Stochastic flows in the Brownian web and net
Czech Academy of Sciences Publication Activity Database
Schertzer, E.; Sun, R.; Swart, Jan M.
2014-01-01
Roč. 227, č. 1065 (2014), s. 1-160 ISSN 0065-9266 R&D Projects: GA ČR GA201/07/0237; GA ČR GA201/09/1931 Institutional support: RVO:67985556 Keywords : Brownian web * Brownian net * stochastic flow of kernels * measure-valued process * Howitt-Warren flow * linear system * random walk in random environment * finite graph representation Subject RIV: BA - General Mathematics Impact factor: 1.727, year: 2014 http://library.utia.cas.cz/separaty/2013/SI/swart-0396636.pdf
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.
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.
Directory of Open Access Journals (Sweden)
K. C. Lee
2013-02-01
Full Text Available Multifractional Brownian motions have become popular as flexible models in describing real-life signals of high-frequency features in geoscience, microeconomics, and turbulence, to name a few. The time-changing Hurst exponent, which describes regularity levels depending on time measurements, and variance, which relates to an energy level, are two parameters that characterize multifractional Brownian motions. This research suggests a combined method of estimating the time-changing Hurst exponent and variance using the local variation of sampled paths of signals. The method consists of two phases: initially estimating global variance and then accurately estimating the time-changing Hurst exponent. A simulation study shows its performance in estimation of the parameters. The proposed method is applied to characterization of atmospheric stability in which descriptive statistics from the estimated time-changing Hurst exponent and variance classify stable atmosphere flows from unstable ones.
de Jong, Menno D.T.; van der Geest, Thea
2000-01-01
This article is intended to make Web designers more aware of the qualities of heuristics by presenting a framework for analyzing the characteristics of heuristics. The framework is meant to support Web designers in choosing among alternative heuristics. We hope that better knowledge of the
A hydrodynamic formalism for Brownian systems
International Nuclear Information System (INIS)
Pina, E.; Rosales, M.A.
1981-01-01
A formal hydrodynamic approach to Brownian motion is presented and the corresponding equations are derived. Hydrodynamic quantities are expressed in terms of the physical variables characterizing the Brownian systems. Contact is made with the hydrodynamic model of Quantum Mechanics. (author)
International Nuclear Information System (INIS)
Allahverdyan, A.E.; Khrennikov, A.; Nieuwenhuizen, Th.M.
2005-01-01
For two classical Brownian particles an analog of continuous-variable quantum entanglement is presented: The common probability distribution of the two coordinates and the corresponding coarse-grained velocities cannot always be prepared via mixing of any factorized distributions referring to the two particles separately. This is possible for particles which have interacted in the past, but do not interact at present. Three factors are crucial for the effect: (1) separation of time scales of coordinate and momentum which motivates the definition of coarse-grained velocities; (2) the resulting uncertainty relations between the coordinate of the Brownian particle and the change of its coarse-grained velocity; (3) the fact that the coarse-grained velocity, though pertaining to a single Brownian particle, is defined on a common context of two particles. The Brownian entanglement is a consequence of a coarse-grained description and disappears for a finer resolution of the Brownian motion. Analogies with the quantum situation are discussed, as well as possibilities of experimental realization of the effect in examples of macroscopic Brownian motion
Puchkov, Evgeny O
2010-06-01
In the vacuoles of Saccharomyces cerevisiae yeast cells, vividly moving insoluble polyphosphate complexes (IPCs) movement of the IPCs and to evaluate the viscosity in the vacuoles using the obtained data. Studies were conducted on S. cerevisiae cells stained by DAPI and fluorescein isothyocyanate-labelled latex microspheres, using fluorescence microscopy combined with computer image analysis (ImageJ software, NIH, USA). IPC movement was photorecorded and shown to be Brownian motion. On latex microspheres, a methodology was developed for measuring a fluorescing particle's two-dimensional (2D) displacements and its size. In four yeast cells, the 2D displacements and sizes of the IPCs were evaluated. Apparent viscosity values in the vacuoles of the cells, computed by the Einstein-Smoluchowski equation using the obtained data, were found to be 2.16 +/- 0.60, 2.52 +/- 0.63, 3.32 +/- 0.9 and 11.3 +/- 1.7 cP. The first three viscosity values correspond to 30-40% glycerol solutions. The viscosity value of 11.3 +/- 1.7 cP was supposed to be an overestimation, caused by the peculiarities of the vacuole structure and/or volume in this particular cell. This conclusion was supported by the particular quality of the Brownian motion trajectories set in this cell as compared to the other three cells.
Energy Technology Data Exchange (ETDEWEB)
Dettmer, Simon L.; Keyser, Ulrich F.; Pagliara, Stefano [Cavendish Laboratory, University of Cambridge, 19 J J Thomson Avenue, Cambridge CB3 0HE (United Kingdom)
2014-02-15
In this article we present methods for measuring hindered Brownian motion in the confinement of complex 3D geometries using digital video microscopy. Here we discuss essential features of automated 3D particle tracking as well as diffusion data analysis. By introducing local mean squared displacement-vs-time curves, we are able to simultaneously measure the spatial dependence of diffusion coefficients, tracking accuracies and drift velocities. Such local measurements allow a more detailed and appropriate description of strongly heterogeneous systems as opposed to global measurements. Finite size effects of the tracking region on measuring mean squared displacements are also discussed. The use of these methods was crucial for the measurement of the diffusive behavior of spherical polystyrene particles (505 nm diameter) in a microfluidic chip. The particles explored an array of parallel channels with different cross sections as well as the bulk reservoirs. For this experiment we present the measurement of local tracking accuracies in all three axial directions as well as the diffusivity parallel to the channel axis while we observed no significant flow but purely Brownian motion. Finally, the presented algorithm is suitable also for tracking of fluorescently labeled particles and particles driven by an external force, e.g., electrokinetic or dielectrophoretic forces.
Lisý, Vladimír; Tóthová, Jana
2018-02-01
Nuclear magnetic resonance is often used to study random motion of spins in different systems. In the long-time limit the current mathematical description of the experiments allows proper interpretation of measurements of normal and anomalous diffusion. The shorter-time dynamics is however correctly considered only in a few works that do not go beyond the standard Langevin theory of the Brownian motion (BM). In the present work, the attenuation function S (t) for an ensemble of spins in a magnetic-field gradient, expressed in a form applicable for any kind of stationary stochastic dynamics of spins with or without a memory, is calculated in the frame of the model of fractional BM. The solution of the model for particles trapped in a harmonic potential is obtained in a simple way and used for the calculation of S (t). In the limit of free particles coupled to a fractal heat bath, the results compare favorably with experiments acquired in human neuronal tissues.
DEEPWATER AND NEARSHORE FOOD WEB CHARACTERIZATIONS IN LAKE SUPERIOR
Due to the difficulty associated with sampling deep aquatic systems, food web relationships among deepwater fauna are often poorly known. We are characterizing nearshore versus offshore habitats in the Great Lakes and investigating food web linkages among profundal, pelagic, and ...
Mancilla Canales, M. A.; Leguto, A. J.; Riquelme, B. D.; León, P. Ponce de; Bortolato, S. A.; Korol, A. M.
2017-12-01
Ektacytometry techniques quantifies red blood cells (RBCs) deformability by measuring the elongation of suspended RBCs subjected to shear stress. Raw shear stress elongation plots are difficult to understand, thus most research papers apply data reduction methods characterizing the relationship between curve fitting. Our approach works with the naturally generated photometrically recorded time series of the diffraction pattern of several million of RBCs subjected to shear stress, and applies nonlinear quantifiers to study the fluctuations of these elongations. The development of new quantitative methods is crucial for restricting the subjectivity in the study of the cells behavior, mainly if they are capable of analyze at the same time biological and mechanical aspects of the cells in flowing conditions and compare their dynamics. A patented optical system called Erythrocyte Rheometer was used to evaluate viscoelastic properties of erythrocytes by Ektacytometry. To analyze cell dynamics we used the technique of Time Delay Coordinates, False Nearest Neighbors, the forecasting procedure proposed by Sugihara and May, and Hurst exponent. The results have expressive meaning on comparing healthy samples with parasite treated samples, suggesting that apparent noise associated with deterministic chaos can be used not only to distinguish but also to characterize biological and mechanical aspects of cells at the same time in flowing conditions.
Zhang, Jiayuan
2018-01-01
This article proposes a conception of Brownian coil. Brownian coil is a tiny coil with the same size of pollen. Once immersed into designed magnetic field and liquid, the coil will be moved and deformed macroscopically, due to the microscopic thermodynamic molecular collisions. Such deformation and movement will change the magnetic flux through the coil, by which an ElectroMotive Force (EMF) is produced. In this work, Brownian heat exchanger and Brownian generator are further designed to tran...
Brownian modulated optical nanoprobes
International Nuclear Information System (INIS)
Behrend, C.J.; Anker, J.N.; Kopelman, R.
2004-01-01
Brownian modulated optical nanoprobes (Brownian MOONs) are fluorescent micro- and nanoparticles that resemble moons: one hemisphere emits a bright fluorescent signal, while an opaque metal darkens the other hemisphere. Brownian motion causes the particles to tumble and blink erratically as they rotate literally through the phases of the moon. The fluctuating probe signals are separated from optical and electronic backgrounds using principal components analysis or images analysis. Brownian MOONs enable microrheological measurements on size scales and timescales that are difficult to study with other methods. Local chemical concentrations can be measured simultaneously, using spectral characteristics of indicator dyes embedded within the MOONs
Lawler, Gregory F.; Werner, Wendelin
2003-01-01
We define a natural conformally invariant measure on unrooted Brownian loops in the plane and study some of its properties. We relate this measure to a measure on loops rooted at a boundary point of a domain and show how this relation gives a way to ``chronologically add Brownian loops'' to simple curves in the plane.
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.
Eichhorn, R.; Reimann, P.
2004-04-01
We consider a Brownian particle whose motion is confined to a ``meandering'' pathway and which is driven away from thermal equilibrium by an alternating external force. This system exhibits absolute negative mobility, i.e. when an external static force is applied the particle moves in the direction opposite to that force. We reveal the physical mechanism behind this ``donkey-like'' behavior, and derive analytical approximations that are in excellent agreement with numerical results.
International Nuclear Information System (INIS)
Eichhorn, R.; Reimann, P.
2004-01-01
We consider a Brownian particle whose motion is confined to a ''meandering'' pathway and which is driven away from thermal equilibrium by an alternating external force. This system exhibits absolute negative mobility, i.e. when an external static force is applied the particle moves in the direction opposite to that force. We reveal the physical mechanism behind this ''donkey-like'' behavior, and derive analytical approximations that are in excellent agreement with numerical results. (author)
International Nuclear Information System (INIS)
Plyukhin, A.V.
2013-01-01
A model of an autonomous isothermal Brownian motor with an internal propulsion mechanism is considered. The motor is a Brownian particle which is semi-transparent for molecules of surrounding ideal gas. Molecular passage through the particle is controlled by a potential similar to that in the transition rate theory, i.e. characterized by two stationary states with a finite energy difference separated by a potential barrier. The internal potential drop maintains the diode-like asymmetry of molecular fluxes through the particle, which results in the particle's stationary drift.
Surface Characterization of a Paper Web at the Wet End
International Nuclear Information System (INIS)
Abidi, B.R.; Goddard, J.S.; Sari-Sarraf, H.
1999-01-01
We present an algorithm for the detection and representation of structures and non-uniformities on the surface of a paper web at the wet end (slurry). This image processing/analysis algorithm is developed as part of a complete on-line web characterization system. Images of the slurry, carried by a fast moving table, are obtained using a stroboscopic light and a CCD camera. The images have very poor contrast and contain noise from a variety of sources. Those sources include the acquisition system itself, the lighting, the vibrations of the moving table being imaged, and the scattering water from the same table's movement. After many steps of enhancement, conventional edge detection methods were still inconclusive and were discarded. The facet model algorithm, is applied to the images and is found successful in detecting the various topographic characteristics of the surface of the slurry. Pertinent topographic elements are retained and a filtered image is computed based on the general appearance and characteristics of the structures in question. Morphological operators are applied to detect and segment regions of interest. Those regions are then filtered according to their size, elongation, and orientation.Their bounding rectangles are computed and superimposed on the original image. Real time implementation of this algorithm for on-line use is also addressed in this paper. The algorithm is tested on over 500 images of slurry and is found to detect nonuniformities on all 500 images. Locating and characterizing all different size structures is also achieved on all 500 images of the web
An adjustable Brownian heat engine
International Nuclear Information System (INIS)
Asfaw, Mesfin; Bekele, Mulugeta
2002-09-01
A microscopic heat engine is modeled as a Brownian particle in a sawtooth potential (with load) moving through a highly viscous medium driven by the thermal kick it gets from alternately placed hot and cold heat reservoirs. We found a closed form expression for the current as a function of the parameters characterizing the model. Depending on the values these model parameters take, the engine is also found to function as a refrigerator. Expressions for the efficiency as well as for the refrigerator performance are also reported. Study of how these quantities depend on the model parameters enabled us in identifying the points in the parameter space where the engine performs either with maximum power or with optimized efficiency. The corresponding efficiencies of the engine are then compared with those of the endoreversible and Carnot engines. (author)
Constructive role of Brownian motion: Brownian motors and Stochastic Resonance
Hänggi, Peter
2005-03-01
Noise is usually thought of as the enemy of order rather as a constructive influence. For the phenomena of Stochastic Resonance [1] and Brownian motors [2], however, stochastic noise can play a beneficial role in enhancing detection and/or facilitating directed transmission of information in absence of biasing forces. Brownian motion assisted Stochastic Resonance finds useful applications in physical, technological, biological and biomedical contexts [1,3]. The basic principles that underpin Stochastic Resonance are elucidated and novel applications for nonlinear classical and quantum systems will be addressed. The presence of non-equilibrium disturbances enables to rectify Brownian motion so that quantum and classical objects can be directed around on a priori designed routes in biological and physical systems (Brownian motors). In doing so, the energy from the haphazard motion of (quantum) Brownian particles is extracted to perform useful work against an external load. This very concept together with first experimental realizations are discussed [2,4,5]. [1] L. Gammaitoni, P. Hä'nggi, P. Jung and F. Marchesoni, Stochastic Resonance, Rev. Mod. Phys. 70, 223 (1998).[2] R. D. Astumian and P. Hä'nggi, Brownian motors, Physics Today 55 (11), 33 (2002).[3] P. Hä'nggi, Stochastic Resonace in Physics and Biology, ChemPhysChem 3, 285 (2002).[4] H. Linke, editor, Special Issue on Brownian Motors, Applied Physics A 75, No. 2 (2002).[5] P. Hä'nggi, F. Marchesoni, F. Nori, Brownian motors, Ann. Physik (Leipzig) 14, xxx (2004); cond-mat/0410033.
Characterizing marijuana concentrate users: A web-based survey.
Daniulaityte, Raminta; Lamy, Francois R; Barratt, Monica; Nahhas, Ramzi W; Martins, Silvia S; Boyer, Edward W; Sheth, Amit; Carlson, Robert G
2017-09-01
The study seeks to characterize marijuana concentrate users, describe reasons and patterns of use, perceived risk, and identify predictors of daily/near daily use. An anonymous web-based survey was conducted (April-June 2016) with 673 US-based cannabis users recruited via the Bluelight.org web-forum and included questions about marijuana concentrate use, other drugs, and socio-demographics. Multivariable logistic regression analyses were conducted to identify characteristics associated with greater odds of lifetime and daily use of marijuana concentrates. About 66% of respondents reported marijuana concentrate use. The sample was 76% male, and 87% white. Marijuana concentrate use was viewed as riskier than flower cannabis. Greater odds of marijuana concentrate use was associated with living in states with "recreational" (AOR=4.91; p=0.001) or "medical, less restrictive" marijuana policies (AOR=1.87; p=0.014), being male (AOR=2.21, p=0.002), younger (AOR=0.95, pmarijuana concentrate users reported daily/near daily use. Greater odds of daily concentrate use was associated with being male (AOR=9.29, p=0.033), using concentrates for therapeutic purposes (AOR=7.61, p=0.001), using vape pens for marijuana concentrate administration (AOR=4.58, p=0.007), and lower perceived risk of marijuana concentrate use (AOR=0.92, p=0.017). Marijuana concentrate use was more common among male, younger and more experienced users, and those living in states with more liberal marijuana policies. Characteristics of daily users, in particular patterns of therapeutic use and utilization of different vaporization devices, warrant further research with community-recruited samples. Copyright © 2017 Elsevier B.V. All rights reserved.
International Nuclear Information System (INIS)
Okuyama, Kikuo; Kousaka, Yasuo; Yoshida, Tetsuo
1976-01-01
The behavior of aerosols undergoing Brownian coagulation. Brownian diffusion and gravitational settling in a closed chamber was studied by solving the basic equation, the so-called population balance equation, numerically for a polydisperse aerosol system and analytically for a monodisperse system, and then the results were examined by experiment. In solving the basic equation, two dimensionless parameters, which are determined by the initial properties of an aerosol and the chamber dimension and also characterize the relative effects of Brownian coagulation and Brownian diffusion to gravitational settling, were introduced in order to generalize the behavior under arbitrary conditions. The calculated results, the time-dependent changes in particle number concentration and particle size distribution for a polydisperse system, were presented graphically by using the above two parameters. And further using these parameters, the domains of the three controlling factors were mapped to show the extent of each effect of these factors under various conditions for a monodisperse system. Some of the calculated results were compared with the experimental results obtained by the ultramicroscopic size analysis previously developed by the authors. (auth.)
Statistical characterization of discrete conservative systems: The web map
Ruiz, Guiomar; Tirnakli, Ugur; Borges, Ernesto P.; Tsallis, Constantino
2017-10-01
We numerically study the two-dimensional, area preserving, web map. When the map is governed by ergodic behavior, it is, as expected, correctly described by Boltzmann-Gibbs statistics, based on the additive entropic functional SB G[p (x ) ] =-k ∫d x p (x ) lnp (x ) . In contrast, possible ergodicity breakdown and transitory sticky dynamical behavior drag the map into the realm of generalized q statistics, based on the nonadditive entropic functional Sq[p (x ) ] =k 1/-∫d x [p(x ) ] q q -1 (q ∈R ;S1=SB G ). We statistically describe the system (probability distribution of the sum of successive iterates, sensitivity to the initial condition, and entropy production per unit time) for typical values of the parameter that controls the ergodicity of the map. For small (large) values of the external parameter K , we observe q -Gaussian distributions with q =1.935 ⋯ (Gaussian distributions), like for the standard map. In contrast, for intermediate values of K , we observe a different scenario, due to the fractal structure of the trajectories embedded in the chaotic sea. Long-standing non-Gaussian distributions are characterized in terms of the kurtosis and the box-counting dimension of chaotic sea.
Electrical and Structural Characterization of Web Dendrite Crystals
Schwuttke, G. H.; Koliwad, K.; Dumas, K. A.
1985-01-01
Minority carrier lifetime distributions in silicon web dendrites are measured. Emphasis is placed on measuring areal homogeneity of lifetime, show its dependency on structural defects, and its unique change during hot processing. The internal gettering action of defect layers present in web crystals and their relation to minority carrier lifetime distributions is discussed. Minority carrier lifetime maps of web dendrites obtained before and after high temperature heat treatment are compared to similar maps obtained from 100 mm diameter Czochralski silicon wafers. Such maps indicate similar or superior areal homogeneity of minority carrier lifetime in webs.
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.
A Web Service and Interface for Remote Electronic Device Characterization
Dutta, S.; Prakash, S.; Estrada, D.; Pop, E.
2011-01-01
A lightweight Web Service and a Web site interface have been developed, which enable remote measurements of electronic devices as a "virtual laboratory" for undergraduate engineering classes. Using standard browsers without additional plugins (such as Internet Explorer, Firefox, or even Safari on an iPhone), remote users can control a Keithley…
Stochastic calculus for fractional Brownian motion and related processes
Mishura, Yuliya S
2008-01-01
The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. Among these are results about Levy characterization of fractional Brownian motion, maximal moment inequalities for Wiener integrals including the values 0
Brownian dynamics with hydrodynamic interactions
International Nuclear Information System (INIS)
Ermak, D.L.; McCammon, J.A.
1978-01-01
A method for simulating the Brownian dynamics of N particles with the inclusion of hydrodynamic interactions is described. The particles may also be subject to the usual interparticle or external forces (e.g., electrostatic) which have been included in previous methods for simulating Brownian dynamics of particles in the absence of hydrodynamic interactions. The present method is derived from the Langevin equations for the N particle assembly, and the results are shown to be consistent with the corresponding Fokker--Planck results. Sample calculations on small systems illustrate the importance of including hydrodynamic interactions in Brownian dynamics simulations. The method should be useful for simulation studies of diffusion limited reactions, polymer dynamics, protein folding, particle coagulation, and other phenomena in solution
Brownian movement and molecular reality
Perrin, Jean
2005-01-01
How do we know that molecules really exist? An important clue came from Brownian movement, a concept developed in 1827 by botanist Robert Brown, who noticed that tiny objects like pollen grains shook and moved erratically when viewed under a microscope. Nearly 80 years later, in 1905, Albert Einstein explained this ""Brownian motion"" as the result of bombardment by molecules. Einstein offered a quantitative explanation by mathematically estimating the average distance covered by the particles over time as a result of molecular bombardment. Four years later, Jean Baptiste Perrin wrote Brownia
Chromothripsis Detection and Characterization Using the CTLPScanner Web Server.
Yang, Jian; Liu, Bo; Cai, Haoyang
2018-01-01
Accurate detection of chromothripsis event is important to study the mechanisms underlying this phenomenon. CTLPScanner ( http://cgma.scu.edu.cn/CTLPScanner/ ) is a web-based tool for identification and annotation of chromothripsis-like pattern (CTLP) in genomic array data. In this chapter, we illustrate the utility of CTLPScanner for screening chromosome pulverization regions and give interpretation of the results. The web interface offers a set of parameters and thresholds for customized screening. We also provide practical recommendations for effective chromothripsis detection. In addition to the user data processing module, CTLPScanner contains more than 50,000 preprocessed oncogenomic arrays, which allow users to explore the presence of chromothripsis signatures from public data resources.
Entropic Approach to Brownian Movement.
Neumann, Richard M.
1980-01-01
A diffusional driving force, called the radial force, which is responsible for the increase with time of the scalar separation between a fixed point and a particle undergoing three-dimensional Brownian motion, is derived using Boltzmann's equation. (Author/HM)
Quantum equations from Brownian motions
International Nuclear Information System (INIS)
Rajput, B.S.
2011-01-01
Classical Schrodinger and Dirac equations have been derived from Brownian motions of a particle, it has been shown that the classical Schrodinger equation can be transformed to usual Schrodinger Quantum equation on applying Heisenberg uncertainty principle between position and momentum while Dirac Quantum equation follows it's classical counter part on applying Heisenberg uncertainly principle between energy and time without applying any analytical continuation. (author)
Slow kinetics of Brownian maxima.
Ben-Naim, E; Krapivsky, P L
2014-07-18
We study extreme-value statistics of Brownian trajectories in one dimension. We define the maximum as the largest position to date and compare maxima of two particles undergoing independent Brownian motion. We focus on the probability P(t) that the two maxima remain ordered up to time t and find the algebraic decay P ∼ t(-β) with exponent β = 1/4. When the two particles have diffusion constants D(1) and D(2), the exponent depends on the mobilities, β = (1/π) arctan sqrt[D(2)/D(1)]. We also use numerical simulations to investigate maxima of multiple particles in one dimension and the largest extension of particles in higher dimensions.
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...
Random motion and Brownian rotation
International Nuclear Information System (INIS)
Wyllie, G.
1980-01-01
The course is centred on the Brownian motion - the random movement of molecules arising from thermal fluctuations of the surrounding medium - and starts with the classical theory of A. Einstein, M.v. Smoluchowski and P. Langevin. The first part of this article is quite elementary, and several of the questions raised in it have been instructively treated in a much more sophisticated way in recent reviews by Pomeau and Resibois and by Fox. This simple material may nevertheless be helpful to some readers whose main interest lies in approaching the work on Brownian rotation reviewed in the latter part of the present article. The simplest, and most brutally idealised, problem in our field of interest is that of the random walk in one dimension of space. Its solution leads on, through the diffusivity-mobility relation of Einstein, to Langevin's treatment of the Brownian motion. The application of these ideas to the movement of a molecule in a medium of similar molecules is clearly unrealistic, and much energy has been devoted to finding a suitable generalisation. We shall discuss in particular ideas due to Green, Zwanzig and Mori. (orig./WL)
Székely, Gábor J.; Rizzo, Maria L.
2010-01-01
Distance correlation is a new class of multivariate dependence coefficients applicable to random vectors of arbitrary and not necessarily equal dimension. Distance covariance and distance correlation are analogous to product-moment covariance and correlation, but generalize and extend these classical bivariate measures of dependence. Distance correlation characterizes independence: it is zero if and only if the random vectors are independent. The notion of covariance with...
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.
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).
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.
Rotational and translational Brownian motion
International Nuclear Information System (INIS)
Coffey, W.T.; Salford Univ.
1980-01-01
In this review it is proposed to summarise the work on the theory of the translational and rotational Brownian movement which has been carried on over roughly the past 30 years. The review is intended to take the form of a tutorial paper rather than a list of the results obtained by the various investigators over the period in question. In this vein then it seems appropriate to firstly give a brief account of those parts of the theory of probability which are relevant to the problems under discussion. (orig.)
Decay ratio for third order Brownian oscillators
International Nuclear Information System (INIS)
Konno, H.; Kanemoto, S.
1998-01-01
We have obtained the analytical expressions of the decay ratios for two types of third order Brownian oscillators which are generalizations of the second order Brownian oscillator driven by the Gaussian-white noise. The resulting expressions will provide us useful baseline information for more complicated practical problems and their applications
Brownian Optimal Stopping and Random Walks
International Nuclear Information System (INIS)
Lamberton, D.
2002-01-01
One way to compute the value function of an optimal stopping problem along Brownian paths consists of approximating Brownian motion by a random walk. We derive error estimates for this type of approximation under various assumptions on the distribution of the approximating random walk
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.
Brownian motion of tethered nanowires.
Ota, Sadao; Li, Tongcang; Li, Yimin; Ye, Ziliang; Labno, Anna; Yin, Xiaobo; Alam, Mohammad-Reza; Zhang, Xiang
2014-05-01
Brownian motion of slender particles near a boundary is ubiquitous in biological systems and in nanomaterial assembly, but the complex hydrodynamic interaction in those systems is still poorly understood. Here, we report experimental and computational studies of the Brownian motion of silicon nanowires tethered on a substrate. An optical interference method enabled direct observation of microscopic rotations of the slender bodies in three dimensions with high angular and temporal resolutions. This quantitative observation revealed anisotropic and angle-dependent hydrodynamic wall effects: rotational diffusivity in inclined and azimuth directions follows different power laws as a function of the length, ∼ L(-2.5) and ∼ L(-3), respectively, and is more hindered for smaller inclined angles. In parallel, we developed an implicit simulation technique that takes the complex wire-wall hydrodynamic interactions into account efficiently, the result of which agreed well with the experimentally observed angle-dependent diffusion. The demonstrated techniques provide a platform for studying the microrheology of soft condensed matters, such as colloidal and biological systems near interfaces, and exploring the optimal self-assembly conditions of nanostructures.
A multiscale guide to Brownian motion
International Nuclear Information System (INIS)
Grebenkov, Denis S; Belyaev, Dmitry; Jones, Peter W
2016-01-01
We revise the Lévy construction of Brownian motion as a simple though rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based ‘geometrical features’ at multiple length scales with random weights. Such a wavelet representation gives a closed formula mapping of the unit interval onto the functional space of Brownian paths. This formula elucidates many classical results about Brownian motion (e.g., non-differentiability of its path), providing an intuitive feeling for non-mathematicians. The illustrative character of the wavelet representation, along with the simple structure of the underlying probability space, is different from the usual presentation of most classical textbooks. Similar concepts are discussed for the Brownian bridge, fractional Brownian motion, the Ornstein-Uhlenbeck process, Gaussian free fields, and fractional Gaussian fields. Wavelet representations and dyadic decompositions form the basis of many highly efficient numerical methods to simulate Gaussian processes and fields, including Brownian motion and other diffusive processes in confining domains. (topical review)
Stock price prediction using geometric Brownian motion
Farida Agustini, W.; Restu Affianti, Ika; Putri, Endah RM
2018-03-01
Geometric Brownian motion is a mathematical model for predicting the future price of stock. The phase that done before stock price prediction is determine stock expected price formulation and determine the confidence level of 95%. On stock price prediction using geometric Brownian Motion model, the algorithm starts from calculating the value of return, followed by estimating value of volatility and drift, obtain the stock price forecast, calculating the forecast MAPE, calculating the stock expected price and calculating the confidence level of 95%. Based on the research, the output analysis shows that geometric Brownian motion model is the prediction technique with high rate of accuracy. It is proven with forecast MAPE value ≤ 20%.
Brownian motion using video capture
International Nuclear Information System (INIS)
Salmon, Reese; Robbins, Candace; Forinash, Kyle
2002-01-01
Although other researchers had previously observed the random motion of pollen grains suspended in water through a microscope, Robert Brown's name is associated with this behaviour based on observations he made in 1828. It was not until Einstein's work in the early 1900s however, that the origin of this irregular motion was established to be the result of collisions with molecules which were so small as to be invisible in a light microscope (Einstein A 1965 Investigations on the Theory of the Brownian Movement ed R Furth (New York: Dover) (transl. Cowper A D) (5 papers)). Jean Perrin in 1908 (Perrin J 1923 Atoms (New York: Van Nostrand-Reinhold) (transl. Hammick D)) was able, through a series of painstaking experiments, to establish the validity of Einstein's equation. We describe here the details of a junior level undergraduate physics laboratory experiment where students used a microscope, a video camera and video capture software to verify Einstein's famous calculation of 1905. (author)
The open quantum Brownian motions
International Nuclear Information System (INIS)
Bauer, Michel; Bernard, Denis; Tilloy, Antoine
2014-01-01
Using quantum parallelism on random walks as the original seed, we introduce new quantum stochastic processes, the open quantum Brownian motions. They describe the behaviors of quantum walkers—with internal degrees of freedom which serve as random gyroscopes—interacting with a series of probes which serve as quantum coins. These processes may also be viewed as the scaling limit of open quantum random walks and we develop this approach along three different lines: the quantum trajectory, the quantum dynamical map and the quantum stochastic differential equation. We also present a study of the simplest case, with a two level system as an internal gyroscope, illustrating the interplay between the ballistic and diffusive behaviors at work in these processes. Notation H z : orbital (walker) Hilbert space, C Z in the discrete, L 2 (R) in the continuum H c : internal spin (or gyroscope) Hilbert space H sys =H z ⊗H c : system Hilbert space H p : probe (or quantum coin) Hilbert space, H p =C 2 ρ t tot : density matrix for the total system (walker + internal spin + quantum coins) ρ-bar t : reduced density matrix on H sys : ρ-bar t =∫dxdy ρ-bar t (x,y)⊗|x〉 z 〈y| ρ-hat t : system density matrix in a quantum trajectory: ρ-hat t =∫dxdy ρ-hat t (x,y)⊗|x〉 z 〈y|. If diagonal and localized in position: ρ-hat t =ρ t ⊗|X t 〉 z 〈X t | ρ t : internal density matrix in a simple quantum trajectory X t : walker position in a simple quantum trajectory B t : normalized Brownian motion ξ t , ξ t † : quantum noises (paper)
Collective motion of active Brownian particles with polar alignment.
Martín-Gómez, Aitor; Levis, Demian; Díaz-Guilera, Albert; Pagonabarraga, Ignacio
2018-04-04
We present a comprehensive computational study of the collective behavior emerging from the competition between self-propulsion, excluded volume interactions and velocity-alignment in a two-dimensional model of active particles. We consider an extension of the active brownian particles model where the self-propulsion direction of the particles aligns with the one of their neighbors. We analyze the onset of collective motion (flocking) in a low-density regime (10% surface area) and show that it is mainly controlled by the strength of velocity-alignment interactions: the competition between self-propulsion and crowding effects plays a minor role in the emergence of flocking. However, above the flocking threshold, the system presents a richer pattern formation scenario than analogous models without alignment interactions (active brownian particles) or excluded volume effects (Vicsek-like models). Depending on the parameter regime, the structure of the system is characterized by either a broad distribution of finite-sized polar clusters or the presence of an amorphous, highly fluctuating, large-scale traveling structure which can take a lane-like or band-like form (and usually a hybrid structure which is halfway in between both). We establish a phase diagram that summarizes collective behavior of polar active brownian particles and propose a generic mechanism to describe the complexity of the large-scale structures observed in systems of repulsive self-propelled particles.
Brownian motion in a flowing fluid revisited
International Nuclear Information System (INIS)
Ramshaw, J.D.
1981-01-01
It is shown how the phenomenon of osmosis may be treated using the phenomenological theory of Brownian motion in a flowing fluid. The theory is also generalized to include viscous stresses in the particle and mixture momentum equations
A multiscale approach to Brownian motors
International Nuclear Information System (INIS)
Pavliotis, G.A.
2005-01-01
The problem of Brownian motion in a periodic potential, under the influence of external forcing, which is either random or periodic in time, is studied in this Letter. Multiscale techniques are used to derive general formulae for the steady state particle current and the effective diffusion tensor. These formulae are then applied to calculate the effective diffusion coefficient for a Brownian particle in a periodic potential driven simultaneously by additive Gaussian white and colored noise. Our theoretical findings are supported by numerical simulations
Biased Brownian dynamics for rate constant calculation.
Zou, G; Skeel, R D; Subramaniam, S
2000-01-01
An enhanced sampling method-biased Brownian dynamics-is developed for the calculation of diffusion-limited biomolecular association reaction rates with high energy or entropy barriers. Biased Brownian dynamics introduces a biasing force in addition to the electrostatic force between the reactants, and it associates a probability weight with each trajectory. A simulation loses weight when movement is along the biasing force and gains weight when movement is against the biasing force. The sampl...
On some generalization of fractional Brownian motions
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Wang Xiaotian; Liang Xiangqian; Ren Fuyao; Zhang Shiying
2006-01-01
The multifractional Brownian motion (mBm) is a continuous Gaussian process that extends the classical fractional Brownian motion (fBm) defined by Barton and Vincent Poor [Barton RJ, Vincent Poor H. IEEE Trans Inform 1988;34(5):943] and Decreusefond and Ustuenel [Decreusefond L, Ustuenel AS. Potential Anal 1999;10:177]. In addition, an innovational representation of fBm is given
Deep inelastic collisions viewed as Brownian motion
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Gross, D.H.E.; Freie Univ. Berlin
1980-01-01
Non-equilibrium transport processes like Brownian motion, are studied since perhaps 100 years and one should ask why does one not use these theories to explain deep inelastic collision data. These theories have reached a high standard of sophistication, experience, and precision that I believe them to be very usefull for our problem. I will try to sketch a possible form of an advanced theory of Brownian motion that seems to be suitable for low energy heavy ion collisions. (orig./FKS)
Dissipation and decoherence in Brownian motion
Energy Technology Data Exchange (ETDEWEB)
Bellomo, Bruno [Dipartimento di Scienze Fisiche ed Astronomiche dell' Universita di Palermo, Via Archirafi, 36, 90123 Palermo (Italy); Barnett, Stephen M [Department of Physics, University of Strathclyde, Glasgow G4 0NG (United Kingdom); Jeffers, John [Department of Physics, University of Strathclyde, Glasgow G4 0NG (United Kingdom)
2007-05-15
We consider the evolution of a Brownian particle described by a measurement-based master equation. We derive the solution to this equation for general initial conditions and apply it to a Gaussian initial state. We analyse the effects of the diffusive terms, present in the master equation, and describe how these modify uncertainties and coherence length. This allows us to model dissipation and decoherence in quantum Brownian motion.
Brownian quasi-particles in statistical physics
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Tellez-Arenas, A.; Fronteau, J.; Combis, P.
1979-01-01
The idea of a Brownian quasi-particle and the associated differentiable flow (with nonselfadjoint forces) are used here in the context of a stochastic description of the approach towards statistical equilibrium. We show that this quasi-particle flow acquires, at equilibrium, the principal properties of a conservative Hamiltonian flow. Thus the model of Brownian quasi-particles permits us to establish a link between the stochastic description and the Gibbs description of statistical equilibrium
Area distribution of an elastic Brownian motion
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Rajabpour, M A
2009-01-01
We calculate the excursion and meander area distributions of the elastic Brownian motion by using the self-adjoint extension of the Hamiltonian of the free quantum particle on the half line. We also give some comments on the area of the Brownian motion bridge on the real line with the origin removed. We will focus on the power of self-adjoint extension to investigate different possible boundary conditions for the stochastic processes. We also discuss some possible physical applications.
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.
Reflection Negative Kernels and Fractional Brownian Motion
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Palle E. T. Jorgensen
2018-06-01
Full Text Available In this article we study the connection of fractional Brownian motion, representation theory and reflection positivity in quantum physics. We introduce and study reflection positivity for affine isometric actions of a Lie group on a Hilbert space E and show in particular that fractional Brownian motion for Hurst index 0 < H ≤ 1 / 2 is reflection positive and leads via reflection positivity to an infinite dimensional Hilbert space if 0 < H < 1 / 2 . We also study projective invariance of fractional Brownian motion and relate this to the complementary series representations of GL 2 ( R . We relate this to a measure preserving action on a Gaussian L 2 -Hilbert space L 2 ( E .
Groeneboom, P.; Jongbloed, G.; Wellner, J.A.
2001-01-01
A process associated with integrated Brownian motion is introduced that characterizes the limit behavior of nonparametric least squares and maximum likelihood estimators of convex functions and convex densities, respectively. We call this process “the invelope” and show that it is an almost surely
Eigenfunction expansion for fractional Brownian motions
International Nuclear Information System (INIS)
Maccone, C.
1981-01-01
The fractional Brownian motions, a class of nonstationary stochastic processes defined as the Riemann-Liouville fractional integral/derivative of the Brownian motion, are studied. It is shown that these processes can be regarded as the output of a suitable linear system of which the input is the white noise. Their autocorrelation is then derived with a study of their standard-deviation curves. Their power spectra are found by resorting to the nonstationary spectral theory. And finally their eigenfunction expansion (Karhunen-Loeve expansion) is obtained: the eigenfunctions are proved to be suitable Bessel functions and the eigenvalues zeros of the Bessel functions. (author)
SCOWLP: a web-based database for detailed characterization and visualization of protein interfaces
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Schroeder Michael
2006-03-01
Full Text Available Abstract Background Currently there is a strong need for methods that help to obtain an accurate description of protein interfaces in order to be able to understand the principles that govern molecular recognition and protein function. Many of the recent efforts to computationally identify and characterize protein networks extract protein interaction information at atomic resolution from the PDB. However, they pay none or little attention to small protein ligands and solvent. They are key components and mediators of protein interactions and fundamental for a complete description of protein interfaces. Interactome profiling requires the development of computational tools to extract and analyze protein-protein, protein-ligand and detailed solvent interaction information from the PDB in an automatic and comparative fashion. Adding this information to the existing one on protein-protein interactions will allow us to better understand protein interaction networks and protein function. Description SCOWLP (Structural Characterization Of Water, Ligands and Proteins is a user-friendly and publicly accessible web-based relational database for detailed characterization and visualization of the PDB protein interfaces. The SCOWLP database includes proteins, peptidic-ligands and interface water molecules as descriptors of protein interfaces. It contains currently 74,907 protein interfaces and 2,093,976 residue-residue interactions formed by 60,664 structural units (protein domains and peptidic-ligands and their interacting solvent. The SCOWLP web-server allows detailed structural analysis and comparisons of protein interfaces at atomic level by text query of PDB codes and/or by navigating a SCOP-based tree. It includes a visualization tool to interactively display the interfaces and label interacting residues and interface solvent by atomic physicochemical properties. SCOWLP is automatically updated with every SCOP release. Conclusion SCOWLP enriches
Characterizing interdisciplinarity of researchers and research topics using web search engines.
Sayama, Hiroki; Akaishi, Jin
2012-01-01
Researchers' networks have been subject to active modeling and analysis. Earlier literature mostly focused on citation or co-authorship networks reconstructed from annotated scientific publication databases, which have several limitations. Recently, general-purpose web search engines have also been utilized to collect information about social networks. Here we reconstructed, using web search engines, a network representing the relatedness of researchers to their peers as well as to various research topics. Relatedness between researchers and research topics was characterized by visibility boost-increase of a researcher's visibility by focusing on a particular topic. It was observed that researchers who had high visibility boosts by the same research topic tended to be close to each other in their network. We calculated correlations between visibility boosts by research topics and researchers' interdisciplinarity at the individual level (diversity of topics related to the researcher) and at the social level (his/her centrality in the researchers' network). We found that visibility boosts by certain research topics were positively correlated with researchers' individual-level interdisciplinarity despite their negative correlations with the general popularity of researchers. It was also found that visibility boosts by network-related topics had positive correlations with researchers' social-level interdisciplinarity. Research topics' correlations with researchers' individual- and social-level interdisciplinarities were found to be nearly independent from each other. These findings suggest that the notion of "interdisciplinarity" of a researcher should be understood as a multi-dimensional concept that should be evaluated using multiple assessment means.
Relaxation property of the fractional Brownian particle
International Nuclear Information System (INIS)
Wang Litan; Lung, C.W.
1988-08-01
Dynamic susceptibility of a diffusion system associated with the fractional Brownian motion (fBm) was examined for the fractal property of the Non-Debye relaxation process. The comparisons between fBm and other approaches were made. Anomalous diffusion and the Non-Debye relaxation processes were discussed with this approach. (author). 8 refs, 1 fig
Generalized Arcsine Laws for Fractional Brownian Motion.
Sadhu, Tridib; Delorme, Mathieu; Wiese, Kay Jörg
2018-01-26
The three arcsine laws for Brownian motion are a cornerstone of extreme-value statistics. For a Brownian B_{t} starting from the origin, and evolving during time T, one considers the following three observables: (i) the duration t_{+} the process is positive, (ii) the time t_{last} the process last visits the origin, and (iii) the time t_{max} when it achieves its maximum (or minimum). All three observables have the same cumulative probability distribution expressed as an arcsine function, thus the name arcsine laws. We show how these laws change for fractional Brownian motion X_{t}, a non-Markovian Gaussian process indexed by the Hurst exponent H. It generalizes standard Brownian motion (i.e., H=1/2). We obtain the three probabilities using a perturbative expansion in ϵ=H-1/2. While all three probabilities are different, this distinction can only be made at second order in ϵ. Our results are confirmed to high precision by extensive numerical simulations.
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,
Intermittency and multifractional Brownian character of geomagnetic time series
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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.
First passage Brownian functional properties of snowmelt dynamics
Dubey, Ashutosh; Bandyopadhyay, Malay
2018-04-01
In this paper, we model snow-melt dynamics in terms of a Brownian motion (BM) with purely time dependent drift and difusion and examine its first passage properties by suggesting and examining several Brownian functionals which characterize the lifetime and reactivity of such stochastic processes. We introduce several probability distribution functions (PDFs) associated with such time dependent BMs. For instance, for a BM with initial starting point x0, we derive analytical expressions for : (i) the PDF P(tf|x0) of the first passage time tf which specify the lifetime of such stochastic process, (ii) the PDF P(A|x0) of the area A till the first passage time and it provides us numerous valuable information about the total fresh water availability during melting, (iii) the PDF P(M) associated with the maximum size M of the BM process before the first passage time, and (iv) the joint PDF P(M; tm) of the maximum size M and its occurrence time tm before the first passage time. These P(M) and P(M; tm) are useful in determining the time of maximum fresh water availability and in calculating the total maximum amount of available fresh water. These PDFs are examined for the power law time dependent drift and diffusion which matches quite well with the available data of snowmelt dynamics.
Functionals of Brownian motion, localization and metric graphs
International Nuclear Information System (INIS)
Comtet, Alain; Desbois, Jean; Texier, Christophe
2005-01-01
We review several results related to the problem of a quantum particle in a random environment. In an introductory part, we recall how several functionals of Brownian motion arise in the study of electronic transport in weakly disordered metals (weak localization). Two aspects of the physics of the one-dimensional strong localization are reviewed: some properties of the scattering by a random potential (time delay distribution) and a study of the spectrum of a random potential on a bounded domain (the extreme value statistics of the eigenvalues). Then we mention several results concerning the diffusion on graphs, and more generally the spectral properties of the Schroedinger operator on graphs. The interest of spectral determinants as generating functions characterizing the diffusion on graphs is illustrated. Finally, we consider a two-dimensional model of a charged particle coupled to the random magnetic field due to magnetic vortices. We recall the connection between spectral properties of this model and winding functionals of planar Brownian motion. (topical review)
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...
Fractional Brownian motion with a reflecting wall
Wada, Alexander H. O.; Vojta, Thomas
2018-02-01
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of Monte Carlo simulations. Whereas the mean-square displacement of the particle shows the expected anomalous diffusion behavior ˜tα , the interplay between the geometric confinement and the long-time memory leads to a highly non-Gaussian probability density function with a power-law singularity at the barrier. In the superdiffusive case α >1 , the particles accumulate at the barrier leading to a divergence of the probability density. For subdiffusion α implications of these findings, in particular, for applications that are dominated by rare events.
Current fluctuations of interacting active Brownian particles
Pre, Trevor Grand; Limmer, David T.
2018-01-01
We derive the distribution function for particle currents for a system of interacting active Brownian particles in the long time limit using large deviation theory and a weighted many body expansion. We find the distribution is non-Gaussian, except in the limit of passive particles. The non-Gaussian fluctuations can be understood from the effective potential the particles experience when conditioned on a given current. This potential suppresses fluctuations of the particle's orientation, and ...
Time-averaged MSD of Brownian motion
Andreanov, Alexei; Grebenkov, Denis
2012-01-01
We study the statistical properties of the time-averaged mean-square displacements (TAMSD). This is a standard non-local quadratic functional for inferring the diffusion coefficient from an individual random trajectory of a diffusing tracer in single-particle tracking experiments. For Brownian motion, we derive an exact formula for the Laplace transform of the probability density of the TAMSD by mapping the original problem onto chains of coupled harmonic oscillators. From this formula, we de...
Brownian motion, dynamical randomness and irreversibility
International Nuclear Information System (INIS)
Gaspard, Pierre
2005-01-01
A relationship giving the entropy production as the difference between a time-reversed entropy per unit time and the standard one is applied to stochastic processes of diffusion of Brownian particles between two reservoirs at different concentrations. The entropy production in the nonequilibrium steady state is interpreted in terms of a time asymmetry in the dynamical randomness between the forward and backward paths of the diffusion process
Brownian motion in short range random potentials
International Nuclear Information System (INIS)
Romero, A.H.; Romero, A.H.; Sancho, J.M.
1998-01-01
A numerical study of Brownian motion of noninteracting particles in random potentials is presented. The dynamics are modeled by Langevin equations in the high friction limit. The random potentials are Gaussian distributed and short ranged. The simulations are performed in one and two dimensions. Different dynamical regimes are found and explained. Effective subdiffusive exponents are obtained and commented on. copyright 1998 The American Physical Society
Frustrated Brownian Motion of Nonlocal Solitary Waves
International Nuclear Information System (INIS)
Folli, V.; Conti, C.
2010-01-01
We investigate the evolution of solitary waves in a nonlocal medium in the presence of disorder. By using a perturbational approach, we show that an increasing degree of nonlocality may largely hamper the Brownian motion of self-trapped wave packets. The result is valid for any kind of nonlocality and in the presence of nonparaxial effects. Analytical predictions are compared with numerical simulations based on stochastic partial differential equations.
The quantum brownian particle and memory effects
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Britani, J.R.; Mizrahi, S.S.; Pimentel, B.M.
1991-01-01
The Quantum Brownian particle, immersed in a heat bath, is described by a statistical operator whose evolution is ruled by a Generalized Master Equation (GME). The heat bath degrees of freedom are considered to be either white noise or coloured noise correlated,while the GME is considered under either the Markov or Non-Markov approaches. The comparison between these considerations are fully developed and their physical meaning is discussed. (author)
Optimum analysis of a Brownian refrigerator.
Luo, X G; Liu, N; He, J Z
2013-02-01
A Brownian refrigerator with the cold and hot reservoirs alternating along a space coordinate is established. The heat flux couples with the movement of the Brownian particles due to an external force in the spatially asymmetric but periodic potential. After using the Arrhenius factor to describe the behaviors of the forward and backward jumps of the particles, the expressions for coefficient of performance (COP) and cooling rate are derived analytically. Then, through maximizing the product of conversion efficiency and heat flux flowing out, a new upper bound only depending on the temperature ratio of the cold and hot reservoirs is found numerically in the reversible situation, and it is a little larger than the so-called Curzon and Ahlborn COP ε(CA)=(1/√[1-τ])-1. After considering the irreversible factor owing to the kinetic energy change of the moving particles, we find the optimized COP is smaller than ε(CA) and the external force even does negative work on the Brownian particles when they jump from a cold to hot reservoir.
Analyzing animal movements using Brownian bridges.
Horne, Jon S; Garton, Edward O; Krone, Stephen M; Lewis, Jesse S
2007-09-01
By studying animal movements, researchers can gain insight into many of the ecological characteristics and processes important for understanding population-level dynamics. We developed a Brownian bridge movement model (BBMM) for estimating the expected movement path of an animal, using discrete location data obtained at relatively short time intervals. The BBMM is based on the properties of a conditional random walk between successive pairs of locations, dependent on the time between locations, the distance between locations, and the Brownian motion variance that is related to the animal's mobility. We describe two critical developments that enable widespread use of the BBMM, including a derivation of the model when location data are measured with error and a maximum likelihood approach for estimating the Brownian motion variance. After the BBMM is fitted to location data, an estimate of the animal's probability of occurrence can be generated for an area during the time of observation. To illustrate potential applications, we provide three examples: estimating animal home ranges, estimating animal migration routes, and evaluating the influence of fine-scale resource selection on animal movement patterns.
Intrinsic and extrinsic measurement for Brownian motion
International Nuclear Information System (INIS)
Castro-Villarreal, Pavel
2014-01-01
Based upon the Smoluchowski equation on curved manifolds, three physical observables are considered for Brownian displacement, namely geodesic displacement s, Euclidean displacement δR, and projected displacement δR ⊥ . The Weingarten–Gauss equations are used to calculate the mean-square Euclidean displacements in the short-time regime. Our findings show that from an extrinsic point of view the geometry of the space affects the Brownian motion in such a way that the particle’s diffusion is decelerated, contrasting with the intrinsic point of view where dynamics is controlled by the sign of the Gaussian curvature (Castro-Villarreal, 2010 J. Stat. Mech. P08006). Furthermore, it is possible to give exact formulas for 〈δR〉 and 〈δR 2 〉 on spheres and minimal surfaces, which are valid for all values of time. In the latter case, surprisingly, Brownian motion corresponds to the usual diffusion in flat geometries, albeit minimal surfaces have non-zero Gaussian curvature. Finally, the two-dimensional case is emphasized due to its close relation to surface self-diffusion in fluid membranes. (paper)
Interacting Brownian Swarms: Some Analytical Results
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Guillaume Sartoretti
2016-01-01
Full Text Available We consider the dynamics of swarms of scalar Brownian agents subject to local imitation mechanisms implemented using mutual rank-based interactions. For appropriate values of the underlying control parameters, the swarm propagates tightly and the distances separating successive agents are iid exponential random variables. Implicitly, the implementation of rank-based mutual interactions, requires that agents have infinite interaction ranges. Using the probabilistic size of the swarm’s support, we analytically estimate the critical interaction range below that flocked swarms cannot survive. In the second part of the paper, we consider the interactions between two flocked swarms of Brownian agents with finite interaction ranges. Both swarms travel with different barycentric velocities, and agents from both swarms indifferently interact with each other. For appropriate initial configurations, both swarms eventually collide (i.e., all agents interact. Depending on the values of the control parameters, one of the following patterns emerges after collision: (i Both swarms remain essentially flocked, or (ii the swarms become ultimately quasi-free and recover their nominal barycentric speeds. We derive a set of analytical flocking conditions based on the generalized rank-based Brownian motion. An extensive set of numerical simulations corroborates our analytical findings.
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.
The Onsager reciprocity relation and generalized efficiency of a thermal Brownian motor
International Nuclear Information System (INIS)
Tian-Fu, Gao; Jin-Can, Chen; Yue, Zhang
2009-01-01
Based on a general model of Brownian motors, the Onsager coefficients and generalized efficiency of a thermal Brownian motor are calculated analytically. It is found that the Onsager reciprocity relation holds and the Onsager coefficients are not affected by the kinetic energy change due to the particle's motion. Only when the heat leak in the system is negligible can the determinant of the Onsager matrix vanish. Moreover, the influence of the main parameters characterizing the model on the generalized efficiency of the Brownian motor is discussed in detail. The characteristic curves of the generalized efficiency varying with these parameters are presented, and the maximum generalized efficiency and the corresponding optimum parameters are determined. The results obtained here are of general significance. They are used to analyze the performance characteristics of the Brownian motors operating in the three interesting cases with zero heat leak, zero average drift velocity or a linear response relation, so that some important conclusions in current references are directly included in some limit cases of the present paper. (general)
Properties of Brownian Image Models in Scale-Space
DEFF Research Database (Denmark)
Pedersen, Kim Steenstrup
2003-01-01
Brownian images) will be discussed in relation to linear scale-space theory, and it will be shown empirically that the second order statistics of natural images mapped into jet space may, within some scale interval, be modeled by the Brownian image model. This is consistent with the 1/f 2 power spectrum...... law that apparently governs natural images. Furthermore, the distribution of Brownian images mapped into jet space is Gaussian and an analytical expression can be derived for the covariance matrix of Brownian images in jet space. This matrix is also a good approximation of the covariance matrix......In this paper it is argued that the Brownian image model is the least committed, scale invariant, statistical image model which describes the second order statistics of natural images. Various properties of three different types of Gaussian image models (white noise, Brownian and fractional...
Time rescaling and Gaussian properties of the fractional Brownian motions
International Nuclear Information System (INIS)
Maccone, C.
1981-01-01
The fractional Brownian motions are proved to be a class of Gaussian (normal) stochastic processes suitably rescaled in time. Some consequences affecting their eigenfunction expansion (Karhunen-Loeve expansion) are inferred. A known formula of Cameron and Martin is generalized. The first-passage time probability density is found. The partial differential equation of the fractional Brownian diffusion is obtained. And finally the increments of the fractional Brownian motions are proved to be independent for nonoverlapping time intervals. (author)
Change of particle size distribution during Brownian coagulation
International Nuclear Information System (INIS)
Lee, K.W.
1984-01-01
Change in particle size distribution due to Brownian coagulation in the continuum regime has been stuied analytically. A simple analytic solution for the size distribution of an initially lognormal distribution is obtained based on the assumption that the size distribution during the coagulation process attains or can, at least, be represented by a time dependent lognormal function. The results are found to be in a form that corrects Smoluchowski's solution for both polydispersity and size-dependent kernel. It is further shown that regardless of whether the initial distribution is narrow or broad, the spread of the distribution is characterized by approaching a fixed value of the geometric standard deviation. This result has been compared with the self-preserving distribution obtained by similarity theory. (Author)
O'Connell's process as a vicious Brownian motion
International Nuclear Information System (INIS)
Katori, Makoto
2011-01-01
Vicious Brownian motion is a diffusion scaling limit of Fisher's vicious walk model, which is a system of Brownian particles in one dimension such that if two motions meet they kill each other. We consider the vicious Brownian motions conditioned never to collide with each other and call it noncolliding Brownian motion. This conditional diffusion process is equivalent to the eigenvalue process of the Hermitian-matrix-valued Brownian motion studied by Dyson [J. Math. Phys. 3, 1191 (1962)]. Recently, O'Connell [Ann. Probab. (to be published)] introduced a generalization of the noncolliding Brownian motion by using the eigenfunctions (the Whittaker functions) of the quantum Toda lattice in order to analyze a directed polymer model in 1 + 1 dimensions. We consider a system of one-dimensional Brownian motions with a long-ranged killing term as a generalization of the vicious Brownian motion and construct the O'Connell process as a conditional process of the killing Brownian motions to survive forever.
Langevin theory of anomalous Brownian motion made simple
International Nuclear Information System (INIS)
Tothova, Jana; Vasziova, Gabriela; Lisy, VladimIr; Glod, Lukas
2011-01-01
During the century from the publication of the work by Einstein (1905 Ann. Phys. 17 549) Brownian motion has become an important paradigm in many fields of modern science. An essential impulse for the development of Brownian motion theory was given by the work of Langevin (1908 C. R. Acad. Sci., Paris 146 530), in which he proposed an 'infinitely more simple' description of Brownian motion than that by Einstein. The original Langevin approach has however strong limitations, which were rigorously stated after the creation of the hydrodynamic theory of Brownian motion (1945). Hydrodynamic Brownian motion is a special case of 'anomalous Brownian motion', now intensively studied both theoretically and in experiments. We show how some general properties of anomalous Brownian motion can be easily derived using an effective method that allows one to convert the stochastic generalized Langevin equation into a deterministic Volterra-type integro-differential equation for the mean square displacement of the particle. Within the Gibbs statistics, the method is applicable to linear equations of motion with any kind of memory during the evolution of the system. We apply it to memoryless Brownian motion in a harmonic potential well and to Brownian motion in fluids, taking into account the effects of hydrodynamic memory. Exploring the mathematical analogy between Brownian motion and electric circuits, which are at nanoscales also described by the generalized Langevin equation, we calculate the fluctuations of charge and current in RLC circuits that are in contact with the thermal bath. Due to the simplicity of our approach it could be incorporated into graduate courses of statistical physics. Once the method is established, it allows bringing to the attention of students and effectively solving a number of attractive problems related to Brownian motion.
Probability laws related to the Jacobi theta and Riemann zeta function and Brownian excursions
Biane, P.; Pitman, J.; Yor, M.
1999-01-01
This paper reviews known results which connect Riemann's integral representations of his zeta function, involving Jacobi's theta function and its derivatives, to some particular probability laws governing sums of independent exponential variables. These laws are related to one-dimensional Brownian motion and to higher dimensional Bessel processes. We present some characterizations of these probability laws, and some approximations of Riemann's zeta function which are related to these laws.
Zelan, M; Hagman, H; Labaigt, G; Jonsell, S; Dion, C M
2011-02-01
The rectification of noise into directed movement or useful energy is utilized by many different systems. The peculiar nature of the energy source and conceptual differences between such Brownian motor systems makes a characterization of the performance far from straightforward. In this work, where the Brownian motor consists of atoms interacting with dissipative optical lattices, we adopt existing theory and present experimental measurements for both the efficiency and the transport coherence. We achieve up to 0.3% for the efficiency and 0.01 for the Péclet number.
The relativistic Brownian motion: Interdisciplinary applications
International Nuclear Information System (INIS)
Aragones-Munoz, A; Sandoval-Villalbazo, A
2010-01-01
Relativistic Brownian motion theory will be applied to the study of analogies between physical and economic systems, emphasizing limiting cases in which Gaussian distributions are no longer valid. The characteristic temperatures of the particles will be associated with the concept of variance, and this will allow us to choose whether the pertinent distribution is classical or relativistic, while working specific situations. The properties of particles can be interpreted as economic variables, in order to study the behavior of markets in terms of Levy financial processes, since markets behave as stochastic systems. As far as we know, the application of the Juettner distribution to the study of economic systems is a new idea.
Effective diffusion of confined active Brownian swimmers
Sandoval, Mario; Dagdug, Leonardo
2014-11-01
We find theoretically the effect of confinement and thermal fluctuations, on the diffusivity of a spherical active swimmer moving inside a two-dimensional narrow cavity of general shape. The explicit formulas for the effective diffusion coefficient of a swimmer moving inside two particular cavities are presented. We also compare our analytical results with Brownian Dynamics simulations and we obtain excellent agreement. L.D. thanks Consejo Nacional de Ciencia y Tecnologia (CONACyT) Mexico, for partial support by Grant No. 176452. M. S. thanks CONACyT and Programa de Mejoramiento de Profesorado (PROMEP) for partially funding this work under Grant No. 103.5/13/6732.
Time-averaged MSD of Brownian motion
International Nuclear Information System (INIS)
Andreanov, Alexei; Grebenkov, Denis S
2012-01-01
We study the statistical properties of the time-averaged mean-square displacements (TAMSD). This is a standard non-local quadratic functional for inferring the diffusion coefficient from an individual random trajectory of a diffusing tracer in single-particle tracking experiments. For Brownian motion, we derive an exact formula for the Laplace transform of the probability density of the TAMSD by mapping the original problem onto chains of coupled harmonic oscillators. From this formula, we deduce the first four cumulant moments of the TAMSD, the asymptotic behavior of the probability density and its accurate approximation by a generalized Gamma distribution
Eigenfunction statistics of Wishart Brownian ensembles
International Nuclear Information System (INIS)
Shukla, Pragya
2017-01-01
We theoretically analyze the eigenfunction fluctuation measures for a Hermitian ensemble which appears as an intermediate state of the perturbation of a stationary ensemble by another stationary ensemble of Wishart (Laguerre) type. Similar to the perturbation by a Gaussian stationary ensemble, the measures undergo a diffusive dynamics in terms of the perturbation parameter but the energy-dependence of the fluctuations is different in the two cases. This may have important consequences for the eigenfunction dynamics as well as phase transition studies in many areas of complexity where Brownian ensembles appear. (paper)
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.
Time-averaged MSD of Brownian motion
Andreanov, Alexei; Grebenkov, Denis S.
2012-07-01
We study the statistical properties of the time-averaged mean-square displacements (TAMSD). This is a standard non-local quadratic functional for inferring the diffusion coefficient from an individual random trajectory of a diffusing tracer in single-particle tracking experiments. For Brownian motion, we derive an exact formula for the Laplace transform of the probability density of the TAMSD by mapping the original problem onto chains of coupled harmonic oscillators. From this formula, we deduce the first four cumulant moments of the TAMSD, the asymptotic behavior of the probability density and its accurate approximation by a generalized Gamma distribution.
Laser light scattering in Brownian medium
International Nuclear Information System (INIS)
Suwono; Santoso, Budi; Baiquni, A.
1983-01-01
The principle of laser light scattering in Brownian medium and photon correlation spectroscopy are described in detail. Their application to the study of the behaviour of a polystyrene latex solution are discussed. The auto-correlation function of light scattered by the polystyrene latex solution in various angle, various temperature and in various sample times, have been measured. Information on the translation diffusion coefficient and size on the particle can be obtained from the auto-correlation function. Good agreement between the available data and experiment is shown. (author)
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.
Microscopic derivation of open quantum Brownian motion: a particular example
International Nuclear Information System (INIS)
Sinayskiy, Ilya; Petruccione, Francesco
2015-01-01
The microscopic derivation of a new type of Brownian motion, namely open quantum Brownian motion (OQBM) is presented. The quantum master equation for OQBM is derived for a weakly driven system interacting with a decoherent environment. Examples of the dynamics for initial Gaussian and non-Gaussian distributions are presented. Both examples demonstrate convergence of the OQBM dynamics to Gaussian distributions. (topical article)
Quantum description of the Brownian movement in an external field
International Nuclear Information System (INIS)
Svin'in, I.R.
1976-01-01
The Schroedinger equation for brownian motion in an external field is obtained on the basis of the classical Langevin equation. The specific features of the approach proposed are illustrated by the example of the brownian motion of the quantum oscillator. The influence of the fluctuations on the various physical quantities is considered
Presentation of quantum Brownian movement in the collective coordinate method
International Nuclear Information System (INIS)
Oksak, A.I.; Sukhanov, A.D.
2003-01-01
Two explicitly solved models of quantum randomized processes described by the Langevin equation, i. e. a free quantum Brownian particle and a quantum Brownian harmonic oscillator, are considered. The Hamiltonian (string) realization of the models reveals soliton-like structure of classical solutions. Accordingly, the method of zero mode collective coordinate is an adequate means for describing the models quantum dynamics [ru
Diffusion in one dimensional random medium and hyperbolic Brownian motion
International Nuclear Information System (INIS)
Comtet, A.; Monthus, C.; Paris-6 Univ., 75
1995-03-01
Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. This relationship is analyzed in detail and various distributions are studied using stochastic calculus and functional integration. (author) 17 refs
Simple Brownian diffusion an introduction to the standard theoretical models
Gillespie, Daniel T
2013-01-01
Brownian diffusion, the motion of large molecules in a sea of very many much smaller molecules, is topical because it is one of the ways in which biologically important molecules move about inside living cells. This book presents the mathematical physics that underlies the four simplest models of Brownian diffusion.
Self-induced temperature gradients in Brownian dynamics
Devine, Jack; Jack, M. W.
2017-12-01
Brownian systems often surmount energy barriers by absorbing and emitting heat to and from their local environment. Usually, the temperature gradients created by this heat exchange are assumed to dissipate instantaneously. Here we relax this assumption to consider the case where Brownian dynamics on a time-independent potential can lead to self-induced temperature gradients. In the same way that externally imposed temperature gradients can cause directed motion, these self-induced gradients affect the dynamics of the Brownian system. The result is a coupling between the local environment and the Brownian subsystem. We explore the resulting dynamics and thermodynamics of these coupled systems and develop a robust method for numerical simulation. In particular, by focusing on one-dimensional situations, we show that self-induced temperature gradients reduce barrier-crossing rates. We also consider a heat engine and a heat pump based on temperature gradients induced by a Brownian system in a nonequilibrium potential.
International Nuclear Information System (INIS)
Greczylo, Tomasz; Debowska, Ewa
2007-01-01
The authors make comments and remarks on the papers by Salmon et al (2002 Eur. J. Phys. 23 249-53) and their own (2005 Eur. J. Phys. 26 827-33) concerning Brownian motion in two-dimensional space. New, corrected results of calculations and measurements for students' experiments on finding the viscosity of liquids from Brownian motion are presented. (letters and comments)
Dynamics of a macroscopic model characterizing mutualism of search engines and web sites
Wang, Yuanshi; Wu, Hong
2006-05-01
We present a model to describe the mutualism relationship between search engines and web sites. In the model, search engines and web sites benefit from each other while the search engines are derived products of the web sites and cannot survive independently. Our goal is to show strategies for the search engines to survive in the internet market. From mathematical analysis of the model, we show that mutualism does not always result in survival. We show various conditions under which the search engines would tend to extinction, persist or grow explosively. Then by the conditions, we deduce a series of strategies for the search engines to survive in the internet market. We present conditions under which the initial number of consumers of the search engines has little contribution to their persistence, which is in agreement with the results in previous works. Furthermore, we show novel conditions under which the initial value plays an important role in the persistence of the search engines and deduce new strategies. We also give suggestions for the web sites to cooperate with the search engines in order to form a win-win situation.
Method and apparatus for ultrasonic characterization through the thickness direction of a moving web
Jackson, Theodore; Hall, Maclin S.
2001-01-01
A method and apparatus for determining the caliper and/or the ultrasonic transit time through the thickness direction of a moving web of material using ultrasonic pulses generated by a rotatable wheel ultrasound apparatus. The apparatus includes a first liquid-filled tire and either a second liquid-filled tire forming a nip or a rotatable cylinder that supports a thin moving web of material such as a moving web of paper and forms a nip with the first liquid-filled tire. The components of ultrasonic transit time through the tires and fluid held within the tires may be resolved and separately employed to determine the separate contributions of the two tire thicknesses and the two fluid paths to the total path length that lies between two ultrasonic transducer surfaces contained within the tires in support of caliper measurements. The present invention provides the benefit of obtaining a transit time and caliper measurement at any point in time as a specimen passes through the nip of rotating tires and eliminates inaccuracies arising from nonuniform tire circumferential thickness by accurately retaining point-to-point specimen transit time and caliper variation information, rather than an average obtained through one or more tire rotations. Morever, ultrasonic transit time through the thickness direction of a moving web may be determined independent of small variations in the wheel axle spacing, tire thickness, and liquid and tire temperatures.
Directed motion of a Brownian motor in a temperature gradient
Liu, Yibing; Nie, Wenjie; Lan, Yueheng
2017-05-01
Directed motion of mesoscopic systems in a non-equilibrium environment is of great interest to both scientists and engineers. Here, the translation and rotation of a Brownian motor is investigated under non-equilibrium conditions. An anomalous directed translation is found if the two heads of the Brownian motor are immersed in baths with different particle masses, which is hinted in the analytic computation and confirmed by the numerical simulation. Similar consideration is also used to find the directed movement in the single rotational and translational degree of freedom of the Brownian motor when residing in one thermal bath with a temperature gradient.
Brownian motion probe for water-ethanol inhomogeneous mixtures
Furukawa, Kazuki; Judai, Ken
2017-12-01
Brownian motion provides information regarding the microscopic geometry and motion of molecules, insofar as it occurs as a result of molecular collisions with a colloid particle. We found that the mobility of polystyrene beads from the Brownian motion in a water-ethanol mixture is larger than that predicted from the liquid shear viscosity. This indicates that mixing water and ethanol is inhomogeneous in micron-sized probe beads. The discrepancy between the mobility of Brownian motion and liquid mobility can be explained by the way the rotation of the beads in an inhomogeneous viscous solvent converts the translational movement.
Fractional Brownian motion and long term clinical trial recruitment.
Zhang, Qiang; Lai, Dejian
2011-05-01
Prediction of recruitment in clinical trials has been a challenging task. Many methods have been studied, including models based on Poisson process and its large sample approximation by Brownian motion (BM), however, when the independent incremental structure is violated for BM model, we could use fractional Brownian motion to model and approximate the underlying Poisson processes with random rates. In this paper, fractional Brownian motion (FBM) is considered for such conditions and compared to BM model with illustrated examples from different trials and simulations.
Conformal geometry and invariants of 3-strand Brownian braids
International Nuclear Information System (INIS)
Nechaev, Sergei; Voituriez, Raphael
2005-01-01
We propose a simple geometrical construction of topological invariants of 3-strand Brownian braids viewed as world lines of 3 particles performing independent Brownian motions in the complex plane z. Our construction is based on the properties of conformal maps of doubly-punctured plane z to the universal covering surface. The special attention is paid to the case of indistinguishable particles. Our method of conformal maps allows us to investigate the statistical properties of the topological complexity of a bunch of 3-strand Brownian braids and to compute the expectation value of the irreducible braid length in the non-Abelian case
Breaking the symmetry of a Brownian motor with symmetric potentials
International Nuclear Information System (INIS)
Hagman, H; Zelan, M; Dion, C M
2011-01-01
The directed transport of Brownian particles requires a system with an asymmetry and with non-equilibrium noise. Here we investigate numerically alternative ways of fulfilling these requirements for a two-state Brownian motor, realized with Brownian particles alternating between two phase-shifted, symmetric potentials. We show that, besides the previously known spatio-temporal asymmetry based on unequal transfer rates between the potentials, inequalities in the potential depths, the frictions, or the equilibrium temperatures of the two potentials also generate the required asymmetry. We also show that the effects of the thermal noise and the noise of the transfer's randomness depend on the way the asymmetry is induced.
Parallel Molecular Distributed Detection With Brownian Motion.
Rogers, Uri; Koh, Min-Sung
2016-12-01
This paper explores the in vivo distributed detection of an undesired biological agent's (BAs) biomarkers by a group of biological sized nanomachines in an aqueous medium under drift. The term distributed, indicates that the system information relative to the BAs presence is dispersed across the collection of nanomachines, where each nanomachine possesses limited communication, computation, and movement capabilities. Using Brownian motion with drift, a probabilistic detection and optimal data fusion framework, coined molecular distributed detection, will be introduced that combines theory from both molecular communication and distributed detection. Using the optimal data fusion framework as a guide, simulation indicates that a sub-optimal fusion method exists, allowing for a significant reduction in implementation complexity while retaining BA detection accuracy.
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.
Brownian Motion of Boomerang Colloidal Particles
Wei, Qi-Huo; Konya, Andrew; Wang, Feng; Selinger, Jonathan V.; Sun, Kai; Chakrabarty, Ayan
2014-03-01
We present experimental and theoretical studies on the Brownian motion of boomerang colloidal particles confined between two glass plates. Our experimental observations show that the mean displacements are biased towards the center of hydrodynamic stress (CoH), and that the mean-square displacements exhibit a crossover from short-time faster to long-time slower diffusion with the short-time diffusion coefficients dependent on the points used for tracking. A model based on Langevin theory elucidates that these behaviors are ascribed to the superposition of two diffusive modes: the ellipsoidal motion of the CoH and the rotational motion of the tracking point with respect to the CoH.
Brownian motion with multiplicative noises revisited
International Nuclear Information System (INIS)
Kuroiwa, T; Miyazaki, K
2014-01-01
The Langevin equation with multiplicative noise and a state-dependent transport coefficient should always complemented with the proper interpretation rule of the noise, such as the Itô and Stratonovich conventions. Although the mathematical relationship between the different rules and how to translate from one rule to another are well established, the subject of which is a more physically natural rule still remains controversial. In this communication, we derive the overdamped Langevin equation with multiplicative noise for Brownian particles, by systematically eliminating the fast degrees of freedom of the underdamped Langevin equation. The Langevin equations obtained here vary depending on the choice of the noise conventions but they are different representations for an identical phenomenon. The results apply to multi-variable, nonequilibrium, non-stationary systems, and other general settings. (fast track communication)
Factorization Procedure for Harmonically Bound Brownian Particle
International Nuclear Information System (INIS)
Omolo, JK.
2006-01-01
The method of factorization to solve the problem of the one-dimensional harmonically bound Brownian particle was applied. Assuming the the rapidily fluctuating random force is Gaussian and has an infinitely short correlation time, explicit expressions for the position-position,velocity-velocity, and the position-velocity correlation functions, which are also use to write down appropriate distribution functions were used. The correlation and distribution functions for the complex quantity (amplititude) which provides the expressions for the position and velocity of the particle are calculated. Finally, Fokker-Planck equations for the joint probability distribution functions for the amplititude and it's complex conjugate as well as for the position and velocity of the particle are obtained. (author)
Yukawa Potential, Panharmonic Measure and Brownian Motion
Directory of Open Access Journals (Sweden)
Antti Rasila
2018-05-01
Full Text Available This paper continues our earlier investigation, where a walk-on-spheres (WOS algorithm for Monte Carlo simulation of the solutions of the Yukawa and the Helmholtz partial differential equations (PDEs was developed by using the Duffin correspondence. In this paper, we investigate the foundations behind the algorithm for the case of the Yukawa PDE. We study the panharmonic measure, which is a generalization of the harmonic measure for the Yukawa PDE. We show that there are natural stochastic definitions for the panharmonic measure in terms of the Brownian motion and that the harmonic and the panharmonic measures are all mutually equivalent. Furthermore, we calculate their Radon–Nikodym derivatives explicitly for some balls, which is a key result behind the WOS algorithm.
Conformal correlation functions in the Brownian loop soup
Camia, Federico; Gandolfi, Alberto; Kleban, Matthew
2016-01-01
We define and study a set of operators that compute statistical properties of the Brownian loop soup, a conformally invariant gas of random Brownian loops (Brownian paths constrained to begin and end at the same point) in two dimensions. We prove that the correlation functions of these operators have many of the properties of conformal primaries in a conformal field theory, and compute their conformal dimension. The dimensions are real and positive, but have the novel feature that they vary continuously as a periodic function of a real parameter. We comment on the relation of the Brownian loop soup to the free field, and use this relation to establish that the central charge of the loop soup is twice its intensity.
Conformal correlation functions in the Brownian loop soup
Energy Technology Data Exchange (ETDEWEB)
Camia, Federico, E-mail: federico.camia@nyu.edu [New York University Abu Dhabi (United Arab Emirates); VU University, Amsterdam (Netherlands); Gandolfi, Alberto, E-mail: albertogandolfi@nyu.edu [New York University Abu Dhabi (United Arab Emirates); Università di Firenze (Italy); Kleban, Matthew, E-mail: kleban@nyu.edu [New York University Abu Dhabi (United Arab Emirates); Center for Cosmology and Particle Physics, Department of Physics, New York University (United States)
2016-01-15
We define and study a set of operators that compute statistical properties of the Brownian loop soup, a conformally invariant gas of random Brownian loops (Brownian paths constrained to begin and end at the same point) in two dimensions. We prove that the correlation functions of these operators have many of the properties of conformal primaries in a conformal field theory, and compute their conformal dimension. The dimensions are real and positive, but have the novel feature that they vary continuously as a periodic function of a real parameter. We comment on the relation of the Brownian loop soup to the free field, and use this relation to establish that the central charge of the loop soup is twice its intensity.
Conformal correlation functions in the Brownian loop soup
Directory of Open Access Journals (Sweden)
Federico Camia
2016-01-01
Full Text Available We define and study a set of operators that compute statistical properties of the Brownian loop soup, a conformally invariant gas of random Brownian loops (Brownian paths constrained to begin and end at the same point in two dimensions. We prove that the correlation functions of these operators have many of the properties of conformal primaries in a conformal field theory, and compute their conformal dimension. The dimensions are real and positive, but have the novel feature that they vary continuously as a periodic function of a real parameter. We comment on the relation of the Brownian loop soup to the free field, and use this relation to establish that the central charge of the loop soup is twice its intensity.
An explicit local uniform large deviation bound for Brownian bridges
Wittich, O.
2005-01-01
By comparing curve length in a manifold and a standard sphere, we prove a local uniform bound for the exponent in the Large Deviation formula that describes the concentration of Brownian bridges to geodesics.
Near-Field, On-Chip Optical Brownian Ratchets.
Wu, Shao-Hua; Huang, Ningfeng; Jaquay, Eric; Povinelli, Michelle L
2016-08-10
Nanoparticles in aqueous solution are subject to collisions with solvent molecules, resulting in random, Brownian motion. By breaking the spatiotemporal symmetry of the system, the motion can be rectified. In nature, Brownian ratchets leverage thermal fluctuations to provide directional motion of proteins and enzymes. In man-made systems, Brownian ratchets have been used for nanoparticle sorting and manipulation. Implementations based on optical traps provide a high degree of tunability along with precise spatiotemporal control. Here, we demonstrate an optical Brownian ratchet based on the near-field traps of an asymmetrically patterned photonic crystal. The system yields over 25 times greater trap stiffness than conventional optical tweezers. Our technique opens up new possibilities for particle manipulation in a microfluidic, lab-on-chip environment.
Manipulation and controlled amplification of Brownian motion of microcantilever sensors
International Nuclear Information System (INIS)
Mehta, Adosh; Cherian, Suman; Hedden, David; Thundat, Thomas
2001-01-01
Microcantilevers, such as those used in atomic force microscopy, undergo Brownian motion due to mechanical thermal noise. The root mean square amplitude of the Brownian motion of a cantilever typically ranges from 0.01--0.1 nm, which limits its use in practical applications. Here we describe a technique by which the Brownian amplitude and the Q factor in air and water can be amplified by three and two orders of magnitude, respectively. This technique is similar to a positive feedback oscillator, wherein the Brownian motion of the vibrating cantilever controls the frequency output of the oscillator. This technique can be exploited to improve sensitivity of microcantilever-based chemical and biological sensors, especially for sensors in liquid environments
From a stochastic to a macroscopic approach to brownian motion
International Nuclear Information System (INIS)
Bocquet, L.
1998-01-01
In this lecture, we examine the dynamics of suspensions of mesoscopic (Brownian) particles in a molecular fluid, starting from first principles. We introduce the technique of multiple time-scales to derive the Fokker-Planck equation for a single, or for a set of interacting Brownian particles, starting from the Liouville equation for the full system (Brownian particles and discrete bath). The limitations of the Fokker-Planck equation will then be emphasized. In particular, we shall point out that under ''standard'' experimental conditions, the Fokker-Planck description cannot be correct and that non-Markovian effects are expected. A microscopic description in the true experimental limit confirms this breakdown and leads to a ''generalized'' (non-Markovian and non-local in velocity space) Fokker-Planck equation, which describes the thermalization of the Brownian particle. (author)
Directed Transport of Brownian Particles in a Periodic Channel
International Nuclear Information System (INIS)
Jiang Jie; Ai Bao-Quan; Wu Jian-Chun
2015-01-01
The transport of Brownian particles in the infinite channel within an external force along the axis of the channel has been studied. In this paper, we study the transport of Brownian particle in the infinite channel within an external force along the axis of the channel and an external force in the transversal direction. In this more sophisticated situation, some property is similar to the simple situation, but some interesting property also appears. (paper)
Volume of the domain visited by N spherical Brownian particles
International Nuclear Information System (INIS)
Berezhkovskii, A.M.
1994-01-01
The average value and variance of the volume of the domain visited in time t by N spherical Brownian particles starting initially at the same point are presented as quadratures of the solutions of simple diffusion problems of the survival of a point Brownian particle in the presence of one and two spherical traps. As an illustration, explicit time dependences are obtained for the average volume in one and three dimensions
Fast orthogonal transforms and generation of Brownian paths.
Leobacher, Gunther
2012-04-01
We present a number of fast constructions of discrete Brownian paths that can be used as alternatives to principal component analysis and Brownian bridge for stratified Monte Carlo and quasi-Monte Carlo. By fast we mean that a path of length [Formula: see text] can be generated in [Formula: see text] floating point operations. We highlight some of the connections between the different constructions and we provide some numerical examples.
Estimation of the global regularity of a multifractional Brownian motion
DEFF Research Database (Denmark)
Lebovits, Joachim; Podolskij, Mark
This paper presents a new estimator of the global regularity index of a multifractional Brownian motion. Our estimation method is based upon a ratio statistic, which compares the realized global quadratic variation of a multifractional Brownian motion at two different frequencies. We show that a ...... that a logarithmic transformation of this statistic converges in probability to the minimum of the Hurst functional parameter, which is, under weak assumptions, identical to the global regularity index of the path....
QUANTUM STOCHASTIC PROCESSES: BOSON AND FERMION BROWNIAN MOTION
Directory of Open Access Journals (Sweden)
A.E.Kobryn
2003-01-01
Full Text Available Dynamics of quantum systems which are stochastically perturbed by linear coupling to the reservoir can be studied in terms of quantum stochastic differential equations (for example, quantum stochastic Liouville equation and quantum Langevin equation. In order to work it out one needs to define the quantum Brownian motion. As far as only its boson version has been known until recently, in the present paper we present the definition which makes it possible to consider the fermion Brownian motion as well.
Vipie: web pipeline for parallel characterization of viral populations from multiple NGS samples.
Lin, Jake; Kramna, Lenka; Autio, Reija; Hyöty, Heikki; Nykter, Matti; Cinek, Ondrej
2017-05-15
Next generation sequencing (NGS) technology allows laboratories to investigate virome composition in clinical and environmental samples in a culture-independent way. There is a need for bioinformatic tools capable of parallel processing of virome sequencing data by exactly identical methods: this is especially important in studies of multifactorial diseases, or in parallel comparison of laboratory protocols. We have developed a web-based application allowing direct upload of sequences from multiple virome samples using custom parameters. The samples are then processed in parallel using an identical protocol, and can be easily reanalyzed. The pipeline performs de-novo assembly, taxonomic classification of viruses as well as sample analyses based on user-defined grouping categories. Tables of virus abundance are produced from cross-validation by remapping the sequencing reads to a union of all observed reference viruses. In addition, read sets and reports are created after processing unmapped reads against known human and bacterial ribosome references. Secured interactive results are dynamically plotted with population and diversity charts, clustered heatmaps and a sortable and searchable abundance table. The Vipie web application is a unique tool for multi-sample metagenomic analysis of viral data, producing searchable hits tables, interactive population maps, alpha diversity measures and clustered heatmaps that are grouped in applicable custom sample categories. Known references such as human genome and bacterial ribosomal genes are optionally removed from unmapped ('dark matter') reads. Secured results are accessible and shareable on modern browsers. Vipie is a freely available web-based tool whose code is open source.
Weaver, Steven; Shank, Stephen D; Spielman, Stephanie J; Li, Michael; Muse, Spencer V; Kosakovsky Pond, Sergei L
2018-01-02
Inference of how evolutionary forces have shaped extant genetic diversity is a cornerstone of modern comparative sequence analysis. Advances in sequence generation and increased statistical sophistication of relevant methods now allow researchers to extract ever more evolutionary signal from the data, albeit at an increased computational cost. Here, we announce the release of Datamonkey 2.0, a completely re-engineered version of the Datamonkey web-server for analyzing evolutionary signatures in sequence data. For this endeavor, we leveraged recent developments in open-source libraries that facilitate interactive, robust, and scalable web application development. Datamonkey 2.0 provides a carefully curated collection of methods for interrogating coding-sequence alignments for imprints of natural selection, packaged as a responsive (i.e. can be viewed on tablet and mobile devices), fully interactive, and API-enabled web application. To complement Datamonkey 2.0, we additionally release HyPhy Vision, an accompanying JavaScript application for visualizing analysis results. HyPhy Vision can also be used separately from Datamonkey 2.0 to visualize locally-executed HyPhy analyses. Together, Datamonkey 2.0 and HyPhy Vision showcase how scientific software development can benefit from general-purpose open-source frameworks. Datamonkey 2.0 is freely and publicly available at http://www.datamonkey. org, and the underlying codebase is available from https://github.com/veg/datamonkey-js. © The Author 2018. Published by Oxford University Press on behalf of the Society for Molecular Biology and Evolution. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.
Performance Estimation for Two-Dimensional Brownian Rotary Ratchet Systems
Tutu, Hiroki; Horita, Takehiko; Ouchi, Katsuya
2015-04-01
Within the context of the Brownian ratchet model, a molecular rotary system that can perform unidirectional rotations induced by linearly polarized ac fields and produce positive work under loads was studied. The model is based on the Langevin equation for a particle in a two-dimensional (2D) three-tooth ratchet potential of threefold symmetry. The performance of the system is characterized by the coercive torque, i.e., the strength of the load competing with the torque induced by the ac driving field, and the energy efficiency in force conversion from the driving field to the torque. We propose a master equation for coarse-grained states, which takes into account the boundary motion between states, and develop a kinetic description to estimate the mean angular momentum (MAM) and powers relevant to the energy balance equation. The framework of analysis incorporates several 2D characteristics and is applicable to a wide class of models of smooth 2D ratchet potential. We confirm that the obtained expressions for MAM, power, and efficiency of the model can enable us to predict qualitative behaviors. We also discuss the usefulness of the torque/power relationship for experimental analyses, and propose a characteristic for 2D ratchet systems.
Characterizing Social Networks and Communication Channels in a Web-Based Peer Support Intervention.
Owen, Jason E; Curran, Michaela; Bantum, Erin O'Carroll; Hanneman, Robert
2016-06-01
Web and mobile (mHealth) interventions have promise for improving health outcomes, but engagement and attrition may be reducing effect sizes. Because social networks can improve engagement, which is a key mechanism of action, understanding the structure and potential impact of social networks could be key to improving mHealth effects. This study (a) evaluates social network characteristics of four distinct communication channels (discussion board, chat, e-mail, and blog) in a large social networking intervention, (b) predicts membership in online communities, and (c) evaluates whether community membership impacts engagement. Participants were 299 cancer survivors with significant distress using the 12-week health-space.net intervention. Social networking attributes (e.g., density and clustering) were identified separately for each type of network communication (i.e., discussion board, blog, web mail, and chat). Each channel demonstrated high levels of clustering, and being a community member in one communication channel was associated with being in the same community in each of the other channels (φ = 0.56-0.89, ps < 0.05). Predictors of community membership differed across communication channels, suggesting that each channel reached distinct types of users. Finally, membership in a discussion board, chat, or blog community was strongly associated with time spent engaging with coping skills exercises (Ds = 1.08-1.84, ps < 0.001) and total time of intervention (Ds = 1.13-1.80, ps < 0.001). mHealth interventions that offer multiple channels for communication allow participants to expand the number of individuals with whom they are communicating, create opportunities for communicating with different individuals in distinct channels, and likely enhance overall engagement.
Characterizing Social Networks and Communication Channels in a Web-Based Peer Support Intervention
Curran, Michaela; Bantum, Erin O'Carroll; Hanneman, Robert
2016-01-01
Abstract Web and mobile (mHealth) interventions have promise for improving health outcomes, but engagement and attrition may be reducing effect sizes. Because social networks can improve engagement, which is a key mechanism of action, understanding the structure and potential impact of social networks could be key to improving mHealth effects. This study (a) evaluates social network characteristics of four distinct communication channels (discussion board, chat, e-mail, and blog) in a large social networking intervention, (b) predicts membership in online communities, and (c) evaluates whether community membership impacts engagement. Participants were 299 cancer survivors with significant distress using the 12-week health-space.net intervention. Social networking attributes (e.g., density and clustering) were identified separately for each type of network communication (i.e., discussion board, blog, web mail, and chat). Each channel demonstrated high levels of clustering, and being a community member in one communication channel was associated with being in the same community in each of the other channels (φ = 0.56–0.89, ps < 0.05). Predictors of community membership differed across communication channels, suggesting that each channel reached distinct types of users. Finally, membership in a discussion board, chat, or blog community was strongly associated with time spent engaging with coping skills exercises (Ds = 1.08–1.84, ps < 0.001) and total time of intervention (Ds = 1.13–1.80, ps < 0.001). mHealth interventions that offer multiple channels for communication allow participants to expand the number of individuals with whom they are communicating, create opportunities for communicating with different individuals in distinct channels, and likely enhance overall engagement. PMID:27327066
Bradley, Eliza Swan
Methane is an important greenhouse gas for which uncertainty in local emission strengths necessitates improved source characterizations. Although CH4 plume mapping did not motivate the NASA Airborne Visible InfraRed Imaging Spectrometer (AVIRIS) design and municipal air quality monitoring stations were not intended for studying marine geological seepage, these assets have capabilities that can make them viable for studying concentrated (high flux, highly heterogeneous) CH4 sources, such as the Coal Oil Point (COP) seep field (˜0.015 Tg CH4 yr-1) offshore Santa Barbara, California. Hourly total hydrocarbon (THC) data, spanning 1990 to 2008 from an air pollution station located near COP, were analyzed and showed geologic CH4 emissions as the dominant local source. A band ratio approach was developed and applied to high glint AVIRIS data over COP, resulting in local-scale mapping of natural atmospheric CH4 plumes. A Cluster-Tuned Matched Filter (CTMF) technique was applied to Gulf of Mexico AVIRIS data to detect CH4 venting from offshore platforms. Review of 744 platform-centered CTMF subsets was facilitated through a flexible PHP-based web portal. This dissertation demonstrates the value of investigating municipal air quality data and imaging spectrometry for gathering insight into concentrated methane source emissions and highlights how flexible web-based solutions can help facilitate remote sensing research.
Brownian dynamics simulations of insulin microspheres formation
Li, Wei; Chakrabarti, Amit; Gunton, James
2010-03-01
Recent experiments have indicated a novel, aqueous process of microsphere insulin fabrication based on controlled phase separation of protein from water-soluble polymers. We investigate the insulin microsphere crystal formation from insulin-PEG-water systems via 3D Brownian Dynamics simulations. We use the two component Asakura-Oosawa model to simulate the kinetics of this colloid polymer mixture. We first perform a deep quench below the liquid-crystal boundary that leads to fractal formation. We next heat the system to obtain a break-up of the fractal clusters and subsequently cool the system to obtain a spherical aggregation of droplets with a relatively narrow size distribution. We analyze the structure factor S(q) to identify the cluster dimension. S(q) crosses over from a power law q dependence of 1.8 (in agreement with DLCA) to 4 as q increases, which shows the evolution from fractal to spherical clusters. By studying the bond-order parameters, we find the phase transition from liquid-like droplets to crystals which exhibit local HCP and FCC order. This work is supported by grants from the NSF and Mathers Foundation.
Spherical particle Brownian motion in viscous medium as non-Markovian random process
International Nuclear Information System (INIS)
Morozov, Andrey N.; Skripkin, Alexey V.
2011-01-01
The Brownian motion of a spherical particle in an infinite medium is described by the conventional methods and integral transforms considering the entrainment of surrounding particles of the medium by the Brownian particle. It is demonstrated that fluctuations of the Brownian particle velocity represent a non-Markovian random process. The features of Brownian motion in short time intervals and in small displacements are considered. -- Highlights: → Description of Brownian motion considering the entrainment of medium is developed. → We find the equations for statistical characteristics of impulse fluctuations. → Brownian motion at small time intervals is considered. → Theoretical results and experimental data are compared.
Indian Academy of Sciences (India)
leveraged through Web caching technology. Specifically, Web caching becomes an ... Web routing can improve the overall performance of the Internet. Web caching is similar to memory system caching - a Web cache stores Web resources in ...
Revealing virtual processes of a quantum Brownian particle in phase space
International Nuclear Information System (INIS)
Maniscalco, S
2005-01-01
The short-time dynamics of a quantum Brownian particle in a harmonic potential is studied in phase space. An exact non-Markovian analytic approach to calculate the time evolution of the Wigner function is presented. The dynamics of the Wigner function of an initially squeezed state is analysed. It is shown that virtual exchanges of energy between the particle and the reservoir, characterizing the non-Lindblad short-time dynamics where system-reservoir correlations are not negligible, show up in phase space
Dechant, A; Lutz, E; Kessler, D A; Barkai, E
2012-05-01
We consider an overdamped Brownian particle moving in a confining asymptotically logarithmic potential, which supports a normalized Boltzmann equilibrium density. We derive analytical expressions for the two-time correlation function and the fluctuations of the time-averaged position of the particle for large but finite times. We characterize the occurrence of aging and nonergodic behavior as a function of the depth of the potential, and we support our predictions with extensive Langevin simulations. While the Boltzmann measure is used to obtain stationary correlation functions, we show how the non-normalizable infinite covariant density is related to the superaging behavior.
Browndye: A software package for Brownian dynamics
Huber, Gary A.; McCammon, J. Andrew
2010-11-01
A new software package, Browndye, is presented for simulating the diffusional encounter of two large biological molecules. It can be used to estimate second-order rate constants and encounter probabilities, and to explore reaction trajectories. Browndye builds upon previous knowledge and algorithms from software packages such as UHBD, SDA, and Macrodox, while implementing algorithms that scale to larger systems. Program summaryProgram title: Browndye Catalogue identifier: AEGT_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEGT_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: MIT license, included in distribution No. of lines in distributed program, including test data, etc.: 143 618 No. of bytes in distributed program, including test data, etc.: 1 067 861 Distribution format: tar.gz Programming language: C++, OCaml ( http://caml.inria.fr/) Computer: PC, Workstation, Cluster Operating system: Linux Has the code been vectorised or parallelized?: Yes. Runs on multiple processors with shared memory using pthreads RAM: Depends linearly on size of physical system Classification: 3 External routines: uses the output of APBS [1] ( http://www.poissonboltzmann.org/apbs/) as input. APBS must be obtained and installed separately. Expat 2.0.1, CLAPACK, ocaml-expat, Mersenne Twister. These are included in the Browndye distribution. Nature of problem: Exploration and determination of rate constants of bimolecular interactions involving large biological molecules. Solution method: Brownian dynamics with electrostatic, excluded volume, van der Waals, and desolvation forces. Running time: Depends linearly on size of physical system and quadratically on precision of results. The included example executes in a few minutes.
Engineering Autonomous Chemomechanical Nanomachines Using Brownian Ratchets
Lavella, Gabriel
Nanoscale machines which directly convert chemical energy into mechanical work are ubiquitous in nature and are employed to perform a diverse set of tasks such as transporting molecules, maintaining molecular gradients, and providing motion to organisms. Their widespread use in nature suggests that large technological rewards can be obtained by designing synthetic machines that use similar mechanisms. This thesis addresses the technological adaptation of a specific mechanism known as the Brownian ratchet for the design of synthetic autonomous nanomachines. My efforts were focused more specifically on synthetic chemomechanical ratchets which I deem will be broadly applicable in the life sciences. In my work I have theoretically explored the biophysical mechanisms and energy landscapes that give rise to the ratcheting phenomena and devised devices that operate off these principles. I demonstrate two generations of devices that produce mechanical force/deformation in response to a user specified ligand. The first generation devices, fabricatied using a combination nanoscale lithographic processes and bioconjugation techniques, were used to provide evidence that the proposed ratcheting phenomena can be exploited in synthetic architectures. Second generation devices fabricated using self-assembled DNA/hapten motifs were constructed to gain a precise understanding of ratcheting dynamics and design constraints. In addition, the self-assembled devices enabled fabrication en masse, which I feel will alleviate future experimental hurdles in analysis and facilitate its adaptation to technologies. The product of these efforts is an architecture that has the potential to enable numerous technologies in biosensing and drug delivery. For example, the coupling of molecule-specific actuation to the release of drugs or signaling molecules from nanocapsules or porous materials could be transformative. Such architectures could provide possible avenues to pressing issues in biology and
How superdiffusion gets arrested: Ecological encounters explain shift from Lévy to Brownian movement
De Jager, M.; Bartumeus, F.; Kölzsch, A.; Weissing, F.J.; Hengeveld, G.M.; Nolet, B.A.; Herman, P.M.J.; Van de Koppel, J.
2014-01-01
Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when
How superdiffusion gets arrested: ecological encounters explain shift from Levy to Brownian movement
de Jager, M.; Bartumeus, F.; Kölzsch, A.; Weissing, F.J.; Hengeveld, G.M.; Nolet, B.A.; Herman, P.M.J.; de Koppel, J.
2014-01-01
Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when
How superdiffusion gets arrested: ecological encounters explain shift from Lévy to Brownian movement
Jager, de M.; Bartumeus, F.; Kölzsch, A.; Weissing, F.J.; Hengeveld, G.M.; Nolet, B.A.; Herman, P.M.J.; Koppel, van de J.
2014-01-01
Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when
Exponential functionals of Brownian motion, I: Probability laws at fixed time
Matsumoto, Hiroyuki; Yor, Marc
2005-01-01
This paper is the first part of our survey on various results about the distribution of exponential type Brownian functionals defined as an integral over time of geometric Brownian motion. Several related topics are also mentioned.
de Jager, Monique; Bartumeus, Frederic; Kolzsch, Andrea; Weissing, Franz J.; Hengeveld, Geerten M.; Nolet, Bart A.; Herman, Peter M. J.; de Koppel, Johan van
2014-01-01
Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when
de Jager, Monique; Bartumeus, Frederic; Kölzsch, Andrea; Weissing, Franz J.; Hengeveld, Geerten M.; Nolet, Bart A.; Herman, Peter M.J.; van de Koppel, Johan
2014-01-01
Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when
On modeling animal movements using Brownian motion with measurement error.
Pozdnyakov, Vladimir; Meyer, Thomas; Wang, Yu-Bo; Yan, Jun
2014-02-01
Modeling animal movements with Brownian motion (or more generally by a Gaussian process) has a long tradition in ecological studies. The recent Brownian bridge movement model (BBMM), which incorporates measurement errors, has been quickly adopted by ecologists because of its simplicity and tractability. We discuss some nontrivial properties of the discrete-time stochastic process that results from observing a Brownian motion with added normal noise at discrete times. In particular, we demonstrate that the observed sequence of random variables is not Markov. Consequently the expected occupation time between two successively observed locations does not depend on just those two observations; the whole path must be taken into account. Nonetheless, the exact likelihood function of the observed time series remains tractable; it requires only sparse matrix computations. The likelihood-based estimation procedure is described in detail and compared to the BBMM estimation.
Brownian dynamic simulations and experiments of MR fluids
International Nuclear Information System (INIS)
Segovia-Gutiérrez, J P; Vicente, J de; Hidalgo, R; Puertas, A M
2013-01-01
The use of computational techniques in magnetorheology is not new. I general, these approaches assume dipolar magnetic interactions, hard sphere repulsions, and no-slip conditions. In this contribution we focus on the dynamics of the equilibrium state in the presence of uniaxial DC fields. To achieve this goal we make use of Brownian Dynamic Simulations. We highlight the importance of the Brownian forces versus magnetic dipolar interaction in the range of low magnetic field strengths. We monitor the formation of columnar structures and their dynamics, in competition with the Brownian motion, until a hexatic crystal phase appears at high field strengths for monodisperse systems. The shear viscosity is computed from the Einstein relation and eventually compared with experimental data at very low-shear rates. A reasonably good agreement between both data sets is observed.
Nonparametric Regression with Subfractional Brownian Motion via Malliavin Calculus
Directory of Open Access Journals (Sweden)
Yuquan Cang
2014-01-01
Full Text Available We study the asymptotic behavior of the sequence Sn=∑i=0n-1K(nαSiH1(Si+1H2-SiH2, as n tends to infinity, where SH1 and SH2 are two independent subfractional Brownian motions with indices H1 and H2, respectively. K is a kernel function and the bandwidth parameter α satisfies some hypotheses in terms of H1 and H2. Its limiting distribution is a mixed normal law involving the local time of the sub-fractional Brownian motion SH1. We mainly use the techniques of Malliavin calculus with respect to sub-fractional Brownian motion.
Cosmophysical Factors in the Fluctuation Amplitude Spectrum of Brownian Motion
Directory of Open Access Journals (Sweden)
Kaminsky A. V.
2010-04-01
Full Text Available Phenomenon of the regular variability of the fine structure of the fluctuation in the amplitude distributions (shapes of related histograms for the case of Brownian motion was investigated. We took an advantage of the dynamic light scattering method (DLS to get a stochastically fluctuated signal determined by Brownian motion. Shape of the histograms is most likely to vary, synchronous, in two proximally located independent cells containing Brownian particles. The synchronism persists in the cells distant at 2m from each other, and positioned meridionally. With a parallel-wise positioning of the cells, high probability of the synchronous variation in the shape of the histograms by local time has been observed. This result meets the previous conclusion about the dependency of histogram shapes ("fluctuation amplitudes" of the spectra of stochastic processes upon rotation of the Earth.
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.
Non-colliding Brownian Motions and the Extended Tacnode Process
Johansson, Kurt
2013-04-01
We consider non-colliding Brownian motions with two starting points and two endpoints. The points are chosen so that the two groups of Brownian motions just touch each other, a situation that is referred to as a tacnode. The extended kernel for the determinantal point process at the tacnode point is computed using new methods and given in a different form from that obtained for a single time in previous work by Delvaux, Kuijlaars and Zhang. The form of the extended kernel is also different from that obtained for the extended tacnode kernel in another model by Adler, Ferrari and van Moerbeke. We also obtain the correlation kernel for a finite number of non-colliding Brownian motions starting at two points and ending at arbitrary points.
Brownian gas models for extreme-value laws
International Nuclear Information System (INIS)
Eliazar, Iddo
2013-01-01
In this paper we establish one-dimensional Brownian gas models for the extreme-value laws of Gumbel, Weibull, and Fréchet. A gas model is a countable collection of independent particles governed by common diffusion dynamics. The extreme-value laws are the universal probability distributions governing the affine scaling limits of the maxima and minima of ensembles of independent and identically distributed one-dimensional random variables. Using the recently introduced concept of stationary Poissonian intensities, we construct two gas models whose global statistical structures are stationary, and yield the extreme-value laws: a linear Brownian motion gas model for the Gumbel law, and a geometric Brownian motion gas model for the Weibull and Fréchet laws. The stochastic dynamics of these gas models are studied in detail, and closed-form analytical descriptions of their temporal correlation structures, their topological phase transitions, and their intrinsic first-passage-time fluxes are presented. (paper)
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.
Deterministic Brownian motion generated from differential delay equations.
Lei, Jinzhi; Mackey, Michael C
2011-10-01
This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential delay equation and then numerically investigate the probabilistic properties of chaotic solutions of the same equation. Our results show that solutions of the deterministic equation with randomly selected initial conditions display a Gaussian-like density for long time, but the densities are supported on an interval of finite measure. Using these chaotic solutions as velocities, we are able to produce Brownian-like motions, which show statistical properties akin to those of a classical Brownian motion over both short and long time scales. Several conjectures are formulated for the probabilistic properties of the solution of the differential delay equation. Numerical studies suggest that these conjectures could be "universal" for similar types of "chaotic" dynamics, but we have been unable to prove this.
Algorithm for generating a Brownian motion on a sphere
International Nuclear Information System (INIS)
Carlsson, Tobias; Elvingson, Christer; Ekholm, Tobias
2010-01-01
We present a new algorithm for generation of a random walk on a two-dimensional sphere. The algorithm is obtained by viewing the 2-sphere as the equator in the 3-sphere surrounded by an infinitesimally thin band with boundary which reflects Brownian particles and then applying known effective methods for generating Brownian motion on the 3-sphere. To test the method, the diffusion coefficient was calculated in computer simulations using the new algorithm and, for comparison, also using a commonly used method in which the particle takes a Brownian step in the tangent plane to the 2-sphere and is then projected back to the spherical surface. The two methods are in good agreement for short time steps, while the method presented in this paper continues to give good results also for larger time steps, when the alternative method becomes unstable.
The Intersection Probability of Brownian Motion and SLEκ
Directory of Open Access Journals (Sweden)
Shizhong Zhou
2015-01-01
Full Text Available By using excursion measure Poisson kernel method, we obtain a second-order differential equation of the intersection probability of Brownian motion and SLEκ. Moreover, we find a transformation such that the second-order differential equation transforms into a hypergeometric differential equation. Then, by solving the hypergeometric differential equation, we obtain the explicit formula of the intersection probability for the trace of the chordal SLEκ and planar Brownian motion started from distinct points in an upper half-plane H-.
On the Generalized Brownian Motion and its Applications in Finance
DEFF Research Database (Denmark)
Høg, Esben; Frederiksen, Per; Schiemert, Daniel
This paper deals with dynamic term structure models (DTSMs) and proposes a new way to handle the limitation of the classical affine models. In particular, the paper expands the exibility of the DTSMs by applying generalized Brownian motions with dependent increments as the governing force...... of the state variables instead of standard Brownian motions. This is a new direction in pricing non defaultable bonds. By extending the theory developed by Dippon & Schiemert (2006a), the paper developes a bond market with memory, and proves the absence of arbitrage. The framework is readily extendable...
Survival probabilities for branching Brownian motion with absorption
Harris, John; Harris, Simon
2007-01-01
We study a branching Brownian motion (BBM) with absorption, in which particles move as Brownian motions with drift $-\\rho$, undergo dyadic branching at rate $\\beta>0$, and are killed on hitting the origin. In the case $\\rho>\\sqrt{2\\beta}$ the extinction time for this process, $\\zeta$, is known to be finite almost surely. The main result of this article is a large-time asymptotic formula for the survival probability $P^x(\\zeta>t)$ in the case $\\rho>\\sqrt{2\\beta}$, where $P^x$ is...
Finding viscosity of liquids from Brownian motion at students' laboratory
International Nuclear Information System (INIS)
Greczylo, Tomasz; Debowska, Ewa
2005-01-01
Brownian motion appears to be a good subject for investigation at advanced students' laboratory [1]. The paper presents such an investigation carried out in Physics Laboratory II at the Institute of Experimental Physics of Wroclaw University. The experiment has been designed to find viscosity of liquids from Brownian motion phenomenon. Authors use modern technology that helps to proceed with measurements and makes the procedure less time and effort consuming. Discussion of the process of setting up the experiment and the results obtained for three different solutions of glycerin in water are presented. Advantages and disadvantages of the apparatus are pointed out along with descriptions of possible future uses
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.
Statistical properties of laser light scattering in Brownian medium
International Nuclear Information System (INIS)
Suwono; Santoso, Budi; Baiquni, A.
1983-01-01
Relationship between statistical properties of laser light scattering in Brownian medium and photon-counting distributions are described in detail. A coherence optical detection has been constructed and by using photon-counting technique the ensemble distribution of the scattered field within space and time coherence has been measured. Good agreement between theory and experiment is shown. (author)
Brownian Movement and Avogadro's Number: A Laboratory Experiment.
Kruglak, Haym
1988-01-01
Reports an experimental procedure for studying Einstein's theory of Brownian movement using commercially available latex microspheres and a video camera. Describes how students can monitor sphere motions and determine Avogadro's number. Uses a black and white video camera, microscope, and TV. (ML)
Occupation times distribution for Brownian motion on graphs
Desbois, J
2002-01-01
Considering a Brownian motion on a general graph, we study the joint law for the occupation times on all the bonds. In particular, we show that the Laplace transform of this distribution can be expressed as the ratio of two determinants. We give two formulations, with arc or vertex matrices, for this result and discuss a simple example. (letter to the editor)
Velocity persistence of Brownian particles generated in a glow discharge
International Nuclear Information System (INIS)
Hurd, A.J.; Ho, P.
1989-01-01
Quasielastic light scattering from Brownian particles in the rarefied environment of a glow discharge exhibits Gaussianlike intensity correlation functions owing to the long mean free paths of the particles. The shape of the correlation function depends on the particles' average thermal velocity and friction coefficient, which can be related to aggregate mass and structure, and indicates a crossover from kinetic to hydrodynamic behavior
Phase transition for absorbed Brownian motion with drift
International Nuclear Information System (INIS)
Ferrari, P.A.; Martinez, S.; San Martin, J.
1997-01-01
We study one-dimensional Brownian motion with constant drift toward the origin and initial distribution concentrated in the strictly positive real line. We say that at the first time the process hits the origin, it is absorbed. We study the asymptotic behavior, as t → ∞, of m t , the conditional distribution at time zero of the process conditioned on survival up to time t and on the process having a fixed value at time t. We find that there is a phase transition in the decay rate of the initial condition. For fast decay rate (subcritical case) m t is localized, in the critical case m t is located around √t, and for slow rates (supercritical case) m, is located around t. The critical rate is given by the decay of the minimal quasistationary distribution of this process. We also study in each case the asymptotic distribution of the process, scaled by √t, conditioned as before. We prove that in the subcritical case this distribution is a Brownian excursion. In the critical case it is a Brownian bridge attaining 0 for the first time at time 1, with some initial distribution. In the supercritical case, after centering around the expected value-which is of the order of t we show that this process converges to a Brownian bridge arriving at 0 at time 1 and with a Gaussian initial distribution
Brownian motion, Minkowski space and principle of special relativity
International Nuclear Information System (INIS)
Caubet, J.-P.
1977-01-01
From the assumption that the brownian diffusion locally behaves like an ideal gas (pressure being inversely proportional to volume according to Boyle's law) one can deduce the signature +++- of the Minkowski space, the Lorentz addition of velocities, and the principle of special relativity [fr
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.
Asset pricing puzzles explained by incomplete Brownian equilibria
DEFF Research Database (Denmark)
Christensen, Peter Ove; Larsen, Kasper
We examine a class of Brownian based models which produce tractable incomplete equilibria. The models are based on finitely many investors with heterogeneous exponential utilities over intermediate consumption who receive partially unspanned income. The investors can trade continuously on a finit...... markets. Consequently, our model can simultaneously help explaining the risk-free rate and equity premium puzzles....
Non-cooperative Brownian donkeys: A solvable 1D model
Jiménez de Cisneros, B.; Reimann, P.; Parrondo, J. M. R.
2003-12-01
A paradigmatic 1D model for Brownian motion in a spatially symmetric, periodic system is tackled analytically. Upon application of an external static force F the system's response is an average current which is positive for F 0 (absolute negative mobility). Under suitable conditions, the system approaches 100% efficiency when working against the external force F.
From Brownian Dynamics to Markov Chain: An Ion Channel Example
Chen, Wan; Erban, Radek; Chapman, S. Jonathan
2014-01-01
is illustrated with a two-ion one-well channel. The stationary probability of states is compared with that from both Brownian dynamics simulation and the hierarchical Fokker-Planck equations. The conductivity of the channel is also studied, and the optimal
The escape of brownian particle over potential barriers
International Nuclear Information System (INIS)
Zhong Yunxiao
1985-01-01
A convenient method is introduced to calculate the rate of escape of Brownian particle over potential barriers by exact solution of Smoluchowskian equation. This method is applied to calculate the nuclear fission probabilities. The results for four different cases are compared with the results of other theories
Thermodynamic laws and equipartition theorem in relativistic Brownian motion.
Koide, T; Kodama, T
2011-06-01
We extend the stochastic energetics to a relativistic system. The thermodynamic laws and equipartition theorem are discussed for a relativistic Brownian particle and the first and the second law of thermodynamics in this formalism are derived. The relation between the relativistic equipartition relation and the rate of heat transfer is discussed in the relativistic case together with the nature of the noise term.
Uhlířová, Martina
2016-01-01
Typography is one of the most important elements of web design and marketing. Good typography makes web design more appealing, which is important for readers in evaluating titles and the quality of text. The aim of this thesis is to provide a characterization of good and bad typography. I will use this characterization to identify modern typographical trends in a digital background....
de Jager, Monique; Bartumeus, Frederic; Kölzsch, Andrea; Weissing, Franz J; Hengeveld, Geerten M; Nolet, Bart A; Herman, Peter M J; van de Koppel, Johan
2014-01-07
Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when foraging in resource-poor environments. Yet, empirical studies reveal animals moving in a Brownian fashion when resources are abundant. We demonstrate that Einstein's original theory of collision-induced Brownian motion in physics provides a parsimonious, mechanistic explanation for these observations. Here, Brownian motion results from frequent encounters between organisms in dense environments. In density-controlled experiments, movement patterns of mussels shifted from Lévy towards Brownian motion with increasing density. When the analysis was restricted to moves not truncated by encounters, this shift did not occur. Using a theoretical argument, we explain that any movement pattern approximates Brownian motion at high-resource densities, provided that movement is interrupted upon encounters. Hence, the observed shift to Brownian motion does not indicate a density-dependent change in movement strategy but rather results from frequent collisions. Our results emphasize the need for a more mechanistic use of Brownian motion in ecology, highlighting that especially in rich environments, Brownian motion emerges from ecological interactions, rather than being a default movement pattern.
How superdiffusion gets arrested: ecological encounters explain shift from Lévy to Brownian movement
de Jager, Monique; Bartumeus, Frederic; Kölzsch, Andrea; Weissing, Franz J.; Hengeveld, Geerten M.; Nolet, Bart A.; Herman, Peter M. J.; van de Koppel, Johan
2014-01-01
Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when foraging in resource-poor environments. Yet, empirical studies reveal animals moving in a Brownian fashion when resources are abundant. We demonstrate that Einstein's original theory of collision-induced Brownian motion in physics provides a parsimonious, mechanistic explanation for these observations. Here, Brownian motion results from frequent encounters between organisms in dense environments. In density-controlled experiments, movement patterns of mussels shifted from Lévy towards Brownian motion with increasing density. When the analysis was restricted to moves not truncated by encounters, this shift did not occur. Using a theoretical argument, we explain that any movement pattern approximates Brownian motion at high-resource densities, provided that movement is interrupted upon encounters. Hence, the observed shift to Brownian motion does not indicate a density-dependent change in movement strategy but rather results from frequent collisions. Our results emphasize the need for a more mechanistic use of Brownian motion in ecology, highlighting that especially in rich environments, Brownian motion emerges from ecological interactions, rather than being a default movement pattern. PMID:24225464
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.
Exact master equation for a noncommutative Brownian particle
International Nuclear Information System (INIS)
Costa Dias, Nuno; Nuno Prata, Joao
2009-01-01
We derive the Hu-Paz-Zhang master equation for a Brownian particle linearly coupled to a bath of harmonic oscillators on the plane with spatial noncommutativity. The results obtained are exact to all orders in the noncommutative parameter. As a by-product we derive some miscellaneous results such as the equilibrium Wigner distribution for the reservoir of noncommutative oscillators, the weak coupling limit of the master equation and a set of sufficient conditions for strict purity decrease of the Brownian particle. Finally, we consider a high-temperature Ohmic model and obtain an estimate for the time scale of the transition from noncommutative to ordinary quantum mechanics. This scale is considerably smaller than the decoherence scale
CNT based thermal Brownian motor to pump water in nanodevices
DEFF Research Database (Denmark)
Oyarzua, Elton; Zambrano, Harvey; Walther, Jens Honore
2016-01-01
asymmetry drive the water ow in a preferential direction. We systematically modified the magnitude of the applied thermal gradient and the axial position of the fixed points. The analysis involves measurement of the vibrational modes in the CNTs using a Fast Fourier Transform (FFT) algorithm. We observed......Brownian molecular motors are nanoscale machines that exploit thermal fluctuations for directional motion by employing mechanisms such as the Feynman-Smoluchowski ratchet. In this study, using Non Equilibrium Molecular Dynamics, we propose a novel thermal Brownian motor for pumping water through...... Carbon Nanotubes (CNTs). To achieve this we impose a thermal gradient along the axis of a CNT filled with water and impose, in addition, a spatial asymmetry by flxing specific zones on the CNT in order to modify the vibrational modes of the CNT. We find that the temperature gradient and imposed spatial...
Synchronization and collective motion of globally coupled Brownian particles
International Nuclear Information System (INIS)
Sevilla, Francisco J; Heiblum-Robles, Alexandro; Dossetti, Victor
2014-01-01
In this work, we study a system of passive Brownian (non-self-propelled) particles in two dimensions, interacting only through a social-like force (velocity alignment in this case) that resembles Kuramoto's coupling among phase oscillators. We show that the kinematical stationary states of the system go from a phase in thermal equilibrium with no net flux of particles, to far-from-equilibrium phases exhibiting collective motion by increasing the coupling among particles. The mechanism that leads to the instability of the equilibrium phase relies on the competition between two time scales, namely, the mean collision time of the Brownian particles in a thermal bath and the time it takes for a particle to orient its direction of motion along the direction of motion of the group. Our results show a clear connection between collective motion and the Kuramoto model for synchronization, in our case, for the direction of motion of the particles. (paper)
Brownian motion model with stochastic parameters for asset prices
Ching, Soo Huei; Hin, Pooi Ah
2013-09-01
The Brownian motion model may not be a completely realistic model for asset prices because in real asset prices the drift μ and volatility σ may change over time. Presently we consider a model in which the parameter x = (μ,σ) is such that its value x (t + Δt) at a short time Δt ahead of the present time t depends on the value of the asset price at time t + Δt as well as the present parameter value x(t) and m-1 other parameter values before time t via a conditional distribution. The Malaysian stock prices are used to compare the performance of the Brownian motion model with fixed parameter with that of the model with stochastic parameter.
Fuzzy Itand#244; Integral Driven by a Fuzzy Brownian Motion
Directory of Open Access Journals (Sweden)
Didier Kumwimba Seya
2015-11-01
Full Text Available In this paper we take into account the fuzzy stochastic integral driven by fuzzy Brownian motion. To define the metric between two fuzzy numbers and to take into account the limit of a sequence of fuzzy numbers, we invoke the Hausdorff metric. First this fuzzy stochastic integral is constructed for fuzzy simple stochastic functions, then the construction is done for fuzzy stochastic integrable functions.
Continuous state branching processes in random environment: The Brownian case
Palau, Sandra; Pardo, Juan Carlos
2015-01-01
We consider continuous state branching processes that are perturbed by a Brownian motion. These processes are constructed as the unique strong solution of a stochastic differential equation. The long-term extinction and explosion behaviours are studied. In the stable case, the extinction and explosion probabilities are given explicitly. We find three regimes for the asymptotic behaviour of the explosion probability and, as in the case of branching processes in random environment, we find five...
New methods for simulation of fractional Brownian motion
International Nuclear Information System (INIS)
Yin, Z.M.
1996-01-01
We present new algorithms for simulation of fractional Brownian motion (fBm) which comprises a set of important random functions widely used in geophysical and physical modeling, fractal image (landscape) simulating, and signal processing. The new algorithms, which are both accurate and efficient, allow us to generate not only a one-dimensional fBm process, but also two- and three-dimensional fBm fields. 23 refs., 3 figs
Quantum work fluctuation theorem: Nonergodic Brownian motion case
International Nuclear Information System (INIS)
Bai, Zhan-Wu
2014-01-01
The work fluctuations of a quantum Brownian particle driven by an external force in a general nonergodic heat bath are studied under a general initial state. The exact analytical expression of the work probability distribution function is derived. Results show the existence of a quantum asymptotic fluctuation theorem, which is in general not a direct generalization of its classical counterpart. The form of this theorem is dependent on the structure of the heat bath and the specified initial condition.
Anyonic partition functions and windings of planar Brownian motion
International Nuclear Information System (INIS)
Desbois, J.; Heinemann, C.; Ouvry, S.
1995-01-01
The computation of the N-cycle Brownian paths contribution F N (α) to the N-anyon partition function is addressed. A detailed numerical analysis based on a random walk on a lattice indicates that F N 0 (α)=product k=1 N-1 [1-(N/k)α]. In the paramount three-anyon case, one can show that F 3 (α) is built by linear states belonging to the bosonic, fermionic, and mixed representations of S 3
Algorithms for Brownian first-passage-time estimation
Adib, Artur B.
2009-09-01
A class of algorithms in discrete space and continuous time for Brownian first-passage-time estimation is considered. A simple algorithm is derived that yields exact mean first-passage times (MFPTs) for linear potentials in one dimension, regardless of the lattice spacing. When applied to nonlinear potentials and/or higher spatial dimensions, numerical evidence suggests that this algorithm yields MFPT estimates that either outperform or rival Langevin-based (discrete time and continuous space) estimates.
On the Humble Origins of the Brownian Entropic Force
Neumann, Richard M.
2015-01-01
Recognition that certain forces arising from the averaging of the multiple impacts of a solute particle by the surrounding solvent particles undergoing random thermal motion can be of an entropic nature has led to the incorporation of these forces and their related entropies into theoretical protocols ranging from molecular-dynamics simulations to the modeling of quarkonium suppression in particle physics. Here we present a rigorous derivation of this Brownian entropic force by means of the c...
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.
Brownian relaxation of an inelastic sphere in air
Energy Technology Data Exchange (ETDEWEB)
Bird, G. A., E-mail: gab@gab.com.au [University of Sydney, Sydney, NSW 2006 (Australia)
2016-06-15
The procedures that are used to calculate the forces and moments on an aerodynamic body in the rarefied gas of the upper atmosphere are applied to a small sphere of the size of an aerosol particle at sea level. While the gas-surface interaction model that provides accurate results for macroscopic bodies may not be appropriate for bodies that are comprised of only about a thousand atoms, it provides a limiting case that is more realistic than the elastic model. The paper concentrates on the transfer of energy from the air to an initially stationary sphere as it acquires Brownian motion. Individual particle trajectories vary wildly, but a clear relaxation process emerges from an ensemble average over tens of thousands of trajectories. The translational and rotational energies in equilibrium Brownian motion are determined. Empirical relationships are obtained for the mean translational and rotational relaxation times, the mean initial power input to the particle, the mean rates of energy transfer between the particle and air, and the diffusivity. These relationships are functions of the ratio of the particle mass to an average air molecule mass and the Knudsen number, which is the ratio of the mean free path in the air to the particle diameter. The ratio of the molecular radius to the particle radius also enters as a correction factor. The implications of Brownian relaxation for the second law of thermodynamics are discussed.
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...
Adiabatic Processes Realized with a Trapped Brownian Particle
Martínez, Ignacio A.; Roldán, Édgar; Dinis, Luis; Petrov, Dmitri; Rica, Raúl A.
2015-03-01
The ability to implement adiabatic processes in the mesoscale is of key importance in the study of artificial or biological micro- and nanoengines. Microadiabatic processes have been elusive to experimental implementation due to the difficulty in isolating Brownian particles from their fluctuating environment. Here we report on the experimental realization of a microscopic quasistatic adiabatic process employing a trapped Brownian particle. We circumvent the complete isolation of the Brownian particle by designing a protocol where both characteristic volume and temperature of the system are changed in such a way that the entropy of the system is conserved along the process. We compare the protocols that follow from either the overdamped or underdamped descriptions, demonstrating that the latter is mandatory in order to obtain a vanishing average heat flux to the particle. We provide analytical expressions for the distributions of the fluctuating heat and entropy and verify them experimentally. Our protocols could serve to implement the first microscopic engine that is able to attain the fundamental limit for the efficiency set by Carnot.
Biased and flow driven Brownian motion in periodic channels
Martens, S.; Straube, A.; Schmid, G.; Schimansky-Geier, L.; Hänggi, P.
2012-02-01
In this talk we will present an expansion of the common Fick-Jacobs approximation to hydrodynamically as well as by external forces driven Brownian transport in two-dimensional channels exhibiting smoothly varying periodic cross-section. We employ an asymptotic analysis to the components of the flow field and to stationary probability density for finding the particles within the channel in a geometric parameter. We demonstrate that the problem of biased Brownian dynamics in a confined 2D geometry can be replaced by Brownian motion in an effective periodic one-dimensional potential ψ(x) which takes the external bias, the change of the local channel width, and the flow velocity component in longitudinal direction into account. In addition, we study the influence of the external force magnitude, respectively, the pressure drop of the fluid on the particle transport quantities like the averaged velocity and the effective diffusion coefficient. The critical ratio between the external force and pressure drop where the average velocity equals zero is identified and the dependence of the latter on the channel geometry is derived. Analytic findings are confirmed by numerical simulations of the particle dynamics in a reflection symmetric sinusoidal channel.
On the validity of Brownian assumptions in the spin van der Waals model
International Nuclear Information System (INIS)
Oh, Suhk Kun
1985-01-01
A simple Brownian motion theory of the spin van der Waals model, which can be stationary, Markoffian or Gaussian, is studied. By comparing the Brownian motion theory with an exact theory called the generalized Langevin equation theory, the validity of the Brownian assumptions is tested. Thereby, it is shown explicitly how the Markoffian and Gaussian properties are modified in the spin van der Waals model under the influence of quantum fluctuations and long range ordering. (Author)
How superdiffusion gets arrested: ecological encounters explain shift from Lévy to Brownian movement
de Jager, Monique; Bartumeus, Frederic; Kölzsch, Andrea; Weissing, Franz J.; Hengeveld, Geerten M.; Nolet, Bart A.; Herman, Peter M. J.; van de Koppel, Johan
2014-01-01
Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when foraging in resource-poor environments. Yet, empirical studies reveal animals moving in a Brownian fashion when resources are abundant. We demonstrate that Einstein’s original theory ...
A Brownian motor mechanism of translocation and strand separation by hepatitis C virus helicase.
Levin, Mikhail K; Gurjar, Madhura; Patel, Smita S
2005-05-01
Helicases translocate along their nucleic acid substrates using the energy of ATP hydrolysis and by changing conformations of their nucleic acid-binding sites. Our goal is to characterize the conformational changes of hepatitis C virus (HCV) helicase at different stages of ATPase cycle and to determine how they lead to translocation. We have reported that ATP binding reduces HCV helicase affinity for nucleic acid. Now we identify the stage of the ATPase cycle responsible for translocation and unwinding. We show that a rapid directional movement occurs upon helicase binding to DNA in the absence of ATP, resulting in opening of several base pairs. We propose that HCV helicase translocates as a Brownian motor with a simple two-stroke cycle. The directional movement step is fueled by single-stranded DNA binding energy while ATP binding allows for a brief period of random movement that prepares the helicase for the next cycle.
Random functions via Dyson Brownian Motion: progress and problems
International Nuclear Information System (INIS)
Wang, Gaoyuan; Battefeld, Thorsten
2016-01-01
We develope a computationally efficient extension of the Dyson Brownian Motion (DBM) algorithm to generate random function in C"2 locally. We further explain that random functions generated via DBM show an unstable growth as the traversed distance increases. This feature restricts the use of such functions considerably if they are to be used to model globally defined ones. The latter is the case if one uses random functions to model landscapes in string theory. We provide a concrete example, based on a simple axionic potential often used in cosmology, to highlight this problem and also offer an ad hoc modification of DBM that suppresses this growth to some degree.
Random functions via Dyson Brownian Motion: progress and problems
Energy Technology Data Exchange (ETDEWEB)
Wang, Gaoyuan; Battefeld, Thorsten [Institute for Astrophysics, University of Goettingen,Friedrich Hund Platz 1, D-37077 Goettingen (Germany)
2016-09-05
We develope a computationally efficient extension of the Dyson Brownian Motion (DBM) algorithm to generate random function in C{sup 2} locally. We further explain that random functions generated via DBM show an unstable growth as the traversed distance increases. This feature restricts the use of such functions considerably if they are to be used to model globally defined ones. The latter is the case if one uses random functions to model landscapes in string theory. We provide a concrete example, based on a simple axionic potential often used in cosmology, to highlight this problem and also offer an ad hoc modification of DBM that suppresses this growth to some degree.
Entropic Ratchet transport of interacting active Brownian particles
International Nuclear Information System (INIS)
Ai, Bao-Quan; He, Ya-Feng; Zhong, Wei-Rong
2014-01-01
Directed transport of interacting active (self-propelled) Brownian particles is numerically investigated in confined geometries (entropic barriers). The self-propelled velocity can break thermodynamical equilibrium and induce the directed transport. It is found that the interaction between active particles can greatly affect the ratchet transport. For attractive particles, on increasing the interaction strength, the average velocity first decreases to its minima, then increases, and finally decreases to zero. For repulsive particles, when the interaction is very weak, there exists a critical interaction at which the average velocity is minimal, nearly tends to zero, however, for the strong interaction, the average velocity is independent of the interaction
Entropic Ratchet transport of interacting active Brownian particles
Energy Technology Data Exchange (ETDEWEB)
Ai, Bao-Quan, E-mail: aibq@hotmail.com [Laboratory of Quantum Engineering and Quantum Materials, School of Physics and Telecommunication Engineering, South China Normal University, 510006 Guangzhou (China); He, Ya-Feng [College of Physics Science and Technology, Hebei University, 071002 Baoding (China); Zhong, Wei-Rong, E-mail: wrzhong@jnu.edu.cn [Department of Physics and Siyuan Laboratory, College of Science and Engineering, Jinan University, 510632 Guangzhou (China)
2014-11-21
Directed transport of interacting active (self-propelled) Brownian particles is numerically investigated in confined geometries (entropic barriers). The self-propelled velocity can break thermodynamical equilibrium and induce the directed transport. It is found that the interaction between active particles can greatly affect the ratchet transport. For attractive particles, on increasing the interaction strength, the average velocity first decreases to its minima, then increases, and finally decreases to zero. For repulsive particles, when the interaction is very weak, there exists a critical interaction at which the average velocity is minimal, nearly tends to zero, however, for the strong interaction, the average velocity is independent of the interaction.
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.
Whitening filter and innovational representation of fractional Brownian motion
International Nuclear Information System (INIS)
Wang Xiaotian; Wu Min
2009-01-01
In this paper, by means of fractional differential-integral technique we give a new whitening filter formula for fractional Brownian motion defined by Mandelbrot and van Ness [Mandelbrot BB, van Ness JW. SIAM Rev 1968;10(4):422]. This new formula has potential use in time series analysis and in detecting signals as Barton and Vincent Poor [Barton RJ, Vincent Poor H. IEEE Trans Inform Theory 1988;34(5):943] have shown. Another potential application of it is behavioral finance, where the arbitrage opportunities that come from the reversal effect of stock returns, can be eliminated by such a formula.
Moments of inertia and the shapes of Brownian paths
International Nuclear Information System (INIS)
Fougere, F.; Desbois, J.
1993-01-01
The joint probability law of the principal moments of inertia of Brownian paths (open or closed) is computed, using constrained path integrals and Random Matrix Theory. The case of two-dimensional paths is discussed in detail. In particular, it is shown that the ratio of the average values of the largest and smallest moments is equal to 4.99 (open paths) and 3.07 (closed paths). Results of numerical simulations are also presented, which include investigation of the relationships between the moments of inertia and the arithmetic area enclosed by a path. (authors) 28 refs., 2 figs
Theory of Brownian motion with the Alder-Wainwright effect
International Nuclear Information System (INIS)
Okabe, Y.
1986-01-01
The Stokes-Boussinesq-Langevin equation, which describes the time evolution of Brownian motion with the Alder-Wainwright effect, can be treated in the framework of the theory of KMO-Langevin equations which describe the time evolution of a real, stationary Gaussian process with T-positivity (reflection positivity) originating in axiomatic quantum field theory. After proving the fluctuation-dissipation theorems for KMO-Langevin equations, the authors obtain an explicit formula for the deviation from the classical Einstein relation that occurs in the Stokes-Boussinesq-Langevin equation with a white noise as its random force. The authors interested in whether or not it can be measured experimentally
Permutation entropy of fractional Brownian motion and fractional Gaussian noise
International Nuclear Information System (INIS)
Zunino, L.; Perez, D.G.; Martin, M.T.; Garavaglia, M.; Plastino, A.; Rosso, O.A.
2008-01-01
We have worked out theoretical curves for the permutation entropy of the fractional Brownian motion and fractional Gaussian noise by using the Bandt and Shiha [C. Bandt, F. Shiha, J. Time Ser. Anal. 28 (2007) 646] theoretical predictions for their corresponding relative frequencies. Comparisons with numerical simulations show an excellent agreement. Furthermore, the entropy-gap in the transition between these processes, observed previously via numerical results, has been here theoretically validated. Also, we have analyzed the behaviour of the permutation entropy of the fractional Gaussian noise for different time delays
2015-12-29
human), Homo sapiens chromosome (human), Mus_musculus ( rodent ), Sus scrofa (pig), mitochondrion genome, and Xenopus laevis (frog) . The taxonomy... Amazon Web Services. PLoS Comput Biol 2011, 7:e1002147. 10. Briese T, Paweska JT, McMullan LK, Hutchison SK, Street C, Palacios G, Khristova ML...human enterovirus C genotypes found in respiratory samples from Peru . J Gen Virol 2013, 94(Pt 1):120–7. 54. Jacob ST, Crozier I, Schieffelin JS
Nuclear resonant scattering of synchrotron radiation from nuclei in the Brownian motion
International Nuclear Information System (INIS)
Razdan, Ashok
2003-01-01
The time evolution of the coherent forward scattering of the synchrotron radiation for resonant nuclei in Brownian motion is studied. Apart from target thickness, the appearance of the dynamical beats also depends on 'α' which is the ratio of the harmonic force constant to the damping force constant of harmonic oscillator undergoing Brownian motion
On the biased motion of a brownian particle for the pausing time behavior of the CTRW
International Nuclear Information System (INIS)
Kim, K.S.
1982-01-01
The purpose of this paper is to discuss the biased Brownian motion with the absorbing barrier for the pausing time behavior of the CTRW (continuous-time random walk method), regarding a Brownian particle as a walker. For two pausing time density functions, the respective values for the transport averaged velocity and the dispersion are calculated as the time t becomes large. (KAERI)
Dynamics of a Brownian particle in a plasma in the long-time limit
International Nuclear Information System (INIS)
Dickman, R.; Varley, R.L.
1981-01-01
The velocity autocorrelation function (VAF) of a Brownian particle in a plasma is calculated in the long-time limit. The Brownian particle VAF exhibits the same qualitative behavior as the electron VAF in a one-component plasma: oscillations at the plasma frequency and decay approx. t -3 sup(/) 2 . (orig.)
Under which conditions is quantum Brownian motion observable in a microscope?
International Nuclear Information System (INIS)
Helseth, L.E.
2010-01-01
We investigate under which conditions we can expect to observe quantum Brownian motion in a microscope. Using the fluctuation-dissipation theorem, we investigate quantum Brownian motion in an ohmic bath, and estimate temporal and spatial accuracy required to observe a crossover from classical to quantum behavior.
Statistics of the first passage time of Brownian motion conditioned by maximum value or area
International Nuclear Information System (INIS)
Kearney, Michael J; Majumdar, Satya N
2014-01-01
We derive the moments of the first passage time for Brownian motion conditioned by either the maximum value or the area swept out by the motion. These quantities are the natural counterparts to the moments of the maximum value and area of Brownian excursions of fixed duration, which we also derive for completeness within the same mathematical framework. Various applications are indicated. (paper)
Hydrodynamically Coupled Brownian Dynamics simulations for flow on non-Newtonian fluids
Ahuja, Vishal Raju
2018-01-01
This thesis deals with model development for particle-based flow simulations of non-Newtonian fluids such as polymer solutions. A novel computational technique called Hydrodynamically Coupled Brownian Dynamics (HCBD) is presented in this thesis. This technique essentially couples the Brownian motion
International Nuclear Information System (INIS)
Srihirun, B; Meleshko, S V; Schulz, E
2006-01-01
The definition of an admitted Lie group of transformations for stochastic differential equations has been already presented for equations with one-dimensional Brownian motion. The transformation of the dependent variables involves time as well, and it has been proven that Brownian motion is transformed to Brownian motion. In this paper, we will discuss this concept for stochastic differential equations involving multi-dimensional Brownian motion and present applications to a variety of stochastic differential equations
The single- and double-particle properties and the current reversal of coupled Brownian motors
International Nuclear Information System (INIS)
Li, Chen-Pu; Chen, Hong-Bin; Zheng, Zhi-Gang; Fan, Hong; Shen, Wen-Mei
2017-01-01
In this paper, we investigate the directed transport of coupled Brownian motors composed of two identical particles which is individually subject to a time-symmetric rocking force in spatially-symmetric periodic potentials. We find that both the coupling free length and the coupling strength can induce the reversed motion of the coupled Brownian motors, the essence of which is the coupled Brownian motors can exhibit completely different single- or double-particle properties under certain conditions. Namely, the current reversal is the result of the mutual conversion between the single- and double-particle properties of the coupled Brownian motors. Moreover, the directed current of coupled Brownian motors can be optimized and manipulated by adjusting the strength, the period, the phase difference of the rocking forces, and the noise intensity. (paper)
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.
Undergraduate Labs for Biological Physics: Brownian Motion and Optical Trapping
Chu, Kelvin; Laughney, A.; Williams, J.
2006-12-01
We describe a set of case-study driven labs for an upper-division biological physics course. These labs are motivated by case-studies and consist of inquiry-driven investigations of Brownian motion and optical-trapping experiments. Each lab incorporates two innovative educational techniques to drive the process and application aspects of scientific learning. Case studies are used to encourage students to think independently and apply the scientific method to a novel lab situation. Student input from this case study is then used to decide how to best do the measurement, guide the project and ultimately evaluate the success of the program. Where appropriate, visualization and simulation using VPython is used. Direct visualization of Brownian motion allows students to directly calculate Avogadro's number or the Boltzmann constant. Following case-study driven discussion, students use video microscopy to measure the motion of latex spheres in different viscosity fluids arrive at a good approximation of NA or kB. Optical trapping (laser tweezer) experiments allow students to investigate the consequences of 100-pN forces on small particles. The case study consists of a discussion of the Boltzmann distribution and equipartition theorem followed by a consideration of the shape of the potential. Students can then use video capture to measure the distribution of bead positions to determine the shape and depth of the trap. This work supported by NSF DUE-0536773.
Active Brownian particles with velocity-alignment and active fluctuations
International Nuclear Information System (INIS)
Großmann, R; Schimansky-Geier, L; Romanczuk, P
2012-01-01
We consider a model of active Brownian particles (ABPs) with velocity alignment in two spatial dimensions with passive and active fluctuations. Here, active fluctuations refers to purely non-equilibrium stochastic forces correlated with the heading of an individual active particle. In the simplest case studied here, they are assumed to be independent stochastic forces parallel (speed noise) and perpendicular (angular noise) to the velocity of the particle. On the other hand, passive fluctuations are defined by a noise vector independent of the direction of motion of a particle, and may account, for example, for thermal fluctuations. We derive a macroscopic description of the ABP gas with velocity-alignment interaction. Here, we start from the individual-based description in terms of stochastic differential equations (Langevin equations) and derive equations of motion for the coarse-grained kinetic variables (density, velocity and temperature) via a moment expansion of the corresponding probability density function. We focus here on the different impact of active and passive fluctuations on onset of collective motion and show how active fluctuations in the active Brownian dynamics can change the phase-transition behaviour of the system. In particular, we show that active angular fluctuations lead to an earlier breakdown of collective motion and to the emergence of a new bistable regime in the mean-field case. (paper)
Active Brownian motion models and applications to ratchets
Fiasconaro, A.; Ebeling, W.; Gudowska-Nowak, E.
2008-10-01
We give an overview over recent studies on the model of Active Brownian Motion (ABM) coupled to reservoirs providing free energy which may be converted into kinetic energy of motion. First, we present an introduction to a general concept of active Brownian particles which are capable to take up energy from the source and transform part of it in order to perform various activities. In the second part of our presentation we consider applications of ABM to ratchet systems with different forms of differentiable potentials. Both analytical and numerical evaluations are discussed for three cases of sinusoidal, staircaselike and Mateos ratchet potentials, also with the additional loads modelled by tilted potential structure. In addition, stochastic character of the kinetics is investigated by considering perturbation by Gaussian white noise which is shown to be responsible for driving the directionality of the asymptotic flux in the ratchet. This stochastically driven directionality effect is visualized as a strong nonmonotonic dependence of the statistics of the right versus left trajectories of motion leading to a net current of particles. Possible applications of the ratchet systems to molecular motors are also briefly discussed.
Fürnkranz, Johannes
The World-Wide Web provides every internet citizen with access to an abundance of information, but it becomes increasingly difficult to identify the relevant pieces of information. Research in web mining tries to address this problem by applying techniques from data mining and machine learning to Web data and documents. This chapter provides a brief overview of web mining techniques and research areas, most notably hypertext classification, wrapper induction, recommender systems and web usage mining.
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
BROWNIAN HEAT TRANSFER ENHANCEMENT IN THE TURBULENT REGIME
Directory of Open Access Journals (Sweden)
Suresh Chandrasekhar
2016-08-01
Full Text Available The paper presents convection heat transfer of a turbulent flow Al2O3/water nanofluid in a circular duct. The duct is a under constant and uniform heat flux. The paper computationally investigates the system’s thermal behavior in a wide range of Reynolds number and also volume concentration up to 6%. To obtain the nanofluid thermophysical properties, the Hamilton-Crosser model along with the Brownian motion effect are utilized. Then the thermal performance of the system with the nanofluid is compared to the conventional systems which use water as the working fluid. The results indicate that the use of nanofluid of 6% improves the heat transfer rate up to 36.8% with respect to pure water. Therefore, using the Al2O3/water nanofluid instead of water can be a great choice when better heat transfer is needed.
Brownian rotational relaxation and power absorption in magnetite nanoparticles
International Nuclear Information System (INIS)
Goya, G.F.; Fernandez-Pacheco, R.; Arruebo, M.; Cassinelli, N.; Ibarra, M.R.
2007-01-01
We present a study of the power absorption efficiency in several magnetite-based colloids, to asses their potential as magnetic inductive hyperthermia (MIH) agents. Relaxation times τ were measured through the imaginary susceptibility component χ ' '(T), and analyzed within Debye's theory of dipolar fluid. The results indicated Brownian rotational relaxation and allowed to calculate the hydrodynamic radius close to the values obtained from photon correlation. The study of the colloid performances as power absorbers showed no detectable increase of temperature for dextran-coated Fe 3 O 4 nanoparticles, whereas a second Fe 3 O 4 -based dispersion of similar concentration could be heated up to 12K after 30min under similar experimental conditions. The different power absorption efficiencies are discussed in terms of the magnetic structure of the nanoparticles
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.
Modeling collective emotions: a stochastic approach based on Brownian agents
International Nuclear Information System (INIS)
Schweitzer, F.
2010-01-01
We develop a agent-based framework to model the emergence of collective emotions, which is applied to online communities. Agents individual emotions are described by their valence and arousal. Using the concept of Brownian agents, these variables change according to a stochastic dynamics, which also considers the feedback from online communication. Agents generate emotional information, which is stored and distributed in a field modeling the online medium. This field affects the emotional states of agents in a non-linear manner. We derive conditions for the emergence of collective emotions, observable in a bimodal valence distribution. Dependent on a saturated or a super linear feedback between the information field and the agent's arousal, we further identify scenarios where collective emotions only appear once or in a repeated manner. The analytical results are illustrated by agent-based computer simulations. Our framework provides testable hypotheses about the emergence of collective emotions, which can be verified by data from online communities. (author)
Optimal dividends in the Brownian motion risk model with interest
Fang, Ying; Wu, Rong
2009-07-01
In this paper, we consider a Brownian motion risk model, and in addition, the surplus earns investment income at a constant force of interest. The objective is to find a dividend policy so as to maximize the expected discounted value of dividend payments. It is well known that optimality is achieved by using a barrier strategy for unrestricted dividend rate. However, ultimate ruin of the company is certain if a barrier strategy is applied. In many circumstances this is not desirable. This consideration leads us to impose a restriction on the dividend stream. We assume that dividends are paid to the shareholders according to admissible strategies whose dividend rate is bounded by a constant. Under this additional constraint, we show that the optimal dividend strategy is formed by a threshold strategy.
Micro rectennas: Brownian ratchets for thermal-energy harvesting
International Nuclear Information System (INIS)
Pan, Y.; Powell, C. V.; Balocco, C.; Song, A. M.
2014-01-01
We experimentally demonstrated the operation of a rectenna for harvesting thermal (blackbody) radiation and converting it into dc electric power. The device integrates an ultrafast rectifier, the self-switching nanodiode, with a wideband log-periodic spiral microantenna. The radiation from the thermal source drives the rectenna out of thermal equilibrium, permitting the rectification of the excess thermal fluctuations from the antenna. The power conversion efficiency increases with the source temperatures up to 0.02% at 973 K. The low efficiency is attributed mainly to the impedance mismatch between antenna and rectifier, and partially to the large field of view of the antenna. Our device not only opens a potential solution for harvesting thermal energy but also provides a platform for experimenting with Brownian ratchets
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.
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.
Directed transport of confined Brownian particles with torque
Radtke, Paul K.; Schimansky-Geier, Lutz
2012-05-01
We investigate the influence of an additional torque on the motion of Brownian particles confined in a channel geometry with varying width. The particles are driven by random fluctuations modeled by an Ornstein-Uhlenbeck process with given correlation time τc. The latter causes persistent motion and is implemented as (i) thermal noise in equilibrium and (ii) noisy propulsion in nonequilibrium. In the nonthermal process a directed transport emerges; its properties are studied in detail with respect to the correlation time, the torque, and the channel geometry. Eventually, the transport mechanism is traced back to a persistent sliding of particles along the even boundaries in contrast to scattered motion at uneven or rough ones.
Large Scale Brownian Dynamics of Confined Suspensions of Rigid Particles
Donev, Aleksandar; Sprinkle, Brennan; Balboa, Florencio; Patankar, Neelesh
2017-11-01
We introduce new numerical methods for simulating the dynamics of passive and active Brownian colloidal suspensions of particles of arbitrary shape sedimented near a bottom wall. The methods also apply for periodic (bulk) suspensions. Our methods scale linearly in the number of particles, and enable previously unprecedented simulations of tens to hundreds of thousands of particles. We demonstrate the accuracy and efficiency of our methods on a suspension of boomerang-shaped colloids. We also model recent experiments on active dynamics of uniform suspensions of spherical microrollers. This work was supported in part by the National Science Foundation under award DMS-1418706, and by the U.S. Department of Energy under award DE-SC0008271.
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.
Elastic moduli of a Brownian colloidal glass former
Fritschi, S.; Fuchs, M.
2018-01-01
The static, dynamic and flow-dependent shear moduli of a binary mixture of Brownian hard disks are studied by an event-driven molecular dynamics simulation. Thereby, the emergence of rigidity close to the glass transition encoded in the static shear modulus G_∞ is accessed by three methods. Results from shear stress auto-correlation functions, elastic dispersion relations, and the elastic response to strain deformations upon the start-up of shear flow are compared. This enables one to sample the time-dependent shear modulus G(t) consistently over several decades in time. By that a very precise specification of the glass transition point and of G_∞ is feasible. Predictions by mode coupling theory of a finite shear modulus at the glass transition, of α-scaling in fluid states close to the transition, and of shear induced decay in yielding glass states are tested and broadly verified.
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.
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 (
Bandyopadhyay, Malay; Gupta, Shamik; Segal, Dvira
2011-03-01
We investigate DNA breathing dynamics by suggesting and examining several Brownian functionals associated with bubble lifetime and reactivity. Bubble dynamics is described as an overdamped random walk in the number of broken base pairs. The walk takes place on the Poland-Scheraga free-energy landscape. We suggest several probability distribution functions that characterize the breathing process, and adopt the recently studied backward Fokker-Planck method and the path decomposition method as elegant and flexible tools for deriving these distributions. In particular, for a bubble of an initial size x₀, we derive analytical expressions for (i) the distribution P(t{f}|x₀) of the first-passage time t{f}, characterizing the bubble lifetime, (ii) the distribution P(A|x₀) of the area A until the first-passage time, providing information about the effective reactivity of the bubble to processes within the DNA, (iii) the distribution P(M) of the maximum bubble size M attained before the first-passage time, and (iv) the joint probability distribution P(M,t{m}) of the maximum bubble size M and the time t{m} of its occurrence before the first-passage time. These distributions are analyzed in the limit of small and large bubble sizes. We supplement our analytical predictions with direct numericalsimulations of the related Langevin equation, and obtain a very good agreement in the appropriate limits. The nontrivial scaling behavior of the various quantities analyzed here can, in principle, be explored experimentally.
DistAMo: A web-based tool to characterize DNA-motif distribution on bacterial chromosomes
Directory of Open Access Journals (Sweden)
Patrick eSobetzko
2016-03-01
Full Text Available Short DNA motifs are involved in a multitude of functions such as for example chromosome segregation, DNA replication or mismatch repair. Distribution of such motifs is often not random and the specific chromosomal pattern relates to the respective motif function. Computational approaches which quantitatively assess such chromosomal motif patterns are necessary. Here we present a new computer tool DistAMo (Distribution Analysis of DNA Motifs. The algorithm uses codon redundancy to calculate the relative abundance of short DNA motifs from single genes to entire chromosomes. Comparative genomics analyses of the GATC-motif distribution in γ-proteobacterial genomes using DistAMo revealed that (i genes beside the replication origin are enriched in GATCs, (ii genome-wide GATC distribution follows a distinct pattern and (iii genes involved in DNA replication and repair are enriched in GATCs. These features are specific for bacterial chromosomes encoding a Dam methyltransferase. The new software is available as a stand-alone or as an easy-to-use web-based server version at http://www.computational.bio.uni-giessen.de/distamo.
3D-SURFER 2.0: web platform for real-time search and characterization of protein surfaces.
Xiong, Yi; Esquivel-Rodriguez, Juan; Sael, Lee; Kihara, Daisuke
2014-01-01
The increasing number of uncharacterized protein structures necessitates the development of computational approaches for function annotation using the protein tertiary structures. Protein structure database search is the basis of any structure-based functional elucidation of proteins. 3D-SURFER is a web platform for real-time protein surface comparison of a given protein structure against the entire PDB using 3D Zernike descriptors. It can smoothly navigate the protein structure space in real-time from one query structure to another. A major new feature of Release 2.0 is the ability to compare the protein surface of a single chain, a single domain, or a single complex against databases of protein chains, domains, complexes, or a combination of all three in the latest PDB. Additionally, two types of protein structures can now be compared: all-atom-surface and backbone-atom-surface. The server can also accept a batch job for a large number of database searches. Pockets in protein surfaces can be identified by VisGrid and LIGSITE (csc) . The server is available at http://kiharalab.org/3d-surfer/.
DEFF Research Database (Denmark)
Finnemann, Niels Ole
2018-01-01
This article deals with general web archives and the principles for selection of materials to be preserved. It opens with a brief overview of reasons why general web archives are needed. Section two and three present major, long termed web archive initiatives and discuss the purposes and possible...... values of web archives and asks how to meet unknown future needs, demands and concerns. Section four analyses three main principles in contemporary web archiving strategies, topic centric, domain centric and time-centric archiving strategies and section five discuss how to combine these to provide...... a broad and rich archive. Section six is concerned with inherent limitations and why web archives are always flawed. The last sections deal with the question how web archives may fit into the rapidly expanding, but fragmented landscape of digital repositories taking care of various parts...
On the motion of a Brownian particle with an asymmetric bias
International Nuclear Information System (INIS)
Kim, K.S.
1981-01-01
On the infinite three dimensional cubic lattice, the transport process of a Brownian particle biased on the direction (in the case of nearest-neighbor jumping) is discussed. The Brownian particle is considered as a walker of the random process. By introducing the theorem that the probability density P(l,t) becomes Gaussian for large t, P(l,t) is completely specified when the first and second moments of P(l,t) become known. The respective values for the transprot averaged velocity and dispersion of a biased Brownian particle are obtained. Finally as t becomes large we find Gaussian packets of a biased Brownian particle which propagate with a constant velocity and have a dispersion proportional to time t. (KAERI)
Second order limit laws for occupation times of the fractional Brownian motion
Xu, Fangjun
2013-01-01
We prove second order limit laws for (additive) functionals of the $d$-dimensional fractional Brownian motion with Hurst index $H=\\frac{1}{d}$, using the method of moments, extending the Kallianpur-Robbins law.
International Nuclear Information System (INIS)
Suryawan, Herry P.; Gunarso, Boby
2017-01-01
The generalized mixed fractional Brownian motion is defined by taking linear combinations of a finite number of independent fractional Brownian motions with different Hurst parameters. It is a Gaussian process with stationary increments, posseses self-similarity property, and, in general, is neither a Markov process nor a martingale. In this paper we study the generalized mixed fractional Brownian motion within white noise analysis framework. As a main result, we prove that for any spatial dimension and for arbitrary Hurst parameter the self-intersection local times of the generalized mixed fractional Brownian motions, after a suitable renormalization, are well-defined as Hida white noise distributions. The chaos expansions of the self-intersection local times in the terms of Wick powers of white noises are also presented. (paper)
Seidlin, Mindell; Holzman, Robert; Knight, Pamela; Korf, Bruce; Rangel Miller, Vanessa; Viskochil, David; Bakker, Annette
2017-01-01
The neurofibromatoses (neurofibromatosis type 1, neurofibromatosis type 2 and schwannomatosis) are rare disorders having clinical manifestations that vary greatly from patient to patient. The rarity and variability of these disorders has made it challenging for investigators to identify sufficient numbers of patients with particular clinical characteristics or specific germline mutations for participation in interventional studies. Similarly, because the natural history of all types of neurofibromatosis (NF) is variable and unique for each individual, it is difficult to identify meaningful clinical outcome measures for potential therapeutic interventions. In 2012, the Children's Tumor Foundation created a web-based patient-entered database, the NF Registry, to inform patients of research opportunities for which they fit general eligibility criteria and enable patients to contact investigators who are seeking to enroll patients in approved trials. Registrants were recruited through CTF-affiliated NF clinics and conferences, through its website, and by word-of-mouth and social media. Following online consent, demographic information and details regarding manifestations of NF were solicited on the Registry website. Statistical analyses were performed on data from a cohort of 4680 registrants (the number of registrants as of October 9, 2015) who met diagnostic criteria for one of the 3 NF conditions. The analyses support our hypothesis that patient-reported symptom incidences in the NF Registry are congruent with published clinician-sourced data. Between April 26, 2013 and July 8, 2016, the registry has been useful to investigators in recruitment, particularly for observational trials, especially those for development of patient-reported outcomes.
Directory of Open Access Journals (Sweden)
Mindell Seidlin
Full Text Available The neurofibromatoses (neurofibromatosis type 1, neurofibromatosis type 2 and schwannomatosis are rare disorders having clinical manifestations that vary greatly from patient to patient. The rarity and variability of these disorders has made it challenging for investigators to identify sufficient numbers of patients with particular clinical characteristics or specific germline mutations for participation in interventional studies. Similarly, because the natural history of all types of neurofibromatosis (NF is variable and unique for each individual, it is difficult to identify meaningful clinical outcome measures for potential therapeutic interventions. In 2012, the Children's Tumor Foundation created a web-based patient-entered database, the NF Registry, to inform patients of research opportunities for which they fit general eligibility criteria and enable patients to contact investigators who are seeking to enroll patients in approved trials. Registrants were recruited through CTF-affiliated NF clinics and conferences, through its website, and by word-of-mouth and social media. Following online consent, demographic information and details regarding manifestations of NF were solicited on the Registry website. Statistical analyses were performed on data from a cohort of 4680 registrants (the number of registrants as of October 9, 2015 who met diagnostic criteria for one of the 3 NF conditions. The analyses support our hypothesis that patient-reported symptom incidences in the NF Registry are congruent with published clinician-sourced data. Between April 26, 2013 and July 8, 2016, the registry has been useful to investigators in recruitment, particularly for observational trials, especially those for development of patient-reported outcomes.
Fornés, José A
2010-01-15
We use the Brownian dynamics with hydrodynamic interactions simulation in order to describe the movement of a elastically coupled dimer Brownian motor in a ratchet potential. The only external forces considered in our system were the load, the random thermal noise and an unbiased thermal fluctuation. For a given set of parameters we observe direct movement against the load force if hydrodynamic interactions were considered.
Asian Option Pricing with Monotonous Transaction Costs under Fractional Brownian Motion
Directory of Open Access Journals (Sweden)
Di Pan
2013-01-01
Full Text Available Geometric-average Asian option pricing model with monotonous transaction cost rate under fractional Brownian motion was established. The method of partial differential equations was used to solve this model and the analytical expressions of the Asian option value were obtained. The numerical experiments show that Hurst exponent of the fractional Brownian motion and transaction cost rate have a significant impact on the option value.
On the distribution of estimators of diffusion constants for Brownian motion
International Nuclear Information System (INIS)
Boyer, Denis; Dean, David S
2011-01-01
We discuss the distribution of various estimators for extracting the diffusion constant of single Brownian trajectories obtained by fitting the squared displacement of the trajectory. The analysis of the problem can be framed in terms of quadratic functionals of Brownian motion that correspond to the Euclidean path integral for simple Harmonic oscillators with time dependent frequencies. Explicit analytical results are given for the distribution of the diffusion constant estimator in a number of cases and our results are confirmed by numerical simulations.
The probability of an encounter of two Brownian particles before escape
International Nuclear Information System (INIS)
Holcman, D; Kupka, I
2009-01-01
We study the probability of meeting of two Brownian particles before one of them exits a finite interval. We obtain an explicit expression for the probability as a function of the initial distance between the two particles using the Weierstrass elliptic function. We also find the law of the meeting location. Brownian simulations show the accuracy of our analysis. Finally, we discuss some applications to the probability that a double-strand DNA break repairs in confined environments.
On correlations between certain random variables associated with first passage Brownian motion
International Nuclear Information System (INIS)
Kearney, Michael J; Pye, Andrew J; Martin, Richard J
2014-01-01
We analyse how the area swept out by a Brownian motion up to its first passage time correlates with the first passage time itself, obtaining several exact results in the process. Additionally, we analyse the relationship between the time average of a Brownian motion during a first passage and the maximum value attained. The results, which find various applications, are in excellent agreement with simulations. (paper)
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.
Lepelletier, Léa; de Monvel, Jacques Boutet; Buisson, Johanna; Desdouets, Chantal; Petit, Christine
2013-07-02
Planar polarization of the forming hair bundle, the mechanosensory antenna of auditory hair cells, depends on the poorly characterized center-to-edge displacement of a primary cilium, the kinocilium, at their apical surface. Taking advantage of the gradient of hair cell differentiation along the cochlea, we reconstituted a map of the kinocilia displacements in the mouse embryonic cochlea. We then developed a cochlear organotypic culture and video-microscopy approach to monitor the movements of the kinocilium basal body (mother centriole) and its daughter centriole, which we analyzed using particle tracking and modeling. We found that both hair cell centrioles undergo confined Brownian movements around their equilibrium positions, under the apparent constraint of a radial restoring force of ∼0.1 pN. This magnitude depended little on centriole position, suggesting nonlinear interactions with constraining, presumably cytoskeletal elements. The only dynamic change observed during the period of kinocilium migration was a doubling of the centrioles' confinement area taking place early in the process. It emerges from these static and dynamic observations that kinocilia migrate gradually in parallel with the organization of hair cells into rows during cochlear neuroepithelium extension. Analysis of the confined motion of hair cell centrioles under normal and pathological conditions should help determine which structures contribute to the restoring force exerting on them. Copyright © 2013 Biophysical Society. Published by Elsevier Inc. All rights reserved.
Phase synchronization for two Brownian motors with bistable coupling on a ratchet
International Nuclear Information System (INIS)
Mateos, Jose L.; Alatriste, F.R.
2010-01-01
Graphical abstract: We study phase synchronization for a walker with two Brownian motors with bistable coupling on a ratchet and show a connection between synchronization and optimal transport. - Abstract: We study phase synchronization for a walker on a ratchet potential. The walker consist of two particles coupled by a bistable potential that allow the interchange of the order of the particles while moving through a one-dimensional asymmetric periodic ratchet potential. We consider the deterministic and the stochastic dynamics of the center of mass of the walker in a tilted ratchet potential with an external periodic forcing, in the overdamped case. The ratchet potential has to be tilted in order to obtain a rotator or self-sustained nonlinear oscillator in the absence of external periodic forcing. This oscillator has an intrinsic frequency that can be entrained with the frequency of the external driving. We introduced a linear phase through a set of discrete time events and the associated average frequency, and show that this frequency can be synchronized with the frequency of the external driving. In this way, we can properly characterize the phenomenon of synchronization through Arnold tongues and show that the local maxima in the average velocity of the center of mass of the walker, both in the deterministic case and in the presence of noise, correspond to the borders of these Arnold tongues. In this way, we established a connection between optimal transport in ratchets and the phenomenon of phase synchronization.
International Nuclear Information System (INIS)
Brenner, H.
1991-01-01
Macrotransport processes (generalized Taylor dispersion phenomena) constitute coarse-grained descriptions of comparable convective diffusive-reactive microtransport processes, the latter supposed governed by microscale linear constitutive equations and boundary conditions, but characterized by spatially nonuniform phenomenological coefficients. Following a brief review of existing applications of the theory, the author focuses - by way of background information-upon the original (and now classical) Taylor - Aris dispersion problem, involving the combined convective and molecular diffusive transport of a point-size Brownian solute molecule (tracer) suspended in a Poiseuille solvent flow within a circular tube. A series of elementary generalizations of this prototype problem to chromatographic-like solute transport processes in tubes is used to illustrate some novel statistical-physical features. These examples emphasize the fact that a solute molecule may, on average, move axially down the tube at a different mean velocity (either larger or smaller) than that of a solvent molecule. Moreover, this solute molecule may suffer axial dispersion about its mean velocity at a rate greatly exceeding that attributable to its axial molecular diffusion alone. Such chromatographic anomalies represent novel macroscale non-linearities originating from physicochemical interactions between spatially inhomogeneous convective-diffusive-reactive microtransport processes
Energy Technology Data Exchange (ETDEWEB)
White, Bebo
2003-06-23
Web Engineering is the application of systematic, disciplined and quantifiable approaches to development, operation, and maintenance of Web-based applications. It is both a pro-active approach and a growing collection of theoretical and empirical research in Web application development. This paper gives an overview of Web Engineering by addressing the questions: (a) why is it needed? (b) what is its domain of operation? (c) how does it help and what should it do to improve Web application development? and (d) how should it be incorporated in education and training? The paper discusses the significant differences that exist between Web applications and conventional software, the taxonomy of Web applications, the progress made so far and the research issues and experience of creating a specialization at the master's level. The paper reaches a conclusion that Web Engineering at this stage is a moving target since Web technologies are constantly evolving, making new types of applications possible, which in turn may require innovations in how they are built, deployed and maintained.
Studying protein assembly with reversible Brownian dynamics of patchy particles
International Nuclear Information System (INIS)
Klein, Heinrich C. R.; Schwarz, Ulrich S.
2014-01-01
Assembly of protein complexes like virus shells, the centriole, the nuclear pore complex, or the actin cytoskeleton is strongly determined by their spatial structure. Moreover, it is becoming increasingly clear that the reversible nature of protein assembly is also an essential element for their biological function. Here we introduce a computational approach for the Brownian dynamics of patchy particles with anisotropic assemblies and fully reversible reactions. Different particles stochastically associate and dissociate with microscopic reaction rates depending on their relative spatial positions. The translational and rotational diffusive properties of all protein complexes are evaluated on-the-fly. Because we focus on reversible assembly, we introduce a scheme which ensures detailed balance for patchy particles. We then show how the macroscopic rates follow from the microscopic ones. As an instructive example, we study the assembly of a pentameric ring structure, for which we find excellent agreement between simulation results and a macroscopic kinetic description without any adjustable parameters. This demonstrates that our approach correctly accounts for both the diffusive and reactive processes involved in protein assembly
Negative mobility of a Brownian particle: Strong damping regime
Słapik, A.; Łuczka, J.; Spiechowicz, J.
2018-02-01
We study impact of inertia on directed transport of a Brownian particle under non-equilibrium conditions: the particle moves in a one-dimensional periodic and symmetric potential, is driven by both an unbiased time-periodic force and a constant force, and is coupled to a thermostat of temperature T. Within selected parameter regimes this system exhibits negative mobility, which means that the particle moves in the direction opposite to the direction of the constant force. It is known that in such a setup the inertial term is essential for the emergence of negative mobility and it cannot be detected in the limiting case of overdamped dynamics. We analyse inertial effects and show that negative mobility can be observed even in the strong damping regime. We determine the optimal dimensionless mass for the presence of negative mobility and reveal three mechanisms standing behind this anomaly: deterministic chaotic, thermal noise induced and deterministic non-chaotic. The last origin has never been reported. It may provide guidance to the possibility of observation of negative mobility for strongly damped dynamics which is of fundamental importance from the point of view of biological systems, all of which in situ operate in fluctuating environments.
A bipedal DNA Brownian motor with coordinated legs.
Omabegho, Tosan; Sha, Ruojie; Seeman, Nadrian C
2009-04-03
A substantial challenge in engineering molecular motors is designing mechanisms to coordinate the motion between multiple domains of the motor so as to bias random thermal motion. For bipedal motors, this challenge takes the form of coordinating the movement of the biped's legs so that they can move in a synchronized fashion. To address this problem, we have constructed an autonomous DNA bipedal walker that coordinates the action of its two legs by cyclically catalyzing the hybridization of metastable DNA fuel strands. This process leads to a chemically ratcheted walk along a directionally polar DNA track. By covalently cross-linking aliquots of the walker to its track in successive walking states, we demonstrate that this Brownian motor can complete a full walking cycle on a track whose length could be extended for longer walks. We believe that this study helps to uncover principles behind the design of unidirectional devices that can function without intervention. This device should be able to fulfill roles that entail the performance of useful mechanical work on the nanometer scale.
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.
Study of two-dimensional Debye clusters using Brownian motion
International Nuclear Information System (INIS)
Sheridan, T.E.; Theisen, W.L.
2006-01-01
A two-dimensional Debye cluster is a system of n identical particles confined in a parabolic well and interacting through a screened Coulomb (i.e., a Debye-Hueckel or Yukawa) potential with a Debye length λ. Experiments were performed for 27 clusters with n=3-63 particles (9 μm diam) in a capacitively coupled 9 W rf discharge at a neutral argon pressure of 13.6 mTorr. In the strong-coupling regime each particle exhibits small amplitude Brownian motion about its equilibrium position. These motions were projected onto the center-of-mass and breathing modes and Fourier analyzed to give resonance curves from which the mode frequencies, amplitudes, and damping rates were determined. The ratio of the breathing frequency to the center-of-mass frequency was compared with theory to self-consistently determine the Debye shielding parameter κ, Debye length λ, particle charge q, and mode temperatures. It is found that 1 < or approx. κ < or approx. 2, and κ decreases weakly with n. The particle charge averaged over all measurements is -14 200±200 e, and q decreases slightly with n. The two center-of-mass modes and the breathing mode are found to have the same temperature, indicating that the clusters are in thermal equilibrium with the neutral gas. The average cluster temperature is 399±5 K
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.
Theory of molecular crowding in Brownian hard-sphere liquids.
Zaccone, Alessio; Terentjev, Eugene M
2012-06-01
We derive an analytical pair potential of mean force for Brownian molecules in the liquid state. Our approach accounts for many-particle correlations of crowding particles of the liquid and for diffusive transport across the spatially modulated local density of crowders in the dense environment. Focusing on the limit of equal-size particles, we show that this diffusive transport leads to additional density- and structure-dependent terms in the interaction potential and to a much stronger attraction (by a factor of ≈4 at average volume fraction of crowders φ{0}=0.25) than in the standard depletion interaction where the diffusive effects are neglected. As an illustration of the theory, we use it to study the size of a polymer chain in a solution of inert crowders. Even in the case of an athermal background solvent, when a classical chain should be fully swollen, we find a sharp coil-globule transition of the ideal chain collapsing at a critical value of the crowder volume fraction φ{c}≈0.145.
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.
DEFF Research Database (Denmark)
the reader on an exciting time travel journey to learn more about the prehistory of the hyperlink, the birth of the Web, the spread of the early Web, and the Web’s introduction to the general public in mainstream media. Fur- thermore, case studies of blogs, literature, and traditional media going online...
Web Page Recommendation Using Web Mining
Modraj Bhavsar; Mrs. P. M. Chavan
2014-01-01
On World Wide Web various kind of content are generated in huge amount, so to give relevant result to user web recommendation become important part of web application. On web different kind of web recommendation are made available to user every day that includes Image, Video, Audio, query suggestion and web page. In this paper we are aiming at providing framework for web page recommendation. 1) First we describe the basics of web mining, types of web mining. 2) Details of each...
International Nuclear Information System (INIS)
Lim, S C; Teo, L P
2009-01-01
Single-file diffusion behaves as normal diffusion at small time and as subdiffusion at large time. These properties can be described in terms of fractional Brownian motion with variable Hurst exponent or multifractional Brownian motion. We introduce a new stochastic process called Riemann–Liouville step fractional Brownian motion which can be regarded as a special case of multifractional Brownian motion with a step function type of Hurst exponent tailored for single-file diffusion. Such a step fractional Brownian motion can be obtained as a solution of the fractional Langevin equation with zero damping. Various kinds of fractional Langevin equations and their generalizations are then considered in order to decide whether their solutions provide the correct description of the long and short time behaviors of single-file diffusion. The cases where the dissipative memory kernel is a Dirac delta function, a power-law function and a combination of these functions are studied in detail. In addition to the case where the short time behavior of single-file diffusion behaves as normal diffusion, we also consider the possibility of a process that begins as ballistic motion
Maximum Principle for General Controlled Systems Driven by Fractional Brownian Motions
International Nuclear Information System (INIS)
Han Yuecai; Hu Yaozhong; Song Jian
2013-01-01
We obtain a maximum principle for stochastic control problem of general controlled stochastic differential systems driven by fractional Brownian motions (of Hurst parameter H>1/2). This maximum principle specifies a system of equations that the optimal control must satisfy (necessary condition for the optimal control). This system of equations consists of a backward stochastic differential equation driven by both fractional Brownian motions and the corresponding underlying standard Brownian motions. In addition to this backward equation, the maximum principle also involves the Malliavin derivatives. Our approach is to use conditioning and Malliavin calculus. To arrive at our maximum principle we need to develop some new results of stochastic analysis of the controlled systems driven by fractional Brownian motions via fractional calculus. Our approach of conditioning and Malliavin calculus is also applied to classical system driven by standard Brownian motions while the controller has only partial information. As a straightforward consequence, the classical maximum principle is also deduced in this more natural and simpler way.
Delin, Kevin A. (Inventor); Jackson, Shannon P. (Inventor)
2011-01-01
A Sensor Web formed of a number of different sensor pods. Each of the sensor pods include a clock which is synchronized with a master clock so that all of the sensor pods in the Web have a synchronized clock. The synchronization is carried out by first using a coarse synchronization which takes less power, and subsequently carrying out a fine synchronization to make a fine sync of all the pods on the Web. After the synchronization, the pods ping their neighbors to determine which pods are listening and responded, and then only listen during time slots corresponding to those pods which respond.
EPA’s Web Analytics Program collects, analyzes, and provides reports on traffic, quality assurance, and customer satisfaction metrics for EPA’s website. The program uses a variety of analytics tools, including Google Analytics and CrazyEgg.
... topic data in XML format. Using the Web service, software developers can build applications that utilize MedlinePlus health topic information. The service accepts keyword searches as requests and returns relevant ...
Kanada, Ryo; Kuwata, Takeshi; Kenzaki, Hiroo; Takada, Shoji
2013-01-01
Kinesin is a family of molecular motors that move unidirectionally along microtubules (MT) using ATP hydrolysis free energy. In the family, the conventional two-headed kinesin was experimentally characterized to move unidirectionally through "walking" in a hand-over-hand fashion by coordinated motions of the two heads. Interestingly a single-headed kinesin, a truncated KIF1A, still can generate a biased Brownian movement along MT, as observed by in vitro single molecule experiments. Thus, KIF1A must use a different mechanism from the conventional kinesin to achieve the unidirectional motions. Based on the energy landscape view of proteins, for the first time, we conducted a set of molecular simulations of the truncated KIF1A movements over an ATP hydrolysis cycle and found a mechanism exhibiting and enhancing stochastic forward-biased movements in a similar way to those in experiments. First, simulating stand-alone KIF1A, we did not find any biased movements, while we found that KIF1A with a large friction cargo-analog attached to the C-terminus can generate clearly biased Brownian movements upon an ATP hydrolysis cycle. The linked cargo-analog enhanced the detachment of the KIF1A from MT. Once detached, diffusion of the KIF1A head was restricted around the large cargo which was located in front of the head at the time of detachment, thus generating a forward bias of the diffusion. The cargo plays the role of a diffusional anchor, or cane, in KIF1A "walking."
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."
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.
Critique of the Brownian approximation to the generalized Langevin equation in lattice dynamics
International Nuclear Information System (INIS)
Diestler, D.J.; Riley, M.E.
1985-01-01
We consider the classical motion of a harmonic lattice in which only those atoms in a certain subset of the lattice (primary zone) may interact with an external force. The formally exact generalized Langevin equation (GLE) for the primary zone is an appropriate description of the dynamics. We examine a previously proposed Brownian, or frictional damping, approximation that reduces the GLE to a set of coupled ordinary Langevin equations for the primary atoms. It is shown that the solution of these equations can contain undamped motion if there is more than one atom in the primary zone. Such motion is explicitly demonstrated for a model that has been used to describe energy transfer in atom--surface collisions. The inability of the standard Brownian approximation to yield an acceptable, physically meaningful result for primary zones comprising more than one atom suggests that the Brownian approximation may introduce other spurious dynamical effects. Further work on damping of correlated motion in lattices is needed
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.
Chakrabarty, Ayan; Wang, Feng; Joshi, Bhuwan; Wei, Qi-Huo
2011-03-01
Recent studies shows that the boomerang shaped molecules can form various kinds of liquid crystalline phases. One debated topic related to boomerang molecules is the existence of biaxial nematic liquid crystalline phase. Developing and optical microscopic studies of colloidal systems of boomerang particles would allow us to gain better understanding of orientation ordering and dynamics at ``single molecule'' level. Here we report the fabrication and experimental studies of the Brownian motion of individual boomerang colloidal particles confined between two glass plates. We used dark-field optical microscopy to directly visualize the Brownian motion of the single colloidal particles in a quasi two dimensional geometry. An EMCCD was used to capture the motion in real time. An indigenously developed imaging processing algorithm based on MatLab program was used to precisely track the position and orientation of the particles with sub-pixel accuracy. The experimental finding of the Brownian diffusion of a single boomerang colloidal particle will be discussed.
Analytical Solutions of a Model for Brownian Motion in the Double Well Potential
International Nuclear Information System (INIS)
Liu Ai-Jie; Zheng Lian-Cun; Zhang Xin-Xin; Ma Lian-Xi
2015-01-01
In this paper, the analytical solutions of Schrödinger equation for Brownian motion in a double well potential are acquired by the homotopy analysis method and the Adomian decomposition method. Double well potential for Brownian motion is always used to obtain the solutions of Fokker—Planck equation known as the Klein—Kramers equation, which is suitable for separation and additive Hamiltonians. In essence, we could study the random motion of Brownian particles by solving Schrödinger equation. The analytical results obtained from the two different methods agree with each other well. The double well potential is affected by two parameters, which are analyzed and discussed in details with the aid of graphical illustrations. According to the final results, the shapes of the double well potential have significant influence on the probability density function. (general)
Achieving swift equilibration of a Brownian particle using flow-fields
Patra, Ayoti; Jarzynski, Christopher
Can a system be driven to a targeted equilibrium state on a timescale that is much shorter than its natural equilibration time? In a recent experiment, the swift equilibration of an overdamped Brownian particle was achieved by use of an appropriately designed, time-dependent optical trap potential. Motivated by these results, we develop a general theoretical approach for guiding an ensemble of Brownian particles to track the instantaneous equilibrium distribution of a desired potential U (q , t) . In our approach, we use flow-fields associated with the parametric evolution of the targeted equilibrium state to construct an auxiliary potential U (q , t) , such that dynamics under the composite potential U (t) + U (t) achieves the desired evolution. Our results establish a close connection between the swift equilibration of Brownian particles, quantum shortcuts to adiabaticity, and the dissipationless driving of a classical, Hamiltonian system.
Financial Brownian Particle in the Layered Order-Book Fluid and Fluctuation-Dissipation Relations
Yura, Yoshihiro; Takayasu, Hideki; Sornette, Didier; Takayasu, Misako
2014-03-01
We introduce a novel description of the dynamics of the order book of financial markets as that of an effective colloidal Brownian particle embedded in fluid particles. The analysis of comprehensive market data enables us to identify all motions of the fluid particles. Correlations between the motions of the Brownian particle and its surrounding fluid particles reflect specific layering interactions; in the inner layer the correlation is strong and with short memory, while in the outer layer it is weaker and with long memory. By interpreting and estimating the contribution from the outer layer as a drag resistance, we demonstrate the validity of the fluctuation-dissipation relation in this nonmaterial Brownian motion process.
Brownian motion in Robertson-Walker spacetimes from electromagnetic vacuum fluctuations
International Nuclear Information System (INIS)
Bessa, Carlos H. G.; Bezerra, V. B.; Ford, L. H.
2009-01-01
We consider the effects of the vacuum fluctuations of a quantized electromagnetic field on particles in an expanding universe. We find that these particles typically undergo Brownian motion and acquire a nonzero mean squared velocity that depends on the scale factor of the universe. This Brownian motion can be interpreted as due to noncancellation of anticorrelated vacuum fluctuations in the time-dependent background spacetime. Alternatively, one can interpret this effect as the particles acquiring energy from the background spacetime geometry, a phenomenon that cannot occur in a static spacetime. We treat several types of coupling between the electromagnetic field and the particles and several model universes. We also consider both free particles, which, on the average, move on geodesics, and particles in bound systems. There are significant differences between these two cases, which illustrates that nongeodesic motion alters the effects of the vacuum fluctuations. We discuss the possible applications of this Brownian motion effect to cosmological scenarios.
Swarming behavior of gradient-responsive Brownian particles in a porous medium
Grančič, Peter; Štěpánek, František
2012-07-01
Active targeting by Brownian particles in a fluid-filled porous environment is investigated by computer simulation. The random motion of the particles is enhanced by diffusiophoresis with respect to concentration gradients of chemical signals released by the particles in the proximity of a target. The mathematical model, based on a combination of the Brownian dynamics method and a diffusion problem is formulated in terms of key parameters that include the particle diffusiophoretic mobility and the signaling threshold (the distance from the target at which the particles release their chemical signals). The results demonstrate that even a relatively simple chemical signaling scheme can lead to a complex collective behavior of the particles and can be a very efficient way of guiding a swarm of Brownian particles towards a target, similarly to the way colonies of living cells communicate via secondary messengers.
Coupling of lever arm swing and biased Brownian motion in actomyosin.
Directory of Open Access Journals (Sweden)
Qing-Miao Nie
2014-04-01
Full Text Available An important unresolved problem associated with actomyosin motors is the role of Brownian motion in the process of force generation. On the basis of structural observations of myosins and actins, the widely held lever-arm hypothesis has been proposed, in which proteins are assumed to show sequential structural changes among observed and hypothesized structures to exert mechanical force. An alternative hypothesis, the Brownian motion hypothesis, has been supported by single-molecule experiments and emphasizes more on the roles of fluctuating protein movement. In this study, we address the long-standing controversy between the lever-arm hypothesis and the Brownian motion hypothesis through in silico observations of an actomyosin system. We study a system composed of myosin II and actin filament by calculating free-energy landscapes of actin-myosin interactions using the molecular dynamics method and by simulating transitions among dynamically changing free-energy landscapes using the Monte Carlo method. The results obtained by this combined multi-scale calculation show that myosin with inorganic phosphate (Pi and ADP weakly binds to actin and that after releasing Pi and ADP, myosin moves along the actin filament toward the strong-binding site by exhibiting the biased Brownian motion, a behavior consistent with the observed single-molecular behavior of myosin. Conformational flexibility of loops at the actin-interface of myosin and the N-terminus of actin subunit is necessary for the distinct bias in the Brownian motion. Both the 5.5-11 nm displacement due to the biased Brownian motion and the 3-5 nm displacement due to lever-arm swing contribute to the net displacement of myosin. The calculated results further suggest that the recovery stroke of the lever arm plays an important role in enhancing the displacement of myosin through multiple cycles of ATP hydrolysis, suggesting a unified movement mechanism for various members of the myosin family.
Coupling of lever arm swing and biased Brownian motion in actomyosin.
Nie, Qing-Miao; Togashi, Akio; Sasaki, Takeshi N; Takano, Mitsunori; Sasai, Masaki; Terada, Tomoki P
2014-04-01
An important unresolved problem associated with actomyosin motors is the role of Brownian motion in the process of force generation. On the basis of structural observations of myosins and actins, the widely held lever-arm hypothesis has been proposed, in which proteins are assumed to show sequential structural changes among observed and hypothesized structures to exert mechanical force. An alternative hypothesis, the Brownian motion hypothesis, has been supported by single-molecule experiments and emphasizes more on the roles of fluctuating protein movement. In this study, we address the long-standing controversy between the lever-arm hypothesis and the Brownian motion hypothesis through in silico observations of an actomyosin system. We study a system composed of myosin II and actin filament by calculating free-energy landscapes of actin-myosin interactions using the molecular dynamics method and by simulating transitions among dynamically changing free-energy landscapes using the Monte Carlo method. The results obtained by this combined multi-scale calculation show that myosin with inorganic phosphate (Pi) and ADP weakly binds to actin and that after releasing Pi and ADP, myosin moves along the actin filament toward the strong-binding site by exhibiting the biased Brownian motion, a behavior consistent with the observed single-molecular behavior of myosin. Conformational flexibility of loops at the actin-interface of myosin and the N-terminus of actin subunit is necessary for the distinct bias in the Brownian motion. Both the 5.5-11 nm displacement due to the biased Brownian motion and the 3-5 nm displacement due to lever-arm swing contribute to the net displacement of myosin. The calculated results further suggest that the recovery stroke of the lever arm plays an important role in enhancing the displacement of myosin through multiple cycles of ATP hydrolysis, suggesting a unified movement mechanism for various members of the myosin family.
Feedback control of two-headed Brownian motors in flashing ratchet potential
International Nuclear Information System (INIS)
Zhao A-Ke; Zhang Hong-Wei; Li Yu-Xiao
2010-01-01
We presented a detailed investigation on the movement of two-headed Brownian motors in an asymmetric potential under a feedback control. By numerical simulations the direct current is obtained. The current is periodic in the initial length of spring. There is an optimal value of the spring constant. And the dependence of the current on the opposing force is reversed. Then we found that when the change of the temperature and the opposing force have optimal values, the Brownian motors can also obtain the optimal efficiency
3-d brownian motion simulator for high-sensitivity nanobiotechnological applications.
Toth, Arpád; Banky, Dániel; Grolmusz, Vince
2011-12-01
A wide variety of nanobiotechnologic applications are being developed for nanoparticle based in vitro diagnostic and imaging systems. Some of these systems make possible highly sensitive detection of molecular biomarkers. Frequently, the very low concentration of the biomarkers makes impossible the classical, partial differential equation-based mathematical simulation of the motion of the nanoparticles involved. We present a three-dimensional Brownian motion simulation tool for the prediction of the movement of nanoparticles in various thermal, viscosity, and geometric settings in a rectangular cuvette. For nonprofit users the server is freely available at the site http://brownian.pitgroup.org.
Non-intersecting Brownian motions leaving from and going to several points
Adler, Mark; van Moerbeke, Pierre; Vanderstichelen, Didier
2012-03-01
Consider n non-intersecting Brownian motions on R, depending on time t∈[0,1], with mi particles forced to leave from ai at time t=0, 1≤i≤q, and nj particles forced to end up at bj at time t=1, 1≤j≤p. For arbitrary p and q, it is not known if the distribution of the positions of the non-intersecting Brownian particles at a given time 0miracle! Unfortunately we were unable to find its explicit expression. The case p=q=2 will be discussed in the last section.
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
Brownian Agents and Active Particles: Collective Dynamics in the Natural and Social Sciences
International Nuclear Information System (INIS)
McKane, Alan
2003-01-01
This is a book about the modelling of complex systems and, unlike many books on this subject, concentrates on the discussion of specific systems and gives practical methods for modelling and simulating them. This is not to say that the author does not devote space to the general philosophy and definition of complex systems and agent-based modelling, but the emphasis is definitely on the development of concrete methods for analysing them. This is, in my view, to be welcomed and I thoroughly recommend the book, especially to those with a theoretical physics background who will be very much at home with the language and techniques which are used. The author has developed a formalism for understanding complex systems which is based on the Langevin approach to the study of Brownian motion. This is a mesoscopic description; details of the interactions between the Brownian particle and the molecules of the surrounding fluid are replaced by a randomly fluctuating force. Thus all microscopic detail is replaced by a coarse-grained description which encapsulates the essence of the interactions at the finer level of description. In a similar way, the influences on Brownian agents in a multi-agent system are replaced by stochastic influences which sum up the effects of these interactions on a finer scale. Unlike Brownian particles, Brownian agents are not structureless particles, but instead have some internal states so that, for instance, they may react to changes in the environment or to the presence of other agents. Most of the book is concerned with developing the idea of Brownian agents using the techniques of statistical physics. This development parallels that for Brownian particles in physics, but the author then goes on to apply the technique to problems in biology, economics and the social sciences. This is a clear and well-written book which is a useful addition to the literature on complex systems. It will be interesting to see if the use of Brownian agents becomes
Brownian Motion of 2D Vacancy Islands by Adatom Terrace Diffusion
International Nuclear Information System (INIS)
Morgenstern, Karina; Laegsgaard, Erik; Besenbacher, Flemming
2001-01-01
We have studied the Brownian motion of two-dimensional (2D) vacancy islands on Ag(110) at temperatures between 175 and 215K. While the detachment of adatoms from the island and their diffusion on the terrace are permitted in this temperature range, the periphery diffusion of single adatoms is prohibited. The present scanning tunneling microscopy results provide the first direct experimental proof that the Brownian motion of the islands follows a simple scaling law with terrace diffusion being the rate limiting process. The activation energy of the vacancy island motion is determined to 0.41eV
Characteristics of broadband slow earthquakes explained by a Brownian model
Ide, S.; Takeo, A.
2017-12-01
Brownian slow earthquake (BSE) model (Ide, 2008; 2010) is a stochastic model for the temporal change of seismic moment release by slow earthquakes, which can be considered as a broadband phenomena including tectonic tremors, low frequency earthquakes, and very low frequency (VLF) earthquakes in the seismological frequency range, and slow slip events in geodetic range. Although the concept of broadband slow earthquake may not have been widely accepted, most of recent observations are consistent with this concept. Then, we review the characteristics of slow earthquakes and how they are explained by BSE model. In BSE model, the characteristic size of slow earthquake source is represented by a random variable, changed by a Gaussian fluctuation added at every time step. The model also includes a time constant, which divides the model behavior into short- and long-time regimes. In nature, the time constant corresponds to the spatial limit of tremor/SSE zone. In the long-time regime, the seismic moment rate is constant, which explains the moment-duration scaling law (Ide et al., 2007). For a shorter duration, the moment rate increases with size, as often observed for VLF earthquakes (Ide et al., 2008). The ratio between seismic energy and seismic moment is constant, as shown in Japan, Cascadia, and Mexico (Maury et al., 2017). The moment rate spectrum has a section of -1 slope, limited by two frequencies corresponding to the above time constant and the time increment of the stochastic process. Such broadband spectra have been observed for slow earthquakes near the trench axis (Kaneko et al., 2017). This spectrum also explains why we can obtain VLF signals by stacking broadband seismograms relative to tremor occurrence (e.g., Takeo et al., 2010; Ide and Yabe, 2014). The fluctuation in BSE model can be non-Gaussian, as far as the variance is finite, as supported by the central limit theorem. Recent observations suggest that tremors and LFEs are spatially characteristic
Non-Brownian diffusion in lipid membranes: Experiments and simulations.
Metzler, R; Jeon, J-H; Cherstvy, A G
2016-10-01
The dynamics of constituents and the surface response of cellular membranes-also in connection to the binding of various particles and macromolecules to the membrane-are still a matter of controversy in the membrane biophysics community, particularly with respect to crowded membranes of living biological cells. We here put into perspective recent single particle tracking experiments in the plasma membranes of living cells and supercomputing studies of lipid bilayer model membranes with and without protein crowding. Special emphasis is put on the observation of anomalous, non-Brownian diffusion of both lipid molecules and proteins embedded in the lipid bilayer. While single component, pure lipid bilayers in simulations exhibit only transient anomalous diffusion of lipid molecules on nanosecond time scales, the persistence of anomalous diffusion becomes significantly longer ranged on the addition of disorder-through the addition of cholesterol or proteins-and on passing of the membrane lipids to the gel phase. Concurrently, experiments demonstrate the anomalous diffusion of membrane embedded proteins up to macroscopic time scales in the minute time range. Particular emphasis will be put on the physical character of the anomalous diffusion, in particular, the occurrence of ageing observed in the experiments-the effective diffusivity of the measured particles is a decreasing function of time. Moreover, we present results for the time dependent local scaling exponent of the mean squared displacement of the monitored particles. Recent results finding deviations from the commonly assumed Gaussian diffusion patterns in protein crowded membranes are reported. The properties of the displacement autocorrelation function of the lipid molecules are discussed in the light of their appropriate physical anomalous diffusion models, both for non-crowded and crowded membranes. In the last part of this review we address the upcoming field of membrane distortion by elongated membrane
Noise-to-signal transition of a Brownian particle in the cubic potential: I. general theory
Czech Academy of Sciences Publication Activity Database
Filip, R.; Zemánek, Pavel
2016-01-01
Roč. 18, č. 6 (2016), 065401:1-8 ISSN 2040-8978 R&D Projects: GA ČR GB14-36681G Institutional support: RVO:68081731 Keywords : optically trapped particles * Brownian motion * optomechanics Subject RIV: BH - Optics, Masers, Lasers Impact factor: 1.741, year: 2016
Brownian dynamics of aggregation kinetics of hard spheres with flexibele bounds
Rzepiela, A.A.; Opheusden, van J.; Vliet, van T.
2001-01-01
Brownian dynamics (BD) simulations have been performed on the aggregation dynamics of colloidal particles within the context of a ball-and-string model. Particles are treated as hard spheres that can bind irreversibly through a string attached to their surface. The model is set up to mimic some
From Levy to Brownian: a computational model based on biological fluctuation.
Directory of Open Access Journals (Sweden)
Surya G Nurzaman
Full Text Available BACKGROUND: Theoretical studies predict that Lévy walks maximizes the chance of encountering randomly distributed targets with a low density, but Brownian walks is favorable inside a patch of targets with high density. Recently, experimental data reports that some animals indeed show a Lévy and Brownian walk movement patterns when forage for foods in areas with low and high density. This paper presents a simple, Gaussian-noise utilizing computational model that can realize such behavior. METHODOLOGY/PRINCIPAL FINDINGS: We extend Lévy walks model of one of the simplest creature, Escherichia coli, based on biological fluctuation framework. We build a simulation of a simple, generic animal to observe whether Lévy or Brownian walks will be performed properly depends on the target density, and investigate the emergent behavior in a commonly faced patchy environment where the density alternates. CONCLUSIONS/SIGNIFICANCE: Based on the model, animal behavior of choosing Lévy or Brownian walk movement patterns based on the target density is able to be generated, without changing the essence of the stochastic property in Escherichia coli physiological mechanism as explained by related researches. The emergent behavior and its benefits in a patchy environment are also discussed. The model provides a framework for further investigation on the role of internal noise in realizing adaptive and efficient foraging behavior.
The first-passage area for drifted Brownian motion and the moments of the Airy distribution
International Nuclear Information System (INIS)
Kearney, Michael J; Majumdar, Satya N; Martin, Richard J
2007-01-01
An exact expression for the distribution of the area swept out by a drifted Brownian motion till its first-passage time is derived. A study of the asymptotic behaviour confirms earlier conjectures and clarifies their range of validity. The analysis leads to a simple closed-form solution for the moments of the Airy distribution. (fast track communication)
From Lévy to Brownian: a computational model based on biological fluctuation.
Nurzaman, Surya G; Matsumoto, Yoshio; Nakamura, Yutaka; Shirai, Kazumichi; Koizumi, Satoshi; Ishiguro, Hiroshi
2011-02-03
Theoretical studies predict that Lévy walks maximizes the chance of encountering randomly distributed targets with a low density, but Brownian walks is favorable inside a patch of targets with high density. Recently, experimental data reports that some animals indeed show a Lévy and Brownian walk movement patterns when forage for foods in areas with low and high density. This paper presents a simple, Gaussian-noise utilizing computational model that can realize such behavior. We extend Lévy walks model of one of the simplest creature, Escherichia coli, based on biological fluctuation framework. We build a simulation of a simple, generic animal to observe whether Lévy or Brownian walks will be performed properly depends on the target density, and investigate the emergent behavior in a commonly faced patchy environment where the density alternates. Based on the model, animal behavior of choosing Lévy or Brownian walk movement patterns based on the target density is able to be generated, without changing the essence of the stochastic property in Escherichia coli physiological mechanism as explained by related researches. The emergent behavior and its benefits in a patchy environment are also discussed. The model provides a framework for further investigation on the role of internal noise in realizing adaptive and efficient foraging behavior.
International Nuclear Information System (INIS)
Svin'in, I.R.
1982-01-01
The Brownian motion of a quadrupole quantum oscillator is considered as a model of surface quadrupole oscillations of heated spherical nuclei. The integrals of the motion related to energy and angular momentum conservation are constructed and the wave functions are obtained for states with definite values of these integrals of the motion in the phonon representation
Time-changed geometric fractional Brownian motion and option pricing with transaction costs
Gu, Hui; Liang, Jin-Rong; Zhang, Yun-Xiu
2012-08-01
This paper deals with the problem of discrete time option pricing by a fractional subdiffusive Black-Scholes model. The price of the underlying stock follows a time-changed geometric fractional Brownian motion. By a mean self-financing delta-hedging argument, the pricing formula for the European call option in discrete time setting is obtained.
Wang, Jun; Liang, Jin-Rong; Lv, Long-Jin; Qiu, Wei-Yuan; Ren, Fu-Yao
2012-02-01
In this paper, we study the problem of continuous time option pricing with transaction costs by using the homogeneous subdiffusive fractional Brownian motion (HFBM) Z(t)=X(Sα(t)), 0transaction costs of replicating strategies. We also give the total transaction costs.
The mode coupling theory in the FDR-preserving field theory of interacting Brownian particles
International Nuclear Information System (INIS)
Kim, Bongsoo; Kawasaki, Kyozi
2007-01-01
We develop a renormalized perturbation theory for the dynamics of interacting Brownian particles, which preserves the fluctuation-dissipation relation order by order. We then show that the resulting one-loop theory gives a closed equation for the density correlation function, which is identical with that in the standard mode coupling theory. (fast track communication)
National Research Council Canada - National Science Library
Durrett, Richard; Kesten, Harry; Spitzer, Frank
1991-01-01
..., made the transparency used in the printing process. STUDENTS OF FRANK SPITZERSTUDENTS OF FRANK SPITZER 1957 J. W. Lamperti, On the asymptotic behavior of recurrent and almostrecurrent events. 1964 W. W. Whitman, Some strong laws for random walks and Brownian motion. 1965 J. C. Mineka, The existence and uniqueness of positive solutions to the Wien...
Orbital diamagnetism of a charged Brownian particle undergoing birth-death process
International Nuclear Information System (INIS)
Jayannawar, A.M.; Kumar, N.
1980-06-01
We consider the magnetic response of a charged Brownian particle undergoing a stochastic birth-death process. The latter simulates the electron-hole pair production and recombination in semiconductors. We obtain non-zero, orbital diamagnetism which can be large without violating the Van Leeuwen theorem. (author)
International Nuclear Information System (INIS)
Shit, Anindita; Chattopadhyay, Sudip; Chaudhuri, Jyotipratim Ray
2012-01-01
Graphical abstract: By invoking physically motivated coordinate transformation into quantum Smoluchowski equation, we have presented a transparent treatment for the determination of the effective diffusion coefficient and current of a quantum Brownian particle. Substantial enhancement in the efficiency of the diffusive transport is envisaged due to the quantum correction effects. Highlights:: ► Transport of a quantum Brownian particle in a periodic potential has been addressed. ► Governing quantum Smoluchowski equation (QSE) includes state dependent diffusion. ► A coordinate transformation is used to recast QSE with constant diffusion. ► Transport properties increases in comparison to the corresponding classical result. ► This enhancement is purely a quantum effect. - Abstract: The transport property of a quantum Brownian particle that interacts strongly with a bath (in which a typical damping constant by far exceeds a characteristic frequency of the isolated system) under the influence of a tilted periodic potential has been studied by solving quantum Smoluchowski equation (QSE). By invoking physically motivated coordinate transformation into QSE, we have presented a transparent treatment for the determination of the effective diffusion coefficient of a quantum Brownian particle and the current (the average stationary velocity). Substantial enhancement in the efficiency of the diffusive transport is envisaged due to the quantum correction effects only if the bath temperature hovers around an appropriate range of intermediate values. Our findings also confirm the results obtained in the classical cases.
An Extreme-Value Analysis of the LIL for Brownian Motion
Khoshnevisan, Davar; Levin, David; Shi, Zhan
2005-01-01
We use excursion theory and the ergodic theorem to present an extreme-value analysis of the classical law of the iterated logarithm (LIL) for Brownian motion. A simplified version of our method also proves, in a paragraph, the classical theorem of Darling and Erdős (1956).
Non-Markovian quantum Brownian motion in one dimension in electric fields
Shen, H. Z.; Su, S. L.; Zhou, Y. H.; Yi, X. X.
2018-04-01
Quantum Brownian motion is the random motion of quantum particles suspended in a field (or an effective field) resulting from their collision with fast-moving modes in the field. It provides us with a fundamental model to understand various physical features concerning open systems in chemistry, condensed-matter physics, biophysics, and optomechanics. In this paper, without either the Born-Markovian or rotating-wave approximation, we derive a master equation for a charged-Brownian particle in one dimension coupled with a thermal reservoir in electric fields. The effect of the reservoir and the electric fields is manifested as time-dependent coefficients and coherent terms, respectively, in the master equation. The two-photon correlation between the Brownian particle and the reservoir can induce nontrivial squeezing dynamics to the particle. We derive a current equation including the source from the driving fields, transient current from the system flowing into the environment, and the two-photon current caused by the non-rotating-wave term. The presented results then are compared with that given by the rotating-wave approximation in the weak-coupling limit, and these results are extended to a more general quantum network involving an arbitrary number of coupled-Brownian particles. The presented formalism might open a way to better understand exactly the non-Markovian quantum network.
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...
Brownian motion in a field of force and the diffusion theory of chemical reactions. II
Brinkman, H.C.
1956-01-01
H. A. Kramers has studied the rate of chemical reactions in view of the Brownian forces caused by a surrounding medium in temperature equilibrium. In a previous paper 3) the author gave a solution of Kramers' diffusion equation in phase space by systematic development. In this paper the general
Configurational entropy and effective temperature in systems of active Brownian particles
Preisler, Zdeněk; Dijkstra, Marjolein
2016-01-01
We propose a method to determine the effective density of states and configurational entropy in systems of active Brownian particles by measuring the probability distribution function of potential energy at varying temperatures. Assuming that the entropy is a continuous and monotonically increasing
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...
Non-intersecting Brownian walkers and Yang-Mills theory on the sphere
International Nuclear Information System (INIS)
Forrester, Peter J.; Majumdar, Satya N.; Schehr, Gregory
2011-01-01
We study a system of N non-intersecting Brownian motions on a line segment [0,L] with periodic, absorbing and reflecting boundary conditions. We show that the normalized reunion probabilities of these Brownian motions in the three models can be mapped to the partition function of two-dimensional continuum Yang-Mills theory on a sphere respectively with gauge groups U(N), Sp(2N) and SO(2N). Consequently, we show that in each of these Brownian motion models, as one varies the system size L, a third order phase transition occurs at a critical value L=L c (N)∼√(N) in the large N limit. Close to the critical point, the reunion probability, properly centered and scaled, is identical to the Tracy-Widom distribution describing the probability distribution of the largest eigenvalue of a random matrix. For the periodic case we obtain the Tracy-Widom distribution corresponding to the GUE random matrices, while for the absorbing and reflecting cases we get the Tracy-Widom distribution corresponding to GOE random matrices. In the absorbing case, the reunion probability is also identified as the maximal height of N non-intersecting Brownian excursions ('watermelons' with a wall) whose distribution in the asymptotic scaling limit is then described by GOE Tracy-Widom law. In addition, large deviation formulas for the maximum height are also computed.
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 ...
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...
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...
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
The Use of Web Search Engines in Information Science Research.
Bar-Ilan, Judit
2004-01-01
Reviews the literature on the use of Web search engines in information science research, including: ways users interact with Web search engines; social aspects of searching; structure and dynamic nature of the Web; link analysis; other bibliometric applications; characterizing information on the Web; search engine evaluation and improvement; and…
Roger M. Rowell; James S. Han; Von L. Byrd
2005-01-01
Wood fibers can be used to produce a wide variety of low-density three-dimensional webs, mats, and fiber-molded products. Short wood fibers blended with long fibers can be formed into flexible fiber mats, which can be made by physical entanglement, nonwoven needling, or thermoplastic fiber melt matrix technologies. The most common types of flexible mats are carded, air...
Lo, Erika
2001-01-01
Presents seven mathematics games, located on the World Wide Web, for elementary students, including: Absurd Math: Pre-Algebra from Another Dimension; The Little Animals Activity Centre; MathDork Game Room (classic video games focusing on algebra); Lemonade Stand (students practice math and business skills); Math Cats (teaches the artistic beauty…
International Nuclear Information System (INIS)
Legasto, A.C.; Haller, J.O.; Giusti, R.J.
2004-01-01
Congenital tracheal web is a rare entity often misdiagnosed as refractory asthma. Clinical suspicion based on patient history, examination, and pulmonary function tests should lead to its consideration. Bronchoscopy combined with CT imaging and multiplanar reconstruction is an accepted, highly sensitive means of diagnosis. (orig.)
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.
Historical Network Analysis of the Web
DEFF Research Database (Denmark)
Brügger, Niels
2013-01-01
This article discusses some of the fundamental methodological challenges related to doing historical network analyses of the web based on material in web archives. Since the late 1990s many countries have established extensive national web archives, and software supported network analysis...... of the online web has for a number of years gained currency within Internet studies. However, the combination of these two phenomena—historical network analysis of material in web archives—can at best be characterized as an emerging new area of study. Most of the methodological challenges within this new area...... revolve around the specific nature of archived web material. On the basis of an introduction to the processes involved in web archiving as well as of the characteristics of archived web material, the article outlines and scrutinizes some of the major challenges which may arise when doing network analysis...
Directory of Open Access Journals (Sweden)
Xiao-Li Ding
2018-01-01
Full Text Available In this paper, we investigate analytical solutions of multi-time scale fractional stochastic differential equations driven by fractional Brownian motions. We firstly decompose homogeneous multi-time scale fractional stochastic differential equations driven by fractional Brownian motions into independent differential subequations, and give their analytical solutions. Then, we use the variation of constant parameters to obtain the solutions of nonhomogeneous multi-time scale fractional stochastic differential equations driven by fractional Brownian motions. Finally, we give three examples to demonstrate the applicability of our obtained results.
International Nuclear Information System (INIS)
Boesen, Mari E.; Eswaradass, Prasanna Venkatesan; Singh, Dilip; Mitha, Alim P.; Menon, Bijoy K.; Goyal, Mayank; Frayne, Richard
2017-01-01
We propose a magnetic resonance (MR) imaging protocol for the characterization of carotid web morphology, composition, and vessel wall dynamics. The purpose of this case series was to determine the feasibility of imaging carotid webs with MR imaging. Five patients diagnosed with carotid web on CT angiography were recruited to undergo a 30-min MR imaging session. MR angiography (MRA) images of the carotid artery bifurcation were acquired. Multi-contrast fast spin echo (FSE) images were acquired axially about the level of the carotid web. Two types of cardiac phase resolved sequences (cineFSE and cine phase contrast) were acquired to visualize the elasticity of the vessel wall affected by the web. Carotid webs were identified on MRA in 5/5 (100%) patients. Multi-contrast FSE revealed vessel wall thickening and cineFSE demonstrated regional changes in distensibility surrounding the webs in these patients. Our MR imaging protocol enables an in-depth evaluation of patients with carotid webs: morphology (by MRA), composition (by multi-contrast FSE), and wall dynamics (by cineFSE). (orig.)
Energy Technology Data Exchange (ETDEWEB)
Boesen, Mari E. [University of Calgary, Department of Biomedical Engineering, Calgary (Canada); Foothills Medical Centre, Seaman Family MR Research Centre, Calgary (Canada); Eswaradass, Prasanna Venkatesan; Singh, Dilip; Mitha, Alim P.; Menon, Bijoy K. [University of Calgary, Department of Clinical Neurosciences, Calgary (Canada); Foothills Medical Centre, Calgary Stroke Program, Calgary (Canada); Goyal, Mayank [Foothills Medical Centre, Calgary Stroke Program, Calgary (Canada); University of Calgary, Department of Radiology, Calgary (Canada); Frayne, Richard [Foothills Medical Centre, Seaman Family MR Research Centre, Calgary (Canada); University of Calgary, Hotchkiss Brain Institute, Calgary (Canada)
2017-04-15
We propose a magnetic resonance (MR) imaging protocol for the characterization of carotid web morphology, composition, and vessel wall dynamics. The purpose of this case series was to determine the feasibility of imaging carotid webs with MR imaging. Five patients diagnosed with carotid web on CT angiography were recruited to undergo a 30-min MR imaging session. MR angiography (MRA) images of the carotid artery bifurcation were acquired. Multi-contrast fast spin echo (FSE) images were acquired axially about the level of the carotid web. Two types of cardiac phase resolved sequences (cineFSE and cine phase contrast) were acquired to visualize the elasticity of the vessel wall affected by the web. Carotid webs were identified on MRA in 5/5 (100%) patients. Multi-contrast FSE revealed vessel wall thickening and cineFSE demonstrated regional changes in distensibility surrounding the webs in these patients. Our MR imaging protocol enables an in-depth evaluation of patients with carotid webs: morphology (by MRA), composition (by multi-contrast FSE), and wall dynamics (by cineFSE). (orig.)
Web components and the semantic web
Casey, Maire; Pahl, Claus
2003-01-01
Component-based software engineering on the Web differs from traditional component and software engineering. We investigate Web component engineering activites that are crucial for the development,com position, and deployment of components on the Web. The current Web Services and Semantic Web initiatives strongly influence our work. Focussing on Web component composition we develop description and reasoning techniques that support a component developer in the composition activities,fo cussing...
I. Wohlers (Inken); H. Stachelscheid; J. Borstlap; K. Zeilinger; J.C. Gerlach
2009-01-01
htmlabstractIn the rapidly growing field of stem cell research, there is a need for universal databases and web-based applications that provide a common knowledge base on the characteristics of stem cells, differentiated cells, and tissues by collecting, processing, and making available diverse
Using dynamic Brownian bridge movement modelling to measure temporal patterns of habitat selection.
Byrne, Michael E; Clint McCoy, J; Hinton, Joseph W; Chamberlain, Michael J; Collier, Bret A
2014-09-01
Accurately describing animal space use is vital to understanding how wildlife use habitat. Improvements in GPS technology continue to facilitate collection of telemetry data at high spatial and temporal resolutions. Application of the recently introduced dynamic Brownian bridge movement model (dBBMM) to such data is promising as the method explicitly incorporates the behavioural heterogeneity of a movement path into the estimated utilization distribution (UD). Utilization distributions defining space use are normally estimated for time-scales ranging from weeks to months, obscuring much of the fine-scale information available from high-volume GPS data sets. By accounting for movement heterogeneity, the dBBMM provides a rigorous, behaviourally based estimate of space use between each set of relocations. Focusing on UDs generated between individual sets of locations allows us to quantify fine-scale circadian variation in habitat use. We used the dBBMM to estimate UDs bounding individual time steps for three terrestrial species with different life histories to illustrate how the method can be used to identify fine-scale variations in habitat use. We also demonstrate how dBBMMs can be used to characterize circadian patterns of habitat selection and link fine-scale patterns of habitat use to behaviour. We observed circadian patterns of habitat use that varied seasonally for a white-tailed deer (Odocoileus virginianus) and coyote (Canis latrans). We found seasonal patterns in selection by the white-tailed deer and were able to link use of conifer forests and agricultural fields to behavioural state of the coyote. Additionally, we were able to quantify the date in which a Rio Grande wild turkey (Meleagris gallopavo intermedia) initiated laying as well as when during the day, she was most likely to visit the nest site to deposit eggs. The ability to quantify circadian patterns of habitat use may have important implications for research and management of wildlife
Minoura, Itsushi; Katayama, Eisaku; Sekimoto, Ken; Muto, Etsuko
2010-01-01
Various proteins are known to exhibit one-dimensional Brownian motion along charged rodlike polymers, such as microtubules (MTs), actin, and DNA. The electrostatic interaction between the proteins and the rodlike polymers appears to be crucial for one-dimensional Brownian motion, although the underlying mechanism has not been fully clarified. We examined the interactions of positively-charged nanoparticles composed of polyacrylamide gels with MTs. These hydrophilic nanoparticles bound to MTs ...
Xiao-Li Ding; Juan J. Nieto
2018-01-01
In this paper, we investigate analytical solutions of multi-time scale fractional stochastic differential equations driven by fractional Brownian motions. We firstly decompose homogeneous multi-time scale fractional stochastic differential equations driven by fractional Brownian motions into independent differential subequations, and give their analytical solutions. Then, we use the variation of constant parameters to obtain the solutions of nonhomogeneous multi-time scale fractional stochast...
Baldi, Paolo
2016-01-01
This presentation shows how to use the WebDewey tool. Features of WebDewey. Italian WebDewey compared with American WebDewey. Querying Italian WebDewey. Italian WebDewey and MARC21. Italian WebDewey and UNIMARC. Numbers, captions, "equivalente verbale": Dewey decimal classification in Italian catalogues. Italian WebDewey and Nuovo soggettario. Italian WebDewey and LCSH. Italian WebDewey compared with printed version of Italian Dewey Classification (22. edition): advantages and disadvantages o...
Directory of Open Access Journals (Sweden)
Anna Lamandini
2011-06-01
Full Text Available The semantic Web is a technology at the service of knowledge which is aimed at accessibility and the sharing of content; facilitating interoperability between different systems and as such is one of the nine key technological pillars of TIC (technologies for information and communication within the third theme, programme specific cooperation of the seventh programme framework for research and development (7°PQRS, 2007-2013. As a system it seeks to overcome overload or excess of irrelevant information in Internet, in order to facilitate specific or pertinent research. It is an extension of the existing Web in which the aim is for cooperation between and the computer and people (the dream of Sir Tim Berners –Lee where machines can give more support to people when integrating and elaborating data in order to obtain inferences and a global sharing of data. It is a technology that is able to favour the development of a “data web” in other words the creation of a space in both sets of interconnected and shared data (Linked Data which allows users to link different types of data coming from different sources. It is a technology that will have great effect on everyday life since it will permit the planning of “intelligent applications” in various sectors such as education and training, research, the business world, public information, tourism, health, and e-government. It is an innovative technology that activates a social transformation (socio-semantic Web on a world level since it redefines the cognitive universe of users and enables the sharing not only of information but of significance (collective and connected intelligence.
Association and Sequence Mining in Web Usage
Directory of Open Access Journals (Sweden)
Claudia Elena DINUCA
2011-06-01
Full Text Available Web servers worldwide generate a vast amount of information on web users’ browsing activities. Several researchers have studied these so-called clickstream or web access log data to better understand and characterize web users. Clickstream data can be enriched with information about the content of visited pages and the origin (e.g., geographic, organizational of the requests. The goal of this project is to analyse user behaviour by mining enriched web access log data. With the continued growth and proliferation of e-commerce, Web services, and Web-based information systems, the volumes of click stream and user data collected by Web-based organizations in their daily operations has reached astronomical proportions. This information can be exploited in various ways, such as enhancing the effectiveness of websites or developing directed web marketing campaigns. The discovered patterns are usually represented as collections of pages, objects, or re-sources that are frequently accessed by groups of users with common needs or interests. The focus of this paper is to provide an overview how to use frequent pattern techniques for discovering different types of patterns in a Web log database. In this paper we will focus on finding association as a data mining technique to extract potentially useful knowledge from web usage data. I implemented in Java, using NetBeans IDE, a program for identification of pages’ association from sessions. For exemplification, we used the log files from a commercial web site.
International Nuclear Information System (INIS)
Svin'in, I.R.
1982-01-01
Description of collective phenomena in heated nuclei within the framework of the Brownian approximation may be conditionally divided into two parts: 1) solution of the problem for some realization of a random force, 2) averaging in a set of all the possible realizations. Results of the present work are setted the first part of the problem in the case of surface quadrupole oscillations of spherical heated nuclei. Quadrupole surface oscillations of heated spherical nuclei are considered in the Brownian motion approximation. The integrals of motion are constructed taking into account the energy and angular momentum conservations for the nucleus in the process of relaxation of the collective excitations. Wave functions are obtained for states having definite values of the integrals of motion in the phonon representation. It is noted that the description scheme developed is easily used with respect to other multipolarity oscillations
International Nuclear Information System (INIS)
Berg-Soerensen, Kirstine; Flyvbjerg, Henrik
2005-01-01
One hundred years after Einstein modelled Brownian motion, a central aspect of this motion in incompressible fluids has not been verified experimentally: the thermal noise that drives the Brownian particle, is not white, as in Einstein's simple theory. It is slightly coloured, due to hydrodynamics and the fluctuation-dissipation theorem. This theoretical result from the 1970s was prompted by computer simulation results in apparent violation of Einstein's theory. We discuss how a direct experimental observation of this colour might be carried out by using optical tweezers to separate the thermal noise from the particle's dynamic response to it. Since the thermal noise is almost white, very good statistics is necessary to resolve its colour. That requires stable equipment and long recording times, possibly making this experiment one for the future only. We give results for experimental requirements and for stochastic errors as functions of experimental window and measurement time, and discuss some potential sources of systematic errors
Quantal Brownian Motion from RPA dynamics: The master and Fokker-Planck equations
International Nuclear Information System (INIS)
Yannouleas, C.
1984-05-01
From the purely quantal RPA description of the damped harmonic oscillator and of the corresponding Brownian Motion within the full space (phonon subspace plus reservoir), a master equation (as well as a Fokker-Planck equation) for the reduced density matrix (for the reduced Wigner function, respectively) within the phonon subspace is extracted. The RPA master equation agrees with the master equation derived by the time-dependent perturbative approaches which utilize Tamm-Dancoff Hilbert spaces and invoke the rotating wave approximation. Since the RPA yields a full, as well as a contracted description, it can account for both the kinetic and the unperturbed oscillator momenta. The RPA description of the quantal Brownian Motion contrasts with the descriptions provided by the time perturbative approaches whether they invoke or not the rotating wave approximation. The RPA description also contrasts with the phenomenological phase space quantization. (orig.)
Linear response approach to active Brownian particles in time-varying activity fields
Merlitz, Holger; Vuijk, Hidde D.; Brader, Joseph; Sharma, Abhinav; Sommer, Jens-Uwe
2018-05-01
In a theoretical and simulation study, active Brownian particles (ABPs) in three-dimensional bulk systems are exposed to time-varying sinusoidal activity waves that are running through the system. A linear response (Green-Kubo) formalism is applied to derive fully analytical expressions for the torque-free polarization profiles of non-interacting particles. The activity waves induce fluxes that strongly depend on the particle size and may be employed to de-mix mixtures of ABPs or to drive the particles into selected areas of the system. Three-dimensional Langevin dynamics simulations are carried out to verify the accuracy of the linear response formalism, which is shown to work best when the particles are small (i.e., highly Brownian) or operating at low activity levels.
Semantic Web Requirements through Web Mining Techniques
Hassanzadeh, Hamed; Keyvanpour, Mohammad Reza
2012-01-01
In recent years, Semantic web has become a topic of active research in several fields of computer science and has applied in a wide range of domains such as bioinformatics, life sciences, and knowledge management. The two fast-developing research areas semantic web and web mining can complement each other and their different techniques can be used jointly or separately to solve the issues in both areas. In addition, since shifting from current web to semantic web mainly depends on the enhance...
Treadmilling of actin filaments via Brownian dynamics simulations
DEFF Research Database (Denmark)
Guo, Kunkun; Shillcock, Julian C.; Lipowsky, Reinhard
2010-01-01
. For concentrations close to the critical concentration CT = CT,cr, the ﬁlaments undergo treadmilling, i.e., they grow at the barbed and shrink at the pointed end, which leads to directed translational motion of the whole ﬁlament. The corresponding nonequilibrium states are characterized by several global ﬂuxes...
A short note on the mean exit time of the Brownian motion
Cadeddu, Lucio; Farina, Maria Antonietta
We investigate the functional Ω↦ℰ(Ω) where Ω runs through the set of compact domains of fixed volume v in any Riemannian manifold (M,g) and where ℰ(Ω) is the mean exit time from Ω of the Brownian motion. We give an alternative analytical proof of a well-known fact on its critical points proved by McDonald: the critical points of ℰ(Ω) are harmonic domains.
Non-Markovian Effects on the Brownian Motion of a Free Particle
Bolivar, A. O.
2010-01-01
Non-Markovian effects upon the Brownian movement of a free particle in the presence as well as in the absence of inertial force are investigated within the framework of Fokker-Planck equations (Rayleigh and Smoluchowski equations). More specifically, it is predicted that non-Markovian features can enhance the values of the mean square displacement and momentum, thereby assuring the mathematical property of differentiability of the these physically observable quantities.
A one-dimensional gravitationally interacting gas and the convex minorant of Brownian motion
International Nuclear Information System (INIS)
Suidan, T M
2001-01-01
The surprising connection between a one-dimensional gravitationally interacting gas of sticky particles and the convex minorant process generated by Brownian motion on [0,1] is studied. A study is made of the dynamics of this 1-D gas system by identifying three distinct clustering regimes and the time scales at which they occur. At the critical moment of time the mass distribution of the gas can be computed in terms of functionals of the convex minorant process
Quantum Brownian motion in a bath of parametric oscillators: A model for system-field interactions
International Nuclear Information System (INIS)
Hu, B.L.; Matacz, A.
1994-01-01
The quantum Brownian motion paradigm provides a unified framework where one can see the interconnection of some basic quantum statistical processes such as decoherence, dissipation, particle creation, noise, and fluctuation. The present paper continues the investigation begun in earlier papers on the quantum Brownian motion in a general environment via the influence functional formalism. Here, the Brownian particle is coupled linearly to a bath of the most general time-dependent quadratic oscillators. This bath of parametric oscillators minics a scalar field, while the motion of the Brownian particle modeled by a single oscillator could be used to depict the behavior of a particle detector, a quantum field mode, or the scale factor of the Universe. An important result of this paper is the derivation of the influence functional encompassing the noise and dissipation kernels in terms of the Bogolubov coefficients, thus setting the stage for the influence functional formalism treatment of problems in quantum field theory in curved spacetime. This method enables one to trace the source of statistical processes such as decoherence and dissipation to vacuum fluctuations and particle creation, and in turn impart a statistical mechanical interpretation of quantum field processes. With this result we discuss the statistical mechanical origin of quantum noise and thermal radiance from black holes and from uniformly accelerated observers in Minkowski space as well as from the de Sitter universe discovered by Hawking, Unruh, and Gibbons and Hawking. We also derive the exact evolution operator and master equation for the reduced density matrix of the system interacting with a parametric oscillator bath in an initial squeezed thermal state. These results are useful for decoherence and back reaction studies for systems and processes of interest in semiclassical cosmology and gravity. Our model and results are also expected to be useful for related problems in quantum optics
Maximizing the Mean Exit Time of a Brownian Motion from an Interval
Directory of Open Access Journals (Sweden)
Mario Lefebvre
2011-01-01
Full Text Available Let X(t be a controlled one-dimensional standard Brownian motion starting from x∈(−d,d. The problem of optimally controlling X(t until |X(t|=d for the first time is solved explicitly in a particular case. The maximal value that the instantaneous reward given for survival in (−d,d can take is determined.
Asymptotic theory for Brownian semi-stationary processes with application to turbulence
DEFF Research Database (Denmark)
Corcuera, José Manuel; Hedevang, Emil; Pakkanen, Mikko S.
2013-01-01
This paper presents some asymptotic results for statistics of Brownian semi-stationary (BSS) processes. More precisely, we consider power variations of BSS processes, which are based on high frequency (possibly higher order) differences of the BSS model. We review the limit theory discussed......, which allow to obtain a valid central limit theorem for the critical region. Finally, we apply our statistical theory to turbulence data....
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...
Wells, Craig; Hulings, Zachery; Melnikov, Dmitriy; Gracheva, Maria
We study a nanopore inside a silicon dioxide membrane submerged in a KCl solution with a negatively charged polymer chain of varying lengths whose movement is described using Brownian dynamics. The polymer is attached to a molecule with a radius larger than that of the nanopore's which acts as a molecular stop, allowing the chain to thread the nanopore but preventing it from translocating. We found that the polymer chain's variation of movement along the nanopore decreased when increasing applied biases and chain lengths for portions of the chain closest to the molecular stop. The chain displacement within the pore is also compared to a freely translocating polymer where preliminary results show the free polymer having a greater variation in the radial direction. Overall, our preliminary results indicate that the radial direction of the polymer chain is dominated by the confinement in the narrow nanopore with restrictions imposed by the molecular stop and bias playing a lesser role. Understanding the interaction behavior of the polymer chain-stop molecule may lead to methods that decrease movement variation, facilitating an improvement on characterizing and identification of molecules. NSF DMR and CBET Grant No. 1352218.
Tufto, Jarle; Lande, Russell; Ringsby, Thor-Harald; Engen, Steinar; Saether, Bernt-Erik; Walla, Thomas R; DeVries, Philip J
2012-07-01
1. We develop a Bayesian method for analysing mark-recapture data in continuous habitat using a model in which individuals movement paths are Brownian motions, life spans are exponentially distributed and capture events occur at given instants in time if individuals are within a certain attractive distance of the traps. 2. The joint posterior distribution of the dispersal rate, longevity, trap attraction distances and a number of latent variables representing the unobserved movement paths and time of death of all individuals is computed using Gibbs sampling. 3. An estimate of absolute local population density is obtained simply by dividing the Poisson counts of individuals captured at given points in time by the estimated total attraction area of all traps. Our approach for estimating population density in continuous habitat avoids the need to define an arbitrary effective trapping area that characterized previous mark-recapture methods in continuous habitat. 4. We applied our method to estimate spatial demography parameters in nine species of neotropical butterflies. Path analysis of interspecific variation in demographic parameters and mean wing length revealed a simple network of strong causation. Larger wing length increases dispersal rate, which in turn increases trap attraction distance. However, higher dispersal rate also decreases longevity, thus explaining the surprising observation of a negative correlation between wing length and longevity. © 2012 The Authors. Journal of Animal Ecology © 2012 British Ecological Society.
Responsive web design workflow
LAAK, TIMO
2013-01-01
Responsive Web Design Workflow is a literature review about Responsive Web Design, a web standards based modern web design paradigm. The goals of this research were to define what responsive web design is, determine its importance in building modern websites and describe a workflow for responsive web design projects. Responsive web design is a paradigm to create adaptive websites, which respond to the properties of the media that is used to render them. The three key elements of responsi...
Stochastic interactions of two Brownian hard spheres in the presence of depletants
International Nuclear Information System (INIS)
Karzar-Jeddi, Mehdi; Fan, Tai-Hsi; Tuinier, Remco; Taniguchi, Takashi
2014-01-01
A quantitative analysis is presented for the stochastic interactions of a pair of Brownian hard spheres in non-adsorbing polymer solutions. The hard spheres are hypothetically trapped by optical tweezers and allowed for random motion near the trapped positions. The investigation focuses on the long-time correlated Brownian motion. The mobility tensor altered by the polymer depletion effect is computed by the boundary integral method, and the corresponding random displacement is determined by the fluctuation-dissipation theorem. From our computations it follows that the presence of depletion layers around the hard spheres has a significant effect on the hydrodynamic interactions and particle dynamics as compared to pure solvent and uniform polymer solution cases. The probability distribution functions of random walks of the two interacting hard spheres that are trapped clearly shift due to the polymer depletion effect. The results show that the reduction of the viscosity in the depletion layers around the spheres and the entropic force due to the overlapping of depletion zones have a significant influence on the correlated Brownian interactions
Dual-frequency magnetic particle imaging of the Brownian particle contribution
Energy Technology Data Exchange (ETDEWEB)
Viereck, Thilo, E-mail: t.viereck@tu-bs.de; Kuhlmann, Christian; Draack, Sebastian; Schilling, Meinhard; Ludwig, Frank
2017-04-01
Magnetic particle imaging (MPI) is an emerging medical imaging modality based on the non-linear response of magnetic nanoparticles to an exciting magnetic field. MPI has been recognized as a fast imaging technique with high spatial resolution in the mm range. For some applications of MPI, especially in the field of functional imaging, the determination of the particle mobility (Brownian rotation) is of great interest, as it enables binding detection in MPI. It also enables quantitative imaging in the presence of Brownian-dominated particles, which is otherwise implausible. Discrimination of different particle responses in MPI is possible via the joint reconstruction approach. In this contribution, we propose a dual-frequency acquisition scheme to enhance sensitivity and contrast in the detection of different particle mobilities compared to a standard single-frequency MPI protocol. The method takes advantage of the fact, that the magnetization response of the tracer is strongly frequency-dependent, i.e. for low excitation frequencies a stronger Brownian contribution is observed.
Bivariate Gaussian bridges: directional factorization of diffusion in Brownian bridge models.
Kranstauber, Bart; Safi, Kamran; Bartumeus, Frederic
2014-01-01
In recent years high resolution animal tracking data has become the standard in movement ecology. The Brownian Bridge Movement Model (BBMM) is a widely adopted approach to describe animal space use from such high resolution tracks. One of the underlying assumptions of the BBMM is isotropic diffusive motion between consecutive locations, i.e. invariant with respect to the direction. Here we propose to relax this often unrealistic assumption by separating the Brownian motion variance into two directional components, one parallel and one orthogonal to the direction of the motion. Our new model, the Bivariate Gaussian bridge (BGB), tracks movement heterogeneity across time. Using the BGB and identifying directed and non-directed movement within a trajectory resulted in more accurate utilisation distributions compared to dynamic Brownian bridges, especially for trajectories with a non-isotropic diffusion, such as directed movement or Lévy like movements. We evaluated our model with simulated trajectories and observed tracks, demonstrating that the improvement of our model scales with the directional correlation of a correlated random walk. We find that many of the animal trajectories do not adhere to the assumptions of the BBMM. The proposed model improves accuracy when describing the space use both in simulated correlated random walks as well as observed animal tracks. Our novel approach is implemented and available within the "move" package for R.
Environmental context explains Lévy and Brownian movement patterns of marine predators.
Humphries, Nicolas E; Queiroz, Nuno; Dyer, Jennifer R M; Pade, Nicolas G; Musyl, Michael K; Schaefer, Kurt M; Fuller, Daniel W; Brunnschweiler, Juerg M; Doyle, Thomas K; Houghton, Jonathan D R; Hays, Graeme C; Jones, Catherine S; Noble, Leslie R; Wearmouth, Victoria J; Southall, Emily J; Sims, David W
2010-06-24
An optimal search theory, the so-called Lévy-flight foraging hypothesis, predicts that predators should adopt search strategies known as Lévy flights where prey is sparse and distributed unpredictably, but that Brownian movement is sufficiently efficient for locating abundant prey. Empirical studies have generated controversy because the accuracy of statistical methods that have been used to identify Lévy behaviour has recently been questioned. Consequently, whether foragers exhibit Lévy flights in the wild remains unclear. Crucially, moreover, it has not been tested whether observed movement patterns across natural landscapes having different expected resource distributions conform to the theory's central predictions. Here we use maximum-likelihood methods to test for Lévy patterns in relation to environmental gradients in the largest animal movement data set assembled for this purpose. Strong support was found for Lévy search patterns across 14 species of open-ocean predatory fish (sharks, tuna, billfish and ocean sunfish), with some individuals switching between Lévy and Brownian movement as they traversed different habitat types. We tested the spatial occurrence of these two principal patterns and found Lévy behaviour to be associated with less productive waters (sparser prey) and Brownian movements to be associated with productive shelf or convergence-front habitats (abundant prey). These results are consistent with the Lévy-flight foraging hypothesis, supporting the contention that organism search strategies naturally evolved in such a way that they exploit optimal Lévy patterns.
Brownian motion in complex fluids: venerable field and frontier of modern physics
International Nuclear Information System (INIS)
Vizcarra-Rendon, A.; Medina-Noyola, M.; Ruiz-Estrada, H.; Arauz-Lara, J.L.
1989-01-01
This paper reviews the current status of our understanding of tracer-diffusion phenomena in colloidal suspensions. This is the most direct observation of the Brownian motion executed by labelled Brownian particles interacting with the rest of colloidal particles in a suspension. The fundamental description of this phenomenon constitutes today one of the most relevant problems in the process of understanding the dynamic properties of this important class of complex fluids, from the experimental and theoretical perspective of physical research. This paper describes the recent developments in the extension of the classical theory of Brownian motion and its application to the description of the effects of direct and hydrodynamic interactions among colloidal particles. As a result, a coherent pictured has emerged in which the agreement between theory and experiment from nature fields of physics. The moral of the paper is that the use of well established concepts as statistical physics, assisted by modern experimental techniques, are contributing to transform complex fluids into a more amialbe class of materials from the point of view of the physicist. (Author)
On-chip measurements of Brownian relaxation vs. concentration of 40nm magnetic beads
DEFF Research Database (Denmark)
Østerberg, Frederik Westergaard; Rizzi, Giovanni; Hansen, Mikkel Fougt
2012-01-01
We present on-chip Brownian relaxation measurements on a logarithmic dilution series of 40 nm beads dispersed in water with bead concentrations between 16 mu g/ml and 4000 mu g/ml. The measurements are performed using a planar Hall effect bridge sensor at frequencies up to 1 MHz. No external fields...... are needed as the beads are magnetized by the field generated by the applied sensor bias current. We show that the Brownian relaxation frequency can be extracted from fitting the Cole-Cole model to measurements for bead concentrations of 64 mu g/ml or higher and that the measured dynamic magnetic response...... is proportional to the bead concentration. For bead concentrations higher than or equal to 500 mu g/ml, we extract a hydrodynamic diameter of 47(1) nm for the beads, which is close to the nominal bead size of 40 nm. Furthermore, we study the signal vs. bead concentration at a fixed frequency close to the Brownian...
Feller processes: the next generation in modeling. Brownian motion, Lévy processes and beyond.
Directory of Open Access Journals (Sweden)
Björn Böttcher
Full Text Available We present a simple construction method for Feller processes and a framework for the generation of sample paths of Feller processes. The construction is based on state space dependent mixing of Lévy processes. Brownian Motion is one of the most frequently used continuous time Markov processes in applications. In recent years also Lévy processes, of which Brownian Motion is a special case, have become increasingly popular. Lévy processes are spatially homogeneous, but empirical data often suggest the use of spatially inhomogeneous processes. Thus it seems necessary to go to the next level of generalization: Feller processes. These include Lévy processes and in particular brownian motion as special cases but allow spatial inhomogeneities. Many properties of Feller processes are known, but proving the very existence is, in general, very technical. Moreover, an applicable framework for the generation of sample paths of a Feller process was missing. We explain, with practitioners in mind, how to overcome both of these obstacles. In particular our simulation technique allows to apply Monte Carlo methods to Feller processes.
Theory of relativistic Brownian motion in the presence of electromagnetic field in (1+1) dimension
Mukhopadhyay, Annesh; Bandyopadhyay, M.; Bhamidipati, C.
2018-04-01
In this work, we consider the relativistic generalization of the theory of Brownian motion for the (1+1) dimensional case, which is again consistent with Einstein's special theory of relativity and reduces to standard Brownian motion in the Newtonian limit. All the generalizations are made considering Special theory of relativity into account. The particle under consideration has a velocity close to the speed of light and is a free Brownian particle suspended in a heat bath. With this generalization the velocity probability density functions are also obtained using Ito, Stratonovich and Hanggi-Klimontovich approach of pre-point, mid-point and post-point discretization rule. Subsequently, in our work, we have obtained the relativistic Langevin equations in the presence of an electromagnetic field. Finally, taking a special case of a constant vector potential and a constant electric field into account the Langevin equations are solved for the momentum and subsequently the velocity of the particle. Using a similar approach to the Fokker-planck equations of motion, the velocity distributions are also obtained in the presence of a constant vector potential and are plotted, which shows essential deviations from the one obtained without a potential. Our constant potential model can be realized in an optical potential.
Brownian motion and the heat equation on superspace and anyspace
International Nuclear Information System (INIS)
Majid, S.; Rodriguez-Plaza, M.J.
1993-01-01
We use random walks to study diffusion on anyspace. Anyspace is characterized by co-ordinate ξ with ξ N =0 and statistics ξξ'=e 2πi/N ξ'ξ between independent copies. Anyonic integration and anyonic Dirac δ-functions are introduced, and reduce to familiar results for supersymmetry when N=2. These ingredients are then used to formulate and solve the resulting anyonic diffusion equation. (oirg.)
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
Fiore, Andrew M.; Swan, James W.
2018-01-01
Brownian Dynamics simulations are an important tool for modeling the dynamics of soft matter. However, accurate and rapid computations of the hydrodynamic interactions between suspended, microscopic components in a soft material are a significant computational challenge. Here, we present a new method for Brownian dynamics simulations of suspended colloidal scale particles such as colloids, polymers, surfactants, and proteins subject to a particular and important class of hydrodynamic constraints. The total computational cost of the algorithm is practically linear with the number of particles modeled and can be further optimized when the characteristic mass fractal dimension of the suspended particles is known. Specifically, we consider the so-called "stresslet" constraint for which suspended particles resist local deformation. This acts to produce a symmetric force dipole in the fluid and imparts rigidity to the particles. The presented method is an extension of the recently reported positively split formulation for Ewald summation of the Rotne-Prager-Yamakawa mobility tensor to higher order terms in the hydrodynamic scattering series accounting for force dipoles [A. M. Fiore et al., J. Chem. Phys. 146(12), 124116 (2017)]. The hydrodynamic mobility tensor, which is proportional to the covariance of particle Brownian displacements, is constructed as an Ewald sum in a novel way which guarantees that the real-space and wave-space contributions to the sum are independently symmetric and positive-definite for all possible particle configurations. This property of the Ewald sum is leveraged to rapidly sample the Brownian displacements from a superposition of statistically independent processes with the wave-space and real-space contributions as respective covariances. The cost of computing the Brownian displacements in this way is comparable to the cost of computing the deterministic displacements. The addition of a stresslet constraint to the over-damped particle
Dependence of Brownian and Néel relaxation times on magnetic field strength
International Nuclear Information System (INIS)
Deissler, Robert J.; Wu, Yong; Martens, Michael A.
2014-01-01
Purpose: In magnetic particle imaging (MPI) and magnetic particle spectroscopy (MPS) the relaxation time of the magnetization in response to externally applied magnetic fields is determined by the Brownian and Néel relaxation mechanisms. Here the authors investigate the dependence of the relaxation times on the magnetic field strength and the implications for MPI and MPS. Methods: The Fokker–Planck equation with Brownian relaxation and the Fokker–Planck equation with Néel relaxation are solved numerically for a time-varying externally applied magnetic field, including a step-function, a sinusoidally varying, and a linearly ramped magnetic field. For magnetic fields that are applied as a step function, an eigenvalue approach is used to directly calculate both the Brownian and Néel relaxation times for a range of magnetic field strengths. For Néel relaxation, the eigenvalue calculations are compared to Brown's high-barrier approximation formula. Results: The relaxation times due to the Brownian or Néel mechanisms depend on the magnitude of the applied magnetic field. In particular, the Néel relaxation time is sensitive to the magnetic field strength, and varies by many orders of magnitude for nanoparticle properties and magnetic field strengths relevant for MPI and MPS. Therefore, the well-known zero-field relaxation times underestimate the actual relaxation times and, in particular, can underestimate the Néel relaxation time by many orders of magnitude. When only Néel relaxation is present—if the particles are embedded in a solid for instance—the authors found that there can be a strong magnetization response to a sinusoidal driving field, even if the period is much less than the zero-field relaxation time. For a ferrofluid in which both Brownian and Néel relaxation are present, only one relaxation mechanism may dominate depending on the magnetic field strength, the driving frequency (or ramp time), and the phase of the magnetization relative to the
van Ommering, K.; Nieuwenhuis, J.H.; IJzendoorn, van L.J.; Koopmans, B.; Prins, M.W.J.
2006-01-01
An increasing number of biomedical applications requires detailed knowledge of the magnetic susceptibility of individual particles. With conventional techniques it is very difficult to analyze individual particles smaller than 1 µm. The authors demonstrate how the susceptibility of individual
Wang, Ximing; Edwardson, Matthew; Dromerick, Alexander; Winstein, Carolee; Wang, Jing; Liu, Brent
2015-03-01
Previously, we presented an Interdisciplinary Comprehensive Arm Rehabilitation Evaluation (ICARE) imaging informatics system that supports a large-scale phase III stroke rehabilitation trial. The ePR system is capable of displaying anonymized patient imaging studies and reports, and the system is accessible to multiple clinical trial sites and users across the United States via the web. However, the prior multicenter stroke rehabilitation trials lack any significant neuroimaging analysis infrastructure. In stroke related clinical trials, identification of the stroke lesion characteristics can be meaningful as recent research shows that lesion characteristics are related to stroke scale and functional recovery after stroke. To facilitate the stroke clinical trials, we hope to gain insight into specific lesion characteristics, such as vascular territory, for patients enrolled into large stroke rehabilitation trials. To enhance the system's capability for data analysis and data reporting, we have integrated new features with the system: a digital brain template display, a lesion quantification tool and a digital case report form. The digital brain templates are compiled from published vascular territory templates at each of 5 angles of incidence. These templates were updated to include territories in the brainstem using a vascular territory atlas and the Medical Image Processing, Analysis and Visualization (MIPAV) tool. The digital templates are displayed for side-by-side comparisons and transparent template overlay onto patients' images in the image viewer. The lesion quantification tool quantifies planimetric lesion area from user-defined contour. The digital case report form stores user input into a database, then displays contents in the interface to allow for reviewing, editing, and new inputs. In sum, the newly integrated system features provide the user with readily-accessible web-based tools to identify the vascular territory involved, estimate lesion area
US Agency for International Development — WebTA is a web-based time and attendance system that supports USAID payroll administration functions, and is designed to capture hours worked, leave used and...
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.
Conserved linear dynamics of single-molecule Brownian motion
Serag, Maged F.; Habuchi, Satoshi
2017-06-01
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.
Conserved linear dynamics of single-molecule Brownian motion
Serag, Maged F.; Habuchi, Satoshi
2017-01-01
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.
Mižišin, Michal
2013-01-01
Web server attack analyzer - Abstract The goal of this work was to create prototype of analyzer of injection flaws attacks on web server. Proposed solution combines capabilities of web application firewall and web server log analyzer. Analysis is based on configurable signatures defined by regular expressions. This paper begins with summary of web attacks, followed by detection techniques analysis on web servers, description and justification of selected implementation. In the end are charact...
Pollock, Jeffrey T
2009-01-01
Semantic Web technology is already changing how we interact with data on the Web. By connecting random information on the Internet in new ways, Web 3.0, as it is sometimes called, represents an exciting online evolution. Whether you're a consumer doing research online, a business owner who wants to offer your customers the most useful Web site, or an IT manager eager to understand Semantic Web solutions, Semantic Web For Dummies is the place to start! It will help you:Know how the typical Internet user will recognize the effects of the Semantic WebExplore all the benefits the data Web offers t
International Nuclear Information System (INIS)
Bocquet, L.; Hansen, J.P.; Piasecki, J.
1997-01-01
In this work, we show that in any finite system, the binary friction tenser for two Brownian particles cannot be directly estimated from an evaluation of the microscopic Green Kubo formula, involving the time integral of force-force autocorrelation functions. This pitfall is associated with a subtle inversion of the thermodynamic and long-time limits and leads to spurious results for the estimates of the friction matrix based on molecular dynamics simulations. Starting from a careful analysis of the coupled Langevin equations for two interacting Brownian particles, we derive a method to circumvent these effects and extract the binary friction tenser from the correlation function matrix of the instantaneous forces exerted by the bath particles on the fixed Brownian particles, and from the relaxation of the total momentum of the bath in a finite system. The general methodology is applied to the case of two hard or soft Brownian spheres in a bath of light particles. Numerical estimates of the relevant correlation functions and of the resulting self and mutual components of the matrix of friction tensors are obtained by molecular dynamics simulations for various spacings between the Brownian particles
Where are the parasites in food webs?
Directory of Open Access Journals (Sweden)
Sukhdeo Michael VK
2012-10-01
Full Text Available Abstract This review explores some of the reasons why food webs seem to contain relatively few parasite species when compared to the full diversity of free living species in the system. At present, there are few coherent food web theories to guide scientific studies on parasites, and this review posits that the methods, directions and questions in the field of food web ecology are not always congruent with parasitological inquiry. For example, topological analysis (the primary tool in food web studies focuses on only one of six important steps in trematode life cycles, each of which requires a stable community dynamic to evolve. In addition, these transmission strategies may also utilize pathways within the food web that are not considered in traditional food web investigations. It is asserted that more effort must be focused on parasite-centric models, and a central theme is that many different approaches will be required. One promising approach is the old energetic perspective, which considers energy as the critical resource for all organisms, and the currency of all food web interactions. From the parasitological point of view, energy can be used to characterize the roles of parasites at all levels in the food web, from individuals to populations to community. The literature on parasite energetics in food webs is very sparse, but the evidence suggests that parasite species richness is low in food webs because parasites are limited by the quantity of energy available to their unique lifestyles.
Where are the parasites in food webs?
2012-01-01
This review explores some of the reasons why food webs seem to contain relatively few parasite species when compared to the full diversity of free living species in the system. At present, there are few coherent food web theories to guide scientific studies on parasites, and this review posits that the methods, directions and questions in the field of food web ecology are not always congruent with parasitological inquiry. For example, topological analysis (the primary tool in food web studies) focuses on only one of six important steps in trematode life cycles, each of which requires a stable community dynamic to evolve. In addition, these transmission strategies may also utilize pathways within the food web that are not considered in traditional food web investigations. It is asserted that more effort must be focused on parasite-centric models, and a central theme is that many different approaches will be required. One promising approach is the old energetic perspective, which considers energy as the critical resource for all organisms, and the currency of all food web interactions. From the parasitological point of view, energy can be used to characterize the roles of parasites at all levels in the food web, from individuals to populations to community. The literature on parasite energetics in food webs is very sparse, but the evidence suggests that parasite species richness is low in food webs because parasites are limited by the quantity of energy available to their unique lifestyles. PMID:23092160
Quantum harmonic Brownian motion in a general environment: A modified phase-space approach
International Nuclear Information System (INIS)
Yeh, L.
1993-01-01
After extensive investigations over three decades, the linear-coupling model and its equivalents have become the standard microscopic models for quantum harmonic Brownian motion, in which a harmonically bound Brownian particle is coupled to a quantum dissipative heat bath of general type modeled by infinitely many harmonic oscillators. The dynamics of these models have been studied by many authors using the quantum Langevin equation, the path-integral approach, quasi-probability distribution functions (e.g., the Wigner function), etc. However, the quantum Langevin equation is only applicable to some special problems, while other approaches all involve complicated calculations due to the inevitable reduction (i.e., contraction) operation for ignoring/eliminating the degrees of freedom of the heat bath. In this dissertation, the author proposes an improved methodology via a modified phase-space approach which employs the characteristic function (the symplectic Fourier transform of the Wigner function) as the representative of the density operator. This representative is claimed to be the most natural one for performing the reduction, not only because of its simplicity but also because of its manifestation of geometric meaning. Accordingly, it is particularly convenient for studying the time evolution of the Brownian particle with an arbitrary initial state. The power of this characteristic function is illuminated through a detailed study of several physically interesting problems, including the environment-induced damping of quantum interference, the exact quantum Fokker-Planck equations, and the relaxation of non-factorizable initial states. All derivations and calculations axe shown to be much simplified in comparison with other approaches. In addition to dynamical problems, a novel derivation of the fluctuation-dissipation theorem which is valid for all quantum linear systems is presented
International Nuclear Information System (INIS)
Lee, Song Hi
2010-01-01
We presented a molecular dynamics (MD) simulation study of friction behavior between two very massive Brownian particles (BPs) oriented along the z axis with BP centers at -R 12 /2 and R 12 /2 in a Lennard-Jones solvent as a function of the inter-particle separation, R 12 . In order to fix the BPs in space an MD simulation method with the mass of the BP as 10 90 g/mol was employed in which the total momentum of the system was conserved. The cross friction coefficients of x- and y-components are nearly insensitive to R 12 but that of z-component varies with R 12 in good accord with the simple hydrodynamic approximation. On the other hand, the self-friction coefficients are estimated as a very small difference from the single particle friction coefficients, ξ 0 , at all inter-particle separations which agrees with the simple hydrodynamic approximation. Consequently ξ (-) xx is nearly independent of R 12 and equal to its asymptotic value of twice the single particle friction coefficient, and the other relative friction, ξ (-) zz , is in good agreement with the simple hydrodynamic approximation. Molecular theory of Brownian motion of a single heavy particle in a fluid had received a considerable attention in earlier years. After molecular dynamics (MD) simulation technique was utilized, this subject has been widely studied by a variety of MD simulation methods. The common issues here were about the long time behavior of the force and velocity autocorrelation functions, the system size dependent friction coefficient of a massive Brownian particle, and test of the Stokes-Einstein law
Diffusion limit of Lévy-Lorentz gas is Brownian motion
Magdziarz, Marcin; Szczotka, Wladyslaw
2018-07-01
In this paper we analyze asymptotic behaviour of a stochastic process called Lévy-Lorentz gas. This process is aspecial kind of continuous-time random walk in which walker moves in the fixed environment composed of scattering points. Upon each collision the walker performs a flight to the nearest scattering point. This type of dynamics is observed in Lévy glasses or long quenched polymers. We show that the diffusion limit of Lévy-Lorentz gas with finite mean distance between scattering centers is the standard Brownian motion. Thus, for long times the behaviour of the Lévy-Lorentz gas is close to the diffusive regime.
International Nuclear Information System (INIS)
Rigos, A.A.; Wilemski, G.
1992-01-01
The shear thinning behavior of a sterically stabilized nonaqueous colloidal suspension was investigated using nonequilibrium Brownian dynamics simulations of systems with 108 and 256 particles. At a volume fraction of 0.4, the suspension is thixotropic: it has a reversible shear thinning transition from a disordered state to an ordered, lamellar state with triangularly packed strings of particles. The time scale for the transition is set by the free particle diffusion constant. For the smaller system, the transition occurs gradually with increasing shear rate. For the larger system, the transition is sharp and discontinuous shear thinning is found. 34 refs., 9 figs., 1 tab
Xie, Ping
2009-09-16
A general model is presented for the processive movement of molecular motors such as λ-exonuclease, RecJ and exonuclease I that use digestion of a DNA track to rectify Brownian motion along this track. Using this model, the translocation dynamics of these molecular motors is studied. The sequence-dependent pausing of λ-exonuclease, which results from a site-specific high affinity DNA interaction, is also studied. The theoretical results are consistent with available experimental data. Moreover, the model is used to predict the lifetime distribution and force dependence of these paused states.
International Nuclear Information System (INIS)
Xie Ping
2009-01-01
A general model is presented for the processive movement of molecular motors such as λ-exonuclease, RecJ and exonuclease I that use digestion of a DNA track to rectify Brownian motion along this track. Using this model, the translocation dynamics of these molecular motors is studied. The sequence-dependent pausing of λ-exonuclease, which results from a site-specific high affinity DNA interaction, is also studied. The theoretical results are consistent with available experimental data. Moreover, the model is used to predict the lifetime distribution and force dependence of these paused states.
Facilitated movement of inertial Brownian motors driven by a load under an asymmetric potential.
Ai, Bao-quan; Liu, Liang-gang
2007-10-01
Based on recent work [L. Machura, M. Kostur, P. Talkner, J. Luczka, and P. Hanggi, Phys. Rev. Lett. 98, 040601 (2007)], we extend the study of inertial Brownian motors to the case of an asymmetric potential. It is found that some transport phenomena appear in the presence of an asymmetric potential. Within tailored parameter regimes, there exists two optimal values of the load at which the mean velocity takes its maximum, which means that a load can facilitate the transport in the two parameter regimes. In addition, the phenomenon of multiple current reversals can be observed when the load is increased.
Stability Analysis and Application for Delayed Neural Networks Driven by Fractional Brownian Noise.
Zhou, Wuneng; Zhou, Xianghui; Yang, Jun; Zhou, Jun; Tong, Dongbing
2018-05-01
This paper deals with two types of the stability problem for the delayed neural networks driven by fractional Brownian noise (FBN). The existence and the uniqueness of the solution to the main system with respect to FBN are proved via fixed point theory. Based on Hilbert-Schmidt operator theory and analytic semigroup principle, the mild solution of the stochastic neural networks is obtained. By applying the stochastic analytic technique and some well-known inequalities, the asymptotic stability criteria and the exponential stability condition are established. Both numerical example and practical application for synchronization control of multiagent system are provided to illustrate the effectiveness and potential of the proposed techniques.
International Nuclear Information System (INIS)
Ai Baoquan; Wang Liqiu; Liu Lianggang
2006-01-01
We study the thermodynamic features of a thermal motor driven by temperature differences, which consists of a Brownian particle moving in a sawtooth potential with an external load. The motor can work as a heat engine or a refrigerator under different conditions. The heat flow driven by both potential and kinetic energy is considered. The former is reversible when the engine works quasistatically and the latter is always irreversible. The efficiency of the heat engine (Coefficient Of Performance (COP) of a refrigerator) can never approach Carnot efficiency (COP)
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.
A bimodal temom model for particle Brownian coagulation in the continuum-slip regime
Directory of Open Access Journals (Sweden)
He Qing
2016-01-01
Full Text Available In this paper, a bimodal Taylor-series expansion moment of method is proposed to deal with Brownian coagulation in the continuum-slip regime, where the non-linear terms in the Cunningham correction factor is approximated by Taylor-series expansion technology. The results show that both the number concentration and volume fraction decrease with time in the smaller mode due to the intra and inter coagulation, and the asymptotic behavior of the larger mode is as same as that in the continuum regime.
On Drift Parameter Estimation in Models with Fractional Brownian Motion by Discrete Observations
Directory of Open Access Journals (Sweden)
Yuliya Mishura
2014-06-01
Full Text Available We study a problem of an unknown drift parameter estimation in a stochastic differen- tial equation driven by fractional Brownian motion. We represent the likelihood ratio as a function of the observable process. The form of this representation is in general rather complicated. However, in the simplest case it can be simplified and we can discretize it to establish the a. s. convergence of the discretized version of maximum likelihood estimator to the true value of parameter. We also investigate a non-standard estimator of the drift parameter showing further its strong consistency.
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...
Singularity spectra of fractional Brownian motions as a multi-fractal
International Nuclear Information System (INIS)
Kim, T.S.; Kim, S.
2004-01-01
Fractional Brownian motion acts as a random process with statistical self-similarity in time and self-affinity in shape. From these properties, the complicated patterns can be suitably represented by it with a minimal parameter and less memory. By considering its statistical property through the power spectrum density we can see that this process is not stationary, even though its differential motion is stationary. So in this paper, by taking the wavelet transform instead of Fourier transformation we investigate its multi-fractal spectrum as a multi-fractal model
Chain propagator, mass, and universality in polymer solutions from Brownian relativity
International Nuclear Information System (INIS)
Mezzasalma, Stefano A.
2005-01-01
A Lagrangian theory for single chains in polymer solutions is addressed via a recent Brownian relativity. By employing generalized diffusive coordinates, statements of covariance and diffusivity invariance result into free particle Lagrangians, where mass turns out to rise as a universal spacetime property. It descends from lowering diffusivity (or curving spacetime), so identifying a mechanism which conceptually resemble those ruling macromolecular scaling laws. An extended chain propagator recovers the Gaussian end-to-end distribution and, in the limits of time-like and space-like orbits, the dualism for diffusive paths and polymer random-walks
International Nuclear Information System (INIS)
Soskin, S.M.
1987-01-01
The authors examine Brownian motion in a square well with reflecting walls. An exact solution is obtained for the corresponding Einstein-Fokker-Planck equation, which is used to find the coordinate correlation function in explicit form. The correlation function, normalized to the square of the distance between the walls, typically exhibits a similarity property: its behavior as a function of time, friction, temperature, and wall separation reduces to a function of one simple combination of those four quantities. The limiting cases of low and high friction are investigated in detail, with explicit expressions being derived for the spectrum
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.
Tyagi, Neha; Cherayil, Binny J.
2018-03-01
The increasingly widespread occurrence in complex fluids of particle motion that is both Brownian and non-Gaussian has recently been found to be successfully modeled by a process (frequently referred to as ‘diffusing diffusivity’) in which the white noise that governs Brownian diffusion is itself stochastically modulated by either Ornstein–Uhlenbeck dynamics or by two-state noise. But the model has so far not been able to account for an aspect of non-Gaussian Brownian motion that is also commonly observed: a non-monotonic decay of the parameter that quantifies the extent of deviation from Gaussian behavior. In this paper, we show that the inclusion of memory effects in the model—via a generalized Langevin equation—can rationalise this phenomenon.
Patti, Alessandro; Cuetos, Alejandro
2012-07-01
We report on the diffusion of purely repulsive and freely rotating colloidal rods in the isotropic, nematic, and smectic liquid crystal phases to probe the agreement between Brownian and Monte Carlo dynamics under the most general conditions. By properly rescaling the Monte Carlo time step, being related to any elementary move via the corresponding self-diffusion coefficient, with the acceptance rate of simultaneous trial displacements and rotations, we demonstrate the existence of a unique Monte Carlo time scale that allows for a direct comparison between Monte Carlo and Brownian dynamics simulations. To estimate the validity of our theoretical approach, we compare the mean square displacement of rods, their orientational autocorrelation function, and the self-intermediate scattering function, as obtained from Brownian dynamics and Monte Carlo simulations. The agreement between the results of these two approaches, even under the condition of heterogeneous dynamics generally observed in liquid crystalline phases, is excellent.
Stroeykens, Steven
2004-01-01
The WEB could be much more useful if the computers understood something of information on the Web pages. That explains the goal of the "semantic Web", a project in which takes part, amongst others, Tim Berners Lee, the inventor of the original WEB
Simmons, Cory
2013-01-01
A step-by-step tutorial approach which will teach the readers what responsive web design is and how it is used in designing a responsive web page.If you are a web-designer looking to expand your skill set by learning the quickly growing industry standard of responsive web design, this book is ideal for you. Knowledge of CSS is assumed.
Zhang, Chuanrong; Li, Weidong
2015-01-01
This book covers key issues related to Geospatial Semantic Web, including geospatial web services for spatial data interoperability; geospatial ontology for semantic interoperability; ontology creation, sharing, and integration; querying knowledge and information from heterogeneous data source; interfaces for Geospatial Semantic Web, VGI (Volunteered Geographic Information) and Geospatial Semantic Web; challenges of Geospatial Semantic Web; and development of Geospatial Semantic Web applications. This book also describes state-of-the-art technologies that attempt to solve these problems such as WFS, WMS, RDF, OWL, and GeoSPARQL, and demonstrates how to use the Geospatial Semantic Web technologies to solve practical real-world problems such as spatial data interoperability.
When the Present Web is Later the Past
DEFF Research Database (Denmark)
Brügger, Niels
2012-01-01
Taking as point of departure that since the mid-1990s the web has been an essential medium within society as well as in academia this article addresses some fundamental questions related to web historiography, that is the writing of the history of the web. After a brief identification of some...... limitations within digital history and internet studies vis-a-vis web historiography it is argued that the web is in itself an important historical source, and that special attention must be drawn to the web in web archives – termed reborn-digital material – since these sources will probably be the only web...... left for future historians. In line with this argument the remainder of the article discusses the following methodological issues: What characterizes the reborn-digital material in web archives, and how does this affect the historian’s use of the material as well as the possible application of digital...
DEFF Research Database (Denmark)
Østerberg, Frederik Westergaard; Dalslet, Bjarke Thomas; Snakenborg, Detlef
2010-01-01
using only the self-field arising from the bias current applied to the sensors as excitation field. We present measurements on a suspension of magnetic beads with a nominal diameter of 250 nm vs. temperature and find that the observations are consistent with the Cole-Cole model for Brownian relaxation...... with a constant hydrodynamic bead diameter when the temperature dependence of the viscosity of water is taken into account. These measurements demonstrate the feasibility of performing measurements of the Brownian relaxation response in a lab-on-a-chip system and constitute the first step towards an integrated...... biosensor based on the detection of the dynamic response of magnetic beads....
Rykowski, Jarogniew
2007-01-01
In this paper we propose an application of software agents to provide Virtual Web Services. A Virtual Web Service is a linked collection of several real and/or virtual Web Services, and public and private agents, accessed by the user in the same way as a single real Web Service. A Virtual Web Service allows unrestricted comparison, information merging, pipelining, etc., of data coming from different sources and in different forms. Detailed architecture and functionality of a single Virtual We...
Shadbolt, Nigel; Berners-Lee, Tim; Hall, Wendy
2006-01-01
The original Scientific American article on the Semantic Web appeared in 2001. It described the evolution of a Web that consisted largely of documents for humans to read to one that included data and information for computers to manipulate. The Semantic Web is a Web of actionable information--information derived from data through a semantic theory for interpreting the symbols.This simple idea, however, remains largely unrealized. Shopbots and auction bots abound on the Web, but these are esse...
Suralkar, Sunita; Joshi, Nilambari; Meshram, B B
2013-01-01
This paper describes about the need for Web project management, fundamentals of project management for web projects: what it is, why projects go wrong, and what's different about web projects. We also discuss Cost Estimation Techniques based on Size Metrics. Though Web project development is similar to traditional software development applications, the special characteristics of Web Application development requires adaption of many software engineering approaches or even development of comple...
Directory of Open Access Journals (Sweden)
Robert Bichler
2010-02-01
Full Text Available Currently, there is much talk of Web 2.0 and Social Software. A common understanding of these notions is not yet in existence. The question of what makes Social Software social has thus far also remained unacknowledged. In this paper we provide a theoretical understanding of these notions by outlining a model of the Web as a techno-social system that enhances human cognition towards communication and co-operation. According to this understanding, we identify three qualities of the Web, namely Web 1.0 as a Web of cognition, Web 2.0 as a Web of human communication, and Web 3.0 as a Web of co-operation. We use the terms Web 1.0, Web 2.0, Web 3.0 not in a technical sense, but for describing and characterizing the social dynamics and information processes that are part of the Internet.
Directory of Open Access Journals (Sweden)
CLAUDIA ELENA DINUCĂ
2011-01-01
Full Text Available The World Wide Web became one of the most valuable resources for information retrievals and knowledge discoveries due to the permanent increasing of the amount of data available online. Taking into consideration the web dimension, the users get easily lost in the web’s rich hyper structure. Application of data mining methods is the right solution for knowledge discovery on the Web. The knowledge extracted from the Web can be used to raise the performances for Web information retrievals, question answering and Web based data warehousing. In this paper, I provide an introduction of Web mining categories and I focus on one of these categories: the Web structure mining. Web structure mining, one of three categories of web mining for data, is a tool used to identify the relationship between Web pages linked by information or direct link connection. It offers information about how different pages are linked together to form this huge web. Web Structure Mining finds hidden basic structures and uses hyperlinks for more web applications such as web search.
Semantic Web Technologies for the Adaptive Web
DEFF Research Database (Denmark)
Dolog, Peter; Nejdl, Wolfgang
2007-01-01
Ontologies and reasoning are the key terms brought into focus by the semantic web community. Formal representation of ontologies in a common data model on the web can be taken as a foundation for adaptive web technologies as well. This chapter describes how ontologies shared on the semantic web...... provide conceptualization for the links which are a main vehicle to access information on the web. The subject domain ontologies serve as constraints for generating only those links which are relevant for the domain a user is currently interested in. Furthermore, user model ontologies provide additional...... means for deciding which links to show, annotate, hide, generate, and reorder. The semantic web technologies provide means to formalize the domain ontologies and metadata created from them. The formalization enables reasoning for personalization decisions. This chapter describes which components...
Liot, O; Socol, M; Garcia, L; Thiéry, J; Figarol, A; Mingotaud, A F; Joseph, P
2018-06-13
This paper presents experimental results about transport of dilute suspensions of nano-objects in silicon-glass micrometric and sub-micrometric channels. Two kinds of objects are used: solid, rigid latex beads and spherical capsule-shaped, soft polymersomes. They are tracked using fluorescence microscopy. Three aspects are studied: confinement (ratio between particle diameter and channel depth), Brownian diffusion and particle nature. The aim of this work is to understand how these different aspects affect the transport of suspensions in narrow channels and to understand the different mechanisms at play. Concerning the solid beads we observe the appearance of two regimes, one where the experimental mean velocity is close to the expected one and another where this velocity is lower. This is directly related to a competition between confinement, Brownian diffusion and advection. These two regimes are shown to be linked to the inhomogeneity of particles distribution in the channel depth, which we experimentally deduce from velocity distributions. This inhomogeneity appears during the entrance process into the sub-micrometric channels, as for hydrodynamic separation or deterministic lateral displacement. Concerning the nature of the particles we observed a shift of transition towards the second regime likely due to the relationships between shear stress and polymersomes mechanical properties which could reduce the inhomogeneity imposed by the geometry of our device.
Hyeon, Changbong; Hwang, Wonseok
2017-07-01
Using Brownian motion in periodic potentials V (x ) tilted by a force f , we provide physical insight into the thermodynamic uncertainty relation, a recently conjectured principle for statistical errors and irreversible heat dissipation in nonequilibrium steady states. According to the relation, nonequilibrium output generated from dissipative processes necessarily incurs an energetic cost or heat dissipation q , and in order to limit the output fluctuation within a relative uncertainty ɛ , at least 2 kBT /ɛ2 of heat must be dissipated. Our model shows that this bound is attained not only at near-equilibrium [f ≪V'(x ) ] but also at far-from-equilibrium [f ≫V'(x ) ] , more generally when the dissipated heat is normally distributed. Furthermore, the energetic cost is maximized near the critical force when the barrier separating the potential wells is about to vanish and the fluctuation of Brownian particles is maximized. These findings indicate that the deviation of heat distribution from Gaussianity gives rise to the inequality of the uncertainty relation, further clarifying the meaning of the uncertainty relation. Our derivation of the uncertainty relation also recognizes a bound of nonequilibrium fluctuations that the variance of dissipated heat (σq2) increases with its mean (μq), and it cannot be smaller than 2 kBT μq .
An image encryption scheme based on three-dimensional Brownian motion and chaotic system
International Nuclear Information System (INIS)
Chai Xiu-Li; Yuan Ke; Gan Zhi-Hua; Lu Yang; Chen Yi-Ran
2017-01-01
At present, many chaos-based image encryption algorithms have proved to be unsafe, few encryption schemes permute the plain images as three-dimensional (3D) bit matrices, and thus bits cannot move to any position, the movement range of bits are limited, and based on them, in this paper we present a novel image encryption algorithm based on 3D Brownian motion and chaotic systems. The architecture of confusion and diffusion is adopted. Firstly, the plain image is converted into a 3D bit matrix and split into sub blocks. Secondly, block confusion based on 3D Brownian motion (BCB3DBM) is proposed to permute the position of the bits within the sub blocks, and the direction of particle movement is generated by logistic-tent system (LTS). Furthermore, block confusion based on position sequence group (BCBPSG) is introduced, a four-order memristive chaotic system is utilized to give random chaotic sequences, and the chaotic sequences are sorted and a position sequence group is chosen based on the plain image, then the sub blocks are confused. The proposed confusion strategy can change the positions of the bits and modify their weights, and effectively improve the statistical performance of the algorithm. Finally, a pixel level confusion is employed to enhance the encryption effect. The initial values and parameters of chaotic systems are produced by the SHA 256 hash function of the plain image. Simulation results and security analyses illustrate that our algorithm has excellent encryption performance in terms of security and speed. (paper)
Directory of Open Access Journals (Sweden)
M. Jayachandra Babu
2017-12-01
Full Text Available The knowledge of heat and mass transfer of MHD flows over different geometries is very important for heat exchangers design, transpiration, fiber coating, etc. With this initiation, a mathematical model is proposed to investigate the two-dimensional flow, heat and mass transfer of magnetohydrodynamic flow over three different geometries (vertical cone, vertical wedge, and a vertical plate. Cattaneo-Christov heat flux with external magnetic field, thermophoresis and Brownian movement effect are introduced in the model. Runge-Kutta and Newtonâs methods are employed to solve the altered governing nonlinear equations. The influences of the parameters of concern on the common profiles (velocity, temperature, and concentration are conversed (in three cases. By viewing the same parameters, skin friction coefficient, heat and mass transfer rates are discussed with the assistance of tables. It is discovered that the momentum and thermal boundary layers are non-uniform for the MHD flow over three geometries (vertical cone, wedge, and a plate. Thermal and solutal Grashof numbers regulate the temperature and concentration fields. The heat and mass transfer rates of the flow over a cone are highly influenced by the thermal relaxation parameter. Keywords: MHD, Cattaneo-Christov heat flux, Thermal relaxation, Thermophoresis, Brownian motion
Tricoli, Ugo; Macdonald, Callum M.; Durduran, Turgut; Da Silva, Anabela; Markel, Vadim A.
2018-02-01
Diffuse correlation tomography (DCT) uses the electric-field temporal autocorrelation function to measure the mean-square displacement of light-scattering particles in a turbid medium over a given exposure time. The movement of blood particles is here estimated through a Brownian-motion-like model in contrast to ordered motion as in blood flow. The sensitivity kernel relating the measurable field correlation function to the mean-square displacement of the particles can be derived by applying a perturbative analysis to the correlation transport equation (CTE). We derive an analytical expression for the CTE sensitivity kernel in terms of the Green's function of the radiative transport equation, which describes the propagation of the intensity. We then evaluate the kernel numerically. The simulations demonstrate that, in the transport regime, the sensitivity kernel provides sharper spatial information about the medium as compared with the correlation diffusion approximation. Also, the use of the CTE allows one to explore some additional degrees of freedom in the data such as the collimation direction of sources and detectors. Our results can be used to improve the spatial resolution of DCT, in particular, with applications to blood flow imaging in regions where the Brownian motion is dominant.
Molecular dynamics test of the Brownian description of Na+ motion in water
International Nuclear Information System (INIS)
Wilson, M.A.; Pohorille, A.; Pratt, L.R.
1985-01-01
The autocorrelation function of the velocity of an infinitely dilute Na + ion in aqueous solution, and the autocorrelation function of the force exerted on a stationary Na + under the same conditions are evaluated by molecular dynamics calculations. The results are used to test the accuracy of Brownian motion assumptions which are basic to hydrodynamic models of ion dynamics in solution. The self-diffusion coefficient of the Na + ion predicted by Brownian motion theory is (0.65 +- 0.1) x 10 -5 cm 2 /s. This value is about 60% greater than the one obtained for the proper dynamics of the finite mass ion, (0.4 +- 0.1) x 10 -5 cm 2 /s. The numerically correct velocity autocorrelation function is nonexponential, and the autocorrelation of the force on the stationary ion does not decay faster than the ion velocity autocorrelation function. Motivated by previous hydrodynamic modeling of friction kernels, we examine the approximation in which the memory function for the velocity autocorrelation function is identified with the autocorrelation function of the force on the stationary ion. The overall agreement between this approximation for the velocity autocorrelation function and the numerically correct answer is quite good
Arai, Noriyoshi; Yasuoka, Kenji; Koishi, Takahiro; Ebisuzaki, Toshikazu; Zeng, Xiao Cheng
2013-06-12
The "asymmetric Brownian ratchet model", a variation of Feynman's ratchet and pawl system, is invoked to understand the kinesin walking behavior along a microtubule. The model system, consisting of a motor and a rail, can exhibit two distinct binding states, namely, the random Brownian state and the asymmetric potential state. When the system is transformed back and forth between the two states, the motor can be driven to "walk" in one direction. Previously, we suggested a fundamental mechanism, that is, bubble formation in a nanosized channel surrounded by hydrophobic atoms, to explain the transition between the two states. In this study, we propose a more realistic and viable switching method in our computer simulation of molecular motor walking. Specifically, we propose a thermosensitive polymer model with which the transition between the two states can be controlled by temperature pulses. Based on this new motor system, the stepping size and stepping time of the motor can be recorded. Remarkably, the "walking" behavior observed in the newly proposed model resembles that of the realistic motor protein. The bubble formation based motor not only can be highly efficient but also offers new insights into the physical mechanism of realistic biomolecule motors.
Palanisamy, Duraivelan; den Otter, Wouter K.
2018-05-01
We present an efficient general method to simulate in the Stokesian limit the coupled translational and rotational dynamics of arbitrarily shaped colloids subject to external potential forces and torques, linear flow fields, and Brownian motion. The colloid's surface is represented by a collection of spherical primary particles. The hydrodynamic interactions between these particles, here approximated at the Rotne-Prager-Yamakawa level, are evaluated only once to generate the body's (11 × 11) grand mobility matrix. The constancy of this matrix in the body frame, combined with the convenient properties of quaternions in rotational Brownian Dynamics, enables an efficient simulation of the body's motion. Simulations in quiescent fluids yield correct translational and rotational diffusion behaviour and sample Boltzmann's equilibrium distribution. Simulations of ellipsoids and spherical caps under shear, in the absence of thermal fluctuations, yield periodic orbits in excellent agreement with the theories by Jeffery and Dorrepaal. The time-varying stress tensors provide the Einstein coefficient and viscosity of dilute suspensions of these bodies.
The pricing of credit default swaps under a generalized mixed fractional Brownian motion
He, Xinjiang; Chen, Wenting
2014-06-01
In this paper, we consider the pricing of the CDS (credit default swap) under a GMFBM (generalized mixed fractional Brownian motion) model. As the name suggests, the GMFBM model is indeed a generalization of all the FBM (fractional Brownian motion) models used in the literature, and is proved to be able to effectively capture the long-range dependence of the stock returns. To develop the pricing mechanics of the CDS, we firstly derive a sufficient condition for the market modeled under the GMFBM to be arbitrage free. Then under the risk-neutral assumption, the CDS is fairly priced by investigating the two legs of the cash flow involved. The price we obtained involves elementary functions only, and can be easily implemented for practical purpose. Finally, based on numerical experiments, we analyze quantitatively the impacts of different parameters on the prices of the CDS. Interestingly, in comparison with all the other FBM models documented in the literature, the results produced from the GMFBM model are in a better agreement with those calculated from the classical Black-Scholes model.
Generalized Langevin Theory Of The Brownian Motion And The Dynamics Of Polymers In Solution
International Nuclear Information System (INIS)
Tothova, J.; Lisy, V.
2015-01-01
The review deals with a generalization of the Rouse and Zimm bead-spring models of the dynamics of flexible polymers in dilute solutions. As distinct from these popular theories, the memory in the polymer motion is taken into account. The memory naturally arises as a consequence of the fluid and bead inertia within the linearized Navier-Stokes hydrodynamics. We begin with a generalization of the classical theory of the Brownian motion, which forms the basis of any theory of the polymer dynamics. The random force driving the Brownian particles is not the white one as in the Langevin theory, but “colored”, i.e., statistically correlated in time, and the friction force on the particles depends on the history of their motion. An efficient method of solving the resulting generalized Langevin equations is presented and applied to the solution of the equations of motion of polymer beads. The memory effects lead to several peculiarities in the time correlation functions used to describe the dynamics of polymer chains. So, the mean square displacement of the polymer coils contains algebraic long-time tails and at short times it is ballistic. It is shown how these features reveal in the experimentally observable quantities, such as the dynamic structure factors of the scattering or the viscosity of polymer solutions. A phenomenological theory is also presented that describes the dependence of these quantities on the polymer concentration in solution. (author)
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.
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.
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.
Solano, Carlos J F; Pothula, Karunakar R; Prajapati, Jigneshkumar D; De Biase, Pablo M; Noskov, Sergei Yu; Kleinekathöfer, Ulrich
2016-05-10
All-atom molecular dynamics simulations have a long history of applications studying ion and substrate permeation across biological and artificial pores. While offering unprecedented insights into the underpinning transport processes, MD simulations are limited in time-scales and ability to simulate physiological membrane potentials or asymmetric salt solutions and require substantial computational power. While several approaches to circumvent all of these limitations were developed, Brownian dynamics simulations remain an attractive option to the field. The main limitation, however, is an apparent lack of protein flexibility important for the accurate description of permeation events. In the present contribution, we report an extension of the Brownian dynamics scheme which includes conformational dynamics. To achieve this goal, the dynamics of amino-acid residues was incorporated into the many-body potential of mean force and into the Langevin equations of motion. The developed software solution, called BROMOCEA, was applied to ion transport through OmpC as a test case. Compared to fully atomistic simulations, the results show a clear improvement in the ratio of permeating anions and cations. The present tests strongly indicate that pore flexibility can enhance permeation properties which will become even more important in future applications to substrate translocation.
Liot, O.; Socol, M.; Garcia, L.; Thiéry, J.; Figarol, A.; Mingotaud, A. F.; Joseph, P.
2018-06-01
This paper presents experimental results about transport of dilute suspensions of nano-objects in silicon-glass micrometric and sub-micrometric channels. Two kinds of objects are used: solid, rigid latex beads and spherical capsule-shaped, soft polymersomes. They are tracked using fluorescence microscopy. Three aspects are studied: confinement (ratio between particle diameter and channel depth), Brownian diffusion and particle nature. The aim of this work is to understand how these different aspects affect the transport of suspensions in narrow channels and to understand the different mechanisms at play. Concerning the solid beads we observe the appearance of two regimes, one where the experimental mean velocity is close to the expected one and another where this velocity is lower. This is directly related to a competition between confinement, Brownian diffusion and advection. These two regimes are shown to be linked to the inhomogeneity of particles distribution in the channel depth, which we experimentally deduce from velocity distributions. This inhomogeneity appears during the entrance process into the sub-micrometric channels, as for hydrodynamic separation or deterministic lateral displacement. Concerning the nature of the particles we observed a shift of transition towards the second regime likely due to the relationships between shear stress and polymersomes mechanical properties which could reduce the inhomogeneity imposed by the geometry of our device.
Applying semantic web services to enterprise web
Hu, Y; Yang, Q P; Sun, X; Wei, P
2008-01-01
Enterprise Web provides a convenient, extendable, integrated platform for information sharing and knowledge management. However, it still has many drawbacks due to complexity and increasing information glut, as well as the heterogeneity of the information processed. Research in the field of Semantic Web Services has shown the possibility of adding higher level of semantic functionality onto the top of current Enterprise Web, enhancing usability and usefulness of resource, enabling decision su...
DEFF Research Database (Denmark)
Jessen, Iben Bredahl; Graakjær, Nicolai Jørgensgaard
2010-01-01
Sound seems to be a neglected issue in the study of web ads. Web advertising is predominantly regarded as visual phenomena–commercial messages, as for instance banner ads that we watch, read, and eventually click on–but only rarely as something that we listen to. The present chapter presents...... an overview of the auditory dimensions in web advertising: Which kinds of sounds do we hear in web ads? What are the conditions and functions of sound in web ads? Moreover, the chapter proposes a theoretical framework in order to analyse the communicative functions of sound in web advertising. The main...... argument is that an understanding of the auditory dimensions in web advertising must include a reflection on the hypertextual settings of the web ad as well as a perspective on how users engage with web content....
Feldbrugge, Job; van de Weygaert, Rien; Hidding, Johan; Feldbrugge, Joost
2018-05-01
We present a general formalism for identifying the caustic structure of a dynamically evolving mass distribution, in an arbitrary dimensional space. The identification of caustics in fluids with Hamiltonian dynamics, viewed in Lagrangian space, corresponds to the classification of singularities in Lagrangian catastrophe theory. On the basis of this formalism we develop a theoretical framework for the dynamics of the formation of the cosmic web, and specifically those aspects that characterize its unique nature: its complex topological connectivity and multiscale spinal structure of sheetlike membranes, elongated filaments and compact cluster nodes. Given the collisionless nature of the gravitationally dominant dark matter component in the universe, the presented formalism entails an accurate description of the spatial organization of matter resulting from the gravitationally driven formation of cosmic structure. The present work represents a significant extension of the work by Arnol'd et al. [1], who classified the caustics that develop in one- and two-dimensional systems that evolve according to the Zel'dovich approximation. His seminal work established the defining role of emerging singularities in the formation of nonlinear structures in the universe. At the transition from the linear to nonlinear structure evolution, the first complex features emerge at locations where different fluid elements cross to establish multistream regions. Involving a complex folding of the 6-D sheetlike phase-space distribution, it manifests itself in the appearance of infinite density caustic features. The classification and characterization of these mass element foldings can be encapsulated in caustic conditions on the eigenvalue and eigenvector fields of the deformation tensor field. In this study we introduce an alternative and transparent proof for Lagrangian catastrophe theory. This facilitates the derivation of the caustic conditions for general Lagrangian fluids, with
Buchin, K.; Sijben, S.; van Loon, E.E.; Sapir, N.; Mercier, S.; Arseneau, T.J.M.; Willems, E.P.
2015-01-01
Background: The Brownian bridge movement model (BBMM) provides a biologically sound approximation of the movement path of an animal based on discrete location data, and is a powerful method to quantify utilization distributions. Computing the utilization distribution based on the BBMM while
Building web information systems using web services
Frasincar, F.; Houben, G.J.P.M.; Barna, P.; Vasilecas, O.; Eder, J.; Caplinskas, A.
2006-01-01
Hera is a model-driven methodology for designing Web information systems. In the past a CASE tool for the Hera methodology was implemented. This software had different components that together form one centralized application. In this paper, we present a distributed Web service-oriented architecture
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
Wordpress web application development
Ratnayake, Rakhitha Nimesh
2015-01-01
This book is intended for WordPress developers and designers who want to develop quality web applications within a limited time frame and for maximum profit. Prior knowledge of basic web development and design is assumed.
Raeder, Aggi
1997-01-01
Discussion of ways to promote sites on the World Wide Web focuses on how search engines work and how they retrieve and identify sites. Appropriate Web links for submitting new sites and for Internet marketing are included. (LRW)
Wellens, Paul
2015-01-01
This book is perfect for beginners who want to get started and learn the web development basics, but also offers experienced developers a web development roadmap that will help them to extend their capabilities.
U.S. Environmental Protection Agency — EPA's Web Taxonomy is a faceted hierarchical vocabulary used to tag web pages with terms from a controlled vocabulary. Tagging enables search and discovery of EPA's...
National Research Council Canada - National Science Library
Syverson, Paul F; Reed, Michael G; Goldschlag, David M
1997-01-01
.... These are both kept confidential from network elements as well as external observers. Private Web browsing is achieved by unmodified Web browsers using anonymous connections by means of HTTP proxies...
U.S. Environmental Protection Agency — The Chemical Search Web Utility is an intuitive web application that allows the public to easily find the chemical that they are interested in using, and which...
Web Application Vulnerabilities
Yadav, Bhanu
2014-01-01
Web application security has been a major issue in information technology since the evolvement of dynamic web application. The main objective of this project was to carry out a detailed study on the top three web application vulnerabilities such as injection, cross site scripting, broken authentication and session management, present the situation where an application can be vulnerable to these web threats and finally provide preventative measures against them. ...
Bailey, James; Bry, François; Eckert, Michael; Patrânjan, Paula Lavinia
2005-01-01
Reactivity, the ability to detect simple and composite events and respond in a timely manner, is an essential requirement in many present-day information systems. With the emergence of new, dynamic Web applications, reactivity on the Web is receiving increasing attention. Reactive Web-based systems need to detect and react not only to simple events but also to complex, real-life situations. This paper introduces XChange, a language for programming reactive behaviour on the Web,...
Money, William H.
Instructors should be concerned with how to incorporate the World Wide Web into an information systems (IS) curriculum organized across three areas of knowledge: information technology, organizational and management concepts, and theory and development of systems. The Web fits broadly into the information technology component. For the Web to be…
Antoniou, Grigoris; Harmelen, Frank van
2004-01-01
The development of the Semantic Web, with machine-readable content, has the potential to revolutionize the World Wide Web and its use. A Semantic Web Primer provides an introduction and guide to this still emerging field, describing its key ideas, languages, and technologies. Suitable for use as a
Snider, Jean; Martin, Florence
2012-01-01
Web usability focuses on design elements and processes that make web pages easy to use. A website for college students was evaluated for underutilization. One-on-one testing, focus groups, web analytics, peer university review and marketing focus group and demographic data were utilized to conduct usability evaluation. The results indicated that…
Rajashekar, TB
1998-01-01
The World Wide Web is emerging as an all-in-one information source. Tools for searching Web-based information include search engines, subject directories and meta search tools. We take a look at key features of these tools and suggest practical hints for effective Web searching.
CSIR Research Space (South Africa)
Gerber, AJ
2006-06-01
Full Text Available Semantic Web application areas are experiencing intensified interest due to the rapid growth in the use of the Web, together with the innovation and renovation of information content technologies. The Semantic Web is regarded as an integrator across...
DEFF Research Database (Denmark)
Mai, Jens Erik
2004-01-01
This paper discusses the challenges faced by investigations into the classification of the Web and outlines inquiries that are needed to use principles for bibliographic classification to construct classifications of the Web. This paper suggests that the classification of the Web meets challenges...... that call for inquiries into the theoretical foundation of bibliographic classification theory....
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.
On the joint residence time of N independent two-dimensional Brownian motions
International Nuclear Information System (INIS)
Benichou, O; Coppey, M; Klafter, J; Moreau, M; Oshanin, G
2003-01-01
We study the behaviour of several joint residence times of N independent Brownian particles in a disc of radius R in two dimensions. We consider: (i) the time T N (t) spent by all N particles simultaneously in the disc within the time interval [0, t], (ii) the time T (m) N (t) which at least m out of N particles spend together in the disc within the time interval [0, t], and (iii) the time T-tilde (m) N (t) which exactly m out of N particles spend together in the disc within the time interval [0, t]. We obtain very simple exact expressions for the expectations of these three residence times in the limit t → ∞
International Nuclear Information System (INIS)
Ni Xiaohui; Jiang Zhiqiang; Zhou Weixing
2009-01-01
The dynamics of a complex system is usually recorded in the form of time series, which can be studied through its visibility graph from a complex network perspective. We investigate the visibility graphs extracted from fractional Brownian motions and multifractal random walks, and find that the degree distributions exhibit power-law behaviors, in which the power-law exponent α is a linear function of the Hurst index H of the time series. We also find that the degree distribution of the visibility graph is mainly determined by the temporal correlation of the original time series with minor influence from the possible multifractal nature. As an example, we study the visibility graphs constructed from three Chinese stock market indexes and unveil that the degree distributions have power-law tails, where the tail exponents of the visibility graphs and the Hurst indexes of the indexes are close to the α∼H linear relationship.
Brenner, Howard
2005-12-01
A quiescent single-component gravity-free gas subject to a small steady uniform temperature gradient T, despite being at rest, is shown to experience a drift velocity UD=-D* gradient ln T, where D* is the gas's nonisothermal self-diffusion coefficient. D* is identified as being the gas's thermometric diffusivity alpha. The latter differs from the gas's isothermal isotopic self-diffusion coefficient D, albeit only slightly. Two independent derivations are given of this drift velocity formula, one kinematical and the other dynamical, both derivations being strictly macroscopic in nature. Within modest experimental and theoretical uncertainties, this virtual drift velocity UD=-alpha gradient ln T is shown to be constitutively and phenomenologically indistinguishable from the well-known experimental and theoretical formulas for the thermophoretic velocity U of a macroscopic (i.e., non-Brownian) non-heat-conducting particle moving under the influence of a uniform temperature gradient through an otherwise quiescent single-component rarefied gas continuum at small Knudsen numbers. Coupled with the size independence of the particle's thermophoretic velocity, the empirically observed equality, U=UD, leads naturally to the hypothesis that these two velocities, the former real and the latter virtual, are, in fact, simply manifestations of the same underlying molecular phenomenon, namely the gas's Brownian movement, albeit biased by the temperature gradient. This purely hydrodynamic continuum-mechanical equality is confirmed by theoretical calculations effected at the kinetic-molecular level on the basis of an existing solution of the Boltzmann equation for a quasi-Lorentzian gas, modulo small uncertainties pertaining to the choice of collision model. Explicitly, this asymptotically valid molecular model allows the virtual drift velocity UD of the light gas and the thermophoretic velocity U of the massive, effectively non-Brownian, particle, now regarded as the tracer particle
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...
Li, Feng-guo; Ai, Bao-quan
2014-04-01
Transport of overdamped Brownian particles in a periodic hydrodynamical channel is investigated in the presence of an asymmetric unbiased force, a transverse gravitational force, and a pressure-driven flow. With the help of the generalized Fick-Jacobs approach, we obtain an analytical expression for the directed current and the generalized potential of mean force. It is found that, when the transverse gravitational force is larger than a certain value, the current is suppressed. Moreover, when the temporal asymmetry parameter of the unbiased force is negative, the current is always negative. However, when the temporal asymmetry parameter is positive, the transverse gravitational force and the pressure drop not only determine the direction of the current but also affect its amplitude. In particular, the competition between the asymmetric unbiased force and the pressure drop can result in multiple current reversals.
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.
Brownian motion properties of optoelectronic random bit generators based on laser chaos.
Li, Pu; Yi, Xiaogang; Liu, Xianglian; Wang, Yuncai; Wang, Yongge
2016-07-11
The nondeterministic property of the optoelectronic random bit generator (RBG) based on laser chaos are experimentally analyzed from two aspects of the central limit theorem and law of iterated logarithm. The random bits are extracted from an optical feedback chaotic laser diode using a multi-bit extraction technique in the electrical domain. Our experimental results demonstrate that the generated random bits have no statistical distance from the Brownian motion, besides that they can pass the state-of-the-art industry-benchmark statistical test suite (NIST SP800-22). All of them give a mathematically provable evidence that the ultrafast random bit generator based on laser chaos can be used as a nondeterministic random bit source.
Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time
Directory of Open Access Journals (Sweden)
Bonollo Michele
2017-06-01
Full Text Available In recent years, the counterparty credit risk measure, namely the default risk in over-the-counter (OTC derivatives contracts, has received great attention by banking regulators, specifically within the frameworks of Basel II and Basel III. More explicitly, to obtain the related risk figures, one is first obliged to compute intermediate output functionals related to the mark-to-market position at a given time no exceeding a positive and finite time horizon. The latter implies an enormous amount of computational effort is needed, with related highly time consuming procedures to be carried out, turning out into significant costs. To overcome the latter issue, we propose a smart exploitation of the properties of the (local time spent by the Brownian motion close to a given value.
Simulating Stock Prices Using Geometric Brownian Motion: Evidence from Australian Companies
Directory of Open Access Journals (Sweden)
Krishna Reddy
2016-09-01
Full Text Available This study uses the geometric Brownian motion (GBM method to simulate stock price paths, and tests whether the simulated stock prices align with actual stock returns. The sample for this study was based on the large listed Australian companies listed on the S&P/ASX 50 Index. Daily stock price data was obtained from the Thomson One database over the period 1 January 2013 to 31 December 2014. The findings are slightly encouraging as results show that over all time horizons the chances of a stock price simulated using GBM moving in the same direction as real stock prices was a little greater than 50 percent. However, the results improved slightly when portfolios were formed.
Maximum distance between the Leader and the Laggard for three Brownian walkers
International Nuclear Information System (INIS)
Majumdar, Satya N; Bray, Alan J
2010-01-01
We consider three independent Brownian walkers moving on a line. The process terminates when the leftmost walker (the 'Leader') meets either of the other two walkers. For arbitrary values of the diffusion constants D 1 (the Leader), D 2 and D 3 of the three walkers, we compute the probability distribution P(m|y 2 , y 3 ) of the maximum distance m between the Leader and the current rightmost particle (the 'Laggard') during the process, where y 2 and y 3 are the initial distances between the Leader and the other two walkers. The result has, for large m, the form P(m|y 2 , y 3 ) ∼ A(y 2 , y 3 )m −δ , where δ = (2π − θ)/(π − θ) and θ= cos -1 (D 1 /√((D 1 +D 2 )(D 1 +D 3 ))). The amplitude A(y 2 , y 3 ) is also determined exactly
Scaling laws for fractional Brownian motion with power-law clock
International Nuclear Information System (INIS)
O'Malley, Daniel; Cushman, John H; Johnson, Graham
2011-01-01
We study the mean first passage time (MFPT) for fractional Brownian motion (fBm) in a finite interval with absorbing boundaries at each end. Analytical arguments are used to suggest a simple scaling law for the MFPT and numerical experiments are performed to verify its accuracy. The same approach is used to derive a scaling law for fBm with a power-law clock (fBm-plc). The MFPT scaling laws are employed to develop scaling laws for the finite-size Lyapunov exponent (FSLE) of fBm and fBm-plc. We apply these results to diffusion of a large polymer in a region with absorbing boundaries. (letter)
Autocorrelated process control: Geometric Brownian Motion approach versus Box-Jenkins approach
Salleh, R. M.; Zawawi, N. I.; Gan, Z. F.; Nor, M. E.
2018-04-01
Existing of autocorrelation will bring a significant effect on the performance and accuracy of process control if the problem does not handle carefully. When dealing with autocorrelated process, Box-Jenkins method will be preferred because of the popularity. However, the computation of Box-Jenkins method is too complicated and challenging which cause of time-consuming. Therefore, an alternative method which known as Geometric Brownian Motion (GBM) is introduced to monitor the autocorrelated process. One real case of furnace temperature data is conducted to compare the performance of Box-Jenkins and GBM methods in monitoring autocorrelation process. Both methods give the same results in terms of model accuracy and monitoring process control. Yet, GBM is superior compared to Box-Jenkins method due to its simplicity and practically with shorter computational time.
Nucleation theory in Langevin's approach and lifetime of a Brownian particle in potential wells.
Alekseechkin, N V
2008-07-14
The multivariable theory of nucleation suggested by Alekseechkin [J. Chem. Phys. 124, 124512 (2006)] is further developed in the context of Langevin's approach. The use of this approach essentially enhances the capability of the nucleation theory, because it makes possible to consider the cases of small friction which are not taken into account by the classical Zel'dovich-Frenkel theory and its multivariable extensions. The procedure for the phenomenological determination of the nucleation parameters is described. Using the similarity of the Kramers model with that of nucleation, the lifetime of a Brownian particle in potential wells in various dimensionalities is calculated with the help of the expression for the steady state nucleation rate.
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.
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.
International Nuclear Information System (INIS)
Zhao-Wen, Duan; Wei, Li; Ping, Xie; Shuo-Xing, Dou; Peng-Ye, Wang
2010-01-01
Using Brownian dynamics simulation, we studied the effect of histone modifications on conformations of an array of nucleosomes in a segment of chromatin. The simulation demonstrated that the segment of chromatin shows the dynamic behaviour that its conformation can switch between a state with nearly all of the histones being wrapped by DNA and a state with nearly all of the histones being unwrapped by DNA, thus involving the “cross-talking” interactions among the histones. Each state can stay for a sufficiently long time. These conformational states are essential for gene expression or gene silence. The simulation also shows that these conformational states can be inherited by the daughter DNAs during DNA replication, giving a theoretical explanation of the epigenetic phenomenon. (cross-disciplinary physics and related areas of science and technology)
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.
Directory of Open Access Journals (Sweden)
T. Turiv
2015-06-01
Full Text Available As recently reported [Turiv T. et al., Science, 2013, Vol. 342, 1351], fluctuations in the orientation of the liquid crystal (LC director can transfer momentum from the LC to a colloid, such that the diffusion of the colloid becomes anomalous on a short time scale. Using video microscopy and single particle tracking, we investigate random thermal motion of colloidal particles in a nematic liquid crystal for the time scales shorter than the expected time of director fluctuations. At long times, compared to the characteristic time of the nematic director relaxation we observe typical anisotropic Brownian motion with the mean square displacement (MSD linear in time τ and inversly proportional to the effective viscosity of the nematic medium. At shorter times, however, the dynamics is markedly nonlinear with MSD growing more slowly (subdiffusion or faster (superdiffusion than τ. These results are discussed in the context of coupling of colloidal particle's dynamics to the director fluctuation dynamics.
Special relativity and the Karhunen-Loeve expansion of Brownian motion
International Nuclear Information System (INIS)
Maccone, C.
1987-01-01
The connection between special relativity and the theory of the time-rescaled Gaussian stochastic processes is brought to light. It is given the general expression of the Karhunen-Loewe expansion for the Brownian motion whose variable is the proper time. The relevant eigenfunctions are proved to be Bessel functions, and their stability is discussed. The eigenvalues are shown to be the zeros of certain linear combinations of the Bessel functions and their partials. The energy distribution of such a class of processes is investigated, and it is given explicit formulae for both its mean value and variance. Finally it is studied in detail the Karhumen-Loeve expansion for a case of relativistic decelerated motion whose analysis is feasible in closed form
International Nuclear Information System (INIS)
Sukhanov, A.D.
2004-01-01
Generalized correlations of the Schroedinger indefinitenesses are shown to have the meaning of the fundamental restrictions as to characteristics of space of states in any probability-like theory. Quantum mechanics, as well as, theory of the brownian movement at arbitrary space of time fall in the category of the mentioned theories. One compared correlations of coordinates-pulse indefinitenesses within the mentioned theory with the similar correlation of indefinitenesses for microparticle under the Gaussian wave packet state. One determined that in case of profound distinction in mathematical tools of two theories one observes their conceptual resemblance. It manifests itself under the alternative conditions - short times in one theory correspond to long ones in another theory and vice versa, while in any of the mentioned theories uncontrollable effect of either quantum or thermal type is of crucial importance [ru
International Nuclear Information System (INIS)
Li, Feng-guo; Ai, Bao-quan
2014-01-01
Transport of overdamped Brownian particles in a periodic hydrodynamical channel is investigated in the presence of an asymmetric unbiased force, a transverse gravitational force, and a pressure-driven flow. With the help of the generalized Fick–Jacobs approach, we obtain an analytical expression for the directed current and the generalized potential of mean force. It is found that, when the transverse gravitational force is larger than a certain value, the current is suppressed. Moreover, when the temporal asymmetry parameter of the unbiased force is negative, the current is always negative. However, when the temporal asymmetry parameter is positive, the transverse gravitational force and the pressure drop not only determine the direction of the current but also affect its amplitude. In particular, the competition between the asymmetric unbiased force and the pressure drop can result in multiple current reversals. (paper)
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.
Bhattacharyya, Debankur; Paul, Shibashis; Ghosh, Shyamolina; Ray, Deb Shankar
2018-04-01
We consider the Brownian motion of a collection of particles each with an additional degree of freedom. The degree of freedom of a particle (or, in general, a molecule) can assume distinct values corresponding to certain states or conformations. The time evolution of the additional degree of freedom of a particle is guided by those of its neighbors as well as the temperature of the system. We show that the local averaging over these degrees of freedom results in emergence of a collective order in the dynamics in the form of selection or dominance of one of the isomers leading to a symmetry-broken state. Our statistical model captures the basic features of homochirality, e.g., autocatalysis and chiral inhibition.
Ergodicity breaking and ageing of underdamped Brownian dynamics with quenched disorder
Guo, Wei; Li, Yong; Song, Wen-Hua; Du, Lu-Chun
2018-03-01
The dynamics of an underdamped Brownian particle moving in one-dimensional quenched disorder under the action of an external force is investigated. Within the tailored parameter regime, the transiently anomalous diffusion and ergodicity breaking, spanning several orders of magnitude in time, have been obtained. The ageing nature of the system weakens as the dissipation of the system increases for other given parameters. Its origin is ascribed to the highly local heterogeneity of the disorder. Two kinds of approximations (in the stationary state), respectively, for large bias and large damping are derived. These results may be helpful in further understanding the nontrivial response of nonlinear dynamics, and also have potential applications to experiments and activities of biological processes.
The path integral formulation of fractional Brownian motion for the general Hurst exponent
International Nuclear Information System (INIS)
Calvo, I; Sanchez, R
2008-01-01
In 1995, Sebastian (1995 J. Phys. A: Math. Gen. 28 4305) gave a path integral computation of the propagator of subdiffusive fractional Brownian motion (fBm), i.e. fBm with a Hurst or self-similarity exponent H element of (0, 1/2). The extension of Sebastian's calculation to superdiffusion, H element of (1/2, 1], becomes however quite involved due to the appearance of additional boundary conditions on fractional derivatives of the path. In this communication, we address the construction of the path integral representation in a different fashion, which allows us to treat both subdiffusion and superdiffusion on an equal footing. The derivation of the propagator of fBm for the general Hurst exponent is then performed in a neat and unified way. (fast track communication)
On the use of reverse Brownian motion to accelerate hybrid simulations
Energy Technology Data Exchange (ETDEWEB)
Bakarji, Joseph; Tartakovsky, Daniel M., E-mail: tartakovsky@stanford.edu
2017-04-01
Multiscale and multiphysics simulations are two rapidly developing fields of scientific computing. Efficient coupling of continuum (deterministic or stochastic) constitutive solvers with their discrete (stochastic, particle-based) counterparts is a common challenge in both kinds of simulations. We focus on interfacial, tightly coupled simulations of diffusion that combine continuum and particle-based solvers. The latter employs the reverse Brownian motion (rBm), a Monte Carlo approach that allows one to enforce inhomogeneous Dirichlet, Neumann, or Robin boundary conditions and is trivially parallelizable. We discuss numerical approaches for improving the accuracy of rBm in the presence of inhomogeneous Neumann boundary conditions and alternative strategies for coupling the rBm solver with its continuum counterpart. Numerical experiments are used to investigate the convergence, stability, and computational efficiency of the proposed hybrid algorithm.
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.
International Nuclear Information System (INIS)
Phillips, Carolyn L.; Anderson, Joshua A.; Glotzer, Sharon C.
2011-01-01
Highlights: → Molecular Dynamics codes implemented on GPUs have achieved two-order of magnitude computational accelerations. → Brownian Dynamics and Dissipative Particle Dynamics simulations require a large number of random numbers per time step. → We introduce a method for generating small batches of pseudorandom numbers distributed over many threads of calculations. → With this method, Dissipative Particle Dynamics is implemented on a GPU device without requiring thread-to-thread communication. - Abstract: Brownian Dynamics (BD), also known as Langevin Dynamics, and Dissipative Particle Dynamics (DPD) are implicit solvent methods commonly used in models of soft matter and biomolecular systems. The interaction of the numerous solvent particles with larger particles is coarse-grained as a Langevin thermostat is applied to individual particles or to particle pairs. The Langevin thermostat requires a pseudo-random number generator (PRNG) to generate the stochastic force applied to each particle or pair of neighboring particles during each time step in the integration of Newton's equations of motion. In a Single-Instruction-Multiple-Thread (SIMT) GPU parallel computing environment, small batches of random numbers must be generated over thousands of threads and millions of kernel calls. In this communication we introduce a one-PRNG-per-kernel-call-per-thread scheme, in which a micro-stream of pseudorandom numbers is generated in each thread and kernel call. These high quality, statistically robust micro-streams require no global memory for state storage, are more computationally efficient than other PRNG schemes in memory-bound kernels, and uniquely enable the DPD simulation method without requiring communication between threads.
International Nuclear Information System (INIS)
Tang Hong; Lin Jianzhong
2013-01-01
The moment method can be used to determine the time evolution of particle size distribution due to Brownian coagulation based on the general dynamic equation (GDE). But the function form of the initial particle size distribution must be determined beforehand for the moment method. If the assumed function type of the initial particle size distribution has an obvious deviation from the true particle population, the evolution of particle size distribution may be different from the real evolution tendency. Thus, a simple and general method is proposed based on the moment method. In this method, the Johnson's S B function is chosen as a general distribution function to fit the initial distributions including the log normal (L-N), Rosin–Rammler (R-R), normal (N-N) and gamma distribution functions, respectively. Meanwhile, using the modified beta function to fit the L-N, R-R, N-N and gamma functions is also conducted as a comparison in order to present the advantage of the Johnson's S B function as the general distribution function. And then, the time evolution of particle size distributions using the Johnson's S B function as the initial distribution can be obtained by several lower order moment equations of the Johnson's S B function in conjunction with the GDE during the Brownian coagulation process. Simulation experiments indicate that fairly reasonable results of the time evolution of particle size distribution can be obtained with this proposed method in the free molecule regime, transition regime and continuum plus near continuum regime, respectively, at the early time stage of evolution. The Johnson's S B function has the ability of describing the early time evolution of different initial particle size distributions. (paper)
International Nuclear Information System (INIS)
Radiom, Milad; Ducker, William; Robbins, Brian; Paul, Mark
2015-01-01
The hydrodynamic interaction of two closely spaced micron-scale spheres undergoing Brownian motion was measured as a function of their separation. Each sphere was attached to the distal end of a different atomic force microscopy cantilever, placing each sphere in a stiff one-dimensional potential (0.08 Nm −1 ) with a high frequency of thermal oscillations (resonance at 4 kHz). As a result, the sphere’s inertial and restoring forces were significant when compared to the force due to viscous drag. We explored interparticle gap regions where there was overlap between the two Stokes layers surrounding each sphere. Our experimental measurements are the first of their kind in this parameter regime. The high frequency of oscillation of the spheres means that an analysis of the fluid dynamics would include the effects of fluid inertia, as described by the unsteady Stokes equation. However, we find that, for interparticle separations less than twice the thickness of the wake of the unsteady viscous boundary layer (the Stokes layer), the hydrodynamic interaction between the Brownian particles is well-approximated by analytical expressions that neglect the inertia of the fluid. This is because elevated frictional forces at narrow gaps dominate fluid inertial effects. The significance is that interparticle collisions and concentrated suspensions at this condition can be modeled without the need to incorporate fluid inertia. We suggest a way to predict when fluid inertial effects can be ignored by including the gap-width dependence into the frequency number. We also show that low frequency number analysis can be used to determine the microrheology of mixtures at interfaces
Bouguettaya, Athman; Daniel, Florian
2013-01-01
Web services and Service-Oriented Computing (SOC) have become thriving areas of academic research, joint university/industry research projects, and novel IT products on the market. SOC is the computing paradigm that uses Web services as building blocks for the engineering of composite, distributed applications out of the reusable application logic encapsulated by Web services. Web services could be considered the best-known and most standardized technology in use today for distributed computing over the Internet.Web Services Foundations is the first installment of a two-book collection coverin
Web Security, Privacy & Commerce
Garfinkel, Simson
2011-01-01
Since the first edition of this classic reference was published, World Wide Web use has exploded and e-commerce has become a daily part of business and personal life. As Web use has grown, so have the threats to our security and privacy--from credit card fraud to routine invasions of privacy by marketers to web site defacements to attacks that shut down popular web sites. Web Security, Privacy & Commerce goes behind the headlines, examines the major security risks facing us today, and explains how we can minimize them. It describes risks for Windows and Unix, Microsoft Internet Exp
Cooperative Mobile Web Browsing
DEFF Research Database (Denmark)
Perrucci, GP; Fitzek, FHP; Zhang, Qi
2009-01-01
This paper advocates a novel approach for mobile web browsing based on cooperation among wireless devices within close proximity operating in a cellular environment. In the actual state of the art, mobile phones can access the web using different cellular technologies. However, the supported data......-range links can then be used for cooperative mobile web browsing. By implementing the cooperative web browsing on commercial mobile phones, it will be shown that better performance is achieved in terms of increased data rate and therefore reduced access times, resulting in a significantly enhanced web...
International Nuclear Information System (INIS)
Haddad, Zoubida; Abu-Nada, Eiyad; Oztop, Hakan F.; Mataoui, Amina
2012-01-01
Natural convection heat transfer and fluid flow of CuO-Water nano-fluids is studied using the Rayleigh-Benard problem. A two component non-homogenous equilibrium model is used for the nano-fluid that incorporates the effects of Brownian motion and thermophoresis. Variable thermal conductivity and variable viscosity are taken into account in this work. Finite volume method is used to solve governing equations. Results are presented by streamlines, isotherms, nano-particle distribution, local and mean Nusselt numbers and nano-particle profiles at top and bottom side. Comparison of two cases as absence of Brownian and thermophoresis effects and presence of Brownian and thermophoresis effects showed that higher heat transfer is formed with the presence of Brownian and thermophoresis effect. In general, by considering the role of thermophoresis and Brownian motion, an enhancement in heat transfer is observed at any volume fraction of nano-particles. However, the enhancement is more pronounced at low volume fraction of nano-particles and the heat transfer decreases by increasing nano-particle volume fraction. On the other hand, by neglecting the role of thermophoresis and Brownian motion, deterioration in heat transfer is observed and this deterioration elevates by increasing the volume fraction of nano-particles. (authors)
DEFF Research Database (Denmark)
Casteleyn, Sven; Daniel, Florian; Dolog, Peter
Nowadays, Web applications are almost omnipresent. The Web has become a platform not only for information delivery, but also for eCommerce systems, social networks, mobile services, and distributed learning environments. Engineering Web applications involves many intrinsic challenges due...... to their distributed nature, content orientation, and the requirement to make them available to a wide spectrum of users who are unknown in advance. The authors discuss these challenges in the context of well-established engineering processes, covering the whole product lifecycle from requirements engineering through...... design and implementation to deployment and maintenance. They stress the importance of models in Web application development, and they compare well-known Web-specific development processes like WebML, WSDM and OOHDM to traditional software development approaches like the waterfall model and the spiral...
On-chip measurements of Brownian relaxation of magnetic beads with diameters from 10 nm to 250 nm
DEFF Research Database (Denmark)
Østerberg, Frederik Westergaard; Rizzi, Giovanni; Hansen, Mikkel Fougt
2013-01-01
We demonstrate the use of planar Hall effect magnetoresistive sensors for AC susceptibility measurements of magnetic beads with frequencies ranging from DC to 1 MHz. This wide frequency range allows for measuring Brownian relaxation of magnetic beads with diameters ranging from 10 nm to 250 nm....... Brownian relaxation is measured for six different magnetic bead types and their hydrodynamic diameters are determined. The hydrodynamic diameters are found to be within 40% of the nominal bead diameters. We discuss the applicability of the different bead types for volume-based biosensing with respect...... to sedimentation, magnetic trapping, and signal per bead. Among the investigated beads, we conclude that the beads with a nominal diameter of 80 nm are best suited for future on-chip volume-based biosensing experiments using planar Hall effect sensors....
Directory of Open Access Journals (Sweden)
Shilong Li
2018-03-01
Full Text Available In this paper, we introduce a class of stochastic interest model driven by a compoundPoisson process and a Brownian motion, in which the jumping times of force of interest obeyscompound Poisson process and the continuous tiny fluctuations are described by Brownian motion, andthe adjustment in each jump of interest force is assumed to be random. Based on the proposed interestmodel, we discuss the expected discounted function, the validity of the model and actuarial presentvalues of life annuities and life insurances under different parameters and distribution settings. Ournumerical results show actuarial values could be sensitive to the parameters and distribution settings,which shows the importance of introducing this kind interest model.
International Nuclear Information System (INIS)
Ilalan, Deniz
2016-01-01
Highlights: • Hausdorff dimension of the Elliott Wave trajectories is computed. • Linkage between Elliott Wave principle and fractional Brownian motion is proposed. • Log-normality of stock returns is discussed from a fractal point of view. - Abstract: This paper examines one of the vital technical analysis indicators known as the Elliott wave principle. Since these waves have a fractal nature with patterns that are not exact, we first determine the dimension of them. Our second aim is to find a linkage between Elliott wave principle and fractional Brownian motion via comparing their Hausdorff dimensions. Thirdly, we consider the Nikkei 225 index during Japan asset price bubble, which is a perfect example of an Elliott wave.
Park, Moongyu; Cushman, John Howard; O'Malley, Dan
2014-09-30
The collective molecular reorientations within a nematic liquid crystal fluid bathing a spherical colloid cause the colloid to diffuse anomalously on a short time scale (i.e., as a non-Brownian particle). The deformations and fluctuations of long-range orientational order in the liquid crystal profoundly influence the transient diffusive regimes. Here we show that an anisotropic fractional Brownian process run with a nonlinear multiscaling clock effectively mimics this collective and transient phenomenon. This novel process has memory, Gaussian increments, and a multiscale mean square displacement that can be chosen independently from the fractal dimension of a particle trajectory. The process is capable of modeling multiscale sub-, super-, or classical diffusion. The finite-size Lyapunov exponents for this multiscaling process are defined for future analysis of related mixing processes.
Desarrollo de aplicaciones web
Luján Mora, Sergio
2010-01-01
Agradecimientos 1. Introducción a las aplicaciones web 2. Instalación del servidor 3. Diseño de páginas web 4. Formato estructurado de texto: XML 5. Contenido dinámico 6. Acceso a bases de datos: JDBC 7. Servicios web 8. Utilización y mantenimiento 9. Monitorización y análisis Bibliografía GNU Free Documentation License
Shadbolt, Nigel; Berners-Lee, Tim
2008-01-01
The relentless rise in Web pages and links is creating emergent properties, from social networks to virtual identity theft, that are transforming society. A new discipline, Web Science, aims to discover how Web traits arise and how they can be harnessed or held in check to benefit society. Important advances are beginning to be made; more work can solve major issues such as securing privacy and conveying trust.
Minoura, Itsushi; Katayama, Eisaku; Sekimoto, Ken; Muto, Etsuko
2010-04-21
Various proteins are known to exhibit one-dimensional Brownian motion along charged rodlike polymers, such as microtubules (MTs), actin, and DNA. The electrostatic interaction between the proteins and the rodlike polymers appears to be crucial for one-dimensional Brownian motion, although the underlying mechanism has not been fully clarified. We examined the interactions of positively-charged nanoparticles composed of polyacrylamide gels with MTs. These hydrophilic nanoparticles bound to MTs and displayed one-dimensional Brownian motion in a charge-dependent manner, which indicates that nonspecific electrostatic interaction is sufficient for one-dimensional Brownian motion. The diffusion coefficient decreased exponentially with an increasing particle charge (with the exponent being 0.10 kBT per charge), whereas the duration of the interaction increased exponentially (exponent of 0.22 kBT per charge). These results can be explained semiquantitatively if one assumes that a particle repeats a cycle of binding to and movement along an MT until it finally dissociates from the MT. During the movement, a particle is still electrostatically constrained in the potential valley surrounding the MT. This entire process can be described by a three-state model analogous to the Michaelis-Menten scheme, in which the two parameters of the equilibrium constant between binding and movement, and the rate of dissociation from the MT, are derived as a function of the particle charge density. This study highlights the possibility that the weak binding interactions between proteins and rodlike polymers, e.g., MTs, are mediated by a similar, nonspecific charge-dependent mechanism. Copyright 2010 Biophysical Society. Published by Elsevier Inc. All rights reserved.
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.
International Nuclear Information System (INIS)
Godrèche, Claude
2017-01-01
The probability distribution of the longest interval between two zeros of a simple random walk starting and ending at the origin, and of its continuum limit, the Brownian bridge, was analysed in the past by Rosén and Wendel, then extended by the latter to stable processes. We recover and extend these results using simple concepts of renewal theory, which allows to revisit past and recent works of the physics literature. (paper)
Segaran, Toby; Taylor, Jamie
2009-01-01
With this book, the promise of the Semantic Web -- in which machines can find, share, and combine data on the Web -- is not just a technical possibility, but a practical reality Programming the Semantic Web demonstrates several ways to implement semantic web applications, using current and emerging standards and technologies. You'll learn how to incorporate existing data sources into semantically aware applications and publish rich semantic data. Each chapter walks you through a single piece of semantic technology and explains how you can use it to solve real problems. Whether you're writing
Allamaraju, Subbu
2010-01-01
While the REST design philosophy has captured the imagination of web and enterprise developers alike, using this approach to develop real web services is no picnic. This cookbook includes more than 100 recipes to help you take advantage of REST, HTTP, and the infrastructure of the Web. You'll learn ways to design RESTful web services for client and server applications that meet performance, scalability, reliability, and security goals, no matter what programming language and development framework you use. Each recipe includes one or two problem statements, with easy-to-follow, step-by-step i
Firtman, Maximiliano
2010-01-01
Today's market for mobile apps goes beyond the iPhone to include BlackBerry, Nokia, Windows Phone, and smartphones powered by Android, webOS, and other platforms. If you're an experienced web developer, this book shows you how to build a standard app core that you can extend to work with specific devices. You'll learn the particulars and pitfalls of building mobile apps with HTML, CSS, and other standard web tools. You'll also explore platform variations, finicky mobile browsers, Ajax design patterns for mobile, and much more. Before you know it, you'll be able to create mashups using Web 2.
Bouguettaya, Athman; Daniel, Florian
2013-01-01
Web services and Service-Oriented Computing (SOC) have become thriving areas of academic research, joint university/industry research projects, and novel IT products on the market. SOC is the computing paradigm that uses Web services as building blocks for the engineering of composite, distributed applications out of the reusable application logic encapsulated by Web services. Web services could be considered the best-known and most standardized technology in use today for distributed computing over the Internet. This book is the second installment of a two-book collection covering the state-o
Web-sovelluskehityksen tekniikat
Kettunen, Werner
2015-01-01
Web-sovelluskehitykseen käytettäviä tekniikoita, työkaluja ja ohjelmakirjastoja on olemassa useita erilaisia ja niiden lähestymistapa web-sovelluskehitykseen poikkeaa jonkin verran toisistaan. Opinnäytetyössä selvitetään teoriassa ja käytännön esimerkkiprojektin avulla yleisimmin web-sovelluskehityksessä käytettyjä tekniikoita ja kirjastoja. Työssä esimerkkinä luodussa web-sovelluksessa käytettiin Laravel-ohjelmakehystä ja alkuosassa käsiteltyjä työkaluja ja kirjastoja, kuten Bootstrap ja ...
Wooldridge, Mike
2011-01-01
The easiest way to learn how to create a Web page for your family or organization Do you want to share photos and family lore with relatives far away? Have you been put in charge of communication for your neighborhood group or nonprofit organization? A Web page is the way to get the word out, and Creating Web Pages Simplified offers an easy, visual way to learn how to build one. Full-color illustrations and concise instructions take you through all phases of Web publishing, from laying out and formatting text to enlivening pages with graphics and animation. This easy-to-follow visual guide sho
Web Accessibility and Guidelines
Harper, Simon; Yesilada, Yeliz
Access to, and movement around, complex online environments, of which the World Wide Web (Web) is the most popular example, has long been considered an important and major issue in the Web design and usability field. The commonly used slang phrase ‘surfing the Web’ implies rapid and free access, pointing to its importance among designers and users alike. It has also been long established that this potentially complex and difficult access is further complicated, and becomes neither rapid nor free, if the user is disabled. There are millions of people who have disabilities that affect their use of the Web. Web accessibility aims to help these people to perceive, understand, navigate, and interact with, as well as contribute to, the Web, and thereby the society in general. This accessibility is, in part, facilitated by the Web Content Accessibility Guidelines (WCAG) currently moving from version one to two. These guidelines are intended to encourage designers to make sure their sites conform to specifications, and in that conformance enable the assistive technologies of disabled users to better interact with the page content. In this way, it was hoped that accessibility could be supported. While this is in part true, guidelines do not solve all problems and the new WCAG version two guidelines are surrounded by controversy and intrigue. This chapter aims to establish the published literature related to Web accessibility and Web accessibility guidelines, and discuss limitations of the current guidelines and future directions.
Building Social Web Applications
Bell, Gavin
2009-01-01
Building a web application that attracts and retains regular visitors is tricky enough, but creating a social application that encourages visitors to interact with one another requires careful planning. This book provides practical solutions to the tough questions you'll face when building an effective community site -- one that makes visitors feel like they've found a new home on the Web. If your company is ready to take part in the social web, this book will help you get started. Whether you're creating a new site from scratch or reworking an existing site, Building Social Web Applications
Using Open Web APIs in Teaching Web Mining
Chen, Hsinchun; Li, Xin; Chau, M.; Ho, Yi-Jen; Tseng, Chunju
2009-01-01
With the advent of the World Wide Web, many business applications that utilize data mining and text mining techniques to extract useful business information on the Web have evolved from Web searching to Web mining. It is important for students to acquire knowledge and hands-on experience in Web mining during their education in information systems…
Using Web Server Logs in Evaluating Instructional Web Sites.
Ingram, Albert L.
2000-01-01
Web server logs contain a great deal of information about who uses a Web site and how they use it. This article discusses the analysis of Web logs for instructional Web sites; reviews the data stored in most Web server logs; demonstrates what further information can be gleaned from the logs; and discusses analyzing that information for the…
Brownian Ratchet Mechanism for Faithful Segregation of Low-Copy-Number Plasmids.
Hu, Longhua; Vecchiarelli, Anthony G; Mizuuchi, Kiyoshi; Neuman, Keir C; Liu, Jian
2017-04-11
Bacterial plasmids are extrachromosomal DNA that provides selective advantages for bacterial survival. Plasmid partitioning can be remarkably robust. For high-copy-number plasmids, diffusion ensures that both daughter cells inherit plasmids after cell division. In contrast, most low-copy-number plasmids need to be actively partitioned by a conserved tripartite ParA-type system. ParA is an ATPase that binds to chromosomal DNA; ParB is the stimulator of the ParA ATPase and specifically binds to the plasmid at a centromere-like site, parS. ParB stimulation of the ParA ATPase releases ParA from the bacterial chromosome, after which it takes a long time to reset its DNA-binding affinity. We previously demonstrated in vitro that the ParA system can exploit this biochemical asymmetry for directed cargo transport. Multiple ParA-ParB bonds can bridge a parS-coated cargo to a DNA carpet, and they can work collectively as a Brownian ratchet that directs persistent cargo movement with a ParA-depletion zone trailing behind. By extending this model, we suggest that a similar Brownian ratchet mechanism recapitulates the full range of actively segregated plasmid motilities observed in vivo. We demonstrate that plasmid motility is tuned as the replenishment rate of the ParA-depletion zone progressively increases relative to the cargo speed, evolving from diffusion to pole-to-pole oscillation, local excursions, and, finally, immobility. When the plasmid replicates, the daughters largely display motilities similar to that of their mother, except that when the single-focus progenitor is locally excursive, the daughter foci undergo directed segregation. We show that directed segregation maximizes the fidelity of plasmid partition. Given that local excursion and directed segregation are the most commonly observed modes of plasmid motility in vivo, we suggest that the operation of the ParA-type partition system has been shaped by evolution for high fidelity of plasmid segregation
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)
Hiotelis, Nicos [1st Lyceum of Athens, Ipitou 15, Plaka, 10557, Athens (Greece); Popolo, Antonino Del, E-mail: adelpopolo@oact.inaf.it, E-mail: hiotelis@ipta.demokritos.gr [Dipartimento di Fisica e Astronomia, University Of Catania, Viale Andrea Doria 6, 95125, Catania (Italy)
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.
Makarava, Natallia; Menz, Stephan; Theves, Matthias; Huisinga, Wilhelm; Beta, Carsten; Holschneider, Matthias
2014-10-01
Amoebae explore their environment in a random way, unless external cues like, e.g., nutrients, bias their motion. Even in the absence of cues, however, experimental cell tracks show some degree of persistence. In this paper, we analyzed individual cell tracks in the framework of a linear mixed effects model, where each track is modeled by a fractional Brownian motion, i.e., a Gaussian process exhibiting a long-term correlation structure superposed on a linear trend. The degree of persistence was quantified by the Hurst exponent of fractional Brownian motion. Our analysis of experimental cell tracks of the amoeba Dictyostelium discoideum showed a persistent movement for the majority of tracks. Employing a sliding window approach, we estimated the variations of the Hurst exponent over time, which allowed us to identify points in time, where the correlation structure was distorted ("outliers"). Coarse graining of track data via down-sampling allowed us to identify the dependence of persistence on the spatial scale. While one would expect the (mode of the) Hurst exponent to be constant on different temporal scales due to the self-similarity property of fractional Brownian motion, we observed a trend towards stronger persistence for the down-sampled cell tracks indicating stronger persistence on larger time scales.
International Nuclear Information System (INIS)
Tang Hong; Lin Jianzhong
2011-01-01
The extinction coefficient of atmospheric aerosol particles influences the earth’s radiation balance directly or indirectly, and it can be determined by the scattering and absorption characteristics of aerosol particles. The problem of estimating the change of extinction coefficient due to time evolution of bimodal particle size distribution is studied, and two improved methods for calculating the Brownian coagulation coefficient and the condensation growth rate are proposed, respectively. Through the improved method based on Otto kernel, the Brownian coagulation coefficient can be expressed simply in powers of particle volume for the entire particle size regime based on the fitted polynomials of the mean enhancement function. Meanwhile, the improved method based on Fuchs–Sutugin kernel is developed to obtain the condensation growth rate for the entire particle size regime. And then, the change of the overall extinction coefficient of bimodal distributions undergoing Brownian coagulation and condensation can be estimated comprehensively for the entire particle size regime. Simulation experiments indicate that the extinction coefficients obtained with the improved methods coincide fairly well with the true values, which provide a simple, reliable, and general method to estimate the change of extinction coefficient for the entire particle size regime during the bimodal particle dynamic processes.
Dobramysl, U; Holcman, D
2018-02-15
Is it possible to recover the position of a source from the steady-state fluxes of Brownian particles to small absorbing windows located on the boundary of a domain? To address this question, we develop a numerical procedure to avoid tracking Brownian trajectories in the entire infinite space. Instead, we generate particles near the absorbing windows, computed from the analytical expression of the exit probability. When the Brownian particles are generated by a steady-state gradient at a single point, we compute asymptotically the fluxes to small absorbing holes distributed on the boundary of half-space and on a disk in two dimensions, which agree with stochastic simulations. We also derive an expression for the splitting probability between small windows using the matched asymptotic method. Finally, when there are more than two small absorbing windows, we show how to reconstruct the position of the source from the diffusion fluxes. The present approach provides a computational first principle for the mechanism of sensing a gradient of diffusing particles, a ubiquitous problem in cell biology.
Motegi, Toshinori; Nabika, Hideki; Fu, Yingqiang; Chen, Lili; Sun, Yinlu; Zhao, Jianwei; Murakoshi, Kei
2014-07-01
A new molecular manipulation method in the self-spreading lipid bilayer membrane by combining Brownian ratchet and molecular filtering effects is reported. The newly designed ratchet obstacle was developed to effectively separate dye-lipid molecules. The self-spreading lipid bilayer acted as both a molecular transport system and a manipulation medium. By controlling the size and shape of ratchet obstacles, we achieved a significant increase in the separation angle for dye-lipid molecules compared to that with the previous ratchet obstacle. A clear difference was observed between the experimental results and the simple random walk simulation that takes into consideration only the geometrical effect of the ratchet obstacles. This difference was explained by considering an obstacle-dependent local decrease in molecular diffusivity near the obstacles, known as the molecular filtering effect at nanospace. Our experimental findings open up a novel controlling factor in the Brownian ratchet manipulation that allow the efficient separation of molecules in the lipid bilayer based on the combination of Brownian ratchet and molecular filtering effects.