOL

  16. D-particle-inspired analysis of localization limits in quantum gravity

    International Nuclear Information System (INIS)

    Amelino-Camelia, Giovanni; Doplicher, Luisa

    2004-01-01

    Some recent studies of the properties of D-particles suggest that in string theory a rather conventional description of spacetime might be available up to scales that are significantly smaller than the Planck length. We explore this possibility in the framework of a Heisenberg-microscope setup for the analysis of localization of a spacetime event marked by the collision of two D-particles. For the string-theory aspects of our analysis, which only concern some general properties of D-particles, we rely on previous works. The results confirm that a spatial coordinate of the event can indeed be determined with better-than-Planckian accuracy, but we stress that this comes at the price of a rather large uncertainty in the time coordinate. We comment on the implications of these results for the popular quantum-gravity intuition which assigns to the Planck length the role of absolute limit on localization

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

    International Nuclear Information System (INIS)

    Frauendiener, Jörg; Szabados, László B

    2011-01-01

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

  18. Exact analytical thermodynamic expressions for a Brownian heat engine

    Science.gov (United States)

    Taye, Mesfin Asfaw

    2015-09-01

    The nonequilibrium thermodynamics feature of a Brownian motor operating between two different heat baths is explored as a function of time t . Using the Gibbs entropy and Schnakenberg microscopic stochastic approach, we find exact closed form expressions for the free energy, the rate of entropy production, and the rate of entropy flow from the system to the outside. We show that when the system is out of equilibrium, it constantly produces entropy and at the same time extracts entropy out of the system. Its entropy production and extraction rates decrease in time and saturate to a constant value. In the long time limit, the rate of entropy production balances the rate of entropy extraction, and at equilibrium both entropy production and extraction rates become zero. Furthermore, via the present model, many thermodynamic theories can be checked.

  19. Hybrid finite element and Brownian dynamics method for charged particles

    Energy Technology Data Exchange (ETDEWEB)

    Huber, Gary A., E-mail: ghuber@ucsd.edu; Miao, Yinglong [Howard Hughes Medical Institute, University of California San Diego, La Jolla, California 92093-0365 (United States); Zhou, Shenggao [Department of Mathematics and Mathematical Center for Interdiscipline Research, Soochow University, 1 Shizi Street, Suzhou, 215006 Jiangsu (China); Li, Bo [Department of Mathematics and Quantitative Biology Graduate Program, University of California, San Diego, 9500 Gilman Drive, La Jolla, California 92093-0112 (United States); McCammon, J. Andrew [Howard Hughes Medical Institute, University of California San Diego, La Jolla, California 92093 (United States); Department of Chemistry and Biochemistry, University of California San Diego, La Jolla, California 92093-0365 (United States); Department of Pharmacology, University of California San Diego, La Jolla, California 92093-0636 (United States)

    2016-04-28

    Diffusion is often the rate-determining step in many biological processes. Currently, the two main computational methods for studying diffusion are stochastic methods, such as Brownian dynamics, and continuum methods, such as the finite element method. A previous study introduced a new hybrid diffusion method that couples the strengths of each of these two methods, but was limited by the lack of interactions among the particles; the force on each particle had to be from an external field. This study further develops the method to allow charged particles. The method is derived for a general multidimensional system and is presented using a basic test case for a one-dimensional linear system with one charged species and a radially symmetric system with three charged species.

  20. Behavior of aerosols undergoing Brownian coagulation, Brownian diffusion and gravitational settling in a closed chamber

    International Nuclear Information System (INIS)

    Okuyama, Kikuo; Kousaka, Yasuo; Yoshida, Tetsuo

    1976-01-01

    The behavior of aerosols undergoing Brownian coagulation. Brownian diffusion and gravitational settling in a closed chamber was studied by solving the basic equation, the so-called population balance equation, numerically for a polydisperse aerosol system and analytically for a monodisperse system, and then the results were examined by experiment. In solving the basic equation, two dimensionless parameters, which are determined by the initial properties of an aerosol and the chamber dimension and also characterize the relative effects of Brownian coagulation and Brownian diffusion to gravitational settling, were introduced in order to generalize the behavior under arbitrary conditions. The calculated results, the time-dependent changes in particle number concentration and particle size distribution for a polydisperse system, were presented graphically by using the above two parameters. And further using these parameters, the domains of the three controlling factors were mapped to show the extent of each effect of these factors under various conditions for a monodisperse system. Some of the calculated results were compared with the experimental results obtained by the ultramicroscopic size analysis previously developed by the authors. (auth.)

  1. Beamspace fast fully adaptive brain source localization for limited data sequences

    International Nuclear Information System (INIS)

    Ravan, Maryam

    2017-01-01

    In the electroencephalogram (EEG) or magnetoencephalogram (MEG) context, brain source localization methods that rely on estimating second order statistics often fail when the observations are taken over a short time interval, especially when the number of electrodes is large. To address this issue, in previous study, we developed a multistage adaptive processing called fast fully adaptive (FFA) approach that can significantly reduce the required sample support while still processing all available degrees of freedom (DOFs). This approach processes the observed data in stages through a decimation procedure. In this study, we introduce a new form of FFA approach called beamspace FFA. We first divide the brain into smaller regions and transform the measured data from the source space to the beamspace in each region. The FFA approach is then applied to the beamspaced data of each region. The goal of this modification is to benefit the correlation sensitivity reduction between sources in different brain regions. To demonstrate the performance of the beamspace FFA approach in the limited data scenario, simulation results with multiple deep and cortical sources as well as experimental results are compared with regular FFA and widely used FINE approaches. Both simulation and experimental results demonstrate that the beamspace FFA method can localize different types of multiple correlated brain sources in low signal to noise ratios more accurately with limited data. (paper)

  2. Effective diffusion of confined active Brownian swimmers

    Science.gov (United States)

    Sandoval, Mario; Dagdug, Leonardo

    2014-11-01

    We find theoretically the effect of confinement and thermal fluctuations, on the diffusivity of a spherical active swimmer moving inside a two-dimensional narrow cavity of general shape. The explicit formulas for the effective diffusion coefficient of a swimmer moving inside two particular cavities are presented. We also compare our analytical results with Brownian Dynamics simulations and we obtain excellent agreement. L.D. thanks Consejo Nacional de Ciencia y Tecnologia (CONACyT) Mexico, for partial support by Grant No. 176452. M. S. thanks CONACyT and Programa de Mejoramiento de Profesorado (PROMEP) for partially funding this work under Grant No. 103.5/13/6732.

  3. Eigenfunction statistics of Wishart Brownian ensembles

    International Nuclear Information System (INIS)

    Shukla, Pragya

    2017-01-01

    We theoretically analyze the eigenfunction fluctuation measures for a Hermitian ensemble which appears as an intermediate state of the perturbation of a stationary ensemble by another stationary ensemble of Wishart (Laguerre) type. Similar to the perturbation by a Gaussian stationary ensemble, the measures undergo a diffusive dynamics in terms of the perturbation parameter but the energy-dependence of the fluctuations is different in the two cases. This may have important consequences for the eigenfunction dynamics as well as phase transition studies in many areas of complexity where Brownian ensembles appear. (paper)

  4. Quantum Darwinism in Quantum Brownian Motion

    Science.gov (United States)

    Blume-Kohout, Robin; Zurek, Wojciech H.

    2008-12-01

    Quantum Darwinism—the redundant encoding of information about a decohering system in its environment—was proposed to reconcile the quantum nature of our Universe with apparent classicality. We report the first study of the dynamics of quantum Darwinism in a realistic model of decoherence, quantum Brownian motion. Prepared in a highly squeezed state—a macroscopic superposition—the system leaves records whose redundancy increases rapidly with initial delocalization. Redundancy appears rapidly (on the decoherence time scale) and persists for a long time.

  5. Laser light scattering in Brownian medium

    International Nuclear Information System (INIS)

    Suwono; Santoso, Budi; Baiquni, A.

    1983-01-01

    The principle of laser light scattering in Brownian medium and photon correlation spectroscopy are described in detail. Their application to the study of the behaviour of a polystyrene latex solution are discussed. The auto-correlation function of light scattered by the polystyrene latex solution in various angle, various temperature and in various sample times, have been measured. Information on the translation diffusion coefficient and size on the particle can be obtained from the auto-correlation function. Good agreement between the available data and experiment is shown. (author)

  6. Microscopic derivation of open quantum Brownian motion: a particular example

    International Nuclear Information System (INIS)

    Sinayskiy, Ilya; Petruccione, Francesco

    2015-01-01

    The microscopic derivation of a new type of Brownian motion, namely open quantum Brownian motion (OQBM) is presented. The quantum master equation for OQBM is derived for a weakly driven system interacting with a decoherent environment. Examples of the dynamics for initial Gaussian and non-Gaussian distributions are presented. Both examples demonstrate convergence of the OQBM dynamics to Gaussian distributions. (topical article)

  7. Quantum description of the Brownian movement in an external field

    International Nuclear Information System (INIS)

    Svin'in, I.R.

    1976-01-01

    The Schroedinger equation for brownian motion in an external field is obtained on the basis of the classical Langevin equation. The specific features of the approach proposed are illustrated by the example of the brownian motion of the quantum oscillator. The influence of the fluctuations on the various physical quantities is considered

  8. Presentation of quantum Brownian movement in the collective coordinate method

    International Nuclear Information System (INIS)

    Oksak, A.I.; Sukhanov, A.D.

    2003-01-01

    Two explicitly solved models of quantum randomized processes described by the Langevin equation, i. e. a free quantum Brownian particle and a quantum Brownian harmonic oscillator, are considered. The Hamiltonian (string) realization of the models reveals soliton-like structure of classical solutions. Accordingly, the method of zero mode collective coordinate is an adequate means for describing the models quantum dynamics [ru

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

    International Nuclear Information System (INIS)

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

    1995-03-01

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

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

    CERN Document Server

    Gillespie, Daniel T

    2013-01-01

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

  11. Friction tensor for a pair of Brownian particles: Spurious finite-size effects and molecular dynamics estimates

    International Nuclear Information System (INIS)

    Bocquet, L.; Hansen, J.P.; Piasecki, J.

    1997-01-01

    In this work, we show that in any finite system, the binary friction tenser for two Brownian particles cannot be directly estimated from an evaluation of the microscopic Green Kubo formula, involving the time integral of force-force autocorrelation functions. This pitfall is associated with a subtle inversion of the thermodynamic and long-time limits and leads to spurious results for the estimates of the friction matrix based on molecular dynamics simulations. Starting from a careful analysis of the coupled Langevin equations for two interacting Brownian particles, we derive a method to circumvent these effects and extract the binary friction tenser from the correlation function matrix of the instantaneous forces exerted by the bath particles on the fixed Brownian particles, and from the relaxation of the total momentum of the bath in a finite system. The general methodology is applied to the case of two hard or soft Brownian spheres in a bath of light particles. Numerical estimates of the relevant correlation functions and of the resulting self and mutual components of the matrix of friction tensors are obtained by molecular dynamics simulations for various spacings between the Brownian particles

  12. Granular motor in the non-Brownian limit

    NARCIS (Netherlands)

    Oyarte Galvez, Loreto Alejandra; van der Meer, Roger M.

    2016-01-01

    In this work we experimentally study a granular rotor which is similar to the famous Smoluchowski–Feynman device and which consists of a rotor with four vanes immersed in a granular gas. Each side of the vanes can be composed of two different materials, creating a rotational asymmetry and turning

  13. Comment on 'Finding viscosity of liquids from Brownian motion at students' laboratory' and 'Brownian motion using video capture'

    International Nuclear Information System (INIS)

    Greczylo, Tomasz; Debowska, Ewa

    2007-01-01

    The authors make comments and remarks on the papers by Salmon et al (2002 Eur. J. Phys. 23 249-53) and their own (2005 Eur. J. Phys. 26 827-33) concerning Brownian motion in two-dimensional space. New, corrected results of calculations and measurements for students' experiments on finding the viscosity of liquids from Brownian motion are presented. (letters and comments)

  14. Spatial resolution limits for the localization of noise sources using direct sound mapping

    DEFF Research Database (Denmark)

    Comesana, D. Fernandez; Holland, K. R.; Fernandez Grande, Efren

    2016-01-01

    the relationship between spatial resolution, noise level and geometry. The proposed expressions are validated via simulations and experiments. It is shown that particle velocity mapping yields better results for identifying closely spaced sound sources than sound pressure or sound intensity, especially...... extensively been used for many years to locate sound sources. However, it is not yet well defined when two sources should be regarded as resolved by means of direct sound mapping. This paper derives the limits of the direct representation of sound pressure, particle velocity and sound intensity by exploring......One of the main challenges arising from noise and vibration problems is how to identify the areas of a device, machine or structure that produce significant acoustic excitation, i.e. the localization of main noise sources. The direct visualization of sound, in particular sound intensity, has...

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

    Science.gov (United States)

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

    1998-06-05

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

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

    Science.gov (United States)

    Lee, K. C.

    2013-02-01

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

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

    Directory of Open Access Journals (Sweden)

    K. C. Lee

    2013-02-01

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

  18. Local confidence limits for IMRT and VMAT techniques: a study based on TG119 test suite

    International Nuclear Information System (INIS)

    Thomas, M.; Chandroth, M.

    2014-01-01

    The aim of this study was to generate a local confidence limit (CL) for intensity modulated radiation therapy (IMRT) and volumetric modulated arc therapy (VMAT) techniques used at Waikato Regional Cancer Centre. This work was carried out based on the American Association of Physicists in Medicine (AAPM) Task Group (TG) 119 report. The AAPM TG 119 report recommends CLs as a bench mark for IMRT commissioning and delivery based on its multiple institutions planning and dosimetry comparisons. In this study the locally obtained CLs were compared to TG119 benchmarks. Furthermore, the same bench mark was used to test the capabilities and quality of the VMAT technique in our clinic. The TG 119 test suite consists of two primary and four clinical tests for evaluating the accuracy of IMRT planning and dose delivery systems. Pre defined structure sets contoured on computed tomography images were downloaded from AAPM website and were transferred to a locally designed phantom. For each test case two plans were generated using IMRT and VMAT optimisation. Dose prescriptions and planning objectives recommended by TG119 report were followed to generate the test plans in Eclipse Treatment Planning System. For each plan the point dose measurements were done using an ion chamber at high dose and low dose regions. The planar dose distribution was analysed for percentage of points passing the gamma criteria of 3 %/3 mm, for both the composite plan and individual fields of each plan. The CLs were generated based on the results from the gamma analysis and point dose measurements. For IMRT plans, the CLs obtained were (1) from point dose measurements: 2.49 % at high dose region and 2.95 % for the low dose region (2) from gamma analysis: 2.12 % for individual fields and 5.9 % for the composite plan. For VMAT plans, the CLs obtained were (1) from point dose measurements: 2.56 % at high dose region and 2.6 % for the low dose region (2) from gamma analysis: 1.46 % for individual fields and 0

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

    International Nuclear Information System (INIS)

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

    2012-01-01

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

  20. Directed motion of a Brownian motor in a temperature gradient

    Science.gov (United States)

    Liu, Yibing; Nie, Wenjie; Lan, Yueheng

    2017-05-01

    Directed motion of mesoscopic systems in a non-equilibrium environment is of great interest to both scientists and engineers. Here, the translation and rotation of a Brownian motor is investigated under non-equilibrium conditions. An anomalous directed translation is found if the two heads of the Brownian motor are immersed in baths with different particle masses, which is hinted in the analytic computation and confirmed by the numerical simulation. Similar consideration is also used to find the directed movement in the single rotational and translational degree of freedom of the Brownian motor when residing in one thermal bath with a temperature gradient.

  1. Brownian motion probe for water-ethanol inhomogeneous mixtures

    Science.gov (United States)

    Furukawa, Kazuki; Judai, Ken

    2017-12-01

    Brownian motion provides information regarding the microscopic geometry and motion of molecules, insofar as it occurs as a result of molecular collisions with a colloid particle. We found that the mobility of polystyrene beads from the Brownian motion in a water-ethanol mixture is larger than that predicted from the liquid shear viscosity. This indicates that mixing water and ethanol is inhomogeneous in micron-sized probe beads. The discrepancy between the mobility of Brownian motion and liquid mobility can be explained by the way the rotation of the beads in an inhomogeneous viscous solvent converts the translational movement.

  2. Fractional Brownian motion and long term clinical trial recruitment.

    Science.gov (United States)

    Zhang, Qiang; Lai, Dejian

    2011-05-01

    Prediction of recruitment in clinical trials has been a challenging task. Many methods have been studied, including models based on Poisson process and its large sample approximation by Brownian motion (BM), however, when the independent incremental structure is violated for BM model, we could use fractional Brownian motion to model and approximate the underlying Poisson processes with random rates. In this paper, fractional Brownian motion (FBM) is considered for such conditions and compared to BM model with illustrated examples from different trials and simulations.

  3. Conformal geometry and invariants of 3-strand Brownian braids

    International Nuclear Information System (INIS)

    Nechaev, Sergei; Voituriez, Raphael

    2005-01-01

    We propose a simple geometrical construction of topological invariants of 3-strand Brownian braids viewed as world lines of 3 particles performing independent Brownian motions in the complex plane z. Our construction is based on the properties of conformal maps of doubly-punctured plane z to the universal covering surface. The special attention is paid to the case of indistinguishable particles. Our method of conformal maps allows us to investigate the statistical properties of the topological complexity of a bunch of 3-strand Brownian braids and to compute the expectation value of the irreducible braid length in the non-Abelian case

  4. Breaking the symmetry of a Brownian motor with symmetric potentials

    International Nuclear Information System (INIS)

    Hagman, H; Zelan, M; Dion, C M

    2011-01-01

    The directed transport of Brownian particles requires a system with an asymmetry and with non-equilibrium noise. Here we investigate numerically alternative ways of fulfilling these requirements for a two-state Brownian motor, realized with Brownian particles alternating between two phase-shifted, symmetric potentials. We show that, besides the previously known spatio-temporal asymmetry based on unequal transfer rates between the potentials, inequalities in the potential depths, the frictions, or the equilibrium temperatures of the two potentials also generate the required asymmetry. We also show that the effects of the thermal noise and the noise of the transfer's randomness depend on the way the asymmetry is induced.

  5. 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.

  6. Brownian Motion of Boomerang Colloidal Particles

    Science.gov (United States)

    Wei, Qi-Huo; Konya, Andrew; Wang, Feng; Selinger, Jonathan V.; Sun, Kai; Chakrabarty, Ayan

    2014-03-01

    We present experimental and theoretical studies on the Brownian motion of boomerang colloidal particles confined between two glass plates. Our experimental observations show that the mean displacements are biased towards the center of hydrodynamic stress (CoH), and that the mean-square displacements exhibit a crossover from short-time faster to long-time slower diffusion with the short-time diffusion coefficients dependent on the points used for tracking. A model based on Langevin theory elucidates that these behaviors are ascribed to the superposition of two diffusive modes: the ellipsoidal motion of the CoH and the rotational motion of the tracking point with respect to the CoH.

  7. Brownian motion with multiplicative noises revisited

    International Nuclear Information System (INIS)

    Kuroiwa, T; Miyazaki, K

    2014-01-01

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

  8. Factorization Procedure for Harmonically Bound Brownian Particle

    International Nuclear Information System (INIS)

    Omolo, JK.

    2006-01-01

    The method of factorization to solve the problem of the one-dimensional harmonically bound Brownian particle was applied. Assuming the the rapidily fluctuating random force is Gaussian and has an infinitely short correlation time, explicit expressions for the position-position,velocity-velocity, and the position-velocity correlation functions, which are also use to write down appropriate distribution functions were used. The correlation and distribution functions for the complex quantity (amplititude) which provides the expressions for the position and velocity of the particle are calculated. Finally, Fokker-Planck equations for the joint probability distribution functions for the amplititude and it's complex conjugate as well as for the position and velocity of the particle are obtained. (author)

  9. Yukawa Potential, Panharmonic Measure and Brownian Motion

    Directory of Open Access Journals (Sweden)

    Antti Rasila

    2018-05-01

    Full Text Available This paper continues our earlier investigation, where a walk-on-spheres (WOS algorithm for Monte Carlo simulation of the solutions of the Yukawa and the Helmholtz partial differential equations (PDEs was developed by using the Duffin correspondence. In this paper, we investigate the foundations behind the algorithm for the case of the Yukawa PDE. We study the panharmonic measure, which is a generalization of the harmonic measure for the Yukawa PDE. We show that there are natural stochastic definitions for the panharmonic measure in terms of the Brownian motion and that the harmonic and the panharmonic measures are all mutually equivalent. Furthermore, we calculate their Radon–Nikodym derivatives explicitly for some balls, which is a key result behind the WOS algorithm.

  10. Coherent density fluctuation model as a local-scale limit to ATDHF

    International Nuclear Information System (INIS)

    Antonov, A.N.; Petkov, I.Zh.; Stoitsov, M.V.

    1985-04-01

    The local scale transformation method is used for the construction of an Adiabatic Time-Dependent Hartree-Fock approach in terms of the local density distribution. The coherent density fluctuation relations of the model result in a particular case when the ''flucton'' local density is connected with the plane wave determinant model function be means of the local-scale coordinate transformation. The collective potential energy expression is obtained and its relation to the nuclear matter energy saturation curve is revealed. (author)

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

    Science.gov (United States)

    Fish, Jeremie; Scrimgeour, Jan

    2015-07-10

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

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

    NARCIS (Netherlands)

    A.P.J. Machohe (Antonio)

    2011-01-01

    textabstractMozambique has been a centralized State since its independence in 1975. During this time, local government has depended on the Central Government and has lacked autonomy in both local policy decisions and resource management in addition to the complete failure of effective local services

  13. Conformal correlation functions in the Brownian loop soup

    Science.gov (United States)

    Camia, Federico; Gandolfi, Alberto; Kleban, Matthew

    2016-01-01

    We define and study a set of operators that compute statistical properties of the Brownian loop soup, a conformally invariant gas of random Brownian loops (Brownian paths constrained to begin and end at the same point) in two dimensions. We prove that the correlation functions of these operators have many of the properties of conformal primaries in a conformal field theory, and compute their conformal dimension. The dimensions are real and positive, but have the novel feature that they vary continuously as a periodic function of a real parameter. We comment on the relation of the Brownian loop soup to the free field, and use this relation to establish that the central charge of the loop soup is twice its intensity.

  14. Conformal correlation functions in the Brownian loop soup

    Energy Technology Data Exchange (ETDEWEB)

    Camia, Federico, E-mail: federico.camia@nyu.edu [New York University Abu Dhabi (United Arab Emirates); VU University, Amsterdam (Netherlands); Gandolfi, Alberto, E-mail: albertogandolfi@nyu.edu [New York University Abu Dhabi (United Arab Emirates); Università di Firenze (Italy); Kleban, Matthew, E-mail: kleban@nyu.edu [New York University Abu Dhabi (United Arab Emirates); Center for Cosmology and Particle Physics, Department of Physics, New York University (United States)

    2016-01-15

    We define and study a set of operators that compute statistical properties of the Brownian loop soup, a conformally invariant gas of random Brownian loops (Brownian paths constrained to begin and end at the same point) in two dimensions. We prove that the correlation functions of these operators have many of the properties of conformal primaries in a conformal field theory, and compute their conformal dimension. The dimensions are real and positive, but have the novel feature that they vary continuously as a periodic function of a real parameter. We comment on the relation of the Brownian loop soup to the free field, and use this relation to establish that the central charge of the loop soup is twice its intensity.

  15. Conformal correlation functions in the Brownian loop soup

    Directory of Open Access Journals (Sweden)

    Federico Camia

    2016-01-01

    Full Text Available We define and study a set of operators that compute statistical properties of the Brownian loop soup, a conformally invariant gas of random Brownian loops (Brownian paths constrained to begin and end at the same point in two dimensions. We prove that the correlation functions of these operators have many of the properties of conformal primaries in a conformal field theory, and compute their conformal dimension. The dimensions are real and positive, but have the novel feature that they vary continuously as a periodic function of a real parameter. We comment on the relation of the Brownian loop soup to the free field, and use this relation to establish that the central charge of the loop soup is twice its intensity.

  16. Near-Field, On-Chip Optical Brownian Ratchets.

    Science.gov (United States)

    Wu, Shao-Hua; Huang, Ningfeng; Jaquay, Eric; Povinelli, Michelle L

    2016-08-10

    Nanoparticles in aqueous solution are subject to collisions with solvent molecules, resulting in random, Brownian motion. By breaking the spatiotemporal symmetry of the system, the motion can be rectified. In nature, Brownian ratchets leverage thermal fluctuations to provide directional motion of proteins and enzymes. In man-made systems, Brownian ratchets have been used for nanoparticle sorting and manipulation. Implementations based on optical traps provide a high degree of tunability along with precise spatiotemporal control. Here, we demonstrate an optical Brownian ratchet based on the near-field traps of an asymmetrically patterned photonic crystal. The system yields over 25 times greater trap stiffness than conventional optical tweezers. Our technique opens up new possibilities for particle manipulation in a microfluidic, lab-on-chip environment.

  17. Directed Transport of Brownian Particles in a Periodic Channel

    International Nuclear Information System (INIS)

    Jiang Jie; Ai Bao-Quan; Wu Jian-Chun

    2015-01-01

    The transport of Brownian particles in the infinite channel within an external force along the axis of the channel has been studied. In this paper, we study the transport of Brownian particle in the infinite channel within an external force along the axis of the channel and an external force in the transversal direction. In this more sophisticated situation, some property is similar to the simple situation, but some interesting property also appears. (paper)

  18. Volume of the domain visited by N spherical Brownian particles

    International Nuclear Information System (INIS)

    Berezhkovskii, A.M.

    1994-01-01

    The average value and variance of the volume of the domain visited in time t by N spherical Brownian particles starting initially at the same point are presented as quadratures of the solutions of simple diffusion problems of the survival of a point Brownian particle in the presence of one and two spherical traps. As an illustration, explicit time dependences are obtained for the average volume in one and three dimensions

  19. Fast orthogonal transforms and generation of Brownian paths.

    Science.gov (United States)

    Leobacher, Gunther

    2012-04-01

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

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

    DEFF Research Database (Denmark)

    Lebovits, Joachim; Podolskij, Mark

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

  1. 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.

  2. Theory of relativistic Brownian motion in the presence of electromagnetic field in (1+1) dimension

    Science.gov (United States)

    Mukhopadhyay, Annesh; Bandyopadhyay, M.; Bhamidipati, C.

    2018-04-01

    In this work, we consider the relativistic generalization of the theory of Brownian motion for the (1+1) dimensional case, which is again consistent with Einstein's special theory of relativity and reduces to standard Brownian motion in the Newtonian limit. All the generalizations are made considering Special theory of relativity into account. The particle under consideration has a velocity close to the speed of light and is a free Brownian particle suspended in a heat bath. With this generalization the velocity probability density functions are also obtained using Ito, Stratonovich and Hanggi-Klimontovich approach of pre-point, mid-point and post-point discretization rule. Subsequently, in our work, we have obtained the relativistic Langevin equations in the presence of an electromagnetic field. Finally, taking a special case of a constant vector potential and a constant electric field into account the Langevin equations are solved for the momentum and subsequently the velocity of the particle. Using a similar approach to the Fokker-planck equations of motion, the velocity distributions are also obtained in the presence of a constant vector potential and are plotted, which shows essential deviations from the one obtained without a potential. Our constant potential model can be realized in an optical potential.

  3. Characterizing Detrended Fluctuation Analysis of multifractional Brownian motion

    Science.gov (United States)

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

    2015-02-01

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

  4. Continuous spin mean-field models : Limiting kernels and Gibbs properties of local transforms

    NARCIS (Netherlands)

    Kulske, Christof; Opoku, Alex A.

    2008-01-01

    We extend the notion of Gibbsianness for mean-field systems to the setup of general (possibly continuous) local state spaces. We investigate the Gibbs properties of systems arising from an initial mean-field Gibbs measure by application of given local transition kernels. This generalizes previous

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

    International Nuclear Information System (INIS)

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

    2014-01-01

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

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

    Science.gov (United States)

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

    2018-02-01

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

  7. Bose polaron as an instance of quantum Brownian motion

    Directory of Open Access Journals (Sweden)

    Aniello Lampo

    2017-09-01

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

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

    Science.gov (United States)

    Fiore, Andrew M.; Swan, James W.

    2018-01-01

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

  9. Spherical particle Brownian motion in viscous medium as non-Markovian random process

    International Nuclear Information System (INIS)

    Morozov, Andrey N.; Skripkin, Alexey V.

    2011-01-01

    The Brownian motion of a spherical particle in an infinite medium is described by the conventional methods and integral transforms considering the entrainment of surrounding particles of the medium by the Brownian particle. It is demonstrated that fluctuations of the Brownian particle velocity represent a non-Markovian random process. The features of Brownian motion in short time intervals and in small displacements are considered. -- Highlights: → Description of Brownian motion considering the entrainment of medium is developed. → We find the equations for statistical characteristics of impulse fluctuations. → Brownian motion at small time intervals is considered. → Theoretical results and experimental data are compared.

  10. Localization of atomic excitation beyond the diffraction limit using electromagnetically induced transparency

    Science.gov (United States)

    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.

  11. Fire Danger of Interaction Processes of Local Sources with a Limited Energy Capacity and Condensed Substances

    OpenAIRE

    Glushkov, Dmitry Olegovich; Strizhak, Pavel Alexandrovich; Vershinina, Kseniya Yurievna

    2015-01-01

    Numerical investigation of flammable interaction processes of local energy sources with liquid condensed substances has been carried out. Basic integrated characteristic values of process have been defined – ignition delay time at different energy sources parameters. Recommendations have been formulated to ensure fire safety of technological processes, characterized by possible local heat sources formation (cutting, welding, friction, metal grinding etc.) in the vicinity of storage areas, tra...

  12. Fire Danger of Interaction Processes of Local Sources with a Limited Energy Capacity and Condensed Substances

    Directory of Open Access Journals (Sweden)

    Glushkov Dmitrii O.

    2015-01-01

    Full Text Available Numerical investigation of flammable interaction processes of local energy sources with liquid condensed substances has been carried out. Basic integrated characteristic values of process have been defined – ignition delay time at different energy sources parameters. Recommendations have been formulated to ensure fire safety of technological processes, characterized by possible local heat sources formation (cutting, welding, friction, metal grinding etc. in the vicinity of storage areas, transportation, transfer and processing of flammable liquids (gasoline, kerosene, diesel fuel.

  13. 76 FR 45254 - Report and Recommendations on the Usefulness and Limitations of the Murine Local Lymph Node Assay...

    Science.gov (United States)

    2011-07-28

    ... includes recommendations on the usefulness and limitations of the local lymph node assay (LLNA) for... testing using the LLNA can be used to further categorize some chemicals and products as strong skin... In 1999, ICCVAM evaluated the validation status of the LLNA as a stand-alone alternative test method...

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

    African Journals Online (AJOL)

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-09-01

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

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

    International Nuclear Information System (INIS)

    Talleur, Aimee C.; Navid, Fariba; Spunt, Sheri L.; McCarville, M. Beth; Wu, John; Mao, Shenghua; Davidoff, Andrew M.; Neel, Michael D.; Krasin, Matthew J.

    2016-01-01

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

  17. Hijacked organic, limited local, faulty fair trade: what's a radical to eat?

    Science.gov (United States)

    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?"

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

    Science.gov (United States)

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

    2018-02-01

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

  19. Browndye: A software package for Brownian dynamics

    Science.gov (United States)

    Huber, Gary A.; McCammon, J. Andrew

    2010-11-01

    A new software package, Browndye, is presented for simulating the diffusional encounter of two large biological molecules. It can be used to estimate second-order rate constants and encounter probabilities, and to explore reaction trajectories. Browndye builds upon previous knowledge and algorithms from software packages such as UHBD, SDA, and Macrodox, while implementing algorithms that scale to larger systems. Program summaryProgram title: Browndye Catalogue identifier: AEGT_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEGT_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: MIT license, included in distribution No. of lines in distributed program, including test data, etc.: 143 618 No. of bytes in distributed program, including test data, etc.: 1 067 861 Distribution format: tar.gz Programming language: C++, OCaml ( http://caml.inria.fr/) Computer: PC, Workstation, Cluster Operating system: Linux Has the code been vectorised or parallelized?: Yes. Runs on multiple processors with shared memory using pthreads RAM: Depends linearly on size of physical system Classification: 3 External routines: uses the output of APBS [1] ( http://www.poissonboltzmann.org/apbs/) as input. APBS must be obtained and installed separately. Expat 2.0.1, CLAPACK, ocaml-expat, Mersenne Twister. These are included in the Browndye distribution. Nature of problem: Exploration and determination of rate constants of bimolecular interactions involving large biological molecules. Solution method: Brownian dynamics with electrostatic, excluded volume, van der Waals, and desolvation forces. Running time: Depends linearly on size of physical system and quadratically on precision of results. The included example executes in a few minutes.

  20. Engineering Autonomous Chemomechanical Nanomachines Using Brownian Ratchets

    Science.gov (United States)

    Lavella, Gabriel

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

  1. 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.

  2. Implementation of a workplace smoking ban in bars: the limits of local discretion.

    Science.gov (United States)

    Montini, Theresa; Bero, Lisa A

    2008-12-08

    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. 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. 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. 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.

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

    Science.gov (United States)

    Pearce, Warren

    2014-01-01

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

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

    OpenAIRE

    Matsumoto, Hiroyuki; Yor, Marc

    2005-01-01

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

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

    International Nuclear Information System (INIS)

    Mezzasalma, Stefano A.

    2005-01-01

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

  6. Distribution and spectrum of fluctuations of a Brownian particle in a potential well with reflecting walls

    International Nuclear Information System (INIS)

    Soskin, S.M.

    1987-01-01

    The authors examine Brownian motion in a square well with reflecting walls. An exact solution is obtained for the corresponding Einstein-Fokker-Planck equation, which is used to find the coordinate correlation function in explicit form. The correlation function, normalized to the square of the distance between the walls, typically exhibits a similarity property: its behavior as a function of time, friction, temperature, and wall separation reduces to a function of one simple combination of those four quantities. The limiting cases of low and high friction are investigated in detail, with explicit expressions being derived for the spectrum

  7. On modeling animal movements using Brownian motion with measurement error.

    Science.gov (United States)

    Pozdnyakov, Vladimir; Meyer, Thomas; Wang, Yu-Bo; Yan, Jun

    2014-02-01

    Modeling animal movements with Brownian motion (or more generally by a Gaussian process) has a long tradition in ecological studies. The recent Brownian bridge movement model (BBMM), which incorporates measurement errors, has been quickly adopted by ecologists because of its simplicity and tractability. We discuss some nontrivial properties of the discrete-time stochastic process that results from observing a Brownian motion with added normal noise at discrete times. In particular, we demonstrate that the observed sequence of random variables is not Markov. Consequently the expected occupation time between two successively observed locations does not depend on just those two observations; the whole path must be taken into account. Nonetheless, the exact likelihood function of the observed time series remains tractable; it requires only sparse matrix computations. The likelihood-based estimation procedure is described in detail and compared to the BBMM estimation.

  8. Brownian dynamic simulations and experiments of MR fluids

    International Nuclear Information System (INIS)

    Segovia-Gutiérrez, J P; Vicente, J de; Hidalgo, R; Puertas, A M

    2013-01-01

    The use of computational techniques in magnetorheology is not new. I general, these approaches assume dipolar magnetic interactions, hard sphere repulsions, and no-slip conditions. In this contribution we focus on the dynamics of the equilibrium state in the presence of uniaxial DC fields. To achieve this goal we make use of Brownian Dynamic Simulations. We highlight the importance of the Brownian forces versus magnetic dipolar interaction in the range of low magnetic field strengths. We monitor the formation of columnar structures and their dynamics, in competition with the Brownian motion, until a hexatic crystal phase appears at high field strengths for monodisperse systems. The shear viscosity is computed from the Einstein relation and eventually compared with experimental data at very low-shear rates. A reasonably good agreement between both data sets is observed.

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

    Science.gov (United States)

    Johansson, Kurt

    2013-04-01

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

  10. Stochastic calculus for fractional Brownian motion and related processes

    CERN Document Server

    Mishura, Yuliya S

    2008-01-01

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

  11. Deterministic Brownian motion generated from differential delay equations.

    Science.gov (United States)

    Lei, Jinzhi; Mackey, Michael C

    2011-10-01

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

  12. Algorithm for generating a Brownian motion on a sphere

    International Nuclear Information System (INIS)

    Carlsson, Tobias; Elvingson, Christer; Ekholm, Tobias

    2010-01-01

    We present a new algorithm for generation of a random walk on a two-dimensional sphere. The algorithm is obtained by viewing the 2-sphere as the equator in the 3-sphere surrounded by an infinitesimally thin band with boundary which reflects Brownian particles and then applying known effective methods for generating Brownian motion on the 3-sphere. To test the method, the diffusion coefficient was calculated in computer simulations using the new algorithm and, for comparison, also using a commonly used method in which the particle takes a Brownian step in the tangent plane to the 2-sphere and is then projected back to the spherical surface. The two methods are in good agreement for short time steps, while the method presented in this paper continues to give good results also for larger time steps, when the alternative method becomes unstable.

  13. Experience, limits of and prospects for quick local analysis of harmful organic substances

    International Nuclear Information System (INIS)

    Matz, G.

    1993-01-01

    In the area of cleaning up old loads, both in exploration and also for concrete measures such as removing layers or cleaning the soil, the three-dimensionality and non-homogeneousness of the distribution of the harmful substances underground leads to very large numbers of samples, which must be analysed to describe the problem. If the analyses can be carried out directly locally and quickly, then based on the analysis results, the effect on the sample grid and on the course of the work can be estimated. The exploration and cleaning up cases carried out with the quick GC-MS analysis have shown that local analysis, firstly, represents a reasonably priced alternative to conventional laboratory analysis and, secondly, has advantages which very greatly accelerate work on old loads. (orig.) [de

  14. Locally limited inhibition of bone resorption and orthodontic relapse by recombinant osteoprotegerin protein.

    Science.gov (United States)

    Schneider, D A; Smith, S M; Campbell, C; Hayami, T; Kapila, S; Hatch, N E

    2015-04-01

    To determine minimal dose levels required for local inhibition of orthodontic relapse by recombinant OPG protein (OPG-Fc), while also determining effects of injected OPG-Fc on alveolar bone and long bone. The Department of Orthodontics and Pediatric Dentistry at the University of Michigan. Eighteen male Sprague Dawley rats. Maxillary molars were moved with nickel-titanium springs and then allowed to relapse in Sprague Dawley rats. Upon appliance removal, animals were injected with a single dose of 1.0 mg/kg OPG-Fc, 0.1 mg/kg OPG-Fc, or phosphate-buffered saline (vehicle) just distal to the molar teeth. Tooth movement measurements were made from stone casts, which were scanned and digitally measured. Alveolar tissues were examined by histology. Micro-computed tomography was used to quantify changes in alveolar and femur bone. Local injection of OPG-Fc inhibited molar but not incisor relapse, when compared to vehicle-injected animals. No significant differences in alveolar or femur bone were seen between the three treatment groups after 24 days of relapse. Our results demonstrate that a single local injection of OPG-Fc effectively inhibits orthodontic relapse, with minimal systemic bone metabolic effects. Our results also show that a single injection of OPG-Fc will influence tooth movement only in teeth close to the injection site. These findings indicate that OPG-Fc has potential as a safe and effective pharmacological means to locally control osteoclasts, for uses such as maintaining anchorage during orthodontic tooth movement and preventing orthodontic relapse in humans. © 2015 John Wiley & Sons A/S. Published by John Wiley & Sons Ltd.

  15. Local Limit Phenomena, Flow Compression, and Fuel Cracking Effects in High-Speed Turbulent Flames

    Science.gov (United States)

    2015-06-01

    e.g. local extinction and re- ignition , interactions between flow compression and fast-reaction induced dilatation (reaction compression ), and to...time as a function of initial temperature in constant-pressure auto - ignition , and (b) the S-curves of perfectly stirred reactors (PSRs), for n...mechanism. The reduction covered auto - ignition and perfectly stirred reactors for equivalence ratio range of 0.5~1.5, initial temperature higher than

  16. Localized corrosion of Alloy C22 nuclear waste canister material under limiting conditions

    International Nuclear Information System (INIS)

    Lee, S.G.; Solomon, A.A.

    2006-01-01

    Localized corrosion behavior of Alloy C22 in simulated Yucca Mountain (YM) repository environments was studied at the highest achievable but realistic temperatures under boiling and dripping scenarios. Temperatures measured in concentrated boiling solutions of KCl and NaNO 3 were found to be stable at 140 deg. C, although transient boiling before dryout was observed at temperatures as high as 160 deg. C, as the electrolyte became progressively more concentrated. Experiments that simulated a dripping scenario with simulated J13 well water confirmed the existence of concentrated solutions stable at 142 ± 3 deg. C under controlled drip conditions leading to pit initiation in Alloy C22 after only a few hours. The polarization experiments conducted at 140 deg. C in a solution with 0.5 mol L -1 chloride concentration showed that the critical potential for localized corrosion was 250 mV (versus Ag/AgCl). Potentiostatic tests confirmed that active metal dissolution occurred only in the crevice region at this potential. The crevice corrosion of Alloy C22 required an incubation time to develop a critical crevice solution, and it was triggered by severe local chemistry (enrichment of Cl - and H + ) aided by the high temperature

  17. The Intersection Probability of Brownian Motion and SLEκ

    Directory of Open Access Journals (Sweden)

    Shizhong Zhou

    2015-01-01

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

  18. 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

  19. Survival probabilities for branching Brownian motion with absorption

    OpenAIRE

    Harris, John; Harris, Simon

    2007-01-01

    We study a branching Brownian motion (BBM) with absorption, in which particles move as Brownian motions with drift $-\\rho$, undergo dyadic branching at rate $\\beta>0$, and are killed on hitting the origin. In the case $\\rho>\\sqrt{2\\beta}$ the extinction time for this process, $\\zeta$, is known to be finite almost surely. The main result of this article is a large-time asymptotic formula for the survival probability $P^x(\\zeta>t)$ in the case $\\rho>\\sqrt{2\\beta}$, where $P^x$ is...

  20. Finding viscosity of liquids from Brownian motion at students' laboratory

    International Nuclear Information System (INIS)

    Greczylo, Tomasz; Debowska, Ewa

    2005-01-01

    Brownian motion appears to be a good subject for investigation at advanced students' laboratory [1]. The paper presents such an investigation carried out in Physics Laboratory II at the Institute of Experimental Physics of Wroclaw University. The experiment has been designed to find viscosity of liquids from Brownian motion phenomenon. Authors use modern technology that helps to proceed with measurements and makes the procedure less time and effort consuming. Discussion of the process of setting up the experiment and the results obtained for three different solutions of glycerin in water are presented. Advantages and disadvantages of the apparatus are pointed out along with descriptions of possible future uses

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

    Science.gov (United States)

    Aycock, Lauren M; Hurst, Hilary M; Efimkin, Dmitry K; Genkina, Dina; Lu, Hsin-I; Galitski, Victor M; Spielman, I B

    2017-03-07

    We observed and controlled the Brownian motion of solitons. We launched solitonic excitations in highly elongated [Formula: see text] Bose-Einstein condensates (BECs) and showed that a dilute background of impurity atoms in a different internal state dramatically affects the soliton. With no impurities and in one dimension (1D), these solitons would have an infinite lifetime, a consequence of integrability. In our experiment, the added impurities scatter off the much larger soliton, contributing to its Brownian motion and decreasing its lifetime. We describe the soliton's diffusive behavior using a quasi-1D scattering theory of impurity atoms interacting with a soliton, giving diffusion coefficients consistent with experiment.

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

    Czech Academy of Sciences Publication Activity Database

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

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

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

    DEFF Research Database (Denmark)

    Hargreaves, Anna; Bailey, Susan; Laird, Robert

    2015-01-01

    Dispersal ability will largely determine whether species track their climatic niches during climate change, a process especially important for populations at contracting (low-latitude/low-elevation) range limits that otherwise risk extinction. We investigate whether dispersal evolution....... We simulate a species distributed continuously along a temperature gradient using a spatially explicit, individual-based model. We compare range-wide dispersal evolution during climate stability vs. directional climate change, with uniform fitness vs. fitness that declines towards range limits (RLs...... at contracting range limits is facilitated by two processes that potentially enable edge populations to experience and adjust to the effects of climate deterioration before they cause extinction: (i) climate-induced fitness declines towards range limits and (ii) local adaptation to a shifting climate gradient...

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

    Energy Technology Data Exchange (ETDEWEB)

    Le Pimpec, F

    2004-08-02

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

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

    Science.gov (United States)

    Fu, Honghao; Leung, Debbie; Mančinska, Laura

    2014-05-01

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

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

    Science.gov (United States)

    Godrèche, Claude

    2017-05-01

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

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

    International Nuclear Information System (INIS)

    Godrèche, Claude

    2017-01-01

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

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

    Science.gov (United States)

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

    2016-05-10

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

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

    Science.gov (United States)

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

    2016-12-01

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

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

    International Nuclear Information System (INIS)

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

    1980-06-01

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

  11. Comparison of Congruence Judgment and Auditory Localization Tasks for Assessing the Spatial Limits of Visual Capture

    Science.gov (United States)

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

    2016-01-01

    Vision typically has better spatial accuracy and precision than audition, and as a result often captures auditory spatial perception when visual and auditory cues are presented together. One determinant of visual capture is the amount of spatial disparity between auditory and visual cues: when disparity is small visual capture is likely to occur, and when disparity is large visual capture is unlikely. Previous experiments have used two methods to probe how visual capture varies with spatial disparity. First, congruence judgment assesses perceived unity between cues by having subjects report whether or not auditory and visual targets came from the same location. Second, auditory localization assesses the graded influence of vision on auditory spatial perception by having subjects point to the remembered location of an auditory target presented with a visual target. Previous research has shown that when both tasks are performed concurrently they produce similar measures of visual capture, but this may not hold when tasks are performed independently. Here, subjects alternated between tasks independently across three sessions. A Bayesian inference model of visual capture was used to estimate perceptual parameters for each session, which were compared across tasks. Results demonstrated that the range of audio-visual disparities over which visual capture was likely to occur were narrower in auditory localization than in congruence judgment, which the model indicates was caused by subjects adjusting their prior expectation that targets originated from the same location in a task-dependent manner. PMID:27815630

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

    International Nuclear Information System (INIS)

    Koiller, B.; Rezende, S.M.

    1979-11-01

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

  13. Spatial distribution of limited resources and local density regulation in juvenile Atlantic salmon.

    Science.gov (United States)

    Finstad, Anders G; Einum, Sigurd; Ugedal, Ola; Forseth, Torbjørn

    2009-01-01

    1. Spatial heterogeneity of resources may influence competition among individuals and thus have a fundamental role in shaping population dynamics and carrying capacity. In the present study, we identify shelter opportunities as a limiting resource for juvenile Atlantic salmon (Salmo salar L.). Experimental and field studies are combined in order to demonstrate how the spatial distribution of shelters may influence population dynamics on both within and among population scales. 2. In closed experimental streams, fish performance scaled negatively with decreasing shelter availability and increasing densities. In contrast, the fish in open stream channels dispersed according to shelter availability and performance of fish remaining in the streams did not depend on initial density or shelters. 3. The field study confirmed that spatial variation in densities of 1-year-old juveniles was governed both by initial recruit density and shelter availability. Strength of density-dependent population regulation, measured as carrying capacity, increased with decreasing number of shelters. 4. Nine rivers were surveyed for spatial variation in shelter availability and increased shelter heterogeneity tended to decrease maximum observed population size (measured using catch statistics of adult salmon as a proxy). 5. Our studies highlight the importance of small-scale within-population spatial structure in population dynamics and demonstrate that not only the absolute amount of limiting resources but also their spatial arrangement can be an important factor influencing population carrying capacity.

  14. Statistical properties of laser light scattering in Brownian medium

    International Nuclear Information System (INIS)

    Suwono; Santoso, Budi; Baiquni, A.

    1983-01-01

    Relationship between statistical properties of laser light scattering in Brownian medium and photon-counting distributions are described in detail. A coherence optical detection has been constructed and by using photon-counting technique the ensemble distribution of the scattered field within space and time coherence has been measured. Good agreement between theory and experiment is shown. (author)

  15. Brownian Movement and Avogadro's Number: A Laboratory Experiment.

    Science.gov (United States)

    Kruglak, Haym

    1988-01-01

    Reports an experimental procedure for studying Einstein's theory of Brownian movement using commercially available latex microspheres and a video camera. Describes how students can monitor sphere motions and determine Avogadro's number. Uses a black and white video camera, microscope, and TV. (ML)

  16. Occupation times distribution for Brownian motion on graphs

    CERN Document Server

    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)

  17. Velocity persistence of Brownian particles generated in a glow discharge

    International Nuclear Information System (INIS)

    Hurd, A.J.; Ho, P.

    1989-01-01

    Quasielastic light scattering from Brownian particles in the rarefied environment of a glow discharge exhibits Gaussianlike intensity correlation functions owing to the long mean free paths of the particles. The shape of the correlation function depends on the particles' average thermal velocity and friction coefficient, which can be related to aggregate mass and structure, and indicates a crossover from kinetic to hydrodynamic behavior

  18. 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....

  19. Non-cooperative Brownian donkeys: A solvable 1D model

    Science.gov (United States)

    Jiménez de Cisneros, B.; Reimann, P.; Parrondo, J. M. R.

    2003-12-01

    A paradigmatic 1D model for Brownian motion in a spatially symmetric, periodic system is tackled analytically. Upon application of an external static force F the system's response is an average current which is positive for F 0 (absolute negative mobility). Under suitable conditions, the system approaches 100% efficiency when working against the external force F.

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

    KAUST Repository

    Chen, Wan; Erban, Radek; Chapman, S. Jonathan

    2014-01-01

    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

  1. The escape of brownian particle over potential barriers

    International Nuclear Information System (INIS)

    Zhong Yunxiao

    1985-01-01

    A convenient method is introduced to calculate the rate of escape of Brownian particle over potential barriers by exact solution of Smoluchowskian equation. This method is applied to calculate the nuclear fission probabilities. The results for four different cases are compared with the results of other theories

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

    Science.gov (United States)

    Koide, T; Kodama, T

    2011-06-01

    We extend the stochastic energetics to a relativistic system. The thermodynamic laws and equipartition theorem are discussed for a relativistic Brownian particle and the first and the second law of thermodynamics in this formalism are derived. The relation between the relativistic equipartition relation and the rate of heat transfer is discussed in the relativistic case together with the nature of the noise term.

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

    International Nuclear Information System (INIS)

    Perez, Pedro; Malano, Francisco; Valente, Mauro

    2012-01-01

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

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

    International Nuclear Information System (INIS)

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

    2013-01-01

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

  5. Cosmogenic evidence for limited local LGM glacial expansion, Denton Hills, Antarctica

    Science.gov (United States)

    Joy, Kurt; Fink, David; Storey, Bryan; De Pascale, Gregory P.; Quigley, Mark; Fujioka, Toshiyuki

    2017-12-01

    The geomorphology of the Denton Hills provides insight into the timing and magnitude of glacial retreats in a region of Antarctica isolated from the influence of the East Antarctic ice sheet. We present 26 Beryllium-10 surface exposure ages from a variety of glacial and lacustrine features in the Garwood and Miers valleys to document the glacial history of the area from 10 to 286 ka. Our data show that the cold-based Miers, Joyce and Garwood glaciers retreated little since their maximum positions at 37.2 ± 6.9 (1σ n = 4), 35.1 ± 1.5 (1σ, n = 3) and 35.6 ± 10.1 (1σ, n = 6) ka respectively. The similar timing of advance of all three glaciers and the lack of a significant glacial expansion during the global LGM suggests a local LGM for the Denton Hills between ca. 26 and 51 ka, with a mean age of 36.0 ± 7.5 (1σ, n = 13) ka. A second cohort of exposure ages provides constraints to the behaviour of Glacial Lake Trowbridge that formerly occupied Miers Valley in the late Pleistocene. These data show active modification of the landscape from ∼20 ka until the withdrawal of ice from the valley mouths, and deposition of Ross Sea Drift, at 10-14 ka.

  6. 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.(.... 

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

    Science.gov (United States)

    Ide, S.; Takeo, A.

    2017-12-01

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

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

    Science.gov (United States)

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

    2018-02-01

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

  9. Effective Brownian ratchet separation by a combination of molecular filtering and a self-spreading lipid bilayer system.

    Science.gov (United States)

    Motegi, Toshinori; Nabika, Hideki; Fu, Yingqiang; Chen, Lili; Sun, Yinlu; Zhao, Jianwei; Murakoshi, Kei

    2014-07-01

    A new molecular manipulation method in the self-spreading lipid bilayer membrane by combining Brownian ratchet and molecular filtering effects is reported. The newly designed ratchet obstacle was developed to effectively separate dye-lipid molecules. The self-spreading lipid bilayer acted as both a molecular transport system and a manipulation medium. By controlling the size and shape of ratchet obstacles, we achieved a significant increase in the separation angle for dye-lipid molecules compared to that with the previous ratchet obstacle. A clear difference was observed between the experimental results and the simple random walk simulation that takes into consideration only the geometrical effect of the ratchet obstacles. This difference was explained by considering an obstacle-dependent local decrease in molecular diffusivity near the obstacles, known as the molecular filtering effect at nanospace. Our experimental findings open up a novel controlling factor in the Brownian ratchet manipulation that allow the efficient separation of molecules in the lipid bilayer based on the combination of Brownian ratchet and molecular filtering effects.

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

    Science.gov (United States)

    Mezzasalma, Stefano A

    2007-03-15

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

  11. Mean Field Limits for Interacting Diffusions in a Two-Scale Potential

    Science.gov (United States)

    Gomes, S. N.; Pavliotis, G. A.

    2018-06-01

    In this paper, we study the combined mean field and homogenization limits for a system of weakly interacting diffusions moving in a two-scale, locally periodic confining potential, of the form considered in Duncan et al. (Brownian motion in an N-scale periodic potential, arXiv:1605.05854, 2016b). We show that, although the mean field and homogenization limits commute for finite times, they do not, in general, commute in the long time limit. In particular, the bifurcation diagrams for the stationary states can be different depending on the order with which we take the two limits. Furthermore, we construct the bifurcation diagram for the stationary McKean-Vlasov equation in a two-scale potential, before passing to the homogenization limit, and we analyze the effect of the multiple local minima in the confining potential on the number and the stability of stationary solutions.

  12. Physical insight into the thermodynamic uncertainty relation using Brownian motion in tilted periodic potentials

    Science.gov (United States)

    Hyeon, Changbong; Hwang, Wonseok

    2017-07-01

    Using Brownian motion in periodic potentials V (x ) tilted by a force f , we provide physical insight into the thermodynamic uncertainty relation, a recently conjectured principle for statistical errors and irreversible heat dissipation in nonequilibrium steady states. According to the relation, nonequilibrium output generated from dissipative processes necessarily incurs an energetic cost or heat dissipation q , and in order to limit the output fluctuation within a relative uncertainty ɛ , at least 2 kBT /ɛ2 of heat must be dissipated. Our model shows that this bound is attained not only at near-equilibrium [f ≪V'(x ) ] but also at far-from-equilibrium [f ≫V'(x ) ] , more generally when the dissipated heat is normally distributed. Furthermore, the energetic cost is maximized near the critical force when the barrier separating the potential wells is about to vanish and the fluctuation of Brownian particles is maximized. These findings indicate that the deviation of heat distribution from Gaussianity gives rise to the inequality of the uncertainty relation, further clarifying the meaning of the uncertainty relation. Our derivation of the uncertainty relation also recognizes a bound of nonequilibrium fluctuations that the variance of dissipated heat (σq2) increases with its mean (μq), and it cannot be smaller than 2 kBT μq .

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

    International Nuclear Information System (INIS)

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

    2017-01-01

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

  14. Efficient Brownian Dynamics of rigid colloids in linear flow fields based on the grand mobility matrix

    Science.gov (United States)

    Palanisamy, Duraivelan; den Otter, Wouter K.

    2018-05-01

    We present an efficient general method to simulate in the Stokesian limit the coupled translational and rotational dynamics of arbitrarily shaped colloids subject to external potential forces and torques, linear flow fields, and Brownian motion. The colloid's surface is represented by a collection of spherical primary particles. The hydrodynamic interactions between these particles, here approximated at the Rotne-Prager-Yamakawa level, are evaluated only once to generate the body's (11 × 11) grand mobility matrix. The constancy of this matrix in the body frame, combined with the convenient properties of quaternions in rotational Brownian Dynamics, enables an efficient simulation of the body's motion. Simulations in quiescent fluids yield correct translational and rotational diffusion behaviour and sample Boltzmann's equilibrium distribution. Simulations of ellipsoids and spherical caps under shear, in the absence of thermal fluctuations, yield periodic orbits in excellent agreement with the theories by Jeffery and Dorrepaal. The time-varying stress tensors provide the Einstein coefficient and viscosity of dilute suspensions of these bodies.

  15. local

    Directory of Open Access Journals (Sweden)

    Abílio Amiguinho

    2005-01-01

    Full Text Available The process of socio-educational territorialisation in rural contexts is the topic of this text. The theme corresponds to a challenge to address it having as main axis of discussion either the problem of social exclusion or that of local development. The reasons to locate the discussion in this last field of analysis are discussed in the first part of the text. Theoretical and political reasons are there articulated because the question is about projects whose intentions and practices call for the political both in the theoretical debate and in the choices that anticipate intervention. From research conducted for several years, I use contributions that aim at discuss and enlighten how school can be a potential locus of local development. Its identification and recognition as local institution (either because of those that work and live in it or because of those that act in the surrounding context are crucial steps to progressively constitute school as a partner for development. The promotion of the local values and roots, the reconstruction of socio-personal and local identities, the production of sociabilities and the equation and solution of shared problems were the dimensions of a socio-educative intervention, markedly globalising. This scenario, as it is argued, was also, intentionally, one of transformation and of deliberate change of school and of the administration of the educative territoires.

  16. Non-Brownian diffusion in lipid membranes: Experiments and simulations.

    Science.gov (United States)

    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

  17. Estimating the snowfall limit in alpine and pre-alpine valleys: A local evaluation of operational approaches

    Science.gov (United States)

    Fehlmann, Michael; Gascón, Estíbaliz; Rohrer, Mario; Schwarb, Manfred; Stoffel, Markus

    2018-05-01

    The snowfall limit has important implications for different hazardous processes associated with prolonged or heavy precipitation such as flash floods, rain-on-snow events and freezing precipitation. To increase preparedness and to reduce risk in such situations, early warning systems are frequently used to monitor and predict precipitation events at different temporal and spatial scales. However, in alpine and pre-alpine valleys, the estimation of the snowfall limit remains rather challenging. In this study, we characterize uncertainties related to snowfall limit for different lead times based on local measurements of a vertically pointing micro rain radar (MRR) and a disdrometer in the Zulg valley, Switzerland. Regarding the monitoring, we show that the interpolation of surface temperatures tends to overestimate the altitude of the snowfall limit and can thus lead to highly uncertain estimates of liquid precipitation in the catchment. This bias is much smaller in the Integrated Nowcasting through Comprehensive Analysis (INCA) system, which integrates surface station and remotely sensed data as well as outputs of a numerical weather prediction model. To reduce systematic error, we perform a bias correction based on local MRR measurements and thereby demonstrate the added value of such measurements for the estimation of liquid precipitation in the catchment. Regarding the nowcasting, we show that the INCA system provides good estimates up to 6 h ahead and is thus considered promising for operational hydrological applications. Finally, we explore the medium-range forecasting of precipitation type, especially with respect to rain-on-snow events. We show for a selected case study that the probability for a certain precipitation type in an ensemble-based forecast is more persistent than the respective type in the high-resolution forecast (HRES) of the European Centre for Medium Range Weather Forecasts Integrated Forecasting System (ECMWF IFS). In this case study, the

  18. Inference on the hurst parameter and the variance of diffusions driven by fractional Brownian motion

    CERN Document Server

    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...

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

    KAUST Repository

    Franz, Benjamin

    2013-06-19

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

  20. CNT based thermal Brownian motor to pump water in nanodevices

    DEFF Research Database (Denmark)

    Oyarzua, Elton; Zambrano, Harvey; Walther, Jens Honore

    2016-01-01

    asymmetry drive the water ow in a preferential direction. We systematically modified the magnitude of the applied thermal gradient and the axial position of the fixed points. The analysis involves measurement of the vibrational modes in the CNTs using a Fast Fourier Transform (FFT) algorithm. We observed......Brownian molecular motors are nanoscale machines that exploit thermal fluctuations for directional motion by employing mechanisms such as the Feynman-Smoluchowski ratchet. In this study, using Non Equilibrium Molecular Dynamics, we propose a novel thermal Brownian motor for pumping water through...... Carbon Nanotubes (CNTs). To achieve this we impose a thermal gradient along the axis of a CNT filled with water and impose, in addition, a spatial asymmetry by flxing specific zones on the CNT in order to modify the vibrational modes of the CNT. We find that the temperature gradient and imposed spatial...

  1. Synchronization and collective motion of globally coupled Brownian particles

    International Nuclear Information System (INIS)

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

    2014-01-01

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

  2. Brownian motion model with stochastic parameters for asset prices

    Science.gov (United States)

    Ching, Soo Huei; Hin, Pooi Ah

    2013-09-01

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

  3. Fragile X Mental Retardation Protein Is Required to Maintain Visual Conditioning-Induced Behavioral Plasticity by Limiting Local Protein Synthesis.

    Science.gov (United States)

    Liu, Han-Hsuan; Cline, Hollis T

    2016-07-06

    Fragile X mental retardation protein (FMRP) is thought to regulate neuronal plasticity by limiting dendritic protein synthesis, but direct demonstration of a requirement for FMRP control of local protein synthesis during behavioral plasticity is lacking. Here we tested whether FMRP knockdown in Xenopus optic tectum affects local protein synthesis in vivo and whether FMRP knockdown affects protein synthesis-dependent visual avoidance behavioral plasticity. We tagged newly synthesized proteins by incorporation of the noncanonical amino acid azidohomoalanine and visualized them with fluorescent noncanonical amino acid tagging (FUNCAT). Visual conditioning and FMRP knockdown produce similar increases in FUNCAT in tectal neuropil. Induction of visual conditioning-dependent behavioral plasticity occurs normally in FMRP knockdown animals, but plasticity degrades over 24 h. These results indicate that FMRP affects visual conditioning-induced local protein synthesis and is required to maintain the visual conditioning-induced behavioral plasticity. Fragile X syndrome (FXS) is the most common form of inherited intellectual disability. Exaggerated dendritic protein synthesis resulting from loss of fragile X mental retardation protein (FMRP) is thought to underlie cognitive deficits in FXS, but no direct evidence has demonstrated that FMRP-regulated dendritic protein synthesis affects behavioral plasticity in intact animals. Xenopus tadpoles exhibit a visual avoidance behavior that improves with visual conditioning in a protein synthesis-dependent manner. We showed that FMRP knockdown and visual conditioning dramatically increase protein synthesis in neuronal processes. Furthermore, induction of visual conditioning-dependent behavioral plasticity occurs normally after FMRP knockdown, but performance rapidly deteriorated in the absence of FMRP. These studies show that FMRP negatively regulates local protein synthesis and is required to maintain visual conditioning

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

    Directory of Open Access Journals (Sweden)

    Nicholas John Deacon

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

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

    Science.gov (United States)

    Deacon, Nicholas John; Cavender-Bares, Jeannine

    2015-01-01

    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 examining a common

  6. Continuous state branching processes in random environment: The Brownian case

    OpenAIRE

    Palau, Sandra; Pardo, Juan Carlos

    2015-01-01

    We consider continuous state branching processes that are perturbed by a Brownian motion. These processes are constructed as the unique strong solution of a stochastic differential equation. The long-term extinction and explosion behaviours are studied. In the stable case, the extinction and explosion probabilities are given explicitly. We find three regimes for the asymptotic behaviour of the explosion probability and, as in the case of branching processes in random environment, we find five...

  7. New methods for simulation of fractional Brownian motion

    International Nuclear Information System (INIS)

    Yin, Z.M.

    1996-01-01

    We present new algorithms for simulation of fractional Brownian motion (fBm) which comprises a set of important random functions widely used in geophysical and physical modeling, fractal image (landscape) simulating, and signal processing. The new algorithms, which are both accurate and efficient, allow us to generate not only a one-dimensional fBm process, but also two- and three-dimensional fBm fields. 23 refs., 3 figs

  8. Quantum work fluctuation theorem: Nonergodic Brownian motion case

    International Nuclear Information System (INIS)

    Bai, Zhan-Wu

    2014-01-01

    The work fluctuations of a quantum Brownian particle driven by an external force in a general nonergodic heat bath are studied under a general initial state. The exact analytical expression of the work probability distribution function is derived. Results show the existence of a quantum asymptotic fluctuation theorem, which is in general not a direct generalization of its classical counterpart. The form of this theorem is dependent on the structure of the heat bath and the specified initial condition.

  9. Anyonic partition functions and windings of planar Brownian motion

    International Nuclear Information System (INIS)

    Desbois, J.; Heinemann, C.; Ouvry, S.

    1995-01-01

    The computation of the N-cycle Brownian paths contribution F N (α) to the N-anyon partition function is addressed. A detailed numerical analysis based on a random walk on a lattice indicates that F N 0 (α)=product k=1 N-1 [1-(N/k)α]. In the paramount three-anyon case, one can show that F 3 (α) is built by linear states belonging to the bosonic, fermionic, and mixed representations of S 3

  10. Algorithms for Brownian first-passage-time estimation

    Science.gov (United States)

    Adib, Artur B.

    2009-09-01

    A class of algorithms in discrete space and continuous time for Brownian first-passage-time estimation is considered. A simple algorithm is derived that yields exact mean first-passage times (MFPTs) for linear potentials in one dimension, regardless of the lattice spacing. When applied to nonlinear potentials and/or higher spatial dimensions, numerical evidence suggests that this algorithm yields MFPT estimates that either outperform or rival Langevin-based (discrete time and continuous space) estimates.

  11. On the Humble Origins of the Brownian Entropic Force

    OpenAIRE

    Neumann, Richard M.

    2015-01-01

    Recognition that certain forces arising from the averaging of the multiple impacts of a solute particle by the surrounding solvent particles undergoing random thermal motion can be of an entropic nature has led to the incorporation of these forces and their related entropies into theoretical protocols ranging from molecular-dynamics simulations to the modeling of quarkonium suppression in particle physics. Here we present a rigorous derivation of this Brownian entropic force by means of the c...

  12. The Diffusion Process in Small Particles and Brownian Motion

    Science.gov (United States)

    Khoshnevisan, M.

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

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

    Science.gov (United States)

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

    2018-04-04

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

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

    Science.gov (United States)

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

    2018-04-01

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

  15. Ergodicity breaking and ageing of underdamped Brownian dynamics with quenched disorder

    Science.gov (United States)

    Guo, Wei; Li, Yong; Song, Wen-Hua; Du, Lu-Chun

    2018-03-01

    The dynamics of an underdamped Brownian particle moving in one-dimensional quenched disorder under the action of an external force is investigated. Within the tailored parameter regime, the transiently anomalous diffusion and ergodicity breaking, spanning several orders of magnitude in time, have been obtained. The ageing nature of the system weakens as the dissipation of the system increases for other given parameters. Its origin is ascribed to the highly local heterogeneity of the disorder. Two kinds of approximations (in the stationary state), respectively, for large bias and large damping are derived. These results may be helpful in further understanding the nontrivial response of nonlinear dynamics, and also have potential applications to experiments and activities of biological processes.

  16. On the validity of Brownian assumptions in the spin van der Waals model

    International Nuclear Information System (INIS)

    Oh, Suhk Kun

    1985-01-01

    A simple Brownian motion theory of the spin van der Waals model, which can be stationary, Markoffian or Gaussian, is studied. By comparing the Brownian motion theory with an exact theory called the generalized Langevin equation theory, the validity of the Brownian assumptions is tested. Thereby, it is shown explicitly how the Markoffian and Gaussian properties are modified in the spin van der Waals model under the influence of quantum fluctuations and long range ordering. (Author)

  17. The Potential Feed Value, Mode of Use and Limitations of Locally Produced Spent Brewers' Grains Fed to Dairy Cattle

    International Nuclear Information System (INIS)

    Owango, M.O.; Sanda, I.A.; Lukuyu, B.A.; Omolo, J.O.; Masibili, M.

    1999-01-01

    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

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

    Directory of Open Access Journals (Sweden)

    Gordon Wang

    Full Text Available Photon diffraction limits the resolution of conventional light microscopy at the lateral focal plane to 0.61λ/NA (λ = wavelength of light, NA = numerical aperture of the objective and at the axial plane to 1.4nλ/NA(2 (n = refractive index of the imaging medium, 1.51 for oil immersion, which with visible wavelengths and a 1.4NA oil immersion objective is -220 nm and -600 nm in the lateral plane and axial plane respectively. This volumetric resolution is too large for the proper localization of protein clustering in subcellular structures. Here we combine the newly developed proteomic imaging technique, Array Tomography (AT, with its native 50-100 nm axial resolution achieved by physical sectioning of resin embedded tissue, and a 2D maximum likelihood deconvolution method, based on Bayes' rule, which significantly improves the resolution of protein puncta in the lateral plane to allow accurate and fast computational segmentation and analysis of labeled proteins. The physical sectioning of AT allows tissue specimens to be imaged at the physical optimum of modern high NA plan-apochormatic objectives. This translates to images that have little out of focus light, minimal aberrations and wave-front distortions. Thus, AT is able to provide images with truly invariant point spread functions (PSF, a property critical for accurate deconvolution. We show that AT with deconvolution increases the volumetric analytical fidelity of protein localization by significantly improving the modulation of high spatial frequencies up to and potentially beyond the spatial frequency cut-off of the objective. Moreover, we are able to achieve this improvement with no noticeable introduction of noise or artifacts and arrive at object segmentation and localization accuracies on par with image volumes captured using commercial implementations of super-resolution microscopes.

  19. 3D conformal radiation therapy and hormonal therapy for localized prostate cancer: Is age a limiting factor?

    International Nuclear Information System (INIS)

    Faure, A.; Negrea, T.; Lechevallier, E.; Coulange, C.; Murraciole, X.; Jouvea, E.; Sambuca, R.; Cowen, D.

    2011-01-01

    No study on side effects had showed that conformal radiation therapy for prostate cancer is more harmful in patients older than 70 years to patients younger. The aim of this study was to evaluate acute and late toxicities of conformal radiotherapy, with high dose for localized prostate cancer in patients older than 70 years and compared to patients younger than 70 years. Between 1996 and 2009, 104 patients were treated with radiation therapy and hormonal therapy for localized cancer prostate. Median follow-up was 105 months (9 300). Acute (occurred at ≤ three months) and late side effects of 55 patients older than 70 years (median age: 75 [71 92]) were graded according to the CTCAE 3.0 criteria and compared to the younger population. Median dose to the prostate was 75.6 Gy (67 80) in both groups. There were no significant differences in acute and late side effects between age groups. For patients above 70 years, the incidence of grade II or higher acute and late side effects were respectively 27 and 22% for urologic symptoms and 13 and 16% for rectal symptoms. The frequency of grade III late symptoms was low and ranged between 0 and 6% for the evaluated symptoms, irrespective of age group. Older patients had a better biochemical recurrence-free survival than younger patients (86 versus 77% at four years, P ≡ ns). High dose 3D conformal radiotherapy for localized prostate cancer was well tolerated in patients older than 70 years. Age is not a limiting factor for conformal radiation therapy and hormonotherapy for older patients. (authors)

  20. Localized tip enhanced Raman spectroscopic study of impurity incorporated single GaN nanowire in the sub-diffraction limit

    International Nuclear Information System (INIS)

    Patsha, Avinash; Dhara, Sandip; Tyagi, A. K.

    2015-01-01

    The localized effect of impurities in single GaN nanowires in the sub-diffraction limit is reported using the study of lattice vibrational modes in the evanescent field of Au nanoparticle assisted tip enhanced Raman spectroscopy (TERS). GaN nanowires with the O impurity and the Mg dopants were grown by the chemical vapor deposition technique in the catalyst assisted vapor-liquid-solid process. Symmetry allowed Raman modes of wurtzite GaN are observed for undoped and doped nanowires. Unusually very strong intensity of the non-zone center zone boundary mode is observed for the TERS studies of both the undoped and the Mg doped GaN single nanowires. Surface optical mode of A 1 symmetry is also observed for both the undoped and the Mg doped GaN samples. A strong coupling of longitudinal optical (LO) phonons with free electrons, however, is reported only in the O rich single nanowires with the asymmetric A 1 (LO) mode. Study of the local vibration mode shows the presence of Mg as dopant in the single GaN nanowires

  1. Localized tip enhanced Raman spectroscopic study of impurity incorporated single GaN nanowire in the sub-diffraction limit

    Energy Technology Data Exchange (ETDEWEB)

    Patsha, Avinash, E-mail: avinash.phy@gmail.com, E-mail: dhara@igcar.gov.in; Dhara, Sandip; Tyagi, A. K. [Surface and Nanoscience Division, Indira Gandhi Centre for Atomic Research, Kalpakkam 603102 (India)

    2015-09-21

    The localized effect of impurities in single GaN nanowires in the sub-diffraction limit is reported using the study of lattice vibrational modes in the evanescent field of Au nanoparticle assisted tip enhanced Raman spectroscopy (TERS). GaN nanowires with the O impurity and the Mg dopants were grown by the chemical vapor deposition technique in the catalyst assisted vapor-liquid-solid process. Symmetry allowed Raman modes of wurtzite GaN are observed for undoped and doped nanowires. Unusually very strong intensity of the non-zone center zone boundary mode is observed for the TERS studies of both the undoped and the Mg doped GaN single nanowires. Surface optical mode of A{sub 1} symmetry is also observed for both the undoped and the Mg doped GaN samples. A strong coupling of longitudinal optical (LO) phonons with free electrons, however, is reported only in the O rich single nanowires with the asymmetric A{sub 1}(LO) mode. Study of the local vibration mode shows the presence of Mg as dopant in the single GaN nanowires.

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

    Directory of Open Access Journals (Sweden)

    Bogdan Suditu

    2014-02-01

    Full Text Available In the context of the changes that have occurred in the Romanian society, the public authorities are required to play a coordinating role in providing the framework for a sustainable and balanced development of the national territory, and to ensure the quality of life of the citizens. In order to achieve these goals of social responsibility, the public administration authorities must build and adapt the tools of public territorial action based on their specificity and within the existing legal framework and resources,. Thus, the study shows the national and European context that frames the actions of public administration for what concerns the sustainable territorial development. It analyzes the characteristics of administrative-territorial structures of Romania, highlighting their socio-demographic diversity and the territorial forms of institutional cooperation. The approach of these issues is based in the first instance on an analysis of the European strategic documents in the field, as well as on the national regulations concerning the organization and functioning of public administration and territorial planning. The implementation of decentralization and local public autonomy has led to the capitalization of the local potential of some administrative divisions and caused a competition and a difficult cooperation between them. By analogy with the provisions of the quality standards regarding the responsibilities of the organizations towards customers, the study illustrates and analyzes the responsibilities and limits of public administration authorities in promoting sustainable development, territorial equity and the quality of life for the users of public services, i.e. the community members.

  3. Fractionalization of the complex-valued Brownian motion of order n using Riemann-Liouville derivative. Applications to mathematical finance and stochastic mechanics

    International Nuclear Information System (INIS)

    Jumarie, Guy

    2006-01-01

    The (complex-valued) Brownian motion of order n is defined as the limit of a random walk on the complex roots of the unity. Real-valued fractional noises are obtained as fractional derivatives of the Gaussian white noise (or order two). Here one combines these two approaches and one considers the new class of fractional noises obtained as fractional derivative of the complex-valued Brownian motion of order n. The key of the approach is the relation between differential and fractional differential provided by the fractional Taylor's series of analytic function f(z+h)=E α (h α D z α ).f(z), where E α 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

  4. A local isotropic/global orthotropic finite element technique for modeling the crush of wood in impact limiters

    International Nuclear Information System (INIS)

    Attaway, S.W.; Yoshimura, H.R.

    1989-01-01

    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

  5. Brownian Motion of Asymmetric Boomerang Colloidal Particles

    Science.gov (United States)

    Chakrabarty, Ayan; Konya, Andrew; Wang, Feng; Selinger, Jonathan; Sun, Kai; Wei, Qi-Huo

    2014-03-01

    We used video microscopy and single particle tracking to study the diffusion and local behaviors of asymmetric boomerang particles in a quasi-two dimensional geometry. The motion is biased towards the center of hydrodynamic stress (CoH) and the mean square displacements of the particles are linear at short and long times with different diffusion coefficients and in the crossover regime it is sub-diffusive. Our model based on Langevin theory shows that these behaviors arise from the non-coincidence of the CoH with the center of the body. Since asymmetric boomerangs represent a class of rigid bodies of more generals shape, therefore our findings are generic and true for any non-skewed particle in two dimensions. Both experimental and theoretical results will be discussed.

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

    International Nuclear Information System (INIS)

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

    2003-01-01

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

  7. Brownian motion properties of optoelectronic random bit generators based on laser chaos.

    Science.gov (United States)

    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.

  8. An iterative method for hydrodynamic interactions in Brownian dynamics simulations of polymer dynamics

    Science.gov (United States)

    Miao, Linling; Young, Charles D.; Sing, Charles E.

    2017-07-01

    Brownian Dynamics (BD) simulations are a standard tool for understanding the dynamics of polymers in and out of equilibrium. Quantitative comparison can be made to rheological measurements of dilute polymer solutions, as well as direct visual observations of fluorescently labeled DNA. The primary computational challenge with BD is the expensive calculation of hydrodynamic interactions (HI), which are necessary to capture physically realistic dynamics. The full HI calculation, performed via a Cholesky decomposition every time step, scales with the length of the polymer as O(N3). This limits the calculation to a few hundred simulated particles. A number of approximations in the literature can lower this scaling to O(N2 - N2.25), and explicit solvent methods scale as O(N); however both incur a significant constant per-time step computational cost. Despite this progress, there remains a need for new or alternative methods of calculating hydrodynamic interactions; large polymer chains or semidilute polymer solutions remain computationally expensive. In this paper, we introduce an alternative method for calculating approximate hydrodynamic interactions. Our method relies on an iterative scheme to establish self-consistency between a hydrodynamic matrix that is averaged over simulation and the hydrodynamic matrix used to run the simulation. Comparison to standard BD simulation and polymer theory results demonstrates that this method quantitatively captures both equilibrium and steady-state dynamics after only a few iterations. The use of an averaged hydrodynamic matrix allows the computationally expensive Brownian noise calculation to be performed infrequently, so that it is no longer the bottleneck of the simulation calculations. We also investigate limitations of this conformational averaging approach in ring polymers.

  9. Entropic Ratchet transport of interacting active Brownian particles

    International Nuclear Information System (INIS)

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

    2014-01-01

    Directed transport of interacting active (self-propelled) Brownian particles is numerically investigated in confined geometries (entropic barriers). The self-propelled velocity can break thermodynamical equilibrium and induce the directed transport. It is found that the interaction between active particles can greatly affect the ratchet transport. For attractive particles, on increasing the interaction strength, the average velocity first decreases to its minima, then increases, and finally decreases to zero. For repulsive particles, when the interaction is very weak, there exists a critical interaction at which the average velocity is minimal, nearly tends to zero, however, for the strong interaction, the average velocity is independent of the interaction

  10. Entropic Ratchet transport of interacting active Brownian particles

    Energy Technology Data Exchange (ETDEWEB)

    Ai, Bao-Quan, E-mail: aibq@hotmail.com [Laboratory of Quantum Engineering and Quantum Materials, School of Physics and Telecommunication Engineering, South China Normal University, 510006 Guangzhou (China); He, Ya-Feng [College of Physics Science and Technology, Hebei University, 071002 Baoding (China); Zhong, Wei-Rong, E-mail: wrzhong@jnu.edu.cn [Department of Physics and Siyuan Laboratory, College of Science and Engineering, Jinan University, 510632 Guangzhou (China)

    2014-11-21

    Directed transport of interacting active (self-propelled) Brownian particles is numerically investigated in confined geometries (entropic barriers). The self-propelled velocity can break thermodynamical equilibrium and induce the directed transport. It is found that the interaction between active particles can greatly affect the ratchet transport. For attractive particles, on increasing the interaction strength, the average velocity first decreases to its minima, then increases, and finally decreases to zero. For repulsive particles, when the interaction is very weak, there exists a critical interaction at which the average velocity is minimal, nearly tends to zero, however, for the strong interaction, the average velocity is independent of the interaction.

  11. Analysis of Brownian Dynamics Simulations of Reversible Bimolecular Reactions

    KAUST Repository

    Lipková, Jana

    2011-01-01

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

  12. Whitening filter and innovational representation of fractional Brownian motion

    International Nuclear Information System (INIS)

    Wang Xiaotian; Wu Min

    2009-01-01

    In this paper, by means of fractional differential-integral technique we give a new whitening filter formula for fractional Brownian motion defined by Mandelbrot and van Ness [Mandelbrot BB, van Ness JW. SIAM Rev 1968;10(4):422]. This new formula has potential use in time series analysis and in detecting signals as Barton and Vincent Poor [Barton RJ, Vincent Poor H. IEEE Trans Inform Theory 1988;34(5):943] have shown. Another potential application of it is behavioral finance, where the arbitrage opportunities that come from the reversal effect of stock returns, can be eliminated by such a formula.

  13. Moments of inertia and the shapes of Brownian paths

    International Nuclear Information System (INIS)

    Fougere, F.; Desbois, J.

    1993-01-01

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

  14. Theory of Brownian motion with the Alder-Wainwright effect

    International Nuclear Information System (INIS)

    Okabe, Y.

    1986-01-01

    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

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

    International Nuclear Information System (INIS)

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

    2008-01-01

    We have worked out theoretical curves for the permutation entropy of the fractional Brownian motion and fractional Gaussian noise by using the Bandt and Shiha [C. Bandt, F. Shiha, J. Time Ser. Anal. 28 (2007) 646] theoretical predictions for their corresponding relative frequencies. Comparisons with numerical simulations show an excellent agreement. Furthermore, the entropy-gap in the transition between these processes, observed previously via numerical results, has been here theoretically validated. Also, we have analyzed the behaviour of the permutation entropy of the fractional Gaussian noise for different time delays

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

    International Nuclear Information System (INIS)

    Özyön, Serdar; Aydin, Doğan

    2013-01-01

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

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

    Science.gov (United States)

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

    2014-01-01

    Landscapes in agricultural systems continue to undergo significant change, and the loss of biodiversity is an ever-increasing threat. Although habitat restoration is beneficial, management actions do not always result in the desired outcome. Managers must understand why management actions fail; yet, past studies have focused on assessing habitat attributes at a single spatial scale, and often fail to consider the importance of ecological mechanisms that act across spatial scales. We located survey sites across southern Nebraska, USA and conducted point counts to estimate Ring-necked Pheasant abundance, an economically important species to the region, while simultaneously quantifying landscape effects using a geographic information system. To identify suitable areas for allocating limited management resources, we assessed land cover relationships to our counts using a Bayesian binomial-Poisson hierarchical model to construct predictive Species Distribution Models of relative abundance. Our results indicated that landscape scale land cover variables severely constrained or, alternatively, facilitated the positive effects of local land management for Ring-necked Pheasants.

  18. Nuclear resonant scattering of synchrotron radiation from nuclei in the Brownian motion

    International Nuclear Information System (INIS)

    Razdan, Ashok

    2003-01-01

    The time evolution of the coherent forward scattering of the synchrotron radiation for resonant nuclei in Brownian motion is studied. Apart from target thickness, the appearance of the dynamical beats also depends on 'α' which is the ratio of the harmonic force constant to the damping force constant of harmonic oscillator undergoing Brownian motion

  19. On the biased motion of a brownian particle for the pausing time behavior of the CTRW

    International Nuclear Information System (INIS)

    Kim, K.S.

    1982-01-01

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

  20. Under which conditions is quantum Brownian motion observable in a microscope?

    International Nuclear Information System (INIS)

    Helseth, L.E.

    2010-01-01

    We investigate under which conditions we can expect to observe quantum Brownian motion in a microscope. Using the fluctuation-dissipation theorem, we investigate quantum Brownian motion in an ohmic bath, and estimate temporal and spatial accuracy required to observe a crossover from classical to quantum behavior.

  1. Statistics of the first passage time of Brownian motion conditioned by maximum value or area

    International Nuclear Information System (INIS)

    Kearney, Michael J; Majumdar, Satya N

    2014-01-01

    We derive the moments of the first passage time for Brownian motion conditioned by either the maximum value or the area swept out by the motion. These quantities are the natural counterparts to the moments of the maximum value and area of Brownian excursions of fixed duration, which we also derive for completeness within the same mathematical framework. Various applications are indicated. (paper)

  2. Hydrodynamically Coupled Brownian Dynamics simulations for flow on non-Newtonian fluids

    NARCIS (Netherlands)

    Ahuja, Vishal Raju

    2018-01-01

    This thesis deals with model development for particle-based flow simulations of non-Newtonian fluids such as polymer solutions. A novel computational technique called Hydrodynamically Coupled Brownian Dynamics (HCBD) is presented in this thesis. This technique essentially couples the Brownian motion

  3. On the definition of an admitted Lie group for stochastic differential equations with multi-Brownian motion

    International Nuclear Information System (INIS)

    Srihirun, B; Meleshko, S V; Schulz, E

    2006-01-01

    The definition of an admitted Lie group of transformations for stochastic differential equations has been already presented for equations with one-dimensional Brownian motion. The transformation of the dependent variables involves time as well, and it has been proven that Brownian motion is transformed to Brownian motion. In this paper, we will discuss this concept for stochastic differential equations involving multi-dimensional Brownian motion and present applications to a variety of stochastic differential equations

  4. The single- and double-particle properties and the current reversal of coupled Brownian motors

    International Nuclear Information System (INIS)

    Li, Chen-Pu; Chen, Hong-Bin; Zheng, Zhi-Gang; Fan, Hong; Shen, Wen-Mei

    2017-01-01

    In this paper, we investigate the directed transport of coupled Brownian motors composed of two identical particles which is individually subject to a time-symmetric rocking force in spatially-symmetric periodic potentials. We find that both the coupling free length and the coupling strength can induce the reversed motion of the coupled Brownian motors, the essence of which is the coupled Brownian motors can exhibit completely different single- or double-particle properties under certain conditions. Namely, the current reversal is the result of the mutual conversion between the single- and double-particle properties of the coupled Brownian motors. Moreover, the directed current of coupled Brownian motors can be optimized and manipulated by adjusting the strength, the period, the phase difference of the rocking forces, and the noise intensity. (paper)

  5. Undergraduate Labs for Biological Physics: Brownian Motion and Optical Trapping

    Science.gov (United States)

    Chu, Kelvin; Laughney, A.; Williams, J.

    2006-12-01

    We describe a set of case-study driven labs for an upper-division biological physics course. These labs are motivated by case-studies and consist of inquiry-driven investigations of Brownian motion and optical-trapping experiments. Each lab incorporates two innovative educational techniques to drive the process and application aspects of scientific learning. Case studies are used to encourage students to think independently and apply the scientific method to a novel lab situation. Student input from this case study is then used to decide how to best do the measurement, guide the project and ultimately evaluate the success of the program. Where appropriate, visualization and simulation using VPython is used. Direct visualization of Brownian motion allows students to directly calculate Avogadro's number or the Boltzmann constant. Following case-study driven discussion, students use video microscopy to measure the motion of latex spheres in different viscosity fluids arrive at a good approximation of NA or kB. Optical trapping (laser tweezer) experiments allow students to investigate the consequences of 100-pN forces on small particles. The case study consists of a discussion of the Boltzmann distribution and equipartition theorem followed by a consideration of the shape of the potential. Students can then use video capture to measure the distribution of bead positions to determine the shape and depth of the trap. This work supported by NSF DUE-0536773.

  6. 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.

  7. First passage Brownian functional properties of snowmelt dynamics

    Science.gov (United States)

    Dubey, Ashutosh; Bandyopadhyay, Malay

    2018-04-01

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

  8. Active Brownian particles with velocity-alignment and active fluctuations

    International Nuclear Information System (INIS)

    Großmann, R; Schimansky-Geier, L; Romanczuk, P

    2012-01-01

    We consider a model of active Brownian particles (ABPs) with velocity alignment in two spatial dimensions with passive and active fluctuations. Here, active fluctuations refers to purely non-equilibrium stochastic forces correlated with the heading of an individual active particle. In the simplest case studied here, they are assumed to be independent stochastic forces parallel (speed noise) and perpendicular (angular noise) to the velocity of the particle. On the other hand, passive fluctuations are defined by a noise vector independent of the direction of motion of a particle, and may account, for example, for thermal fluctuations. We derive a macroscopic description of the ABP gas with velocity-alignment interaction. Here, we start from the individual-based description in terms of stochastic differential equations (Langevin equations) and derive equations of motion for the coarse-grained kinetic variables (density, velocity and temperature) via a moment expansion of the corresponding probability density function. We focus here on the different impact of active and passive fluctuations on onset of collective motion and show how active fluctuations in the active Brownian dynamics can change the phase-transition behaviour of the system. In particular, we show that active angular fluctuations lead to an earlier breakdown of collective motion and to the emergence of a new bistable regime in the mean-field case. (paper)

  9. Active Brownian motion models and applications to ratchets

    Science.gov (United States)

    Fiasconaro, A.; Ebeling, W.; Gudowska-Nowak, E.

    2008-10-01

    We give an overview over recent studies on the model of Active Brownian Motion (ABM) coupled to reservoirs providing free energy which may be converted into kinetic energy of motion. First, we present an introduction to a general concept of active Brownian particles which are capable to take up energy from the source and transform part of it in order to perform various activities. In the second part of our presentation we consider applications of ABM to ratchet systems with different forms of differentiable potentials. Both analytical and numerical evaluations are discussed for three cases of sinusoidal, staircaselike and Mateos ratchet potentials, also with the additional loads modelled by tilted potential structure. In addition, stochastic character of the kinetics is investigated by considering perturbation by Gaussian white noise which is shown to be responsible for driving the directionality of the asymptotic flux in the ratchet. This stochastically driven directionality effect is visualized as a strong nonmonotonic dependence of the statistics of the right versus left trajectories of motion leading to a net current of particles. Possible applications of the ratchet systems to molecular motors are also briefly discussed.

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

    Directory of Open Access Journals (Sweden)

    Renata Piwowarczyk

    2011-01-01

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

  11. Brownian Ratchet Mechanism for Faithful Segregation of Low-Copy-Number Plasmids.

    Science.gov (United States)

    Hu, Longhua; Vecchiarelli, Anthony G; Mizuuchi, Kiyoshi; Neuman, Keir C; Liu, Jian

    2017-04-11

    Bacterial plasmids are extrachromosomal DNA that provides selective advantages for bacterial survival. Plasmid partitioning can be remarkably robust. For high-copy-number plasmids, diffusion ensures that both daughter cells inherit plasmids after cell division. In contrast, most low-copy-number plasmids need to be actively partitioned by a conserved tripartite ParA-type system. ParA is an ATPase that binds to chromosomal DNA; ParB is the stimulator of the ParA ATPase and specifically binds to the plasmid at a centromere-like site, parS. ParB stimulation of the ParA ATPase releases ParA from the bacterial chromosome, after which it takes a long time to reset its DNA-binding affinity. We previously demonstrated in vitro that the ParA system can exploit this biochemical asymmetry for directed cargo transport. Multiple ParA-ParB bonds can bridge a parS-coated cargo to a DNA carpet, and they can work collectively as a Brownian ratchet that directs persistent cargo movement with a ParA-depletion zone trailing behind. By extending this model, we suggest that a similar Brownian ratchet mechanism recapitulates the full range of actively segregated plasmid motilities observed in vivo. We demonstrate that plasmid motility is tuned as the replenishment rate of the ParA-depletion zone progressively increases relative to the cargo speed, evolving from diffusion to pole-to-pole oscillation, local excursions, and, finally, immobility. When the plasmid replicates, the daughters largely display motilities similar to that of their mother, except that when the single-focus progenitor is locally excursive, the daughter foci undergo directed segregation. We show that directed segregation maximizes the fidelity of plasmid partition. Given that local excursion and directed segregation are the most commonly observed modes of plasmid motility in vivo, we suggest that the operation of the ParA-type partition system has been shaped by evolution for high fidelity of plasmid segregation

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

    Science.gov (United States)

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

    2017-12-01

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

  13. Jumps of the local magnetic field near CICC during external magnetic field ramp and their connection with the ramp rate limitation

    International Nuclear Information System (INIS)

    Vysotsky, V.S.; Takayasu, M.; Minervini, J.V.

    1997-01-01

    A new method has been developed to study Ramp Rate Limitation (RRL) phenomena. Samples of ITER-type cable-in-conduit (CICC) subcable were instrumented with local field sensors such as Hall probes and pick-up coils and then subjected to rapidly changing external magnetic field. The authors found that during fast field sweeps some discontinuous changes, or jumps occur in the local field. They believe that these jumps indicate a fast current redistribution processes inside CICC. Detailed information about local magnetic field jumps during changing field is presented. Possible origin of the jumps and their connection with RRL are discussed

  14. BROWNIAN HEAT TRANSFER ENHANCEMENT IN THE TURBULENT REGIME

    Directory of Open Access Journals (Sweden)

    Suresh Chandrasekhar

    2016-08-01

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

  15. Change of particle size distribution during Brownian coagulation

    International Nuclear Information System (INIS)

    Lee, K.W.

    1984-01-01

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

  16. Brownian rotational relaxation and power absorption in magnetite nanoparticles

    International Nuclear Information System (INIS)

    Goya, G.F.; Fernandez-Pacheco, R.; Arruebo, M.; Cassinelli, N.; Ibarra, M.R.

    2007-01-01

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

  17. Brownian rotational relaxation and power absorption in magnetite nanoparticles

    Energy Technology Data Exchange (ETDEWEB)

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

    2007-09-15

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

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

    International Nuclear Information System (INIS)

    Schweitzer, F.

    2010-01-01

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

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

    Science.gov (United States)

    Fang, Ying; Wu, Rong

    2009-07-01

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

  20. Micro rectennas: Brownian ratchets for thermal-energy harvesting

    International Nuclear Information System (INIS)

    Pan, Y.; Powell, C. V.; Balocco, C.; Song, A. M.

    2014-01-01

    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

  1. Micro rectennas: Brownian ratchets for thermal-energy harvesting

    Science.gov (United States)

    Pan, Y.; Powell, C. V.; Song, A. M.; Balocco, C.

    2014-12-01

    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.

  2. Directed transport of confined Brownian particles with torque

    Science.gov (United States)

    Radtke, Paul K.; Schimansky-Geier, Lutz

    2012-05-01

    We investigate the influence of an additional torque on the motion of Brownian particles confined in a channel geometry with varying width. The particles are driven by random fluctuations modeled by an Ornstein-Uhlenbeck process with given correlation time τc. The latter causes persistent motion and is implemented as (i) thermal noise in equilibrium and (ii) noisy propulsion in nonequilibrium. In the nonthermal process a directed transport emerges; its properties are studied in detail with respect to the correlation time, the torque, and the channel geometry. Eventually, the transport mechanism is traced back to a persistent sliding of particles along the even boundaries in contrast to scattered motion at uneven or rough ones.

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

    Science.gov (United States)

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

    2017-11-01

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

  4. 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.

  5. Elastic moduli of a Brownian colloidal glass former

    Science.gov (United States)

    Fritschi, S.; Fuchs, M.

    2018-01-01

    The static, dynamic and flow-dependent shear moduli of a binary mixture of Brownian hard disks are studied by an event-driven molecular dynamics simulation. Thereby, the emergence of rigidity close to the glass transition encoded in the static shear modulus G_∞ is accessed by three methods. Results from shear stress auto-correlation functions, elastic dispersion relations, and the elastic response to strain deformations upon the start-up of shear flow are compared. This enables one to sample the time-dependent shear modulus G(t) consistently over several decades in time. By that a very precise specification of the glass transition point and of G_∞ is feasible. Predictions by mode coupling theory of a finite shear modulus at the glass transition, of α-scaling in fluid states close to the transition, and of shear induced decay in yielding glass states are tested and broadly verified.

  6. Semicircular canals circumvent Brownian Motion overload of mechanoreceptor hair cells

    DEFF Research Database (Denmark)

    Muller, Mees; Heeck, Kier; Elemans, Coen P H

    2016-01-01

    Vertebrate semicircular canals (SCC) first appeared in the vertebrates (i.e. ancestral fish) over 600 million years ago. In SCC the principal mechanoreceptors are hair cells, which as compared to cochlear hair cells are distinctly longer (70 vs. 7 μm), 10 times more compliant to bending (44 vs. 500...... nN/m), and have a 100-fold higher tip displacement threshold (hair cells where the bundle is approximated as a stiff, cylindrical elastic rod subject to friction and thermal agitation. Our models suggest that the above...... differences aid SCC hair cells in circumventing the masking effects of Brownian motion noise of about 70 nm, and thereby permit transduction of very low frequency (

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

    NARCIS (Netherlands)

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

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

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

    Science.gov (United States)

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

  9. Approaching the theoretical limit in periodic local MP2 calculations with atomic-orbital basis sets: the case of LiH.

    Science.gov (United States)

    Usvyat, Denis; Civalleri, Bartolomeo; Maschio, Lorenzo; Dovesi, Roberto; Pisani, Cesare; Schütz, Martin

    2011-06-07

    The atomic orbital basis set limit is approached in periodic correlated calculations for solid LiH. The valence correlation energy is evaluated at the level of the local periodic second order Møller-Plesset perturbation theory (MP2), using basis sets of progressively increasing size, and also employing "bond"-centered basis functions in addition to the standard atom-centered ones. Extended basis sets, which contain linear dependencies, are processed only at the MP2 stage via a dual basis set scheme. The local approximation (domain) error has been consistently eliminated by expanding the orbital excitation domains. As a final result, it is demonstrated that the complete basis set limit can be reached for both HF and local MP2 periodic calculations, and a general scheme is outlined for the definition of high-quality atomic-orbital basis sets for solids. © 2011 American Institute of Physics

  10. Control of dynamical self-assembly of strongly Brownian nanoparticles through convective forces induced by ultrafast laser

    Science.gov (United States)

    Ilday, Serim; Akguc, Gursoy B.; Tokel, Onur; Makey, Ghaith; Yavuz, Ozgun; Yavuz, Koray; Pavlov, Ihor; Ilday, F. Omer; Gulseren, Oguz

    We report a new dynamical self-assembly mechanism, where judicious use of convective and strong Brownian forces enables effective patterning of colloidal nanoparticles that are almost two orders of magnitude smaller than the laser beam. Optical trapping or tweezing effects are not involved, but the laser is used to create steep thermal gradients through multi-photon absorption, and thereby guide the colloids through convective forces. Convective forces can be thought as a positive feedback mechanism that helps to form and reinforce pattern, while Brownian motion act as a competing negative feedback mechanism to limit the growth of the pattern, as well as to increase the possibilities of bifurcation into different patterns, analogous to the competition observed in reaction-diffusion systems. By steering stochastic processes through these forces, we are able to gain control over the emergent pattern such as to form-deform-reform of a pattern, to change its shape and transport it spatially within seconds. This enables us to dynamically initiate and control large patterns comprised of hundreds of colloids. Further, by not relying on any specific chemical, optical or magnetic interaction, this new method is, in principle, completely independent of the material type being assembled.

  11. On the motion of a Brownian particle with an asymmetric bias

    International Nuclear Information System (INIS)

    Kim, K.S.

    1981-01-01

    On the infinite three dimensional cubic lattice, the transport process of a Brownian particle biased on the direction (in the case of nearest-neighbor jumping) is discussed. The Brownian particle is considered as a walker of the random process. By introducing the theorem that the probability density P(l,t) becomes Gaussian for large t, P(l,t) is completely specified when the first and second moments of P(l,t) become known. The respective values for the transprot averaged velocity and dispersion of a biased Brownian particle are obtained. Finally as t becomes large we find Gaussian packets of a biased Brownian particle which propagate with a constant velocity and have a dispersion proportional to time t. (KAERI)

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

    Science.gov (United States)

    Lisý, Vladimír; Tóthová, Jana

    2018-02-01

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

  13. Correlation Properties of (Discrete Fractional Gaussian Noise and Fractional Brownian Motion

    Directory of Open Access Journals (Sweden)

    Didier Delignières

    2015-01-01

    Full Text Available The fractional Gaussian noise/fractional Brownian motion framework (fGn/fBm has been widely used for modeling and interpreting physiological and behavioral data. The concept of 1/f noise, reflecting a kind of optimal complexity in the underlying systems, is of central interest in this approach. It is generally considered that fGn and fBm represent a continuum, punctuated by the boundary of “ideal” 1/f noise. In the present paper, we focus on the correlation properties of discrete-time versions of these processes (dfGn and dfBm. We especially derive a new analytical expression of the autocorrelation function (ACF of dfBm. We analyze the limit behavior of dfGn and dfBm when they approach their upper and lower limits, respectively. We show that, as H approaches 1, the ACF of dfGn tends towards 1 at all lags, suggesting that dfGn series tend towards straight line. Conversely, as H approaches 0, the ACF of dfBm tends towards 0 at all lags, suggesting that dfBm series tend towards white noise. These results reveal a severe breakdown of correlation properties around the 1/f boundary and challenge the idea of a smooth transition between dfGn and dfBm processes. We discuss the implications of these findings for the application of the dfGn/dfBm model to experimental series, in terms of theoretical interpretation and modeling.

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

    Science.gov (United States)

    Bandyopadhyay, Malay; Gupta, Shamik; Segal, Dvira

    2011-03-01

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

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

    Science.gov (United States)

    Lisý, Vladimír; Tóthová, Jana

    2018-03-01

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

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

    NARCIS (Netherlands)

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

    2012-01-01

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

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

    Czech Academy of Sciences Publication Activity Database

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

    2015-01-01

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

  18. Hydrodynamic interactions induce movement against an external load in a ratchet dimer Brownian motor.

    Science.gov (United States)

    Fornés, José A

    2010-01-15

    We use the Brownian dynamics with hydrodynamic interactions simulation in order to describe the movement of a elastically coupled dimer Brownian motor in a ratchet potential. The only external forces considered in our system were the load, the random thermal noise and an unbiased thermal fluctuation. For a given set of parameters we observe direct movement against the load force if hydrodynamic interactions were considered.

  19. Asian Option Pricing with Monotonous Transaction Costs under Fractional Brownian Motion

    Directory of Open Access Journals (Sweden)

    Di Pan

    2013-01-01

    Full Text Available Geometric-average Asian option pricing model with monotonous transaction cost rate under fractional Brownian motion was established. The method of partial differential equations was used to solve this model and the analytical expressions of the Asian option value were obtained. The numerical experiments show that Hurst exponent of the fractional Brownian motion and transaction cost rate have a significant impact on the option value.

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

    International Nuclear Information System (INIS)

    Boyer, Denis; Dean, David S

    2011-01-01

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

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

    International Nuclear Information System (INIS)

    Holcman, D; Kupka, I

    2009-01-01

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

  2. On correlations between certain random variables associated with first passage Brownian motion

    International Nuclear Information System (INIS)

    Kearney, Michael J; Pye, Andrew J; Martin, Richard J

    2014-01-01

    We analyse how the area swept out by a Brownian motion up to its first passage time correlates with the first passage time itself, obtaining several exact results in the process. Additionally, we analyse the relationship between the time average of a Brownian motion during a first passage and the maximum value attained. The results, which find various applications, are in excellent agreement with simulations. (paper)

  3. The Pricing of Vulnerable Options in a Fractional Brownian Motion Environment

    Directory of Open Access Journals (Sweden)

    Chao Wang

    2015-01-01

    Full Text Available Under the assumption of the stock price, interest rate, and default intensity obeying the stochastic differential equation driven by fractional Brownian motion, the jump-diffusion model is established for the financial market in fractional Brownian motion setting. With the changes of measures, the traditional pricing method is simplified and the general pricing formula is obtained for the European vulnerable option with stochastic interest rate. At the same time, the explicit expression for it comes into being.

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

    International Nuclear Information System (INIS)

    Hannon, Matthew J.; Bolton, Ronan

    2015-01-01

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

  5. Interest and limits of microwaves thermographic measurements for the diagnosis and pronostic of local acute exposure in the pig

    International Nuclear Information System (INIS)

    Daburon, F.; Lefaix, J.L.; Remy, J.; Fayart, G.; Tricaud, Y.

    1985-01-01

    Microwaves thermographic measurements were carried out on 30 pigs following local exposure of the thigh by a collimated source of iridium 192 at doses ranging between 30 and 84 Gy (2 cm depth dose). Measurement and data processing methods were developed both qualitatively (thermographic images vs anatomo-clinical evolution of the lesions) and quantitatively (by means of indexes calculated from the rough thermographic data to evaluate the relations between the intensity of the local thermic reaction and the applied dose or dose rate). Beside the diagnostic value of the method, which accounts for the global radiological injuries better than the physical dose really distributed, its pronostic value -much more reliable- makes it possible to estimate the severity of the injuries and their later evolution very early (between 10 and 15 days) [fr

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

    International Nuclear Information System (INIS)

    Viyachki, I.; Todorova, L.

    1976-01-01

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

  7. Why Organization May Be the Primary Limitation to Implementing Sustainability at the Local Level: Examples from Swedish Case Studies

    Directory of Open Access Journals (Sweden)

    E. Carina H. Keskitalo

    2017-03-01

    Full Text Available Much of the effort to address environmental issues at the local level has focused on defining principles and aims rather than addressing the operational difficulties of implementation. Drawing upon insights from sustainability scholarship, this study reviews two cases: the development of a Swedish standard for implementing sustainable development at municipality, county council, and regional levels, and attempts by a small rural municipality to establish a process towards implementing the Aalborg Commitments. The research illustrates the specific organizational and managerial complexity of these case study experiences. It concludes that an organizational focus on integration and mainstreaming deserves particular attention to achieve broader sustainability, or related environmental or adaptation goals. The results, in particular, highlight the role that integrated management systems can play for sustainability work at the local level.

  8. Phase synchronization for two Brownian motors with bistable coupling on a ratchet

    International Nuclear Information System (INIS)

    Mateos, Jose L.; Alatriste, F.R.

    2010-01-01

    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.

  9. A health impact assessment of a proposed bill to decrease speed limits on local roads in Massachusetts (U.S.A.).

    Science.gov (United States)

    James, Peter; Ito, Kate; Banay, Rachel F; Buonocore, Jonathan J; Wood, Benjamin; Arcaya, Mariana C

    2014-10-02

    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.

  10. Racial Isolation, Poverty and the Limits of Local Control as a Means for Holding Public Schools Accountable

    OpenAIRE

    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...

  11. 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.

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

    KAUST Repository

    Blanchet, Adrien

    2009-01-01

    A periodic perturbation of a Gaussian measure modifies the sharp constants in Poincarae and logarithmic Sobolev inequalities in the homogeniz ation limit, that is, when the period of a periodic perturbation converges to zero. We use variational techniques to determine the homogenized constants and get optimal convergence rates toward s equilibrium of the solutions of the perturbed diffusion equations. The study of these sharp constants is motivated by the study of the stochastic Stokes\\' drift. It also applies to Brownian ratchets and molecular motors in biology. We first establish a transport phenomenon. Asymptotically, the center of mass of the solution moves with a constant velocity, which is determined by a doubly periodic problem. In the reference frame attached to the center of mass, the behavior of the solution is governed at large scale by a diffusion with a modified diffusion coefficient. Using the homogenized logarithmic Sobolev inequality, we prove that the solution converges in self-similar variables attached to t he center of mass to a stationary solution of a Fokker-Planck equation modulated by a periodic perturbation with fast oscillations, with an explicit rate. We also give an asymptotic expansion of the traveling diffusion front corresponding to the stochastic Stokes\\' drift with given potential flow. © 2009 Society for Industrial and Applied Mathematics.

  13. Stripes instability of an oscillating non-Brownian iso-dense suspension of spheres

    Science.gov (United States)

    Roht, Y. L.; Ippolito, I.; Hulin, J. P.; Salin, D.; Gauthier, G.

    2018-03-01

    We analyze experimentally the behavior of a non-Brownian, iso-dense suspension of spheres submitted to periodic square wave oscillations of the flow in a Hele-Shaw cell of gap H. We do observe an instability of the initially homogeneous concentration in the form of concentration variation stripes transverse to the flow. The wavelength of these regular spatial structures scales roughly as the gap of the cell and is independent of the particle concentration and of the period of oscillation. This instability requires large enough particle volume fractions φ≥ 0.25 and a gap large enough compared to the sphere diameter (H/d ≥ 8) . Mapping the domain of the existence of this instability in the space of the control parameters shows that it occurs only in a limited range of amplitudes of the fluid displacement. The analysis of the concentration distribution across the gap supports a scenario of particle migration towards the wall followed by an instability due to a particle concentration gradient with a larger concentration at the walls. In order to account for the main features of this stripes instability, we use the theory of longitudinal instability due to normal stresses difference and recent observations of a dependence of the first normal stresses difference on the particle concentration.

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

    International Nuclear Information System (INIS)

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

    2011-01-01

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

  15. Studying protein assembly with reversible Brownian dynamics of patchy particles

    International Nuclear Information System (INIS)

    Klein, Heinrich C. R.; Schwarz, Ulrich S.

    2014-01-01

    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

  16. A bipedal DNA Brownian motor with coordinated legs.

    Science.gov (United States)

    Omabegho, Tosan; Sha, Ruojie; Seeman, Nadrian C

    2009-04-03

    A substantial challenge in engineering molecular motors is designing mechanisms to coordinate the motion between multiple domains of the motor so as to bias random thermal motion. For bipedal motors, this challenge takes the form of coordinating the movement of the biped's legs so that they can move in a synchronized fashion. To address this problem, we have constructed an autonomous DNA bipedal walker that coordinates the action of its two legs by cyclically catalyzing the hybridization of metastable DNA fuel strands. This process leads to a chemically ratcheted walk along a directionally polar DNA track. By covalently cross-linking aliquots of the walker to its track in successive walking states, we demonstrate that this Brownian motor can complete a full walking cycle on a track whose length could be extended for longer walks. We believe that this study helps to uncover principles behind the design of unidirectional devices that can function without intervention. This device should be able to fulfill roles that entail the performance of useful mechanical work on the nanometer scale.

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

    KAUST Repository

    Chen, Wan

    2014-02-27

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

  18. Study of two-dimensional Debye clusters using Brownian motion

    International Nuclear Information System (INIS)

    Sheridan, T.E.; Theisen, W.L.

    2006-01-01

    A two-dimensional Debye cluster is a system of n identical particles confined in a parabolic well and interacting through a screened Coulomb (i.e., a Debye-Hueckel or Yukawa) potential with a Debye length λ. Experiments were performed for 27 clusters with n=3-63 particles (9 μm diam) in a capacitively coupled 9 W rf discharge at a neutral argon pressure of 13.6 mTorr. In the strong-coupling regime each particle exhibits small amplitude Brownian motion about its equilibrium position. These motions were projected onto the center-of-mass and breathing modes and Fourier analyzed to give resonance curves from which the mode frequencies, amplitudes, and damping rates were determined. The ratio of the breathing frequency to the center-of-mass frequency was compared with theory to self-consistently determine the Debye shielding parameter κ, Debye length λ, particle charge q, and mode temperatures. It is found that 1 < or approx. κ < or approx. 2, and κ decreases weakly with n. The particle charge averaged over all measurements is -14 200±200 e, and q decreases slightly with n. The two center-of-mass modes and the breathing mode are found to have the same temperature, indicating that the clusters are in thermal equilibrium with the neutral gas. The average cluster temperature is 399±5 K

  19. Performance Estimation for Two-Dimensional Brownian Rotary Ratchet Systems

    Science.gov (United States)

    Tutu, Hiroki; Horita, Takehiko; Ouchi, Katsuya

    2015-04-01

    Within the context of the Brownian ratchet model, a molecular rotary system that can perform unidirectional rotations induced by linearly polarized ac fields and produce positive work under loads was studied. The model is based on the Langevin equation for a particle in a two-dimensional (2D) three-tooth ratchet potential of threefold symmetry. The performance of the system is characterized by the coercive torque, i.e., the strength of the load competing with the torque induced by the ac driving field, and the energy efficiency in force conversion from the driving field to the torque. We propose a master equation for coarse-grained states, which takes into account the boundary motion between states, and develop a kinetic description to estimate the mean angular momentum (MAM) and powers relevant to the energy balance equation. The framework of analysis incorporates several 2D characteristics and is applicable to a wide class of models of smooth 2D ratchet potential. We confirm that the obtained expressions for MAM, power, and efficiency of the model can enable us to predict qualitative behaviors. We also discuss the usefulness of the torque/power relationship for experimental analyses, and propose a characteristic for 2D ratchet systems.

  20. Studying protein assembly with reversible Brownian dynamics of patchy particles

    Energy Technology Data Exchange (ETDEWEB)

    Klein, Heinrich C. R. [Institute for Theoretical Physics, Heidelberg University, 69120 Heidelberg (Germany); Schwarz, Ulrich S., E-mail: ulrich.schwarz@bioquant.uni-heidelberg.de [Institute for Theoretical Physics, Heidelberg University, 69120 Heidelberg (Germany); BioQuant, Heidelberg University, 69120 Heidelberg (Germany)

    2014-05-14

    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.

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

    International Nuclear Information System (INIS)

    Manapov, Farkhad; Roengvoraphoj, Olarn; Li, Ming Lun; Eze, Chukwuka

    2017-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2017-06-15

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

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

    Science.gov (United States)

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

    2016-01-01

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

  4. Limited Azithromycin Localization to Rabbit Meibomian Glands Revealed by LC-MS-Based Bioanalysis and DESI Imaging.

    Science.gov (United States)

    Asano, Nagayoshi; Wiseman, Justin Michael; Tsuji, Fumio; Kawazu, Kouichi

    2017-01-01

    Meibomian gland dysfunction (MGD) is the leading cause of dry eye, and although it affects approximately 4% of the population, treatment options remain limited. Topical azithromycin is one of the most promising pharmacological agents because of its multiple mechanisms of action and long sustainability. Azithromycin is frequently used as an off-label medication in the U.S. However, although azithromycin is presumed to act directly on meibomian gland cells, the mechanisms of action that contribute to its clinical efficacy remain unclear because no studies using a pharmacokinetic approach have been performed. Therefore, we aimed to clarify whether topical azithromycin reaches the meibomian glands sufficiently to generate a biological effect. We measured azithromycin concentrations in rabbit meibomian glands collected using a recently developed method. Moreover, we also visualized the azithromycin micro-distribution using desorption electrospray ionization (DESI) imaging. Azithromycin concentration in the meibomian glands reached only 0.8 µg/g tissue following a single application of a 1% azithromycin ophthalmic solution and was 1000-fold lower than the concentration in conjunctival epithelium. Similarly, no signal was observed in the meibomian glands on DESI images. Our results clearly demonstrated that topical azithromycin had limited access to the meibomian glands and was predominantly distributed in ocular surface tissues such as the palpebral conjunctiva and lid margins. These findings provide new insight into the clinical responses to topical azithromycin therapy and will aid in the further development of effective drugs with more suitable pharmacokinetic properties.

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

    Science.gov (United States)

    Le Doussal, Pierre

    2017-12-01

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

  6. Semiclassical Klein-Kramers and Smoluchowski equations for the Brownian motion of a particle in an external potential

    International Nuclear Information System (INIS)

    Coffey, W T; Kalmykov, Yu P; Titov, S V; Mulligan, B P

    2007-01-01

    The quantum Brownian motion of a particle in an external potential V(x) is treated using the master equation for the Wigner distribution function W(x, p, t) in phase space (x, p). A heuristic method of determination of diffusion coefficients in the master equation is proposed. The time evolution equation so obtained contains explicit quantum correction terms up to o(ℎ 4 ) and in the classical limit, ℎ → 0, reduces to the Klein-Kramers equation. For a quantum oscillator, the method yields an evolution equation for W(x, p, t) coinciding with that of Agarwal (1971 Phys. Rev. A 4 739). In the non-inertial regime, by applying the Brinkman expansion of the momentum distribution in Weber functions (Brinkman 1956 Physica 22 29), the corresponding semiclassical Smoluchowski equation is derived. (fast track communication)

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

    International Nuclear Information System (INIS)

    Lim, S C; Teo, L P

    2009-01-01

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

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

    International Nuclear Information System (INIS)

    Han Yuecai; Hu Yaozhong; Song Jian

    2013-01-01

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

  9. Keeping It Local: Dispersal Limitations of Coral Larvae to the High Latitude Coral Reefs of the Houtman Abrolhos Islands.

    Science.gov (United States)

    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.

  10. Keeping It Local: Dispersal Limitations of Coral Larvae to the High Latitude Coral Reefs of the Houtman Abrolhos Islands.

    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.

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

    International Nuclear Information System (INIS)

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

    1997-01-01

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

  12. Continuity of Local Time: An applied perspective

    OpenAIRE

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

    2015-01-01

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

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

    CERN Document Server

    Last, Carsten

    2017-01-01

    This book proposes a new approach to handle the problem of limited training data. Common approaches to cope with this problem are to model the shape variability independently across predefined segments or to allow artificial shape variations that cannot be explained through the training data, both of which have their drawbacks. The approach presented uses a local shape prior in each element of the underlying data domain and couples all local shape priors via smoothness constraints. The book provides a sound mathematical foundation in order to embed this new shape prior formulation into the well-known variational image segmentation framework. The new segmentation approach so obtained allows accurate reconstruction of even complex object classes with only a few training shapes at hand.

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

    CERN Document Server

    Cubero, David

    2016-01-01

    Illustrating the development of Brownian ratchets, from their foundations, to their role in the description of life at the molecular scale and in the design of artificial nano-machinery, this text will appeal to both advanced graduates and researchers entering the field. Providing a self-contained introduction to Brownian ratchets, devices which rectify microscopic fluctuations, Part I avoids technicalities and sets out the broad range of physical systems where the concept of ratchets is relevant. Part II supplies a single source for a complete and modern theoretical analysis of ratchets in regimes such as classical vs quantum and stochastic vs deterministic, and in Part III readers are guided through experimental developments in different physical systems, each highlighting a specific unique feature of ratchets. The thorough and systematic approach to the topic ensures that this book provides a complete guide to Brownian ratchets for newcomers and established researchers in physics, biology and biochemistry.

  15. Critique of the Brownian approximation to the generalized Langevin equation in lattice dynamics

    International Nuclear Information System (INIS)

    Diestler, D.J.; Riley, M.E.

    1985-01-01

    We consider the classical motion of a harmonic lattice in which only those atoms in a certain subset of the lattice (primary zone) may interact with an external force. The formally exact generalized Langevin equation (GLE) for the primary zone is an appropriate description of the dynamics. We examine a previously proposed Brownian, or frictional damping, approximation that reduces the GLE to a set of coupled ordinary Langevin equations for the primary atoms. It is shown that the solution of these equations can contain undamped motion if there is more than one atom in the primary zone. Such motion is explicitly demonstrated for a model that has been used to describe energy transfer in atom--surface collisions. The inability of the standard Brownian approximation to yield an acceptable, physically meaningful result for primary zones comprising more than one atom suggests that the Brownian approximation may introduce other spurious dynamical effects. Further work on damping of correlated motion in lattices is needed

  16. Fractional Brownian motion and motion governed by the fractional Langevin equation in confined geometries.

    Science.gov (United States)

    Jeon, Jae-Hyung; Metzler, Ralf

    2010-02-01

    Motivated by subdiffusive motion of biomolecules observed in living cells, we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and restricted to a finite domain. We investigate by analytic calculations and simulations how time-averaged observables (e.g., the time-averaged mean-squared displacement and displacement correlation) are affected by spatial confinement and dimensionality. In particular, we study the degree of weak ergodicity breaking and scatter between different single trajectories for this confined motion in the subdiffusive domain. The general trend is that deviations from ergodicity are decreased with decreasing size of the movement volume and with increasing dimensionality. We define the displacement correlation function and find that this quantity shows distinct features for fractional Brownian motion, fractional Langevin equation, and continuous time subdiffusion, such that it appears an efficient measure to distinguish these different processes based on single-particle trajectory data.

  17. Experimental Studies of the Brownian Diffusion of Boomerang Colloidal Particle in a Confined Geometry

    Science.gov (United States)

    Chakrabarty, Ayan; Wang, Feng; Joshi, Bhuwan; Wei, Qi-Huo

    2011-03-01

    Recent studies shows that the boomerang shaped molecules can form various kinds of liquid crystalline phases. One debated topic related to boomerang molecules is the existence of biaxial nematic liquid crystalline phase. Developing and optical microscopic studies of colloidal systems of boomerang particles would allow us to gain better understanding of orientation ordering and dynamics at ``single molecule'' level. Here we report the fabrication and experimental studies of the Brownian motion of individual boomerang colloidal particles confined between two glass plates. We used dark-field optical microscopy to directly visualize the Brownian motion of the single colloidal particles in a quasi two dimensional geometry. An EMCCD was used to capture the motion in real time. An indigenously developed imaging processing algorithm based on MatLab program was used to precisely track the position and orientation of the particles with sub-pixel accuracy. The experimental finding of the Brownian diffusion of a single boomerang colloidal particle will be discussed.

  18. Analytical Solutions of a Model for Brownian Motion in the Double Well Potential

    International Nuclear Information System (INIS)

    Liu Ai-Jie; Zheng Lian-Cun; Zhang Xin-Xin; Ma Lian-Xi

    2015-01-01

    In this paper, the analytical solutions of Schrödinger equation for Brownian motion in a double well potential are acquired by the homotopy analysis method and the Adomian decomposition method. Double well potential for Brownian motion is always used to obtain the solutions of Fokker—Planck equation known as the Klein—Kramers equation, which is suitable for separation and additive Hamiltonians. In essence, we could study the random motion of Brownian particles by solving Schrödinger equation. The analytical results obtained from the two different methods agree with each other well. The double well potential is affected by two parameters, which are analyzed and discussed in details with the aid of graphical illustrations. According to the final results, the shapes of the double well potential have significant influence on the probability density function. (general)

  19. Achieving swift equilibration of a Brownian particle using flow-fields

    Science.gov (United States)

    Patra, Ayoti; Jarzynski, Christopher

    Can a system be driven to a targeted equilibrium state on a timescale that is much shorter than its natural equilibration time? In a recent experiment, the swift equilibration of an overdamped Brownian particle was achieved by use of an appropriately designed, time-dependent optical trap potential. Motivated by these results, we develop a general theoretical approach for guiding an ensemble of Brownian particles to track the instantaneous equilibrium distribution of a desired potential U (q , t) . In our approach, we use flow-fields associated with the parametric evolution of the targeted equilibrium state to construct an auxiliary potential U (q , t) , such that dynamics under the composite potential U (t) + U (t) achieves the desired evolution. Our results establish a close connection between the swift equilibration of Brownian particles, quantum shortcuts to adiabaticity, and the dissipationless driving of a classical, Hamiltonian system.

  20. Financial Brownian Particle in the Layered Order-Book Fluid and Fluctuation-Dissipation Relations

    Science.gov (United States)

    Yura, Yoshihiro; Takayasu, Hideki; Sornette, Didier; Takayasu, Misako

    2014-03-01

    We introduce a novel description of the dynamics of the order book of financial markets as that of an effective colloidal Brownian particle embedded in fluid particles. The analysis of comprehensive market data enables us to identify all motions of the fluid particles. Correlations between the motions of the Brownian particle and its surrounding fluid particles reflect specific layering interactions; in the inner layer the correlation is strong and with short memory, while in the outer layer it is weaker and with long memory. By interpreting and estimating the contribution from the outer layer as a drag resistance, we demonstrate the validity of the fluctuation-dissipation relation in this nonmaterial Brownian motion process.

  1. Brownian motion in Robertson-Walker spacetimes from electromagnetic vacuum fluctuations

    International Nuclear Information System (INIS)

    Bessa, Carlos H. G.; Bezerra, V. B.; Ford, L. H.

    2009-01-01

    We consider the effects of the vacuum fluctuations of a quantized electromagnetic field on particles in an expanding universe. We find that these particles typically undergo Brownian motion and acquire a nonzero mean squared velocity that depends on the scale factor of the universe. This Brownian motion can be interpreted as due to noncancellation of anticorrelated vacuum fluctuations in the time-dependent background spacetime. Alternatively, one can interpret this effect as the particles acquiring energy from the background spacetime geometry, a phenomenon that cannot occur in a static spacetime. We treat several types of coupling between the electromagnetic field and the particles and several model universes. We also consider both free particles, which, on the average, move on geodesics, and particles in bound systems. There are significant differences between these two cases, which illustrates that nongeodesic motion alters the effects of the vacuum fluctuations. We discuss the possible applications of this Brownian motion effect to cosmological scenarios.

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

    Science.gov (United States)

    Grančič, Peter; Štěpánek, František

    2012-07-01

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

  3. Coupling of lever arm swing and biased Brownian motion in actomyosin.

    Directory of Open Access Journals (Sweden)

    Qing-Miao Nie

    2014-04-01

    Full Text Available An important unresolved problem associated with actomyosin motors is the role of Brownian motion in the process of force generation. On the basis of structural observations of myosins and actins, the widely held lever-arm hypothesis has been proposed, in which proteins are assumed to show sequential structural changes among observed and hypothesized structures to exert mechanical force. An alternative hypothesis, the Brownian motion hypothesis, has been supported by single-molecule experiments and emphasizes more on the roles of fluctuating protein movement. In this study, we address the long-standing controversy between the lever-arm hypothesis and the Brownian motion hypothesis through in silico observations of an actomyosin system. We study a system composed of myosin II and actin filament by calculating free-energy landscapes of actin-myosin interactions using the molecular dynamics method and by simulating transitions among dynamically changing free-energy landscapes using the Monte Carlo method. The results obtained by this combined multi-scale calculation show that myosin with inorganic phosphate (Pi and ADP weakly binds to actin and that after releasing Pi and ADP, myosin moves along the actin filament toward the strong-binding site by exhibiting the biased Brownian motion, a behavior consistent with the observed single-molecular behavior of myosin. Conformational flexibility of loops at the actin-interface of myosin and the N-terminus of actin subunit is necessary for the distinct bias in the Brownian motion. Both the 5.5-11 nm displacement due to the biased Brownian motion and the 3-5 nm displacement due to lever-arm swing contribute to the net displacement of myosin. The calculated results further suggest that the recovery stroke of the lever arm plays an important role in enhancing the displacement of myosin through multiple cycles of ATP hydrolysis, suggesting a unified movement mechanism for various members of the myosin family.

  4. Coupling of lever arm swing and biased Brownian motion in actomyosin.

    Science.gov (United States)

    Nie, Qing-Miao; Togashi, Akio; Sasaki, Takeshi N; Takano, Mitsunori; Sasai, Masaki; Terada, Tomoki P

    2014-04-01

    An important unresolved problem associated with actomyosin motors is the role of Brownian motion in the process of force generation. On the basis of structural observations of myosins and actins, the widely held lever-arm hypothesis has been proposed, in which proteins are assumed to show sequential structural changes among observed and hypothesized structures to exert mechanical force. An alternative hypothesis, the Brownian motion hypothesis, has been supported by single-molecule experiments and emphasizes more on the roles of fluctuating protein movement. In this study, we address the long-standing controversy between the lever-arm hypothesis and the Brownian motion hypothesis through in silico observations of an actomyosin system. We study a system composed of myosin II and actin filament by calculating free-energy landscapes of actin-myosin interactions using the molecular dynamics method and by simulating transitions among dynamically changing free-energy landscapes using the Monte Carlo method. The results obtained by this combined multi-scale calculation show that myosin with inorganic phosphate (Pi) and ADP weakly binds to actin and that after releasing Pi and ADP, myosin moves along the actin filament toward the strong-binding site by exhibiting the biased Brownian motion, a behavior consistent with the observed single-molecular behavior of myosin. Conformational flexibility of loops at the actin-interface of myosin and the N-terminus of actin subunit is necessary for the distinct bias in the Brownian motion. Both the 5.5-11 nm displacement due to the biased Brownian motion and the 3-5 nm displacement due to lever-arm swing contribute to the net displacement of myosin. The calculated results further suggest that the recovery stroke of the lever arm plays an important role in enhancing the displacement of myosin through multiple cycles of ATP hydrolysis, suggesting a unified movement mechanism for various members of the myosin family.

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

    KAUST Repository

    Singh, John P.; Walsh, Stuart D. C.; Koch, Donald L.

    2015-01-01

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

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

    KAUST Repository

    Singh, John P.

    2015-06-23

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

  7. Feedback control of two-headed Brownian motors in flashing ratchet potential

    International Nuclear Information System (INIS)

    Zhao A-Ke; Zhang Hong-Wei; Li Yu-Xiao

    2010-01-01

    We presented a detailed investigation on the movement of two-headed Brownian motors in an asymmetric potential under a feedback control. By numerical simulations the direct current is obtained. The current is periodic in the initial length of spring. There is an optimal value of the spring constant. And the dependence of the current on the opposing force is reversed. Then we found that when the change of the temperature and the opposing force have optimal values, the Brownian motors can also obtain the optimal efficiency

  8. 3-d brownian motion simulator for high-sensitivity nanobiotechnological applications.

    Science.gov (United States)

    Toth, Arpád; Banky, Dániel; Grolmusz, Vince

    2011-12-01

    A wide variety of nanobiotechnologic applications are being developed for nanoparticle based in vitro diagnostic and imaging systems. Some of these systems make possible highly sensitive detection of molecular biomarkers. Frequently, the very low concentration of the biomarkers makes impossible the classical, partial differential equation-based mathematical simulation of the motion of the nanoparticles involved. We present a three-dimensional Brownian motion simulation tool for the prediction of the movement of nanoparticles in various thermal, viscosity, and geometric settings in a rectangular cuvette. For nonprofit users the server is freely available at the site http://brownian.pitgroup.org.

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

    Science.gov (United States)

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

    2012-03-01

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

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

    CERN Document Server

    Schweitzer, Frank

    2007-01-01

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

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

    International Nuclear Information System (INIS)

    McKane, Alan

    2003-01-01

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

  12. Chemical reactions as $\\Gamma$-limit of diffusion

    NARCIS (Netherlands)

    Peletier, M.A.; Savaré, G.; Veneroni, M.

    2012-01-01

    We study the limit of high activation energy of a special Fokker–Planck equation known as the Kramers–Smoluchowski equation (KS). This equation governs the time evolution of the probability density of a particle performing a Brownian motion under the influence of a chemical potential

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

    Science.gov (United States)

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

    2018-02-01

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

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

    Science.gov (United States)

    Lovelace, Geoffrey; Demos, Nicholas; Khan, Haroon

    2018-01-01

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

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

    Czech Academy of Sciences Publication Activity Database

    Filip, R.; Zemánek, Pavel

    2016-01-01

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

  16. Brownian dynamics of aggregation kinetics of hard spheres with flexibele bounds

    NARCIS (Netherlands)

    Rzepiela, A.A.; Opheusden, van J.; Vliet, van T.

    2001-01-01

    Brownian dynamics (BD) simulations have been performed on the aggregation dynamics of colloidal particles within the context of a ball-and-string model. Particles are treated as hard spheres that can bind irreversibly through a string attached to their surface. The model is set up to mimic some

  17. From Levy to Brownian: a computational model based on biological fluctuation.

    Directory of Open Access Journals (Sweden)

    Surya G Nurzaman

    Full Text Available BACKGROUND: Theoretical studies predict that Lévy walks maximizes the chance of encountering randomly distributed targets with a low density, but Brownian walks is favorable inside a patch of targets with high density. Recently, experimental data reports that some animals indeed show a Lévy and Brownian walk movement patterns when forage for foods in areas with low and high density. This paper presents a simple, Gaussian-noise utilizing computational model that can realize such behavior. METHODOLOGY/PRINCIPAL FINDINGS: We extend Lévy walks model of one of the simplest creature, Escherichia coli, based on biological fluctuation framework. We build a simulation of a simple, generic animal to observe whether Lévy or Brownian walks will be performed properly depends on the target density, and investigate the emergent behavior in a commonly faced patchy environment where the density alternates. CONCLUSIONS/SIGNIFICANCE: Based on the model, animal behavior of choosing Lévy or Brownian walk movement patterns based on the target density is able to be generated, without changing the essence of the stochastic property in Escherichia coli physiological mechanism as explained by related researches. The emergent behavior and its benefits in a patchy environment are also discussed. The model provides a framework for further investigation on the role of internal noise in realizing adaptive and efficient foraging behavior.

  18. The first-passage area for drifted Brownian motion and the moments of the Airy distribution

    International Nuclear Information System (INIS)

    Kearney, Michael J; Majumdar, Satya N; Martin, Richard J

    2007-01-01

    An exact expression for the distribution of the area swept out by a drifted Brownian motion till its first-passage time is derived. A study of the asymptotic behaviour confirms earlier conjectures and clarifies their range of validity. The analysis leads to a simple closed-form solution for the moments of the Airy distribution. (fast track communication)

  19. From Lévy to Brownian: a computational model based on biological fluctuation.

    Science.gov (United States)

    Nurzaman, Surya G; Matsumoto, Yoshio; Nakamura, Yutaka; Shirai, Kazumichi; Koizumi, Satoshi; Ishiguro, Hiroshi

    2011-02-03

    Theoretical studies predict that Lévy walks maximizes the chance of encountering randomly distributed targets with a low density, but Brownian walks is favorable inside a patch of targets with high density. Recently, experimental data reports that some animals indeed show a Lévy and Brownian walk movement patterns when forage for foods in areas with low and high density. This paper presents a simple, Gaussian-noise utilizing computational model that can realize such behavior. We extend Lévy walks model of one of the simplest creature, Escherichia coli, based on biological fluctuation framework. We build a simulation of a simple, generic animal to observe whether Lévy or Brownian walks will be performed properly depends on the target density, and investigate the emergent behavior in a commonly faced patchy environment where the density alternates. Based on the model, animal behavior of choosing Lévy or Brownian walk movement patterns based on the target density is able to be generated, without changing the essence of the stochastic property in Escherichia coli physiological mechanism as explained by related researches. The emergent behavior and its benefits in a patchy environment are also discussed. The model provides a framework for further investigation on the role of internal noise in realizing adaptive and efficient foraging behavior.

  20. Description of surface quadrupole oscillations of heated spherical nuclei in the Brownian-motion approximation

    International Nuclear Information System (INIS)

    Svin'in, I.R.

    1982-01-01

    The Brownian motion of a quadrupole quantum oscillator is considered as a model of surface quadrupole oscillations of heated spherical nuclei. The integrals of the motion related to energy and angular momentum conservation are constructed and the wave functions are obtained for states with definite values of these integrals of the motion in the phonon representation

  1. Time-changed geometric fractional Brownian motion and option pricing with transaction costs

    Science.gov (United States)

    Gu, Hui; Liang, Jin-Rong; Zhang, Yun-Xiu

    2012-08-01

    This paper deals with the problem of discrete time option pricing by a fractional subdiffusive Black-Scholes model. The price of the underlying stock follows a time-changed geometric fractional Brownian motion. By a mean self-financing delta-hedging argument, the pricing formula for the European call option in discrete time setting is obtained.

  2. Continuous time Black-Scholes equation with transaction costs in subdiffusive fractional Brownian motion regime

    Science.gov (United States)

    Wang, Jun; Liang, Jin-Rong; Lv, Long-Jin; Qiu, Wei-Yuan; Ren, Fu-Yao

    2012-02-01

    In this paper, we study the problem of continuous time option pricing with transaction costs by using the homogeneous subdiffusive fractional Brownian motion (HFBM) Z(t)=X(Sα(t)), 0transaction costs of replicating strategies. We also give the total transaction costs.

  3. The mode coupling theory in the FDR-preserving field theory of interacting Brownian particles

    International Nuclear Information System (INIS)

    Kim, Bongsoo; Kawasaki, Kyozi

    2007-01-01

    We develop a renormalized perturbation theory for the dynamics of interacting Brownian particles, which preserves the fluctuation-dissipation relation order by order. We then show that the resulting one-loop theory gives a closed equation for the density correlation function, which is identical with that in the standard mode coupling theory. (fast track communication)

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

    National Research Council Canada - National Science Library

    Durrett, Richard; Kesten, Harry; Spitzer, Frank

    1991-01-01

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

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

    International Nuclear Information System (INIS)

    Jayannawar, A.M.; Kumar, N.

    1980-06-01

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

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

    OpenAIRE

    Khoshnevisan, Davar; Levin, David; Shi, Zhan

    2005-01-01

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

  7. On-chip Brownian relaxation measurements of magnetic nanobeads in the time domain

    DEFF Research Database (Denmark)

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

    2013-01-01

    the time and frequency domain methods on Brownian relaxation detection of clustering of streptavidin coated magnetic beads in the presence of different concentrations of biotin-conjugated bovine serum albumin and obtain comparable results. In the time domain, a measurement is carried out in less than 30 s...

  8. Brownian motion in a field of force and the diffusion theory of chemical reactions. II

    NARCIS (Netherlands)

    Brinkman, H.C.

    1956-01-01

    H. A. Kramers has studied the rate of chemical reactions in view of the Brownian forces caused by a surrounding medium in temperature equilibrium. In a previous paper 3) the author gave a solution of Kramers' diffusion equation in phase space by systematic development. In this paper the general

  9. Configurational entropy and effective temperature in systems of active Brownian particles

    NARCIS (Netherlands)

    Preisler, Zdeněk; Dijkstra, Marjolein

    2016-01-01

    We propose a method to determine the effective density of states and configurational entropy in systems of active Brownian particles by measuring the probability distribution function of potential energy at varying temperatures. Assuming that the entropy is a continuous and monotonically increasing

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

    DEFF Research Database (Denmark)

    Donolato, M.; Sogne, E.; Dalslet, Bjarke Thomas

    2011-01-01

    We demonstrate the detection of the Brownian relaxation frequency of 250 nm diameter magnetic beads using a lab-on-chip platform based on current lines for exciting the beads with alternating magnetic fields and highly sensitive magnetic tunnel junction (MTJ) sensors with a superparamagnetic free...

  11. Brownian motion after Einstein and Smoluchowski: Some new applications and new experiments

    DEFF Research Database (Denmark)

    Dávid, Selmeczi; Tolic-Nørrelykke, S.F.; Schäffer, E.

    2007-01-01

    The first half of this review describes the development in mathematical models of Brownian motion after Einstein's and Smoluchowski's seminal papers and current applications to optical tweezers. This instrument of choice among single-molecule biophysicists is also an instrument of such precision ...

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

    DEFF Research Database (Denmark)

    E. Barndorff-Nielsen, Ole; Benth, Fred Espen; Szozda, Benedykt

    This paper generalizes the integration theory for volatility modulated Brownian-driven Volterra processes onto the space G* of Potthoff-Timpel distributions. Sufficient conditions for integrability of generalized processes are given, regularity results and properties of the integral are discussed...

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

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Szozda, Benedykt

    This paper generalizes the integration theory for volatility modulated Brownian-driven Volterra processes onto the space G∗ of Potthoff--Timpel distributions. Sufficient conditions for integrability of generalized processes are given, regularity results and properties of the integral are discusse...

  14. Large shear deformation of particle gels studied by Brownian Dynamics simulations

    NARCIS (Netherlands)

    Rzepiela, A.A.; Opheusden, van J.H.J.; Vliet, van T.

    2004-01-01

    Brownian Dynamics (BD) simulations have been performed to study structure and rheology of particle gels under large shear deformation. The model incorporates soft spherical particles, and reversible flexible bond formation. Two different methods of shear deformation are discussed, namely affine and

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

    Science.gov (United States)

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

    2017-09-01

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

  16. Potential of vehicle-to-grid ancillary services considering the uncertainties in plug-in electric vehicle availability and service/localization limitations in distribution grids

    International Nuclear Information System (INIS)

    Sarabi, Siyamak; Davigny, Arnaud; Courtecuisse, Vincent; Riffonneau, Yann; Robyns, Benoît

    2016-01-01

    Highlights: • The availability uncertainty of PEVs are modelled using Gaussian mixture model. • Interdependency of stochastic variables are modelled using copula function. • V2G bidding capacity is calculated using Free Pattern search optimization method. • Localization limitation is considered for V2G service potential assessment. • Competitive services for fleet of V2G-enabled PEVs are identified using fuzzy sets. - Abstract: The aim of the paper is to propose an approach for statistical assessment of the potential of plug-in electric vehicles (PEV) for vehicle-to-grid (V2G) ancillary services, where it focuses on PEVs doing daily home-work commuting. In this approach, the possible ancillary services (A/S) for each PEV fleet in terms of its available V2G power (AVP) and flexible intervals are identified. The flexible interval is calculated using a powerful stochastic global optimization technique so-called “Free Pattern Search” (FPS). A probabilistic method is also proposed to quantify the impacts of PEV’s availability uncertainty using the Gaussian mixture model (GMM), and interdependency of stochastic variables on AVP of each fleet thanks to a multivariate modeling with Copula function. Each fleet is analyzed based on its aggregated PEV numbers at different level of distribution grid, in order to satisfy the ancillary services localization limitation. A case study using the proposed approach evaluates the real potential in Niort, a city in west of France. In fact, by using the proposed approach an aggregator can analyze the V2G potential of PEVs under its contract.

  17. Quantitative method for the detection and localization of quantum-limited events from radionuclides in cells and tissue sections by computer-enhanced video microscopy

    International Nuclear Information System (INIS)

    Pressman, N.J.; Frost, J.K.; Gupta, P.K.; Showers, R.L.; Gill, G.W.; Cook, D.L.; Frost, J.K. Jr.; Traub, R.K.

    1987-01-01

    Cellular dynamics often involve extremely low concentrations of biologically active substances, which can be radiolabeled and detected, localized and quantitated by autoradiography. The latter may require exposures from a few days to many months. The objective of this research was to demonstrate the feasibility of reducing this long period of data collection by one to two orders of magnitude, while maintaining or improving the spatial resolution and localization in tissues and the quantitative characteristics inherent in autoradiography. A mathematical model describing the complete system was generated using energy partition calculations to estimate photon production via scintillant per H3 beta particle emission and to estimate the subsequent photon capture based upon imaging system parameters and microscope geometry. Calculations showed that, typically, a single tritium beta particle produces a maximum of 5.8 X 10(3) photons. A photon-limited camera and microscope imaging system were selected and optimized in conjunction with a specially developed physical scintillation model. Results showed that the number of detected photoevents increases monotonically with both signal integration time and, independently, with the concentration of the radionuclide. Consequently, this work demonstrates that video microscopy imaging methods can spatially and temporally quantify very low concentrations of radiolabeled substances and can reduce data acquisition times

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

    Directory of Open Access Journals (Sweden)

    Xiao-Li Ding

    2018-01-01

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

  19. One-Dimensional Brownian Motion of Charged Nanoparticles along Microtubules: A Model System for Weak Binding Interactions

    OpenAIRE

    Minoura, Itsushi; Katayama, Eisaku; Sekimoto, Ken; Muto, Etsuko

    2010-01-01

    Various proteins are known to exhibit one-dimensional Brownian motion along charged rodlike polymers, such as microtubules (MTs), actin, and DNA. The electrostatic interaction between the proteins and the rodlike polymers appears to be crucial for one-dimensional Brownian motion, although the underlying mechanism has not been fully clarified. We examined the interactions of positively-charged nanoparticles composed of polyacrylamide gels with MTs. These hydrophilic nanoparticles bound to MTs ...

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

    OpenAIRE

    Xiao-Li Ding; Juan J. Nieto

    2018-01-01

    In this paper, we investigate analytical solutions of multi-time scale fractional stochastic differential equations driven by fractional Brownian motions. We firstly decompose homogeneous multi-time scale fractional stochastic differential equations driven by fractional Brownian motions into independent differential subequations, and give their analytical solutions. Then, we use the variation of constant parameters to obtain the solutions of nonhomogeneous multi-time scale fractional stochast...

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

    International Nuclear Information System (INIS)

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

    1996-01-01

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

  2. Description os surface quadrupole oscillations of heateU spherical nuclei in the Brownian movement approximation

    International Nuclear Information System (INIS)

    Svin'in, I.R.

    1982-01-01

    Description of collective phenomena in heated nuclei within the framework of the Brownian approximation may be conditionally divided into two parts: 1) solution of the problem for some realization of a random force, 2) averaging in a set of all the possible realizations. Results of the present work are setted the first part of the problem in the case of surface quadrupole oscillations of spherical heated nuclei. Quadrupole surface oscillations of heated spherical nuclei are considered in the Brownian motion approximation. The integrals of motion are constructed taking into account the energy and angular momentum conservations for the nucleus in the process of relaxation of the collective excitations. Wave functions are obtained for states having definite values of the integrals of motion in the phonon representation. It is noted that the description scheme developed is easily used with respect to other multipolarity oscillations

  3. The colour of thermal noise in classical Brownian motion: a feasibility study of direct experimental observation

    International Nuclear Information System (INIS)

    Berg-Soerensen, Kirstine; Flyvbjerg, Henrik

    2005-01-01

    One hundred years after Einstein modelled Brownian motion, a central aspect of this motion in incompressible fluids has not been verified experimentally: the thermal noise that drives the Brownian particle, is not white, as in Einstein's simple theory. It is slightly coloured, due to hydrodynamics and the fluctuation-dissipation theorem. This theoretical result from the 1970s was prompted by computer simulation results in apparent violation of Einstein's theory. We discuss how a direct experimental observation of this colour might be carried out by using optical tweezers to separate the thermal noise from the particle's dynamic response to it. Since the thermal noise is almost white, very good statistics is necessary to resolve its colour. That requires stable equipment and long recording times, possibly making this experiment one for the future only. We give results for experimental requirements and for stochastic errors as functions of experimental window and measurement time, and discuss some potential sources of systematic errors

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

    International Nuclear Information System (INIS)

    Yannouleas, C.

    1984-05-01

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

  5. Linear response approach to active Brownian particles in time-varying activity fields

    Science.gov (United States)

    Merlitz, Holger; Vuijk, Hidde D.; Brader, Joseph; Sharma, Abhinav; Sommer, Jens-Uwe

    2018-05-01

    In a theoretical and simulation study, active Brownian particles (ABPs) in three-dimensional bulk systems are exposed to time-varying sinusoidal activity waves that are running through the system. A linear response (Green-Kubo) formalism is applied to derive fully analytical expressions for the torque-free polarization profiles of non-interacting particles. The activity waves induce fluxes that strongly depend on the particle size and may be employed to de-mix mixtures of ABPs or to drive the particles into selected areas of the system. Three-dimensional Langevin dynamics simulations are carried out to verify the accuracy of the linear response formalism, which is shown to work best when the particles are small (i.e., highly Brownian) or operating at low activity levels.

  6. A mathematical model of single target site location by Brownian movement in subcellular compartments.

    Science.gov (United States)

    Kuthan, Hartmut

    2003-03-07

    The location of distinct sites is mandatory for many cellular processes. In the subcompartments of the cell nucleus, only very small numbers of diffusing macromolecules and specific target sites of some types may be present. In this case, we are faced with the Brownian movement of individual macromolecules and their "random search" for single/few specific target sites, rather than bulk-averaged diffusion and multiple sites. In this article, I consider the location of a distant central target site, e.g. a globular protein, by individual macromolecules executing unbiased (i.e. drift-free) random walks in a spherical compartment. For this walk-and-capture model, the closed-form analytic solution of the first passage time probability density function (p.d.f.) has been obtained as well as the first and second moment. In the limit of a large ratio of the radii of the spherical diffusion space and central target, well-known relations for the variance and the first two moments for the exponential p.d.f. were found to hold with high accuracy. These calculations reinforce earlier numerical results and Monte Carlo simulations. A major implication derivable from the model is that non-directed random movement is an effective means for locating single sites in submicron-sized compartments, even when the diffusion coefficients are comparatively small and the diffusing species are present in one copy only. These theoretical conclusions are underscored numerically for effective diffusion constants ranging from 0.5 to 10.0 microm(2) s(-1), which have been reported for a couple of nuclear proteins in their physiological environment. Spherical compartments of submicron size are, for example, the Cajal bodies (size: 0.1-1.0 microm), which are present in 1-5 copies in the cell nucleus. Within a small Cajal body of radius 0.1 microm a single diffusing protein molecule (with D=0.5 microm(2) s(-1)) would encounter a medium-sized protein of radius 2.5 nm within 1 s with a probability near

  7. Estimating Brownian motion dispersal rate, longevity and population density from spatially explicit mark-recapture data on tropical butterflies.

    Science.gov (United States)

    Tufto, Jarle; Lande, Russell; Ringsby, Thor-Harald; Engen, Steinar; Saether, Bernt-Erik; Walla, Thomas R; DeVries, Philip J

    2012-07-01

    1. We develop a Bayesian method for analysing mark-recapture data in continuous habitat using a model in which individuals movement paths are Brownian motions, life spans are exponentially distributed and capture events occur at given instants in time if individuals are within a certain attractive distance of the traps. 2. The joint posterior distribution of the dispersal rate, longevity, trap attraction distances and a number of latent variables representing the unobserved movement paths and time of death of all individuals is computed using Gibbs sampling. 3. An estimate of absolute local population density is obtained simply by dividing the Poisson counts of individuals captured at given points in time by the estimated total attraction area of all traps. Our approach for estimating population density in continuous habitat avoids the need to define an arbitrary effective trapping area that characterized previous mark-recapture methods in continuous habitat. 4. We applied our method to estimate spatial demography parameters in nine species of neotropical butterflies. Path analysis of interspecific variation in demographic parameters and mean wing length revealed a simple network of strong causation. Larger wing length increases dispersal rate, which in turn increases trap attraction distance. However, higher dispersal rate also decreases longevity, thus explaining the surprising observation of a negative correlation between wing length and longevity. © 2012 The Authors. Journal of Animal Ecology © 2012 British Ecological Society.

  8. [Application of Brownian dynamics to the description of transmembrane ion flow as exemplified by the chloride channel of glycine receptor].

    Science.gov (United States)

    Boronovskiĭ, S E; Nartsissov, Ia R

    2009-01-01

    Using the Brownian dynamics of the movement of hydrated ion in a viscous water solution, a mathematical model has been built, which describes the transport of charged particles through a single protein pore in a lipid membrane. The dependences of transmembrane ion currents on ion concentrations in solution have been obtained. It was shown that, if the geometry of a membrane pore is identical to that of the inner part of the glycine receptor channel and there is no ion selectivity, then the values of both chloride and sodium currents are not greater than 0.5 pA at the physiological concentrations of these ions. If local charge heterogeneity caused by charged amino acid residues of transmembrane protein segments is included into the model calculations, the chloride current increases to about 3.7 pA, which exceeds more than seven times the value for sodium ions under the conditions of the complex channel geometry in the range of physiological concentrations of ions in the solution. The model takes changes in the density of charge distribution both inside the channel and near the protein surface into account. The alteration of pore geometry can be also considered as a parameter at the researcher's option. Thus, the model appears as an effective tool for the description of transmembrane currents for other types of membrane channels.

  9. Interpretation of NMR relaxation properties of Pin1, a two-domain protein, based on Brownian dynamic simulations

    International Nuclear Information System (INIS)

    Bernado, Pau; Fernandes, Miguel X.; Jacobs, Doris M.; Fiebig, Klaus; Garcia de la Torre, Jose; Pons, Miquel

    2004-01-01

    Many important proteins contain multiple domains connected by flexible linkers. Inter-domain motion is suggested to play a key role in many processes involving molecular recognition. Heteronuclear NMR relaxation is sensitive to motions in the relevant time scales and could provide valuable information on the dynamics of multi-domain proteins. However, the standard analysis based on the separation of global tumbling and fast local motions is no longer valid for multi-domain proteins undergoing internal motions involving complete domains and that take place on the same time scale than the overall motion.The complexity of the motions experienced even for the simplest two-domain proteins are difficult to capture with simple extensions of the classical Lipari-Szabo approach. Hydrodynamic effects are expected to dominate the motion of the individual globular domains, as well as that of the complete protein. Using Pin1 as a test case, we have simulated its motion at the microsecond time scale, at a reasonable computational expense, using Brownian Dynamic simulations on simplified models. The resulting trajectories provide insight on the interplay between global and inter-domain motion and can be analyzed using the recently published method of isotropic Reorientational Mode Dynamics which offer a way of calculating their contribution to heteronuclear relaxation rates. The analysis of trajectories computed with Pin1 models of different flexibility provides a general framework to understand the dynamics of multi-domain proteins and explains some of the observed features in the relaxation rate profile of free Pin1

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

    International Nuclear Information System (INIS)

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

    2017-01-01

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

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

    Directory of Open Access Journals (Sweden)

    F. Mabood

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

  12. Interpretation of NMR relaxation properties of Pin1, a two-domain protein, based on Brownian dynamic simulations

    Energy Technology Data Exchange (ETDEWEB)

    Bernado, Pau [Institut de Biologie Structurale, Jean Pierre Ebel (France); Fernandes, Miguel X. [Universidad de Murcia, Departamento de Quimica Fisica, Facultad de Quimica (Spain); Jacobs, Doris M. [Johann Wolfgang Goethe-Universitaet Frankfurt, Institut fuer Organische Chemie und Chemische Biologie (Germany); Fiebig, Klaus [Affinium Pharmaceuticals (Canada); Garcia de la Torre, Jose [Universidad de Murcia, Departamento de Quimica Fisica, Facultad de Quimica (Spain); Pons, Miquel [Laboratori de RMN de Biomolecules, Parc Cientific de Barcelona (Spain)], E-mail: mpons@ub.edu

    2004-05-15

    Many important proteins contain multiple domains connected by flexible linkers. Inter-domain motion is suggested to play a key role in many processes involving molecular recognition. Heteronuclear NMR relaxation is sensitive to motions in the relevant time scales and could provide valuable information on the dynamics of multi-domain proteins. However, the standard analysis based on the separation of global tumbling and fast local motions is no longer valid for multi-domain proteins undergoing internal motions involving complete domains and that take place on the same time scale than the overall motion.The complexity of the motions experienced even for the simplest two-domain proteins are difficult to capture with simple extensions of the classical Lipari-Szabo approach. Hydrodynamic effects are expected to dominate the motion of the individual globular domains, as well as that of the complete protein. Using Pin1 as a test case, we have simulated its motion at the microsecond time scale, at a reasonable computational expense, using Brownian Dynamic simulations on simplified models. The resulting trajectories provide insight on the interplay between global and inter-domain motion and can be analyzed using the recently published method of isotropic Reorientational Mode Dynamics which offer a way of calculating their contribution to heteronuclear relaxation rates. The analysis of trajectories computed with Pin1 models of different flexibility provides a general framework to understand the dynamics of multi-domain proteins and explains some of the observed features in the relaxation rate profile of free Pin1.

  13. A short note on the mean exit time of the Brownian motion

    Science.gov (United States)

    Cadeddu, Lucio; Farina, Maria Antonietta

    We investigate the functional Ω↦ℰ(Ω) where Ω runs through the set of compact domains of fixed volume v in any Riemannian manifold (M,g) and where ℰ(Ω) is the mean exit time from Ω of the Brownian motion. We give an alternative analytical proof of a well-known fact on its critical points proved by McDonald: the critical points of ℰ(Ω) are harmonic domains.

  14. Non-Markovian Effects on the Brownian Motion of a Free Particle

    OpenAIRE

    Bolivar, A. O.

    2010-01-01

    Non-Markovian effects upon the Brownian movement of a free particle in the presence as well as in the absence of inertial force are investigated within the framework of Fokker-Planck equations (Rayleigh and Smoluchowski equations). More specifically, it is predicted that non-Markovian features can enhance the values of the mean square displacement and momentum, thereby assuring the mathematical property of differentiability of the these physically observable quantities.

  15. A one-dimensional gravitationally interacting gas and the convex minorant of Brownian motion

    International Nuclear Information System (INIS)

    Suidan, T M

    2001-01-01

    The surprising connection between a one-dimensional gravitationally interacting gas of sticky particles and the convex minorant process generated by Brownian motion on [0,1] is studied. A study is made of the dynamics of this 1-D gas system by identifying three distinct clustering regimes and the time scales at which they occur. At the critical moment of time the mass distribution of the gas can be computed in terms of functionals of the convex minorant process

  16. Quantum Brownian motion in a bath of parametric oscillators: A model for system-field interactions

    International Nuclear Information System (INIS)

    Hu, B.L.; Matacz, A.

    1994-01-01

    The quantum Brownian motion paradigm provides a unified framework where one can see the interconnection of some basic quantum statistical processes such as decoherence, dissipation, particle creation, noise, and fluctuation. The present paper continues the investigation begun in earlier papers on the quantum Brownian motion in a general environment via the influence functional formalism. Here, the Brownian particle is coupled linearly to a bath of the most general time-dependent quadratic oscillators. This bath of parametric oscillators minics a scalar field, while the motion of the Brownian particle modeled by a single oscillator could be used to depict the behavior of a particle detector, a quantum field mode, or the scale factor of the Universe. An important result of this paper is the derivation of the influence functional encompassing the noise and dissipation kernels in terms of the Bogolubov coefficients, thus setting the stage for the influence functional formalism treatment of problems in quantum field theory in curved spacetime. This method enables one to trace the source of statistical processes such as decoherence and dissipation to vacuum fluctuations and particle creation, and in turn impart a statistical mechanical interpretation of quantum field processes. With this result we discuss the statistical mechanical origin of quantum noise and thermal radiance from black holes and from uniformly accelerated observers in Minkowski space as well as from the de Sitter universe discovered by Hawking, Unruh, and Gibbons and Hawking. We also derive the exact evolution operator and master equation for the reduced density matrix of the system interacting with a parametric oscillator bath in an initial squeezed thermal state. These results are useful for decoherence and back reaction studies for systems and processes of interest in semiclassical cosmology and gravity. Our model and results are also expected to be useful for related problems in quantum optics

  17. Maximizing the Mean Exit Time of a Brownian Motion from an Interval

    Directory of Open Access Journals (Sweden)

    Mario Lefebvre

    2011-01-01

    Full Text Available Let X(t be a controlled one-dimensional standard Brownian motion starting from x∈(−d,d. The problem of optimally controlling X(t until |X(t|=d for the first time is solved explicitly in a particular case. The maximal value that the instantaneous reward given for survival in (−d,d can take is determined.

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

    OpenAIRE

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

    1999-01-01

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

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

    OpenAIRE

    Shukla, Pragya

    2004-01-01

    We find that the statistics of levels undergoing metal-insulator transition in systems with multi-parametric Gaussian disorders and non-interacting electrons behaves in a way similar to that of the single parametric Brownian ensembles \\cite{dy}. The latter appear during a Poisson $\\to$ Wigner-Dyson transition, driven by a random perturbation. The analogy provides the analytical evidence for the single parameter scaling of the level-correlations in disordered systems as well as a tool to obtai...

  20. Stochastic interactions of two Brownian hard spheres in the presence of depletants

    International Nuclear Information System (INIS)

    Karzar-Jeddi, Mehdi; Fan, Tai-Hsi; Tuinier, Remco; Taniguchi, Takashi

    2014-01-01

    A quantitative analysis is presented for the stochastic interactions of a pair of Brownian hard spheres in non-adsorbing polymer solutions. The hard spheres are hypothetically trapped by optical tweezers and allowed for random motion near the trapped positions. The investigation focuses on the long-time correlated Brownian motion. The mobility tensor altered by the polymer depletion effect is computed by the boundary integral method, and the corresponding random displacement is determined by the fluctuation-dissipation theorem. From our computations it follows that the presence of depletion layers around the hard spheres has a significant effect on the hydrodynamic interactions and particle dynamics as compared to pure solvent and uniform polymer solution cases. The probability distribution functions of random walks of the two interacting hard spheres that are trapped clearly shift due to the polymer depletion effect. The results show that the reduction of the viscosity in the depletion layers around the spheres and the entropic force due to the overlapping of depletion zones have a significant influence on the correlated Brownian interactions

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2017-04-01

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

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

    Science.gov (United States)

    Kranstauber, Bart; Safi, Kamran; Bartumeus, Frederic

    2014-01-01

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

  3. Environmental context explains Lévy and Brownian movement patterns of marine predators.

    Science.gov (United States)

    Humphries, Nicolas E; Queiroz, Nuno; Dyer, Jennifer R M; Pade, Nicolas G; Musyl, Michael K; Schaefer, Kurt M; Fuller, Daniel W; Brunnschweiler, Juerg M; Doyle, Thomas K; Houghton, Jonathan D R; Hays, Graeme C; Jones, Catherine S; Noble, Leslie R; Wearmouth, Victoria J; Southall, Emily J; Sims, David W

    2010-06-24

    An optimal search theory, the so-called Lévy-flight foraging hypothesis, predicts that predators should adopt search strategies known as Lévy flights where prey is sparse and distributed unpredictably, but that Brownian movement is sufficiently efficient for locating abundant prey. Empirical studies have generated controversy because the accuracy of statistical methods that have been used to identify Lévy behaviour has recently been questioned. Consequently, whether foragers exhibit Lévy flights in the wild remains unclear. Crucially, moreover, it has not been tested whether observed movement patterns across natural landscapes having different expected resource distributions conform to the theory's central predictions. Here we use maximum-likelihood methods to test for Lévy patterns in relation to environmental gradients in the largest animal movement data set assembled for this purpose. Strong support was found for Lévy search patterns across 14 species of open-ocean predatory fish (sharks, tuna, billfish and ocean sunfish), with some individuals switching between Lévy and Brownian movement as they traversed different habitat types. We tested the spatial occurrence of these two principal patterns and found Lévy behaviour to be associated with less productive waters (sparser prey) and Brownian movements to be associated with productive shelf or convergence-front habitats (abundant prey). These results are consistent with the Lévy-flight foraging hypothesis, supporting the contention that organism search strategies naturally evolved in such a way that they exploit optimal Lévy patterns.

  4. Brownian motion in complex fluids: venerable field and frontier of modern physics

    International Nuclear Information System (INIS)

    Vizcarra-Rendon, A.; Medina-Noyola, M.; Ruiz-Estrada, H.; Arauz-Lara, J.L.

    1989-01-01

    This paper reviews the current status of our understanding of tracer-diffusion phenomena in colloidal suspensions. This is the most direct observation of the Brownian motion executed by labelled Brownian particles interacting with the rest of colloidal particles in a suspension. The fundamental description of this phenomenon constitutes today one of the most relevant problems in the process of understanding the dynamic properties of this important class of complex fluids, from the experimental and theoretical perspective of physical research. This paper describes the recent developments in the extension of the classical theory of Brownian motion and its application to the description of the effects of direct and hydrodynamic interactions among colloidal particles. As a result, a coherent pictured has emerged in which the agreement between theory and experiment from nature fields of physics. The moral of the paper is that the use of well established concepts as statistical physics, assisted by modern experimental techniques, are contributing to transform complex fluids into a more amialbe class of materials from the point of view of the physicist. (Author)

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

    DEFF Research Database (Denmark)

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

    2012-01-01

    We present on-chip Brownian relaxation measurements on a logarithmic dilution series of 40 nm beads dispersed in water with bead concentrations between 16 mu g/ml and 4000 mu g/ml. The measurements are performed using a planar Hall effect bridge sensor at frequencies up to 1 MHz. No external fields...... are needed as the beads are magnetized by the field generated by the applied sensor bias current. We show that the Brownian relaxation frequency can be extracted from fitting the Cole-Cole model to measurements for bead concentrations of 64 mu g/ml or higher and that the measured dynamic magnetic response...... is proportional to the bead concentration. For bead concentrations higher than or equal to 500 mu g/ml, we extract a hydrodynamic diameter of 47(1) nm for the beads, which is close to the nominal bead size of 40 nm. Furthermore, we study the signal vs. bead concentration at a fixed frequency close to the Brownian...

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

    Directory of Open Access Journals (Sweden)

    Björn Böttcher

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

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

    Science.gov (United States)

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

    2015-11-18

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

  8. Brownian motion of a nano-colloidal particle: the role of the solvent.

    Science.gov (United States)

    Torres-Carbajal, Alexis; Herrera-Velarde, Salvador; Castañeda-Priego, Ramón

    2015-07-15

    Brownian motion is a feature of colloidal particles immersed in a liquid-like environment. Usually, it can be described by means of the generalised Langevin equation (GLE) within the framework of the Mori theory. In principle, all quantities that appear in the GLE can be calculated from the molecular information of the whole system, i.e., colloids and solvent molecules. In this work, by means of extensive Molecular Dynamics simulations, we study the effects of the microscopic details and the thermodynamic state of the solvent on the movement of a single nano-colloid. In particular, we consider a two-dimensional model system in which the mass and size of the colloid are two and one orders of magnitude, respectively, larger than the ones associated with the solvent molecules. The latter ones interact via a Lennard-Jones-type potential to tune the nature of the solvent, i.e., it can be either repulsive or attractive. We choose the linear momentum of the Brownian particle as the observable of interest in order to fully describe the Brownian motion within the Mori framework. We particularly focus on the colloid diffusion at different solvent densities and two temperature regimes: high and low (near the critical point) temperatures. To reach our goal, we have rewritten the GLE as a second kind Volterra integral in order to compute the memory kernel in real space. With this kernel, we evaluate the momentum-fluctuating force correlation function, which is of particular relevance since it allows us to establish when the stationarity condition has been reached. Our findings show that even at high temperatures, the details of the attractive interaction potential among solvent molecules induce important changes in the colloid dynamics. Additionally, near the critical point, the dynamical scenario becomes more complex; all the correlation functions decay slowly in an extended time window, however, the memory kernel seems to be only a function of the solvent density. Thus, the

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

    International Nuclear Information System (INIS)

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

    2014-01-01

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

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

    Science.gov (United States)

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

    2017-08-01

    Low skeletal muscle mass (SMM) or sarcopenia is emerging as an adverse prognostic factor for chemotherapy dose-limiting toxicity (CLDT) and survival in cancer patients. Our aim was to determine the impact of low SMM on CDLT in patients with locally advanced head and neck squamous cell carcinoma (LA-HNSCC) treated with primary radiochemotherapy (RCT). Consecutive patients diagnosed with LA-HNSCC and treated with primary RCT between 2007 and 2011 in our center were included. Clinical variables were retrospectively retrieved and SMM was measured at the level of the third cervical vertebra using pre-treatment head and neck CT-scans. After determining a cut-off value for low SMM, multivariate analysis was performed to identify prognostic factors for CDLT. Of 112 patients included, 30.4% experienced CDLT. The optimal cut-off value for low SMM as a predictor of CDLT was ≤43.2cm 2 /m 2 . Using this cut-off, 54.5% patients had low SMM. Patients with low SMM experienced CDLT more frequently than patients with normal SMM (44.3% vs. 13.7%, pSMM, p=0.044). At multivariate analysis, low SMM was independently inversely associated with CDLT (OR 0.93, 95%CI: 0.88-0.98). Patients experiencing CDLT had a lower overall survival than patients who did not (mean 36.6vs. 54.2months, p=0.038). Low SMM is an independent risk factor for CDLT in LA-HNSCC patients treated with primary RCT. Pre-therapeutic estimation of SMM using routine CT-scans of the head and neck region may identify patients at risk of CDLT. Copyright © 2017 Elsevier Ltd. All rights reserved.

  11. Two derivations of the master equation of quantum Brownian motion

    Energy Technology Data Exchange (ETDEWEB)

    Halliwell, J J [Blackett Laboratory, Imperial College, London SW7 2BZ (United Kingdom)

    2007-03-23

    Central to many discussion of decoherence is a master equation for the reduced density matrix of a massive particle experiencing scattering from its surrounding environment, such as that of Joos and Zeh. Such master equations enjoy a close relationship with spontaneous localization models, like the GRW model. The aim of this paper is to present two derivations of the master equation. The first derivation is a pedagogical model designed to illustrate the origins of the master equation as simply as possible, focusing on physical principles and without the complications of S-matrix theory. This derivation may serve as a useful tutorial example for students attempting to learn this subject area. The second is the opposite: a very general derivation using non-relativistic many-body field theory. It reduces to the equation of the type given by Joos and Zeh in the one-particle sector, but correcting certain numerical factors which have recently become significant in connection with experimental tests of decoherence. This master equation also emphasizes the role of local number density as the 'preferred basis' for decoherence in this model.

  12. Two derivations of the master equation of quantum Brownian motion

    International Nuclear Information System (INIS)

    Halliwell, J J

    2007-01-01

    Central to many discussion of decoherence is a master equation for the reduced density matrix of a massive particle experiencing scattering from its surrounding environment, such as that of Joos and Zeh. Such master equations enjoy a close relationship with spontaneous localization models, like the GRW model. The aim of this paper is to present two derivations of the master equation. The first derivation is a pedagogical model designed to illustrate the origins of the master equation as simply as possible, focusing on physical principles and without the complications of S-matrix theory. This derivation may serve as a useful tutorial example for students attempting to learn this subject area. The second is the opposite: a very general derivation using non-relativistic many-body field theory. It reduces to the equation of the type given by Joos and Zeh in the one-particle sector, but correcting certain numerical factors which have recently become significant in connection with experimental tests of decoherence. This master equation also emphasizes the role of local number density as the 'preferred basis' for decoherence in this model

  13. Brownian motion of spins; generalized spin Langevin equation

    International Nuclear Information System (INIS)

    Jayannavar, A.M.

    1990-03-01

    We derive the Langevin equations for a spin interacting with a heat bath, starting from a fully dynamical treatment. The obtained equations are non-Markovian with multiplicative fluctuations and concomitant dissipative terms obeying the fluctuation-dissipation theorem. In the Markovian limit our equations reduce to the phenomenological equations proposed by Kubo and Hashitsume. The perturbative treatment on our equations lead to Landau-Lifshitz equations and to other known results in the literature. (author). 16 refs

  14. Advancing development of a limit reference point estimator for sea turtles, and evaluating methods for applying local management to highly migratory species

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — SWFSC is developing tools for estimation of limit reference points for marine turtles. These tools are being applied initially to estimate a limit reference point...

  15. Decentralisation for Schools, but Not for Knowledge: The RSA Area Based Curriculum and the Limits of Localism in Coalition Education Policy

    Science.gov (United States)

    Thomas, Louise

    2011-01-01

    Use of local environments and stakeholders to illuminate the school curriculum, and increase ownership of it, has been demonstrated by international research as an effective means by which to make the curriculum more relevant and engaging to students. Localism is a key tenet of the Government's policy platform, and in education policy the…

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

    Science.gov (United States)

    Antonopoulos, Markos; Stamatakos, Georgios

    2015-01-01

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

  17. Smoldyn on graphics processing units: massively parallel Brownian dynamics simulations.

    Science.gov (United States)

    Dematté, Lorenzo

    2012-01-01

    Space is a very important aspect in the simulation of biochemical systems; recently, the need for simulation algorithms able to cope with space is becoming more and more compelling. Complex and detailed models of biochemical systems need to deal with the movement of single molecules and particles, taking into consideration localized fluctuations, transportation phenomena, and diffusion. A common drawback of spatial models lies in their complexity: models can become very large, and their simulation could be time consuming, especially if we want to capture the systems behavior in a reliable way using stochastic methods in conjunction with a high spatial resolution. In order to deliver the promise done by systems biology to be able to understand a system as whole, we need to scale up the size of models we are able to simulate, moving from sequential to parallel simulation algorithms. In this paper, we analyze Smoldyn, a widely diffused algorithm for stochastic simulation of chemical reactions with spatial resolution and single molecule detail, and we propose an alternative, innovative implementation that exploits the parallelism of Graphics Processing Units (GPUs). The implementation executes the most computational demanding steps (computation of diffusion, unimolecular, and bimolecular reaction, as well as the most common cases of molecule-surface interaction) on the GPU, computing them in parallel on each molecule of the system. The implementation offers good speed-ups and real time, high quality graphics output

  18. Large-N limit of the non-local 2D Yang-Mills and generalized Yang-Mills theories on a cylinder

    Energy Technology Data Exchange (ETDEWEB)

    Saaidi, K. [Department of Physics, Tehran University (Iran); Khorrami, M. [Institute for Advanced Studies in Basic Sciences, Zanjan (Iran)

    2002-04-01

    The large-group behavior of the non-local YM{sub 2}'s and gYM{sub 2}'s on a cylinder or a disk is investigated. It is shown that this behavior is similar to that of the corresponding local theory, but with the area of the cylinder replaced by an effective area depending on the dominant representation. The critical areas for non-local YM{sub 2}'s on a cylinder with some special boundary conditions are also obtained. (orig.)

  19. Markovian Limit of a Spatio-Temporal Correlated Open Systems

    Science.gov (United States)

    Monnai, T.

    Large fluctuation of Brownian particles is affected by the finiteness of the correlation length of the background noise field. Indeed a Fokker—Planck equation is derived in a Markovian limit of a spatio-temporal short correlated noise. Corresponding kinetic quantities are renormalized due to the spatio-temporal memory. We also investigate the case of open system by connecting a thermostat to the system.

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

    International Nuclear Information System (INIS)

    Yeh, L.

    1993-01-01

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

  1. Friction between Two Brownian Particles in a Lennard-Jones Solvent: A Molecular Dynamics Simulation Study

    International Nuclear Information System (INIS)

    Lee, Song Hi

    2010-01-01

    We presented a molecular dynamics (MD) simulation study of friction behavior between two very massive Brownian particles (BPs) oriented along the z axis with BP centers at -R 12 /2 and R 12 /2 in a Lennard-Jones solvent as a function of the inter-particle separation, R 12 . In order to fix the BPs in space an MD simulation method with the mass of the BP as 10 90 g/mol was employed in which the total momentum of the system was conserved. The cross friction coefficients of x- and y-components are nearly insensitive to R 12 but that of z-component varies with R 12 in good accord with the simple hydrodynamic approximation. On the other hand, the self-friction coefficients are estimated as a very small difference from the single particle friction coefficients, ξ 0 , at all inter-particle separations which agrees with the simple hydrodynamic approximation. Consequently ξ (-) xx is nearly independent of R 12 and equal to its asymptotic value of twice the single particle friction coefficient, and the other relative friction, ξ (-) zz , is in good agreement with the simple hydrodynamic approximation. Molecular theory of Brownian motion of a single heavy particle in a fluid had received a considerable attention in earlier years. After molecular dynamics (MD) simulation technique was utilized, this subject has been widely studied by a variety of MD simulation methods. The common issues here were about the long time behavior of the force and velocity autocorrelation functions, the system size dependent friction coefficient of a massive Brownian particle, and test of the Stokes-Einstein law

  2. Brownian dynamics simulations of an order-disorder transition in sheared sterically stabilized colloidal suspensions

    International Nuclear Information System (INIS)

    Rigos, A.A.; Wilemski, G.

    1992-01-01

    The shear thinning behavior of a sterically stabilized nonaqueous colloidal suspension was investigated using nonequilibrium Brownian dynamics simulations of systems with 108 and 256 particles. At a volume fraction of 0.4, the suspension is thixotropic: it has a reversible shear thinning transition from a disordered state to an ordered, lamellar state with triangularly packed strings of particles. The time scale for the transition is set by the free particle diffusion constant. For the smaller system, the transition occurs gradually with increasing shear rate. For the larger system, the transition is sharp and discontinuous shear thinning is found. 34 refs., 9 figs., 1 tab

  3. Molecular motors that digest their track to rectify Brownian motion: processive movement of exonuclease enzymes.

    Science.gov (United States)

    Xie, Ping

    2009-09-16

    A general model is presented for the processive movement of molecular motors such as λ-exonuclease, RecJ and exonuclease I that use digestion of a DNA track to rectify Brownian motion along this track. Using this model, the translocation dynamics of these molecular motors is studied. The sequence-dependent pausing of λ-exonuclease, which results from a site-specific high affinity DNA interaction, is also studied. The theoretical results are consistent with available experimental data. Moreover, the model is used to predict the lifetime distribution and force dependence of these paused states.

  4. Molecular motors that digest their track to rectify Brownian motion: processive movement of exonuclease enzymes

    International Nuclear Information System (INIS)

    Xie Ping

    2009-01-01

    A general model is presented for the processive movement of molecular motors such as λ-exonuclease, RecJ and exonuclease I that use digestion of a DNA track to rectify Brownian motion along this track. Using this model, the translocation dynamics of these molecular motors is studied. The sequence-dependent pausing of λ-exonuclease, which results from a site-specific high affinity DNA interaction, is also studied. The theoretical results are consistent with available experimental data. Moreover, the model is used to predict the lifetime distribution and force dependence of these paused states.

  5. Facilitated movement of inertial Brownian motors driven by a load under an asymmetric potential.

    Science.gov (United States)

    Ai, Bao-quan; Liu, Liang-gang

    2007-10-01

    Based on recent work [L. Machura, M. Kostur, P. Talkner, J. Luczka, and P. Hanggi, Phys. Rev. Lett. 98, 040601 (2007)], we extend the study of inertial Brownian motors to the case of an asymmetric potential. It is found that some transport phenomena appear in the presence of an asymmetric potential. Within tailored parameter regimes, there exists two optimal values of the load at which the mean velocity takes its maximum, which means that a load can facilitate the transport in the two parameter regimes. In addition, the phenomenon of multiple current reversals can be observed when the load is increased.

  6. Stability Analysis and Application for Delayed Neural Networks Driven by Fractional Brownian Noise.

    Science.gov (United States)

    Zhou, Wuneng; Zhou, Xianghui; Yang, Jun; Zhou, Jun; Tong, Dongbing

    2018-05-01

    This paper deals with two types of the stability problem for the delayed neural networks driven by fractional Brownian noise (FBN). The existence and the uniqueness of the solution to the main system with respect to FBN are proved via fixed point theory. Based on Hilbert-Schmidt operator theory and analytic semigroup principle, the mild solution of the stochastic neural networks is obtained. By applying the stochastic analytic technique and some well-known inequalities, the asymptotic stability criteria and the exponential stability condition are established. Both numerical example and practical application for synchronization control of multiagent system are provided to illustrate the effectiveness and potential of the proposed techniques.

  7. Brownian micro-engines and refrigerators in a spatially periodic temperature field: Heat flow and performances

    International Nuclear Information System (INIS)

    Ai Baoquan; Wang Liqiu; Liu Lianggang

    2006-01-01

    We study the thermodynamic features of a thermal motor driven by temperature differences, which consists of a Brownian particle moving in a sawtooth potential with an external load. The motor can work as a heat engine or a refrigerator under different conditions. The heat flow driven by both potential and kinetic energy is considered. The former is reversible when the engine works quasistatically and the latter is always irreversible. The efficiency of the heat engine (Coefficient Of Performance (COP) of a refrigerator) can never approach Carnot efficiency (COP)

  8. Lookback Option Pricing with Fixed Proportional Transaction Costs under Fractional Brownian Motion.

    Science.gov (United States)

    Sun, Jiao-Jiao; Zhou, Shengwu; Zhang, Yan; Han, Miao; Wang, Fei

    2014-01-01

    The pricing problem of lookback option with a fixed proportion of transaction costs is investigated when the underlying asset price follows a fractional Brownian motion process. Firstly, using Leland's hedging method a partial differential equation satisfied by the value of the lookback option is derived. Then we obtain its numerical solution by constructing a Crank-Nicolson format. Finally, the effectiveness of the proposed form is verified through a numerical example. Meanwhile, the impact of transaction cost rate and volatility on lookback option value is discussed.

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

    Directory of Open Access Journals (Sweden)

    He Qing

    2016-01-01

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

  10. Revealing virtual processes of a quantum Brownian particle in phase space

    International Nuclear Information System (INIS)

    Maniscalco, S

    2005-01-01

    The short-time dynamics of a quantum Brownian particle in a harmonic potential is studied in phase space. An exact non-Markovian analytic approach to calculate the time evolution of the Wigner function is presented. The dynamics of the Wigner function of an initially squeezed state is analysed. It is shown that virtual exchanges of energy between the particle and the reservoir, characterizing the non-Lindblad short-time dynamics where system-reservoir correlations are not negligible, show up in phase space

  11. Superaging correlation function and ergodicity breaking for Brownian motion in logarithmic potentials.

    Science.gov (United States)

    Dechant, A; Lutz, E; Kessler, D A; Barkai, E

    2012-05-01

    We consider an overdamped Brownian particle moving in a confining asymptotically logarithmic potential, which supports a normalized Boltzmann equilibrium density. We derive analytical expressions for the two-time correlation function and the fluctuations of the time-averaged position of the particle for large but finite times. We characterize the occurrence of aging and nonergodic behavior as a function of the depth of the potential, and we support our predictions with extensive Langevin simulations. While the Boltzmann measure is used to obtain stationary correlation functions, we show how the non-normalizable infinite covariant density is related to the superaging behavior.

  12. On Drift Parameter Estimation in Models with Fractional Brownian Motion by Discrete Observations

    Directory of Open Access Journals (Sweden)

    Yuliya Mishura

    2014-06-01

    Full Text Available We study a problem of an unknown drift parameter estimation in a stochastic differen- tial equation driven by fractional Brownian motion. We represent the likelihood ratio as a function of the observable process. The form of this representation is in general rather complicated. However, in the simplest case it can be simplified and we can discretize it to establish the a. s. convergence of the discretized version of maximum likelihood estimator to the true value of parameter. We also investigate a non-standard estimator of the drift parameter showing further its strong consistency. 

  13. Self-assembly of actin monomers into long filaments: Brownian Dynamics simulations

    DEFF Research Database (Denmark)

    Shillcock, Julian C.

    2009-01-01

    Brownian dynamics simulations are used to study the dynamical process of self-assembly of actin monomers into long filaments containing up to 1000 actin protomers. In order to overcome the large separation of time scales between the diffusive motion of the freemonomers and the relatively slow....../detachment events. When a single filament is allowed to grow in a bath of constant concentration of free ADP-actin monomers, its growth rate increases linearly with the free monomer concentration in quantitative agreement with in vitro experiments. Theresults also show that the waiting time is governed by...

  14. Singularity spectra of fractional Brownian motions as a multi-fractal

    International Nuclear Information System (INIS)

    Kim, T.S.; Kim, S.

    2004-01-01

    Fractional Brownian motion acts as a random process with statistical self-similarity in time and self-affinity in shape. From these properties, the complicated patterns can be suitably represented by it with a minimal parameter and less memory. By considering its statistical property through the power spectrum density we can see that this process is not stationary, even though its differential motion is stationary. So in this paper, by taking the wavelet transform instead of Fourier transformation we investigate its multi-fractal spectrum as a multi-fractal model

  15. Stochastic heating of a single Brownian particle by charge fluctuations in a radio-frequency produced plasma sheath

    Science.gov (United States)

    Schmidt, Christian; Piel, Alexander

    2015-10-01

    The Brownian motion of a single particle in the plasma sheath is studied to separate the effect of stochastic heating by charge fluctuations from heating by collective effects. By measuring the particle velocities in the ballistic regime and by carefully determining the particle mass from the Epstein drag it is shown that for a pressure of 10 Pa, which is typical of many experiments, the proper kinetic temperature of the Brownian particle remains close to the gas temperature and rises only slightly with particle size. This weak effect is confirmed by a detailed model for charging and charge fluctuations in the sheath. A substantial temperature rise is found for decreasing pressure, which approximately shows the expected scaling with p-2. The system under study is an example for non-equilibrium Brownian motion under the influence of white noise without corresponding dissipation.

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

    Science.gov (United States)

    Craven, Galen T.; Nitzan, Abraham

    2018-01-01

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

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

    Science.gov (United States)

    Tyagi, Neha; Cherayil, Binny J.

    2018-03-01

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

  18. Brownian dynamics and dynamic Monte Carlo simulations of isotropic and liquid crystal phases of anisotropic colloidal particles: a comparative study.

    Science.gov (United States)

    Patti, Alessandro; Cuetos, Alejandro

    2012-07-01

    We report on the diffusion of purely repulsive and freely rotating colloidal rods in the isotropic, nematic, and smectic liquid crystal phases to probe the agreement between Brownian and Monte Carlo dynamics under the most general conditions. By properly rescaling the Monte Carlo time step, being related to any elementary move via the corresponding self-diffusion coefficient, with the acceptance rate of simultaneous trial displacements and rotations, we demonstrate the existence of a unique Monte Carlo time scale that allows for a direct comparison between Monte Carlo and Brownian dynamics simulations. To estimate the validity of our theoretical approach, we compare the mean square displacement of rods, their orientational autocorrelation function, and the self-intermediate scattering function, as obtained from Brownian dynamics and Monte Carlo simulations. The agreement between the results of these two approaches, even under the condition of heterogeneous dynamics generally observed in liquid crystalline phases, is excellent.

  19. Experimental measurement of efficiency and transport coherence of a cold-atom Brownian motor in optical lattices.

    Science.gov (United States)

    Zelan, M; Hagman, H; Labaigt, G; Jonsell, S; Dion, C M

    2011-02-01

    The rectification of noise into directed movement or useful energy is utilized by many different systems. The peculiar nature of the energy source and conceptual differences between such Brownian motor systems makes a characterization of the performance far from straightforward. In this work, where the Brownian motor consists of atoms interacting with dissipative optical lattices, we adopt existing theory and present experimental measurements for both the efficiency and the transport coherence. We achieve up to 0.3% for the efficiency and 0.01 for the Péclet number.

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

    DEFF Research Database (Denmark)

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

    2010-01-01

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