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.
Brownian Motion and General Relativity
O'Hara, Paul
2013-01-01
We construct a model of Brownian Motion on a pseudo-Riemannian manifold associated with general relativity. There are two aspects of the problem: The first is to define a sequence of stopping times associated with the Brownian "kicks" or impulses. The second is to define the dynamics of the particle along geodesics in between the Brownian kicks. When these two aspects are taken together, we can associate various distributions with the motion. We will find that the statistics of space-time events will obey a temperature dependent four dimensional Gaussian distribution defined over the quaternions which locally can be identified with Minkowski space. Analogously, the statistics of the 4-velocities will obey a kind of Maxwell-Juttner distribution. In contrast to previous work, our processes are characterized by two independent proper time variables defined with respect to the laboratory frame: a discrete one corresponding to the stopping times when the impulses take place and a continuous one corresponding to th...
Extremes of multifractional Brownian motion
Bai, Long
2017-01-01
Let $B_{H}(t), t\\geq [0,T], T\\in(0,\\infty)$ be the standard Multifractional Brownian Motion(mBm), in this contribution we are concerned with the exact asymptotics of \\begin{eqnarray*} \\mathbb{P}\\left\\{\\sup_{t\\in[0,T]}B_{H}(t)>u\\right\\} \\end{eqnarray*} as $u\\rightarrow\\infty$. Mainly depended on the structures of $H(t)$, the results under several important cases are investigated.
Brownian motion and stochastic calculus
Karatzas, Ioannis
1998-01-01
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...
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.
Generalized functionals of Brownian motion
Directory of Open Access Journals (Sweden)
N. U. Ahmed
1994-01-01
Full Text Available In this paper we discuss some recent developments in the theory of generalized functionals of Brownian motion. First we give a brief summary of the Wiener-Ito multiple Integrals. We discuss some of their basic properties, and related functional analysis on Wiener measure space. then we discuss the generalized functionals constructed by Hida. The generalized functionals of Hida are based on L2-Sobolev spaces, thereby, admitting only Hs, s∈R valued kernels in the multiple stochastic integrals. These functionals are much more general than the classical Wiener-Ito class. The more recent development, due to the author, introduces a much more broad class of generalized functionals which are based on Lp-Sobolev spaces admitting kernels from the spaces p,s, s∈R. This allows analysis of a very broad class of nonlinear functionals of Brownian motion, which can not be handled by either the Wiener-Ito class or the Hida class. For s≤0, they represent generalized functionals on the Wiener measure space like Schwarz distributions on finite dimensional spaces. In this paper we also introduce some further generalizations, and construct a locally convex topological vector space of generalized functionals. We also present some discussion on the applications of these results.
Stochastic Current of Bifractional Brownian Motion
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Jingjun Guo
2014-01-01
Full Text Available We study the regularity of stochastic current defined as Skorohod integral with respect to bifractional Brownian motion through Malliavin calculus. Moreover, we similarly derive some results in the case of multidimensional multiparameter. Finally, we consider stochastic current of bifractional Brownian motion as a distribution in Watanabe spaces.
de Boer, J.; Hubeny, V.E.; Rangamani, M.; Shigemori, M.
2009-01-01
We study Brownian motion and the associated Langevin equation in AdS/CFT. The Brownian particle is realized in the bulk spacetime as a probe fundamental string in an asymptotically AdS black hole background, stretching between the AdS boundary and the horizon. The modes on the string are excited by
On some generalization of fractional Brownian motions
Energy Technology Data Exchange (ETDEWEB)
Wang Xiaotian [School of Management, Tianjin University, Tianjin 300072 (China); Liang Xiangqian [Department of Applied Mathematics, Shandong University of Science and Technology, Qingdao 266510, Shandong (China); Ren Fuyao [Institute of Mathematics, Fudan University, Shanghai 200433 (China); Zhang Shiying [School of Management, Tianjin University, Tianjin 300072 (China)]. E-mail: swa001@126.com
2006-05-15
The multifractional Brownian motion (mBm) is a continuous Gaussian process that extends the classical fractional Brownian motion (fBm) defined by Barton and Vincent Poor [Barton RJ, Vincent Poor H. IEEE Trans Inform 1988;34(5):943] and Decreusefond and Ustuenel [Decreusefond L, Ustuenel AS. Potential Anal 1999;10:177]. In addition, an innovational representation of fBm is given.
From fractional Brownian motion to multifractional and multistable motion
Falconer, Kenneth
2015-03-01
Fractional Brownian motion, introduced by Benoit Mandelbrot and John Van Ness in 1968, has had a major impact on stochastic processes and their applications. We survey a few of the many developments that have stemmed from their ideas. In particular we discuss the local structure of fractional and multifractional Brownian, stable and multistable processes, emphasising the `diagonal' construction of such processes. In all this, the ubiquity and centrality of fractional Brownian motion is striking.
A series expansion of fractional Brownian motion
K.O. Dzhaparidze (Kacha); J.H. van Zanten (Harry)
2002-01-01
textabstractLet $B$ be a fractional Brownian motion with Hurst index $H in (0,1)$. Denote by $x_1 < x_2 < cdots$ the positive, real zeros of the Bessel function $J_{-H$ of the first kind of order $-H$, and let $y_1 < y_2 < cdots$ be the positive zeros of $J_{1-H$. We prove the series
Brownian Motion Problem: Random Walk and Beyond
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 10; Issue 8. Brownian Motion Problem: Random Walk and Beyond. Shama Sharma Vishwamittar. General Article Volume 10 Issue 8 August 2005 pp 49-66. Fulltext. Click here to view fulltext PDF. Permanent link:
Dynamical 3-Space: Anisotropic Brownian Motion Experiment
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Cahill R. T.
2015-07-01
Full Text Available In 2014 Jiapei Dai reported evidence of anisotropic Brownian motion of a toluidine blue colloid solution in water. In 2015 Felix Scholkmann analysed the Dai data and detected a sidereal time dependence, indicative of a process driving the preferred Brownian mo- tion diffusion direction to a star-based preferred direction. Here we further analyse the Dai data and extract the RA and Dec of that preferred direction, and relate the data to previous determinations from NASA Spacecraft Earth-flyby Doppler shift data, and other determinations.
Active Brownian motion tunable by light.
Buttinoni, Ivo; Volpe, Giovanni; Kümmel, Felix; Volpe, Giorgio; Bechinger, Clemens
2012-07-18
Active Brownian particles are capable of taking up energy from their environment and converting it into directed motion; examples range from chemotactic cells and bacteria to artificial micro-swimmers. We have recently demonstrated that Janus particles, i.e. gold-capped colloidal spheres, suspended in a critical binary liquid mixture perform active Brownian motion when illuminated by light. In this paper, we investigate in more detail their swimming mechanism, leading to active Brownian motion. We show that the illumination-borne heating induces a local asymmetric demixing of the binary mixture, generating a spatial chemical concentration gradient which is responsible for the particle's self-diffusiophoretic motion. We study this effect as a function of the functionalization of the gold cap, the particle size and the illumination intensity: the functionalization determines what component of the binary mixture is preferentially adsorbed at the cap and the swimming direction (towards or away from the cap); the particle size determines the rotational diffusion and, therefore, the random reorientation of the particle; and the intensity tunes the strength of the heating and, therefore, of the motion. Finally, we harness this dependence of the swimming strength on the illumination intensity to investigate the behavior of a micro-swimmer in a spatial light gradient, where its swimming properties are space-dependent.
Brownian motion, martingales, and stochastic calculus
Le Gall, Jean-François
2016-01-01
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested i...
Detrended Fluctuation Analysis of multifractional Brownian motion
Setty, Venkat; Sharma, Surjalal
2013-03-01
Multifractional Brownian Motion (mBm) is a generalization of Fractional Brownian motion (fBm) with a time varying Hurst exponent, H (t) . Detrended Fluctuation Analysis (DFA) is a technique used to study the scaling behavior representing long term correlations in various dynamical systems. In our work, we apply DFA to calculate a time averaged Hurst exponent, in mBm data. The accuracy of estimation of was shown to depend on the range and variability of H (t) . Furthermore, the effect of uniform random noise in H (t) on the nature of scaling observed in DFA is studied. Our research focusses on the robustness and applicability of the DFA technique for studying long term correlations in systems with time varying Hurst exponents akin to mBm .
From N-parameter fractional Brownian motions to N-parameter multifractional Brownian motions
Herbin, E.
2005-01-01
International audience; Multifractional Brownian motion is an extension of the well-known fractional Brownian motion where the H¨older regularity is allowed to vary along the paths. In this paper, two kinds of multi-parameter extensions of mBm are studied: one is isotropic while the other is not. For each of these processes, a moving average representation, a harmonizable representation, and the covariance structure are given. The H¨older regularity is then studied. In particular, the case of...
Quantum Darwinism in Quantum Brownian Motion
Blume-Kohout, Robin; Zurek, Wojciech H.
2008-12-01
Quantum Darwinism—the redundant encoding of information about a decohering system in its environment—was proposed to reconcile the quantum nature of our Universe with apparent classicality. We report the first study of the dynamics of quantum Darwinism in a realistic model of decoherence, quantum Brownian motion. Prepared in a highly squeezed state—a macroscopic superposition—the system leaves records whose redundancy increases rapidly with initial delocalization. Redundancy appears rapidly (on the decoherence time scale) and persists for a long time.
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...
Tested Demonstrations. Brownian Motion: A Classroom Demonstration and Student Experiment.
Kirksey, H. Graden; Jones, Richard F.
1988-01-01
Shows how video recordings of the Brownian motion of tiny particles may be made. Describes a classroom demonstration and cites a reported experiment designed to show the random nature of Brownian motion. Suggests a student experiment to discover the distance a tiny particle travels as a function of time. (MVL)
Fractional Brownian motion and multifractional Brownian motion of Riemann-Liouville type
Lim, S. C.
2001-02-01
The relationship between standard fractional Brownian motion (FBM) and FBM based on the Riemann-Liouville fractional integral (or RL-FBM) is clarified. The absence of stationary property in the increment process of RL-FBM is compensated by a weaker property of local stationarity, and the stationary property for the increments of the large-time asymptotic RL-FBM. Generalization of RL-FBM to the RL-multifractional Brownian motion (RL-MBM) can be carried out by replacing the constant Hölder exponent by a time-dependent function. RL-MBM is shown to satisfy a weaker scaling property known as the local asymptotic self-similarity. This local scaling property can be translated into the small-scale behaviour of the associated scalogram by using the wavelet transform.
Brownian motion in dynamically disordered media.
Witkoskie, James B; Yang, Shilong; Cao, Jianshu
2002-11-01
The motion of Brownian test particles in a model random potential with time dependent correlations is investigated using four methods: renormalized perturbation, perturbation using Martin, Siggia, and Rose functional formalism (MSR), the Edwards variational method on the MSR functional, and renormalization group with the MSR function. The disorder averaged one-particle propagators determined by the renormalized perturbation expansion and MSR perturbation expansion are identical to the second and possibly higher order, and the two-particle propagators determined by these perturbation methods are identical at the first and possibly higher order. The one-particle propagator determined by the Edwards method is identical to the perturbation expansions at the first order, but the second-order analogue of the Edwards method has a more complex expression, which reduces to the second-order perturbation expression with additional higher-order terms. The diffusion constant and two-particle correlations are calculated from these propagators and are used to determine the effects of the random potential on the Brownian particles. Generally, the diffusion rate decreases with the disorder strength and increases with the temporal decay rate. The two competing mechanisms result in an enhancement of the diffusion constant for weak potentials with fast temporal fluctuations. The system exhibits two-particle correlations that are inherently non-Gaussian and indicate clustering behavior. The diffusion constant is also determined from a simple one-loop renormalization group calculation. In the static limit, the diffusion constant calculated by the renormalization group recovers the results of Deem and Chandler [M.W. Deem and D. Chandler, J. Stat. Phys. 76, 911 (1994)].
Mean-field theory of quantum Brownian motion
Allahverdyan, A.; Balian, R.
2001-01-01
We investigate a mean-field approach to a quantum Brownian particle interacting with a quantum thermal bath at temperature T, and subjected to a non-linear potential. An exact, partially classical description of quantum Brownian motion is proposed, which uses negative probabilities in its
Brownian motion of a particle with arbitrary shape.
Cichocki, Bogdan; Ekiel-Jeżewska, Maria L; Wajnryb, Eligiusz
2015-06-07
Brownian motion of a particle with an arbitrary shape is investigated theoretically. Analytical expressions for the time-dependent cross-correlations of the Brownian translational and rotational displacements are derived from the Smoluchowski equation. The role of the particle mobility center is determined and discussed.
Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions
Directory of Open Access Journals (Sweden)
Pengju Duan
2013-01-01
Full Text Available This paper deals with a new class of reflected backward stochastic differential equations driven by countable Brownian motions. The existence and uniqueness of the RBSDEs are obtained via Snell envelope and fixed point theorem.
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.
QUANTUM STOCHASTIC PROCESSES: BOSON AND FERMION BROWNIAN MOTION
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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.
Estimation of the global regularity of a multifractional Brownian motion
Lebovits, Joachim; Podolskij, Mark
2016-01-01
This paper presents a new estimator of the global regularity index of a multifractional Brownian motion. Our estimation method is based upon a ratio statistic, which compares the realized global quadratic variation of a multifractional Brownian motion at two different frequencies. We show that a logarithmic transformation of this statistic converges in probability to the minimum of the Hurst functional parameter, which is, under weak assumptions, identical to the global regularity index of th...
Brownian motion of solitons in a Bose-Einstein condensate.
Aycock, Lauren M; Hurst, Hilary M; Efimkin, Dmitry K; Genkina, Dina; Lu, Hsin-I; Galitski, Victor M; Spielman, I B
2017-03-07
We observed and controlled the Brownian motion of solitons. We launched solitonic excitations in highly elongated [Formula: see text] Bose-Einstein condensates (BECs) and showed that a dilute background of impurity atoms in a different internal state dramatically affects the soliton. With no impurities and in one dimension (1D), these solitons would have an infinite lifetime, a consequence of integrability. In our experiment, the added impurities scatter off the much larger soliton, contributing to its Brownian motion and decreasing its lifetime. We describe the soliton's diffusive behavior using a quasi-1D scattering theory of impurity atoms interacting with a soliton, giving diffusion coefficients consistent with experiment.
Brownian motion with adhesion: harmonic oscillator with fluctuating mass.
Gitterman, M; Klyatskin, V I
2010-05-01
In contrast to the cases usually studied of a harmonic oscillator subject to a random force (Brownian motion) or having random frequency or random damping, we consider a random mass which corresponds to an oscillator for which the particles of the surrounding medium adhere to it for some (random) time after the collision, thereby changing the oscillator mass. This model, which describes Brownian motion with adhesion, can be useful for the analysis of chemical and biological solutions as well as nanotechnological devices. We consider dichotomous noise and its limiting case, white noise.
The Intersection Probability of Brownian Motion and SLEκ
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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-.
Generalized Multifractional Brownian Motion: Definition and Preliminary Results
Ayache, Antoine; Lévy Véhel, Jacques
1999-01-01
The Multifractional Brownian Motion (MBM) is a generalization of the well known Fractional Brownian Motion. One of the main reasons that makes the MBM interesting for modelization, is that one can prescribe its regularity: given any Hölder function H(t), with values in ]0,1[, one can construct an MBM admitting at any t0, a Hölder exponent equal to H(t0). However, the continuity of the function H(t) is sometimes undesirable, since it restricts the field of application. In this work we define a...
Brownian motion as a new probe of wettability
Mo, Jianyong; Simha, Akarsh; Raizen, Mark G.
2017-04-01
Understanding wettability is crucial for optimizing oil recovery, semiconductor manufacturing, pharmaceutical industry, and electrowetting. In this letter, we study the effects of wettability on Brownian motion. We consider the cases of a sphere in an unbounded fluid medium, as well as a sphere placed in the vicinity of a plane wall. For the first case, we show the effects of wettability on the statistical properties of the particles' motion, such as velocity autocorrelation, velocity, and thermal force power spectra over a large range of time scales. We also propose a new method to measure wettability based on the particles' Brownian motion. In addition, we compare the boundary effects on Brownian motion imposed by both no-slip and perfect-slip flat walls. We emphasize the surprising boundary effects on Brownian motion imposed by a perfect-slip wall in the parallel direction, such as a higher particle mobility parallel to a perfect flat wall compared to that in the absence of the wall, as well as compared to a particle near a no-slip flat wall.
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.
Quantum Brownian motion model for the stock market
Meng, Xiangyi; Zhang, Jian-Wei; Guo, Hong
2016-06-01
It is believed by the majority today that the efficient market hypothesis is imperfect because of market irrationality. Using the physical concepts and mathematical structures of quantum mechanics, we construct an econophysical framework for the stock market, based on which we analogously map massive numbers of single stocks into a reservoir consisting of many quantum harmonic oscillators and their stock index into a typical quantum open system-a quantum Brownian particle. In particular, the irrationality of stock transactions is quantitatively considered as the Planck constant within Heisenberg's uncertainty relationship of quantum mechanics in an analogous manner. We analyze real stock data of Shanghai Stock Exchange of China and investigate fat-tail phenomena and non-Markovian behaviors of the stock index with the assistance of the quantum Brownian motion model, thereby interpreting and studying the limitations of the classical Brownian motion model for the efficient market hypothesis from a new perspective of quantum open system dynamics.
Stochastic calculus for fractional Brownian motion and related processes
Mishura, Yuliya S
2008-01-01
The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. Among these are results about Levy characterization of fractional Brownian motion, maximal moment inequalities for Wiener integrals including the values 0
The valuation of currency options by fractional Brownian motion.
Shokrollahi, Foad; Kılıçman, Adem
2016-01-01
This research aims to investigate a model for pricing of currency options in which value governed by the fractional Brownian motion model (FBM). The fractional partial differential equation and some Greeks are also obtained. In addition, some properties of our pricing formula and simulation studies are presented, which demonstrate that the FBM model is easy to use.
Brownian Motion: Theory and Experiment A Simple Classroom ...
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 8; Issue 3. Brownian Motion: Theory and Experiment A Simple Classroom Measurement of the Diffusion Coefficient. Kasturi Basu Kopijol Baishya. Classroom Volume 8 Issue 3 March 2003 pp 71-80 ...
Suspended particle transport through constriction channel with Brownian motion
DEFF Research Database (Denmark)
Hanasaki, Itsuo; Walther, Jens Honore
2017-01-01
It is well known that translocation events of a polymer or rod through pores or narrower parts of micro- and nanochannels have a stochastic nature due to the Brownian motion. However, it is not clear whether the objects of interest need to have a larger size than the entrance to exhibit the devia...
100 years of Einstein's Theory of Brownian Motion: From Pollen ...
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 10; Issue 11. 100 years of Einstein's Theory of Brownian Motion: From Pollen Grains to Protein Trains – 2. Debashish Chowdhury. General Article Volume 10 Issue 11 November 2005 pp 42-54 ...
100 years of Einstein's Theory of Brownian Motion: from Pollen ...
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 10; Issue 9. 100 Years of Einstein's Theory of Brownian Motion: from Pollen Grains to Protein Trains – 1. Debashish Chowdhury. General Article Volume 10 Issue 9 September 2005 pp 63-78 ...
Brownian Motion of Arbitrarily Shaped Particles in Two-Dimensions
Chakrabarty, Ayan; Konya, Andrew; Wang, Feng; Selinger, Jonathan V.; Sun, Kai; Wei, Qi-Huo
2014-01-01
Here we implement microfabricated boomerang particles with unequal arm lengths as a model for non-symmetry particles and study their Brownian motion in a quasi-two dimensional geometry by using high precision single particle motion tracking. We show that due to the coupling between translation and rotation, the mean squared displacements of a single asymmetric boomerang particle exhibit a non-linear crossover from short time faster to long time slower diffusion, and the mean displacements for...
Brownian motion of arbitrarily shaped particles in two dimensions.
Chakrabarty, Ayan; Konya, Andrew; Wang, Feng; Selinger, Jonathan V; Sun, Kai; Wei, Qi-Huo
2014-11-25
We implement microfabricated boomerang particles with unequal arm lengths as a model for nonsymmetric particles and study their Brownian motion in a quasi-two-dimensional geometry by using high-precision single-particle motion tracking. We show that because of the coupling between translation and rotation, the mean squared displacements of a single asymmetric boomerang particle exhibit a nonlinear crossover from short-time faster to long-time slower diffusion, and the mean displacements for fixed initial orientation are nonzero and saturate out at long times. The measured anisotropic diffusion coefficients versus the tracking point position indicate that there exists one unique point, i.e., the center of hydrodynamic stress (CoH), at which all coupled diffusion coefficients vanish. This implies that in contrast to motion in three dimensions where the CoH exists only for high-symmetry particles, the CoH always exists for Brownian motion in two dimensions. We develop an analytical model based on Langevin theory to explain the experimental results and show that among the six anisotropic diffusion coefficients only five are independent because the translation-translation coupling originates from the translation-rotation coupling. Finally, we classify the behavior of two-dimensional Brownian motion of arbitrarily shaped particles into four groups based on the particle shape symmetry group and discussed potential applications of the CoH in simplifying understanding of the circular motions of microswimmers.
Rectified brownian transport in corrugated channels: Fractional brownian motion and Lévy flights.
Ai, Bao-quan; Shao, Zhi-gang; Zhong, Wei-rong
2012-11-07
We study fractional brownian motion and Lévy flights in periodic corrugated channels without any external driving forces. From numerical simulations, we find that both fractional gaussian noise and Lévy-stable noise in asymmetric corrugated channels can break thermodynamical equilibrium and induce directed transport. The rectified mechanisms for fractional brownian motion and Lévy flights are different. The former is caused by non-uniform spectral distribution (low or high frequencies) of fractional gaussian noise, while the latter is due to the nonthermal character (occasional long jumps) of the Lévy-stable noise. For fractional brownian motion, average velocity increases with the Hurst exponent for the persistent case, while for the antipersistent case there exists an optimal value of Hurst exponent at which average velocity takes its maximal value. For Lévy flights, the group velocity decreases monotonically as the Lévy index increases. In addition, for both cases, the optimized periodicity and radius at the bottleneck can facilitate the directed transport. Our results could be implemented in constrained structures with narrow channels and pores where the particles undergo anomalous diffusion.
Single particle Brownian motion with solid friction.
Das, Prasenjit; Puri, Sanjay; Schwartz, Moshe
2017-06-01
We study the Brownian dynamics of a solid particle on a vibrating solid surface. Phenomenologically, the interaction between the two solid surfaces is modeled by solid friction, and the Gaussian white noise models the vibration of the solid surface. The solid friction force is proportional to the sign of relative velocity. We derive the Fokker-Planck (FP) equation for the time-dependent probability distribution to find the particle at a given location. We calculate analytically the steady state velocity distribution function, mean-square velocity and diffusion coefficient in d-dimensions. We present a generic method of calculating the autocorrelations in d-dimensions. This results in one dimension in an exact evaluation of the steady state velocity autocorrelation. In higher dimensions our exact general expression enables the analytic evaluation of the autocorrelation to any required approximation. We present approximate analytic expressions in two and three dimensions. Next, we numerically calculate the mean-square velocity and steady state velocity autocorrelation function up to d = 3 . Our numerical results are in good agreement with the analytically obtained results.
On a nonstandard Brownian motion and its maximal function
Andrade, Bernardo B. de
2015-07-01
This article uses Radically Elementary Probability Theory (REPT) to prove results about the Wiener walk (the radically elementary Brownian motion) without the technical apparatus required by stochastic integration. The techniques used replace measure-theoretic tools by discrete probability and the rigorous use of infinitesimals. Specifically, REPT is applied to the results in Palacios (The American Statistician, 2008) to calculate certain expectations related to the Wiener walk and its maximal function. Because Palacios uses mostly combinatorics and no measure theory his results carry over through REPT with minimal changes. The paper also presents a construction of the Wiener walk which is intended to mimic the construction of Brownian motion from "continuous" white noise. A brief review of the nonstandard model on which REPT is based is given in the Appendix in order to minimize the need for previous exposure to the subject.
Human behavioral regularity, fractional Brownian motion, and exotic phase transition
Li, Xiaohui; Yang, Guang; An, Kenan; Huang, Jiping
2016-08-01
The mix of competition and cooperation (C&C) is ubiquitous in human society, which, however, remains poorly explored due to the lack of a fundamental method. Here, by developing a Janus game for treating C&C between two sides (suppliers and consumers), we show, for the first time, experimental and simulation evidences for human behavioral regularity. This property is proved to be characterized by fractional Brownian motion associated with an exotic transition between periodic and nonperiodic phases. Furthermore, the periodic phase echoes with business cycles, which are well-known in reality but still far from being well understood. Our results imply that the Janus game could be a fundamental method for studying C&C among humans in society, and it provides guidance for predicting human behavioral activity from the perspective of fractional Brownian motion.
On some possible generalizations of fractional Brownian motion
Lim, S. C.; Muniandy, S. V.
2000-02-01
Fractional Brownian motion (fBm) can be generalized to multifractional Brownian motion (mBm) if the Hurst exponent H is replaced by a deterministic function H( t). The two possible generalizations of mBm based on the moving average representation and the harmonizable representation are first shown to be equivalent up to a multiplicative deterministic function of time by Cohen [S. Cohen, in: M. Dekking et al. (Eds.), Fractals: Theory and Applications in Engineering, Springer, Berlin, 1999, p. 3.] using the Fourier transform method. In this Letter, we give an alternative verification of such an equivalence based on the direct computation of the covariances of these two Gaussian processes. There also exists another equivalent representation of mBm, which is a variant version of the harmonizable representation. Finally, we consider a generalization based on the Riemann-Liouville fractional integral, and study the large time asymptotic properties of this version of mBm.
Fractional Brownian Motion:. Theory and Application to DNA Walk
Lim, S. C.; Muniandy, S. V.
2001-09-01
This paper briefly reviews the theory of fractional Brownian motion (FBM) and its generalization to multifractional Brownian motion (MBM). FBM and MBM are applied to a biological system namely the DNA sequence. By considering a DNA sequence as a fractal random walk, it is possible to model the noncoding sequence of human retinoblastoma DNA as a discrete version of FBM. The average scaling exponent or Hurst exponent of the DNA walk is estimated to be H = 0.60 ± 0.05 using the monofractal R/S analysis. This implies that the mean square fluctuation of DNA walk belongs to anomalous superdiffusion type. We also show that the DNA landscape is not monofractal, instead one has multifractal DNA landscape. The empirical estimates of the Hurst exponent falls approximately within the range H ~ 0.62 - 0.72. We propose two multifractal models, namely the MBM and multiscale FBM to describe the existence of different Hurst exponents in DNA walk.
Brownian Motion, Fractal Structure and Verification of A. Einstein's Formula
Nikolić, Dragiša; Nešić, Ljubiša
2010-01-01
The work offers a simple experimental verification of A. Einstein and M. Smoluhovski's formula for Brownian motion. In this experiment we used latex solved in water, glycerin and alcohol while the observations and recording were done with a binocular optical microscope and a digital camera. Video material is recorded in separate files put on the Internet and can be downloaded and used for demonstration in class or further computer processing.
On moments of the integrated exponential Brownian motion
Caravelli, Francesco; Mansour, Toufik; Sindoni, Lorenzo; Severini, Simone
2016-07-01
We present new exact expressions for a class of moments of the geometric Brownian motion in terms of determinants, obtained using a recurrence relation and combinatorial arguments for the case of a Itô's Wiener process. We then apply the obtained exact formulas to computing averages of the solution of the logistic stochastic differential equation via a series expansion, and compare the results to the solution obtained via Monte Carlo.
Quantum Dissipation versus Classical Dissipation for Generalized Brownian Motion
Cohen, D
1997-01-01
We try to clarify what are the genuine quantal effects that are associated with generalized Brownian Motion (BM). All the quantal effects that are associated with the Zwanzig-Feynman-Vernon-Caldeira-Leggett model are (formally) a solution of the classical Langevin equation. Non-stochastic, genuine quantum mechanical effects, are found for a model that takes into account either the disordered or the chaotic nature of some environment.
Gibbs measures relative to Brownian motion and Nelson's model
Betz, Volker
2007-01-01
Nelson's model describes a quantum mechanical particle interacting with its own bosonic field. Usually the Fock space is used in order to describe the field, but it was noticed already in 1964 by E. Nelson that the field may be alternatively described by an infinite dimensional Ornstein-Uhlenbeck process. For the free field, this point of view was extremely successful. The case where a coupling is present is more involved and leads to the theory of Gibbs measures relative to Brownian motion. ...
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 ...... to other markets or multi factors. As a complement the paper shows an example of how to derive the implied bond pricing parameters using the ordinary Kalman filter....
Synchronization and collective motion of globally coupled Brownian particles
Sevilla, Francisco J.; Dossetti, Victor; Heiblum-Robles, Alexandro
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 le...
Reflected Brownian motions in the KPZ universality class
Weiss, Thomas; Spohn, Herbert
2017-01-01
This book presents a detailed study of a system of interacting Brownian motions in one dimension. The interaction is point-like such that the n-th Brownian motion is reflected from the Brownian motion with label n-1. This model belongs to the Kardar-Parisi-Zhang (KPZ) universality class. In fact, because of the singular interaction, many universal properties can be established with rigor. They depend on the choice of initial conditions. Discussion addresses packed and periodic initial conditions (Chapter 5), stationary initial conditions (Chapter 6), and mixtures thereof (Chapter 7). The suitably scaled spatial process will be proven to converge to an Airy process in the long time limit. A chapter on determinantal random fields and another one on Airy processes are added to have the notes self-contained. These notes serve as an introduction to the KPZ universality class, illustrating the main concepts by means of a single model only. The notes will be of interest to readers from interacting diffusion processe...
Semicircular Canals Circumvent Brownian Motion Overload of Mechanoreceptor Hair Cells.
Directory of Open Access Journals (Sweden)
Mees Muller
Full Text Available Vertebrate semicircular canals (SCC first appeared in the vertebrates (i.e. ancestral fish over 600 million years ago. In SCC the principal mechanoreceptors are hair cells, which as compared to cochlear hair cells are distinctly longer (70 vs. 7 μm, 10 times more compliant to bending (44 vs. 500 nN/m, and have a 100-fold higher tip displacement threshold (< 10 μm vs. <400 nm. We have developed biomechanical models of vertebrate hair cells where the bundle is approximated as a stiff, cylindrical elastic rod subject to friction and thermal agitation. Our models suggest that the above differences aid SCC hair cells in circumventing the masking effects of Brownian motion noise of about 70 nm, and thereby permit transduction of very low frequency (<10 Hz signals. We observe that very low frequency mechanoreception requires increased stimulus amplitude, and argue that this is adaptive to circumvent Brownian motion overload at the hair bundles. We suggest that the selective advantage of detecting such low frequency stimuli may have favoured the evolution of large guiding structures such as semicircular canals and otoliths to overcome Brownian Motion noise at the level of the mechanoreceptors of the SCC.
Fractional Brownian motions: memory, diffusion velocity, and correlation functions
Fuliński, A.
2017-02-01
Fractional Brownian motions (FBMs) have been observed recently in the measured trajectories of individual molecules or small particles in the cytoplasm of living cells and in other dense composite systems, among others. Various types of FBMs differ in a number of ways, including the strength, range and type of damping of the memory encoded in their definitions, but share several basic characteristics: distributions, non-ergodic properties, and scaling of the second moment, which makes it difficult to determine which type of Brownian motion (fractional or normal) the measured trajectory belongs to. Here, we show, by introducing FBMs with regulated range and strength of memory, that it is the structure of memory which determines their physical properties, including mean velocity of diffusion; therefore, the course and kinetics of several processes (including coagulation and some chemical reactions). We also show that autocorrelation functions possess characteristic features which enable identification of an observed FBM, and of the type of memory governing its trajectory. In memoriam Marian Smoluchowski, on the 100th anniversary of the publication of his seminal papers on Brownian motion and diffusion-limited kinetics.
Transient aging in fractional Brownian and Langevin-equation motion.
Kursawe, Jochen; Schulz, Johannes; Metzler, Ralf
2013-12-01
Stochastic processes driven by stationary fractional Gaussian noise, that is, fractional Brownian motion and fractional Langevin-equation motion, are usually considered to be ergodic in the sense that, after an algebraic relaxation, time and ensemble averages of physical observables coincide. Recently it was demonstrated that fractional Brownian motion and fractional Langevin-equation motion under external confinement are transiently nonergodic-time and ensemble averages behave differently-from the moment when the particle starts to sense the confinement. Here we show that these processes also exhibit transient aging, that is, physical observables such as the time-averaged mean-squared displacement depend on the time lag between the initiation of the system at time t=0 and the start of the measurement at the aging time t(a). In particular, it turns out that for fractional Langevin-equation motion the aging dependence on t(a) is different between the cases of free and confined motion. We obtain explicit analytical expressions for the aged moments of the particle position as well as the time-averaged mean-squared displacement and present a numerical analysis of this transient aging phenomenon.
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.
The Diffusion Process in Small Particles and Brownian Motion
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.
Ergodic properties of fractional Brownian-Langevin motion.
Deng, Weihua; Barkai, Eli
2009-01-01
We investigate the time average mean-square displacement delta;{2}[over ](x(t))=integral_{0};{t-Delta}[x(t;{'}+Delta)-x(t;{'})];{2}dt;{'}(t-Delta) for fractional Brownian-Langevin motion where x(t) is the stochastic trajectory and Delta is the lag time. Unlike the previously investigated continuous-time random-walk model, delta;{2}[over ] converges to the ensemble average x;{2} approximately t;{2H} in the long measurement time limit. The convergence to ergodic behavior is slow, however, and surprisingly the Hurst exponent H=3/4 marks the critical point of the speed of convergence. When Hballistic limit H-->1 ergodicity is broken and E_{B} approximately 2 . The critical point H=3/4 is marked by the divergence of the coefficient k(H) . Fractional Brownian motion as a model for recent experiments of subdiffusion of mRNA in the cell is briefly discussed, and a comparison with the continuous-time random-walk model is made.
Suspended particle transport through constriction channel with Brownian motion
Hanasaki, Itsuo; Walther, Jens H.
2017-08-01
It is well known that translocation events of a polymer or rod through pores or narrower parts of micro- and nanochannels have a stochastic nature due to the Brownian motion. However, it is not clear whether the objects of interest need to have a larger size than the entrance to exhibit the deviation from the dynamics of the surrounding fluid. We show by numerical analysis that the particle injection into the narrower part of the channel is affected by thermal fluctuation, where the particles have spherical symmetry and are smaller than the height of the constriction. The Péclet number (Pe) is the order parameter that governs the phenomena, which clarifies the spatio-temporal significance of Brownian motion compared to hydrodynamics. Furthermore, we find that there exists an optimal condition of Pe to attain the highest flow rate of particles relative to the dispersant fluid flow. Our finding is important in science and technology from nanopore DNA sequencers and lab-on-a-chip devices to filtration by porous materials and chromatography.
Large-deviation properties of Brownian motion with dry friction
Chen, Yaming; Just, Wolfram
2014-10-01
We investigate piecewise-linear stochastic models with regard to the probability distribution of functionals of the stochastic processes, a question that occurs frequently in large deviation theory. The functionals that we are looking into in detail are related to the time a stochastic process spends at a phase space point or in a phase space region, as well as to the motion with inertia. For a Langevin equation with discontinuous drift, we extend the so-called backward Fokker-Planck technique for non-negative support functionals to arbitrary support functionals, to derive explicit expressions for the moments of the functional. Explicit solutions for the moments and for the distribution of the so-called local time, the occupation time, and the displacement are derived for the Brownian motion with dry friction, including quantitative measures to characterize deviation from Gaussian behavior in the asymptotic long time limit.
Karhunen-Loève Expansion for the Second Order Detrended Brownian Motion
Directory of Open Access Journals (Sweden)
Yongchun Zhou
2014-01-01
Full Text Available Based on the norm in the Hilbert Space L2[0,1], the second order detrended Brownian motion is defined as the orthogonal component of projection of the standard Brownian motion into the space spanned by nonlinear function subspace. Karhunen-Loève expansion for this process is obtained together with the relationship of that of a generalized Brownian bridge. As applications, Laplace transform, large deviation, and small deviation are given.
Parlar, Mahmut
2004-01-01
Brownian motion is an important stochastic process used in modelling the random evolution of stock prices. In their 1973 seminal paper--which led to the awarding of the 1997 Nobel prize in Economic Sciences--Fischer Black and Myron Scholes assumed that the random stock price process is described (i.e., generated) by Brownian motion. Despite its…
Brownian Motion as a Limit to Physical Measuring Processes
DEFF Research Database (Denmark)
Niss, Martin
2016-01-01
formulated a general conclusion concerning the nature of physical measurements, namely that there is a definite limit to the ultimate sensitivity of measuring instruments beyond which we cannot advance, and that this limit is determined by Brownian motion. Ising’s conclusion agreed with experiments......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...... and received widespread recognition, but his way of modeling the system was contested by his contemporaries. With the more embracing notion of noise that developed during and after World War II, Ising’s conclusion was reinterpreted as showing that noise puts a limit on physical measurement processes. Hence...
Generalized Fokker-Planck equation, Brownian motion, and ergodicity.
Plyukhin, A V
2008-06-01
Microscopic theory of Brownian motion of a particle of mass M in a bath of molecules of mass mforce, and the generalized Fokker-Planck equation involves derivatives of order higher than 2. These equations are derived from first principles with coefficients expressed in terms of correlation functions of microscopic force on the particle. The coefficients are evaluated explicitly for a generalized Rayleigh model with a finite time of molecule-particle collisions. In the limit of a low-density bath, we recover the results obtained previously for a model with instantaneous binary collisions. In the general case, the equations contain additional corrections, quadratic in bath density, originating from a finite collision time. These corrections survive to order (m/M)2 and are found to make the stationary distribution non-Maxwellian. Some relevant numerical simulations are also presented.
First-passage time of Brownian motion with dry friction.
Chen, Yaming; Just, Wolfram
2014-02-01
We provide an analytic solution to the first-passage time (FPT) problem of a piecewise-smooth stochastic model, namely Brownian motion with dry friction, using two different but closely related approaches which are based on eigenfunction decompositions on the one hand and on the backward Kolmogorov equation on the other. For the simple case containing only dry friction, a phase-transition phenomenon in the spectrum is found which relates to the position of the exit point, and which affects the tail of the FPT distribution. For the model containing as well a driving force and viscous friction the impact of the corresponding stick-slip transition and of the transition to ballistic exit is evaluated quantitatively. The proposed model is one of the very few cases where FPT properties are accessible by analytical means.
Confined mobility in biomembranes modeled by early stage Brownian motion.
Gmachowski, Lech
2014-08-01
An equation of motion, derived from the fractal analysis of the Brownian particle trajectory, makes it possible to calculate the time dependence of the mean square displacement for early times, before the Einstein formula becomes valid. The diffusion coefficient increases with the distance travelled which can be restricted by the geometrical conditions. The corresponding diffusion coefficient cannot increase further to achieve a value characteristic for unrestricted environment. Explicit formula is derived for confined diffusivity related to the unrestricted one as dependent on the maximum particle mean square displacement possible normalized by the square of its mean free path. The model describes the lipid and protein diffusion in tubular membranes with different radii, originally fitted by the modified Saffman-Delbrück equation, and the lateral mobility of synthetic model peptides for which the diffusion coefficient is inversely proportional to the radius of the diffusing object and to the thickness of the membrane. Copyright © 2014 Elsevier Inc. All rights reserved.
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 (
Biased Brownian motion in narrow channels with asymmetry and anisotropy
To, Kiwing; Peng, Zheng
2016-11-01
We study Brownian motion of a single millimeter size bead confined in a quasi-two-dimensional horizontal channel with built-in anisotropy and asymmetry. Channel asymmetry is implemented by ratchet walls while anisotropy is introduced using a channel base that is grooved along the channel axis so that a bead can acquire a horizontal impulse perpendicular to the longitudinal direction when it collides with the base. When energy is injected to the channel by vertical vibration, the combination of asymmetric walls and anisotropic base induces an effective force which drives the bead into biased diffusive motion along the channel axis with diffusivity and drift velocity increase with vibration strength. The magnitude of this driving force, which can be measured in experiments of tilted channel, is found to be consistent to those obtained from dynamic mobility and position probability distribution measurements. These results are explained by a simple collision model that suggests the random kinetic energies transfer between different translational degrees of freedom may be turned into useful work in the presence of asymmetry and anisotropy.
A Stability Result for Stochastic Differential Equations Driven by Fractional Brownian Motions
Directory of Open Access Journals (Sweden)
Bruno Saussereau
2012-01-01
Full Text Available We study the stability of the solutions of stochastic differential equations driven by fractional Brownian motions with Hurst parameter greater than half. We prove that when the initial conditions, the drift, and the diffusion coefficients as well as the fractional Brownian motions converge in a suitable sense, then the sequence of the solutions of the corresponding equations converge in Hölder norm to the solution of a stochastic differential equation. The limit equation is driven by the limit fractional Brownian motion and its coefficients are the limits of the sequence of the coefficients.
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.
Quantum Brownian motion and its conflict with the second law
Nieuwenhuizen, Theo M.; Allahverdyan, Armen E.
2002-11-01
The Brownian motion of a harmonically bound quantum particle and coupled to a harmonic quantum bath is exactly solvable. At low enough temperatures the stationary state is non-Gibbsian due to an entanglement with the bath. This happens when a cloud of bath modes around the particle is formed. Equilibrium thermodynamics for particle plus bath together, does not imply standard thermodynamics for the particle itself at low T. Various formulations of the second law are then invalid. First, the Clausius inequality can be violated. Second, when the width of the confining potential is suddenly changed, there occurs a relaxation to equilibrium during which the rate of entropy production is partly negative. Third, for non-adiabatic changes of system parameters the rate of energy dissipation can be negative, and, out of equilibrium, cyclic processes are possible which extract work from the bath. Conditions are put forward under which perpetuum mobile of the second kind, having several work extraction cycles, enter the realm of condensed matter physics.
Beyond multifractional Brownian motion: new stochastic models for geophysical modelling
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J. Lévy Véhel
2013-09-01
Full Text Available Multifractional Brownian motion (mBm has proved to be a useful tool in various areas of geophysical modelling. Although a versatile model, mBm is of course not always an adequate one. We present in this work several other stochastic processes which could potentially be useful in geophysics. The first alternative type is that of self-regulating processes: these are models where the local regularity is a function of the amplitude, in contrast to mBm where it is tuned exogenously. We demonstrate the relevance of such models for digital elevation maps and for temperature records. We also briefly describe two other types of alternative processes, which are the counterparts of mBm and of self-regulating processes when the intensity of local jumps is considered in lieu of local regularity: multistable processes allow one to prescribe the local intensity of jumps in space/time, while this intensity is governed by the amplitude for self-stabilizing processes.
Beyond multifractional Brownian motion: new stochastic models for geophysical modelling
Lévy Véhel, J.
2013-09-01
Multifractional Brownian motion (mBm) has proved to be a useful tool in various areas of geophysical modelling. Although a versatile model, mBm is of course not always an adequate one. We present in this work several other stochastic processes which could potentially be useful in geophysics. The first alternative type is that of self-regulating processes: these are models where the local regularity is a function of the amplitude, in contrast to mBm where it is tuned exogenously. We demonstrate the relevance of such models for digital elevation maps and for temperature records. We also briefly describe two other types of alternative processes, which are the counterparts of mBm and of self-regulating processes when the intensity of local jumps is considered in lieu of local regularity: multistable processes allow one to prescribe the local intensity of jumps in space/time, while this intensity is governed by the amplitude for self-stabilizing processes.
Characterizing Detrended Fluctuation Analysis of multifractional Brownian motion
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.
The law of a stochastic integral with two independent fractional Brownian motions
Bardina, Xavier; Tudor, Ciprian
2007-01-01
Using the tools of the stochastic integration with respect to the fractional Brownian motion, we obtain the expression of the characteristic function of the random variable $\\int_{0}^{1}B^{\\alpha }_{s}dB^{H}_{s}$ where $B^{\\alpha }$ and $B^{H}$ are two independent fractional Brownian motions with Hurst parameters $\\alpha\\in(0,1) $ and $H>\\frac12$ respectively. The two-parameter case is also considered.
Integrated fractional white noise as an alternative to multifractional Brownian motion
Sly, Allan
2007-01-01
Multifractional Brownian motion is a Gaussian process which has changing scaling properties generated by varying the local Hölder exponent. We show that multifractional Brownian motion is very sensitive to changes in the selected Hölder exponent and has extreme changes in magnitude. We suggest an alternative stochastic process, called integrated fractional white noise, which retains the important local properties but avoids the undesirable oscillations in magnitude. We also show h...
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.
Saccadic Tracking with Random Walk (brownian Motion) Stimuli.
Horner, Douglas Gordon
This study was designed to evaluate the saccadic system's response to continuously presented random walk (Brownian motion) stimuli. Our goals were: (1) to examine how closely timed consecutive saccades interact; and (2) to estimate the response modification time for the new position of the stimulus to give an estimate of integration and decision delays. Horizontal eye movements resulting from rapid continuous random target movements were recorded. Step amplitudes of 1.5 and 3.0 degrees were alternated between single- and rapid double-step movements every 200 to 400 msec. From these random multiple stimulus step sequences, saccadic responses to single 3.0 degree step stimuli were collected for subjects to evaluate interactions of consecutive saccades. The results showed that: (1) subjects are capable of making independent goal directed saccades with intersaccadic intervals as short as 50 msec, and (2) subjects had individual biases in the direction of the successive saccades. The main interaction between saccades was related to the spatial error of the preceding saccade combining with the new stimulus step to yield the new error signal for the next saccade. The magnitude of the new retinal error signal was reflected in the latency of the following saccade. To evaluate the decision period of the saccadic system, the single-step responses were used as templates to assess the modification times for staircase, pulse under -return and pulse over-return double-step stimuli. The responses were organized by whether consecutive saccades continued in the same direction or in the opposite direction. The results on the modification times indicate saccadic responses are directed to the new stimulus 85 to 90 msec after the new position of the stimulus. This modification time was independent of stimuli and preferred direction of responses. The 85-90 msec modification delay is used to estimate the time interval needed to program the next saccade.
The rate of collisions due to Brownian or gravitational motion of small drops
Zhang, Xiaoguang; Davis, Robert H.
1991-01-01
Quantitative predictions of the collision rate of two spherical drops undergoing Brownian diffusion or gravitational sedimentation are presented. The diffusion equation for relative Brownian motion of two drops is derived, and the relative motion of pairs of drops in gravitational sedimentation is traced via a trajectory analysis in order to develop theoretical models to determine the collision efficiencies, both with and without interparticle forces applied between the drops. It is concluded that finite collision rates between nondeforming fluid drops are possible for Brownian diffusion or gravitational sedimentation in the absence of attractive forces, in stark contrast to the prediction that lubrication forces prevent rigid spheres from contacting each other unless an attractive force that becomes infinite as the separation approaches zero is applied. Collision rates are shown to increase as the viscosity of the drop-phase decreases. In general, hydrodynamic interactions reduce the collision rates more for gravitational collisions than for Brownian collisions.
Lim, S. C.; Teo, L. P.
2009-08-01
Single-file diffusion behaves as normal diffusion at small time and as subdiffusion at large time. These properties can be described in terms of fractional Brownian motion with variable Hurst exponent or multifractional Brownian motion. We introduce a new stochastic process called Riemann-Liouville step fractional Brownian motion which can be regarded as a special case of multifractional Brownian motion with a step function type of Hurst exponent tailored for single-file diffusion. Such a step fractional Brownian motion can be obtained as a solution of the fractional Langevin equation with zero damping. Various kinds of fractional Langevin equations and their generalizations are then considered in order to decide whether their solutions provide the correct description of the long and short time behaviors of single-file diffusion. The cases where the dissipative memory kernel is a Dirac delta function, a power-law function and a combination of these functions are studied in detail. In addition to the case where the short time behavior of single-file diffusion behaves as normal diffusion, we also consider the possibility of a process that begins as ballistic motion.
100 years of Einstein's Theory of Brownian Motion:from Pollen ...
Indian Academy of Sciences (India)
... random 'kicks' to the. Brownian particle are also responsible for its energy dis- sipation because of viscous drag. The incessant ran- dom motion of the Brownian particle is maintained for ever by the delicate balance of the random kicks it gets. -76-----------------------------~~--------RE-S-O-N-A-N-C-E-I--se-p-te-m-b-e-r--zo-o-s ...
Relativistic Brownian motion: From a microscopic binary collision model to the Langevin equation
Dunkel, Jörn; Hänggi, Peter (Prof. Dr. Dr. h.c. mult.)
2006-01-01
The Langevin equation (LE) for the one-dimensional relativistic Brownian motion is derived from a microscopic collision model. The model assumes that a heavy point-like Brownian particle interacts with the lighter heat bath particles via elastic hard-core collisions. First, the commonly known, non-relativistic LE is deduced from this model, by taking into account the non-relativistic conservation laws for momentum and kinetic energy. Subsequently, this procedure is generalized to the relativi...
Brownian motion after Einstein and Smoluchowski: Some new applications and new experiments
DEFF Research Database (Denmark)
Dávid, Selmeczi; Tolic-Nørrelykke, S.F.; Schäffer, E.
2007-01-01
The first half of this review describes the development in mathematical models of Brownian motion after Einstein's and Smoluchowski's seminal papers and current applications to optical tweezers. This instrument of choice among single-molecule biophysicists is also an instrument of such precision...... that it requires an understanding of Brownian motion beyond Einstein's and Smoluchowski's for its calibration, and can measure effects not present in their theories. This is illustrated with some applications, current and potential. It is also shown how addition of a controlled forced motion on the nano...
100 years of Einstein's Theory of Brownian Motion: From Pollen ...
Indian Academy of Sciences (India)
of the gambler corresponds to the directed movement of the Brownian particle in Figure 2. The ratcheting via time-dependent potential discussed above is not merely a theoretical possibility but nature exploits this for driving a class of molecular motors in- side cells of living organisms; this includes KIFIA, a family of kinesin ...
Analytical Solutions of a Model for Brownian Motion in the Double Well Potential
Liu, Ai-Jie; Zheng, Lian-Cun; Ma, Lian-Xi; Zhang, Xin-Xin
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.
Variance change point detection for fractional Brownian motion based on the likelihood ratio test
Kucharczyk, Daniel; Wyłomańska, Agnieszka; Sikora, Grzegorz
2018-01-01
Fractional Brownian motion is one of the main stochastic processes used for describing the long-range dependence phenomenon for self-similar processes. It appears that for many real time series, characteristics of the data change significantly over time. Such behaviour one can observe in many applications, including physical and biological experiments. In this paper, we present a new technique for the critical change point detection for cases where the data under consideration are driven by fractional Brownian motion with a time-changed diffusion coefficient. The proposed methodology is based on the likelihood ratio approach and represents an extension of a similar methodology used for Brownian motion, the process with independent increments. Here, we also propose a statistical test for testing the significance of the estimated critical point. In addition to that, an extensive simulation study is provided to test the performance of the proposed method.
Coupling of lever arm swing and biased Brownian motion in actomyosin.
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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.
Brownian Motion in a Weyl Chamber, Non-Colliding Particles, and Random Matrices
Grabiner, David J.
1997-01-01
Let $n$ particles move in standard Brownian motion in one dimension, with the process terminating if two particles collide. This is a specific case of Brownian motion constrained to stay inside a Weyl chamber; the Weyl group for this chamber is $A_{n-1}$, the symmetric group. For any starting positions, we compute a determinant formula for the density function for the particles to be at specified positions at time $t$ without having collided by time $t$. We show that the probability that ther...
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Toufik Guendouzi
2013-11-01
Full Text Available We prove a global existence and uniqueness result for the solution of a mixed stochastic functional differential equation driven by a Wiener process and fractional Brownian motion with Hurst index H > 1/2. We also study the dependence of the solution on the initial condition.
A series expansion of fractional Brownian motion with Hurst index exceeding 1/2
K.O. Dzhaparidze (Kacha); J.H. van Zanten (Harry)
2002-01-01
textabstractLet $B$ be a fractional Brownian motion with Hurst index $H ge 1/2$. Denote by $x_1 < x_2 < cdots$ the positive, real zeros of the Bessel function $J_{-H$ of the first kind of order $-H$, and by $y_1 < y_2 < cdots$ the positive zeros of $J_{1-H$. We prove the series representation
Chaotic expansion and smoothness of some functionals of the fractional Brownian motion
Eddahbi, M’hamed; Vives, Josep
2003-01-01
This paper deals with some additive functionals of the fractional Brownian motion that arise as limits in law of some occupation times of this process. In concrete, this functionals are obtained via the Cauchy principal value and the Hadamard finite part. We derive some regularity properties of theses functionals in Sobolev-Watanabe sense.
Conserved linear dynamics of single-molecule Brownian motion
Serag, Maged F.
2017-06-06
Macromolecular diffusion in homogeneous fluid at length scales greater than the size of the molecule is regarded as a random process. The mean-squared displacement (MSD) of molecules in this regime increases linearly with time. Here we show that non-random motion of DNA molecules in this regime that is undetectable by the MSD analysis can be quantified by characterizing the molecular motion relative to a latticed frame of reference. Our lattice occupancy analysis reveals unexpected sub-modes of motion of DNA that deviate from expected random motion in the linear, diffusive regime. We demonstrate that a subtle interplay between these sub-modes causes the overall diffusive motion of DNA to appear to conform to the linear regime. Our results show that apparently random motion of macromolecules could be governed by non-random dynamics that are detectable only by their relative motion. Our analytical approach should advance broad understanding of diffusion processes of fundamental relevance.
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.
A note on 'Langevin theory of anomalous Brownian motion made simple'
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Tothova, Jana; Vasziova, Gabriela; Lisy, Vladimir [Department of Physics, Faculty of Electrical Engineering and Informatics, Technical University of Kosice, Park Komenskeho 2, 042 00 Kosice (Slovakia); Glod, Lukas, E-mail: vladimir.lisy@tuke.sk [Department of Mathematics and Physics, The University of Security Management, Kukucinova 17, 04001 Kosice (Slovakia)
2011-11-15
In our recent paper (Tothova et al 2011 Eur. J. Phys. 32 645), we extensively used a rule allowing us to convert linear stochastic equations of motion for the position of a Brownian particle to deterministic equations for its mean square displacement. This rule was established in a little known and hardly accessible work (Vladimirsky 1942 Z. Eksp. Teor. Phys. 12 199, in Russian), and so far it has not been used in solving the generalized Langevin equations with memory. To make our paper more self-contained and readable for students, we present a very simple substantiation of our approach, which is suitable for the description of both normal and anomalous Brownian motion. (letters and comments)
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.
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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.
Brownian Motion of Vacancy Islands on Ag(111)
Morgenstern, Karina; Rosenfeld, G.; Poelsema, Bene; Comsa, George
1995-01-01
The motion of monatomic deep vacancy islands on crystal surfaces is studied both theoretically and experimentally. We develop a new theoretical model which allows us to deduce the microscopic mechanism of mass transport from measuring the diffusion coefficients of the vacancy islands as a function
Weak convergence of the past and future of Brownian motion given ...
Indian Academy of Sciences (India)
The limiting distribution is that of a pair of coupled processes Y + B 1 , Y + B 2 where Y , B 1 , B 2 are independent, Y is uniformly distributed on U and B 1 , B 2 are standard d -dimensional Brownian motions. Let σ t , d t be respectively, the last entrance time before time t into the set U and the first exit time after t from U . When ...
First passage time statistics of Brownian motion with purely time dependent drift and diffusion
Molini, Annalisa; Talkner, Peter; Katul, Gabriel G.; Porporato, Amilcare
2010-01-01
Systems where resource availability approaches a critical threshold are common to many engineering and scientific applications and often necessitate the estimation of first passage time statistics of a Brownian motion (Bm) driven by time-dependent drift and diffusion coefficients. Modeling such systems requires solving the associated Fokker-Planck equation subject to an absorbing barrier. Transitional probabilities are derived via the method of images, whose applicability to time dependent pr...
Study of Submicron Particle Size Distributions by Laser Doppler Measurement of Brownian Motion.
1984-10-29
acquisition and recording apparatus; and c) Development of appropriate software for analysis of signals obtained from the Brownian motion instrument...time scales (e.g., the transit time of the A-17 .- -. . , " 2.0 19 _j 1.2 08 0.6 0.4 0.2 0.0 0 500 1000 1500 2000 TIPOE STEP (10 ns/step) 2.0 1.8
Brownian motion with adaptive drift for remaining useful life prediction: Revisited
Wang, Dong; Tsui, Kwok-Leung
2018-01-01
Linear Brownian motion with constant drift is widely used in remaining useful life predictions because its first hitting time follows the inverse Gaussian distribution. State space modelling of linear Brownian motion was proposed to make the drift coefficient adaptive and incorporate on-line measurements into the first hitting time distribution. Here, the drift coefficient followed the Gaussian distribution, and it was iteratively estimated by using Kalman filtering once a new measurement was available. Then, to model nonlinear degradation, linear Brownian motion with adaptive drift was extended to nonlinear Brownian motion with adaptive drift. However, in previous studies, an underlying assumption used in the state space modelling was that in the update phase of Kalman filtering, the predicted drift coefficient at the current time exactly equalled the posterior drift coefficient estimated at the previous time, which caused a contradiction with the predicted drift coefficient evolution driven by an additive Gaussian process noise. In this paper, to alleviate such an underlying assumption, a new state space model is constructed. As a result, in the update phase of Kalman filtering, the predicted drift coefficient at the current time evolves from the posterior drift coefficient at the previous time. Moreover, the optimal Kalman filtering gain for iteratively estimating the posterior drift coefficient at any time is mathematically derived. A discussion that theoretically explains the main reasons why the constructed state space model can result in high remaining useful life prediction accuracies is provided. Finally, the proposed state space model and its associated Kalman filtering gain are applied to battery prognostics.
Local times for multifractional Brownian motion in higher dimensions: A white noise approach
Bock, Wolfgang; da Silva, José Luís; Suryawan, Herry P.
2016-11-01
We present the expansion of the multifractional Brownian motion (mBm) local time in higher dimensions, in terms of Wick powers of white noises (or multiple Wiener integrals). If a suitable number of kernels is subtracted, they exist in the sense of generalized white noise functionals. Moreover, we show the convergence of the regularized truncated local times for mBm in the sense of Hida distributions.
Fractional Brownian motion, the Matérn process, and stochastic modeling of turbulent dispersion
Lilly, Jonathan M.; Sykulski, Adam M.; Early, Jeffrey J.; Olhede, Sofia C.
2017-08-01
Stochastic processes exhibiting power-law slopes in the frequency domain are frequently well modeled by fractional Brownian motion (fBm), with the spectral slope at high frequencies being associated with the degree of small-scale roughness or fractal dimension. However, a broad class of real-world signals have a high-frequency slope, like fBm, but a plateau in the vicinity of zero frequency. This low-frequency plateau, it is shown, implies that the temporal integral of the process exhibits diffusive behavior, dispersing from its initial location at a constant rate. Such processes are not well modeled by fBm, which has a singularity at zero frequency corresponding to an unbounded rate of dispersion. A more appropriate stochastic model is a much lesser-known random process called the Matérn process, which is shown herein to be a damped version of fractional Brownian motion. This article first provides a thorough introduction to fractional Brownian motion, then examines the details of the Matérn process and its relationship to fBm. An algorithm for the simulation of the Matérn process in O(NlogN) operations is given. Unlike fBm, the Matérn process is found to provide an excellent match to modeling velocities from particle trajectories in an application to two-dimensional fluid turbulence.
Marquez-Lago, T T; Leier, A; Burrage, K
2012-08-01
There have been many recent studies from both experimental and simulation perspectives in order to understand the effects of spatial crowding in molecular biology. These effects manifest themselves in protein organisation on the plasma membrane, on chemical signalling within the cell and in gene regulation. Simulations are usually done with lattice- or meshless-based random walks but insights can also be gained through the computation of the underlying probability density functions of these stochastic processes. Until recently much of the focus had been on continuous time random walks, but some very recent work has suggested that fractional Brownian motion may be a good descriptor of spatial crowding effects in some cases. The study compares both fractional Brownian motion and continuous time random walks and highlights how well they can represent different types of spatial crowding and physical obstacles. Simulated spatial data, mimicking experimental data, was first generated by using the package Smoldyn. We then attempted to characterise this data through continuous time anomalously diffusing random walks and multifractional Brownian motion (MFBM) by obtaining MFBM paths that match the statistical properties of our sample data. Although diffusion around immovable obstacles can be reasonably characterised by a single Hurst exponent, we find that diffusion in a crowded environment seems to exhibit multifractional properties in the form of a different short- and long-time behaviour.
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Kaili Xiang
2014-01-01
Full Text Available Option pricing is always one of the critical issues in financial mathematics and economics. Brownian motion is the basic hypothesis of option pricing model, which questions the fractional property of stock price. In this paper, under the assumption that the exchange rate follows the extended Vasicek model, we obtain the closed form of the pricing formulas for two kinds of power options under fractional Brownian Motion (FBM jump-diffusion models.
Brownian motion of massive skyrmions in magnetic thin films
Energy Technology Data Exchange (ETDEWEB)
Troncoso, Roberto E., E-mail: r.troncoso.c@gmail.com [Centro para el Desarrollo de la Nanociencia y la Nanotecnología, CEDENNA, Avda. Ecuador 3493, Santiago 9170124 (Chile); Núñez, Álvaro S., E-mail: alnunez@dfi.uchile.cl [Departamento de Física, Facultad de Ciencias Físicas y Matemáticas, Universidad de Chile, Casilla 487-3, Santiago (Chile)
2014-12-15
We report on the thermal effects on the motion of current-driven massive magnetic skyrmions. The reduced equation for the motion of skyrmion has the form of a stochastic generalized Thiele’s equation. We propose an ansatz for the magnetization texture of a non-rigid single skyrmion that depends linearly with the velocity. By using this ansatz it is found that the skyrmion mass tensor is closely related to intrinsic skyrmion parameters, such as Gilbert damping, skyrmion-charge and dissipative force. We have found an exact expression for the average drift velocity as well as the mean-square velocity of the skyrmion. The longitudinal and transverse mobility of skyrmions for small spin-velocity of electrons is also determined and found to be independent of the skyrmion mass.
Brownian motion of a nano-colloidal particle: the role of the solvent.
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
Relativistic Brownian motion: from a microscopic binary collision model to the Langevin equation.
Dunkel, Jörn; Hänggi, Peter
2006-11-01
The Langevin equation (LE) for the one-dimensional relativistic Brownian motion is derived from a microscopic collision model. The model assumes that a heavy pointlike Brownian particle interacts with the lighter heat bath particles via elastic hard-core collisions. First, the commonly known, nonrelativistic LE is deduced from this model, by taking into account the nonrelativistic conservation laws for momentum and kinetic energy. Subsequently, this procedure is generalized to the relativistic case. There, it is found that the relativistic stochastic force is still delta correlated (white noise) but no longer corresponds to a Gaussian white noise process. Explicit results for the friction and momentum-space diffusion coefficients are presented and discussed.
Brownian motion, old and new, and Irwin's role in my academic life
Lindenberg, Katja
2015-03-01
Irwin Oppenheim's early work on Langevin equations, master equations, and Brownian motion was one of the earliest and strongest reasons for my change of direction from my PhD work in condensed matter theory to my later and lifelong interest in Brownian motion and, more broadly, statistical mechanics. I will talk about some of my most recent work on subdiffusion, a form of anomalous diffusion that describes random motions in crowded or disordered media where motions are hindered by the medium. On a personal note, I knew Irwin for decades, from the time before he had a family (he was a sworn bachelor...until he met his wife) until shortly before his death. For many years, first alone and then with family, Irwin would spend some portion of the cold Boston winter in warm La Jolla, and we would always get together during these visits. For a period of a number of years we decided to take advantage of these visits to write the definitive text in traditional Thermodynamics. We did not make it past about 2/3 of the project, but it was a great learning experience for me while it lasted. Irwin's knowledge and understanding of the subject were breathtaking.
Liu, Fan; Jiang, Li; Tan, Huei Ming; Yadav, Ashutosh; Biswas, Preetika; van der Maarel, Johan R. C.; Nijhuis, Christian A.; van Kan, Jeroen A.
2016-01-01
Brownian ratchet based particle separation systems for application in lab on chip devices have drawn interest and are subject to ongoing theoretical and experimental investigations. We demonstrate a compact microfluidic particle separation chip, which implements an extended on-off Brownian ratchet scheme that actively separates and sorts particles using periodically switching magnetic fields, asymmetric sawtooth channel sidewalls, and Brownian motion. The microfluidic chip was made with Polydimethylsiloxane (PDMS) soft lithography of SU-8 molds, which in turn was fabricated using Proton Beam Writing. After bonding of the PDMS chip to a glass substrate through surface activation by oxygen plasma treatment, embedded electromagnets were cofabricated by the injection of InSn metal into electrode channels. This fabrication process enables rapid production of high resolution and high aspect ratio features, which results in parallel electrodes accurately aligned with respect to the separation channel. The PDMS devices were tested with mixtures of 1.51 μm, 2.47 μm, and 2.60 μm superparamagnetic particles suspended in water. Experimental results show that the current device design has potential for separating particles with a size difference around 130 nm. Based on the promising results, we will be working towards extending this design for the separation of cells or biomolecules. PMID:27917252
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Kevin D. Brewer
2012-11-01
Full Text Available This paper presents some Excel-based simulation exercises that are suitable for use in financial modeling courses. Such exercises are based on a stochastic process of stock price movements, called geometric Brownian motion, that underlies the derivation of the Black-Scholes option pricing model. Guidance is provided in assigning appropriate values of the drift parameter in the stochastic process for such exercises. Some further simulation exercises are also suggested. As the analytical underpinning of the materials involved is provided, this paper is expected to be of interest also to instructors and students of investment courses.
Lookback Option Pricing with Fixed Proportional Transaction Costs under Fractional Brownian Motion
Sun, Jiao-Jiao; Zhou, Shengwu; Zhang, Yan; Han, Miao; Wang, Fei
2014-01-01
The pricing problem of lookback option with a fixed proportion of transaction costs is investigated when the underlying asset price follows a fractional Brownian motion process. Firstly, using Leland's hedging method a partial differential equation satisfied by the value of the lookback option is derived. Then we obtain its numerical solution by constructing a Crank-Nicolson format. Finally, the effectiveness of the proposed form is verified through a numerical example. Meanwhile, the impact of transaction cost rate and volatility on lookback option value is discussed. PMID:27433525
On Drift Parameter Estimation in Models with Fractional Brownian Motion by Discrete Observations
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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.
Energy Technology Data Exchange (ETDEWEB)
Macedo-Junior, A.F. [Departamento de Fisica, Laboratorio de Fisica Teorica e Computacional, Universidade Federal de Pernambuco, 50670-901 Recife, PE (Brazil)]. E-mail: ailton@df.ufpe.br; Macedo, A.M.S. [Departamento de Fisica, Laboratorio de Fisica Teorica e Computacional, Universidade Federal de Pernambuco, 50670-901 Recife, PE (Brazil)
2006-09-25
We study a class of Brownian-motion ensembles obtained from the general theory of Markovian stochastic processes in random-matrix theory. The ensembles admit a complete classification scheme based on a recent multivariable generalization of classical orthogonal polynomials and are closely related to Hamiltonians of Calogero-Sutherland-type quantum systems. An integral transform is proposed to evaluate the n-point correlation function for a large class of initial distribution functions. Applications of the classification scheme and of the integral transform to concrete physical systems are presented in detail.
A Mechanical Model of Brownian Motion for One Massive Particle Including Slow Light Particles
Liang, Song
2018-01-01
We provide a connection between Brownian motion and a classical mechanical system. Precisely, we consider a system of one massive particle interacting with an ideal gas, evolved according to non-random mechanical principles, via interaction potentials, without any assumption requiring that the initial velocities of the environmental particles should be restricted to be "fast enough". We prove the convergence of the (position, velocity)-process of the massive particle under a certain scaling limit, such that the mass of the environmental particles converges to 0 while the density and the velocities of them go to infinity, and give the precise expression of the limiting process, a diffusion process.
Phase diagrams for quantum Brownian motion on two-dimensional Bravais lattices
Zhang, Grace H.
2017-11-01
We study quantum Brownian motion (QBM) models for a particle in a dissipative environment coupled to a periodic potential. We review QBM for a particle in a one-dimensional periodic potential and extend the study to that for a particle in two-dimensional (2D) periodic potentials of four Bravais lattice types: square, rectangular, triangular (hexagonal), and centered rectangular. We perform perturbative renormalization group analyses to derive the zero temperature flow diagrams and phase boundaries for a particle in these potentials, and observe localization behavior dependent on the anisotropy of the lattice parameters.
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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.
Muniandy, S. V.; Lim, S. C.
2001-04-01
Fractional Brownian motion (FBM) is widely used in the modeling of phenomena with power spectral density of power-law type. However, FBM has its limitation since it can only describe phenomena with monofractal structure or a uniform degree of irregularity characterized by the constant Holder exponent. For more realistic modeling, it is necessary to take into consideration the local variation of irregularity, with the Holder exponent allowed to vary with time (or space). One way to achieve such a generalization is to extend the standard FBM to multifractional Brownian motion (MBM) indexed by a Holder exponent that is a function of time. This paper proposes an alternative generalization to MBM based on the FBM defined by the Riemann-Liouville type of fractional integral. The local properties of the Riemann-Liouville MBM (RLMBM) are studied and they are found to be similar to that of the standard MBM. A numerical scheme to simulate the locally self-similar sample paths of the RLMBM for various types of time-varying Holder exponents is given. The local scaling exponents are estimated based on the local growth of the variance and the wavelet scalogram methods. Finally, an example of the possible applications of RLMBM in the modeling of multifractal time series is illustrated.
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T. Turiv
2015-06-01
Full Text Available As recently reported [Turiv T. et al., Science, 2013, Vol. 342, 1351], fluctuations in the orientation of the liquid crystal (LC director can transfer momentum from the LC to a colloid, such that the diffusion of the colloid becomes anomalous on a short time scale. Using video microscopy and single particle tracking, we investigate random thermal motion of colloidal particles in a nematic liquid crystal for the time scales shorter than the expected time of director fluctuations. At long times, compared to the characteristic time of the nematic director relaxation we observe typical anisotropic Brownian motion with the mean square displacement (MSD linear in time τ and inversly proportional to the effective viscosity of the nematic medium. At shorter times, however, the dynamics is markedly nonlinear with MSD growing more slowly (subdiffusion or faster (superdiffusion than τ. These results are discussed in the context of coupling of colloidal particle's dynamics to the director fluctuation dynamics.
Quantum harmonic Brownian motion in a general environment: A modified phase-space approach
Energy Technology Data Exchange (ETDEWEB)
Yeh, Leehwa [Univ. of California, Berkeley, CA (United States). Dept. of Physics
1993-06-23
After extensive investigations over three decades, the linear-coupling model and its equivalents have become the standard microscopic models for quantum harmonic Brownian motion, in which a harmonically bound Brownian particle is coupled to a quantum dissipative heat bath of general type modeled by infinitely many harmonic oscillators. The dynamics of these models have been studied by many authors using the quantum Langevin equation, the path-integral approach, quasi-probability distribution functions (e.g., the Wigner function), etc. However, the quantum Langevin equation is only applicable to some special problems, while other approaches all involve complicated calculations due to the inevitable reduction (i.e., contraction) operation for ignoring/eliminating the degrees of freedom of the heat bath. In this dissertation, the author proposes an improved methodology via a modified phase-space approach which employs the characteristic function (the symplectic Fourier transform of the Wigner function) as the representative of the density operator. This representative is claimed to be the most natural one for performing the reduction, not only because of its simplicity but also because of its manifestation of geometric meaning. Accordingly, it is particularly convenient for studying the time evolution of the Brownian particle with an arbitrary initial state. The power of this characteristic function is illuminated through a detailed study of several physically interesting problems, including the environment-induced damping of quantum interference, the exact quantum Fokker-Planck equations, and the relaxation of non-factorizable initial states. All derivations and calculations axe shown to be much simplified in comparison with other approaches. In addition to dynamical problems, a novel derivation of the fluctuation-dissipation theorem which is valid for all quantum linear systems is presented.
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.
Brownian motion in non-equilibrium systems and the Ornstein-Uhlenbeck stochastic process.
Donado, F; Moctezuma, R E; López-Flores, L; Medina-Noyola, M; Arauz-Lara, J L
2017-10-03
The Ornstein-Uhlenbeck stochastic process is an exact mathematical model providing accurate representations of many real dynamic processes in systems in a stationary state. When applied to the description of random motion of particles such as that of Brownian particles, it provides exact predictions coinciding with those of the Langevin equation but not restricted to systems in thermal equilibrium but only conditioned to be stationary. Here, we investigate experimentally single particle motion in a two-dimensional granular system in a stationary state, consisting of 1 mm stainless balls on a plane circular surface. The motion of the particles is produced by an alternating magnetic field applied perpendicular to the surface of the container. The mean square displacement of the particles is measured for a range of low concentrations and it is found that following an appropriate scaling of length and time, the short-time experimental curves conform a master curve covering the range of particle motion from ballistic to diffusive in accordance with the description of the Ornstein-Uhlenbeck model.
Solution of the Master Equation for Quantum Brownian Motion Given by the Schrödinger Equation
Directory of Open Access Journals (Sweden)
R. Sinuvasan
2016-12-01
Full Text Available We consider the master equation of quantum Brownian motion, and with the application of the group invariant transformation, we show that there exists a surface on which the solution of the master equation is given by an autonomous one-dimensional Schrödinger Equation.
Localization and Ballistic Diffusion for the Tempered Fractional Brownian-Langevin Motion
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.
Inference on the hurst parameter and the variance of diffusions driven by fractional Brownian motion
Berzin, Corinne; León, José R
2014-01-01
This book is devoted to a number of stochastic models that display scale invariance. It primarily focuses on three issues: probabilistic properties, statistical estimation and simulation of the processes considered. It will be of interest to probability specialists, who will find here an uncomplicated presentation of statistics tools, and to those statisticians who wants to tackle the most recent theories in probability in order to develop Central Limit Theorems in this context; both groups will also benefit from the section on simulation. Algorithms are described in great detail, with a focus on procedures that is not usually found in mathematical treatises. The models studied are fractional Brownian motions and processes that derive from them through stochastic differential equations. Concerning the proofs of the limit theorems, the “Fourth Moment Theorem” is systematically used, as it produces rapid and helpful proofs that can serve as models for the future. Readers will also find elegant and new proof...
Directory of Open Access Journals (Sweden)
Gayo Willy
2016-01-01
Full Text Available Philippine Stock Exchange Composite Index (PSEi is the main stock index of the Philippine Stock Exchange (PSE. PSEi is computed using a weighted mean of the top 30 publicly traded companies in the Philippines, called component stocks. It provides a single value by which the performance of the Philippine stock market is measured. Unfortunately, these weights, which may vary for every trading day, are not disclosed by the PSE. In this paper, we propose a model of forecasting the PSEi by estimating the weights based on historical data and forecasting each component stock using Monte Carlo simulation based on a Geometric Brownian Motion (GBM assumption. The model performance is evaluated and its forecast compared is with the results using a direct GBM forecast of PSEi over different forecast periods. Results showed that the forecasts using WGBM will yield smaller error compared to direct GBM forecast of PSEi.
Sun, Mingmei; Xu, Meng
2017-12-01
A class of stochastic singular hybrid systems driven by both Brownian motion and Poisson jumps are studied. This paper is devoted to discussing the exponential stability and interval stability of such stochastic singular hybrid systems. The concept of interval admissibility is proposed. Sufficient conditions are given for exponential mean square admissibility and interval admissibility by using Itô's formula, H-representation and spectrum technique. Finally, two simulation cases are presented to demonstrate the theoretical results.
Phase structure of XX0 spin chain and nonintersecting Brownian motion
Saeedian, M.; Zahabi, A.
2018-01-01
We study finite size and temperature XX0 Heisenberg spin chain in weak and strong coupling regimes. By using an elegant connection of the model to integrable combinatorics and probability, we explore and interpret a possible phase structure of the model in asymptotic limit: the limit of large inverse temperature and size. First, the partition function and free energy of the model are derived by using techniques and results from random matrix models and nonintersecting Brownian motion. We show that, in the asymptotic limit, partition function of the model, written in terms of matrix integral, is governed by the Tracy–Widom distribution. Second, the exact analytic results for the free energy, which is obtained by the asymptotic analysis of the Tracy–Widom distribution, indicate a completely new and sophisticated phase structure of the model. This phase structure consists of second- and third-order phase transitions. Finally, to shed light on our new results, we provide a possible new interpretation of the phase structure in terms of dynamical behaviour of magnons in the spin chain. We demonstrate distinct features of the phases with schematic spin configurations which have definite features in each region of the phase diagram.
First passage time statistics of Brownian motion with purely time dependent drift and diffusion
Molini, A.; Talkner, P.; Katul, G. G.; Porporato, A.
2011-06-01
Systems where resource availability approaches a critical threshold are common to many engineering and scientific applications and often necessitate the estimation of first passage time statistics of a Brownian motion (Bm) driven by time-dependent drift and diffusion coefficients. Modeling such systems requires solving the associated Fokker-Planck equation subject to an absorbing barrier. Transitional probabilities are derived via the method of images, whose applicability to time dependent problems is shown to be limited to state-independent drift and diffusion coefficients that only depend on time and are proportional to each other. First passage time statistics, such as the survival probabilities and first passage time densities are obtained analytically. The analysis includes the study of different functional forms of the time dependent drift and diffusion, including power-law time dependence and different periodic drivers. As a case study of these theoretical results, a stochastic model of water resources availability in snowmelt dominated regions is presented, where both temperature effects and snow-precipitation input are incorporated.
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.
Hiotelis, Nicos; Del Popolo, Antonino
2017-03-01
We construct an integral equation for the first crossing distributions for fractional Brownian motion in the case of a constant barrier and we present an exact analytical solution. Additionally we present first crossing distributions derived by simulating paths from fractional Brownian motion. We compare the results of the analytical solutions with both those of simulations and those of some approximated solutions which have been used in the literature. Finally, we present multiplicity functions for dark matter structures resulting from our analytical approach and we compare with those resulting from N-body simulations. We show that the results of analytical solutions are in good agreement with those of path simulations but differ significantly from those derived from approximated solutions. Additionally, multiplicity functions derived from fractional Brownian motion are poor fits of the those which result from N-body simulations. We also present comparisons with other models which are exist in the literature and we discuss different ways of improving the agreement between analytical results and N-body simulations.
Directory of Open Access Journals (Sweden)
Davide Mercadante
Full Text Available Pectin methylesterases (PMEs hydrolyze the methylester groups that are found on the homogalacturonan (HG chains of pectic polysaccharides in the plant cell wall. Plant and bacterial PMEs are especially interesting as the resulting de-methylesterified (carboxylated sugar residues are found to be arranged contiguously, indicating a so-called processive nature of these enzymes. Here we report the results of continuum electrostatics calculations performed along the molecular dynamics trajectory of a PME-HG-decasaccharide complex. In particular it was observed that, when the methylester groups of the decasaccharide were arranged in order to mimic the just-formed carboxylate product of de-methylesterification, a net unidirectional sliding of the model decasaccharide was subsequently observed along the enzyme's binding groove. The changes that occurred in the electrostatic binding energy and protein dynamics during this translocation provide insights into the mechanism by which the enzyme rectifies Brownian motions to achieve processivity. The free energy that drives these molecular motors is thus demonstrated to be incorporated endogenously in the methylesterified groups of the HG chains and is not supplied exogenously.
National Research Council Canada - National Science Library
Shokrollahi, Foad; Kılıçman, Adem
2015-01-01
This research aims to investigate the strategy of fair insurance premium actuarial approach for pricing currency option, when the value of foreign currency option follows the mixed fractional Brownian...
Energy Technology Data Exchange (ETDEWEB)
Cleary, Liam; Coffey, William T; Dowling, William J [Department of Electronic and Electrical Engineering, Trinity College, Dublin 2 (Ireland); Kalmykov, Yuri P [Laboratoire de Mathematiques et Physique, Universite de Perpignan Via Domitia, 52, Avenue de Paul Alduy, 66860 Perpignan Cedex (France); Titov, Serguey V, E-mail: kalmykov@univ-perp.fr [Institute of Radio Engineering and Electronics of the Russian Academy of Sciences, Vvedenskii Square 1, Fryazino, 141190 (Russian Federation)
2011-11-25
The dynamics of quantum Brownian particles in a cosine periodic potential are studied using the phase space formalism associated with the Wigner representation of quantum mechanics. Various kinetic phase space master equation models describing quantum Brownian motion in a potential are compared by evaluating the dynamic structure factor and escape rate from the differential recurrence relations generated by the models. The numerical solution is accomplished via matrix continued fractions in the manner customarily used for the classical Fokker-Planck equation. The results of numerical calculations of the escape rate from a well of the cosine potential are compared with those given analytically by the quantum-mechanical reaction rate theory solution of the Kramers turnover problem for a periodic potential, given by Georgievskii and Pollak (1994 Phys. Rev. E 49 5098), enabling one to appraise each model. (paper)
Huang, Yongxiang; Wang, Lipo; Schmitt, F. G.; Zheng, Xiaobo; Jiang, Nan; Liu, Yulu
2017-07-01
In recent years several local extrema-based methodologies have been proposed to investigate either the nonlinear or the nonstationary time series for scaling analysis. In the present work, we study systematically the distribution of the local extrema for both synthesized scaling processes and turbulent velocity data from experiments. The results show that for the fractional Brownian motion (fBm) without intermittency correction the measured extremal-point-density (EPD) agrees well with a theoretical prediction. For a multifractal random walk (MRW) with the lognormal statistics, the measured EPD is independent of the intermittency parameter μ , suggesting that the intermittency correction does not change the distribution of extremal points but changes the amplitude. By introducing a coarse-grained operator, the power-law behavior of these scaling processes is then revealed via the measured EPD for different scales. For fBm the scaling exponent ξ (H ) is found to be ξ (H )=H , where H is Hurst number, while for MRW ξ (μ ) shows a linear relation with the intermittency parameter μ . Such EPD approach is further applied to the turbulent velocity data obtained from a wind tunnel flow experiment with the Taylor scale λ -based Reynolds number Reλ=720 , and a turbulent boundary layer with the momentum thickness θ based Reynolds number Reθ=810 . A scaling exponent ξ ≃0.37 is retrieved for the former case. For the latter one, the measured EPD shows clearly four regimes, which agrees well with the corresponding sublayer structures inside the turbulent boundary layer.
Fatalov, V. R.
2017-07-01
For the Brownian motion X_μ(t) on the half-axis \\lbrack 0,∞) with linear drift μ, reflected at zero and for fixed numbers p>0, δ>0, d>0, a ≥ 0, we calculate the exact asymptotics as T\\to∞ of the mathematical expectations and probabilities \\displaystyle \\mathsf E\\biggl \\lbrack \\exp\\biggl\\{-δ\\int_0T X_μ......l\\{\\frac1 T\\int_0T X_μ^p(t) dt as well as of their conditional versions. For p=1 we give explicit formulae for the emerging constants via the Airy function. We consider an application of the results obtained to the problem of studying the behaviour of a Brownian particle in a gravitational field in a container bounded below by an impenetrable wall when μ=-mg/(2kT K), where m is the mass of the Brownian particle, g is the gravitational acceleration, k is the Boltzmann constant, T K is the temperature in the Kelvin scale. The analysis is conducted by the Laplace method for the sojourn time of homogeneous Markov processes. Bibliography: 31 titles.
Zhang, Wei-Guo; Li, Zhe; Liu, Yong-Jun
2018-01-01
In this paper, we study the pricing problem of the continuously monitored fixed and floating strike geometric Asian power options in a mixed fractional Brownian motion environment. First, we derive both closed-form solutions and mixed fractional partial differential equations for fixed and floating strike geometric Asian power options based on delta-hedging strategy and partial differential equation method. Second, we present the lower and upper bounds of the prices of fixed and floating strike geometric Asian power options under the assumption that both risk-free interest rate and volatility are interval numbers. Finally, numerical studies are performed to illustrate the performance of our proposed pricing model.
Nieuwenhuizen, Th. M.; Allahverdyan, A. E.
2002-09-01
The Brownian motion of a quantum particle in a harmonic confining potential and coupled to harmonic quantum thermal bath is exactly solvable. Though this system presents at high temperatures a pedagogic example to explain the laws of thermodynamics, it is shown that at low enough temperatures the stationary state is non-Gibbsian due to an entanglement with the bath. In physical terms, this happens when the cloud of bath modes around the particle starts to play a nontrivial role, namely, when the bath temperature T is smaller than the coupling energy. Indeed, equilibrium thermodynamics of the total system, particle plus bath, does not imply standard equilibrium thermodynamics for the particle itself at low T. Various formulations of the second law are found to be invalid at low T. First, the Clausius inequality can be violated, because heat can be extracted from the zero point energy of the cloud of bath modes. Second, when the width of the confining potential is suddenly changed, there occurs a relaxation to equilibrium during which the entropy production is partly negative. In this process the energy put on the particle does not relax monotonically, but oscillates between particle and bath, even in the limit of strong damping. Third, for nonadiabatic changes of system parameters the rate of energy dissipation can be negative, and, out of equilibrium, cyclic processes are possible which extract work from the bath. Conditions are put forward under which perpetuum mobility of the second kind, having one or several work extraction cycles, enter the realm of condensed matter physics. Fourth, it follows that the equivalence between different formulations of the second law (e.g., those by Clausius and Thomson) can be violated at low temperatures. These effects are the consequence of quantum entanglement in the presence of the slightly off-equilibrium nature of the thermal bath, and become important when the characteristic quantum time scale ħ/kBT is larger than or
Energy Technology Data Exchange (ETDEWEB)
McMullan, G., E-mail: gm2@mrc-lmb.cam.ac.uk; Vinothkumar, K.R.; Henderson, R.
2015-11-15
We have recorded dose-fractionated electron cryo-microscope images of thin films of pure flash-frozen amorphous ice and pre-irradiated amorphous carbon on a Falcon II direct electron detector using 300 keV electrons. We observe Thon rings [1] in both the power spectrum of the summed frames and the sum of power spectra from the individual frames. The Thon rings from amorphous carbon images are always more visible in the power spectrum of the summed frames whereas those of amorphous ice are more visible in the sum of power spectra from the individual frames. This difference indicates that while pre-irradiated carbon behaves like a solid during the exposure, amorphous ice behaves like a fluid with the individual water molecules undergoing beam-induced motion. Using the measured variation in the power spectra amplitude with number of electrons per image we deduce that water molecules are randomly displaced by a mean squared distance of ∼1.1 Å{sup 2} for every incident 300 keV e{sup −}/Å{sup 2}. The induced motion leads to an optimal exposure with 300 keV electrons of 4.0 e{sup −}/Å{sup 2} per image with which to observe Thon rings centred around the strong 3.7 Å scattering peak from amorphous ice. The beam-induced movement of the water molecules generates pseudo-Brownian motion of embedded macromolecules. The resulting blurring of single particle images contributes an additional term, on top of that from radiation damage, to the minimum achievable B-factor for macromolecular structure determination. - Highlights: • Thon rings can be seen from amorphous ice. • Radiation damage to amorphous ice randomly displaces water molecules. • Each incident 300 keV e{sup −}/Å{sup 2} displaces water molecules on average by ∼1 Å. • Macromolecules embedded in amorphous ice undergo beam induced Brownian motion.
Dietrich, Kilian; Renggli, Damian; Zanini, Michele; Volpe, Giovanni; Buttinoni, Ivo; Isa, Lucio
2017-06-01
Colloidal particles equipped with platinum patches can establish chemical gradients in H2O2-enriched solutions and undergo self-propulsion due to local diffusiophoretic migration. In bulk (3D), this class of active particles swim in the direction of the surface heterogeneities introduced by the patches and consequently reorient with the characteristic rotational diffusion time of the colloids. In this article, we present experimental and numerical evidence that planar 2D confinements defy this simple picture. Instead, the motion of active particles both on solid substrates and at flat liquid-liquid interfaces is captured by a 2D active Brownian motion model, in which rotational and translational motion are constrained in the xy-plane. This leads to an active motion that does not follow the direction of the surface heterogeneities and to timescales of reorientation that do not match the free rotational diffusion times. Furthermore, 2D-confinement at fluid-fluid interfaces gives rise to a unique distribution of swimming velocities: the patchy colloids uptake two main orientations leading to two particle populations with velocities that differ up to one order of magnitude. Our results shed new light on the behavior of active colloids in 2D, which is of interest for modeling and applications where confinements are present.
DEFF Research Database (Denmark)
Zhu, Jie
stock markets. Models with dynamic of Geometric Brownian Motion are adopted, multivariate GARCH models are also introduced to capture the feature of time-varying volatility in stock returns. The results suggest that the different pric- ing can be explained by the difference in expected returns between...
Energy Technology Data Exchange (ETDEWEB)
Tejedor, V; Benichou, O; Voituriez, R [Laboratoire de Physique Theorique de la Matiere Condensee (UMR 7600), Universite Pierre et Marie Curie, 4 Place Jussieu, 75255 Paris Cedex (France); Metzler, Ralf, E-mail: voiturie@lptmc.jussieu.fr [Physics Department, Technical University of Munich, James Franck Strasse, 85747 Garching (Germany)
2011-06-24
We derive a functional equation for the mean first-passage time (MFPT) of a generic self-similar Markovian continuous process to a target in a one-dimensional domain and obtain its exact solution. We show that the obtained expression of the MFPT for continuous processes is actually different from the large system size limit of the MFPT for discrete jump processes allowing leapovers. In the case considered here, the asymptotic MFPT admits non-vanishing corrections, which we call residual MFPT. The case of Levy flights with diverging variance of jump lengths is investigated in detail, in particular, with respect to the associated leapover behavior. We also show numerically that our results apply with good accuracy to fractional Brownian motion, despite its non-Markovian nature.
Directory of Open Access Journals (Sweden)
Kwang-Il Ahn
2013-01-01
Full Text Available The Hurst exponent and variance are two quantities that often characterize real-life, high-frequency observations. Such real-life signals are generally measured under noise environments. We develop a multiscale statistical method for simultaneous estimation of a time-changing Hurst exponent H(t and a variance parameter C in a multifractional Brownian motion model in the presence of white noise. The method is based on the asymptotic behavior of the local variation of its sample paths which applies to coarse scales of the sample paths. This work provides stable and simultaneous estimators of both parameters when independent white noise is present. We also discuss the accuracy of the simultaneous estimators compared with a few selected methods and the stability of computations with regard to adapted wavelet filters.
Safdari, Hadiseh; Cherstvy, Andrey G.; Chechkin, Aleksei V.; Bodrova, Anna; Metzler, Ralf
2017-01-01
We investigate both analytically and by computer simulations the ensemble- and time-averaged, nonergodic, and aging properties of massive particles diffusing in a medium with a time dependent diffusivity. We call this stochastic diffusion process the (aging) underdamped scaled Brownian motion (UDSBM). We demonstrate how the mean squared displacement (MSD) and the time-averaged MSD of UDSBM are affected by the inertial term in the Langevin equation, both at short, intermediate, and even long diffusion times. In particular, we quantify the ballistic regime for the MSD and the time-averaged MSD as well as the spread of individual time-averaged MSD trajectories. One of the main effects we observe is that, both for the MSD and the time-averaged MSD, for superdiffusive UDSBM the ballistic regime is much shorter than for ordinary Brownian motion. In contrast, for subdiffusive UDSBM, the ballistic region extends to much longer diffusion times. Therefore, particular care needs to be taken under what conditions the overdamped limit indeed provides a correct description, even in the long time limit. We also analyze to what extent ergodicity in the Boltzmann-Khinchin sense in this nonstationary system is broken, both for subdiffusive and superdiffusive UDSBM. Finally, the limiting case of ultraslow UDSBM is considered, with a mixed logarithmic and power-law dependence of the ensemble- and time-averaged MSDs of the particles. In the limit of strong aging, remarkably, the ordinary UDSBM and the ultraslow UDSBM behave similarly in the short time ballistic limit. The approaches developed here open ways for considering other stochastic processes under physically important conditions when a finite particle mass and aging in the system cannot be neglected.
Directory of Open Access Journals (Sweden)
Ryo Kanada
Full Text Available Kinesin is a family of molecular motors that move unidirectionally along microtubules (MT using ATP hydrolysis free energy. In the family, the conventional two-headed kinesin was experimentally characterized to move unidirectionally through "walking" in a hand-over-hand fashion by coordinated motions of the two heads. Interestingly a single-headed kinesin, a truncated KIF1A, still can generate a biased Brownian movement along MT, as observed by in vitro single molecule experiments. Thus, KIF1A must use a different mechanism from the conventional kinesin to achieve the unidirectional motions. Based on the energy landscape view of proteins, for the first time, we conducted a set of molecular simulations of the truncated KIF1A movements over an ATP hydrolysis cycle and found a mechanism exhibiting and enhancing stochastic forward-biased movements in a similar way to those in experiments. First, simulating stand-alone KIF1A, we did not find any biased movements, while we found that KIF1A with a large friction cargo-analog attached to the C-terminus can generate clearly biased Brownian movements upon an ATP hydrolysis cycle. The linked cargo-analog enhanced the detachment of the KIF1A from MT. Once detached, diffusion of the KIF1A head was restricted around the large cargo which was located in front of the head at the time of detachment, thus generating a forward bias of the diffusion. The cargo plays the role of a diffusional anchor, or cane, in KIF1A "walking."
Yu, Hsiu-Yu; Eckmann, David M; Ayyaswamy, Portonovo S; Radhakrishnan, Ravi
2015-05-01
We present a composite generalized Langevin equation as a unified framework for bridging the hydrodynamic, Brownian, and adhesive spring forces associated with a nanoparticle at different positions from a wall, namely, a bulklike regime, a near-wall regime, and a lubrication regime. The particle velocity autocorrelation function dictates the dynamical interplay between the aforementioned forces, and our proposed methodology successfully captures the well-known hydrodynamic long-time tail with context-dependent scaling exponents and oscillatory behavior due to the binding interaction. Employing the reactive flux formalism, we analyze the effect of hydrodynamic variables on the particle trajectory and characterize the transient kinetics of a particle crossing a predefined milestone. The results suggest that both wall-hydrodynamic interactions and adhesion strength impact the particle kinetics.
Eka Putri, Irana; Gita Redhyka, Grace
2017-07-01
Micro-air-bubble has a high potential contribution in waste water, farming, and fishery treatment. In this research, submicron scale of micro-air-bubble was observed to determine its stability in H2O solvent. By increasing its stability, it can be used for several applications, such as bio-preservative for medical and food transport. The micro-air-bubble was assumed in spherical shape that in incompressible gas boundary condition. So, the random motion of particle (Brownian motion) can be solved by using Stokes-Einstein approximation. But, Hadamard and Rybczynski equation is promoted to solve for larger bubble (micro scale). While, the effect of physical properties (e.g. diffusion coefficient, density, and flow rate) have taken important role in its characteristics in water. According to the theoretical investigation that have been done, decreasing of bubble velocity indicates that the bubble dissolves away or shrinking to the surface. To obtain longevity bubble in pure water medium, it is recomended to apply some surfactant molecules (e.g. NaCl) in micro-air-bubble medium.
Energy Technology Data Exchange (ETDEWEB)
Roura, Albert [Los Alamos National Laboratory; Fleming, C H [UNIV OF MARYLAND; Hu, B L [UNIV OF MARYLAND
2008-01-01
We revisit the model of a system made up of a Brownian quantum oscillator linearly coupled to an environment made up of many quantum oscillators at finite temperature. We show that the HPZ master equation for the reduced density matrix derived earlier [B.L. Hu, J.P. Paz, Y. Zhang, Phys. Rev. D 45, 2843 (1992)] has incorrectly specified coefficients for the case of nonlocal dissipation. We rederive the QBM master equation, correctly specifying all coefficients, and determine the position uncertainty to be free of excessive cutoff sensitivity. Our coefficients and solutions are reduced entirely to contour integration for analytic spectra at arbitrary temperature, coupling strength, and cut-off. As an illustration we calculate the master equation coefficients and solve the master equation for ohmic coupling (with finite cutoff) and example supra-ohmic and sub-ohmic spectral densities. We determine the effect of an external force on the quantum oscillator and also show that our representation of the master equation and solutions naturally extends to a system of multiple oscillators bilinearly coupled to themselves and the bath in arbitrary fashion. This produces a formula for investigating the standard quantum limit which is central to addressing many theoretical issues in macroscopic quantum phenomena and experimental concerns related to low temperature precision measurements. We find that in a dissipative environment, all initial states settle down to a Gaussian density matrix whose covariance is determined by the thermal reservoir and whose mean is determined by the external force. We specify the thermal covariance for the spectral densities we explore.
McMullan, G; Vinothkumar, K R; Henderson, R
2015-11-01
We have recorded dose-fractionated electron cryo-microscope images of thin films of pure flash-frozen amorphous ice and pre-irradiated amorphous carbon on a Falcon II direct electron detector using 300 keV electrons. We observe Thon rings [1] in both the power spectrum of the summed frames and the sum of power spectra from the individual frames. The Thon rings from amorphous carbon images are always more visible in the power spectrum of the summed frames whereas those of amorphous ice are more visible in the sum of power spectra from the individual frames. This difference indicates that while pre-irradiated carbon behaves like a solid during the exposure, amorphous ice behaves like a fluid with the individual water molecules undergoing beam-induced motion. Using the measured variation in the power spectra amplitude with number of electrons per image we deduce that water molecules are randomly displaced by a mean squared distance of ∼1.1 Å(2) for every incident 300 keV e(-)/Å(2). The induced motion leads to an optimal exposure with 300 keV electrons of 4.0 e(-)/Å(2) per image with which to observe Thon rings centred around the strong 3.7 Å scattering peak from amorphous ice. The beam-induced movement of the water molecules generates pseudo-Brownian motion of embedded macromolecules. The resulting blurring of single particle images contributes an additional term, on top of that from radiation damage, to the minimum achievable B-factor for macromolecular structure determination. Copyright © 2015 The Authors. Published by Elsevier B.V. All rights reserved.
Karim, M. Enamul; Samad, M. Abdus; Ferdows, M.
2017-06-01
The present note investigates the magneto hall effect on unsteady flow of elastico-viscous nanofluid in a channel with slip boundary considering the presence of thermal radiation and heat generation with Brownian motion. Numerical results are achieved by solving the governing equations by the implicit Finite Difference Method (FDM) obtaining primary and secondary velocities, temperature, nanoparticles volume fraction and concentration distributions within the boundary layer entering into the problem. The influences of several interesting parameters such as elastico-viscous parameter, magnetic field, hall parameter, heat generation, thermal radiation and Brownian motion parameters on velocity, heat and mass transfer characteristics of the fluid flow are discussed with the help of graphs. Also the effects of the pertinent parameters, which are of physical and engineering interest, such as Skin friction parameter, Nusselt number and Sherwood number are sorted out. It is found that the flow field and other quantities of physical concern are significantly influenced by these parameters.
Brownian motion in a classical ideal gas: A microscopic approach to ...
Indian Academy of Sciences (India)
Abstract. We present an insightful 'derivation' of the Langevin equation and the fluc- tuation dissipation theorem in the specific context of a heavier particle moving through an ideal gas of much lighter particles. The Newton's law of motion (mix = F) for the heavy particle reduces to a Langevin equation (valid on a coarser ...
Energy Technology Data Exchange (ETDEWEB)
Jumarie, Guy [Department of Mathematics, University of Quebec at Montreal, P.O. Box 8888, Downtown Station, Montreal, QC, H3C 3P8 (Canada)]. E-mail: jumarie.guy@uqam.ca
2006-06-15
The (complex-valued) Brownian motion of order n is defined as the limit of a random walk on the complex roots of the unity. Real-valued fractional noises are obtained as fractional derivatives of the Gaussian white noise (or order two). Here one combines these two approaches and one considers the new class of fractional noises obtained as fractional derivative of the complex-valued Brownian motion of order n. The key of the approach is the relation between differential and fractional differential provided by the fractional Taylor's series of analytic function f(z+h)=E{sub {alpha}}(h{sup {alpha}}D{sub z}{sup {alpha}}).f(z), where E{sub {alpha}} is the Mittag-Leffler function on the one hand, and the generalized Maruyama's notation, on the other hand. Some questions are revisited such as the definition of fractional Brownian motion as integral w.r.t. (dt){sup {alpha}}, and the exponential growth equation driven by fractional Brownian motion, to which a new solution is proposed. As a first illustrative example of application, in mathematical finance, one proposes a new approach to the optimal management of a stochastic portfolio of fractional order via the Lagrange variational technique applied to the state moment dynamical equations. In the second example, one deals with non-random Lagrangian mechanics of fractional order. The last example proposes a new approach to fractional stochastic mechanics, and the solution so obtained gives rise to the question as to whether physical systems would not have their own internal random times.
Directory of Open Access Journals (Sweden)
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
Directory of Open Access Journals (Sweden)
Zoran Gligoric
2014-01-01
Full Text Available Underground mine projects are often associated with diverse sources of uncertainties. Having the ability to plan for these uncertainties plays a key role in the process of project evaluation and is increasingly recognized as critical to mining project success. To make the best decision, based on the information available, it is necessary to develop an adequate model incorporating the uncertainty of the input parameters. The model is developed on the basis of full discounted cash flow analysis of an underground zinc mine project. The relationships between input variables and economic outcomes are complex and often nonlinear. Fuzzy-interval grey system theory is used to forecast zinc metal prices while geometric Brownian motion is used to forecast operating costs over the time frame of the project. To quantify the uncertainty in the parameters within a project, such as capital investment, ore grade, mill recovery, metal content of concentrate, and discount rate, we have applied the concept of interval numbers. The final decision related to project acceptance is based on the net present value of the cash flows generated by the simulation over the time project horizon.
Energy Technology Data Exchange (ETDEWEB)
Meade, Nigel [Imperial College, Business School London (United Kingdom)
2010-11-15
For oil related investment appraisal, an accurate description of the evolving uncertainty in the oil price is essential. For example, when using real option theory to value an investment, a density function for the future price of oil is central to the option valuation. The literature on oil pricing offers two views. The arbitrage pricing theory literature for oil suggests geometric Brownian motion and mean reversion models. Empirically driven literature suggests ARMA-GARCH models. In addition to reflecting the volatility of the market, the density function of future prices should also incorporate the uncertainty due to price jumps, a common occurrence in the oil market. In this study, the accuracy of density forecasts for up to a year ahead is the major criterion for a comparison of a range of models of oil price behaviour, both those proposed in the literature and following from data analysis. The Kullbach Leibler information criterion is used to measure the accuracy of density forecasts. Using two crude oil price series, Brent and West Texas Intermediate (WTI) representing the US market, we demonstrate that accurate density forecasts are achievable for up to nearly two years ahead using a mixture of two Gaussians innovation processes with GARCH and no mean reversion. (author)
Brownian motion studies of viscoelastic colloidal gels by rotational single particle tracking
Directory of Open Access Journals (Sweden)
Mengning Liang
2014-05-01
Full Text Available Colloidal gels have unique properties due to a complex microstructure which forms into an extended network. Although the bulk properties of colloidal gels have been studied, there has been difficulty correlating those properties with individual colloidal dynamics on the microscale due to the very high viscosity and elasticity of the material. We utilize rotational X-ray tracking (RXT to investigate the rotational motion of component crystalline colloidal particles in a colloidal gel of alumina and decanoic acid. Our investigation has determined that the high elasticity of the bulk is echoed by a high elasticity experienced by individual colloidal particles themselves but also finds an unexpected high degree of rotational diffusion, indicating a large degree of freedom in the rotational motion of individual colloids even within a tightly bound system.
Motion of a nano-ellipsoid in a cylindrical vessel flow: Brownian and hydrodynamic interactions
Ramakrishnan, N; Eckmann, D M; Ayyaswamy, P S; Radhakrishnan, Ravi
2016-01-01
We present comprehensive numerical studies of the motion of a buoyant or a nearly neutrally buoyant nano-sized ellipsoidal particle in a fluid filled cylindrical tube without or with the presence of imposed pressure gradient (weak Poiseuille flow). The Fluctuating hydrodynamics approach and the Deterministic method are both employed. We ensure that the fluctuation-dissipation relation and the principle of thermal equipartition of energy are both satisfied. The major focus is on the effect of the confining boundary. Results for the velocity and angular velocity autocorrelations (VACF and AVACF), diffusivities, and drag and lift forces as functions of shape, aspect ratio, inclination angle, and proximity to the wall are presented. For the parameters considered, the boundary modifies the VACF and AVACF such that three distinct regimes are discernible --- an initial exponential decay, followed by an algebraic decay culminating in a second exponential decay. The first is due to thermal noise, the algebraic regime ...
Langevin analysis for time-nonlocal Brownian motion with algebraic memories and delay interactions
Chase, Matthew; McKetterick, Tom J.; Giuggioli, Luca; Kenkre, V. M.
2016-04-01
Starting from a Langevin equation with memory describing the attraction of a particle to a center, we investigate its transport and response properties corresponding to two special forms of the memory: one is algebraic, i.e., power-law, and the other involves a delay. We examine the properties of the Green function of the Langevin equation and encounter Mittag-Leffler and Lambert W-functions well-known in the literature. In the presence of white noise, we study two experimental situations, one involving the motional narrowing of spectral lines and the other the steady-state size of the particle under consideration. By comparing the results to counterparts for a simple exponential memory, we uncover instructive similarities and differences. Perhaps surprisingly, we find that the Balescu-Swenson theorem that states that non-Markoffian equations do not add anything new to the description of steady-state or equilibrium observables is violated for our system in that the saturation size of the particle in the steady-state depends on the memory function utilized. A natural generalization of the Smoluchowski equation for the time-local case is examined and found to satisfy the Balescu-Swenson theorem and describe accurately the first moment but not the second and higher moments. We also calculate two-time correlation functions for all three cases of the memory, and show how they differ from (tend to) their Markoffian counterparts at small (large) values of the difference between the two times.
Kumar, Suveen; Ashish; Kumar, Saurabh; Augustine, Shine; Yadav, Santosh; Yadav, Birendra Kumar; Chauhan, Rishi Pal; Dewan, Ajay Kumar; Malhotra, Bansi Dhar
2018-04-15
We report results of the studies relating to fabrication of nanostructured metal oxide (NMO) based cancer biosensor. With the help of 2D electroactive reduced graphene oxide (RGO), we successfully inhibited the Brownian motion of NMO that led to reduced agglomeration of NMO. The nanostructured hafnium oxide (nHfO2) was used as a model NMO. The reduced agglomeration of nHfO2 was achieved through controlled hydrothermal synthesis and investigated via nanoparticles tracking analysis (NTA). X-ray diffraction (XRD), scanning electron microscopy (SEM) and transmission electron microscope (TEM) techniques were used for phase identification as well as morphological analysis of the synthesized nanohybrid (nHfO2@RGO) material. The 3-aminopropyl triethoxysilane (APTES) was used for the functionalization of nHfO2@RGO and electrophoretic deposition (EPD) technique was used for its deposition onto ITO coated glass electrode. Further, antibodies of cancer biomarker (anti-CYFRA-21-1) were immobilized via EDC-NHS chemistry and Bovine serum albumin (BSA) was used for blocking of the non-specific binding sites. The electrochemical response studies of fabricated immunoelectrode (BSA/anti-CYFRA-21-1/APTES/nHfO2@RGO/ITO) revealed higher sensitivity (18.24µAmLng-1), wide linear detection range (0 to 30ngmL-1), with remarkable lower detection limit (0.16ngmL-1). The obtained results showed good agreement with the concentration of CYFRA-21-1 obtained through enzyme linked immunosorbent assay (ELISA) in saliva samples of oral cancer patients. Copyright © 2017 Elsevier B.V. All rights reserved.
Directory of Open Access Journals (Sweden)
Aimé Lachal
2014-01-01
Full Text Available Let N be a positive integer, c a positive constant and (ξnn≥1 be a sequence of independent identically distributed pseudorandom variables. We assume that the ξn’s take their values in the discrete set {-N,-N+1,…,N-1,N} and that their common pseudodistribution is characterized by the (positive or negative real numbers ℙ{ξn=k}=δk0+(-1k-1c(2Nk+N for any k∈{-N,-N+1,…,N-1,N}. Let us finally introduce (Snn≥0 the associated pseudorandom walk defined on ℤ by S0=0 and Sn=∑j=1nξj for n≥1. In this paper, we exhibit some properties of (Snn≥0. In particular, we explicitly determine the pseudodistribution of the first overshooting time of a given threshold for (Snn≥0 as well as that of the first exit time from a bounded interval. Next, with an appropriate normalization, we pass from the pseudorandom walk to the pseudo-Brownian motion driven by the high-order heat-type equation ∂/∂t=(-1N-1c∂2N/∂x2N. We retrieve the corresponding pseudodistribution of the first overshooting time of a threshold for the pseudo-Brownian motion (Lachal, 2007. In the same way, we get the pseudodistribution of the first exit time from a bounded interval for the pseudo-Brownian motion which is a new result for this pseudoprocess.
Electrical autonomous Brownian gyrator
Chiang, K.-H.; Lee, C.-L.; Lai, P.-Y.; Chen, Y.-F.
2017-09-01
We study experimentally and theoretically the steady-state dynamics of a simple stochastic electronic system featuring two resistor-capacitor circuits coupled by a third capacitor. The resistors are subject to thermal noises at real temperatures. The voltage fluctuation across each resistor can be compared to a one-dimensional Brownian motion. However, the collective dynamical behavior, when the resistors are subject to distinct thermal baths, is identical to that of a Brownian gyrator, as first proposed by Filliger and Reimann [Phys. Rev. Lett. 99, 230602 (2007), 10.1103/PhysRevLett.99.230602]. The average gyrating dynamics is originated from the absence of detailed balance due to unequal thermal baths. We look into the details of this stochastic gyrating dynamics, its dependences on the temperature difference and coupling strength, and the mechanism of heat transfer through this simple electronic circuit. Our work affirms the general principle and the possibility of a Brownian ratchet working near room temperature scale.
Li, Guohui; Cui, Qiang
2004-01-01
The structural flexibilities of two molecular machines, myosin and Ca2+-ATPase, have been analyzed with normal mode analysis and discussed in the context of their energy conversion functions. The normal mode analysis with physical intermolecular interactions was made possible by an improved implementation of the block normal mode (BNM) approach. The BNM results clearly illustrated that the large-scale conformational transitions implicated in the functional cycles of the two motor systems can be largely captured with a small number of low-frequency normal modes. Therefore, the results support the idea that structural flexibility is an essential part of the construction principle of molecular motors through evolution. Such a feature is expected to be more prevalent in motor proteins than in simpler systems (e.g., signal transduction proteins) because in the former, large-scale conformational transitions often have to occur before the chemical events (e.g., ATP hydrolysis in myosin and ATP binding/phosphorylation in Ca2+-ATPase). This highlights the importance of Brownian motions associated with the protein domains that are involved in the functional transitions; in this sense, Brownian molecular machines is an appropriate description of molecular motors, although the normal mode results do not address the origin of the ratchet effect. The results also suggest that it might be more appropriate to describe functional transitions in some molecular motors as intrinsic elastic motions modulating local structural changes in the active site, which in turn gets stabilized by the subsequent chemical events, in contrast with the conventional idea of local changes somehow getting amplified into larger-scale motions. In the case of myosin, for example, we favor the idea that Brownian motions associated with the flexible converter propagates to the Switch I/II region, where the salt-bridge formation gets stabilized by ATP hydrolysis, in contrast with the textbook notion that ATP
Irreversible Brownian Heat Engine
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.
Directory of Open Access Journals (Sweden)
Habib-Olah Sayehvand
Full Text Available Numerical investigation the problem of nanofluid heat and mass transfer in a channel partially filled with a porous medium in the presence of uniform magnetic field is carried out by a new computational iterative approach known as the spectral local linearization method (SLLM. The similarity solution is used to reduce the governing system of partial differential equations to a set of nonlinear ordinary differential equations which are then solved by SLLM and validity of our solutions is verified by the numerical results (fourth-order Runge-Kutta scheme with the shooting method. In modeling the flow in the channel, the effects of flow inertia, Brinkman friction, nanoparticles concentration and thickness of the porous region are taken into account. The results are obtained for velocity, temperature, concentration, skin friction, Nusselt number and Sherwood number. Also, effects of active parameters such as viscosity parameter, Hartmann number, Darcy number, Prandtl number, Schmidt number, Eckert number, Brownian motion parameter, thermophoresis parameter and the thickness of porous region on the hydrodynamics, heat and mass transfer behaviors are investigated. Keywords: Brownian, Nanofluid, Porous medium, Spectral local linearization method, Thermophoresis
Brownian movement and microscopic irreversibility
Gordon, L. G. M.
1981-02-01
An extension of the hypothetical experiment of Szilard, which involved the action of a one-molecule gas in an isolated isothermal system, is developed to illustrate how irreversibility may arise out of Brownian motion. As this development requires a consideration of nonmolecular components such as wheels and pistons, the thought-experiment is remodeled in molecular terms and appears to function as a perpetuum mobile.
Brownian Motion, "Diverse and Undulating"
Duplantier, Bertrand
Truly man is a marvelously vain, diverse, and undulating object. It is hard to found any constant and uniform judgment on him. Michel de Montaigne, Les Essais, Book I, Chapter 1: "By diverse means we arrive at the same end"; in The Complete Essays of Montaigne, Donald M. Frame transl., Stanford University Press (1958).
CNT based thermal Brownian motor to pump water in nanodevices
DEFF Research Database (Denmark)
Oyarzua, Elton; Zambrano, Harvey; Walther, Jens Honore
2016-01-01
Brownian molecular motors are nanoscale machines that exploit thermal fluctuations for directional motion by employing mechanisms such as the Feynman-Smoluchowski ratchet. In this study, using Non Equilibrium Molecular Dynamics, we propose a novel thermal Brownian motor for pumping water through...
Brownian dynamics without Green's functions.
Delong, Steven; Usabiaga, Florencio Balboa; Delgado-Buscalioni, Rafael; Griffith, Boyce E; Donev, Aleksandar
2014-04-07
We develop a Fluctuating Immersed Boundary (FIB) method for performing Brownian dynamics simulations of confined particle suspensions. Unlike traditional methods which employ analytical Green's functions for Stokes flow in the confined geometry, the FIB method uses a fluctuating finite-volume Stokes solver to generate the action of the response functions "on the fly." Importantly, we demonstrate that both the deterministic terms necessary to capture the hydrodynamic interactions among the suspended particles, as well as the stochastic terms necessary to generate the hydrodynamically correlated Brownian motion, can be generated by solving the steady Stokes equations numerically only once per time step. This is accomplished by including a stochastic contribution to the stress tensor in the fluid equations consistent with fluctuating hydrodynamics. We develop novel temporal integrators that account for the multiplicative nature of the noise in the equations of Brownian dynamics and the strong dependence of the mobility on the configuration for confined systems. Notably, we propose a random finite difference approach to approximating the stochastic drift proportional to the divergence of the configuration-dependent mobility matrix. Through comparisons with analytical and existing computational results, we numerically demonstrate the ability of the FIB method to accurately capture both the static (equilibrium) and dynamic properties of interacting particles in flow.
Brownian coagulation at high particle concentrations
Trzeciak, T.M.
2012-01-01
The process of Brownian coagulation, whereby particles are brought together by thermal motion and grow by collisions, is one of the most fundamental processes influencing the final properties of particulate matter in a variety of technically important systems. It is of importance in colloids,
Brownian Warps for Non-Rigid Registration
DEFF Research Database (Denmark)
Nielsen, Mads; Johansen, Peter; Jackson, Andrew D.
2008-01-01
A Brownian motion model in the group of diffeomorphisms has been introduced as inducing a least committed prior on warps. This prior is source-destination symmetric, fulfills a natural semi-group property for warps, and with probability 1 creates invertible warps. Using this as a least committed...
Energy Technology Data Exchange (ETDEWEB)
Jones, R. [Department of Physics and Astronomy, University of Sheffield (United Kingdom)]. E-mail: r.a.l.jones@sheffield.ac.uk
2007-02-15
The glamour of physics is often associated with the very big or the very small. Popular-science books stress the mysteries of the large-scale structure of the universe or of the tiniest of subatomic particles. Of course, this fails to reflect the emphasis of practicing physicists, most of whom deal with matters intermediate in scale. Thus one must salute Mark Haw's brave attempt to write an account of the less flashy physics of the 'middle world', centring on the discovery and explanation of Brownian motion. Richard Feynman once opined that, in the event of some cataclysmic disaster that wiped out all knowledge of modern science, the single fact that one would want to salvage to allow future generations to rebuild the lost edifice would be that matter is made of atoms and molecules. This is, of course, well known to everyone today, but it may surprise many that certainty and consensus about the atomic hypothesis came less than 100 years ago. The story's hero is French Nobel laureate Jean Baptiste Perrin (1870-1942), whose beautiful and painstaking experiments quantitatively confirmed the theories of Albert Einstein and Marian Smoluchowski that Brownian motion could be explained by the random collisions of molecules. Perrin also decisively connected physics and chemistry by determining the value of Avogradro's constant, and convinced the last doubters of the reality of molecules and the validity of statistical mechanics. In the February issue of Physics World, Richard Jones rates the rest of Haw's story about physics at the molecular scale. (U.K.)
van den Broek, Martijn; Van den Broeck, Christian
2008-01-01
We present the exact analysis of a chiral Brownian motor and heat pump. Optimization of the construction predicts, for a nanoscale device, frequencies of the order of kHz and cooling rates of the order of femtojoule per second.
van den Broek, M; Van den Broeck, C
2008-04-04
We present the exact analysis of a chiral Brownian motor and heat pump. Optimization of the construction predicts, for a nanoscale device, frequencies of the order of kHz and cooling rates of the order of femtojoule per second.
Broek, M. van den; Broeck, C. Van Den
2007-01-01
We present the exact analysis of a chiral Brownian motor and heat pump. Optimization of the construction predicts, for a nanoscale device, frequencies of the order of kHz and cooling rates of the order of femtojoule per second.
Random times and enlargements of filtrations in a Brownian setting
Mansuy, Roger
2006-01-01
In November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the contents of that course, covering expansion of filtration formulae; BDG inequalities up to any random time; martingales that vanish on the zero set of Brownian motion; the Azéma-Emery martingales and chaos representation; the filtration of truncated Brownian motion; attempts to characterize the Brownian filtration. The book accordingly sets out to acquaint its readers with the theory and main examples of enlargements of filtrations, of either the initial or the progressive kind. It is accessible to researchers and graduate students working in stochastic calculus and excursion theory, and more broadly to mathematicians acquainted with the basics of Brownian motion.
Directory of Open Access Journals (Sweden)
Amin Jafarimoghaddam
Full Text Available The present study aims to experimentally investigate heat transfer performance of rectangular and semicircular tubes in the presence of Ag / water nanofluids. The nanoparticles of Ag (silver were used in seven different volume concentrations of 0.03%, 0.07%, 0.1%, 0.2%, 0.4%, 1% and 2%. The experiment was conducted in relatively low Reynolds numbers of 301 to 740. A heater with the power of 200 W was used to keep the outer surface of the tubes under a constant heat flux condition. In addition, the rectangular tube has been designed within the same length as the semicircular one and also within the same hydraulic diameter. Moreover, the average nanoparticles size was 20 nm. The outcome results of the present empirical work indicate that, for all the examined Reynolds numbers, the semicircular tube has higher convective heat transfer coefficient for all the utilized volume concentrations of Ag nanoparticles. The possible reasons behind this advantage are discussed through the present work mainly by taking the boundary effect on Brownian motions into account. Coming to this point that the conventional design for cooling system of photovoltaic cells is a heat sink with the rectangular graves, it is discussed that using a semicircular design may have the advantage over the rectangular one in convective heat transfer coefficient enhancement and hence a better cooling performance for these solar cells.
Jafarimoghaddam, Amin; Aberoumand, Sadegh
2017-01-01
The present study aims to experimentally investigate heat transfer performance of rectangular and semicircular tubes in the presence of Ag / water nanofluids. The nanoparticles of Ag (silver) were used in seven different volume concentrations of 0.03%, 0.07%, 0.1%, 0.2%, 0.4%, 1% and 2%. The experiment was conducted in relatively low Reynolds numbers of 301 to 740. A heater with the power of 200 W was used to keep the outer surface of the tubes under a constant heat flux condition. In addition, the rectangular tube has been designed within the same length as the semicircular one and also within the same hydraulic diameter. Moreover, the average nanoparticles size was 20 nm. The outcome results of the present empirical work indicate that, for all the examined Reynolds numbers, the semicircular tube has higher convective heat transfer coefficient for all the utilized volume concentrations of Ag nanoparticles. The possible reasons behind this advantage are discussed through the present work mainly by taking the boundary effect on Brownian motions into account. Coming to this point that the conventional design for cooling system of photovoltaic cells is a heat sink with the rectangular graves, it is discussed that using a semicircular design may have the advantage over the rectangular one in convective heat transfer coefficient enhancement and hence a better cooling performance for these solar cells.
Fractional Levy motion through path integrals
Energy Technology Data Exchange (ETDEWEB)
Calvo, Ivan [CIEMAT, Madrid; Sanchez, Raul [ORNL; Carreras, Benjamin A [BACV Solutions, Inc., Oak Ridge
2009-01-01
Fractional Levy motion (fLm) is the natural generalization of fractional Brownian motion in the context of self-similar stochastic processes and stable probability distributions. In this paper we give an explicit derivation of the propagator of fLm by using path integral methods. The propagators of Brownian motion and fractional Brownian motion are recovered as particular cases. The fractional diffusion equation corresponding to fLm is also obtained.
Quantum dynamical framework for Brownian heat engines.
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.
Entropy production of a Brownian ellipsoid in the overdamped limit.
Marino, Raffaele; Eichhorn, Ralf; Aurell, Erik
2016-01-01
We analyze the translational and rotational motion of an ellipsoidal Brownian particle from the viewpoint of stochastic thermodynamics. The particle's Brownian motion is driven by external forces and torques and takes place in an heterogeneous thermal environment where friction coefficients and (local) temperature depend on space and time. Our analysis of the particle's stochastic thermodynamics is based on the entropy production associated with single particle trajectories. It is motivated by the recent discovery that the overdamped limit of vanishing inertia effects (as compared to viscous fricion) produces a so-called "anomalous" contribution to the entropy production, which has no counterpart in the overdamped approximation, when inertia effects are simply discarded. Here we show that rotational Brownian motion in the overdamped limit generates an additional contribution to the "anomalous" entropy. We calculate its specific form by performing a systematic singular perturbation analysis for the generating function of the entropy production. As a side result, we also obtain the (well-known) equations of motion in the overdamped limit. We furthermore investigate the effects of particle shape and give explicit expressions of the "anomalous entropy" for prolate and oblate spheroids and for near-spherical Brownian particles.
Trajectories of Brownian particles with space-correlated noise
Indian Academy of Sciences (India)
The Langevin equation used to model Brownian motion includes a stochastic process that is routinely assumed to be a Gaussian white noise. Spatial correlations of the noise are usually ruled out, and the paths traced by the random walkers are statistically independent. In this study, I consider instead noise which is white in ...
Active Brownian motion in a narrow channel
Ao, X.; Ghosh, P. K.; Li, Y.; Schmid, G.; Hänggi, P.; Marchesoni, F.
2014-12-01
We review recent advances in rectification control of artificial microswimmers, also known as Janus particles, diffusing along narrow, periodically corrugated channels. The swimmer self-propulsion mechanism is modeled so as to incorporate a nonzero torque (propulsion chirality). We first summarize the effects of chirality on the autonomous current of microswimmers freely diffusing in channels of different geometries. In particular, left-right and upside-down asymmetric channels are shown to exhibit different transport properties. We then report new results on the dependence of the diffusivity of chiral microswimmers on the channel geometry and their own self-propulsion mechanism. The self-propulsion torque turns out to play a key role as a transport control parameter.
Lectures from Markov processes to Brownian motion
Chung, Kai Lai
1982-01-01
This book evolved from several stacks of lecture notes written over a decade and given in classes at slightly varying levels. In transforming the over lapping material into a book, I aimed at presenting some of the best features of the subject with a minimum of prerequisities and technicalities. (Needless to say, one man's technicality is another's professionalism. ) But a text frozen in print does not allow for the latitude of the classroom; and the tendency to expand becomes harder to curb without the constraints of time and audience. The result is that this volume contains more topics and details than I had intended, but I hope the forest is still visible with the trees. The book begins at the beginning with the Markov property, followed quickly by the introduction of option al times and martingales. These three topics in the discrete parameter setting are fully discussed in my book A Course In Probability Theory (second edition, Academic Press, 1974). The latter will be referred to throughout this book ...
Brownian versus Newtonian devitrification of hard-sphere glasses
Montero de Hijes, Pablo; Rosales-Pelaez, Pablo; Valeriani, Chantal; Pusey, Peter N.; Sanz, Eduardo
2017-08-01
In a recent molecular dynamics simulation work it has been shown that glasses composed of hard spheres crystallize via cooperative, stochastic particle displacements called avalanches [E. Sanz et al., Proc. Natl. Acad. Sci. USA 111, 75 (2014), 10.1073/pnas.1308338110]. In this Rapid Communication we investigate if such a devitrification mechanism is also present when the dynamics is Brownian rather than Newtonian. The research is motivated in part by the fact that colloidal suspensions, an experimental realization of hard-sphere systems, undergo Brownian motion. We find that Brownian hard-sphere glasses do crystallize via avalanches with very similar characteristics to those found in the Newtonian case. We briefly discuss the implications of these findings for experiments on colloids.
Electromagnetic scattering on fractional Brownian surfaces and estimation of the Hurst exponent
Guérin, Charles-Antoine; Saillard, Marc
2001-01-01
International audience; Fractional Brownian motion is known to be a realistic model for many natural rough surfaces. It is defined by means of a single parameter, the Hurst exponent, which determines the fractal characteristics of the surface. We propose a method to estimate the Hurst exponent of a fractional Brownian profile from the electromagnetic scattering data. The method is developed in the framework of three usual approximations, with different domains of validity: the Kirchhoff appro...
Graybill, George
2007-01-01
Take the mystery out of motion. Our resource gives you everything you need to teach young scientists about motion. Students will learn about linear, accelerating, rotating and oscillating motion, and how these relate to everyday life - and even the solar system. Measuring and graphing motion is easy, and the concepts of speed, velocity and acceleration are clearly explained. Reading passages, comprehension questions, color mini posters and lots of hands-on activities all help teach and reinforce key concepts. Vocabulary and language are simplified in our resource to make them accessible to str
A Brownian model for multiclass queueing networks with finite buffers
Dai, Wanyang
2002-07-01
This paper is concerned with the heavy traffic behavior of a type of multiclass queueing networks with finite buffers. The network consists of d single server stations and is populated by K classes of customers. Each station has a finite capacity waiting buffer and operates under first-in first-out (FIFO) service discipline. The network is assumed to have a feedforward routing structure under a blocking scheme. A server stops working when the downstream buffer is full. The focus of this paper is on the Brownian model formulation. More specifically, the approximating Brownian model for the networks is proposed via the method of showing a pseudo-heavy-traffic limit theorem which states that the limit process is a reflecting Brownian motion (RBM) if the properly normalized d-dimensional workload process converges in distribution to a continuous process. Numerical algorithm with finite element method has been designed to effectively compute the solution of the Brownian model (W. Dai, Ph.D. thesis (1996); X. Shen et al. The finite element method for computing the stationary distribution of an SRBM in a hypercube with applications to finite buffer queueing networks, under revision for Queueing Systems).
White noise flashing Brownian pump
Gomez-Marin, A.; Sancho, J. M.
2007-01-01
A Brownian pump of particles powered by a stochastic flashing ratchet mechanism is studied. The pumping device is embedded in a finite region and bounded by particle reservoirs. In the steady state, we exactly calculate the spatial density profile, the concentration ratio between both reservoirs and the particle flux. A simple numerical scheme is presented allowing for the consistent evaluation of all such observable quantities.
Some new results on Brownian Directed Polymers in Random Environment
Comets, F
2004-01-01
We prove some new results on Brownian directed polymers in random environment recently introduced by the authors. The directed polymer in this model is a $d$-dimensional Brownian motion (up to finite time $t$) viewed under a Gibbs measure which is built up with a Poisson random measure on $\\R_+ \\times \\R^d$ (=time $\\times$ space). Here, the Poisson random measure plays the role of the random environment which is independent both in time and in space. We prove that (i) For $d \\ge 3$ and the inverse temperature $\\beta$ smaller than a certain positive value $\\beta_0$, the central limit theorem for the directed polymer holds almost surely with respect to the environment. (ii) If $d=1$ and $\\beta \
Thermodynamic and Quantum Thermodynamic Analyses of Brownian Movement
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.
Stochastically gated local and occupation times of a Brownian particle
Bressloff, Paul C.
2017-01-01
We generalize the Feynman-Kac formula to analyze the local and occupation times of a Brownian particle moving in a stochastically gated one-dimensional domain. (i) The gated local time is defined as the amount of time spent by the particle in the neighborhood of a point in space where there is some target that only receives resources from (or detects) the particle when the gate is open; the target does not interfere with the motion of the Brownian particle. (ii) The gated occupation time is defined as the amount of time spent by the particle in the positive half of the real line, given that it can only cross the origin when a gate placed at the origin is open; in the closed state the particle is reflected. In both scenarios, the gate randomly switches between the open and closed states according to a two-state Markov process. We derive a stochastic, backward Fokker-Planck equation (FPE) for the moment-generating function of the two types of gated Brownian functional, given a particular realization of the stochastic gate, and analyze the resulting stochastic FPE using a moments method recently developed for diffusion processes in randomly switching environments. In particular, we obtain dynamical equations for the moment-generating function, averaged with respect to realizations of the stochastic gate.
On the tail asymptotics of the area swept under the Brownian storage graph
Arendarczyk, M.; Dȩbicki, K.; Mandjes, M.
2014-01-01
In this paper, the area swept under the workload graph is analyzed: with {Q(t): t≥0} denoting the stationary workload process, the asymptotic behavior of πT(u)(u):=P(∫T(u)0Q(r)dr>u) is analyzed. Focusing on regulated Brownian motion, first the exact asymptotics of πT(u)(u) are given for the case
Brownian Functionals in Physics and Computer Science
Majumdar, Satya N.
This is a brief review on Brownian functionals in one dimension and their various applications. After a brief description of Einstein's original derivation of the diffusion equation, this article provides a pedagogical introduction to the path integral methods leading to the derivation of the celebrated Feynman-Kac formula. The usefulness of this technique in calculating the statistical properties of Brownian functionals is illustrated with several examples in physics and probability theory, with particular emphasis on applications in computer science. The statistical properties of "first-passage Brownian functionals" and their applications are also discussed.
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.
Intermittency and multifractional Brownian character of geomagnetic time series
Consolini, G.; De Marco, R.; De Michelis, P.
2013-07-01
The Earth's magnetosphere exhibits a complex behavior in response to the solar wind conditions. This behavior, which is described in terms of mutifractional Brownian motions, could be the consequence of the occurrence of dynamical phase transitions. On the other hand, it has been shown that the dynamics of the geomagnetic signals is also characterized by intermittency at the smallest temporal scales. Here, we focus on the existence of a possible relationship in the geomagnetic time series between the multifractional Brownian motion character and the occurrence of intermittency. In detail, we investigate the multifractional nature of two long time series of the horizontal intensity of the Earth's magnetic field as measured at L'Aquila Geomagnetic Observatory during two years (2001 and 2008), which correspond to different conditions of solar activity. We propose a possible double origin of the intermittent character of the small-scale magnetic field fluctuations, which is related to both the multifractional nature of the geomagnetic field and the intermittent character of the disturbance level. Our results suggest a more complex nature of the geomagnetic response to solar wind changes than previously thought.
Bhattacharyay, A.
2018-03-01
An alternative equilibrium stochastic dynamics for a Brownian particle in inhomogeneous space is derived. Such a dynamics can model the motion of a complex molecule in its conformation space when in equilibrium with a uniform heat bath. The derivation is done by a simple generalization of the formulation due to Zwanzig for a Brownian particle in homogeneous heat bath. We show that, if the system couples to different number of bath degrees of freedom at different conformations then the alternative model gets derived. We discuss results of an experiment by Faucheux and Libchaber which probably has indicated possible limitation of the Boltzmann distribution as equilibrium distribution of a Brownian particle in inhomogeneous space and propose experimental verification of the present theory using similar methods.
Steady nanofluid flow between parallel plates considering thermophoresis and Brownian effects
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M. Sheikholeslami
2016-10-01
Full Text Available In this article, heat and mass transfer behavior of steady nanofluid flow between parallel plates in the presence of uniform magnetic field is studied. The important effect of Brownian motion and thermophoresis has been included in the model of nanofluid. The governing equations are solved via the Differential Transformation Method. The validity of this method was verified by comparison of previous work which is done for viscous fluid. The analysis is carried out for different parameters namely: viscosity parameter, Magnetic parameter, thermophoretic parameter and Brownian parameter. Results reveal that skin friction coefficient enhances with rise of viscosity and Magnetic parameters. Also it can be found that Nusselt number augments with an increase of viscosity parameters but it decreases with augment of Magnetic parameter, thermophoretic parameter and Brownian parameter.
Intermediate scattering function of an anisotropic active Brownian particle
Kurzthaler, Christina; Leitmann, Sebastian; Franosch, Thomas
2016-10-01
Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the directed motion. So far most studies consider the lowest order moments of the displacements only, while more general spatio-temporal information on the stochastic motion is provided in scattering experiments. Here we derive analytically exact expressions for the directly measurable intermediate scattering function for a mesoscopic model of a single, anisotropic active Brownian particle in three dimensions. The mean-square displacement and the non-Gaussian parameter of the stochastic process are obtained as derivatives of the intermediate scattering function. These display different temporal regimes dominated by effective diffusion and directed motion due to the interplay of translational and rotational diffusion which is rationalized within the theory. The most prominent feature of the intermediate scattering function is an oscillatory behavior at intermediate wavenumbers reflecting the persistent swimming motion, whereas at small length scales bare translational and at large length scales an enhanced effective diffusion emerges. We anticipate that our characterization of the motion of active agents will serve as a reference for more realistic models and experimental observations.
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.
Thermal equilibrium of a Brownian particle in a fluctuating fluid: a numerical study
Liu, Yi; Nie, Deming
2017-07-01
In this work the fluctuating lattice Boltzmann method was adopted to simulate the motion of a Brownian particle in a fluid in two dimensions. The temperatures characterizing the translation motion and rotational motion of the particle were calculated to evaluate the thermal equilibrium between the particle and the fluid. Furthermore, the effects of the fluid temperature and viscosity on the fluid pressure fluctuation were investigated. The linear relationships were observed in a log-log coordinate. Besides, the slopes of the linear relation were obtained, which keeps constant for all cases studied.
Static structure of active Brownian hard disks
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.
BROWNIAN HEAT TRANSFER ENHANCEMENT IN THE TURBULENT REGIME
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Suresh Chandrasekhar
2016-08-01
Full Text Available The paper presents convection heat transfer of a turbulent flow Al2O3/water nanofluid in a circular duct. The duct is a under constant and uniform heat flux. The paper computationally investigates the system’s thermal behavior in a wide range of Reynolds number and also volume concentration up to 6%. To obtain the nanofluid thermophysical properties, the Hamilton-Crosser model along with the Brownian motion effect are utilized. Then the thermal performance of the system with the nanofluid is compared to the conventional systems which use water as the working fluid. The results indicate that the use of nanofluid of 6% improves the heat transfer rate up to 36.8% with respect to pure water. Therefore, using the Al2O3/water nanofluid instead of water can be a great choice when better heat transfer is needed.
Momentum conserving Brownian dynamics propagator for complex soft matter fluids
Energy Technology Data Exchange (ETDEWEB)
Padding, J. T. [Department of Chemical Engineering and Chemistry, Eindhoven University of Technology, P.O. Box 513, 5600 MB, Eindhoven (Netherlands); Briels, W. J. [Computational Biophysics, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands)
2014-12-28
We present a Galilean invariant, momentum conserving first order Brownian dynamics scheme for coarse-grained simulations of highly frictional soft matter systems. Friction forces are taken to be with respect to moving background material. The motion of the background material is described by locally averaged velocities in the neighborhood of the dissolved coarse coordinates. The velocity variables are updated by a momentum conserving scheme. The properties of the stochastic updates are derived through the Chapman-Kolmogorov and Fokker-Planck equations for the evolution of the probability distribution of coarse-grained position and velocity variables, by requiring the equilibrium distribution to be a stationary solution. We test our new scheme on concentrated star polymer solutions and find that the transverse current and velocity time auto-correlation functions behave as expected from hydrodynamics. In particular, the velocity auto-correlation functions display a long time tail in complete agreement with hydrodynamics.
Large scale Brownian dynamics of confined suspensions of rigid particles.
Sprinkle, Brennan; Balboa Usabiaga, Florencio; Patankar, Neelesh A; Donev, Aleksandar
2017-12-28
We introduce methods for large-scale Brownian Dynamics (BD) simulation of many rigid particles of arbitrary shape suspended in a fluctuating fluid. Our method adds Brownian motion to the rigid multiblob method [F. Balboa Usabiaga et al., Commun. Appl. Math. Comput. Sci. 11(2), 217-296 (2016)] at a cost comparable to the cost of deterministic simulations. We demonstrate that we can efficiently generate deterministic and random displacements for many particles using preconditioned Krylov iterative methods, if kernel methods to efficiently compute the action of the Rotne-Prager-Yamakawa (RPY) mobility matrix and its "square" root are available for the given boundary conditions. These kernel operations can be computed with near linear scaling for periodic domains using the positively split Ewald method. Here we study particles partially confined by gravity above a no-slip bottom wall using a graphical processing unit implementation of the mobility matrix-vector product, combined with a preconditioned Lanczos iteration for generating Brownian displacements. We address a major challenge in large-scale BD simulations, capturing the stochastic drift term that arises because of the configuration-dependent mobility. Unlike the widely used Fixman midpoint scheme, our methods utilize random finite differences and do not require the solution of resistance problems or the computation of the action of the inverse square root of the RPY mobility matrix. We construct two temporal schemes which are viable for large-scale simulations, an Euler-Maruyama traction scheme and a trapezoidal slip scheme, which minimize the number of mobility problems to be solved per time step while capturing the required stochastic drift terms. We validate and compare these schemes numerically by modeling suspensions of boomerang-shaped particles sedimented near a bottom wall. Using the trapezoidal scheme, we investigate the steady-state active motion in dense suspensions of confined microrollers, whose
Large scale Brownian dynamics of confined suspensions of rigid particles
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
A modified Brownian force for ultrafine particle penetration through building crack modeling
Chen, Chen; Zhao, Bin
2017-12-01
Combustion processes related to industry, traffic, agriculture, and waste treatment and disposal increase the amount of outdoor ultrafine particles (UFPs), which have adverse effects on human health. Given that people spend the majority of their time indoors, it is critical to understand the penetration of outdoor UFPs through building cracks in order to estimate human exposure to outdoor-originated UFPs. Lagrangian tracking is an efficient approach for modeling particle penetration. However, the Brownian motion for Lagrangian tracking in ANSYS Fluent®, a widely used software for particle dispersion modeling, is not able to model UFP dispersion accurately. In this study, we modified the Brownian force by rewriting the Brownian diffusion coefficient and particle integration time step with a user-defined function in ANSYS Fluent® to model particle penetration through building cracks. The results obtained using the modified model agree much better with the experimental results, with the averaged relative error less than 14% for the smooth crack cases and 21% for the rough crack case. We expect the modified Brownian force model proposed herein to be applied for UFP dispersion modeling in more indoor air quality studies.
Quantum electrodynamical torques in the presence of Brownian motion
Munday, J. N.; Iannuzzi, D.; Capasso, F.
2006-01-01
Quantum fluctuations of the electromagnetic field give rise to a zero-point energy that persists even in the absence of electromagnetic sources. One striking consequence of the zero-point energy is manifested in the Casimir force, which causes two electrically neutral metallic plates to attract in
Fractional rotational Brownian motion in a uniform dc external field.
Kalmykov, Yuri P
2004-11-01
The longitudinal and transverse components of the complex dielectric susceptibility tensor of an assembly of dipolar particles subjected to a dc bias field are evaluated in the context of a fractional noninertial rotational diffusion model. Exact and approximate solutions for the dielectric dispersion and absorption spectra are obtained. It is shown that a knowledge of the effective relaxation times for normal rotational diffusion is sufficient to predict accurately the anomalous dielectric relaxation behavior of the system for all time scales of interest. Simple equations for the characteristic frequencies of the dielectric loss spectra are obtained in terms of the physical model parameters (dimensionless field and fractional exponent). The model explains the anomalous (Cole-Cole like) relaxation of complex dipolar systems, where the anomalous exponent differs from unity (corresponding to the normal dielectric relaxation), i.e., the relaxation process is characterized by a broad distribution of relaxation times.
Brownian motion of grains and negative friction in dusty plasmas
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S.A.Trigger
2004-01-01
Full Text Available Within the approximation of dominant charging collisions the explicit microscopic calculations of the Fokker-Planck kinetic coefficients for highly-charged grains moving in plasma are performed. It is shown that due to ion absorption by grain the friction coefficient can be negative and thus the appropriate threshold value of the grain charge is found. The stationary solutions of the Fokker-Planck equation with the velocity dependent kinetic coefficient are obtained and a considerable deviation of such solutions from the Maxwellian distribution is established.
Parameter inference from hitting times for perturbed Brownian motion
DEFF Research Database (Denmark)
Tamborrino, Massimiliano; Ditlevsen, Susanne; Lansky, Peter
2015-01-01
? To answer this question we describe the effect of the intervention through parameter changes of the law governing the internal process. Then, the time interval between the start of the process and the final event is divided into two subintervals: the time from the start to the instant of intervention....... Also covariates and handling of censored observations are incorporated into the statistical model, and the method is illustrated on lung cancer data....
Brownian Motion: Theory and Experiment A Simple Classroom ...
Indian Academy of Sciences (India)
project work he and Kasturi did at RRI .... where the integration over rl is extended over all points in the interior of v while that over r2 is extended over all points exterior to v. Alternatively, we can also write. 1 - P = 1. 1 exp [-lr2 - rll2] drldr2' (6). 41T DTV n ,r2Ev. 4Dr where now the integration over both rl and r2 are ex-.
Black hole Brownian motion in a rotating environment
Lingam, Manasvi
2018-01-01
A Langevin equation is set up to model the dynamics of a supermassive black hole (massive particle) in a rotating environment (of light particles), typically the inner region of the galaxy, under the influence of dynamical friction, gravity and stochastic forces. The formal solution is derived, and the displacement and velocity two-point correlation functions are computed. The correlators perpendicular to the axis of rotation are equal to one another and different from those parallel to the axis. By computing this difference, it is suggested that one can, perhaps, observationally determine the magnitude of the rotation. In the case with sufficiently fast rotation, it is suggested that this model can lead to an ejection. If either one of dynamical friction and Eddington accretion is included, it is shown that a near-identical Langevin equation follows, allowing us to treat the two cases in a unified manner. The limitations of the model are also presented and compared against previous results.
Brownian Motion Problem: Random Walk and Beyond -RE ...
Indian Academy of Sciences (India)
University, Chandigarh and his present research activities are in non eqUilibrium statistical mechanics. He has written articles on teaching of physics, history and .... 2 Review article entitled 'Brown- ian Movement and Molecular. Reality' based on his work. has been translated into English by. F Soddy and published by Tay-.
Beyond Brownian Motion: A Levy Flight in Magic Boots -50 ...
Indian Academy of Sciences (India)
, Levy distribu- tion, fractals. Nalini Chakravarti. In recent times, it has become quite common in the scientific community to observe molecular aggregates which travel at times like Tom Thumb wearing his magic boots. This requires an under-.
Fractional Brownian motion of director fluctuations in nematic ordering
DEFF Research Database (Denmark)
Zhang, Z.; Mouritsen, Ole G.; Otnes, K.
1993-01-01
Temporal director fluctuations in nematic ordering were studied by computer simulation on the Lebwohl-Lasher model as well as by neutron-scattering experiments on the nematogen d-PAA. The time-series data have been analyzed by the rescaled-range method and in terms of the power spectrum in order ...
Dynamics of a magnetic active Brownian particle under a uniform magnetic field
Vidal-Urquiza, Glenn C.; Córdova-Figueroa, Ubaldo M.
2017-11-01
The dynamics of a magnetic active Brownian particle undergoing three-dimensional Brownian motion, both translation and rotation, under the influence of a uniform magnetic field is investigated. The particle self-propels at a constant speed along its magnetic dipole moment, which reorients due to the interplay between Brownian and magnetic torques, quantified by the Langevin parameter α . In this work, the time-dependent active diffusivity and the crossover time (τcross)—from ballistic to diffusive regimes—are calculated through the time-dependent correlation function of the fluctuations of the propulsion direction. The results reveal that, for any value of α , the particle undergoes a directional (or ballistic) propulsive motion at very short times (t ≪τcross ). In this regime, the correlation function decreases linearly with time, and the active diffusivity increases with it. It the opposite time limit (t ≫τcross ), the particle moves in a purely diffusive regime with a correlation function that decays asymptotically to zero and an active diffusivity that reaches a constant value equal to the long-time active diffusivity of the particle. As expected in the absence of a magnetic field (α =0 ), the crossover time is equal to the characteristic time scale for rotational diffusion, τrot. In the presence of a magnetic field (α >0 ), the correlation function, the active diffusivity, and the crossover time decrease with increasing α . The magnetic field regulates the regimes of propulsion of the particle. Here, the field reduces the period of time at which the active particle undergoes a directional motion. Consequently, the active particle rapidly reaches a diffusive regime at τcross≪τrot . In the limit of weak fields (α ≪1 ), the crossover time decreases quadratically with α , while in the limit of strong fields (α ≫1 ) it decays asymptotically as α-1. The results are in excellent agreement with those obtained by Brownian dynamics
Velocity Gradient Power Functional for Brownian Dynamics.
de Las Heras, Daniel; Schmidt, Matthias
2018-01-12
We present an explicit and simple approximation for the superadiabatic excess (over ideal gas) free power functional, admitting the study of the nonequilibrium dynamics of overdamped Brownian many-body systems. The functional depends on the local velocity gradient and is systematically obtained from treating the microscopic stress distribution as a conjugate field. The resulting superadiabatic forces are beyond dynamical density functional theory and are of a viscous nature. Their high accuracy is demonstrated by comparison to simulation results.
Relation between cooperative molecular motors and active Brownian particles.
Touya, Clément; Schwalger, Tilo; Lindner, Benjamin
2011-05-01
Active Brownian particles (ABPs), obeying a nonlinear Langevin equation with speed-dependent drift and noise amplitude, are well-known models used to describe self-propelled motion in biology. In this paper we study a model describing the stochastic dynamics of a group of coupled molecular motors (CMMs). Using two independent numerical methods, one based on the stationary velocity distribution of the motors and the other one on the local increments (also known as the Kramers-Moyal coefficients) of the velocity, we establish a connection between the CMM and the ABP models. The parameters extracted for the ABP via the two methods show good agreement for both symmetric and asymmetric cases and are independent of N, the number of motors, provided that N is not too small. This indicates that one can indeed describe the CMM problem with a simpler ABP model. However, the power spectrum of velocity fluctuations in the CMM model reveals a peak at a finite frequency, a peak which is absent in the velocity spectrum of the ABP model. This implies richer dynamic features of the CMM model which cannot be captured by an ABP model.
Modeling of rheological behavior for polymer nanocomposites via Brownian dynamic simulation
Seong, Dong Gi; Youn, Jae Ryoun; Song, Young Seok
2016-11-01
Reptation dynamics of the coarse-grained polymer molecular chain is investigated to predict rheological behavior of polymeric nanocomposites by applying Brownian dynamics simulation to the proposed full chain reptation model. Extensibility of polymer chain and constraint release from chain stretch or retraction are of main concern in describing the nanocomposite systems. Rheological results are well predicted by applying the improved simulation algorithm using stepwise Wiener processes. Strong shear thinning and elongational strain hardening are predicted and compared with the experimental results of polyamide 6/organoclay nanocomposites. The full chain reptation model enables us to predict dynamic motion of the polymer chain segments and understand mechanisms for characteristic rheological behaviors.
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...
Cost and Precision of Brownian Clocks
Barato, Andre C
2016-01-01
Brownian clocks are biomolecular networks that can count time. A paradigmatic example are proteins that go through a cycle thus regulating some oscillatory behaviour in a living system. Typically, such a cycle requires free energy often provided by ATP hydrolysis. We investigate the relation between the precision of such a clock and its thermodynamic costs. For clocks driven by a constant thermodynamic force, a given precision requires a minimal cost that diverges as the uncertainty of the clock vanishes. In marked contrast, we show that a clock driven by a periodic variation of an external protocol can achieve arbitrary precision at arbitrarily low cost. This result constitutes a fundamental difference between processes driven by a fixed thermodynamic force and those driven periodically. As a main technical tool, we map a periodically driven system with a deterministic protocol to one subject to an external protocol that changes in stochastic time intervals, which simplifies calculations significantly. In th...
Hybrid scheme for Brownian semistationary processes
DEFF Research Database (Denmark)
Bennedsen, Mikkel; Lunde, Asger; Pakkanen, Mikko S.
is to approximate the kernel function by a power function near zero and by a step function elsewhere. The resulting approximation of the process is a combination of Wiener integrals of the power function and a Riemann sum, which is why we call this method a hybrid scheme. Our main theoretical result describes...... the asymptotics of the mean square error of the hybrid scheme and we observe that the scheme leads to a substantial improvement of accuracy compared to the ordinary forward Riemann-sum scheme, while having the same computational complexity. We exemplify the use of the hybrid scheme by two numerical experiments......We introduce a simulation scheme for Brownian semistationary processes, which is based on discretizing the stochastic integral representation of the process in the time domain. We assume that the kernel function of the process is regularly varying at zero. The novel feature of the scheme...
Predicting Protein Interactions by Brownian Dynamics Simulations
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Xuan-Yu Meng
2012-01-01
Full Text Available We present a newly adapted Brownian-Dynamics (BD-based protein docking method for predicting native protein complexes. The approach includes global BD conformational sampling, compact complex selection, and local energy minimization. In order to reduce the computational costs for energy evaluations, a shell-based grid force field was developed to represent the receptor protein and solvation effects. The performance of this BD protein docking approach has been evaluated on a test set of 24 crystal protein complexes. Reproduction of experimental structures in the test set indicates the adequate conformational sampling and accurate scoring of this BD protein docking approach. Furthermore, we have developed an approach to account for the flexibility of proteins, which has been successfully applied to reproduce the experimental complex structure from the structure of two unbounded proteins. These results indicate that this adapted BD protein docking approach can be useful for the prediction of protein-protein interactions.
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.
Correlational approach to study interactions between dust Brownian particles in a plasma
Lisin, E. A.; Vaulina, O. S.; Petrov, O. F.
2018-01-01
A general approach to the correlational analysis of Brownian motion of strongly coupled particles in open dissipative systems is described. This approach can be applied to the theoretical description of various non-ideal statistically equilibrium systems (including non-Hamiltonian systems), as well as for the analysis of experimental data. In this paper, we consider an application of the correlational approach to the problem of experimental exploring the wake-mediated nonreciprocal interactions in complex plasmas. We derive simple analytic equations, which allows one to calculate the gradients of forces acting on a microparticle due to each of other particles as well as the gradients of external field, knowing only the information on time-averaged correlations of particles displacements and velocities. We show the importance of taking dissipative and random processes into account, without which consideration of a system with a nonreciprocal interparticle interaction as linearly coupled oscillators leads to significant errors in determining the characteristic frequencies in a system. In the examples of numerical simulations, we demonstrate that the proposed original approach could be an effective instrument in exploring the longitudinal wake structure of a microparticle in a plasma. Unlike the previous attempts to study the wake-mediated interactions in complex plasmas, our method does not require any external perturbations and is based on Brownian motion analysis only.
Directed transport of Brownian particles in a changing temperature field
Energy Technology Data Exchange (ETDEWEB)
Grillo, A [DMFCI, Facolta di Ingegneria, Universita di Catania. Viale Andrea Doria 6, 95125 Catania (Italy); Jinha, A [HPL-Faculty of Kinesiology, University of Calgary, 2500 University Drive NW, Calgary, Alberta, T2N 1N4 (Canada); Federico, S [HPL-Faculty of Kinesiology, University of Calgary, 2500 University Drive NW, Calgary, Alberta, T2N 1N4 (Canada); Ait-Haddou, R [HPL-Faculty of Kinesiology, University of Calgary, 2500 University Drive NW, Calgary, Alberta, T2N 1N4 (Canada); Herzog, W [HPL-Faculty of Kinesiology, University of Calgary, 2500 University Drive NW, Calgary, Alberta, T2N 1N4 (Canada); Giaquinta, G [DMFCI, Facolta di Ingegneria, Universita di Catania. Viale Andrea Doria 6, 95125 Catania (Italy)
2008-01-11
We study the interaction of Brownian particles with a changing temperature field in the presence of a one-dimensional periodic adiabatic potential. We show the existence of directed transport through the determination of the overall current of Brownian particles crossing the boundary of the system. With respect to the case of Brownian particles in a thermal bath, we determine a current which exhibits a contribution explicitly related to the presence of a thermal gradient. Beyond the self-consistent calculation of the temperature and probability density distribution of Brownian particles, we evaluate the energy consumption for directed transport to take place. Our description is based on Streater's model, and solutions are obtained by perturbing the system from its initial thermodynamic equilibrium state.
Rotational Brownian Dynamics simulations of clathrin cage formation
Energy Technology Data Exchange (ETDEWEB)
Ilie, Ioana M.; Briels, Wim J. [Computational BioPhysics, Faculty of Science and Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); MESA+ Institute for Nanotechnology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); Otter, Wouter K. den, E-mail: w.k.denotter@utwente.nl [Computational BioPhysics, Faculty of Science and Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); MESA+ Institute for Nanotechnology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); Multi Scale Mechanics, Faculty of Engineering Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands)
2014-08-14
The self-assembly of nearly rigid proteins into ordered aggregates is well suited for modeling by the patchy particle approach. Patchy particles are traditionally simulated using Monte Carlo methods, to study the phase diagram, while Brownian Dynamics simulations would reveal insights into the assembly dynamics. However, Brownian Dynamics of rotating anisotropic particles gives rise to a number of complications not encountered in translational Brownian Dynamics. We thoroughly test the Rotational Brownian Dynamics scheme proposed by Naess and Elsgaeter [Macromol. Theory Simul. 13, 419 (2004); Naess and Elsgaeter Macromol. Theory Simul. 14, 300 (2005)], confirming its validity. We then apply the algorithm to simulate a patchy particle model of clathrin, a three-legged protein involved in vesicle production from lipid membranes during endocytosis. Using this algorithm we recover time scales for cage assembly comparable to those from experiments. We also briefly discuss the undulatory dynamics of the polyhedral cage.
Double-temperature ratchet model and current reversal of coupled Brownian motors
Li, Chen-Pu; Chen, Hong-Bin; Zheng, Zhi-Gang
2017-12-01
On the basis of the transport features and experimental phenomena observed in studies of molecular motors, we propose a double-temperature ratchet model of coupled motors to reveal the dynamical mechanism of cooperative transport of motors with two heads, where the interactions and asynchrony between two motor heads are taken into account. We investigate the collective unidirectional transport of coupled system and find that the direction of motion can be reversed under certain conditions. Reverse motion can be achieved by modulating the coupling strength, coupling free length, and asymmetric coefficient of the periodic potential, which is understood in terms of the effective potential theory. The dependence of the directed current on various parameters is studied systematically. Directed transport of coupled Brownian motors can be manipulated and optimized by adjusting the pulsation period or the phase shift of the pulsation temperature.
Domínguez-García, P; Jeney, Sylvia
2016-01-01
We provide a detailed study of the interplay between the different interactions which appear in the Brownian motion of a micronsized sphere immersed in a viscoelastic fluid measured with optical trapping interferometry. To explore a wide range of viscous, elastic and optical forces, we analyze two different viscoelastic solutions at various concentrations, which provide a dynamic polymeric structure surrounding the Brownian sphere. Our experiments show that, depending of the fluid, optical forces, even if small, slightly modify the complex modulus at low frequencies. Based on our findings, we propose an alternative methodology to calibrate this kind of experimental set-up when non-Newtonian fluids are used. Understanding the influence of the optical potential is essential for a correct interpretation of the mechanical properties obtained by optically-trapped probe-based studies of biomaterials and living matter.
Cost and Precision of Brownian Clocks
Directory of Open Access Journals (Sweden)
Andre C. Barato
2016-12-01
Full Text Available Brownian clocks are biomolecular networks that can count time. A paradigmatic example are proteins that go through a cycle, thus regulating some oscillatory behavior in a living system. Typically, such a cycle requires free energy often provided by ATP hydrolysis. We investigate the relation between the precision of such a clock and its thermodynamic costs. For clocks driven by a constant thermodynamic force, a given precision requires a minimal cost that diverges as the uncertainty of the clock vanishes. In marked contrast, we show that a clock driven by a periodic variation of an external protocol can achieve arbitrary precision at arbitrarily low cost. This result constitutes a fundamental difference between processes driven by a fixed thermodynamic force and those driven periodically. As a main technical tool, we map a periodically driven system with a deterministic protocol to one subject to an external protocol that changes in stochastic time intervals, which simplifies calculations significantly. In the nonequilibrium steady state of the resulting bipartite Markov process, the uncertainty of the clock can be deduced from the calculable dispersion of a corresponding current.
Cost and Precision of Brownian Clocks
Barato, Andre C.; Seifert, Udo
2016-10-01
Brownian clocks are biomolecular networks that can count time. A paradigmatic example are proteins that go through a cycle, thus regulating some oscillatory behavior in a living system. Typically, such a cycle requires free energy often provided by ATP hydrolysis. We investigate the relation between the precision of such a clock and its thermodynamic costs. For clocks driven by a constant thermodynamic force, a given precision requires a minimal cost that diverges as the uncertainty of the clock vanishes. In marked contrast, we show that a clock driven by a periodic variation of an external protocol can achieve arbitrary precision at arbitrarily low cost. This result constitutes a fundamental difference between processes driven by a fixed thermodynamic force and those driven periodically. As a main technical tool, we map a periodically driven system with a deterministic protocol to one subject to an external protocol that changes in stochastic time intervals, which simplifies calculations significantly. In the nonequilibrium steady state of the resulting bipartite Markov process, the uncertainty of the clock can be deduced from the calculable dispersion of a corresponding current.
Shear thinning in non-Brownian suspensions.
Chatté, Guillaume; Comtet, Jean; Niguès, Antoine; Bocquet, Lydéric; Siria, Alessandro; Ducouret, Guylaine; Lequeux, François; Lenoir, Nicolas; Ovarlez, Guillaume; Colin, Annie
2018-02-14
We study the flow of suspensions of non-Brownian particles dispersed into a Newtonian solvent. Combining capillary rheometry and conventional rheometry, we evidence a succession of two shear thinning regimes separated by a shear thickening one. Through X-ray radiography measurements, we show that during each of those regimes, the flow remains homogeneous and does not involve particle migration. Using a quartz-tuning fork based atomic force microscope, we measure the repulsive force profile and the microscopic friction coefficient μ between two particles immersed into the solvent, as a function of normal load. Coupling measurements from those three techniques, we propose that (1) the first shear-thinning regime at low shear rates occurs for a lubricated rheology and can be interpreted as a decrease of the effective volume fraction under increasing particle pressures, due to short-ranged repulsive forces and (2) the second shear thinning regime after the shear-thickening transition occurs for a frictional rheology and can be interpreted as stemming from a decrease of the microscopic friction coefficient at large normal load.
Brites, Carlos D. S.; Xie, Xiaoji; Debasu, Mengistie L.; Qin, Xian; Chen, Runfeng; Huang, Wei; Rocha, João; Liu, Xiaogang; Carlos, Luís D.
2016-10-01
Brownian motion is one of the most fascinating phenomena in nature. Its conceptual implications have a profound impact in almost every field of science and even economics, from dissipative processes in thermodynamic systems, gene therapy in biomedical research, artificial motors and galaxy formation to the behaviour of stock prices. However, despite extensive experimental investigations, the basic microscopic knowledge of prototypical systems such as colloidal particles in a fluid is still far from being complete. This is particularly the case for the measurement of the particles' instantaneous velocities, elusive due to the rapid random movements on extremely short timescales. Here, we report the measurement of the instantaneous ballistic velocity of Brownian nanocrystals suspended in both aqueous and organic solvents. To achieve this, we develop a technique based on upconversion nanothermometry. We find that the population of excited electronic states in NaYF4:Yb/Er nanocrystals at thermal equilibrium can be used for temperature mapping of the nanofluid with great thermal sensitivity (1.15% K-1 at 296 K) and a high spatial resolution (<1 μm). A distinct correlation between the heat flux in the nanofluid and the temporal evolution of Er3+ emission allows us to measure the instantaneous velocity of nanocrystals with different sizes and shapes.
Diffusion mechanism of non-interacting Brownian particles through a deformed substrate
Arfa, Lahcen; Ouahmane, Mehdi; El Arroum, Lahcen
2018-02-01
We study the diffusion mechanism of non-interacting Brownian particles through a deformed substrate. The study is done at low temperature for different values of the friction. The deformed substrate is represented by a periodic Remoissenet-Peyrard potential with deformability parameter s. In this potential, the particles (impurity, adatoms…) can diffuse. We ignore the interactions between these mobile particles consider them merely as non-interacting Brownian particles and this system is described by a Fokker-Planck equation. We solve this equation numerically using the matrix continued fraction method to calculate the dynamic structure factor S(q , ω) . From S(q , ω) some relevant correlation functions are also calculated. In particular, we determine the half-width line λ(q) of the peak of the quasi-elastic dynamic structure factor S(q , ω) and the diffusion coefficient D. Our numerical results show that the diffusion mechanism is described, depending on the structure of the potential, either by a simple jump diffusion process with jump length close to the lattice constant a or by a combination of a jump diffusion model with jump length close to lattice constant a and a liquid-like motion inside the unit cell. It shows also that, for different friction regimes and various potential shapes, the friction attenuates the diffusion mechanism. It is found that, in the high friction regime, the diffusion process is more important through a deformed substrate than through a non-deformed one.
Brownian dynamics of emulsion film formation and droplet coalescence.
Toro-Mendoza, Jhoan; Petsev, Dimiter N
2010-05-01
We analyze the evolution in thickness and radius of the film formed during the collision of two deformable emulsion Brownian droplets. These variables exhibit random fluctuations due to thermal disturbances from the continuous liquid phase. As a result, the system probes a random trajectory in the configurational space until it reaches a critical film thickness, at which point the droplets coalesce. Therefore, the film is modeled as a disk with thicknesses and radi that can fluctuate. Our analysis is based on a Langevin-Brownian dynamics approach, which accounts for the thermodynamic and hydrodynamic interactions in the lubrication approximation. We examine the effect of parameters such as droplet size, interfacial mobility, and electrolyte concentration on the coalescence of small Brownian droplets. The results suggest that the coalescence times depend on a complex interplay between the thermodynamic and hydrodynamic interactions.
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.
Energy Technology Data Exchange (ETDEWEB)
Dubina, Sean Hyun, E-mail: sdubin2@uic.edu; Wedgewood, Lewis Edward, E-mail: wedge@uic.edu [Department of Chemical Engineering, University of Illinois at Chicago, 810 S. Clinton St. (MC 110), Chicago, Illinois 60607-4408 (United States)
2016-07-15
Ferrofluids are often favored for their ability to be remotely positioned via external magnetic fields. The behavior of particles in ferromagnetic clusters under uniformly applied magnetic fields has been computationally simulated using the Brownian dynamics, Stokesian dynamics, and Monte Carlo methods. However, few methods have been established that effectively handle the basic principles of magnetic materials, namely, Maxwell’s equations. An iterative constraint method was developed to satisfy Maxwell’s equations when a uniform magnetic field is imposed on ferrofluids in a heterogeneous Brownian dynamics simulation that examines the impact of ferromagnetic clusters in a mesoscale particle collection. This was accomplished by allowing a particulate system in a simple shear flow to advance by a time step under a uniformly applied magnetic field, then adjusting the ferroparticles via an iterative constraint method applied over sub-volume length scales until Maxwell’s equations were satisfied. The resultant ferrofluid model with constraints demonstrates that the magnetoviscosity contribution is not as substantial when compared to homogeneous simulations that assume the material’s magnetism is a direct response to the external magnetic field. This was detected across varying intensities of particle-particle interaction, Brownian motion, and shear flow. Ferroparticle aggregation was still extensively present but less so than typically observed.
Energy Technology Data Exchange (ETDEWEB)
Kang Yanmei [Department of Applied Mathematics, Xi' an Jiaotong University, Xi' an 710049 (China); Jiang Jun; Xie Yong, E-mail: kangyanmei2002@yahoo.com.cn [School of Aerospace, Xi' an Jiaotong University, Xi' an 710049 (China)
2011-01-21
The aim of this paper is to develop a simple and efficient method for observing the fluctuating spectral density of subdiffusive Brownian motion in an overdamped periodic potential for exploring the subdiffusive property in frequency domain. Based on the general frame of linear response theory for subdiffusive fractional Fokker-Planck equation systems, an explicit relation between fluctuating spectral density and linear dynamical susceptibility is deduced, and then a method of moments based on the expansion of trigonometric functions is proposed for calculating the linear dynamic susceptibility. With the linear dynamic susceptibility available, the fluctuating spectral density is finally obtained. The numerical results demonstrate that subdiffusion weakens coherent oscillations in the periodic system, but enhances aperiodic components. Our observation embodies the fact of the Mittag-Leffler residence time distribution with an infinite mean in the subdiffusive process from the frequency domain.
Zemánek, Pavel; Šiler, Martin; Brzobohatý, Oto; Jákl, Petr; Filip, Radim
2016-06-01
The noise-to-signal transitions belong to an exciting group of processes in physics. In Filip and Zemánek (2016, J. Opt. 18 065401) we theoretically analyse the stochastic noise-to-signal transition of overdamped Brownian motion of a particle in the cubic potential. In this part, we propose a feasible experimental setup for a proof-of-principle experiment that uses methods of optical trapping in shaped laser beams which provide cubic and quadratic potentials. Theoretical estimates and results from the numerical simulations indicate that the noise-to-signal transition can be observed under realistic experimental conditions.
Brownian pump powered by a white-noise flashing ratchet.
Gomez-Marin, A; Sancho, J M
2008-03-01
A Brownian pump of particles powered by a stochastic flashing ratchet mechanism is studied. The pumping device is embedded in a finite region and bounded by particle reservoirs. In the steady state, we exactly calculate the spatial density profile, the concentration ratio between both reservoirs and the particle flux. We propose a simulation framework for the consistent evaluation of such observable quantities.
Response to "Rotational velocity autocorrelation function of interacting Brownian particles"
Lowe, C.P.; Hagen, M. H. J.; Frenkel, D.
2001-01-01
Comment on "Response to ‘Rotational velocity autocorrelation function of interacting Brownian particles’", Referred to by: Physica A: Statistical Mechanics and its Applications, Volume 297, Issues 1-2, 1 August 2001, Pages 115-116. B. Cichocki, and B. U. Felderhof
Cell motility as random motion: A review
DEFF Research Database (Denmark)
Selmeczi, Dávid; Li, Liwen; Pedersen, Leif
2008-01-01
The historical co-evolution of biological motility models with models of Brownian motion is outlined. Recent results for how to derive cell-type-specific motility models from experimental cell trajectories are reviewed. Experimental work in progress, which tests the generality of this phenomenolo...... of this phenomenological model building is reported. So is theoretical work in progress, which explains the characteristic time scales and correlations of phenomenological models in terms of the dynamics of cytoskeleton, lamellipodia, and pseudopodia.......The historical co-evolution of biological motility models with models of Brownian motion is outlined. Recent results for how to derive cell-type-specific motility models from experimental cell trajectories are reviewed. Experimental work in progress, which tests the generality...
Brownian dynamics of confined rigid bodies
Energy Technology Data Exchange (ETDEWEB)
Delong, Steven; Balboa Usabiaga, Florencio; Donev, Aleksandar, E-mail: donev@courant.nyu.edu [Courant Institute of Mathematical Sciences, New York University, New York, New York 10012 (United States)
2015-10-14
We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust, space efficient, and easy to accumulate. We construct a system of overdamped Langevin equations in the quaternion representation that accounts for hydrodynamic effects, preserves the unit-norm constraint on the quaternion, and is time reversible with respect to the Gibbs-Boltzmann distribution at equilibrium. We introduce two schemes for temporal integration of the overdamped Langevin equations of motion, one based on the Fixman midpoint method and the other based on a random finite difference approach, both of which ensure that the correct stochastic drift term is captured in a computationally efficient way. We study several examples of rigid colloidal particles diffusing near a no-slip boundary and demonstrate the importance of the choice of tracking point on the measured translational mean square displacement (MSD). We examine the average short-time as well as the long-time quasi-two-dimensional diffusion coefficient of a rigid particle sedimented near a bottom wall due to gravity. For several particle shapes, we find a choice of tracking point that makes the MSD essentially linear with time, allowing us to estimate the long-time diffusion coefficient efficiently using a Monte Carlo method. However, in general, such a special choice of tracking point does not exist, and numerical techniques for simulating long trajectories, such as the ones we introduce here, are necessary to study diffusion on long time scales.
FracSim: An R Package to Simulate Multifractional Lévy Motions
Directory of Open Access Journals (Sweden)
Sébastien Déjean
2005-12-01
Full Text Available In this article a procedure is proposed to simulate fractional fields, which are non Gaussian counterpart of the fractional Brownian motion. These fields, called real harmonizable (multifractional Lévy motions, allow fixing the Hölder exponent at each point. FracSim is an R package developed in R and C language. Parallel computers have been also used.
FracSim: An R Package to Simulate Multifractional Lévy Motions
Directory of Open Access Journals (Sweden)
Sébastien Déjean
2005-12-01
Full Text Available In this article a procedure is proposed to simulate fractional fields, which are non Gaussian counterpart of the fractional Brownian motion. These fields, called real harmonizable (multifractional Lvy motions, allow fixing the Hlder exponent at each point. FracSim is an R package developed in R and C language. Parallel computers have been also used.
Driven Brownian transport through arrays of symmetric obstacles
Martens, Steffen; Ghosh, Pulak K.; Hänggi, Peter; Marchesoni, Fabio; Nori, Franco; Schimansky-Geier, Lutz; Schmid, Gerhard
2012-02-01
The transport of a suspended overdamped Brownian particle driven through a two-dimensional rectangular array of circular obstacles with finite radius is numerically investigated [P. K. Ghosh et. al., Phys. Rev. E, submitted (2011)]. Two limiting cases are considered in detail, namely, when the constant drive is parallel to the principal or the diagonal array axes. This corresponds to studying the Brownian transport in periodic channels with reflecting walls of different topologies. The mobility and diffusivity of the transported particle in such channels are determined as functions of the drive and the array geometric parameters. Prominent transport features, like negative differential mobilities, excess diffusion peaks, and unconventional asymptotic behaviors, are explained in terms of two distinct lengths, the size of single obstacles (trapping length) and the lattice constant of the array (local correlation length). Local correlation effects are further analyzed by continuously rotating the drive between the two limiting orientations.
Resonance of Brownian vortices in viscoelastic shear flows
Laas, K.; Mankin, R.
2015-10-01
The dynamics of a Brownian particle in an oscillatory viscoelastic shear flow is considered using the generalized Langevin equation. The interaction with fluctuations of environmental parameters is modeled by an additive external white noise and by an internal Mittag-Leffer noise with a finite memory time. Focusing on the mean angular momentum of particles it is shown that the presence of memory has a profound effect on the behavior of the Brownian vortices. Particularly, if an external noise dominates over the internal noise, a resonance-like dependence of the mean angular momentum of "free" particles, trapped due to the cage effect, on the characteristic memory time is observed. Moreover, it is established that memory effects can induce two kinds of resonance peaks: one resonance peak is related to the presence of external noise and the other is related to the initial positional distribution of particles. The bona fide resonance versus the shear frequency is also discussed.
Multiscale Reaction-Diffusion Algorithms: PDE-Assisted Brownian Dynamics
Franz, Benjamin
2013-06-19
Two algorithms that combine Brownian dynami cs (BD) simulations with mean-field partial differential equations (PDEs) are presented. This PDE-assisted Brownian dynamics (PBD) methodology provides exact particle tracking data in parts of the domain, whilst making use of a mean-field reaction-diffusion PDE description elsewhere. The first PBD algorithm couples BD simulations with PDEs by randomly creating new particles close to the interface, which partitions the domain, and by reincorporating particles into the continuum PDE-description when they cross the interface. The second PBD algorithm introduces an overlap region, where both descriptions exist in parallel. It is shown that the overlap region is required to accurately compute variances using PBD simulations. Advantages of both PBD approaches are discussed and illustrative numerical examples are presented. © 2013 Society for Industrial and Applied Mathematics.
Fast simulation of Brownian dynamics in a crowded environment.
Smith, Stephen; Grima, Ramon
2017-01-14
Brownian dynamics simulations are an increasingly popular tool for understanding spatially extended biochemical reaction systems. Recent improvements in our understanding of the cellular environment show that volume exclusion effects are fundamental to reaction networks inside cells. These systems are frequently studied by incorporating inert hard spheres (crowders) into three-dimensional Brownian dynamics (BD) simulations; however these methods are extremely slow owing to the sheer number of possible collisions between particles. Here we propose a rigorous "crowder-free" method to dramatically increase the simulation speed for crowded biochemical reaction systems by eliminating the need to explicitly simulate the crowders. We consider both the cases where the reactive particles are point particles, and where they themselves occupy a volume. Using simulations of simple chemical reaction networks, we show that the "crowder-free" method is up to three orders of magnitude faster than conventional BD and yet leads to nearly indistinguishable results from the latter.
The underdamped Brownian duet and stochastic linear irreversible thermodynamics
Proesmans, Karel; Van den Broeck, Christian
2017-10-01
Building on our earlier work [Proesmans et al., Phys. Rev. X 6, 041010 (2016)], we introduce the underdamped Brownian duet as a prototype model of a dissipative system or of a work-to-work engine. Several recent advances from the theory of stochastic thermodynamics are illustrated with explicit analytic calculations and corresponding Langevin simulations. In particular, we discuss the Onsager-Casimir symmetry, the trade-off relations between power, efficiency and dissipation, and stochastic efficiency.
Brownian Duet: A Novel Tale of Thermodynamic Efficiency
Directory of Open Access Journals (Sweden)
Karel Proesmans
2016-10-01
Full Text Available We calculate analytically the stochastic thermodynamic properties of an isothermal Brownian engine driven by a duo of time-periodic forces, including its Onsager coefficients, the stochastic work of each force, and the corresponding stochastic entropy production. We verify the relations between different operational regimes, maximum power, maximum efficiency, and minimum dissipation, and reproduce the signature features of the stochastic efficiency. All of these results are experimentally tested without adjustable parameters on a colloidal system.
Circular motion of asymmetric self-propelling particles.
Kümmel, Felix; ten Hagen, Borge; Wittkowski, Raphael; Buttinoni, Ivo; Eichhorn, Ralf; Volpe, Giovanni; Löwen, Hartmut; Bechinger, Clemens
2013-05-10
Micron-sized self-propelled (active) particles can be considered as model systems for characterizing more complex biological organisms like swimming bacteria or motile cells. We produce asymmetric microswimmers by soft lithography and study their circular motion on a substrate and near channel boundaries. Our experimental observations are in full agreement with a theory of Brownian dynamics for asymmetric self-propelled particles, which couples their translational and orientational motion.
Brownian dynamics of confined suspensions of active microrollers
Balboa Usabiaga, Florencio; Delmotte, Blaise; Donev, Aleksandar
2017-04-01
We develop efficient numerical methods for performing many-body Brownian dynamics simulations of a recently observed fingering instability in an active suspension of colloidal rollers sedimented above a wall [M. Driscoll, B. Delmotte, M. Youssef, S. Sacanna, A. Donev, and P. Chaikin, Nat. Phys. (2016), preprint arXiv:1609.08673. We present a stochastic Adams-Bashforth integrator for the equations of Brownian dynamics, which has the same cost but is more accurate than the widely used Euler-Maruyama scheme, and use a random finite difference to capture the stochastic drift proportional to the divergence of the configuration-dependent mobility matrix. We generate the Brownian increments using a Krylov method and show that for particles confined to remain in the vicinity of a no-slip wall by gravity or active flows, the number of iterations is independent of the number of particles. Our numerical experiments with active rollers show that the thermal fluctuations set the characteristic height of the colloids above the wall, both in the initial condition and the subsequent evolution dominated by active flows. The characteristic height in turn controls the time scale and wavelength for the development of the fingering instability.
Brownian dynamics of a protein-polymer chain complex in a solid-state nanopore
Wells, Craig C.; Melnikov, Dmitriy V.; Gracheva, Maria E.
2017-08-01
We study the movement of a polymer attached to a large protein inside a nanopore in a thin silicon dioxide membrane submerged in an electrolyte solution. We use Brownian dynamics to describe the motion of a negatively charged polymer chain of varying lengths attached to a neutral protein modeled as a spherical bead with a radius larger than that of the nanopore, allowing the chain to thread the nanopore but preventing it from translocating. The motion of the protein-polymer complex within the pore is also compared to that of a freely translocating polymer. Our results show that the free polymer's standard deviations in the direction normal to the pore axis is greater than that of the protein-polymer complex. We find that restrictions imposed by the protein, bias, and neighboring chain segments aid in controlling the position of the chain in the pore. Understanding the behavior of the protein-polymer chain complex may lead to methods that improve molecule identification by increasing the resolution of ionic current measurements.
Brownian semi-stationary processes, turbulence and smooth processes
DEFF Research Database (Denmark)
Urbina, José Ulises Márquez
This thesis analysis the use of Brownian semi-stationary (BSS) processes to model the main statistical features present in turbulent time series, and some asymptotic properties of certain classes of smooth processes. Turbulence is a complex phenomena governed by the Navier-Stokes equations....... We also studied the distributional properties of the increments of BSS processes with the intent to better understand why the BSS processes seem to accurately reproduce the temporal turbulent dynamics. BSS processes in general are not semimartingales. However, there are conditions which make a BSS...
Continuum Theory of Phase Separation Kinetics for Active Brownian Particles
Stenhammar, Joakim; Tiribocchi, Adriano; Allen, Rosalind J.; Marenduzzo, Davide; Cates, Michael E.
2013-10-01
Active Brownian particles (ABPs), when subject to purely repulsive interactions, are known to undergo activity-induced phase separation broadly resembling an equilibrium (attraction-induced) gas-liquid coexistence. Here we present an accurate continuum theory for the dynamics of phase-separating ABPs, derived by direct coarse graining, capturing leading-order density gradient terms alongside an effective bulk free energy. Such gradient terms do not obey detailed balance; yet we find coarsening dynamics closely resembling that of equilibrium phase separation. Our continuum theory is numerically compared to large-scale direct simulations of ABPs and accurately accounts for domain growth kinetics, domain topologies, and coexistence densities.
Analysis of Brownian Dynamics Simulations of Reversible Bimolecular Reactions
Lipková, Jana
2011-01-01
A class of Brownian dynamics algorithms for stochastic reaction-diffusion models which include reversible bimolecular reactions is presented and analyzed. The method is a generalization of the λ-bcȳ model for irreversible bimolecular reactions which was introduced in [R. Erban and S. J. Chapman, Phys. Biol., 6(2009), 046001]. The formulae relating the experimentally measurable quantities (reaction rate constants and diffusion constants) with the algorithm parameters are derived. The probability of geminate recombination is also investigated. © 2011 Society for Industrial and Applied Mathematics.
On the calculation of the self-diffusion coefficient of interacting Brownian particles
Lekkerkerker, H.N.W.; Dhont, J.K.G.
1984-01-01
We consider two ways to calculate the self-diffusion coefficient of interacting Brownian particles. The first approach is based on the calculation of the mean square displacement of a Brownian particle starting from the Smoluchowski equation. In the second approach the self-diffusion coefficient is
Mathematical interpretation of Brownian motor model: Limit cycles and directed transport phenomena
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.
Zhao, Mingfei; Yong, Xin
2017-11-01
Nanoparticle deposition coupled to hydrodynamics plays important roles in materials printing and thin-film processing. Investigations of nanoparticle dynamics in evaporating colloidal dispersions could elicit a greater understanding of the processing-structure relationship for evaporation-induced self-assembly and deposition. A 3D free-energy lattice Boltzmann method combined with Brownian dynamics is developed to simulate evaporating colloidal droplets and rivulets. In this work, we explore the deposition on solid substrates with different wetting properties, namely static contact angle and contact line motion. We highlight the influence of convective flows on the assembly kinetics and deposit patterns using the developed model. We introduce a novel approach to impose a pinned contact line for most of droplet lifetime. The time evolutions of contact angle and droplet volume are examined to characterize the pinning scheme. We observe the process of nanoparticle self-assembly during the evaporation of droplets and rivulets and quantitatively analyze the deposit structure. This work was supported by the National Science Foundation under Grant No. CMMI-1538090.
Robust unidirectional rotation in three-tooth Brownian rotary ratchet systems
Tutu, Hiroki; Nagata, Soichiro
2013-02-01
We apply a simple Brownian ratchet model to an artificial molecular rotary system mounted in a biological membrane, in which the rotor always maintains unidirectional rotation in response to a linearly polarized weak ac field. Because the rotor and stator compose a ratchet system, we describe the motion of the rotor tip with the Langevin equation for a particle in a two-dimensional three-tooth ratchet potential of threefold symmetry. Unidirectional rotation can be induced under the field and optimized by stochastic resonance, wherein the mean angular momentum (MAM) of the rotor exhibits a bell-shaped curve for the noise strength. We obtain analytical expressions for the MAM and power loss from the corresponding Fokker-Planck equation, via a Markov transition model for coarse-grained states (six-state model). The MAM expression reveals a significant effect depending on the chirality of the ratchet potential: in achiral cases, the MAM approximately vanishes with respect to the polarization angle ϕ of the field; in chiral cases, the MAM does not crucially depend on ϕ, but depends on the direction of the ratchet; i.e., the parity of the unidirectional rotation is inherent in the ratchet structure. This feature is useful for artificial rotary systems to maintain robust unidirectional rotation independent of the mounting condition.
Sims, David W; Humphries, Nicolas E; Bradford, Russell W; Bruce, Barry D
2012-03-01
1. Search processes play an important role in physical, chemical and biological systems. In animal foraging, the search strategy predators should use to search optimally for prey is an enduring question. Some models demonstrate that when prey is sparsely distributed, an optimal search pattern is a specialised random walk known as a Lévy flight, whereas when prey is abundant, simple Brownian motion is sufficiently efficient. These predictions form part of what has been termed the Lévy flight foraging hypothesis (LFF) which states that as Lévy flights optimise random searches, movements approximated by optimal Lévy flights may have naturally evolved in organisms to enhance encounters with targets (e.g. prey) when knowledge of their locations is incomplete. 2. Whether free-ranging predators exhibit the movement patterns predicted in the LFF hypothesis in response to known prey types and distributions, however, has not been determined. We tested this using vertical and horizontal movement data from electronic tagging of an apex predator, the great white shark Carcharodon carcharias, across widely differing habitats reflecting different prey types. 3. Individual white sharks exhibited movement patterns that predicted well the prey types expected under the LFF hypothesis. Shark movements were best approximated by Brownian motion when hunting near abundant, predictable sources of prey (e.g. seal colonies, fish aggregations), whereas movements approximating truncated Lévy flights were present when searching for sparsely distributed or potentially difficult-to-detect prey in oceanic or shelf environments, respectively. 4. That movement patterns approximated by truncated Lévy flights and Brownian behaviour were present in the predicted prey fields indicates search strategies adopted by white sharks appear to be the most efficient ones for encountering prey in the habitats where such patterns are observed. This suggests that C. carcharias appears capable of exhibiting
Local Nanomechanical Motion In Single Cells.
Pelling, Andrew; Gimzewski, James
2004-03-01
We present new evidence that the nanoscale motion of the cell wall of Saccharomyces cerevisiae exhibits local bionanomechanical motion at characteristic frequencies and which is not caused by random or Brownian processes. This motion is measured with the AFM tip which acts as a nanomechanical sensor, permitting the motion of the cell wall to be recorded as a function of time, applied force, etc. We present persuasive evidence which shows that the local nanomechanical motion is characteristic of metabolic processes taking place inside the cell. This is demonstrated by clear differences between living cells and living cells treated with a metabolic inhibitor. This inhibitor specifically targets cytochrome oxidase inside the mitochondria and inhibits ATP production. The cells observed in this study display characteristic local cell wall motion with amplitudes between 1 and 3 nm and frequencies between 500 and 1700 Hz. The motion is temperature dependant which also suggests the mechanism for the observed motion has biological origins. In addition to a stringent series of control experiments we also discuss local measurements of the cell's mechanical properties and their influence on the observed bionanomechanical motion.
Bopp operators and phase-space spin dynamics: application to rotational quantum Brownian motion
Energy Technology Data Exchange (ETDEWEB)
Zueco, D [Departamento de Fisica de la Materia Condensada e, Instituto de Ciencia de Materiales de Aragon, C.S.I.C.-Universidad de Zaragoza, E-50009 Zaragoza (Spain); Calvo, I [Laboratorio Nacional de Fusion, Asociacion EURATOM-CIEMAT, E-28040 Madrid (Spain)
2007-04-27
For non-relativistic spinless particles, Bopp operators give an elegant and simple way to compute the dynamics of quasiprobability distributions in the phase-space formulation of Quantum Mechanics. In this work, we present a generalization of Bopp operators for spins and apply our results to the case of open spin systems. This approach allows to take the classical limit in a transparent way, recovering the corresponding Fokker-Planck equation.
Theers, Mario; Westphal, Elmar; Gompper, Gerhard; Winkler, Roland G
2016-03-01
The friction and diffusion coefficients of rigid spherical colloidal particles dissolved in a fluid are determined from velocity and force autocorrelation functions by mesoscale hydrodynamic simulations. Colloids with both slip and no-slip boundary conditions are considered, which are embedded in fluids modeled by multiparticle collision dynamics with and without angular momentum conservation. For no-slip boundary conditions, hydrodynamics yields the well-known Stokes law, while for slip boundary conditions the lack of angular momentum conservation leads to a reduction of the hydrodynamic friction coefficient compared to the classical result. The colloid diffusion coefficient is determined by integration of the velocity autocorrelation function, where the numerical result at shorter times is combined with the theoretical hydrodynamic expression for longer times. The suitability of this approach is confirmed by simulations of sedimenting colloids. In general, we find only minor deviations from the Stokes-Einstein relation, which even disappear for larger colloids. Importantly, for colloids with slip boundary conditions, our simulation results contradict the frequently assumed additivity of local and hydrodynamic diffusion coefficients.
Brownian motion in a classical ideal gas: A microscopic approach to ...
Indian Academy of Sciences (India)
Department of Physics, Indian Institute of Science, Bangalore 560 012, India; Department of Physics, Carnegie Mellon University, Pittsburgh, PA 15213, USA; Department of Physics, Guru Nanak Dev University, Amritsar 143 005, India; Department of Physics, University of Waterloo, Ontario, Canada N2L3G1, Canada ...
Spin motive forces and current fluctuations due to Brownian motion of domain walls
Lucassen, M.E.|info:eu-repo/dai/nl/314406913; Duine, R.A.|info:eu-repo/dai/nl/304830127
2009-01-01
We compute the power spectrum of the noise in the current due to spin motive forces by a fluctuating domain wall. We find that the power spectrum of the noise in the current is colored and depends on the Gilbert damping, the spin transfer torque parameter beta, and the domain-wall pinning potential
Weak convergence of the past and future of Brownian motion given ...
Indian Academy of Sciences (India)
1Department of Mathematics and Statistics, Iowa State University,. Ames, Iowa ... coupling; time reversal. Mathematics Subject Classification. 60J25, 60J65. 1. Introduction. This paper is motivated by the results and questions of §4 of [1]. ... conditioning event {Wt ∈ (a, b)} has probability going to zero as t → ∞ (see Theorems.
An application of lattice-gas cellular automata to the study of Brownian motion
Ladd, A.J.C.; Frenkel, D.; Colvin, M.E.
1988-01-01
An adaptation of lattice-gas cellular automata to the simulation of solid-fluid suspensions is described. The method incorporates both dissipative hydrodynamic forces and thermal fluctuations. At low solid densities, theoretical results for the drag force on a single disk and the viscosity of a
An image encryption scheme based on three-dimensional Brownian motion and chaotic system
Chai, Xiu-Li; Gan, Zhi-Hua; Yuan, Ke; Lu, Yang; Chen, Yi-Ran
2017-02-01
Not Available Project supported by the National Natural Science Foundation of China (Grant Nos. 41571417 and 61305042), the National Science Foundation of the United States (Grant Nos. CNS-1253424 and ECCS-1202225), the Science and Technology Foundation of Henan Province, China (Grant No. 152102210048), the Foundation and Frontier Project of Henan Province, China (Grant No. 162300410196), China Postdoctoral Science Foundation (Grant No. 2016M602235), the Natural Science Foundation of Educational Committee of Henan Province, China (Grant No. 14A413015), and the Research Foundation of Henan University, China (Grant No. xxjc20140006).
Nanofluid heat transfer between two pipes considering Brownian motion using AGM
Directory of Open Access Journals (Sweden)
M. Sheikholeslami
2017-06-01
Full Text Available Nanofluid flow between two circular cylinders is studied in existence of magnetic field. KKL model is applied for nanofluid. Thermal radiation effect has been considered in energy equation. AGM is selected for solving ODEs. Semi analytical procedures are examined for various active parameters namely; aspect ratio, Hartmann number, Eckert number and Reynolds number. Results indicate that temperature gradient enhances with rise of Ha, Ec and η but it reduces with augment of Re. Velocity reduces with rise of Lorentz forces but it augments with rise of Reynolds number.
Newton's method for nonlinear stochastic wave equations driven by one-dimensional Brownian motion.
Leszczynski, Henryk; Wrzosek, Monika
2017-02-01
We consider nonlinear stochastic wave equations driven by one-dimensional white noise with respect to time. The existence of solutions is proved by means of Picard iterations. Next we apply Newton's method. Moreover, a second-order convergence in a probabilistic sense is demonstrated.
A Special Problem of Brownian Motion, and a General Theory of Gaussian Random Functions
1956-01-01
order) are given, not on the whole sphere Q2, but only on the circle C , X(A) is known in the smallest convex set con- taining C. For this theorem, it...2 denote a part of Q1 bounded by a circle C ’, the intersection of Q and a plane P. There results immediately from the theorem stated in 20 of this...same on a sphere Ql with radius r and on every given median circle C of this sphere. PROOF. The function M(r, h) considered in section 6.1 is a.s
Coupling of Lever Arm Swing and Biased Brownian Motion in Actomyosin: e1003552
National Research Council Canada - National Science Library
Qing-Miao Nie; Akio Togashi; Takeshi N Sasaki; Mitsunori Takano; Masaki Sasai; Tomoki P Terada
2014-01-01
.... 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...
Diffusion in crowded biological environments: applications of Brownian dynamics
Directory of Open Access Journals (Sweden)
Długosz Maciej
2011-03-01
Full Text Available Abstract Biochemical reactions in living systems occur in complex, heterogeneous media with total concentrations of macromolecules in the range of 50 - 400 mgml. Molecular species occupy a significant fraction of the immersing medium, up to 40% of volume. Such complex and volume-occupied environments are generally termed 'crowded' and/or 'confined'. In crowded conditions non-specific interactions between macromolecules may hinder diffusion - a major process determining metabolism, transport, and signaling. Also, the crowded media can alter, both qualitatively and quantitatively, the reactions in vivo in comparison with their in vitro counterparts. This review focuses on recent developments in particle-based Brownian dynamics algorithms, their applications to model diffusive transport in crowded systems, and their abilities to reproduce and predict the behavior of macromolecules under in vivo conditions.
Exact analytical thermodynamic expressions for a Brownian heat engine.
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.
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.
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.
Micro rectennas: Brownian ratchets for thermal-energy harvesting
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.
Crystallization and melting of bacteria colonies and Brownian bugs.
Ramos, Francisco; López, Cristóbal; Hernández-García, Emilio; Muñoz, Miguel A
2008-02-01
Motivated by the existence of remarkably ordered cluster arrays of bacteria colonies growing in Petri dishes and related problems, we study the spontaneous emergence of clustering and patterns in a simple nonequilibrium system: the individual-based interacting Brownian bug model. We map this discrete model into a continuous Langevin equation which is the starting point for our extensive numerical analyses. For the two-dimensional case we report on the spontaneous generation of localized clusters of activity as well as a melting-freezing transition from a disordered or isotropic phase to an ordered one characterized by hexagonal patterns. We study in detail the analogies and differences with the well-established Kosterlitz-Thouless-Halperin-Nelson-Young theory of equilibrium melting, as well as with another competing theory. For that, we study translational and orientational correlations and perform a careful defect analysis. We find a nonstandard one-stage, defect-mediated transition whose nature is only partially elucidated.
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.
Modelling conversion options with a mean reversion motion
Directory of Open Access Journals (Sweden)
Luiz E. T. Brandão
2007-12-01
Full Text Available Commodity prices are generally better modeled by a long-term Mean Reverting Process, than by a Geometric Brownian Motion stochastic diffusion process, which is more generally used to value real options, since it is simpler to use. In this article we model two correlated uncertain variables using a mean reversing process bivariate lattice to value the switch option between outputs available to ethanol and sugar producers, using the same source: sugarcane. The model results show that the switch option adds a signiﬁcant value for the producer income. The article also shows that when modeled by a geometric brownian motion, the switch option yields signiﬁcantly higher values than with a mean reverting model, for the option itself as much as for the base case without ﬂexibility. This conﬁrms that the stochastic model chosen can inﬂuence signiﬁcantly the option value.
Directory of Open Access Journals (Sweden)
Liaqat Ali
2017-04-01
Full Text Available This paper explores Liquid Film Flow of Williamson Fluid over an Unstable Stretching Surface in a Porous Space . The Brownian motion and Thermophoresis effect of the liquid film flow on a stretching sheet have been observed. This research include, to focus on the variation in the thickness of the liquid film in a porous space. The self-similarity variables have been applied to convert the modelled equations into a set of non-linear coupled differential equations. These non-linear differential equations have been treated through an analytical technique known as Homotopy Analysis Method (HAM. The effect of physical non-dimensional parameters like, Eckert Number, Prandtl Number, Porosity Parameter, Brownian Motion Parameter, Unsteadiness Parameter, Schmidt Number, Thermophoresis Parameter, Dimensionless Film Thickness, and Williamson Fluid Constant on the liquid film size are investigated and conferred in this endeavor. The obtained results through HAM are authenticated, from its comparison with numerical (ND-Solve Method. The graphical comparison of these two methods is elaborated. The numerical comparison with absolute errors are also been shown in the tables. The physical and numerical results using h curves for the residuals of the velocity, temperature and concentration profiles are obtained
Motion sickness is a common problem in people traveling by car, train, airplanes, and especially boats. Anyone ... children, pregnant women, and people taking certain medicines. Motion sickness can start suddenly, with a queasy feeling ...
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.
Modelling Collective Opinion Formation by Means of Active Brownian Particles
Schweitzer, F; Schweitzer, Frank; Holyst, Janusz
1999-01-01
The concept of active Brownian particles is used to model a collective opinion formation process. It is assumed that individuals in community create a two-component communication field that influences the change of opinions of other persons and/or can induce their migration. The communication field is described by a reaction-diffusion equation, meaning that it has a certain lifetime, which models memory effects, further it can spread out in the community. Within our stochastic approach, the opinion change of the individuals is described by a master equation, while the migration is described by a set of Langevin equations, coupled by the communication field. In the mean-field limit which holds for fast communication, we derive a critical population size, above which the community separates into a majority and a minority with opposite opinions. The existence of external support (e.g. from mass media) can change the ratio between minority and majority, until above a critical external support the supported subpop...
Unsteady sedimentation of flocculating non-Brownian suspensions
Zinchenko, Alexander
2017-11-01
Microstructural evolution and temporal dynamics of the sedimentation rate U(t) are studied for a monodisperse suspension of non-Brownian spherical particles subject to van der Waals attraction and electrostatic repulsion in the realistic range of colloidal parameters (Hamaker constant, surface potential, double layer thickness etc.). A novel economical high-order multipole algorithm is used to fully resolve hydrodynamical interactions in the dynamical simulations with up to 500 spheres in a periodic box and O(106) time steps, combined with geometry perturbation to incorporate lubrication and extend the solution to arbitrarily small particle separations. The total colloidal force near the secondary minimum often greatly exceeds the effective gravity/buoyancy force, resulting in the formation of strong but flexible bonds and large clusters as the suspension evolves from an initial well-mixed state of non-aggregated spheres. Ensemble averaging over many initial configurations is used to predict U(t) for particle volume fractions between 0.1 and 0.25. The results are fully convergent, system-size independent and cover a 2-2.5 fold growth of U(t) after a latency time.
From Brownian Dynamics to Markov Chain: An Ion Channel Example
Chen, Wan
2014-02-27
A discrete rate theory for multi-ion channels is presented, in which the continuous dynamics of ion diffusion is reduced to transitions between Markovian discrete states. In an open channel, the ion permeation process involves three types of events: an ion entering the channel, an ion escaping from the channel, or an ion hopping between different energy minima in the channel. The continuous dynamics leads to a hierarchy of Fokker-Planck equations, indexed by channel occupancy. From these the mean escape times and splitting probabilities (denoting from which side an ion has escaped) can be calculated. By equating these with the corresponding expressions from the Markov model, one can determine the Markovian transition rates. The theory is illustrated with a two-ion one-well channel. The stationary probability of states is compared with that from both Brownian dynamics simulation and the hierarchical Fokker-Planck equations. The conductivity of the channel is also studied, and the optimal geometry maximizing ion flux is computed. © 2014 Society for Industrial and Applied Mathematics.
Bles, W.; Bos, J.E.; Kruit, H.
2000-01-01
The number of recently published papers on motion sickness may convey the impression that motion sickness is far from being understood. The current review focusses on a concept which tends to unify the different manifestations and theories of motion sickness. The paper highlights the relations
Processive motor protein as an overdamped brownian stepper.
Bier, Martin
2003-10-03
The two headed motor protein kinesin appears to "walk" along the biopolymer microtubule in 8 nm steps. There is ample justification for a model where the motion of the detached head to the next docking site on the biopolymer is described as ratcheted diffusion. The forward reorientation of an attached head can be conceived of as a power stroke. A model that is based on these premises can accurately predict parameters of motor protein motion.
Hanasaki, Itsuo; Uehara, Satoshi; Arai, Yoshiyuki; Nagai, Takeharu; Kawano, Satoyuki
2015-12-01
Total internal reflection fluorescence (TIRF) microscopy enables the single-molecule observation in liquid near substrate surface. However, the evaluation of the diffusion from their individually-tracked positions entails the difficulty in the treatment of molecular adsorption on the substrate. We propose a novel technique to evaluate them, and two types of near-surface Brownian motion were determined for DNA. One is the diffusion near glass surface, and the other is the adsorption-dominated motion, which is also found to be diffusive rather than anchored to the substrate. Our technique does not require the threshold values for the distinction, and even the transition between them can be captured. Objective distinction of Brownian motion with and without adsorption does not require the adsorption-free sample preparation. It is also useful for the characterization of adsorption/desorption kinetics. Our method is not limited to TIRF but applicable to many other systems involving multiple states of Brownian motion.
Energy Technology Data Exchange (ETDEWEB)
Sanchez, Jorge H. [Department of Chemical Engineering, University of Puerto Rico, Mayaguez campus, P.O. Box 9046, Mayaguez, PR 00681 (Puerto Rico); Facultad de Ingenieria Quimica, Universidad Pontificia Bolivariana, Medellin (Colombia); Rinaldi, Carlos [Department of Chemical Engineering, University of Puerto Rico, Mayaguez campus, P.O. Box 9046, Mayaguez, PR 00681 (Puerto Rico)], E-mail: crinaldi@uprm.edu
2009-10-15
The rotational Brownian motion of magnetized tri-axial ellipsoidal particles (orthotropic particles) suspended in a Newtonian fluid, in the dilute suspension limit, under applied d.c. and a.c. magnetic fields was studied using rotational Brownian dynamics simulations. The algorithm describing the change in the suspension magnetization was obtained from the stochastic angular momentum equation using the fluctuation-dissipation theorem and a quaternion formulation of orientation space. Simulation results are in agreement with the Langevin function for equilibrium magnetization and with single-exponential relaxation from equilibrium at small fields using Perrin's effective relaxation time. Dynamic susceptibilities for ellipsoidal particles of different aspect ratios were obtained from the response to oscillating magnetic fields of different frequencies and described by Debye's model for the complex susceptibility using Perrin's effective relaxation time. Simulations at high equilibrium and probe fields indicate that Perrin's effective relaxation time continues to describe relaxation from equilibrium and response to oscillating fields even beyond the small field limit.
Brownian ratchets from statistical physics to bio and nano-motors
Cubero, David
2016-01-01
Illustrating the development of Brownian ratchets, from their foundations, to their role in the description of life at the molecular scale and in the design of artificial nano-machinery, this text will appeal to both advanced graduates and researchers entering the field. Providing a self-contained introduction to Brownian ratchets, devices which rectify microscopic fluctuations, Part I avoids technicalities and sets out the broad range of physical systems where the concept of ratchets is relevant. Part II supplies a single source for a complete and modern theoretical analysis of ratchets in regimes such as classical vs quantum and stochastic vs deterministic, and in Part III readers are guided through experimental developments in different physical systems, each highlighting a specific unique feature of ratchets. The thorough and systematic approach to the topic ensures that this book provides a complete guide to Brownian ratchets for newcomers and established researchers in physics, biology and biochemistry.
Higher Order Fractional Stable Motion: Hyperdiffusion with Heavy Tails
Kawai, Reiichiro
2016-10-01
We introduce the class of higher order fractional stable motions that can exhibit hyperdiffusive spreading with heavy tails. We define the class as a generalization of higher order fractional Brownian motion as well as a generalization of linear fractional stable motions. Higher order fractional stable motions are self-similar with Hurst index larger than one and non-Gaussian stable marginals with infinite variance and have stationary higher order increments. We investigate their sample path properties and asymptotic dependence structure on the basis of codifference. In particular, by incrementing or decrementing sample paths once under suitable conditions, the diffusion rate can be accelerated or decelerated by one order. With a view towards simulation study, we provide a ready-for-use sample path simulation recipe at discrete times along with error analysis. The proposed simulation scheme requires only elementary numerical operations and is robust to high frequency sampling, irregular spacing and super-sampling.
Improved diffusion Monte Carlo and the Brownian fan
Weare, J.; Hairer, M.
2012-12-01
rigorously in the simplest possible situation of a random walk, biased by a linear potential. The resulting limiting object, which we call the ``Brownian fan'', is a very natural new mathematical object of independent interest.The reconstruction (dotted lines) of a trajectory of stochastic Lorenz 63 (solid lines) by DMC (the standard particle filter). The reconstruction by the modified DMC algorithm.
An elementary singularity-free Rotational Brownian Dynamics algorithm for anisotropic particles
Energy Technology Data Exchange (ETDEWEB)
Ilie, Ioana M.; Briels, Wim J. [Computational Biophysics, Faculty of Science and Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); MESA+ Institute for Nanotechnology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); Otter, Wouter K. den, E-mail: w.k.denotter@utwente.nl [Computational Biophysics, Faculty of Science and Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); MESA+ Institute for Nanotechnology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); Multi Scale Mechanics, Faculty of Engineering Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands)
2015-03-21
Brownian Dynamics is the designated technique to simulate the collective dynamics of colloidal particles suspended in a solution, e.g., the self-assembly of patchy particles. Simulating the rotational dynamics of anisotropic particles by a first-order Langevin equation, however, gives rise to a number of complications, ranging from singularities when using a set of three rotational coordinates to subtle metric and drift corrections. Here, we derive and numerically validate a quaternion-based Rotational Brownian Dynamics algorithm that handles these complications in a simple and elegant way. The extension to hydrodynamic interactions is also discussed.
Brownian agents and active particles collective dynamics in the natural and social sciences
Schweitzer, Frank
2007-01-01
""This book lays out a vision for a coherent framework for understanding complex systems"" (from the foreword by J. Doyne Farmer). By developing the genuine idea of Brownian agents, the author combines concepts from informatics, such as multiagent systems, with approaches of statistical many-particle physics. This way, an efficient method for computer simulations of complex systems is developed which is also accessible to analytical investigations and quantitative predictions. The book demonstrates that Brownian agent models can be successfully applied in many different contexts, ranging from
A weak limit theorem for numerical approximation of Brownian semi-stationary processes
DEFF Research Database (Denmark)
Podolskij, Mark; Thamrongrat, Nopporn
-parameter stochastic field. For the latter they use a simple iteration procedure and study the strong approximation error of the resulting numerical scheme given that the volatility process is fully observed. In this work we present the corresponding weak limit theorem for the setting, where the volatility/drift......In this paper we present a weak limit theorem for a numerical approximation of Brownian semi-stationary processes studied in [14]. In the original work of [14] the authors propose to use Fourier transformation to embed a given one dimensional (Levy) Brownian semi-stationary process into a two...
Electromagnetic radiation of charged particles in stochastic motion
Harko, Tiberiu; Mocanu, Gabriela
2016-03-01
The study of the Brownian motion of a charged particle in electric and magnetic fields has many important applications in plasma and heavy ions physics, as well as in astrophysics. In the present paper we consider the electromagnetic radiation properties of a charged non-relativistic particle in the presence of electric and magnetic fields, of an exterior non-electromagnetic potential, and of a friction and stochastic force, respectively. We describe the motion of the charged particle by a Langevin and generalized Langevin type stochastic differential equation. We investigate in detail the cases of the Brownian motion with or without memory in a constant electric field, in the presence of an external harmonic potential, and of a constant magnetic field. In all cases the corresponding Langevin equations are solved numerically, and a full description of the spectrum of the emitted radiation and of the physical properties of the motion is obtained. The power spectral density of the emitted power is also obtained for each case, and, for all considered oscillating systems, it shows the presence of peaks, corresponding to certain intervals of the frequency.
Prabhu, A.; Babu, S. B.; Dolado, J. S.; Gimel, J.-C.
2014-07-01
We present a novel simulation technique derived from Brownian cluster dynamics used so far to study the isotropic colloidal aggregation. It now implements the classical Kern-Frenkel potential to describe patchy interactions between particles. This technique gives access to static properties, dynamics and kinetics of the system, even far from the equilibrium. Particle thermal motions are modeled using billions of independent small random translations and rotations, constrained by the excluded volume and the connectivity. This algorithm, applied to a single polymer chain leads to correct static and dynamic properties, in the framework where hydrodynamic interactions are ignored. By varying patch angles, various local chain flexibilities can be obtained. We have used this new algorithm to model step-growth polymerization under various solvent qualities. The polymerization reaction is modeled by an irreversible aggregation between patches while an isotropic finite square-well potential is superimposed to mimic the solvent quality. In bad solvent conditions, a competition between a phase separation (due to the isotropic interaction) and polymerization (due to patches) occurs. Surprisingly, an arrested network with a very peculiar structure appears. It is made of strands and nodes. Strands gather few stretched chains that dip into entangled globular nodes. These nodes act as reticulation points between the strands. The system is kinetically driven and we observe a trapped arrested structure. That demonstrates one of the strengths of this new simulation technique. It can give valuable insights about mechanisms that could be involved in the formation of stranded gels.
Tumbling of a Brownian particle in an extensional flow
Plan, Emmanuel Lance Christopher VI Medillo
2016-01-01
The phenomenon of tumbling of microscopic objects is commonly associated with shear flows. We address the question of whether tumbling can also occur in stretching-dominated flows. To answer this, we study the dynamics of a semi-flexible trumbbell in a planar extensional velocity field. We show that the trumbbell undergoes a random tumbling-through-folding motion. The probability distribution of long tumbling times is exponential with a time scale exponentially increasing with the Weissenberg number.
Comparing motion induction in lateral motion and motion in depth
Harris, Julie; German, KJ
2008-01-01
Induced motion, the apparent motion of an object when a nearby object moves, has been shown to occur in a variety of different conditions, including motion in depth. Here we explore whether similar patterns of induced motion result from induction in a lateral direction (frontoparallel motion) or induction in depth. We measured the magnitude of induced motion in a stationary target for: (a) binocularly viewed lateral motion of a pair of inducers, where the angular motion is in the same directi...
Large shear deformation of particle gels studied by Brownian Dynamics simulations
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
Energy Technology Data Exchange (ETDEWEB)
Shit, Anindita [Department of Chemistry, Bengal Engineering and Science University, Shibpur, Howrah 711103 (India); Chattopadhyay, Sudip, E-mail: sudip_chattopadhyay@rediffmail.com [Department of Chemistry, Bengal Engineering and Science University, Shibpur, Howrah 711103 (India); Chaudhuri, Jyotipratim Ray, E-mail: jprc_8@yahoo.com [Department of Physics, Katwa College, Katwa, Burdwan 713130 (India)
2012-03-13
Graphical abstract: By invoking physically motivated coordinate transformation into quantum Smoluchowski equation, we have presented a transparent treatment for the determination of the effective diffusion coefficient and current of a quantum Brownian particle. Substantial enhancement in the efficiency of the diffusive transport is envisaged due to the quantum correction effects. Highlights:: Black-Right-Pointing-Pointer Transport of a quantum Brownian particle in a periodic potential has been addressed. Black-Right-Pointing-Pointer Governing quantum Smoluchowski equation (QSE) includes state dependent diffusion. Black-Right-Pointing-Pointer A coordinate transformation is used to recast QSE with constant diffusion. Black-Right-Pointing-Pointer Transport properties increases in comparison to the corresponding classical result. Black-Right-Pointing-Pointer This enhancement is purely a quantum effect. - Abstract: The transport property of a quantum Brownian particle that interacts strongly with a bath (in which a typical damping constant by far exceeds a characteristic frequency of the isolated system) under the influence of a tilted periodic potential has been studied by solving quantum Smoluchowski equation (QSE). By invoking physically motivated coordinate transformation into QSE, we have presented a transparent treatment for the determination of the effective diffusion coefficient of a quantum Brownian particle and the current (the average stationary velocity). Substantial enhancement in the efficiency of the diffusive transport is envisaged due to the quantum correction effects only if the bath temperature hovers around an appropriate range of intermediate values. Our findings also confirm the results obtained in the classical cases.
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Szozda, Benedykt
This paper generalizes the integration theory for volatility modulated Brownian-driven Volterra processes onto the space G∗ of Potthoff--Timpel distributions. Sufficient conditions for integrability of generalized processes are given, regularity results and properties of the integral are discusse...
DEFF Research Database (Denmark)
E. Barndorff-Nielsen, Ole; Benth, Fred Espen; Szozda, Benedykt
This paper generalizes the integration theory for volatility modulated Brownian-driven Volterra processes onto the space G* of Potthoff-Timpel distributions. Sufficient conditions for integrability of generalized processes are given, regularity results and properties of the integral are discussed...
An elementary singularity-free Rotational Brownian Dynamics algorithm for anisotropic particles
Ilie, Ioana Mariuca; Briels, Willem J.; den Otter, Wouter K.
2015-01-01
Brownian Dynamics is the designated technique to simulate the collective dynamics of colloidal particles suspended in a solution, e.g., the self-assembly of patchy particles. Simulating the rotational dynamics of anisotropic particles by a first-order Langevin equation, however, gives rise to a
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 fiel...
Functional limit theorems for generalized variations of the fractional Brownian sheet
DEFF Research Database (Denmark)
Pakkanen, Mikko; Réveillac, Anthony
2016-01-01
We prove functional central and non-central limit theorems for generalized variations of the anisotropic d-parameter fractional Brownian sheet (fBs) for any natural number d. Whether the central or the non-central limit theorem applies depends on the Hermite rank of the variation functional...
Functional limit theorems for generalized variations of the fractional Brownian sheet
DEFF Research Database (Denmark)
Pakkanen, Mikko; Réveillac, Anthony
We prove functional central and non-central limit theorems for generalized variations of the anisotropic d-parameter fractional Brownian sheet (fBs) for any natural number d. Whether the central or the non-central limit theorem applies depends on the Hermite rank of the variation functional...
Measurements of Brownian relaxation of magnetic nanobeads using planar Hall effect bridge sensors
DEFF Research Database (Denmark)
Østerberg, Frederik Westergaard; Rizzi, Giovanni; Zardán Gómez de la Torre, T.
2013-01-01
We compare measurements of the Brownian relaxation response of magnetic nanobeads in suspension using planar Hall effect sensors of cross geometry and a newly proposed bridge geometry. We find that the bridge sensor yields six times as large signals as the cross sensor, which results in a more...
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...
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...
MHD mixed convective peristaltic motion of nanofluid with Joule heating and thermophoresis effects.
Shehzad, Sabir Ali; Abbasi, Fahad Munir; Hayat, Tasawar; Alsaadi, Fuad
2014-01-01
The primary objective of present investigation is to introduce the novel aspect of thermophoresis in the mixed convective peristaltic transport of viscous nanofluid. Viscous dissipation and Joule heating are also taken into account. Problem is modeled using the lubrication approach. Resulting system of equations is solved numerically. Effects of sundry parameters on the velocity, temperature, concentration of nanoparticles and heat and mass transfer rates at the wall are studied through graphs. It is noted that the concentration of nanoparticles near the boundaries is enhanced for larger thermophoresis parameter. However reverse situation is observed for an increase in the value of Brownian motion parameter. Further, the mass transfer rate at the wall significantly decreases when Brownian motion parameter is assigned higher values.
Energy Technology Data Exchange (ETDEWEB)
Maldonado-Camargo, L. [Department of Chemical Engineering, University of Florida, Gainesville, FL 32611 (United States); Torres-Díaz, I. [J. Crayton Pruitt Family Department of Biomedical Engineering, University of Florida, Gainesville, FL 32611 (United States); Chiu-Lam, A. [Department of Chemical Engineering, University of Florida, Gainesville, FL 32611 (United States); Hernández, M. [J. Crayton Pruitt Family Department of Biomedical Engineering, University of Florida, Gainesville, FL 32611 (United States); Rinaldi, C., E-mail: carlos.rinaldi@bme.ufl.edu [Department of Chemical Engineering, University of Florida, Gainesville, FL 32611 (United States); J. Crayton Pruitt Family Department of Biomedical Engineering, University of Florida, Gainesville, FL 32611 (United States)
2016-08-15
We demonstrate how dynamic magnetic susceptibility measurements (DMS) can be used to estimate the relative contributions of Brownian and Néel relaxation to the dynamic magnetic response of a magnetic fluid, a suspension of magnetic nanoparticles. The method applies to suspensions with particles that respond through Brownian or Néel relaxation and for which the characteristic Brownian and Néel relaxation times are widely separated. First, we illustrate this using magnetic fluids consisting of mixtures of particles that relax solely by the Brownian or Néel mechanisms. Then, it is shown how the same approach can be applied to estimate the relative contributions of Brownian and Néel relaxation in a suspension consisting of particles obtained from a single synthesis and whose size distribution straddles the transition from Néel to Brownian relaxation. - Highlights: • Method to estimate the contributions of the relaxation mechanism to the magnetic response. • Method applies to cases where the Brownian and Néel peaks do not overlap. • The method applies for ferrofluids prepared with as–synthesized particles.
Yoshinaga, Natsuhiko
2017-10-01
In this review, we discuss recent developments in the theoretical models of self-propelled particles. We first summarize simple models, including active Brownian particles (ABPs), squirmers, and Janus particles (self-phoretic swimmers). We then consider the extension of these models in order to demonstrate the symmetry-breaking mechanism of the motion. Finally, we investigate the emergence of the rich collective behaviors of these models.
Work distribution function for a Brownian particle driven by a nonconservative force
Saha, Bappa; Mukherji, Sutapa
2015-06-01
We derive the distribution function of work performed by a harmonic force acting on a uniformly dragged Brownian particle subjected to a rotational torque. Following the Onsager and Machlup's functional integral approach, we obtain the transition probability of finding the Brownian particle at a particular position at time t given that it started the journey from a specific location at an earlier time. The difference between the forward and the time-reversed form of the generalized Onsager-Machlup's Lagrangian is identified as the rate of medium entropy production which further helps us develop the stochastic thermodynamics formalism for our model. The probability distribution for the work done by the harmonic trap is evaluated for an equilibrium initial condition. Although this distribution has a Gaussian form, it is found that the distribution does not satisfy the conventional work fluctuation theorem.
Neuronal shot noise and Brownian 1/f2 behavior in the local field potential.
Directory of Open Access Journals (Sweden)
Joshua Milstein
Full Text Available We demonstrate that human electrophysiological recordings of the local field potential (LFP from intracranial electrodes, acquired from a variety of cerebral regions, show a ubiquitous 1/f(2 scaling within the power spectrum. We develop a quantitative model that treats the generation of these fields in an analogous way to that of electronic shot noise, and use this model to specifically address the cause of this 1/f(2 Brownian noise. The model gives way to two analytically tractable solutions, both displaying Brownian noise: 1 uncorrelated cells that display sharp initial activity, whose extracellular fields slowly decay in time and 2 rapidly firing, temporally correlated cells that generate UP-DOWN states.
Longmire, K.; Frojmovic, M.
1990-01-01
The Smoluchowski theory describing aggregation in suspensions of spherical colloidal particles due to Brownian diffusion-controlled two-body collisions, was used to obtain collision efficiencies, alpha B, for adenosine diphosphate (ADP)-induced platelet aggregation in citrated platelet-rich plasma (PRP) from humans, dogs, and rabbits. For these diffusion studies, PRP was stirred with 10 microM ADP for 0.5 s, then kept nonstirred at 37 degrees C for varying times before fixation; the percent a...
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...
GaAs-Based Nanowire Devices with Multiple Asymmetric Gates for Electrical Brownian Ratchets
Tanaka, Takayuki; Nakano, Yuki; Kasai, Seiya
2013-01-01
GaAs-based nanowire devices having multiple asymmetric gates for electrical Brownian ratchets were fabricated and characterized. From three-dimensional potential simulation results and current–voltage characteristics, we confirmed the formation of the asymmetric potential in our device design. Direct current was generated at room temperature by repeatedly switching the potential in a multiple-asymmetric-gate device on and off. Such current was not observed in either a single-asymmetric-gate d...
Dual-frequency magnetic particle imaging of the Brownian particle contribution
Viereck, Thilo; 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.
Roy, Basudev; Banerjee, Ayan
2014-01-01
We describe a simple yet powerful technique of simultaneously measuring both translational and rotational motion of mesoscopic particles in optical tweezers by measuring the backscattered intensity on a quadrant photodiode (QPD). While the measurement of translational motion by taking the difference of the backscattered intensity incident on adjacent quadrants of a QPD is well-known, we demonstrate that rotational motion can be measured very precisely by taking the difference between the diagonal quadrants. The latter measurement eliminates the translational component entirely, and leads to a detection sensitivity of around 50 mdeg at S/N of 2 for angular motion of a driven micro-rod. The technique is also able to resolve the translational and rotational Brownian motion components of the micro-rod in an unperturbed trap, and can be very useful in measuring translation-rotation coupling of micro-objects induced by hydrodynamic interactions.
Dependence of Brownian and Néel relaxation times on magnetic field strength.
Deissler, Robert J; Wu, Yong; Martens, Michael A
2014-01-01
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. 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. 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 applied magnetic field. A simple
Ullersma, P.
As in a previous paper1) an elastically bound particle, linearly coupled with a bath of small oscillators, is considered. At the initial time the bath is chosen in thermal equilibrium with temperature T. In the classical case the distribution function for the momentum and displacement of the
Chemistry in motion: tiny synthetic motors.
Colberg, Peter H; Reigh, Shang Yik; Robertson, Bryan; Kapral, Raymond
2014-12-16
of the dynamics of chemically powered motors are illustrated by presenting the results of particle-based simulations of sphere-dimer motors constructed from linked catalytic and noncatalytic spheres. The geometries of both Janus and sphere-dimer motors with asymmetric catalytic activity support the formation of concentration gradients around the motors. Because directed motion can occur only when the system is not in equilibrium, the nature of the environment and the role it plays in motor dynamics are described. Rotational Brownian motion also acts to limit directed motion, and it has especially strong effects for very small motors. We address the following question: how small can motors be and still exhibit effects due to propulsion, even if only to enhance diffusion? Synthetic motors have the potential to transform the manner in which chemical dynamical processes are carried out for a wide range of applications.
EDITORIAL: Nanotechnology in motion Nanotechnology in motion
Demming, Anna
2012-02-01
, Toshio Ando from the University of Kanazawa provides an overview of developments that have allowed atomic force microscopy to move from rates of the order of one frame a minute to over a thousand frames per second in constant height mode, as reported by Mervyn Miles and colleagues at Bristol University and University College London [8]. Among the pioneers in the field, Ando's group demonstrated the ability to record the Brownian motion of myosin V molecules on mica with image capture rates of 100 x 100 pixels in 80 ms over a decade ago [9]. The developments unleash the potential of atomic force microscopy to observe the dynamics of biological and materials systems. If seeing is believing, the ability to present real motion pictures of the nanoworld cannot fail to capture the public imagination and stimulate burgeoning new avenues of scientific endeavour. Nearly 350 years on from the publication Micrographia, images in microscopy have moved from the page to the movies. References [1] Binnig G, Quate C F, and Gerber Ch 1986 Phys. Rev. Lett. 56 930-3 [2] Ando T 2012 Nanotechnology 23 062001 [3] J G 1934 Nature 134 635-6 [4] Bharadwaj P, Anger P and Novotny L 2007 Nanotechnology 18 044017 [5] The Nobel Prize in Physics 1986 Nobelprize.org [6] Kim K K, Reina A, Shi Y, Park H, Li L-J, Lee Y H and Kong J 2010 Nanotechnology 21 285205 [7] Phillips D B, Grieve J A, Olof S N, Kocher S J, Bowman R, Padgett M J, Miles M J and Carberry D M 2011 Nanotechnology 22 285503 [8] Picco L M, Bozec L, Ulcinas A, Engledew D J, Antognozzi M, Horton M A and Miles M J 2007 Nanotechnology 18 044030 [9] Ando T, Kodera N, Takai E, Maruyama D, Saito K and Toda A 2001 Proc. Natl. Acad. Sci. 98 12468
Ordering transition of non-Brownian suspensions in confined steady shear flow.
Yeo, Kyongmin; Maxey, Martin R
2010-05-01
We report on ordering transitions of concentrated non-Brownian suspensions confined by two parallel walls under steady shear. At a volume fraction as low as ϕ=0.48, particles near the wall assemble into strings which are organized as a simple hexagonal array by hydrodynamic interactions. The suspension exhibits a complex phase behavior depending on the ratio of the channel height to the particle radius, Hy/a. In a strongly confined system Hy/aplane changes between hexagonal and rectangular structures depending on Hy/a. It is shown that the relative viscosity is a function of both the volume fraction and the ordered state.
Brownian dynamics simulations on CPU and GPU with BD_BOX.
Długosz, Maciej; Zieliński, Paweł; Trylska, Joanna
2011-09-01
There has been growing interest in simulating biological processes under in vivo conditions due to recent advances in experimental techniques dedicated to study single particle behavior in crowded environments. We have developed a software package, BD_BOX, for multiscale Brownian dynamics simulations. BD_BOX can simulate either single molecules or multicomponent systems of diverse, interacting molecular species using flexible, coarse-grained bead models. BD_BOX is written in C and employs modern computer architectures and technologies; these include MPI for distributed-memory architectures, OpenMP for shared-memory platforms, NVIDIA CUDA framework for GPGPU, and SSE vectorization for CPU. Copyright © 2011 Wiley Periodicals, Inc.
Structure Analysis of Jungle-Gym-Type Gels by Brownian Dynamics Simulation
Ohta, Noriyoshi; Ono, Kohki; Takasu, Masako; Furukawa, Hidemitsu
2008-02-01
We investigated the structure and the formation process of two kinds of gels by Brownian dynamics simulation. The effect of flexibility of main chain oligomer was studied. From our results, hard gel with rigid main chain forms more homogeneous network structure than soft gel with flexible main chain. In soft gel, many small loops are formed, and clusters tend to shrink. This heterogeneous network structure may be caused by microgels. In the low density case, soft gel shows more heterogeneity than the high density case.
GaAs-Based Nanowire Devices with Multiple Asymmetric Gates for Electrical Brownian Ratchets
Tanaka, Takayuki; Nakano, Yuki; Kasai, Seiya
2013-06-01
GaAs-based nanowire devices having multiple asymmetric gates for electrical Brownian ratchets were fabricated and characterized. From three-dimensional potential simulation results and current-voltage characteristics, we confirmed the formation of the asymmetric potential in our device design. Direct current was generated at room temperature by repeatedly switching the potential in a multiple-asymmetric-gate device on and off. Such current was not observed in either a single-asymmetric-gate device or a multiple-symmetric-gate device. The current direction and input frequency dependences of the net current indicated that the observed current was generated by the flashing-ratchet mechanism.
Auditory motion capturing ambiguous visual motion
Directory of Open Access Journals (Sweden)
Arjen eAlink
2012-01-01
Full Text Available In this study, it is demonstrated that moving sounds have an effect on the direction in which one sees visual stimuli move. During the main experiment sounds were presented consecutively at four speaker locations inducing left- or rightwards auditory apparent motion. On the path of auditory apparent motion, visual apparent motion stimuli were presented with a high degree of directional ambiguity. The main outcome of this experiment is that our participants perceived visual apparent motion stimuli that were ambiguous (equally likely to be perceived as moving left- or rightwards more often as moving in the same direction than in the opposite direction of auditory apparent motion. During the control experiment we replicated this finding and found no effect of sound motion direction on eye movements. This indicates that auditory motion can capture our visual motion percept when visual motion direction is insufficiently determinate without affecting eye movements.
2013-01-01
Please note this is a short discount publication. In today's manufacturing environment, Motion Control plays a major role in virtually every project.The Motion Control Report provides a comprehensive overview of the technology of Motion Control:* Design Considerations* Technologies* Methods to Control Motion* Examples of Motion Control in Systems* A Detailed Vendors List
Thygesen, Uffe Høgsbro
2016-03-01
We consider organisms which use a renewal strategy such as run-tumble when moving in space, for example to perform chemotaxis in chemical gradients. We derive a diffusion approximation for the motion, applying a central limit theorem due to Anscombe for renewal-reward processes; this theorem has not previously been applied in this context. Our results extend previous work, which has established the mean drift but not the diffusivity. For a classical model of tumble rates applied to chemotaxis, we find that the resulting chemotactic drift saturates to the swimming velocity of the organism when the chemical gradients grow increasingly steep. The dispersal becomes anisotropic in steep gradients, with larger dispersal across the gradient than along the gradient. In contrast to one-dimensional settings, strong bias increases dispersal. We next include Brownian rotation in the model and find that, in limit of high chemotactic sensitivity, the chemotactic drift is 64% of the swimming velocity, independent of the magnitude of the Brownian rotation. We finally derive characteristic timescales of the motion that can be used to assess whether the diffusion limit is justified in a given situation. The proposed technique for obtaining diffusion approximations is conceptually and computationally simple, and applicable also when statistics of the motion is obtained empirically or through Monte Carlo simulation of the motion.
Electrostatic channeling in P. falciparum DHFR-TS: Brownian dynamics and Smoluchowski modeling.
Metzger, Vincent T; Eun, Changsun; Kekenes-Huskey, Peter M; Huber, Gary; McCammon, J Andrew
2014-11-18
We perform Brownian dynamics simulations and Smoluchowski continuum modeling of the bifunctional Plasmodium falciparum dihydrofolate reductase-thymidylate synthase (P. falciparum DHFR-TS) with the objective of understanding the electrostatic channeling of dihydrofolate generated at the TS active site to the DHFR active site. The results of Brownian dynamics simulations and Smoluchowski continuum modeling suggest that compared to Leishmania major DHFR-TS, P. falciparum DHFR-TS has a lower but significant electrostatic-mediated channeling efficiency (?15-25%) at physiological pH (7.0) and ionic strength (150 mM). We also find that removing the electric charges from key basic residues located between the DHFR and TS active sites significantly reduces the channeling efficiency of P. falciparum DHFR-TS. Although several protozoan DHFR-TS enzymes are known to have similar tertiary and quaternary structure, subtle differences in structure, active-site geometry, and charge distribution appear to influence both electrostatic-mediated and proximity-based substrate channeling.
Electrostatic Channeling in P. falciparum DHFR-TS: Brownian Dynamics and Smoluchowski Modeling
Metzger, Vincent T.; Eun, Changsun; Kekenes-Huskey, Peter M.; Huber, Gary; McCammon, J. Andrew
2014-01-01
We perform Brownian dynamics simulations and Smoluchowski continuum modeling of the bifunctional Plasmodium falciparum dihydrofolate reductase-thymidylate synthase (P. falciparum DHFR-TS) with the objective of understanding the electrostatic channeling of dihydrofolate generated at the TS active site to the DHFR active site. The results of Brownian dynamics simulations and Smoluchowski continuum modeling suggest that compared to Leishmania major DHFR-TS, P. falciparum DHFR-TS has a lower but significant electrostatic-mediated channeling efficiency (∼15–25%) at physiological pH (7.0) and ionic strength (150 mM). We also find that removing the electric charges from key basic residues located between the DHFR and TS active sites significantly reduces the channeling efficiency of P. falciparum DHFR-TS. Although several protozoan DHFR-TS enzymes are known to have similar tertiary and quaternary structure, subtle differences in structure, active-site geometry, and charge distribution appear to influence both electrostatic-mediated and proximity-based substrate channeling. PMID:25418308
Reeves, Daniel B.; Weaver, John B.
2015-01-01
Magnetic nanoparticles are promising tools for a host of therapeutic and diagnostic medical applications. The dynamics of rotating magnetic nanoparticles in applied magnetic fields depend strongly on the type and strength of the field applied. There are two possible rotation mechanisms and the decision for the dominant mechanism is often made by comparing the equilibrium relaxation times. This is a problem when particles are driven with high-amplitude fields because they are not necessarily at equilibrium at all. Instead, it is more appropriate to consider the “characteristic timescales” that arise in various applied fields. Approximate forms for the characteristic time of Brownian particle rotations do exist and we show agreement between several analytical and phenomenological-fit models to simulated data from a stochastic Langevin equation approach. We also compare several approximate models with solutions of the Fokker-Planck equation to determine their range of validity for general fields and relaxation times. The effective field model is an excellent approximation, while the linear response solution is only useful for very low fields and frequencies for realistic Brownian particle rotations. PMID:26130846
... Find an ENT Doctor Near You Dizziness and Motion Sickness Dizziness and Motion Sickness Patient Health Information ... other respiratory infections If you are subject to motion sickness: Do not read while traveling Avoid sitting ...
Dienerowitz, Maria; Ilchenko, Mykhailo; Su, Bertram; Deckers-Hebestreit, Gabriele; Mayer, Günter; Henkel, Thomas; Heitkamp, Thomas; Börsch, Michael
2016-02-01
Observation times of freely diffusing single molecules in solution are limited by the photophysics of the attached fluorescence markers and by a small observation volume in the femtolitre range that is required for a sufficient signal-to-background ratio. To extend diffusion-limited observation times through a confocal detection volume, A. E. Cohen and W. E. Moerner have invented and built the ABELtrap -- a microfluidic device to actively counteract Brownian motion of single nanoparticles with an electrokinetic trap. Here we present a version of an ABELtrap with a laser focus pattern generated by electro-optical beam deflectors and controlled by a programmable FPGA chip. This ABELtrap holds single fluorescent nanoparticles for more than 100 seconds, increasing the observation time of fluorescent nanoparticles compared to free diffusion by a factor of 10000. To monitor conformational changes of individual membrane proteins in real time, we record sequential distance changes between two specifically attached dyes using Förster resonance energy transfer (smFRET). Fusing the a-subunit of the FoF1-ATP synthase with mNeonGreen results in an improved signal-to-background ratio at lower laser excitation powers. This increases our measured trap duration of proteoliposomes beyond 2 s. Additionally, we observe different smFRET levels attributed to varying distances between the FRET donor (mNeonGreen) and acceptor (Alexa568) fluorophore attached at the a- and c-subunit of the FoF1-ATP synthase respectively.
Energy Technology Data Exchange (ETDEWEB)
Sorensen, C.M.
1976-01-01
An effort to expand light-scattering autocorrelation techniques to Brownian diffusional and critical fluid systems in which multiple scattering effects are important, and to understand the observed similarity of the Rayleigh linewidth of light scattered from these two seemingly different systems is discussed. A formalism was developed to find the light field multiply scattered from a suspension of Brownian diffusing particles. For the field doubly scattered from a system of noninteracting Brownian particles, the intensity and correlation time were much less dependent on the scattering angle than for the singly scattered component. The polarized and depolarized correlation times of light scattered from Brownian particle systems were measured. The double-scattering formalism was extended to light scattered from critical fluid systems. In the region k xi greater than 5 the doubly and singly scattered correlation times were nearly equal. The dynamic droplet model of critical phenomena was developed which gives the proper, experimentally verified, forms for the intensity and linewidth of light scattered from a critical fluid. To test the dynamic droplet model and the mode theories Rayleigh linewidth predictions, light-scattering measurements were performed on the critical fluid system methanol and cyclohexane. The data agreed with both the dynamic droplet and decoupled mode theory predictions. The depolarized scattered spectra from a critical fluid were measured, and qualitative agreement with the double-scattering theory was found. 57 figures, 5 tables.
d'Auvergne, Edward J; Gooley, Paul R
2008-02-01
The key to obtaining the model-free description of the dynamics of a macromolecule is the optimisation of the model-free and Brownian rotational diffusion parameters using the collected R (1), R (2) and steady-state NOE relaxation data. The problem of optimising the chi-squared value is often assumed to be trivial, however, the long chain of dependencies required for its calculation complicates the model-free chi-squared space. Convolutions are induced by the Lorentzian form of the spectral density functions, the linear recombinations of certain spectral density values to obtain the relaxation rates, the calculation of the NOE using the ratio of two of these rates, and finally the quadratic form of the chi-squared equation itself. Two major topological features of the model-free space complicate optimisation. The first is a long, shallow valley which commences at infinite correlation times and gradually approaches the minimum. The most severe convolution occurs for motions on two timescales in which the minimum is often located at the end of a long, deep, curved tunnel or multidimensional valley through the space. A large number of optimisation algorithms will be investigated and their performance compared to determine which techniques are suitable for use in model-free analysis. Local optimisation algorithms will be shown to be sufficient for minimisation not only within the model-free space but also for the minimisation of the Brownian rotational diffusion tensor. In addition the performance of the programs Modelfree and Dasha are investigated. A number of model-free optimisation failures were identified: the inability to slide along the limits, the singular matrix failure of the Levenberg-Marquardt minimisation algorithm, the low precision of both programs, and a bug in Modelfree. Significantly, the singular matrix failure of the Levenberg-Marquardt algorithm occurs when internal correlation times are undefined and is greatly amplified in model-free analysis by
Longmire, K.; Frojmovic, M.
1990-01-01
The Smoluchowski theory describing aggregation in suspensions of spherical colloidal particles due to Brownian diffusion-controlled two-body collisions, was used to obtain collision efficiencies, alpha B, for adenosine diphosphate (ADP)-induced platelet aggregation in citrated platelet-rich plasma (PRP) from humans, dogs, and rabbits. For these diffusion studies, PRP was stirred with 10 microM ADP for 0.5 s, then kept nonstirred at 37 degrees C for varying times before fixation; the percent aggregation was computed from the decrease in particle concentration with time measured with a resistive particle counter. Up to 20% of rabbit platelets formed microaggregates within 60 s of ADP addition to such nonstirred suspensions, corresponding to mean alpha B values of approximately 0.9. However, human and dog platelets aggregated approximately 10 times and 2-3 times faster than rabbit platelets within the first 60 s of ADP addition, corresponding to alpha B approximately 8 and 2, respectively. These high alpha B (much greater than 1) for human platelets were independent of initial platelet count and were equally observed with the calcium ionophore A23187 as activator. In about one-third of human, dog, or rabbit PRP, comparable and lower values of alpha B (less than 0.5) were obtained for a slower second phase of aggregation seen for the nonstirred PRP over 60-300 s post ADP-addition. Platelet aggregability in continually stirred PRP was distinct from that observed in Brownian diffusion (nonstirred) because comparable aggregation was observed for all three species' stirred PRP, whereas greater than 3-8 times more ADP is required to yield 50% of maximal rates of aggregation for nonstirred than for stirred PRP. The above results point to the existence of long-range interactions mediating platelet aggregation in Brownian diffusion-controlled platelet collisions which varies according to human > dog > rabbit platelets. The roles for platelet pseudopods and adhesive sites in
Mapping migratory flyways in Asia using dynamic Brownian bridge movement models.
Palm, Eric C; Newman, Scott H; Prosser, Diann J; Xiao, Xiangming; Ze, Luo; Batbayar, Nyambayar; Balachandran, Sivananinthaperumal; Takekawa, John Y
2015-01-01
Identifying movement routes and stopover sites is necessary for developing effective management and conservation strategies for migratory animals. In the case of migratory birds, a collection of migration routes, known as a flyway, is often hundreds to thousands of kilometers long and can extend across political boundaries. Flyways encompass the entire geographic range between the breeding and non-breeding areas of a population, species, or a group of species, and they provide spatial frameworks for management and conservation across international borders. Existing flyway maps are largely qualitative accounts based on band returns and survey data rather than observed movement routes. In this study, we use satellite and GPS telemetry data and dynamic Brownian bridge movement models to build upon existing maps and describe waterfowl space use probabilistically in the Central Asian and East Asian-Australasian Flyways. Our approach provided new information on migratory routes that was not easily attainable with existing methods to describe flyways. Utilization distributions from dynamic Brownian bridge movement models identified key staging and stopover sites, migration corridors and general flyway outlines in the Central Asian and East Asian-Australasian Flyways. A map of space use from ruddy shelducks depicted two separate movement corridors within the Central Asian Flyway, likely representing two distinct populations that show relatively strong connectivity between breeding and wintering areas. Bar-headed geese marked at seven locations in the Central Asian Flyway showed heaviest use at several stopover sites in the same general region of high-elevation lakes along the eastern Qinghai-Tibetan Plateau. Our analysis of data from multiple Anatidae species marked at sites throughout Asia highlighted major movement corridors across species and confirmed that the Central Asian and East Asian-Australasian Flyways were spatially distinct. The dynamic Brownian bridge
DEFF Research Database (Denmark)
Korreman, Stine Sofia
2012-01-01
This review considers the management of motion in photon radiation therapy. An overview is given of magnitudes and variability of motion of various structures and organs, and how the motion affects images by producing artifacts and blurring. Imaging of motion is described, including 4DCT and 4DPE...
Transport and diffusion properties of Brownian particles powered by a rotating wheel.
Ai, Bao-Quan
2017-07-01
Diffusion and rectification of Brownian particles powered by a rotating wheel are numerically investigated in a two-dimensional channel. The nonequilibrium driving comes from the rotating wheel, which can break thermodynamical equilibrium and induce the directed transport in an asymmetric potential. It is found that the direction of the transport along the potential is determined by the asymmetry of the potential and the position of the wheel. The average velocity is a peaked function of the angular speed (or the diffusion coefficient) and the position of the peak shifts to large angular speed (or diffusion coefficient) when the diffusion coefficient (or the angular speed) increases. There exists an optimal angular speed (or diffusion coefficient) at which the effective diffusion coefficient takes its maximal value. Remarkably, the giant acceleration of diffusion is observed by suitably adjusting the system parameters. The parameters corresponding to the maximum effective diffusion coefficient are not the same as the parameters at which average velocity is maximum.
Duan, Zhao-Wen; Li, Wei; Xie, Ping; Dou, Shuo-Xing; Wang, Peng-Ye
2010-04-01
Using Brownian dynamics simulation, we studied the effect of histone modifications on conformations of an array of nucleosomes in a segment of chromatin. The simulation demonstrated that the segment of chromatin shows the dynamic behaviour that its conformation can switch between a state with nearly all of the histones being wrapped by DNA and a state with nearly all of the histones being unwrapped by DNA, thus involving the “cross-talking" interactions among the histones. Each state can stay for a sufficiently long time. These conformational states are essential for gene expression or gene silence. The simulation also shows that these conformational states can be inherited by the daughter DNAs during DNA replication, giving a theoretical explanation of the epigenetic phenomenon.
Prediction of Brownian particle deposition in porous media using the constricted tube model.
Chang, You-Im; Chen, Shan-Chih; Lee, Eric
2003-10-01
The deposition of colloidal particles onto the collector surfaces of porous media is investigated using the Brownian dynamics simulation method. The pore structure in a filter bed was characterized by the constricted tube model. The effects of various shapes of the total interaction energy curves of DLVO theory and the effects of different particle diameters on the collection efficiencies of particles are examined. The simulation results show that the particle collection efficiency is strongly dependent on the geometry of the tube and on the shape of the total interaction energy curve. In a comparison with the available experimental measurements of the filter coefficient, it is found that the present model can give a smaller discrepancy than that of the convective diffusion model in the unfavorable deposition region.
Saraogi, Vishal; Padmapriya, P.; Paul, Apurba; Tatu, Utpal S.; Natarajan, Vasant
2010-05-01
We study the properties of single red blood cells (RBCs) held in an optical-tweezers trap. We observe a change in the spectrum of Brownian fluctuations between RBCs from normal and malaria-infected samples. The change, caused by infection-induced structural changes in the cell, appears as a statistical increase in the mean (by 25%) and standard deviation (by 200%) of the corner frequency measured over ~100 cells. The increase is observed even though the ensemble of cells being measured consists mostly of cells that do not actually host the parasite, but are from an infected pool. This bystander effect appears to vindicate other observations that infected cells can affect the biomechanical properties of uninfected cells. The change is also observed to be independent of the stage of infection and its duration, highlighting its potential for disease detection.
Brownian dynamics simulation of insulin microsphere formation from break-up of a fractal network.
Li, Wei; Gunton, J D; Khan, Siddique J; Schoelz, J K; Chakrabarti, A
2011-01-14
Motivated by a recent experiment on insulin microsphere formation where polyethylene glycol (PEG) is used as the precipitating agent, we have developed a simple theoretical model that can predict the formation of a fractal network of insulin monomers and the subsequent break-up of the fractal network into microsphere aggregates. In our approach the effect of PEG on insulin is modeled via a standard depletion attraction mechanism via the Asakura-Oosawa model. We show that even in the context of this simple model, it is possible to mimic important aspects of the insulin experiment in a brownian dynamics simulation. We simulate the effect of changing temperature in our model by changing the well depth of the Asakura-Oosawa potential. A fractal network is observed in a "deep quench" of the system, followed by a "heating" that results in a break-up of the network and subsequent formation of microspheres.
Volume fraction instability in an oscillating non-Brownian iso-dense suspension.
Directory of Open Access Journals (Sweden)
Roht Y.L.
2017-01-01
Full Text Available The instability of an iso-dense non-Brownian suspension of polystyrene beads of diameter 40 μm dispersed in a water-glycerol mixture submitted to a periodic square wave oscillating flow in a Hele-Shaw cell is studied experimentally. The instability gives rise to stationary bead concentration waves transverse to the flow. It has been observed for average particle volume fractions between 0.25 and 0.4, for periods of the square wave flow variation between 0.4 and 10 s and in finite intervals of the amplitude of the fluid displacement. The study shows that the wavelength λ increases roughly linearly with the amplitude of the oscillatory flow; on the other hand, λ is independent of the particle concentration and of the period of oscillation of the flow although the minimum threshold amplitude for observing the instability increases with the period.
Directory of Open Access Journals (Sweden)
Lorenzo Marcucci
Full Text Available Muscular force generation in response to external stimuli is the result of thermally fluctuating, cyclical interactions between myosin and actin, which together form the actomyosin complex. Normally, these fluctuations are modelled using transition rate functions that are based on muscle fiber behaviour, in a phenomenological fashion. However, such a basis reduces the predictive power of these models. As an alternative, we propose a model which uses direct single molecule observations of actomyosin fluctuations reported in the literature. We precisely estimate the actomyosin potential bias and use diffusion theory to obtain a brownian ratchet model that reproduces the complete cross-bridge cycle. The model is validated by simulating several macroscopic experimental conditions, while its interpretation is compatible with two different force-generating scenarios.
Density profiles of granular gases studied by molecular dynamics and Brownian bridges
Peñuñuri, F.; Montoya, J. A.; Carvente, O.
2018-02-01
Despite the inherent frictional forces and dissipative collisions, confined granular matter can be regarded as a system in a stationary state if we inject energy continuously. Under these conditions, both the density and the granular temperature are, in general, non-monotonic variables along the height of the container. In consequence, an analytical description of a granular system is hard to conceive. Here, by using molecular dynamics simulations, we measure the packing fraction profiles for a vertically vibrating three-dimensional granular system in several gaseous-like stationary states. We show that by using the Brownian bridge concept, the determined packing fraction profiles can be reproduced accurately and give a complete description of the distribution of the particles inside the simulation box.
GPU accelerated Monte Carlo simulation of Brownian motors dynamics with CUDA
Spiechowicz, J.; Kostur, M.; Machura, L.
2015-06-01
This work presents an updated and extended guide on methods of a proper acceleration of the Monte Carlo integration of stochastic differential equations with the commonly available NVIDIA Graphics Processing Units using the CUDA programming environment. We outline the general aspects of the scientific computing on graphics cards and demonstrate them with two models of a well known phenomenon of the noise induced transport of Brownian motors in periodic structures. As a source of fluctuations in the considered systems we selected the three most commonly occurring noises: the Gaussian white noise, the white Poissonian noise and the dichotomous process also known as a random telegraph signal. The detailed discussion on various aspects of the applied numerical schemes is also presented. The measured speedup can be of the astonishing order of about 3000 when compared to a typical CPU. This number significantly expands the range of problems solvable by use of stochastic simulations, allowing even an interactive research in some cases.
Vijaykumar, Adithya; Wolde, Pieter Rein ten; Bolhuis, Peter G
2016-01-01
The modeling of complex reaction-diffusion processes in, for instance, cellular biochemical networks or self-assembling soft matter can be tremendously sped up by employing a multiscale algorithm which combines the mesoscopic Green's Function Reaction Dynamics (GFRD) method with explicit stochastic Brownian, Langevin, or deterministic Molecular Dynamics to treat reactants at the microscopic scale [A. Vijaykumar, P.G. Bolhuis and P.R. ten Wolde, J. Chem. Phys. {\\bf 43}, 21: 214102 (2015)]. Here we extend this multiscale BD-GFRD approach to include the orientational dynamics that is crucial to describe the anisotropic interactions often prevalent in biomolecular systems. We illustrate the novel algorithm using a simple patchy particle model. After validation of the algorithm we discuss its performance. The rotational BD-GFRD multiscale method will open up the possibility for large scale simulations of e.g. protein signalling networks.
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Aleksei V. Chechkin
2017-04-01
Full Text Available A growing number of biological, soft, and active matter systems are observed to exhibit normal diffusive dynamics with a linear growth of the mean-squared displacement, yet with a non-Gaussian distribution of increments. Based on the Chubinsky-Slater idea of a diffusing diffusivity, we here establish and analyze a minimal model framework of diffusion processes with fluctuating diffusivity. In particular, we demonstrate the equivalence of the diffusing diffusivity process with a superstatistical approach with a distribution of diffusivities, at times shorter than the diffusivity correlation time. At longer times, a crossover to a Gaussian distribution with an effective diffusivity emerges. Specifically, we establish a subordination picture of Brownian but non-Gaussian diffusion processes, which can be used for a wide class of diffusivity fluctuation statistics. Our results are shown to be in excellent agreement with simulations and numerical evaluations.
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.
Motion of Euglena gracilis: Active fluctuations and velocity distribution
Romanczuk, P.; Romensky, M.; Scholz, D.; Lobaskin, V.; Schimansky-Geier, L.
2015-07-01
We study the velocity distribution of unicellular swimming algae Euglena gracilis using optical microscopy and active Brownian particle theory. To characterize a peculiar feature of the experimentally observed distribution at small velocities we use the concept of active fluctuations, which was recently proposed for the description of stochastically self-propelled particles [Romanczuk, P. and Schimansky-Geier, L., Phys. Rev. Lett. 106, 230601 (2011)]. In this concept, the fluctuating forces arise due to internal random performance of the propulsive motor. The fluctuating forces are directed in parallel to the heading direction, in which the propulsion acts. In the theory, we introduce the active motion via the depot model [Schweitzer, et al., Phys. Rev. Lett. 80(23), 5044 (1998)]. We demonstrate that the theoretical predictions based on the depot model with active fluctuations are consistent with the experimentally observed velocity distributions. In addition to the model with additive active noise, we obtain theoretical results for a constant propulsion with multiplicative noise.
Motion Transplantation Techniques: A Survey
van Basten, Ben|info:eu-repo/dai/nl/30484800X; Egges, Arjan|info:eu-repo/dai/nl/304822779
2012-01-01
During the past decade, researchers have developed several techniques for transplanting motions. These techniques transplant a partial auxiliary motion, possibly defined for a small set of degrees of freedom, on a base motion. Motion transplantation improves motion databases' expressiveness and
Killing (absorption) versus survival in random motion
Garbaczewski, Piotr
2017-09-01
We address diffusion processes in a bounded domain, while focusing on somewhat unexplored affinities between the presence of absorbing and/or inaccessible boundaries. For the Brownian motion (Lévy-stable cases are briefly mentioned) model-independent features are established of the dynamical law that underlies the short-time behavior of these random paths, whose overall lifetime is predefined to be long. As a by-product, the limiting regime of a permanent trapping in a domain is obtained. We demonstrate that the adopted conditioning method, involving the so-called Bernstein transition function, works properly also in an unbounded domain, for stochastic processes with killing (Feynman-Kac kernels play the role of transition densities), provided the spectrum of the related semigroup operator is discrete. The method is shown to be useful in the case, when the spectrum of the generator goes down to zero and no isolated minimal (ground state) eigenvalue is in existence, like in the problem of the long-term survival on a half-line with a sink at origin.
Macro motion vector quantization
Lee, Yoon Y.; Woods, John W.
1995-04-01
A new algorithm is developed for reducing the bit rate required for motion vectors. This algorithm is a generalization of block matching motion estimation in which the search region is represented as a codebook of motion vectors. The new algorithm, called macro motion vector quantization (MMVQ), generalized our earlier MVQ by coding a group of motion vectors. The codebook is a set of macro motion vectors which represent the block locations of the small neighboring blocks in the previous frame. We develop an interative design algorithm for the codebook. Our experiments show that the variances of displaced frame differences (DFDs) are reduced significantly compared to block matching algorithm (BMA) with the macroblock size.
Jung, Jiyun; Lee, Jumin; Kim, Jun Soo
2015-03-01
We present a simulation study on the mechanisms of a phase separation in dilute fluids of Lennard-Jones (LJ) particles as a model of self-interacting molecules. Molecular dynamics (MD) and Brownian dynamics (BD) simulations of the LJ fluids are employed to model the condensation of a liquid droplet in the vapor phase and the mesoscopic aggregation in the solution phase, respectively. With emphasis on the cluster growth at late times well beyond the nucleation stage, we find that the growth mechanisms can be qualitatively different: cluster diffusion and coalescence in the MD simulations and Ostwald ripening in the BD simulations. We also show that the rates of the cluster growth have distinct scaling behaviors during cluster growth. This work suggests that in the solution phase the random Brownian nature of the solute dynamics may lead to the Ostwald ripening that is qualitatively different from the cluster coalescence in the vapor phase.
Stable Lévy motion with inverse Gaussian subordinator
Kumar, A.; Wyłomańska, A.; Gajda, J.
2017-09-01
In this paper we study the stable Lévy motion subordinated by the so-called inverse Gaussian process. This process extends the well known normal inverse Gaussian (NIG) process introduced by Barndorff-Nielsen, which arises by subordinating ordinary Brownian motion (with drift) with inverse Gaussian process. The NIG process found many interesting applications, especially in financial data description. We discuss here the main features of the introduced subordinated process, such as distributional properties, existence of fractional order moments and asymptotic tail behavior. We show the connection of the process with continuous time random walk. Further, the governing fractional partial differential equations for the probability density function is also obtained. Moreover, we discuss the asymptotic distribution of sample mean square displacement, the main tool in detection of anomalous diffusion phenomena (Metzler et al., 2014). In order to apply the stable Lévy motion time-changed by inverse Gaussian subordinator we propose a step-by-step procedure of parameters estimation. At the end, we show how the examined process can be useful to model financial time series.
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.
Abe, Yushi; Kuroda, Ryota; Ying, Xiang; Sato, Masaki; Tanaka, Takayuki; Kasai, Seiya
2015-01-01
We investigated the structural parameter dependence of the directed current in GaAs-nanowire-based Brownian ratchet devices. The directed current was generated by flashing a ratchet potential array repeatedly using multiple asymmetric gates with a periodic signal. The amount of current in the fabricated device increased as the nanowire width W decreased, which contradicted the theoretical model. The current also depended on the number of the gates N, when N was smaller than 6. We discussed th...
Damonte, Kathleen
2004-01-01
One thing scientists study is how objects move. A famous scientist named Sir Isaac Newton (1642-1727) spent a lot of time observing objects in motion and came up with three laws that describe how things move. This explanation only deals with the first of his three laws of motion. Newton's First Law of Motion says that moving objects will continue…
Shim, Soojin; Kang, Heekyoung; Ahn, Kyung H; Yoon, Jeyong
2015-10-01
The oscillational motion of bacteria and non-biological particles on a positively polarized substrate surface were investigated in this study using several bacterial species (Staphylococcus epidermidis ATCC12228 and Pseudomonas aeruginosa PA14) and polystyrene particles (modified with sulfate or carboxylate) that have different cell/particle size, surface potential, surface ionizable functional group, and surface appendage with respect to the mean square displacement (MSD) and motion trajectory. The attractive/repulsive interactions between the bacteria/particle and a positively polarized substrate surface are further discussed with the results of the motion analysis based on the extended Derjaguin-Landau-Verwey-Overbeek (DLVO) theory. As our major findings, all the bacterial species and particles showed oscillational motion, a kind of sub-diffusive motion that is more limited than the Brownian motion of the suspended bacteria/particles, on a positively polarized substrate surface. However, the motion properties among the bacteria/particles were found to differ in motion radius and MSD. As the size and negative surface potential of the bacteria/particle got smaller, the oscillational motion became more active, which may result from a decrease in attractive interactions such as van der Waals interaction and electrostatic attractive interaction. In the case in which some surface functional group (e.g., sulfate group) contributed to the formation of a strong Lewis acid-base interaction, the oscillational motion was significantly reduced regardless of the surface potential of the particle. The bacterial surface appendages were found to have no influence in explaining motion differences between the bacteria and non-biological particle. Copyright © 2015 Elsevier B.V. All rights reserved.
Sulochana, C.; Ashwinkumar, G. P.; Sandeep, N.
2017-09-01
In the current study, we investigated the impact of thermophoresis and Brownian moment on the boundary layer 2D forced convection flow of a magnetohydrodynamic nanofluid along a persistently moving horizontal needle with frictional heating effect. The various pertinent parameters are taken into account in the present analysis, namely, the thermophoresis and Brownian moment, uneven heat source/sink, Joule heating and frictional heating effects. To check the variation in the boundary layer behavior, we considered two distinct nanoparticles namely Al50Cu50 (alloy with 50% alumina and 50% copper) and Cu with water as base liquid. Numerical solutions are derived for the reduced system of governing PDEs by employing the shooting process. Computational results of the flow, energy and mass transport are interpreted with the support of tables and graphical illustrations. The obtained results indicate that the increase in the needle size significantly reduces the flow and thermal fields. In particular, the velocity field of the Cu-water nanofluid is highly affected when compared with the Al50Cu50 -water nanofluid. Also, we showed that the thermophoresis and Brownian moment parameters are capable of enhancing the thermal conductivity to a great extent.
Energy Technology Data Exchange (ETDEWEB)
D' Auvergne, Edward J. [Max Planck Institute for Biophysical Chemistry, Department of NMR-based Structural Biology (Germany)], E-mail: edward@nmr-relax.com; Gooley, Paul R. [University of Melbourne, Department of Biochemistry and Molecular Biology, Bio21 Institute of Biotechnology and Molecular Science (Australia)
2008-02-15
Finding the dynamics of an entire macromolecule is a complex problem as the model-free parameter values are intricately linked to the Brownian rotational diffusion of the molecule, mathematically through the autocorrelation function of the motion and statistically through model selection. The solution to this problem was formulated using set theory as an element of the universal set U-the union of all model-free spaces (d'Auvergne EJ and Gooley PR (2007) Mol BioSyst 3(7), 483-494). The current procedure commonly used to find the universal solution is to initially estimate the diffusion tensor parameters, to optimise the model-free parameters of numerous models, and then to choose the best model via model selection. The global model is then optimised and the procedure repeated until convergence. In this paper a new methodology is presented which takes a different approach to this diffusion seeded model-free paradigm. Rather than starting with the diffusion tensor this iterative protocol begins by optimising the model-free parameters in the absence of any global model parameters, selecting between all the model-free models, and finally optimising the diffusion tensor. The new model-free optimisation protocol will be validated using synthetic data from Schurr JM et al. (1994) J Magn Reson B 105(3), 211-224 and the relaxation data of the bacteriorhodopsin (1-36)BR fragment from Orekhov VY (1999) J Biomol NMR 14(4), 345-356. To demonstrate the importance of this new procedure the NMR relaxation data of the Olfactory Marker Protein (OMP) of Gitti R et al. (2005) Biochem 44(28), 9673-9679 is reanalysed. The result is that the dynamics for certain secondary structural elements is very different from those originally reported.
Rolling Shutter Motion Deblurring
Su, Shuochen
2015-06-07
Although motion blur and rolling shutter deformations are closely coupled artifacts in images taken with CMOS image sensors, the two phenomena have so far mostly been treated separately, with deblurring algorithms being unable to handle rolling shutter wobble, and rolling shutter algorithms being incapable of dealing with motion blur. We propose an approach that delivers sharp and undis torted output given a single rolling shutter motion blurred image. The key to achieving this is a global modeling of the camera motion trajectory, which enables each scanline of the image to be deblurred with the corresponding motion segment. We show the results of the proposed framework through experiments on synthetic and real data.
Smoothing Motion Estimates for Radar Motion Compensation.
Energy Technology Data Exchange (ETDEWEB)
Doerry, Armin W. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2017-07-01
Simple motion models for complex motion environments are often not adequate for keeping radar data coherent. Eve n perfect motion samples appli ed to imperfect models may lead to interim calculations e xhibiting errors that lead to degraded processing results. Herein we discuss a specific i ssue involving calculating motion for groups of pulses, with measurements only available at pulse-group boundaries. - 4 - Acknowledgements This report was funded by General A tomics Aeronautical Systems, Inc. (GA-ASI) Mission Systems under Cooperative Re search and Development Agre ement (CRADA) SC08/01749 between Sandia National Laboratories and GA-ASI. General Atomics Aeronautical Systems, Inc. (GA-ASI), an affilia te of privately-held General Atomics, is a leading manufacturer of Remotely Piloted Aircraft (RPA) systems, radars, and electro-optic and rel ated mission systems, includin g the Predator(r)/Gray Eagle(r)-series and Lynx(r) Multi-mode Radar.
Active Brownian particles and run-and-tumble particles separate inside a maze
Khatami, Maryam; Wolff, Katrin; Pohl, Oliver; Ejtehadi, Mohammad Reza; Stark, Holger
2016-11-01
A diverse range of natural and artificial self-propelled particles are known and are used nowadays. Among them, active Brownian particles (ABPs) and run-and-tumble particles (RTPs) are two important classes. We numerically study non-interacting ABPs and RTPs strongly confined to different maze geometries in two dimensions. We demonstrate that by means of geometrical confinement alone, ABPs are separable from RTPs. By investigating Matryoshka-like mazes with nested shells, we show that a circular maze has the best filtration efficiency. Results on the mean first-passage time reveal that ABPs escape faster from the center of the maze, while RTPs reach the center from the rim more easily. According to our simulations and a rate theory, which we developed, ABPs in steady state accumulate in the outermost region of the Matryoshka-like mazes, while RTPs occupy all locations within the maze with nearly equal probability. These results suggest a novel technique for separating different types of self-propelled particles by designing appropriate confining geometries without using chemical or biological agents.
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.
Coarse-grained Brownian dynamics simulations of protein translocation through nanopores
Lee, Po-Hsien; Helms, Volkhard; Geyer, Tihamér
2012-10-01
A crucial process in biological cells is the translocation of newly synthesized proteins across cell membranes via integral membrane protein pores termed translocons. Recent improved techniques now allow producing artificial membranes with pores of similar dimensions of a few nm as the translocon system. For the translocon system, the protein has to be unfolded, whereas the artificial pores are wide enough so that small proteins can pass through even when folded. To study how proteins permeate through such membrane pores, we used coarse-grained Brownian dynamics simulations where the proteins were modeled as single beads or bead-spring polymers for both folded and unfolded states. The pores were modeled as cylindrical holes through the membrane with various radii and lengths. Diffusion was driven by a concentration gradient created across the porous membrane. Our results for both folded and unfolded configurations show the expected reciprocal relation between the flow rate and the pore length in agreement with an analytical solution derived by Brunn et al. [Q. J. Mech. Appl. Math. 37, 311 (1984)], 10.1093/qjmam/37.2.311. Furthermore, we find that the geometric constriction by the narrow pore leads to an accumulation of proteins at the pore entrance, which in turn compensates for the reduced diffusivity of the proteins inside the pore.
Frazier, Zachary
2012-01-01
Abstract Particle-based Brownian dynamics simulations offer the opportunity to not only simulate diffusion of particles but also the reactions between them. They therefore provide an opportunity to integrate varied biological data into spatially explicit models of biological processes, such as signal transduction or mitosis. However, particle based reaction-diffusion methods often are hampered by the relatively small time step needed for accurate description of the reaction-diffusion framework. Such small time steps often prevent simulation times that are relevant for biological processes. It is therefore of great importance to develop reaction-diffusion methods that tolerate larger time steps while maintaining relatively high accuracy. Here, we provide an algorithm, which detects potential particle collisions prior to a BD-based particle displacement and at the same time rigorously obeys the detailed balance rule of equilibrium reactions. We can show that for reaction-diffusion processes of particles mimicking proteins, the method can increase the typical BD time step by an order of magnitude while maintaining similar accuracy in the reaction diffusion modelling. PMID:22697237
Thermodynamic feature of a Brownian heat engine operating between two heat baths.
Asfaw, Mesfin
2014-01-01
A generalized theory of nonequilibrium thermodynamics for a Brownian motor operating between two different heat baths is presented. Via a simple paradigmatic model, we not only explore the thermodynamic feature of the engine in the regime of the nonequilibrium steady state but also study the short time behavior of the system for either the isothermal case with load or, in general, the nonisothermal case with or without load. Many elegant thermodynamic theories can be checked via the present model. Furthermore the dependence of the velocity, the efficiency, and the performance of the refrigerator on time t is examined. Our study reveals a current reversal due to time t. In the early system relaxation period, the model works neither as a heat engine nor as a refrigerator and only after a certain period of time does the model start functioning as a heat engine or as a refrigerator. The performance of the engine also improves with time and at steady state the engine manifests a higher efficiency or performance as a refrigerator. Furthermore the effect of energy exchange via the kinetic energy on the performance of the heat engine is explored.
Luna-Singh, Jennifer; Barrera, Enrique; Varshney, Vikas; Kelley, John; Vaia, Richard
2014-03-01
Self-limiting assembly of nanoparticle (NP) and biomacromolecular arrays promises to revolutionize compliant device fabrication by enabling print-on-demand. Presently, quantitative understanding of the relationship between the array order, nanoparticle size, surface characteristics, and process conditions remain elusive. Previous simulations have shown that tuning particle and surface potentials, screening lengths, and particle concentrations can lead to ordering. However, identifying the experimental conditions to observe these in-plane order-disorder and order-order transitions for NPs remains a challenge. Here in, the absorption of electrostatically stabilized NPs with increasing ratio of particle-particle repulsion to particle-surface attraction via Brownian dynamics simulations is discussed. The orientation correlation function follows the KTHNY theory of phase transition as particle and surface potentials are tuned. Detailed Voronoi analysis reveals movement and defect annihilation during the final stages of adsorption. Identifying the transition between liquid, hexatic, and crystalline NP arrays will provide experimental conditions necessary to create high resolution patterns and smaller devices.
Brownian dynamic study of an enzyme metabolon in the TCA cycle: Substrate kinetics and channeling.
Huang, Yu-Ming M; Huber, Gary A; Wang, Nuo; Minteer, Shelley D; McCammon, J Andrew
2018-02-01
Malate dehydrogenase (MDH) and citrate synthase (CS) are two pacemaking enzymes involved in the tricarboxylic acid (TCA) cycle. Oxaloacetate (OAA) molecules are the intermediate substrates that are transferred from the MDH to CS to carry out sequential catalysis. It is known that, to achieve a high flux of intermediate transport and reduce the probability of substrate leaking, a MDH-CS metabolon forms to enhance the OAA substrate channeling. In this study, we aim to understand the OAA channeling within possible MDH-CS metabolons that have different structural orientations in their complexes. Three MDH-CS metabolons from native bovine, wild-type porcine, and recombinant sources, published in recent work, were selected to calculate OAA transfer efficiency by Brownian dynamics (BD) simulations and to study, through electrostatic potential calculations, a possible role of charges that drive the substrate channeling. Our results show that an electrostatic channel is formed in the metabolons of native bovine and recombinant porcine enzymes, which guides the oppositely charged OAA molecules passing through the channel and enhances the transfer efficiency. However, the channeling probability in a suggested wild-type porcine metabolon conformation is reduced due to an extended diffusion length between the MDH and CS active sites, implying that the corresponding arrangements of MDH and CS result in the decrease of electrostatic steering between substrates and protein surface and then reduce the substrate transfer efficiency from one active site to another. © 2017 The Protein Society.
Directory of Open Access Journals (Sweden)
Linshuang Liu
2012-01-01
Full Text Available To investigate sludge drying process, a numerical simulation based on Brownian dynamic for the floc with uncharged and charged particles was conducted. The Langevin equation is used as dynamical equation for tracking each particle in a floc. An initial condition and periodic boundary condition which well conformed to reality is used for calculating the floc growth process. Each cell consists of 1000 primary particles with diameter 0.1 ∼ 4 μm. Floc growth is related to the thermal force and the electrostatic force. The electrostatic force on a particle in the simulation cell is considered as the sum of electrostatic forces from other particles in the original cell and its replicate cells. It is assumed that flocs are charged with precharged primary particles in dispersion system by ionization. By the analysis of the simulation figures, on one hand, the effects of initial particle size and sludge density on floc smashing time, floc radius of gyration, and fractal dimension were discussed. On the other hand, the effects of ionization on floc smashing time and floc structure were presented. This study has important practical value in the high-turbidity water treatment, especially for sludge drying.
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.
Zou, Weizhong; Larson, Ronald
2015-03-01
We describe the rheology of polymeric glasses by combining a simple constitutive equation for the fast segmental modes, borrowed from Fielding, et al., with Brownian dynamics (BD) simulations of the slow polymer modes. The BD simulations determine the polymeric stress from ensembles of finitely extensible bead-spring chains, where the bead drag coefficient is governed by solutions to the equation for segmental relaxation. Thus the model treats the short glassy segmental mode as ``solvent'' for the polymer modes. With rubbery modulus for the slow-relaxing polymer modes as one of our model parameters, stress-dependent relaxation, physical aging, flow rejuvenation as well as strain-hardening and recovery can be successfully accounted for in uniaxial extension and steady shear, without the use of an artificial ``crinkle factor'' used to account for recoil dynamics in previous work. Our simulation results remarkably agree with the experimental data from Lee et al. A comparison between our model and the barrier-hopping theory is also made. The authors acknowledge discussions with M. E. Cates and S. M. Fielding.
Height distribution tails in the Kardar–Parisi–Zhang equation with Brownian initial conditions
Meerson, Baruch; Schmidt, Johannes
2017-10-01
For stationary interface growth, governed by the Kardar–Parisi–Zhang (KPZ) equation in 1 + 1 dimensions, typical fluctuations of the interface height at long times are described by the Baik–Rains distribution. Recently Chhita et al (2016 arXiv:1611.06690) used the totally asymmetric simple exclusion process (TASEP) to study the height fluctuations in systems of the KPZ universality class for Brownian interfaces with arbitrary diffusion constant. They showed that there is a one-parameter family of long-time distributions, parameterized by the diffusion constant of the initial random height profile. They also computed these distributions numerically by using Monte Carlo (MC) simulations. Here we address this problem analytically and focus on the distribution tails at short times. We determine the (stretched exponential) tails of the height distribution by applying the optimal fluctuation method (OFM) to the KPZ equation. We argue that, by analogy with other initial conditions, the ‘slow’ tail holds at arbitrary times and therefore provides a proper asymptotic to the family of long-time distributions studied in Chhita et al (2016 arXiv:1611.06690). We verify this hypothesis by performing large-scale MC simulations of a TASEP with a parallel-update rule. The ‘fast’ tail, predicted by the OFM, is also expected to hold at arbitrary times, at sufficiently large heights.
Directory of Open Access Journals (Sweden)
Norbert Mücke
Full Text Available Nanomechanical properties of filamentous biopolymers, such as the persistence length, may be determined from two-dimensional images of molecules immobilized on surfaces. For a single filament in solution, two principal adsorption scenarios are possible. Both scenarios depend primarily on the interaction strength between the filament and the support: i For interactions in the range of the thermal energy, the filament can freely equilibrate on the surface during adsorption; ii For interactions much stronger than the thermal energy, the filament will be captured by the surface without having equilibrated. Such a 'trapping' mechanism leads to more condensed filament images and hence to a smaller value for the apparent persistence length. To understand the capture mechanism in more detail we have performed Brownian dynamics simulations of relatively short filaments by taking the two extreme scenarios into account. We then compared these 'ideal' adsorption scenarios with observed images of immobilized vimentin intermediate filaments on different surfaces. We found a good agreement between the contours of the deposited vimentin filaments on mica ('ideal' trapping and on glass ('ideal' equilibrated with our simulations. Based on these data, we have developed a strategy to reliably extract the persistence length of short worm-like chain fragments or network forming filaments with unknown polymer-surface interactions.
Cuetos, Alejandro; Patti, Alessandro
2015-08-01
We propose a simple but powerful theoretical framework to quantitatively compare Brownian dynamics (BD) and dynamic Monte Carlo (DMC) simulations of multicomponent colloidal suspensions. By extending our previous study focusing on monodisperse systems of rodlike colloids, here we generalize the formalism described there to multicomponent colloidal mixtures and validate it by investigating the dynamics in isotropic and liquid crystalline phases containing spherical and rodlike particles. In order to investigate the dynamics of multicomponent colloidal systems by DMC simulations, it is key to determine the elementary time step of each species and establish a unique timescale. This is crucial to consistently study the dynamics of colloidal particles with different geometry. By analyzing the mean-square displacement, the orientation autocorrelation functions, and the self part of the van Hove correlation functions, we show that DMC simulation is a very convenient and reliable technique to describe the stochastic dynamics of any multicomponent colloidal system. Our theoretical formalism can be easily extended to any colloidal system containing size and/or shape polydisperse particles.
Siksik, May; Krishnamurthy, Vikram
2017-09-01
This paper proposes a multi-dielectric Brownian dynamics simulation framework for design-space-exploration (DSE) studies of ion-channel permeation. The goal of such DSE studies is to estimate the channel modeling-parameters that minimize the mean-squared error between the simulated and expected "permeation characteristics." To address this computational challenge, we use a methodology based on statistical inference that utilizes the knowledge of channel structure to prune the design space. We demonstrate the proposed framework and DSE methodology using a case study based on the KcsA ion channel, in which the design space is successfully reduced from a 6-D space to a 2-D space. Our results show that the channel dielectric map computed using the framework matches with that computed directly using molecular dynamics with an error of 7%. Finally, the scalability and resolution of the model used are explored, and it is shown that the memory requirements needed for DSE remain constant as the number of parameters (degree of heterogeneity) increases.
Brownian and advective dynamics in microflow studied by coherent X-ray scattering experiments.
Urbani, Raphael; Westermeier, Fabian; Banusch, Benjamin; Sprung, Michael; Pfohl, Thomas
2016-11-01
Combining microfluidics with coherent X-ray illumination offers the possibility to not only measure the structure but also the dynamics of flowing samples in a single-scattering experiment. Here, the power of this combination is demonstrated by studying the advective and Brownian dynamics of colloidal suspensions in microflow of different geometries. Using an experimental setup with a fast two-dimensional detector and performing X-ray correlation spectroscopy by calculating two-dimensional maps of the intensity auto-correlation functions, it was possible to evaluate the sample structure and furthermore to characterize the detailed flow behavior, including flow geometry, main flow directions, advective flow velocities and diffusive dynamics. By scanning a microfocused X-ray beam over a microfluidic device, the anisotropic auto-correlation functions of driven colloidal suspensions in straight, curved and constricted microchannels were mapped with the spatial resolution of the X-ray beam. This method has not only a huge potential for studying flow patterns in complex fluids but also to generally characterize anisotropic dynamics in materials.
Connor, Jerome
2014-01-01
This innovative volume provides a systematic treatment of the basic concepts and computational procedures for structural motion design and engineering for civil installations. The authors illustrate the application of motion control to a wide spectrum of buildings through many examples. Topics covered include optimal stiffness distributions for building-type structures, the role of damping in controlling motion, tuned mass dampers, base isolation systems, linear control, and nonlinear control. The book's primary objective is the satisfaction of motion-related design requirements, such as restrictions on displacement and acceleration. The book is ideal for practicing engineers and graduate students. This book also: · Broadens practitioners' understanding of structural motion control, the enabling technology for motion-based design · Provides readers the tools to satisfy requirements of modern, ultra-high strength materials that lack corresponding stiffness, where the motion re...
Electrokinetic motion of a rectangular nanoparticle in a nanochannel
Energy Technology Data Exchange (ETDEWEB)
Movahed, Saeid; Li Dongqing, E-mail: dongqing@mme.uwaterloo.ca [University of Waterloo, Department of Mechanical and Mechatronics Engineering (Canada)
2012-08-15
This article presents a theoretical study of electrokinetic motion of a negatively charged cubic nanoparticle in a three-dimensional nanochannel with a circular cross-section. Effects of the electrophoretic and the hydrodynamic forces on the nanoparticle motion are examined. Because of the large applied electric field over the nanochannel, the impact of the Brownian force is negligible in comparison with the electrophoretic and the hydrodynamic forces. The conventional theories of electrokinetics such as the Poisson-Boltzmann equation and the Helmholtz-Smoluchowski slip velocity approach are no longer applicable in the small nanochannels. In this study, and at each time step, first, a set of highly coupled partial differential equations including the Poisson-Nernst-Plank equation, the Navier-Stokes equations, and the continuity equation was solved to find the electric potential, ionic concentration field, and the flow field around the nanoparticle. Then, the electrophoretic and hydrodynamic forces acting on the negatively charged nanoparticle were determined. Following that, the Newton second law was utilized to find the velocity of the nanoparticle. Using this model, effects of surface electric charge of the nanochannel, bulk ionic concentration, the size of the nanoparticle, and the radius of the nanochannel on the nanoparticle motion were investigated. Increasing the bulk ionic concentration or the surface charge of the nanochannel will increase the electroosmotic flow, and hence affect the particle's motion. It was also shown that, unlike microchannels with thin EDL, the change in nanochannel size will change the EDL field and the ionic concentration field in the nanochannel, affecting the particle's motion. If the nanochannel size is fixed, a larger particle will move faster than a smaller particle under the same conditions.
Watkins, N W; Credgington, D; Sanchez, R; Rosenberg, S J; Chapman, S C
2009-04-01
Lévy flights and fractional Brownian motion have become exemplars of the heavy-tailed jumps and long-ranged memory widely seen in physics. Natural time series frequently combine both effects, and linear fractional stable motion (lfsm) is a model process of this type, combining alpha-stable jumps with a memory kernel. In contrast complex physical spatiotemporal diffusion processes where both the above effects compete have for many years been modeled using the fully fractional kinetic equation for the continuous-time random walk (CTRW), with power laws in the probability density functions of both jump size and waiting time. We derive the analogous kinetic equation for lfsm and show that it has a diffusion coefficient with a power law in time rather than having a fractional time derivative like the CTRW. We discuss some preliminary results on the scaling of burst "sizes" and "durations" in lfsm time series, with applications to modeling existing observations in space physics and elsewhere.
Toward Synthesis of Solar Wind and Geomagnetic Scaling Exponents: a Fractional Levy Motion Model
Watkins, N. W.; Credgington, D.; Hnat, B.; Freeman, M. P.; Chapman, S. C.; Greenhough, J.
2005-12-01
Mandelbrot introduced the concept of fractals to describe the non-Euclidean shape of many aspects of the natural world. In the time series context he proposed the use of fractional Brownian motion (fBm) to model non-negligible temporal persistence, the ``Joseph Effect"; and Lévy flights to quantify large discontinuities, the ``Noah Effect". In space physics, both effects are manifested in the intermittency and long-range correlation which are by now well-established features of geomagnetic indices and their solar wind drivers. In order to capture and quantify the Noah and Joseph effects in one compact model we propose the application of the ``bridging" fractional Lévy motion (fLm) to space physics. We perform an initial evaluation of some previous scaling results in this paradigm, and show how fLm can model the previously observed exponents. We suggest some new directions for the future.
Infeld, Leopold
1960-01-01
Motion and Relativity focuses on the methodologies, solutions, and approaches involved in the study of motion and relativity, including the general relativity theory, gravitation, and approximation.The publication first offers information on notation and gravitational interaction and the general theory of motion. Discussions focus on the notation of the general relativity theory, field values on the world-lines, general statement of the physical problem, Newton's theory of gravitation, and forms for the equation of motion of the second kind. The text then takes a look at the approximation meth
DEFF Research Database (Denmark)
Jensen, Rasmus Ramsbøl; Benjaminsen, Claus; Larsen, Rasmus
2015-01-01
The application of motion tracking is wide, including: industrial production lines, motion interaction in gaming, computer-aided surgery and motion correction in medical brain imaging. Several devices for motion tracking exist using a variety of different methodologies. In order to use such devices...... offset and tracking noise in medical brain imaging. The data are generated from a phantom mounted on a rotary stage and have been collected using a Siemens High Resolution Research Tomograph for positron emission tomography. During acquisition the phantom was tracked with our latest tracking prototype...
Energy Technology Data Exchange (ETDEWEB)
Hildreth, E.C.
1984-01-01
This book examines the measurement of visual motion and the use of relative movement to locate the boundaries of physical objects in the environment. It investigates the nature of the computations that are necessary to perform this analysis by any vision system, biological or artificial. Contents: Introduction. Background. Computation of the Velocity Field. An Algorithm to Compute the Velocity Field. The Computation of Motion Discontinuities. Perceptual Studies of Motion Measurement. The Psychophysics of Discontinuity Detection. Neurophysiological Studies of Motion. Summary and Conclusions. References. Author and Subject Indexes.
Zou, Weizhong; Larson, Ronald G
2016-08-10
We present a hybrid model for polymeric glasses under deformation that combines a minimal model of segmental dynamics with a beads-and-springs model of a polymer, solved by Brownian dynamics (BD) simulations, whose relaxation is coupled to the segmental dynamics through the drag coefficient of the beads. This coarse-grained model allows simulations that are much faster than molecular dynamics and successfully capture the entire range of mechanical response including yielding, plastic flow, strain-hardening, and incomplete strain recovery. The beads-and-springs model improves upon the dumbbell model for glassy polymers proposed by Fielding et al. (Phys. Rev. Lett., 2012, 108, 048301) by capturing the small elastic recoil seen experimentally without the use of ad hoc adjustments of parameters required in the model of Fielding et al. With appropriate choice of parameters, predictions of creep, recovery, and segmental relaxation are found to be in good agreement with poly(methylmethacrylate) (PMMA) data of Lee et al. (Science, 2009, 323, 231-234). Our model shows dramatic differences in behavior of the segmental relaxation time between extensional creep and steady extension, and between extension and shear. The non-monotonic response of the segmental relaxation time to extensional creep and the small elastic recovery after removal of stress are shown to arise from sub-chains that are trapped between folds, and that become highly oriented and stretched at strains of order unity, connecting the behavior of glassy polymers under creep to that of dilute polymer solutions under fast extensional flows. We are also able to predict the effects of polymer pre-orientation in the parallel or orthogonal direction on the subsequent response to extensional deformation.
Brownian Dynamics of a Suspension of Particles with Constrained Voronoi Cell Volumes
Singh, John P.
2015-06-23
© 2015 American Chemical Society. Solvent-free polymer-grafted nanoparticle fluids consist of inorganic core particles fluidized by polymers tethered to their surfaces. The attachment of the suspending fluid to the particle surface creates a strong penalty for local variations in the fluid volume surrounding the particles. As a model of such a suspension we perform Brownian dynamics of an equilibrium system consisting of hard spheres which experience a many-particle potential proportional to the variance of the Voronoi volumes surrounding each particle (E = α(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.
Dynamics in crowded environments: is non-Gaussian Brownian diffusion normal?
Kwon, Gyemin; Sung, Bong June; Yethiraj, Arun
2014-07-17
The dynamics of colloids and proteins in dense suspensions is of fundamental importance, from a standpoint of understanding the biophysics of proteins in the cytoplasm and for the many interesting physical phenomena in colloidal dispersions. Recent experiments and simulations have raised questions about our understanding of the dynamics of these systems. Experiments on vesicles in nematic fluids and colloids in an actin network have shown that the dynamics of particles can be "non-Gaussian"; that is, the self-part of the van Hove correlation function, Gs(r,t), is an exponential rather than Gaussian function of r, in regimes where the mean-square displacement is linear in t. It is usually assumed that a linear mean-square displacement implies a Gaussian Gs(r,t). In a different result, simulations of a mixture of proteins, aimed at mimicking the cytoplasm of Escherichia coli, have shown that hydrodynamic interactions (HI) play a key role in slowing down the dynamics of proteins in concentrated (relative to dilute) solutions. In this work, we study a simple system, a dilute tracer colloidal particle immersed in a concentrated solution of larger spheres, using simulations with and without HI. The simulations reproduce the non-Gaussian Brownian diffusion of the tracer, implying that this behavior is a general feature of colloidal dynamics and is a consequence of local heterogeneities on intermediate time scales. Although HI results in a lower diffusion constant, Gs(r,t) is very similar to and without HI, provided they are compared at the same value of the mean-square displacement.
Numerically modeling Brownian thermal noise in amorphous and crystalline thin coatings
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
Brownian Dynamics of a Suspension of Particles with Constrained Voronoi Cell Volumes.
Singh, John P; Walsh, Stuart D C; Koch, Donald L
2015-06-23
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.
Human motion correction and representation method from motion camera
Directory of Open Access Journals (Sweden)
Hong-Bo Zhang
2017-06-01
Full Text Available Motion estimation is a basic issue for many computer vision tasks, such as human–computer interaction, motion objection detection and intelligent robot. In many practical scenes, the object movement goes with camera motion. Generally, motion descriptors directly based on optical flow are inaccurate and have low discrimination power. To this end, a novel motion correction method is proposed and a novel motion feature descriptor called the motion difference histogram (MDH for recognising human action is proposed in this study. Motion estimation results are corrected by background motion estimation and MDH encodes the motion difference between the background and the objects. Experimental results on video shot with camera motion show that the proposed motion correction method is effective and the recognition accuracy of MDH is better than that of the state-of-the-art motion descriptor.
Motion of a hot particle in viscous fluids
Oppenheimer, Naomi; Navardi, Shahin; Stone, Howard A.
2016-05-01
We study the motion of a hot particle in a viscous liquid at low Reynolds numbers, which is inspired by recent experiments with Brownian particles heated by a laser. The difference in temperature between a particle and the ambient fluid causes a spatial variation of the viscosity in the vicinity of the solid body. We derive a general analytical expression determining the force and the torque on a particle for low Péclet numbers by exploiting the Lorentz reciprocal theorem. For small temperature and viscosity variations, a perturbation analysis is implemented to evaluate the leading-order correction to the hydrodynamic force and torque on the particle. The results are applied to describe dynamics of a uniformly hot spherical particle and to spherical particles with a nonuniform surface temperature described by dipole and quadrupole moments. Among other results, we find for dipolar thermal fields that there is coupling of the translational and rotational motions when there are local viscosity variations; such coupling is absent in an isothermal fluid.
Summers, M. K.
1977-01-01
Described is a novel approach to the teaching of projectile motion of sixth form level. Students are asked to use an analogue circuit to observe projectile motion and to graph the experimental results. Using knowledge of basic dynamics, students are asked to explain the shape of the curves theoretically. (Author/MA)
DEFF Research Database (Denmark)
Østerberg, Frederik Westergaard; Dalslet, Bjarke Thomas; Snakenborg, Detlef
2010-01-01
We present a simple 'click-on' fluidic system with integrated electrical contacts, which is suited for electrical measurements on chips in microfluidic systems. We show that microscopic magnetic field sensors based on the planar Hall effect can be used for detecting the complex magnetic response...... using only the self-field arising from the bias current applied to the sensors as excitation field. We present measurements on a suspension of magnetic beads with a nominal diameter of 250 nm vs. temperature and find that the observations are consistent with the Cole-Cole model for Brownian relaxation...... biosensor based on the detection of the dynamic response of magnetic beads....
Abe, Yushi; Kuroda, Ryota; Ying, Xiang; Sato, Masaki; Tanaka, Takayuki; Kasai, Seiya
2015-06-01
We investigated the structural parameter dependence of the directed current in GaAs-nanowire-based Brownian ratchet devices. The directed current was generated by flashing a ratchet potential array repeatedly using multiple asymmetric gates with a periodic signal. The amount of current in the fabricated device increased as the nanowire width W decreased, which contradicted the theoretical model. The current also depended on the number of the gates N, when N was smaller than 6. We discussed the obtained results in terms of the structural parameter dependence of carrier transfer efficiency and the effect of electron reservoirs on current generation in flashing ratchet operation.
Sabanovic, Asif
2011-01-01
"Presents a unified approach to the fundamental issues in motion control, starting from the basics and moving through single degree of freedom and multi-degree of freedom systems In Motion Control Systems, Šabanovic and Ohnishi present a unified approach to very diverse issues covered in motion control systems, offering know-how accumulated through work on very diverse problems into a comprehensive, integrated approach suitable for application in high demanding high-tech products. It covers material from single degree of freedom systems to complex multi-body non-redundant and redundant systems. The discussion of the main subject is based on original research results and will give treatment of the issues in motion control in the framework of the acceleration control method with disturbance rejection technique. This allows consistent unification of different issues in motion control ranging from simple trajectory tracking to topics related to haptics and bilateral control without and with delay in the measure...
Superluminal motion in astronomy
Energy Technology Data Exchange (ETDEWEB)
Falla, D.F.; Floyd, M.J. [Department of Physics, University of Wales, Aberystwyth (United Kingdom)
2002-01-01
Several examples of 'intrinsic-type' superluminal motion in astronomy are taken. A simple signal-delay transformation is devised and shown to be sufficient to explain the superluminal effect as resulting from differential signal delay across an expanding source. The distinction between relativistic motion and relativistic kinematics is made. The key kinematical equation used to describe superluminal motion is an alternative statement of the Doppler effect. Relativistic transformations, which are relevant when intervals in different reference frames are compared, then lead to the relativistic Doppler factor ({delta}), which is applicable to measurements on a photographic image, for example that of a relativistic quasar jet with superluminal components. (author)
DEFF Research Database (Denmark)
Steijn, Arthur
2016-01-01
Contemporary scenography often consists of video-projected motion graphics. The field is lacking in academic methods and rigour: descriptions and models relevant for the creation as well as in the analysis of existing works. In order to understand the phenomenon of motion graphics in a scenographic...... context, I have been conducting a practice-led research project. Central to the project is construction of a design model describing sets of procedures, concepts and terminology relevant for design and studies of motion graphics in spatial contexts. The focus of this paper is the role of model...
Motion Alters Color Appearance
Hong, Sang-Wook; Kang, Min-Suk
2016-01-01
Chromatic induction compellingly demonstrates that chromatic context as well as spectral lights reflected from an object determines its color appearance. Here, we show that when one colored object moves around an identical stationary object, the perceived saturation of the stationary object decreases dramatically whereas the saturation of the moving object increases. These color appearance shifts in the opposite directions suggest that normalization induced by the object’s motion may mediate the shift in color appearance. We ruled out other plausible alternatives such as local adaptation, attention, and transient neural responses that could explain the color shift without assuming interaction between color and motion processing. These results demonstrate that the motion of an object affects both its own color appearance and the color appearance of a nearby object, suggesting a tight coupling between color and motion processing. PMID:27824098
Projectile Motion with Mathematica.
de Alwis, Tilak
2000-01-01
Describes how to use the computer algebra system (CAS) Mathematica to analyze projectile motion with and without air resistance. These experiments result in several conjectures leading to theorems. (Contains 17 references.) (Author/ASK)
Schnick, Jeffrey W.
1994-01-01
Presents an exercise that attempts to correct for the common discrepancies between theoretical and experimental predictions concerning projectile motion using a spring-loaded projectile ball launcher. Includes common correction factors for student use. (MVL)
Lamb, William G.
1985-01-01
Explains a projectile motion experiment involving a bow and arrow. Procedures to measure "muzzle" velocity, bow elastic potential energy, range, flight time, wind resistance, and masses are considered. (DH)
Shourd, Melvin L.
1977-01-01
Describes the construction of an inexpensive apparatus which utilizes the oscillatory motion of 60 cycle AC current in conjunction with an electromagnetic to illustrate various principles and processes in geology. (SL)
Galus, Pamela J.
2002-01-01
Presents a variety of activities that support the development of an understanding of Newton's laws of motion. Activities use toy cars, mobile roads, and a seat-of-nails. Includes a scoring rubric. (DDR)
Travelers' Health: Motion Sickness
... motion by sea, car, train, air, and virtual reality immersion. Given sufficient stimulus all people with functional ... retching Sweating Cold sweats Excessive salivation Apathy Hyperventilation Increased sensitivity to odors Loss of appetite Headache Drowsiness ...
Directory of Open Access Journals (Sweden)
Jared Wynn
2010-01-01
Full Text Available The objective of this project is to derive and solve the equation of motion for a pendulum swinging at small angles in one dimension. The pendulum may be either a simple pendulum like a ball hanging from a string or a physical pendulum like a pendulum on a clock. For simplicity, we only considered small rotational angles so that the equation of motion becomes a harmonic oscillator.
Directory of Open Access Journals (Sweden)
D. Tsaousis
2008-01-01
Full Text Available Ever since the first century A.D. there have been relative descriptions of known devices as well as manufactures for the creation of perpetual motion machines. Although physics has led, with two thermodynamic laws, to the opinion that a perpetual motion machine is impossible to be manufactured, inventors of every age and educational level appear to claim that they have invented something «entirely new» or they have improved somebody else’s invention, which «will function henceforth perpetually»! However the fact of the failure in manufacturing a perpetual motion machine till now, it does not mean that countless historical elements for these fictional machines become indifferent. The discussion on every version of a perpetual motion machine on the one hand gives the chance to comprehend the inventor’s of each period level of knowledge and his way of thinking, and on the other hand, to locate the points where this «perpetual motion machine» clashes with the laws of nature and that’s why it is impossible to have been manufactured or have functioned. The presentation of a new «perpetual motion machine» has excited our interest to locate its weak points. According to the designer of it the machine functions with the work produced by the buoyant force
PROMOTIONS: PROper MOTION Software
Caleb Wherry, John; Sahai, R.
2009-05-01
We report on the development of a software tool (PROMOTIONS) to streamline the process of measuring proper motions of material in expanding nebulae. Our tool makes use of IDL's widget programming capabilities to design a unique GUI that is used to compare images of the objects from two epochs. The software allows us to first orient and register the images to a common frame of reference and pixel scale, using field stars in each of the images. We then cross-correlate specific morphological features in order to determine their proper motions, which consist of the proper motion of the nebula as a whole (PM-neb), and expansion motions of the features relative to the center. If the central star is not visible (quite common in bipolar nebulae with dense dusty waists), point-symmetric expansion is assumed and we use the average motion of high-quality symmetric pairs of features on opposite sides of the nebular center to compute PM-neb. This is then subtracted out to determine the individual movements of these and additional features relative to the nebular center. PROMOTIONS should find wide applicability in measuring proper motions in astrophysical objects such as the expanding outflows/jets commonly seen around young and dying stars. We present first results from using PROMOTIONS to successfully measure proper motions in several pre-planetary nebulae (transition objects between the red giant and planetary nebula phases), using images taken 7-10 years apart with the WFPC2 and ACS instruments on board HST. The authors are grateful to NASA's Undergradute Scholars Research Program (USRP) for supporting this research.
Hahn, Melinda W; O'Meliae, Charles R
2004-01-01
The deposition and reentrainment of particles in porous media have been examined theoretically and experimentally. A Brownian Dynamics/Monte Carlo (MC/BD) model has been developed that simulates the movement of Brownian particles near a collector under "unfavorable" chemical conditions and allows deposition in primary and secondary minima. A simple Maxwell approach has been used to estimate particle attachment efficiency by assuming deposition in the secondary minimum and calculating the probability of reentrainment. The MC/BD simulations and the Maxwell calculations support an alternative view of the deposition and reentrainment of Brownian particles under unfavorable chemical conditions. These calculations indicate that deposition into and subsequent release from secondary minima can explain reported discrepancies between classic model predictions that assume irreversible deposition in a primary well and experimentally determined deposition efficiencies that are orders of magnitude larger than Interaction Force Boundary Layer (IFBL) predictions. The commonly used IFBL model, for example, is based on the notion of transport over an energy barrier into the primary well and does not address contributions of secondary minimum deposition. A simple Maxwell model based on deposition into and reentrainment from secondary minima is much more accurate in predicting deposition rates for column experiments at low ionic strengths. It also greatly reduces the substantial particle size effects inherent in IFBL models, wherein particle attachment rates are predicted to decrease significantly with increasing particle size. This view is consistent with recent work by others addressing the composition and structure of the first few nanometers at solid-water interfaces including research on modeling water at solid-liquid interfaces, surface speciation, interfacial force measurements, and the rheological properties of concentrated suspensions. It follows that deposition under these
Measuring Behavior using Motion Capture
Fikkert, F.W.; van der Kooij, Herman; Ruttkay, Z.M.; van Welbergen, H.; Spink, A.J.; Ballintijn, M.R.; Bogers, N.D.; Grieco, F; Loijens, L.W.S.; Noldus, L.P.J.J.; Smit, G; Zimmerman, P.H.
2008-01-01
Motion capture systems, using optical, magnetic or mechanical sensors are now widely used to record human motion. Motion capture provides us with precise measurements of human motion at a very high recording frequency and accuracy, resulting in a massive amount of movement data on several joints of
Geologically current plate motions
DeMets, Charles; Gordon, Richard G.; Argus, Donald F.
2010-04-01
We describe best-fitting angular velocities and MORVEL, a new closure-enforced set of angular velocities for the geologically current motions of 25 tectonic plates that collectively occupy 97 per cent of Earth's surface. Seafloor spreading rates and fault azimuths are used to determine the motions of 19 plates bordered by mid-ocean ridges, including all the major plates. Six smaller plates with little or no connection to the mid-ocean ridges are linked to MORVEL with GPS station velocities and azimuthal data. By design, almost no kinematic information is exchanged between the geologically determined and geodetically constrained subsets of the global circuit-MORVEL thus averages motion over geological intervals for all the major plates. Plate geometry changes relative to NUVEL-1A include the incorporation of Nubia, Lwandle and Somalia plates for the former Africa plate, Capricorn, Australia and Macquarie plates for the former Australia plate, and Sur and South America plates for the former South America plate. MORVEL also includes Amur, Philippine Sea, Sundaland and Yangtze plates, making it more useful than NUVEL-1A for studies of deformation in Asia and the western Pacific. Seafloor spreading rates are estimated over the past 0.78 Myr for intermediate and fast spreading centres and since 3.16 Ma for slow and ultraslow spreading centres. Rates are adjusted downward by 0.6-2.6mmyr-1 to compensate for the several kilometre width of magnetic reversal zones. Nearly all the NUVEL-1A angular velocities differ significantly from the MORVEL angular velocities. The many new data, revised plate geometries, and correction for outward displacement thus significantly modify our knowledge of geologically current plate motions. MORVEL indicates significantly slower 0.78-Myr-average motion across the Nazca-Antarctic and Nazca-Pacific boundaries than does NUVEL-1A, consistent with a progressive slowdown in the eastward component of Nazca plate motion since 3.16 Ma. It also
Directory of Open Access Journals (Sweden)
Florian Ion Tiberiu Petrescu
2015-09-01
Full Text Available This paper presents the dynamic, original, machine motion equations. The equation of motion of the machine that generates angular speed of the shaft (which varies with position and rotation speed is deduced by conservation kinetic energy of the machine. An additional variation of angular speed is added by multiplying by the coefficient dynamic D (generated by the forces out of mechanism and or by the forces generated by the elasticity of the system. Kinetic energy conservation shows angular speed variation (from the shaft with inertial masses, while the dynamic coefficient introduces the variation of w with forces acting in the mechanism. Deriving the first equation of motion of the machine one can obtain the second equation of motion dynamic. From the second equation of motion of the machine it determines the angular acceleration of the shaft. It shows the distribution of the forces on the mechanism to the internal combustion heat engines. Dynamic, the velocities can be distributed in the same way as forces. Practically, in the dynamic regimes, the velocities have the same timing as the forces. Calculations should be made for an engine with a single cylinder. Originally exemplification is done for a classic distribution mechanism, and then even the module B distribution mechanism of an Otto engine type.
Bai, Zhan-Wu; Zhang, Wei
2018-01-01
The diffusion behaviors of Brownian particles in a tilted periodic potential under the influence of an internal white noise and an external Ornstein-Uhlenbeck noise are investigated through numerical simulation. In contrast to the case when the bias force is smaller or absent, the diffusion coefficient exhibits a nonmonotonic dependence on the correlation time of the external noise when bias force is large. A mechanism different from locked-to-running transition theory is presented for the diffusion enhancement by a bias force in intermediate to large damping. In the underdamped regime and the presence of external noise, the diffusion coefficient is a monotonically decreasing function of low temperature rather than a nonmonotonic function when external noise is absent. The diffusive process undergoes four regimes when bias force approaches but is less than its critical value and noises intensities are small. These behaviors can be attributed to the locked-to-running transition of particles.
Two-time correlation and occupation time for the Brownian bridge and tied-down renewal processes
Godrèche, Claude
2017-07-01
Tied-down renewal processes are generalisations of the Brownian bridge, where an event (or a zero crossing) occurs both at the origin of time and at the final observation time t. We give an analytical derivation of the two-time correlation function for such processes in the Laplace space of all temporal variables. This yields the exact asymptotic expression of the correlation in the Porod regime of short separations between the two times and in the persistence regime of large separations. We also investigate other quantities, such as the backward and forward recurrence times, as well as the occupation time of the process. The latter has a broad distribution which is determined exactly. Physical implications of these results for the Poland Scheraga and related models are given. These results also give exact answers to questions posed in the past in the context of stochastically evolving surfaces.
D. Tsaousis
2008-01-01
Ever since the first century A.D. there have been relative descriptions of known devices as well as manufactures for the creation of perpetual motion machines. Although physics has led, with two thermodynamic laws, to the opinion that a perpetual motion machine is impossible to be manufactured, inventors of every age and educational level appear to claim that they have invented something «entirely new» or they have improved somebody else’s invention, which «will function henceforth perpetuall...
DEFF Research Database (Denmark)
Perez, Tristan; Blanke, Mogens
2010-01-01
The technical feasibility of roll motion control devices has been amply demonstrated for over 100 years. Performance, however, can still fall short of expectations because of deciencies in control system designs, which have proven to be far from trivial due to fundamental performance limitations....... This tutorial paper presents an account of the development of various ship roll motion control systems and the challenges associated with their design. The paper discusses how to assess performance, the applicability of dierent models, and control methods that have been applied in the past....
Fukushima, Toshio; Ishizaki, Hideharu
1994-06-01
For use in numerical studies of rotational motion, a set of elements is introduced for the torque-free rotational motion of a rigid body around its barycenter. The elements are defined as the initial values of a modification of the Andoyer canonical variables. A computational procedure is obtained for determining these elements from the combination of the spin angular momentum vector and a triad defining the orientation of the rigid body. A numerical experiment shows that the errors of transformation between the elements and variables are sufficiently small. The errors increase linearly with time for some elements and quadratically for some others.
Leap Motion development essentials
Spiegelmock, Mischa
2013-01-01
This book is a fast-paced guide with practical examples that aims to help you understand and master the Leap Motion SDK.This book is for developers who are either involved in game development or who are looking to utilize Leap Motion technology in order to create brand new user interaction experiences to distinguish their products from the mass market. You should be comfortable with high-level languages and object-oriented development concepts in order to get the most out of this book.
Demets, C.; Gordon, R. G.; Argus, D. F.; Stein, S.
1990-05-01
A global plate motion model, named NUVEL-1, which describes current plate motions between 12 rigid plates is described, with special attention given to the method, data, and assumptions used. Tectonic implications of the patterns that emerged from the results are discussed. It is shown that wide plate boundary zones can form not only within the continental lithosphere but also within the oceanic lithosphere; e.g., between the Indian and Australian plates and between the North American and South American plates. Results of the model also suggest small but significant diffuse deformation of the oceanic lithosphere, which may be confined to small awkwardly shaped salients of major plates.
Directory of Open Access Journals (Sweden)
C. Dhanapal
2016-01-01
Full Text Available This paper analyzes the peristaltic flow of an incompressible micropolar nanofluid in a tapered asymmetric channel in the presence of thermal radiation and heat sources parameters. The rotation of the nanoparticles is incorporated in the flow model. The equations governing the nanofluid flow are modeled and exact solutions are managed under long wavelength and flow Reynolds number and long wavelength approximations. Explicit expressions of axial velocity, stream function, microrotation, nanoparticle temperature, and concentration have been derived. The phenomena of shear stress and trapping have also been discussed. Finally, the influences of various parameters of interest on flow variables have been discussed numerically and explained graphically. Besides, the results obtained in this paper will be helpful to those who are working on the development of various realms like fluid mechanics, the rotation, Brownian motion, thermophoresis, coupling number, micropolar parameter, and the nondimensional geometry parameters.
Effects of nanoparticles on the peristaltic motion of tangent hyperbolic fluid model in an annulus
Directory of Open Access Journals (Sweden)
S. Nadeem
2015-12-01
Full Text Available In the present article, effects of nanoparticles on the peristaltic flow of tangent hyperbolic fluid in an annulus are described. The two-dimensional equations of tangent hyperbolic fluid are solved by using the assumptions of low Reynolds number and long wavelength. Analytical solution is obtained with the help of homotopy perturbation and Adomian decomposition method for velocity, temperature and nanoparticles concentration. Solutions are discussed through graphs. Solutions for pressure rise, temperature, nanoparticles concentration, pressure gradient and streamlines are plotted for various emerging parameters. It is found that the temperature profile increases with increase in Brownian motion and thermophoresis parameter. It is also found that the size of the trapped bolus in triangular wave is smaller as compared to other waves. Further, the comparison of both analytical solutions is presented.
Resonant current in coupled inertial Brownian particles with delayed-feedback control
Gao, Tian-Fu; Zheng, Zhi-Gang; Chen, Jin-Can
2017-12-01
The transport of a walker in rocking feedback-controlled ratchets is investigated. The walker consists of two coupled "feet" that allow the interchange of the order of particles while the walker moves. In the underdamped case, the deterministic dynamics of the walker in a tilted asymmetric ratchet with an external periodic force is considered. It is found that delayed feedback ratchets with a switching-onand-off dependence of the states of the system can lead to absolute negative mobility. In such a novel phenomenon, the particles move against the bias. Moreover, the walker can acquire a series of resonant steps for different values of the current. It is interesting to find that the resonant currents of the walker are induced by the phase locked motion that corresponds to the synchronization of the motion with the change in the frequency of the external driving. These resonant steps can be well predicted in terms of time-space symmetry analysis, which is in good agreement with dynamics simulations. The transport performances can be optimized and controlled by suitably adjusting the parameters of the delayed-feedback ratchets.
Hand in motion reveals mind in motion
Directory of Open Access Journals (Sweden)
Jonathan eFreeman
2011-04-01
Full Text Available Recently, researchers have measured hand movements en route to choices on a screen to understand the dynamics of a broad range of psychological processes. We review this growing body of research and explain how manual action exposes the real-time unfolding of underlying cognitive processing. We describe how simple hand motions may be used to continuously index participants’ tentative commitments to different choice alternatives during the evolution of a behavioral response. As such, hand-tracking can provide unusually high-fidelity, real-time motor traces of the mind. These motor traces cast novel theoretical and empirical light onto a wide range of phenomena and serve as a potential bridge between far-reaching areas of psychological science—from language, to high-level cognition and learning, to social cognitive processes.
Matsumiya, Kazumichi; Shioiri, Satoshi
2015-08-01
Pursuit eye movements correlate with perceived motion in both velocity and direction, even without retinal motion. Cortical cells in the monkey medial temporal region generate signals for initiating pursuit eye movements and respond to retinal motion for perception. However, recent studies suggest multiple motion processes, fast and slow, even for low-level motion. Here we investigated whether the relationship with pursuit eye movements is different for fast and slow motion processes, using a motion aftereffect technique with superimposed low- and high-spatial-frequency gratings. A previous study showed that the low- and high-spatial-frequency gratings adapt the fast and slow motion processes, respectively, and that a static test probes the slow motion process and a flicker test probes the fast motion process (Shioiri & Matsumiya, 2009). In the present study, an adaptation stimulus was composed of two gratings with different spatial frequencies and orientations but the same temporal frequency, moving in the orthogonal direction of ±45° from the vertical. We measured the directions of perceived motion and pursuit eye movements to a test stimulus presented after motion adaptation with changing relative contrasts of the two adapting gratings. Pursuit eye movements were observed in the same direction as that of the motion aftereffects, independent of the relative contrasts of the two adapting gratings, for both the static and flicker tests. These results suggest that pursuit eye movements and perception share motion signals in both slow and fast motion processes.
Ir Dick van Schenk Brill; Ir Peter Boots
2001-01-01
This paper describes the work that is done by a group of I3 students at Philips CFT in Eindhoven, Netherlands. I3 is an initiative of Fontys University of Professional Education also located in Eindhoven. The work focuses on the use of computer vision in motion control. Experiments are done with
Burr, D. C.; Ross, J.; Morrone, M. C.
1986-03-01
This paper reports estimates of the conjoint spatiotemporal tuning functions of the neural mechanisms of the human vision system which detect image motion. The functions were derived from measurements of the minimum contrast necessary to detect the direction of drift of a sinusoidal grating, in the presence of phase-reversed masking gratings of various spatial and temporal frequencies. A mask of similar spatial and temporal frequencies to the test grating reduces sensitivity considerably, whereas one differing greatly in spatial or temporal frequency has little or no effect. The results show that for test gratings drifting at 8 Hz, the tuning function is bandpass in both space and time, peaked at the temporal and spatial frequency (SF) of the test (SFS were 0.1, 1 or 5 c deg-1; c represents cycles throughout). For a grating of 5 c deg-1 drifting at 0.3 Hz, the function is bandpass in space but lowpass in time. Fourier transform of the frequency results yields a function in space-time which we term the `spatiotemporal receptive field'. For movement detectors (bandpass in space and time) the fields comprise alternating ridges of opposing polarity, elongated in space-time along the preferred velocity axis of the detector. We suggest that this organization explains how detectors analyse form and motion concurrently and accounts, at least in part, for a variety of perceptual phenomena, including summation, reduction of motion smear, metacontrast, stroboscopic motion and spatiotemporal interpolation.
Malykin, G. B.; Romanets, E. A.
2012-06-01
Prior to the development of Special Relativity, no restrictions were imposed on the velocity of the motion of particles and material bodies, as well as on energy transfer and signal propagation. At the end of the 19th century and the beginning of the 20th century, it was shown that a charge that moves at a velocity faster than the speed of light in an optical medium, in particular, in vacuum, gives rise to impact radiation, which later was termed the Vavilov-Cherenkov radiation. Shortly after the development of Special Relativity, some researchers considered the possibility of superluminal motion. In 1923, the Soviet physicist L.Ya. Strum suggested the existence of tachyons, which, however, have not been discovered yet. Superluminal motions can occur only for images, e.g., for so-called "light spots," which were considered in 1972 by V.L. Ginzburg and B.M. Bolotovskii. These spots can move with a superluminal phase velocity but are incapable of transferring energy and information. Nevertheless, these light spots may induce quite real generation of microwave radiation in closed waveguides and create the Vavilov-Cherenkov radiation in vacuum. In this work, we consider various paradoxes, illusions, and artifacts associated with superluminal motion.
Lucie, Pierre
1979-01-01
Analyzes projectile motion using symmetry and simple geometry. Deduces the direction of velocity at any point, range, time of flight, maximum height, safety parabola, and maximum range for a projectile launched upon a plane inclined at any angle with respect to the horizontal. (Author/GA)
Ballard, David M.
1990-01-01
Examines the characteristics of three types of motion detectors: Doppler radar, infrared, and ultrasonic wave, and how they are used on school buses to prevent students from being killed by their own school bus. Other safety devices cited are bus crossing arms and a camera monitor system. (MLF)
DEFF Research Database (Denmark)
Brooks, Anthony Lewis; Czarowicz, Alex
2012-01-01
This contribution focuses on the Associated Technologies aspect of the ICDVRAT event. Two industry leading markerless motion capture systems are examined that offer advancement in the field of rehabilitation. Residing at each end of the cost continuum, technical differences such as 3D versus 360...
Borst, Alexander; Haag, Juergen; Reiff, Dierk F
2010-01-01
Fly motion vision and resultant compensatory optomotor responses are a classic example for neural computation. Here we review our current understanding of processing of optic flow as generated by an animal's self-motion. Optic flow processing is accomplished in a series of steps: First, the time-varying photoreceptor signals are fed into a two-dimensional array of Reichardt-type elementary motion detectors (EMDs). EMDs compute, in parallel, local motion vectors at each sampling point in space. Second, the output signals of many EMDs are spatially integrated on the dendrites of large-field tangential cells in the lobula plate. In the third step, tangential cells form extensive interactions with each other, giving rise to their large and complex receptive fields. Thus, tangential cells can act as matched filters tuned to optic flow during particular flight maneuvers. They finally distribute their information onto postsynaptic descending neurons, which either instruct the motor centers of the thoracic ganglion for flight and locomotion control or act themselves as motor neurons that control neck muscles for head movements.
1988-11-17
differential motion Pouu:v tangential to the edge orientation. -iows one irame from a sentience in which tile T is moving b ehind IC uci daes signal...occiuded sides. :esvr. sinme templiate matching may not he etfective fo, recogni- .!on. Viumvre .I shows contrast edges in tileT sentience . lie edges
Wiimote Experiments: Circular Motion
Kouh, Minjoon; Holz, Danielle; Kawam, Alae; Lamont, Mary
2013-01-01
The advent of new sensor technologies can provide new ways of exploring fundamental physics. In this paper, we show how a Wiimote, which is a handheld remote controller for the Nintendo Wii video game system with an accelerometer, can be used to study the dynamics of circular motion with a very simple setup such as an old record player or a…
Animating with Stop Motion Pro
Sawicki, Mark
2010-01-01
Animating with Stop Motion Pro is comprehensive, hands-on guide to achieving professional results with Stop Motion Pro 7.0 software. Gone are the days of stop motion guesswork and waiting to see the finalized result of your meticulous, labor intensive animations. With the push of a mouse button and the Stop Motion Pro software, animators have ten times the capability of simple camera stop motion capture. Re-visualize stop motion character movements, graph these movements and composite characters into a flawless animations with the techniques and step by step tutorials featured in Animating wit
Global Motion Model for Stereovision-Based Motion Analysis
Directory of Open Access Journals (Sweden)
Hu Zhencheng
2006-01-01
Full Text Available An advantage of stereovision-based motion analysis is that the depth information is available, thus motion can be estimated more precisely in D stereo coordinate system (SCS constructed by the depth and the image coordinates. In this paper, stereo global motion in SCS, which is induced by 3D camera motion in real-world coordinate system (WCS, is parameterized by a five-parameter global motion model (GMM. Based on such model, global motion can be estimated and identified directly in SCS without knowing the physical parameters about camera motion and camera setup in WCS. The reconstructed global motion field accords with the spatial structure of the scene much better. Experiments on both synthetic data and real-world images illustrate its promising performance.
Sample-to-sample fluctuations of power spectrum of a random motion in a periodic Sinai model
Dean, David S.; Iorio, Antonio; Marinari, Enzo; Oshanin, Gleb
2016-09-01
The Sinai model of a tracer diffusing in a quenched Brownian potential is a much-studied problem exhibiting a logarithmically slow anomalous diffusion due to the growth of energy barriers with the system size. However, if the potential is random but periodic, the regime of anomalous diffusion crosses over to one of normal diffusion once a tracer has diffused over a few periods of the system. Here we consider a system in which the potential is given by a Brownian bridge on a finite interval (0 ,L ) and then periodically repeated over the whole real line and study the power spectrum S (f ) of the diffusive process x (t ) in such a potential. We show that for most of realizations of x (t ) in a given realization of the potential, the low-frequency behavior is S (f ) ˜A /f2 , i.e., the same as for standard Brownian motion, and the amplitude A is a disorder-dependent random variable with a finite support. Focusing on the statistical properties of this random variable, we determine the moments of A of arbitrary, negative, or positive order k and demonstrate that they exhibit a multifractal dependence on k and a rather unusual dependence on the temperature and on the periodicity L , which are supported by atypical realizations of the periodic disorder. We finally show that the distribution of A has a log-normal left tail and exhibits an essential singularity close to the right edge of the support, which is related to the Lifshitz singularity. Our findings are based both on analytic results and on extensive numerical simulations of the process x (t ) .
PET motion correction using PRESTO with ITK motion estimation
Energy Technology Data Exchange (ETDEWEB)
Botelho, Melissa [Institute of Biophysics and Biomedical Engineering, Science Faculty of University of Lisbon (Portugal); Caldeira, Liliana; Scheins, Juergen [Institute of Neuroscience and Medicine (INM-4), Forschungszentrum Jülich (Germany); Matela, Nuno [Institute of Biophysics and Biomedical Engineering, Science Faculty of University of Lisbon (Portugal); Kops, Elena Rota; Shah, N Jon [Institute of Neuroscience and Medicine (INM-4), Forschungszentrum Jülich (Germany)
2014-07-29
The Siemens BrainPET scanner is a hybrid MRI/PET system. PET images are prone to motion artefacts which degrade the image quality. Therefore, motion correction is essential. The library PRESTO converts motion-corrected LORs into highly accurate generic projection data [1], providing high-resolution PET images. ITK is an open-source software used for registering multidimensional data []. ITK provides motion estimation necessary to PRESTO.
DEFF Research Database (Denmark)
Jensen, Ole B.
2010-01-01
related to interaction, mobility, and transit that focus on notions of the “mobile with,” “negotiation in motion,” “mobile sense making,” and “temporary congregations.” The theoretical approach aims at seeing public transit spaces as sites where cars, pedestrians, mopeds, and bikes on a regular basis...... “negotiate” not only routes in and across the space but also express dynamic flows of interaction in motion. The claim is that what seems like ordinary urban movement patterns are more than this. By moving in the city among buildings, objects, and people, one interacts with the “environment,” making sense...
Watson, Andrew B. (Inventor); Ahumada, Albert J. (Inventor)
2014-01-01
A method of measuring motion blur is disclosed comprising obtaining a moving edge temporal profile r(sub 1)(k) of an image of a high-contrast moving edge, calculating the masked local contrast m(sub1)(k) for r(sub 1)(k) and the masked local contrast m(sub 2)(k) for an ideal step edge waveform r(sub 2)(k) with the same amplitude as r(sub 1)(k), and calculating the measure or motion blur Psi as a difference function, The masked local contrasts are calculated using a set of convolution kernels scaled to simulate the performance of the human visual system, and Psi is measured in units of just-noticeable differences.
Motion Representation with Acceleration Images
Kataoka, Hirokatsu; He, Yun; Shirakabe, Soma; Satoh, Yutaka
2016-01-01
Information of time differentiation is extremely important cue for a motion representation. We have applied first-order differential velocity from a positional information, moreover we believe that second-order differential acceleration is also a significant feature in a motion representation. However, an acceleration image based on a typical optical flow includes motion noises. We have not employed the acceleration image because the noises are too strong to catch an effective motion feature ...
Robertson, William C
2002-01-01
Intimidated by inertia? Frightened by forces? Mystified by Newton s law of motion? You re not alone and help is at hand. The stop Faking It! Series is perfect for science teachers, home-schoolers, parents wanting to help with homework all of you who need a jargon-free way to learn the background for teaching middle school physical science with confidence. With Bill Roberton as your friendly, able but somewhat irreverent guide, you will discover you CAN come to grips with the basics of force and motion. Combining easy-to-understand explanations with activities using commonly found equipment, this book will lead you through Newton s laws to the physics of space travel. The book is as entertaining as it is informative. Best of all, the author understands the needs of adults who want concrete examples, hands-on activities, clear language, diagrams and yes, a certain amount of empathy. Ideas For Use Newton's laws, and all of the other motion principles presented in this book, do a good job of helping us to underst...
Relative motion of orbiting bodies
Butikov, Eugene I.
2001-01-01
A problem of relative motion of orbiting bodies is investigated on the example of the free motion of any body ejected from the orbital station that stays in a circular orbit around the earth. An elementary approach is illustrated by a simulation computer program and supported by a mathematical treatment based on approximate differential equations of the relative orbital motion.
Statistics of bicycle rider motion
Moore, J.K.; Hubbard, M.; Schwab, A.L.; Kooijman, J.D.G.; Peterson, D.L.
2010-01-01
An overview of bicycle and rider kinematic motions from a series of experimental treadmill tests is presented. The full kinematics of bicycles and riders were measured with an active motion capture system. Motion across speeds are compared graphically with box and whiskers plots. Trends and ranges
Attard, Phil; Gray-Weale, Angus
2008-03-21
A Brownian particle subject to a time- and space-varying force is studied with the second entropy theory for nonequilibrium statistical mechanics. A fluctuation expression is obtained for the second entropy of the path, and this is maximized to obtain the most likely path of the particle. Two approaches are used, one based on the velocity correlation function and one based on the position correlation function. The approaches are a perturbation about the free particle result and are exact for weak external forces. They provide a particularly simple way of including memory effects in time-varying driven diffusion. The theories are tested against computer simulation data for a Brownian particle trapped in an oscillating parabolic well. They accurately predict the phase lag and amplitude as a function of drive frequency, and they account quantitatively for the memory effects that are important at high frequencies and that are missing in the simplest Langevin equation.
Directory of Open Access Journals (Sweden)
Satoshi Ota
2016-09-01
Full Text Available The dependence of magnetic relaxation on particle parameters, such as the size and anisotropy, has been conventionally discussed. In addition, the influences of external conditions, such as the intensity and frequency of the applied field, the surrounding viscosity, and the temperature on the magnetic relaxation have been researched. According to one of the basic theories regarding magnetic relaxation, the faster type of relaxation dominates the process. However, in this study, we reveal that Brownian and Néel relaxations coexist and that Brownian relaxation can occur after Néel relaxation despite having a longer relaxation time. To understand the mechanisms of Brownian rotation, alternating current (AC hysteresis loops were measured in magnetic fluids of different viscosities. These loops conveyed the amplitude and phase delay of the magnetization. In addition, the intrinsic loss power (ILP was calculated using the area of the AC hysteresis loops. The ILP also showed the magnetization response regarding the magnetic relaxation over a wide frequency range. To develop biomedical applications of magnetic nanoparticles, such as hyperthermia and magnetic particle imaging, it is necessary to understand the mechanisms of magnetic relaxation.
Design principles for Brownian molecular machines: how to swim in molasses and walk in a hurricane.
Astumian, R Dean
2007-10-07
Protein molecular motors-perfected over the course of millions of years of evolution-play an essential role in moving and assembling biological structures. Recently chemists have been able to synthesize molecules that emulate in part the remarkable capabilities of these biomolecular motors (for extensive reviews see the recent papers: E. R. Kay, D. A. Leigh and F. Zerbetto, Angew. Chem., Int. Ed., 2006, 46, 72-191; W. R. Browne and B. L. Feringa, Nat. Nanotechnol., 2006, 1, 25-35; M. N. Chatterjee, E. R. Kay and D. A. Leigh, J. Am. Chem. Soc., 2006, 128, 4058-4073; G. S. Kottas, L. I. Clarke, D. Horinek and J. Michl, Chem. Rev., 2005, 105, 1281-1376; M. A. Garcia-Garibay, Proc. Natl. Acad. Sci., U. S. A., 2005, 102, 10771-10776)). Like their biological counterparts, many of these synthetic machines function in an environment where viscous forces dominate inertia-to move they must "swim in molasses". Further, the thermal noise power exchanged reversibly between the motor and its environment is many orders of magnitude greater than the power provided by the chemical fuel to drive directed motion. One might think that moving in a specific direction would be as difficult as walking in a hurricane. Yet biomolecular motors (and increasingly, synthetic motors) move and accomplish their function with almost deterministic precision. In this Perspective we will investigate the physical principles that govern nanoscale systems at the single molecule level and how these principles can be useful in designing synthetic molecular machines.
Human motion analysis and modeling
Prussing, Keith; Cathcart, J. Michael; Kocher, Brian
2011-06-01
Georgia Tech has investigated methods for the detection and tracking of personnel in a variety of acquisition environments. This research effort focused on a detailed phenomenological analysis of human physiology and signatures with the subsequent identification and characterization of potential observables. As a fundamental part of this research effort, Georgia Tech collected motion capture data on an individual for a variety of walking speeds, carrying loads, and load distributions. These data formed the basis for deriving fundamental properties of the individual's motion and supported the development of a physiologically-based human motion model. Subsequently this model aided the derivation and analysis of motion-based observables, particularly changes in the motion of various body components resulting from load variations. This paper will describe the data acquisition process, development of the human motion model, and use of the model in the observable analysis. Video sequences illustrating the motion data and modeling results will also be presented.
Human motion simulation predictive dynamics
Abdel-Malek, Karim
2013-01-01
Simulate realistic human motion in a virtual world with an optimization-based approach to motion prediction. With this approach, motion is governed by human performance measures, such as speed and energy, which act as objective functions to be optimized. Constraints on joint torques and angles are imposed quite easily. Predicting motion in this way allows one to use avatars to study how and why humans move the way they do, given specific scenarios. It also enables avatars to react to infinitely many scenarios with substantial autonomy. With this approach it is possible to predict dynamic motion without having to integrate equations of motion -- rather than solving equations of motion, this approach solves for a continuous time-dependent curve characterizing joint variables (also called joint profiles) for every degree of freedom. Introduces rigorous mathematical methods for digital human modelling and simulation Focuses on understanding and representing spatial relationships (3D) of biomechanics Develops an i...
SOFIA image motion compensation
Dunham, Edward; Collins, Peter; Reinacher, Andreas; Lampater, Ulrich
2010-07-01
We describe a laboratory simulation of an image motion compensation system for SOFIA that uses high-speed image acquisition from the science instrument HIPO as the sensing element of the system and a Newport voice-coil actuated fast steering mirror as the correcting actuator. Performance of the system when coupled to the SOFIA secondary mirror is estimated based on the known current performance of the secondary mirror controller. The system is described and the observed performance is presented together with expectations for applicability in flight with SOFIA.
Electromechanical motion devices
Krause, Paul C; Pekarek, Steven D
2012-01-01
This text provides a basic treatment of modern electric machine analysis that gives readers the necessary background for comprehending the traditional applications and operating characteristics of electric machines-as well as their emerging applications in modern power systems and electric drives, such as those used in hybrid and electric vehicles. Through the appropriate use of reference frame theory, Electromagnetic Motion Devices, Second Edition introduces readers to field-oriented control of induction machines, constant-torque, and constant-power control of dc, permanent-magnet ac
Energy Technology Data Exchange (ETDEWEB)
Mereghetti, Paolo; Wade, Rebecca C.
2012-07-26
High macromolecular concentrations are a distinguishing feature of living organisms. Understanding how the high concentration of solutes affects the dynamic properties of biological macromolecules is fundamental for the comprehension of biological processes in living systems. In this paper, we describe the implementation of mean field models of translational and rotational hydrodynamic interactions into an atomically detailed many-protein brownian dynamics simulation method. Concentrated solutions (30-40% volume fraction) of myoglobin, hemoglobin A, and sickle cell hemoglobin S were simulated, and static structure factors, oligomer formation, and translational and rotational self-diffusion coefficients were computed. Good agreement of computed properties with available experimental data was obtained. The results show the importance of both solvent mediated interactions and weak protein-protein interactions for accurately describing the dynamics and the association properties of concentrated protein solutions. Specifically, they show a qualitative difference in the translational and rotational dynamics of the systems studied. Although the translational diffusion coefficient is controlled by macromolecular shape and hydrodynamic interactions, the rotational diffusion coefficient is affected by macromolecular shape, direct intermolecular interactions, and both translational and rotational hydrodynamic interactions.
Yeo, Kyongmin; Maxey, Martin R
2010-06-01
We investigate the effect of an external torque, applied in the vorticity direction, to particles in a sheared non-Brownian suspension confined by rigid walls. At volume fractions of ϕ=0.48-0.52 such suspension flows undergo an ordering transition, developing a hexagonal structure of particle strings in the velocity gradient-vorticity plane. The hexagonal structure is disturbed by negative torques, leading to an increase in the shear viscosity. Positive torque has a favorable effect on the ordered state. However, if the magnitude of the positive torque exceeds a certain threshold, the hexagonal order begins to be weakened. Due to the significant changes in suspension microstructures, rheological parameters such as the shear and vortex viscosities exhibit nonlinear responses to the external torques. On the other hand, at lower volume fractions ϕ≤0.40, where ordered structures are not developed, suspension microstructure is not sensitive to an external torque and the apparent viscosity is a linear function of the torque.
Energy Technology Data Exchange (ETDEWEB)
Torres-Diaz, I.; Cortes, A.; Rinaldi, C., E-mail: carlos.rinaldi@bme.ufl.edu [Department of Chemical Engineering, University of Puerto Rico, Mayagüez, Puerto Rico 00681-9000 (United States); Cedeño-Mattei, Y. [Department of Chemistry, University of Puerto Rico, Mayagüez, Puerto Rico 00681-9019 (United States); Perales-Perez, O. [Department of Engineering Science and Materials, University of Puerto Rico, Mayagüez, Puerto Rico 00681-9044 (United States)
2014-01-15
Ferrofluid flow in cylindrical and annular geometries under the influence of a uniform rotating magnetic field was studied experimentally using aqueous ferrofluids consisting of low concentrations (<0.01 v/v) of cobalt ferrite nanoparticles with Brownian relaxation to test the ferrohydrodynamic equations, elucidate the existence of couple stresses, and determine the value of the spin viscosity in these fluids. An ultrasound technique was used to measure bulk velocity profiles in the spin-up (cylindrical) and annular geometries, varying the intensity and frequency of the rotating magnetic field generated by a two pole stator winding. Additionally, torque measurements in the cylindrical geometry were made. Results show rigid-body like velocity profiles in the bulk, and no dependence on the axial direction. Experimental velocity profiles were in quantitative agreement with the predictions of the spin diffusion theory, with a value of the spin viscosity of ∼10{sup −8} kg m/s, two orders of magnitude larger than the value estimated earlier for iron oxide based ferrofluids, and 12 orders of magnitude larger than estimated using dimensional arguments valid in the infinite dilution limit. These results provide further evidence of the existence of couple stresses in ferrofluids and their role in driving the spin-up flow phenomenon.
Eloi, J-C; Okuda, M; Jones, S E Ward; Schwarzacher, W
2013-06-18
For applications from food science to the freeze-thawing of proteins it is important to understand the often complex freezing behavior of solutions of biomolecules. Here we use a magnetic method to monitor the Brownian rotation of a quasi-spherical cage-shaped protein, apoferritin, approaching the glass transition Tg in a freeze-concentrated buffer (Tris-HCl). The protein incorporates a synthetic magnetic nanoparticle (Co-doped Fe3O4 (magnetite)). We use the magnetic signal from the nanoparticles to monitor the protein orientation. As T decreases toward Tg of the buffer solution the protein's rotational relaxation time increases exponentially, taking values in the range from a few seconds up to thousands of seconds, i.e., orders of magnitude greater than usually accessed, e.g., by NMR. The longest relaxation times measured correspond to estimated viscosities >2 MPa s. As well as being a means to study low-temperature, high-viscosity environments, our method provides evidence that, for the cooling protocol used, the following applies: 1), the concentration of the freeze-concentrated buffer at Tg is independent of its initial concentration; 2), little protein adsorption takes place at the interface between ice and buffer; and 3), the protein is free to rotate even at temperatures as low as 207 K. Copyright © 2013 Biophysical Society. Published by Elsevier Inc. All rights reserved.
Uma, B; Radhakrishnan, R; Eckmann, D M; Ayyaswamy, P S
2013-01-01
A hybrid scheme based on Markovian fluctuating hydrodynamics of the fluid and a non-Markovian Langevin dynamics with the Ornstein-Uhlenbeck noise perturbing the translational and rotational equations of motion of a nanoparticle is employed to study the thermal motion of a nearly neutrally buoyant nanoparticle in an incompressible Newtonian fluid medium. A direct numerical simulation adopting an arbitrary Lagrangian-Eulerian based finite element method is employed in simulating the thermal motion of the particle suspended in the fluid contained in a cylindrical vessel. The instantaneous flow around the particle and the particle motion are fully resolved. The numerical results show that (a) the calculated temperature of the nearly neutrally buoyant Brownian particle in a quiescent fluid satisfies the equipartition theorem; (b) the translational and rotational decay of the velocity autocorrelation functions result in algebraic tails, over long time; (c) the translational and rotational mean square displacements of the particle obeys Stokes-Einstein and Stokes-Einstein-Debye relations, respectively; and (d) the parallel and perpendicular diffusivities of the particle closer to the wall are consistent with the analytical results, where available. The study has important implications for designing nanocarriers for targeted drug delivery.
Empirical ground motion prediction
Directory of Open Access Journals (Sweden)
R. J. Archuleta
1994-06-01
Full Text Available New methods of site-specific ground motion prediction in the time and frequency domains are presented. A large earthquake is simulated as a composite (linear combination of observed small earthquakes (subevents assuming Aki-Brune functional models of the source time functions (spectra. Source models incorporate basic scaling relations between source and spectral parameters. Ground motion predictions are consistent with the entire observed seismic spectrum from the lowest to the highest frequencies. These methods are designed to use all the available empirical Greens functions (or any subset of observations at a site. Thus a prediction is not biased by a single record, and different possible source-receiver paths are taken into account. Directivity is accounted for by adjusting the apparent source duration at each site. Our time-series prediction algorithm is based on determination of a non-uniform distribution of rupture times of subevents. By introducing a specific rupture velocity we avoid the major problem of deficiency of predictions around the main event's corner frequency. A novel notion of partial coherence allows us to sum subevents' amplitude spectra directly without using any information on their rupture times and phase histories. Predictions by this spectral method are not Jependent on details of rupture nucleation and propagation, location of asperities and other predominantly phase-affecting factors, responsible for uncertainties in time-domain simulations.
Stochastic Blind Motion Deblurring
Xiao, Lei
2015-05-13
Blind motion deblurring from a single image is a highly under-constrained problem with many degenerate solutions. A good approximation of the intrinsic image can therefore only be obtained with the help of prior information in the form of (often non-convex) regularization terms for both the intrinsic image and the kernel. While the best choice of image priors is still a topic of ongoing investigation, this research is made more complicated by the fact that historically each new prior requires the development of a custom optimization method. In this paper, we develop a stochastic optimization method for blind deconvolution. Since this stochastic solver does not require the explicit computation of the gradient of the objective function and uses only efficient local evaluation of the objective, new priors can be implemented and tested very quickly. We demonstrate that this framework, in combination with different image priors produces results with PSNR values that match or exceed the results obtained by much more complex state-of-the-art blind motion deblurring algorithms.
McGourty, L.; Rideout, K.
2005-12-01
"Waves in Motion" This teaching unit was created by Leslie McGourty and Ken Rideout under the Research Experience for Teachers (RET) program at MIT Haystack Observatory during the summer of 2005. The RET program is funded by a grant from the National Science Foundation. The goals of this teaching unit are to deepen students' understanding about waves, wave motion, and the electromagnetic spectrum as a whole. Specifically students will comprehend the role radio waves play in our daily lives and in the investigation of the universe. The lessons can be used in a high school physics, earth science or astronomy curriculum. The unit consists of a series of interlocking lectures, activities, and investigations that can be used as stand alone units to supplement a teacher's existing curriculum, as an independent investigation for a student, or as a long exploration into radio astronomy with a theme of waves in space: how and where they carry their information. Special emphasis is given to the Relativity theories in honor of the "World Year of Physics" to celebrate Einstein's 1905 contributions. The lessons are currently being implemented at the high school level, the preliminary results of which will be presented. At the end of the academic year, the units will be evaluated and updated, reflecting student input and peer review after which they will be posted on the internet for teachers to use in their classrooms.
Perceptually Uniform Motion Space.
Birkeland, Asmund; Turkay, Cagatay; Viola, Ivan
2014-11-01
Flow data is often visualized by animated particles inserted into a flow field. The velocity of a particle on the screen is typically linearly scaled by the velocities in the data. However, the perception of velocity magnitude in animated particles is not necessarily linear. We present a study on how different parameters affect relative motion perception. We have investigated the impact of four parameters. The parameters consist of speed multiplier, direction, contrast type and the global velocity scale. In addition, we investigated if multiple motion cues, and point distribution, affect the speed estimation. Several studies were executed to investigate the impact of each parameter. In the initial results, we noticed trends in scale and multiplier. Using the trends for the significant parameters, we designed a compensation model, which adjusts the particle speed to compensate for the effect of the parameters. We then performed a second study to investigate the performance of the compensation model. From the second study we detected a constant estimation error, which we adjusted for in the last study. In addition, we connect our work to established theories in psychophysics by comparing our model to a model based on Stevens' Power Law.
PET motion correction using MR-derived motion parameters
Energy Technology Data Exchange (ETDEWEB)
Bickell, Matthew [Department of Nuclear Medicine, Medical Imaging Research Center, KU Leuven (Belgium); Koesters, Thomas; Boada, Fernando [Center for Advanced Imaging Innovation and Research, New York University (United States); Department of Radiology, NYU School of Medicine, New York, Bernard & Irene Schwartz Center for Biomedical Imaging, New York (United States); Nuyts, Johan [Department of Nuclear Medicine, Medical Imaging Research Center, KU Leuven (Belgium)
2014-07-29
With the improving resolution of modern PET scanners, any slight motion during the scan can cause significant blurring and loss of resolution. MRI scanners have the capacity to perform quick successive scans and thus provide a means to track motion during a scan. Hence, with the advent of simultaneous PET-MR scanners, it has become possible to use the MR scanner to track the motion and thereby provide the necessary motion parameters to correct the PET data. Using a suitable segmentation approach a separate MR scan can provide the attenuation map to produce quantitative PET images.
Earthquake ground motion: Chapter 3
Luco, Nicolas; Kircher, Charles A.; Crouse, C. B.; Charney, Finley; Haselton, Curt B.; Baker, Jack W.; Zimmerman, Reid; Hooper, John D.; McVitty, William; Taylor, Andy
2016-01-01
Most of the effort in seismic design of buildings and other structures is focused on structural design. This chapter addresses another key aspect of the design process—characterization of earthquake ground motion into parameters for use in design. Section 3.1 describes the basis of the earthquake ground motion maps in the Provisions and in ASCE 7 (the Standard). Section 3.2 has examples for the determination of ground motion parameters and spectra for use in design. Section 3.3 describes site-specific ground motion requirements and provides example site-specific design and MCER response spectra and example values of site-specific ground motion parameters. Section 3.4 discusses and provides an example for the selection and scaling of ground motion records for use in various types of response history analysis permitted in the Standard.
Directory of Open Access Journals (Sweden)
Todorović Neven B.
2014-01-01
Full Text Available The biggest wealth of every country lies in its transportation infrastructure so the protection of negative impacts on infrastructure must be provided. The progress of sensor technology proposes today several types of weigh-in-motion systems, which have been tested for their efficiency, accuracy and cost-effectiveness. Technologies of piezoelectric sensors, bending plates and load cells are used for a number of applications comprising weigh enforcement, traffic data collection, bridge and toll control systems and so on. Advantages of using WIM technology are various and its benefits affects all road users (transport companies, public, public transport authorities. Potential of WIM application has been recognized in the leading EU countries, so the existence of the numerous WIM projects.
Visual motion influences the contingent auditory motion aftereffect
Vroomen, J.; de Gelder, B.
2003-01-01
In this study, we show that the contingent auditory motion aftereffect is strongly influenced by visual motion information. During an induction phase, participants listened to rightward-moving sounds with falling pitch alternated with leftward-moving sounds with rising pitch (or vice versa).
Motion-Matching: A Challenge Game to Generate Motion Concepts
Schuster, David; Adams, Betty; Brookes, David; Milner-Bolotin, Marina; Undreiu, Adriana
2009-01-01
Motion is a topic that is taught from elementary grades through to university at various levels of sophistication. It is an area that can be challenging for learning in a conceptually meaningful way, and formal kinematics instruction can sometimes seem dry and boring. Thus, the nature of students' initial introduction to motion is important in…
Algorithmic Issues in Modeling Motion
DEFF Research Database (Denmark)
Agarwal, P. K; Guibas, L. J; Edelsbrunner, H.
2003-01-01
This article is a survey of research areas in which motion plays a pivotal role. The aim of the article is to review current approaches to modeling motion together with related data structures and algorithms, and to summarize the challenges that lie ahead in producing a more unified theory...
Rolling motion in moving droplets
Indian Academy of Sciences (India)
2015-02-19
Feb 19, 2015 ... Drops moving on a substrate under the action of gravity display both rolling and sliding motions. The two limits of a thin sheet-like drop in sliding motion on a surface, and a spherical drop in roll, have been extensively studied. We are interested in intermediate shapes. We quantify the contribution of rolling ...
Motion management in radiation therapy
Energy Technology Data Exchange (ETDEWEB)
Bert, Christoph [GSI, Helmholtzzentrum fuer Schwerionenforschung, Abteilung Biophysik, Darmstadt (Germany)
2009-07-01
Radiotherapy of tumors that move during irradiation requires dedicated means to ensure target coverage despite the motion influence. Motion can occur inter-fractionally (e.g. position of the prostate) or intra-fractionally; the most dominant reason for intra-fractional motion is respiration. The standard procedure to reduce the influence of target motion is the use of margins encompassing the clinical target volume (CTV) to form a planning target volume (PTV) that covers all uncertainties. This approach ensures CTV coverage for most treatment modalities but results in therapeutic dose to normal tissue. With the opportunities given by improved imaging techniques such as time-resolved computed tomography (CT) or (cone-beam) CT in treatment position as well as motion mitigation techniques such as gating or tracking the dosimetric influence of target motion could be reduced. Especially for conformal techniques such as intensity modulated radiotherapy (IMRT) or particle therapy only advanced motion mitigation techniques and/or adaptive therapy concepts lead to preservation of the target conformation established for stationary targets in treatments of moving targets. In the scope of the talk an introduction to motion management is given with an emphasis on application in scanned particle beam therapy.
Rigid Motion and Adapted Frames
Lyle, Stephen N.
The aim here is to describe the rigid motion of a continuous medium in special and general relativity. Section 7.1 defines a rigid rod in special relativity, and Sect. 7.2 shows the link with the space coordinates of a certain kind of accelerating frame in flat spacetimes. Section 7.3 then sets up a notation for describing the arbitrary smooth motion of a continuous medium in general curved spacetimes, defining the proper metric of such a medium. Section 7.4 singles out rigid motions and shows that the rod in Sect. 7.1 undergoes rigid motion in the more generally defined sense. Section 7.5 defines a rate of strain tensor for a continuous medium in general relativity and reformulates the rigidity criterion. Section 7.6 aims to classify all possible rigid motions in special relativity, reemphasizing the link with semi-Euclidean frames adapted to accelerating observers in special relativity. Then, Sects. 7.7 and 7.8 describe rigid motion without rotation and rigid rotation, respectively. Along the way we introduce the notion of Fermi-Walker transport and discuss its relevance for rigid motions. Section 7.9 brings together all the above themes in an account of a recent generalization of the notion of uniform acceleration, thereby characterizing a wide class of rigid motions.
Recent developments in motion planning
Overmars, M.H.
2002-01-01
Motion planning is becoming an important topic in many application areas, ranging from robotics to virtual environments and games. In this paper I review some recent results in motion planning, concentrating on the probabilistic roadmap approach that has proven to be very successful for many
Motion Predicts Clinical Callus Formation
Elkins, Jacob; Marsh, J. Lawrence; Lujan, Trevor; Peindl, Richard; Kellam, James; Anderson, Donald D.; Lack, William
2016-01-01
Background: Mechanotransduction is theorized to influence fracture-healing, but optimal fracture-site motion is poorly defined. We hypothesized that three-dimensional (3-D) fracture-site motion as estimated by finite element (FE) analysis would influence callus formation for a clinical series of supracondylar femoral fractures treated with locking-plate fixation. Methods: Construct-specific FE modeling simulated 3-D fracture-site motion for sixty-six supracondylar femoral fractures (OTA/AO classification of 33A or 33C) treated at a single institution. Construct stiffness and directional motion through the fracture were investigated to assess the validity of construct stiffness as a surrogate measure of 3-D motion at the fracture site. Callus formation was assessed radiographically for all patients at six, twelve, and twenty-four weeks postoperatively. Univariate and multivariate linear regression analyses examined the effects of longitudinal motion, shear (transverse motion), open fracture, smoking, and diabetes on callus formation. Construct types were compared to determine whether their 3-D motion profile was associated with callus formation. Results: Shear disproportionately increased relative to longitudinal motion with increasing bridge span, which was not predicted by our assessment of construct stiffness alone. Callus formation was not associated with open fracture, smoking, or diabetes at six, twelve, or twenty-four weeks. However, callus formation was associated with 3-D fracture-site motion at twelve and twenty-four weeks. Longitudinal motion promoted callus formation at twelve and twenty-four weeks (p = 0.017 for both). Shear inhibited callus formation at twelve and twenty-four weeks (p = 0.017 and p = 0.022, respectively). Titanium constructs with a short bridge span demonstrated greater longitudinal motion with less shear than did the other constructs, and this was associated with greater callus formation (p callus formation, while shear inhibited
Topographic Structure from Motion
Fonstad, M. A.; Dietrich, J. T.; Courville, B. C.; Jensen, J.; Carbonneau, P.
2011-12-01
The production of high-resolution topographic datasets is of increasing concern and application throughout the geomorphic sciences, and river science is no exception. Consequently, a wide range of topographic measurement methods have evolved. Despite the range of available methods, the production of high resolution, high quality digital elevation models (DEMs) generally requires a significant investment in personnel time, hardware and/or software. However, image-based methods such as digital photogrammetry have steadily been decreasing in costs. Initially developed for the purpose of rapid, inexpensive and easy three dimensional surveys of buildings or small objects, the "structure from motion" photogrammetric approach (SfM) is a purely image based method which could deliver a step-change if transferred to river remote sensing, and requires very little training and is extremely inexpensive. Using the online SfM program Microsoft Photosynth, we have created high-resolution digital elevation models (DEM) of rivers from ordinary photographs produced from a multi-step workflow that takes advantage of free and open source software. This process reconstructs real world scenes from SfM algorithms based on the derived positions of the photographs in three-dimensional space. One of the products of the SfM process is a three-dimensional point cloud of features present in the input photographs. This point cloud can be georeferenced from a small number of ground control points collected via GPS in the field. The georeferenced point cloud can then be used to create a variety of digital elevation model products. Among several study sites, we examine the applicability of SfM in the Pedernales River in Texas (USA), where several hundred images taken from a hand-held helikite are used to produce DEMs of the fluvial topographic environment. This test shows that SfM and low-altitude platforms can produce point clouds with point densities considerably better than airborne LiDAR, with
The Perception of Auditory Motion
Leung, Johahn
2016-01-01
The growing availability of efficient and relatively inexpensive virtual auditory display technology has provided new research platforms to explore the perception of auditory motion. At the same time, deployment of these technologies in command and control as well as in entertainment roles is generating an increasing need to better understand the complex processes underlying auditory motion perception. This is a particularly challenging processing feat because it involves the rapid deconvolution of the relative change in the locations of sound sources produced by rotational and translations of the head in space (self-motion) to enable the perception of actual source motion. The fact that we perceive our auditory world to be stable despite almost continual movement of the head demonstrates the efficiency and effectiveness of this process. This review examines the acoustical basis of auditory motion perception and a wide range of psychophysical, electrophysiological, and cortical imaging studies that have probed the limits and possible mechanisms underlying this perception. PMID:27094029
Motion words selectively modulate direction discrimination sensitivity for threshold motion
Pavan, Andrea; Skujevskis, Māris; Baggio, Giosuè
2013-01-01
Can speech selectively modulate the sensitivity of a sensory system so that, in the presence of a suitable linguistic context, the discrimination of certain perceptual features becomes more or less likely? In this study, participants heard upward or downward motion words followed by a single visual field of random dots moving upwards or downwards. The time interval between the onsets of the auditory and the visual stimuli was varied parametrically. Motion direction could be either discriminable (suprathreshold motion) or non-discriminable (threshold motion). Participants had to judge whether the dots were moving upward or downward. Results show a double dissociation between discrimination sensitivity (d′) and reaction times depending on whether vertical motion was above or at threshold. With suprathreshold motion, responses were faster for congruent directions of words and dots, but sensitivity was equal across conditions. With threshold motion, sensitivity was higher for congruent directions of words and dots, but responses were equally fast across conditions. The observed differences in sensitivity and response times were largest when the dots appeared 450 ms after word onset, that is, consistently with electrophysiology, at the time the up/down semantics of the word had become available. These data suggest that word meanings can alter the balance between signal and noise within the visual system and affect the perception of low-level sensory features. PMID:23596407
49 CFR 230.105 - Lateral motion.
2010-10-01
... 49 Transportation 4 2010-10-01 2010-10-01 false Lateral motion. 230.105 Section 230.105... Tenders Running Gear § 230.105 Lateral motion. (a) Condemning limits. The total lateral motion or play... require additional lateral motion. (c) Non-interference with other parts. The lateral motion shall in all...
Schellekens, W.|info:eu-repo/dai/nl/413971309; Ramsey, N. F.|info:eu-repo/dai/nl/07313774X; Raemaekers, M.|info:eu-repo/dai/nl/31370709X
2015-01-01
Recently, several studies showed that fMRI BOLD responses to moving random dot stimuli are enhanced at the location of dot appearance, i.e., the motion trailing edge. Possibly, BOLD activity in human visual cortex reflects predictability of visual motion input. In the current study, we investigate
Motion perception in motion : how we perceive object motion during smooth pursuit eye movements
Souman, J.L.
2005-01-01
Eye movements change the retinal image motion of objects in the visual field. When we make an eye movement, the image of a stationary object will move across the retinae, while the retinal image of an object that we follow with the eyes is approximately stationary. To enable us to perceive motion in
Human motion analysis and characterization
Cathcart, J. Michael; Prussing, Keith; Kocher, Brian
2011-06-01
Georgia Tech has investigated methods for the detection and tracking of personnel in a variety of acquisition environments. This research effort focused on a detailed phenomenological analysis of human physiology and signatures with the subsequent identification and characterization of potential observables. Both aspects are needed to support the development of personnel detection and tracking algorithms. As a fundamental part of this research effort, Georgia Tech collected motion capture data on an individual for a variety of walking speeds, carrying loads, and load distributions. These data formed the basis for deriving fundamental properties of the individual's motion and the derivation of motionbased observables, and changes in these fundamental properties arising from load variations. Analyses were conducted to characterize the motion properties of various body components such as leg swing, arm swing, head motion, and full body motion. This paper will describe the data acquisition process, extraction of motion characteristics, and analysis of these data. Video sequences illustrating the motion data and analysis results will also be presented.
Open architecture CMM motion controller
Chang, David; Spence, Allan D.; Bigg, Steve; Heslip, Joe; Peterson, John
2001-12-01
Although initially the only Coordinate Measuring Machine (CMM) sensor available was a touch trigger probe, technological advances in sensors and computing have greatly increased the variety of available inspection sensors. Non-contact laser digitizers and analog scanning touch probes require very well tuned CMM motion control, as well as an extensible, open architecture interface. This paper describes the implementation of a retrofit CMM motion controller designed for open architecture interface to a variety of sensors. The controller is based on an Intel Pentium microcomputer and a Servo To Go motion interface electronics card. Motor amplifiers, safety, and additional interface electronics are housed in a separate enclosure. Host Signal Processing (HSP) is used for the motion control algorithm. Compared to the usual host plus DSP architecture, single CPU HSP simplifies integration with the various sensors, and implementation of software geometric error compensation. Motion control tuning is accomplished using a remote computer via 100BaseTX Ethernet. A Graphical User Interface (GUI) is used to enter geometric error compensation data, and to optimize the motion control tuning parameters. It is shown that this architecture achieves the required real time motion control response, yet is much easier to extend to additional sensors.
Adaptive Motion Compensation in Radiotherapy
Murphy, Martin J
2011-01-01
External-beam radiotherapy has long been challenged by the simple fact that patients can (and do) move during the delivery of radiation. Recent advances in imaging and beam delivery technologies have made the solution--adapting delivery to natural movement--a practical reality. Adaptive Motion Compensation in Radiotherapy provides the first detailed treatment of online interventional techniques for motion compensation radiotherapy. This authoritative book discusses: Each of the contributing elements of a motion-adaptive system, including target detection and tracking, beam adaptation, and pati
Motion sickness: more than nausea and vomiting
Lackner, James R.
2014-01-01
Motion sickness is a complex syndrome that includes many features besides nausea and vomiting. This review describes some of these factors and points out that under normal circumstances, many cases of motion sickness go unrecognized. Motion sickness can occur during exposure to physical motion, visual motion, and virtual motion, and only those without a functioning vestibular system are fully immune. The range of vulnerability in the normal population varies about 10,000 to 1. Sleep deprivati...
Dance notations and robot motion
Abe, Naoko
2016-01-01
How and why to write a movement? Who is the writer? Who is the reader? They may be choreographers working with dancers. They may be roboticists programming robots. They may be artists designing cartoons in computer animation. In all such fields the purpose is to express an intention about a dance, a specific motion or an action to perform, in terms of intelligible sequences of elementary movements, as a music score that would be devoted to motion representation. Unfortunately there is no universal language to write a motion. Motion languages live together in a Babel tower populated by biomechanists, dance notators, neuroscientists, computer scientists, choreographers, roboticists. Each community handles its own concepts and speaks its own language. The book accounts for this diversity. Its origin is a unique workshop held at LAAS-CNRS in Toulouse in 2014. Worldwide representatives of various communities met there. Their challenge was to reach a mutual understanding allowing a choreographer to access robotics ...
Department of Homeland Security — The data included in the GIS Traffic Stations Version database have been assimilated from station description files provided by FHWA for Weigh-in-Motion (WIM), and...
Organized motion in turbulent flow
Cantwell, B. J.
A review of organized motion in turbulent flow indicates that the transport properties of most shear flows are dominated by large-scale vortex nonrandom motions. The mean velocity profile of a turbulent boundary layer consists of a viscous sublayer, buffer layer, and a logarithmic outer layer; an empirical formula of Coles (1956) applies to various pressure gradients. The boundary layer coherent structure was isolated by the correlation methods of Townsend (1956) and flow visualization by direct observations of complex unsteady turbulent motions. The near-wall studies of Willmart and Wooldridge (1962) used the space-time correlation for pressure fluctuations at the wall under a thick turbulent boundary layer; finally, organized motion in free shear flows and transition-control of mixing demonstrated that the Reynolds number invariance of turbulence shows wide scatter.
Turbulent Motions in Molecular Clouds
Pellegatti Franco, G. A.; Tarsia, R. D.; Quiroga, R. J.
1986-02-01
We have studied the behavior of the inner motions of OH, H2CO and CO molecular clouds. This study shows the existence of two main components of these clouds: the narrow one, associated to dense small clouds and a wide one "representing" the large diffuse clouds seen in neutral hidrogen.The large clouds are the "vortex" and intermediate state between turbulent and hydrodynamic motions in the alaxy.
Storyboard dalam Pembuatan Motion Graphic
Satrya Mahardhika; Ahmad Faisal Choiril Anam Fathoni
2013-01-01
Motion graphics is one category in the animation that makes animation with lots of design elements in each component. Motion graphics needs long process including preproduction, production, and postproduction. Preproduction has an important role so that the next stage may provide guidance or instructions for the production process or the animation process. Preproduction includes research, making the story, script, screenplay, character, environment design and storyboards. The storyboard will ...
Brownian parametric oscillators
Zerbe, Christine; Jung, Peter; Hänggi, Peter
1994-05-01
We discuss the stochastic dynamics of dissipative, white-noise-driven Floquet oscillators, characterized by a time-periodic stiffness. Thus far, little attention has been paid to these exactly solvable nonstationary systems, although they carry a rich potential for several experimental applications. Here, we calculate and discuss the mean values and variances, as well as the correlation functions and the Floquet spectrum. As one main result, we find for certain parameter values that the fluctuations of the position coordinate are suppressed as compared to the equilibrium value of a harmonic oscillator (parametric squeezing).
Mattson, Sarah; McEwen, Alfred; Kirk, Randolph; Howington-Kraus, Elpitha; Chojnacki, Matthew; Runyon, Kirby; Cremonese, Gabriele; Re, Cristina
2014-05-01
RISE orthorectified image sequences makes it possible to conduct accurate change detection studies of active processes on Mars. Some examples of studies of active landscapes on Mars using HiRISE DTMs and orthoimage sequences include: dune and ripple motion (Bridges et al., 2012, Nature), recurring slope lineae (RSL) (McEwen et al., 2011, Science; McEwen et al., 2013, Nature Geoscience), gully activity (Dundas et al., 2012, Icarus), and polar processes (Hansen et al., 2011, Science; Portyankina et al. 2013, Icarus,). These studies encompass images from multiple Mars years and seasons. Sequences of orthoimages make it possible to generate animated gifs or movies to visualize temporal changes (http://www.uahirise.org/sim/). They can also be brought into geospatial software to quantitatively map and record changes. The ability to monitor the surface of Mars at high spatial resolution with frequent repeat images has opened up our insight into seasonal and interannual changes, further increasing our understanding of Mars as an active planet.
The "motion silencing" illusion results from global motion and crowding.
Turi, Marco; Burr, David
2013-04-18
Suchow and Alvarez (2011) recently devised a striking illusion, where objects changing in color, luminance, size, or shape appear to stop changing when they move. They refer to the illusion as "motion silencing of awareness to visual change." Here we present evidence that the illusion results from two perceptual processes: global motion and crowding. We adapted Suchow and Alvarez's stimulus to three concentric rings of dots, a central ring of "target dots" flanked on either side by similarly moving flanker dots. Subjects had to identify in which of two presentations the target dots were continuously changing (sinusoidally) in size, as distinct from the other interval in which size was constant. The results show: (a) Motion silencing depends on target speed, with a threshold around 0.2 rotations per second (corresponding to about 10°/s linear motion). (b) Silencing depends on both target-flanker spacing and eccentricity, with critical spacing about half eccentricity, consistent with Bouma's law. (c) The critical spacing was independent of stimulus size, again consistent with Bouma's law. (d) Critical spacing depended strongly on contrast polarity. All results imply that the "motion silencing" illusion may result from crowding.
Dynamic visual attention: motion direction versus motion magnitude
Bur, A.; Wurtz, P.; Müri, R. M.; Hügli, H.
2008-02-01
Defined as an attentive process in the context of visual sequences, dynamic visual attention refers to the selection of the most informative parts of video sequence. This paper investigates the contribution of motion in dynamic visual attention, and specifically compares computer models designed with the motion component expressed either as the speed magnitude or as the speed vector. Several computer models, including static features (color, intensity and orientation) and motion features (magnitude and vector) are considered. Qualitative and quantitative evaluations are performed by comparing the computer model output with human saliency maps obtained experimentally from eye movement recordings. The model suitability is evaluated in various situations (synthetic and real sequences, acquired with fixed and moving camera perspective), showing advantages and inconveniences of each method as well as preferred domain of application.