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Sample records for controlling brownian motion

  1. 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

  2. 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.

  3. Brownian motion approximations for stock control and tankage assessment

    NARCIS (Netherlands)

    R.A.J.J. Nieboer; R. Dekker (Rommert)

    1995-01-01

    textabstractThis paper presents a model for refinery tankage assessment. Special characteristics covered are a hybrid demand process and a periodic-review target-stock policy for production control. The demand is assumed to be in two forms: as large parcels, collected at fixed intervals, and as many

  4. q-deformed Brownian motion

    CERN Document Server

    Man'ko, V I

    1993-01-01

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

  5. 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)

  6. Autocorrelated process control: Geometric Brownian Motion approach versus Box-Jenkins approach

    Science.gov (United States)

    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.

  7. 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)

  8. Brownian motion and stochastic calculus

    CERN Document Server

    Karatzas, Ioannis

    1998-01-01

    This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...

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

    Science.gov (United States)

    Hänggi, Peter

    2005-03-01

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

  10. 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.

  11. Brownian motion of tethered nanowires.

    Science.gov (United States)

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

    2014-05-01

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

  12. 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)

  13. 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)

  14. 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)

  15. Stock price prediction using geometric Brownian motion

    Science.gov (United States)

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

    2018-03-01

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

  16. 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

  17. On some generalization of fractional Brownian motions

    International Nuclear Information System (INIS)

    Wang Xiaotian; Liang Xiangqian; Ren Fuyao; Zhang Shiying

    2006-01-01

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

  18. Deep inelastic collisions viewed as Brownian motion

    International Nuclear Information System (INIS)

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

    1980-01-01

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

  19. Area distribution of an elastic Brownian motion

    International Nuclear Information System (INIS)

    Rajabpour, M A

    2009-01-01

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

  20. 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)

  1. 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.

  2. Reflection Negative Kernels and Fractional Brownian Motion

    Directory of Open Access Journals (Sweden)

    Palle E. T. Jorgensen

    2018-06-01

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

  3. 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)

  4. 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.)

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

    Science.gov (United States)

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

    2017-03-07

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

  6. Generalized Arcsine Laws for Fractional Brownian Motion.

    Science.gov (United States)

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

    2018-01-26

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

  7. Brownian motion, martingales, and stochastic calculus

    CERN Document Server

    Le Gall, Jean-François

    2016-01-01

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

  8. Fractional Brownian motion with a reflecting wall

    Science.gov (United States)

    Wada, Alexander H. O.; Vojta, Thomas

    2018-02-01

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

  9. Time-averaged MSD of Brownian motion

    OpenAIRE

    Andreanov, Alexei; Grebenkov, Denis

    2012-01-01

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

  10. 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

  11. 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.

  12. 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.

  13. Brownian Motion of Boomerang Colloidal Particles

    Science.gov (United States)

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

    2014-03-01

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

  14. 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.

  15. 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

  16. Quantum Darwinism in Quantum Brownian Motion

    Science.gov (United States)

    Blume-Kohout, Robin; Zurek, Wojciech H.

    2008-12-01

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

  17. Time-averaged MSD of Brownian motion

    Science.gov (United States)

    Andreanov, Alexei; Grebenkov, Denis S.

    2012-07-01

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

  18. Langevin theory of anomalous Brownian motion made simple

    International Nuclear Information System (INIS)

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

    2011-01-01

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

  19. 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)

  20. 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)

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

    International Nuclear Information System (INIS)

    Greczylo, Tomasz; Debowska, Ewa

    2007-01-01

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

  2. Brownian motion probe for water-ethanol inhomogeneous mixtures

    Science.gov (United States)

    Furukawa, Kazuki; Judai, Ken

    2017-12-01

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

  3. Parallel Molecular Distributed Detection With Brownian Motion.

    Science.gov (United States)

    Rogers, Uri; Koh, Min-Sung

    2016-12-01

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

  4. 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.

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

    Science.gov (United States)

    Zhang, Qiang; Lai, Dejian

    2011-05-01

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

  6. 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

  7. 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....

  8. 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.

  9. 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.

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

    Science.gov (United States)

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

    2018-04-04

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

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

    Science.gov (United States)

    Liu, Yibing; Nie, Wenjie; Lan, Yueheng

    2017-05-01

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

  12. 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.

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

    Science.gov (United States)

    Johansson, Kurt

    2013-04-01

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

  14. Deterministic Brownian motion generated from differential delay equations.

    Science.gov (United States)

    Lei, Jinzhi; Mackey, Michael C

    2011-10-01

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

  15. 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-.

  16. 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...

  17. Survival probabilities for branching Brownian motion with absorption

    OpenAIRE

    Harris, John; Harris, Simon

    2007-01-01

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

  18. 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

  19. 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

  20. 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)

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

    Science.gov (United States)

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

    2014-02-01

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

  2. 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.

  3. 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.

  4. Stochastic calculus for fractional Brownian motion and related processes

    CERN Document Server

    Mishura, Yuliya S

    2008-01-01

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

  5. Quantum Brownian motion model for the stock market

    Science.gov (United States)

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

    2016-06-01

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

  6. 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.

  7. Occupation times distribution for Brownian motion on graphs

    CERN Document Server

    Desbois, J

    2002-01-01

    Considering a Brownian motion on a general graph, we study the joint law for the occupation times on all the bonds. In particular, we show that the Laplace transform of this distribution can be expressed as the ratio of two determinants. We give two formulations, with arc or vertex matrices, for this result and discuss a simple example. (letter to the editor)

  8. 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.

  9. 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)

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

    OpenAIRE

    Matsumoto, Hiroyuki; Yor, Marc

    2005-01-01

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

  11. Brownian motion model with stochastic parameters for asset prices

    Science.gov (United States)

    Ching, Soo Huei; Hin, Pooi Ah

    2013-09-01

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

  12. 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.

  13. 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

  14. Reflected Brownian motions in the KPZ universality class

    CERN Document Server

    Weiss, Thomas; Spohn, Herbert

    2017-01-01

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

  15. 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

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

    Science.gov (United States)

    Jeon, Jae-Hyung; Metzler, Ralf

    2010-02-01

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

  17. Brownian Motion of Asymmetric Boomerang Colloidal Particles

    Science.gov (United States)

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

    2014-03-01

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

  18. Active Brownian motion in a narrow channel

    Science.gov (United States)

    Ao, X.; Ghosh, P. K.; Li, Y.; Schmid, G.; Hänggi, P.; Marchesoni, F.

    2014-12-01

    We review recent advances in rectification control of artificial microswimmers, also known as Janus particles, diffusing along narrow, periodically corrugated channels. The swimmer self-propulsion mechanism is modeled so as to incorporate a nonzero torque (propulsion chirality). We first summarize the effects of chirality on the autonomous current of microswimmers freely diffusing in channels of different geometries. In particular, left-right and upside-down asymmetric channels are shown to exhibit different transport properties. We then report new results on the dependence of the diffusivity of chiral microswimmers on the channel geometry and their own self-propulsion mechanism. The self-propulsion torque turns out to play a key role as a transport control parameter.

  19. The Diffusion Process in Small Particles and Brownian Motion

    Science.gov (United States)

    Khoshnevisan, M.

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

  20. Biased and flow driven Brownian motion in periodic channels

    Science.gov (United States)

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

    2012-02-01

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

  1. 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.

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

    Science.gov (United States)

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

    2006-12-01

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

  3. Active Brownian motion models and applications to ratchets

    Science.gov (United States)

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

    2008-10-01

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

  4. 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.

  5. 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.

  6. 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.

  7. 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

  8. 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

  9. 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)

  10. 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

  11. 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.

  12. 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)

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

    International Nuclear Information System (INIS)

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

    2006-01-01

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

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

    Science.gov (United States)

    Fang, Ying; Wu, Rong

    2009-07-01

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

  15. 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 (

  16. 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)

  17. 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

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

    OpenAIRE

    Xu, Fangjun

    2013-01-01

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

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

    International Nuclear Information System (INIS)

    Suryawan, Herry P.; Gunarso, Boby

    2017-01-01

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

  20. 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.

  1. 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)

  2. 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.

  3. Characterizing Detrended Fluctuation Analysis of multifractional Brownian motion

    Science.gov (United States)

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

    2015-02-01

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

  4. 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.

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

    International Nuclear Information System (INIS)

    Svin'in, I.R.

    1982-01-01

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

  6. 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)

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

    International Nuclear Information System (INIS)

    Lim, S C; Teo, L P

    2009-01-01

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

  8. 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.

  9. 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.

  10. 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

  11. 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

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

    Science.gov (United States)

    Koide, T; Kodama, T

    2011-06-01

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

  13. 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)

  14. 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.

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

    Science.gov (United States)

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

    2014-04-01

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

  16. 3-d brownian motion simulator for high-sensitivity nanobiotechnological applications.

    Science.gov (United States)

    Toth, Arpád; Banky, Dániel; Grolmusz, Vince

    2011-12-01

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

  17. 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.

  18. 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

  19. 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)

  20. Time-changed geometric fractional Brownian motion and option pricing with transaction costs

    Science.gov (United States)

    Gu, Hui; Liang, Jin-Rong; Zhang, Yun-Xiu

    2012-08-01

    This paper deals with the problem of discrete time option pricing by a fractional subdiffusive Black-Scholes model. The price of the underlying stock follows a time-changed geometric fractional Brownian motion. By a mean self-financing delta-hedging argument, the pricing formula for the European call option in discrete time setting is obtained.

  1. Continuous time Black-Scholes equation with transaction costs in subdiffusive fractional Brownian motion regime

    Science.gov (United States)

    Wang, Jun; Liang, Jin-Rong; Lv, Long-Jin; Qiu, Wei-Yuan; Ren, Fu-Yao

    2012-02-01

    In this paper, we study the problem of continuous time option pricing with transaction costs by using the homogeneous subdiffusive fractional Brownian motion (HFBM) Z(t)=X(Sα(t)), 0transaction costs of replicating strategies. We also give the total transaction costs.

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

    National Research Council Canada - National Science Library

    Durrett, Richard; Kesten, Harry; Spitzer, Frank

    1991-01-01

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

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

    OpenAIRE

    Khoshnevisan, Davar; Levin, David; Shi, Zhan

    2005-01-01

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

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

    NARCIS (Netherlands)

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

    2001-01-01

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

  5. 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 ...

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

    Science.gov (United States)

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

    2012-03-01

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

  7. Conserved linear dynamics of single-molecule Brownian motion

    KAUST Repository

    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.

  8. Conserved linear dynamics of single-molecule Brownian motion

    Science.gov (United States)

    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.

  9. Conserved linear dynamics of single-molecule Brownian motion

    KAUST Repository

    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.

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

    Science.gov (United States)

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

    2017-09-01

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

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

    Directory of Open Access Journals (Sweden)

    Xiao-Li Ding

    2018-01-01

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

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

    Science.gov (United States)

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

    2018-04-01

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

  13. Quantifying the degree of persistence in random amoeboid motion based on the Hurst exponent of fractional Brownian motion.

    Science.gov (United States)

    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.

  14. The colour of thermal noise in classical Brownian motion: a feasibility study of direct experimental observation

    International Nuclear Information System (INIS)

    Berg-Soerensen, Kirstine; Flyvbjerg, Henrik

    2005-01-01

    One hundred years after Einstein modelled Brownian motion, a central aspect of this motion in incompressible fluids has not been verified experimentally: the thermal noise that drives the Brownian particle, is not white, as in Einstein's simple theory. It is slightly coloured, due to hydrodynamics and the fluctuation-dissipation theorem. This theoretical result from the 1970s was prompted by computer simulation results in apparent violation of Einstein's theory. We discuss how a direct experimental observation of this colour might be carried out by using optical tweezers to separate the thermal noise from the particle's dynamic response to it. Since the thermal noise is almost white, very good statistics is necessary to resolve its colour. That requires stable equipment and long recording times, possibly making this experiment one for the future only. We give results for experimental requirements and for stochastic errors as functions of experimental window and measurement time, and discuss some potential sources of systematic errors

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

    Science.gov (United States)

    Lee, K. C.

    2013-02-01

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

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

    Directory of Open Access Journals (Sweden)

    K. C. Lee

    2013-02-01

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

  17. 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.)

  18. A short note on the mean exit time of the Brownian motion

    Science.gov (United States)

    Cadeddu, Lucio; Farina, Maria Antonietta

    We investigate the functional Ω↦ℰ(Ω) where Ω runs through the set of compact domains of fixed volume v in any Riemannian manifold (M,g) and where ℰ(Ω) is the mean exit time from Ω of the Brownian motion. We give an alternative analytical proof of a well-known fact on its critical points proved by McDonald: the critical points of ℰ(Ω) are harmonic domains.

  19. 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

  20. One-Dimensional Brownian Motion of Charged Nanoparticles along Microtubules: A Model System for Weak Binding Interactions

    OpenAIRE

    Minoura, Itsushi; Katayama, Eisaku; Sekimoto, Ken; Muto, Etsuko

    2010-01-01

    Various proteins are known to exhibit one-dimensional Brownian motion along charged rodlike polymers, such as microtubules (MTs), actin, and DNA. The electrostatic interaction between the proteins and the rodlike polymers appears to be crucial for one-dimensional Brownian motion, although the underlying mechanism has not been fully clarified. We examined the interactions of positively-charged nanoparticles composed of polyacrylamide gels with MTs. These hydrophilic nanoparticles bound to MTs ...

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

    OpenAIRE

    Xiao-Li Ding; Juan J. Nieto

    2018-01-01

    In this paper, we investigate analytical solutions of multi-time scale fractional stochastic differential equations driven by fractional Brownian motions. We firstly decompose homogeneous multi-time scale fractional stochastic differential equations driven by fractional Brownian motions into independent differential subequations, and give their analytical solutions. Then, we use the variation of constant parameters to obtain the solutions of nonhomogeneous multi-time scale fractional stochast...

  2. 100 years of Einstein's Theory of Brownian Motion: From Pollen ...

    Indian Academy of Sciences (India)

    complex form. Recall that the rotational motion of a ... blocked and they retain the memory of the direction of the earth's .... In other words, the system works as a rectifier where the ... This is easy to understand using a picture simi- lar to the ...

  3. 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.

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

    Science.gov (United States)

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

    2018-04-01

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

  5. Brownian motion of massive skyrmions in magnetic thin films

    Energy Technology Data Exchange (ETDEWEB)

    Troncoso, Roberto E., E-mail: r.troncoso.c@gmail.com [Centro para el Desarrollo de la Nanociencia y la Nanotecnología, CEDENNA, Avda. Ecuador 3493, Santiago 9170124 (Chile); Núñez, Álvaro S., E-mail: alnunez@dfi.uchile.cl [Departamento de Física, Facultad de Ciencias Físicas y Matemáticas, Universidad de Chile, Casilla 487-3, Santiago (Chile)

    2014-12-15

    We report on the thermal effects on the motion of current-driven massive magnetic skyrmions. The reduced equation for the motion of skyrmion has the form of a stochastic generalized Thiele’s equation. We propose an ansatz for the magnetization texture of a non-rigid single skyrmion that depends linearly with the velocity. By using this ansatz it is found that the skyrmion mass tensor is closely related to intrinsic skyrmion parameters, such as Gilbert damping, skyrmion-charge and dissipative force. We have found an exact expression for the average drift velocity as well as the mean-square velocity of the skyrmion. The longitudinal and transverse mobility of skyrmions for small spin-velocity of electrons is also determined and found to be independent of the skyrmion mass.

  6. Brownian motion of massive skyrmions in magnetic thin films

    International Nuclear Information System (INIS)

    Troncoso, Roberto E.; Núñez, Álvaro S.

    2014-01-01

    We report on the thermal effects on the motion of current-driven massive magnetic skyrmions. The reduced equation for the motion of skyrmion has the form of a stochastic generalized Thiele’s equation. We propose an ansatz for the magnetization texture of a non-rigid single skyrmion that depends linearly with the velocity. By using this ansatz it is found that the skyrmion mass tensor is closely related to intrinsic skyrmion parameters, such as Gilbert damping, skyrmion-charge and dissipative force. We have found an exact expression for the average drift velocity as well as the mean-square velocity of the skyrmion. The longitudinal and transverse mobility of skyrmions for small spin-velocity of electrons is also determined and found to be independent of the skyrmion mass

  7. Dynamic tracking of a nano-particle in fluids under Brownian motions

    International Nuclear Information System (INIS)

    Wu, X C; Zhang, W J; Sammynaiken, R

    2008-01-01

    Most previous studies on H 2 S were devoted to its toxic effects. However, recently there have been increasing evidences which show that endogenously generated H 2 S in specific mammalian tissues has certain significant positive physiological effects such as a neuromodulator and vasorelaxant in a membrane receptor-independent manner. In order to know the functions of endogenous H 2 S, low concentration and high accuracy measurement of H 2 S is a must. Furthermore, this measurement is desired to be real-time and non-invasive. It is reported that low concentration and nano quantity of H 2 S can be detected in water solutions and sera using carbon nanotubes with the fluorescence by confocal laser scanning microscopy. However, because of the Brownian motion of the small particle (carbon nanotube), a control system must be developed to track the movement of the particle in fluids. In this paper, we present a study to track a carbon nanotube which absorbs H 2 S in water or serum using a Raman microscope or confocal laser scanning microscope. In particular, we developed a novel control system for this task. Simulation has shown that our system works very well.

  8. 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

  9. 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

  10. 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)

  11. Brownian motion of a nano-colloidal particle: the role of the solvent.

    Science.gov (United States)

    Torres-Carbajal, Alexis; Herrera-Velarde, Salvador; Castañeda-Priego, Ramón

    2015-07-15

    Brownian motion is a feature of colloidal particles immersed in a liquid-like environment. Usually, it can be described by means of the generalised Langevin equation (GLE) within the framework of the Mori theory. In principle, all quantities that appear in the GLE can be calculated from the molecular information of the whole system, i.e., colloids and solvent molecules. In this work, by means of extensive Molecular Dynamics simulations, we study the effects of the microscopic details and the thermodynamic state of the solvent on the movement of a single nano-colloid. In particular, we consider a two-dimensional model system in which the mass and size of the colloid are two and one orders of magnitude, respectively, larger than the ones associated with the solvent molecules. The latter ones interact via a Lennard-Jones-type potential to tune the nature of the solvent, i.e., it can be either repulsive or attractive. We choose the linear momentum of the Brownian particle as the observable of interest in order to fully describe the Brownian motion within the Mori framework. We particularly focus on the colloid diffusion at different solvent densities and two temperature regimes: high and low (near the critical point) temperatures. To reach our goal, we have rewritten the GLE as a second kind Volterra integral in order to compute the memory kernel in real space. With this kernel, we evaluate the momentum-fluctuating force correlation function, which is of particular relevance since it allows us to establish when the stationarity condition has been reached. Our findings show that even at high temperatures, the details of the attractive interaction potential among solvent molecules induce important changes in the colloid dynamics. Additionally, near the critical point, the dynamical scenario becomes more complex; all the correlation functions decay slowly in an extended time window, however, the memory kernel seems to be only a function of the solvent density. Thus, the

  12. 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)

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

    Science.gov (United States)

    Lindenberg, Katja

    2015-03-01

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

  14. Motion control report

    CERN Document Server

    2013-01-01

    Please note this is a short discount publication. In today's manufacturing environment, Motion Control plays a major role in virtually every project.The Motion Control Report provides a comprehensive overview of the technology of Motion Control:* Design Considerations* Technologies* Methods to Control Motion* Examples of Motion Control in Systems* A Detailed Vendors List

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

    Science.gov (United States)

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

    2018-02-01

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

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

    Science.gov (United States)

    Magdziarz, Marcin; Szczotka, Wladyslaw

    2018-07-01

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

  17. Molecular motors that digest their track to rectify Brownian motion: processive movement of exonuclease enzymes.

    Science.gov (United States)

    Xie, Ping

    2009-09-16

    A general model is presented for the processive movement of molecular motors such as λ-exonuclease, RecJ and exonuclease I that use digestion of a DNA track to rectify Brownian motion along this track. Using this model, the translocation dynamics of these molecular motors is studied. The sequence-dependent pausing of λ-exonuclease, which results from a site-specific high affinity DNA interaction, is also studied. The theoretical results are consistent with available experimental data. Moreover, the model is used to predict the lifetime distribution and force dependence of these paused states.

  18. Molecular motors that digest their track to rectify Brownian motion: processive movement of exonuclease enzymes

    International Nuclear Information System (INIS)

    Xie Ping

    2009-01-01

    A general model is presented for the processive movement of molecular motors such as λ-exonuclease, RecJ and exonuclease I that use digestion of a DNA track to rectify Brownian motion along this track. Using this model, the translocation dynamics of these molecular motors is studied. The sequence-dependent pausing of λ-exonuclease, which results from a site-specific high affinity DNA interaction, is also studied. The theoretical results are consistent with available experimental data. Moreover, the model is used to predict the lifetime distribution and force dependence of these paused states.

  19. Lookback Option Pricing with Fixed Proportional Transaction Costs under Fractional Brownian Motion.

    Science.gov (United States)

    Sun, Jiao-Jiao; Zhou, Shengwu; Zhang, Yan; Han, Miao; Wang, Fei

    2014-01-01

    The pricing problem of lookback option with a fixed proportion of transaction costs is investigated when the underlying asset price follows a fractional Brownian motion process. Firstly, using Leland's hedging method a partial differential equation satisfied by the value of the lookback option is derived. Then we obtain its numerical solution by constructing a Crank-Nicolson format. Finally, the effectiveness of the proposed form is verified through a numerical example. Meanwhile, the impact of transaction cost rate and volatility on lookback option value is discussed.

  20. 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. 

  1. Brownian motion of polyphosphate complexes in yeast vacuoles: characterization by fluorescence microscopy with image analysis.

    Science.gov (United States)

    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.

  2. 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)

  3. 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

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

    Science.gov (United States)

    He, Xinjiang; Chen, Wenting

    2014-06-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2014-02-15

    In this article we present methods for measuring hindered Brownian motion in the confinement of complex 3D geometries using digital video microscopy. Here we discuss essential features of automated 3D particle tracking as well as diffusion data analysis. By introducing local mean squared displacement-vs-time curves, we are able to simultaneously measure the spatial dependence of diffusion coefficients, tracking accuracies and drift velocities. Such local measurements allow a more detailed and appropriate description of strongly heterogeneous systems as opposed to global measurements. Finite size effects of the tracking region on measuring mean squared displacements are also discussed. The use of these methods was crucial for the measurement of the diffusive behavior of spherical polystyrene particles (505 nm diameter) in a microfluidic chip. The particles explored an array of parallel channels with different cross sections as well as the bulk reservoirs. For this experiment we present the measurement of local tracking accuracies in all three axial directions as well as the diffusivity parallel to the channel axis while we observed no significant flow but purely Brownian motion. Finally, the presented algorithm is suitable also for tracking of fluorescently labeled particles and particles driven by an external force, e.g., electrokinetic or dielectrophoretic forces.

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

    Directory of Open Access Journals (Sweden)

    T. Turiv

    2015-06-01

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

  7. 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

  8. Derivation of the Boltzmann Equation for Financial Brownian Motion: Direct Observation of the Collective Motion of High-Frequency Traders

    Science.gov (United States)

    Kanazawa, Kiyoshi; Sueshige, Takumi; Takayasu, Hideki; Takayasu, Misako

    2018-03-01

    A microscopic model is established for financial Brownian motion from the direct observation of the dynamics of high-frequency traders (HFTs) in a foreign exchange market. Furthermore, a theoretical framework parallel to molecular kinetic theory is developed for the systematic description of the financial market from microscopic dynamics of HFTs. We report first on a microscopic empirical law of traders' trend-following behavior by tracking the trajectories of all individuals, which quantifies the collective motion of HFTs but has not been captured in conventional order-book models. We next introduce the corresponding microscopic model of HFTs and present its theoretical solution paralleling molecular kinetic theory: Boltzmann-like and Langevin-like equations are derived from the microscopic dynamics via the Bogoliubov-Born-Green-Kirkwood-Yvon hierarchy. Our model is the first microscopic model that has been directly validated through data analysis of the microscopic dynamics, exhibiting quantitative agreements with mesoscopic and macroscopic empirical results.

  9. 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

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

    Science.gov (United States)

    Craven, Galen T.; Nitzan, Abraham

    2018-01-01

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

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

    Science.gov (United States)

    Tyagi, Neha; Cherayil, Binny J.

    2018-03-01

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

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

    Science.gov (United States)

    Hyeon, Changbong; Hwang, Wonseok

    2017-07-01

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

  13. Free convective MHD Cattaneo-Christov flow over three different geometries with thermophoresis and Brownian motion

    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 Newton’s 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

  14. Nonisothermal Brownian motion: Thermophoresis as the macroscopic manifestation of thermally biased molecular motion.

    Science.gov (United States)

    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

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

    International Nuclear Information System (INIS)

    Ni Xiaohui; Jiang Zhiqiang; Zhou Weixing

    2009-01-01

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

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

    CERN Document Server

    Berzin, Corinne; León, José R

    2014-01-01

    This book is devoted to a number of stochastic models that display scale invariance. It primarily focuses on three issues: probabilistic properties, statistical estimation and simulation of the processes considered. It will be of interest to probability specialists, who will find here an uncomplicated presentation of statistics tools, and to those statisticians who wants to tackle the most recent theories in probability in order to develop Central Limit Theorems in this context; both groups will also benefit from the section on simulation. Algorithms are described in great detail, with a focus on procedures that is not usually found in mathematical treatises. The models studied are fractional Brownian motions and processes that derive from them through stochastic differential equations. Concerning the proofs of the limit theorems, the “Fourth Moment Theorem” is systematically used, as it produces rapid and helpful proofs that can serve as models for the future. Readers will also find elegant and new proof...

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

    Directory of Open Access Journals (Sweden)

    Gayo Willy

    2016-01-01

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

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

    Science.gov (United States)

    Li, Pu; Yi, Xiaogang; Liu, Xianglian; Wang, Yuncai; Wang, Yongge

    2016-07-11

    The nondeterministic property of the optoelectronic random bit generator (RBG) based on laser chaos are experimentally analyzed from two aspects of the central limit theorem and law of iterated logarithm. The random bits are extracted from an optical feedback chaotic laser diode using a multi-bit extraction technique in the electrical domain. Our experimental results demonstrate that the generated random bits have no statistical distance from the Brownian motion, besides that they can pass the state-of-the-art industry-benchmark statistical test suite (NIST SP800-22). All of them give a mathematically provable evidence that the ultrafast random bit generator based on laser chaos can be used as a nondeterministic random bit source.

  19. 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.

  20. 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.

  1. 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)

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

    Science.gov (United States)

    Chen, Yao; Wang, Xudong; Deng, Weihua

    2017-10-01

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

  3. 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)

  4. 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.

  5. Anomalous diffusion due to hindering by mobile obstacles undergoing Brownian motion or Orstein-Ulhenbeck processes.

    Science.gov (United States)

    Berry, Hugues; Chaté, Hugues

    2014-02-01

    In vivo measurements of the passive movements of biomolecules or vesicles in cells consistently report "anomalous diffusion," where mean-squared displacements scale as a power law of time with exponent αmovement hindrance by obstacles is often invoked. However, our understanding of how hindered diffusion leads to subdiffusion is based on diffusion amidst randomly located immobile obstacles. Here, we have used Monte Carlo simulations to investigate transient subdiffusion due to mobile obstacles with various modes of mobility. Our simulations confirm that the anomalous regimes rapidly disappear when the obstacles move by Brownian motion. By contrast, mobile obstacles with more confined displacements, e.g., Orstein-Ulhenbeck motion, are shown to preserve subdiffusive regimes. The mean-squared displacement of tracked protein displays convincing power laws with anomalous exponent α that varies with the density of Orstein-Ulhenbeck (OU) obstacles or the relaxation time scale of the OU process. In particular, some of the values we observed are significantly below the universal value predicted for immobile obstacles in two dimensions. Therefore, our results show that subdiffusion due to mobile obstacles with OU type of motion may account for the large variation range exhibited by experimental measurements in living cells and may explain that some experimental estimates are below the universal value predicted for immobile obstacles.

  6. Scale-free animal movement patterns: Levy walks outperform fractional Brownian motions and fractional Levy motions in random search scenarios

    International Nuclear Information System (INIS)

    Reynolds, A M

    2009-01-01

    The movement patterns of a diverse range of animals have scale-free characteristics. These characteristics provide necessary but not sufficient conditions for the presence of movement patterns that can be approximated by Levy walks. Nevertheless, it has been widely assumed that the occurrence of scale-free animal movements can indeed be attributed to the presence of Levy walks. This is, in part, because it is known that the super-diffusive properties of Levy walks can be advantageous in random search scenarios when searchers have little or no prior knowledge of target locations. However, fractional Brownian motions (fBms) and fractional Levy motions (fLms) are both scale-free and super-diffusive, and so it is possible that these motions rather than Levy walks underlie some or all occurrences of scale-free animal movement patterns. Here this possibility is examined in numerical simulations through a determination of the searching efficiencies of fBm and fLm searches. It is shown that these searches are less efficient than Levy walk searches. This finding does not rule out the possibility that some animals with scale-free movement patterns are executing fBm and fLm searches, but it does make Levy walk searches the more likely possibility.

  7. Brownian entanglement

    International Nuclear Information System (INIS)

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

    2005-01-01

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

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

    Science.gov (United States)

    Lisý, Vladimír; Tóthová, Jana

    2018-02-01

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

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

    Science.gov (United States)

    Lisý, Vladimír; Tóthová, Jana

    2018-03-01

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

  10. Stochastic interest model driven by compound Poisson process andBrownian motion with applications in life contingencies

    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.

  11. Elliott wave principle and the corresponding fractional Brownian motion in stock markets: Evidence from Nikkei 225 index

    International Nuclear Information System (INIS)

    Ilalan, Deniz

    2016-01-01

    Highlights: • Hausdorff dimension of the Elliott Wave trajectories is computed. • Linkage between Elliott Wave principle and fractional Brownian motion is proposed. • Log-normality of stock returns is discussed from a fractal point of view. - Abstract: This paper examines one of the vital technical analysis indicators known as the Elliott wave principle. Since these waves have a fractal nature with patterns that are not exact, we first determine the dimension of them. Our second aim is to find a linkage between Elliott wave principle and fractional Brownian motion via comparing their Hausdorff dimensions. Thirdly, we consider the Nikkei 225 index during Japan asset price bubble, which is a perfect example of an Elliott wave.

  12. One-dimensional Brownian motion of charged nanoparticles along microtubules: a model system for weak binding interactions.

    Science.gov (United States)

    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.

  13. On the first crossing distributions in fractional Brownian motion and the mass function of dark matter haloes

    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.

  14. The effect of various conductivity and viscosity models considering Brownian motion on nanofluids mixed convection flow and heat transfer

    Directory of Open Access Journals (Sweden)

    H. R. Ehteram

    2016-01-01

    Full Text Available In this paper the effect of using various models for conductivity and viscosity considering Brownian motion of nanoparticles is investigated. This study is numerically conducted inside a cavity full of Water-Al2O3 nanofluid at the case of mixed convection heat transfer. The effect of some parameters such as the nanoparticle volume fraction, Rayleigh, Richardson and Reynolds numbers has been examined. The governing equations with specified boundary conditions has been solved using finite volume method. A computer code has been prepared for this purpose. The results are presented in form of stream functions, isotherms, Nusselt number and the flow power with and without the Brownian motion taken into consideration. The results show that for all the applied models the stream functions and isotherm have approximately same patterns and no considerable difference has been observed. In all the studied models when considering the Brownian motion, the average Nusselt number is higher than not taking this effect into account. The models of Koo-Kleinstreuer and Li-Kleinstreuer give almost same values for the maximum stream function and average Nusselt number. It is also true about the models of Vajjha-Das and Xiao et al.

  15. Auditory hair cell centrioles undergo confined Brownian motion throughout the developmental migration of the kinocilium.

    Science.gov (United States)

    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.

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

    Directory of Open Access Journals (Sweden)

    Didier Delignières

    2015-01-01

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

  17. Brownian motion or Lévy walk? Stepping towards an extended statistical mechanics for animal locomotion.

    Science.gov (United States)

    Gautestad, Arild O

    2012-09-07

    Animals moving under the influence of spatio-temporal scaling and long-term memory generate a kind of space-use pattern that has proved difficult to model within a coherent theoretical framework. An extended kind of statistical mechanics is needed, accounting for both the effects of spatial memory and scale-free space use, and put into a context of ecological conditions. Simulations illustrating the distinction between scale-specific and scale-free locomotion are presented. The results show how observational scale (time lag between relocations of an individual) may critically influence the interpretation of the underlying process. In this respect, a novel protocol is proposed as a method to distinguish between some main movement classes. For example, the 'power law in disguise' paradox-from a composite Brownian motion consisting of a superposition of independent movement processes at different scales-may be resolved by shifting the focus from pattern analysis at one particular temporal resolution towards a more process-oriented approach involving several scales of observation. A more explicit consideration of system complexity within a statistical mechanical framework, supplementing the more traditional mechanistic modelling approach, is advocated.

  18. Numerically pricing American options under the generalized mixed fractional Brownian motion model

    Science.gov (United States)

    Chen, Wenting; Yan, Bowen; Lian, Guanghua; Zhang, Ying

    2016-06-01

    In this paper, we introduce a robust numerical method, based on the upwind scheme, for the pricing of American puts under the generalized mixed fractional Brownian motion (GMFBM) model. By using portfolio analysis and applying the Wick-Itô formula, a partial differential equation (PDE) governing the prices of vanilla options under the GMFBM is successfully derived for the first time. Based on this, we formulate the pricing of American puts under the current model as a linear complementarity problem (LCP). Unlike the classical Black-Scholes (B-S) model or the generalized B-S model discussed in Cen and Le (2011), the newly obtained LCP under the GMFBM model is difficult to be solved accurately because of the numerical instability which results from the degeneration of the governing PDE as time approaches zero. To overcome this difficulty, a numerical approach based on the upwind scheme is adopted. It is shown that the coefficient matrix of the current method is an M-matrix, which ensures its stability in the maximum-norm sense. Remarkably, we have managed to provide a sharp theoretic error estimate for the current method, which is further verified numerically. The results of various numerical experiments also suggest that this new approach is quite accurate, and can be easily extended to price other types of financial derivatives with an American-style exercise feature under the GMFBM model.

  19. Processive pectin methylesterases: the role of electrostatic potential, breathing motions and bond cleavage in the rectification of Brownian motions.

    Directory of Open Access Journals (Sweden)

    Davide Mercadante

    Full Text Available Pectin methylesterases (PMEs hydrolyze the methylester groups that are found on the homogalacturonan (HG chains of pectic polysaccharides in the plant cell wall. Plant and bacterial PMEs are especially interesting as the resulting de-methylesterified (carboxylated sugar residues are found to be arranged contiguously, indicating a so-called processive nature of these enzymes. Here we report the results of continuum electrostatics calculations performed along the molecular dynamics trajectory of a PME-HG-decasaccharide complex. In particular it was observed that, when the methylester groups of the decasaccharide were arranged in order to mimic the just-formed carboxylate product of de-methylesterification, a net unidirectional sliding of the model decasaccharide was subsequently observed along the enzyme's binding groove. The changes that occurred in the electrostatic binding energy and protein dynamics during this translocation provide insights into the mechanism by which the enzyme rectifies Brownian motions to achieve processivity. The free energy that drives these molecular motors is thus demonstrated to be incorporated endogenously in the methylesterified groups of the HG chains and is not supplied exogenously.

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

    Science.gov (United States)

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

    2014-01-07

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

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

    Science.gov (United States)

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

    2014-01-01

    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

  2. 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)

  3. Biased Brownian motion mechanism for processivity and directionality of single-headed myosin-VI.

    Science.gov (United States)

    Iwaki, Mitsuhiro; Iwane, Atsuko Hikikoshi; Ikebe, Mitsuo; Yanagida, Toshio

    2008-01-01

    Conventional form to function as a vesicle transporter is not a 'single molecule' but a coordinated 'two molecules'. The coordinated two molecules make it complicated to reveal its mechanism. To overcome the difficulty, we adopted a single-headed myosin-VI as a model protein. Myosin-VI is an intracellular vesicle and organelle transporter that moves along actin filaments in a direction opposite to most other known myosin classes. The myosin-VI was expected to form a dimer to move processively along actin filaments with a hand-over-hand mechanism like other myosin organelle transporters. However, wild-type myosin-VI was demonstrated to be monomer and single-headed, casting doubt on its processivity. Using single molecule techniques, we show that green fluorescent protein (GFP)-fused single-headed myosin-VI does not move processively. However, when coupled to a 200 nm polystyrene bead (comparable to an intracellular vesicle in size) at a ratio of one head per bead, single-headed myosin-VI moves processively with large (40 nm) steps. Furthermore, we found that a single-headed myosin-VI-bead complex moved more processively in a high-viscous solution (40-fold higher than water) similar to cellular environment. Because diffusion of the bead is 60-fold slower than myosin-VI heads alone in water, we propose a model in which the bead acts as a diffusional anchor for the myosin-VI, enhancing the head's rebinding following detachment and supporting processive movement of the bead-monomer complex. This investigation will help us understand how molecular motors utilize Brownian motion in cells.

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

    Science.gov (United States)

    Le Doussal, Pierre

    2017-12-01

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

  5. Active motions of Brownian particles in a generalized energy-depot model

    International Nuclear Information System (INIS)

    Zhang Yong; Koo Kim, Chul; Lee, Kong-Ju-Bock

    2008-01-01

    We present a generalized energy-depot model in which the rate of conversion of the internal energy into motion can be dependent on the position and velocity of a particle. When the conversion rate is a general function of the velocity, the active particle exhibits diverse patterns of motion, including a braking mechanism and a stepping motion. The phase trajectories of the motion are investigated in a systematic way. With a particular form of the conversion rate dependent on the position and velocity, the particle shows a spontaneous oscillation characterizing a negative stiffness. These types of active behaviors are compared with similar phenomena observed in biology, such as the stepping motion of molecular motors and amplification in the hearing mechanism. Hence, our model can provide a generic understanding of the active motion related to the energy conversion and also a new control mechanism for nano-robots. We also investigate the effect of noise, especially on the stepping motion, and observe random walk-like behavior as expected.

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

    International Nuclear Information System (INIS)

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

    2012-01-01

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

  7. Langevin equation method for the rotational Brownian motion and orientational relaxation in liquids: II. Symmetrical top molecules

    CERN Document Server

    Coffey, W T; Titov, S V

    2003-01-01

    A theory of orientational relaxation for the inertial rotational Brownian motion of a symmetric top molecule is developed using the Langevin equation rather than the Fokker-Planck equation. The infinite hierarchy of differential-recurrence relations for the orientational correlation functions for the relaxation behaviour is derived by averaging the corresponding Euler-Langevin equations. The solution of this hierarchy is obtained using matrix continued fractions allowing the calculation of the correlation times and the spectra of the orientational correlation functions for typical values of the model parameters.

  8. Optimal Exercise Boundary of American Fractional Lookback Option in a Mixed Jump-Diffusion Fractional Brownian Motion Environment

    Directory of Open Access Journals (Sweden)

    Zhaoqiang Yang

    2017-01-01

    Full Text Available A new framework for pricing the American fractional lookback option is developed in the case where the stock price follows a mixed jump-diffusion fraction Brownian motion. By using Itô formula and Wick-Itô-Skorohod integral a new market pricing model is built. The fundamental solutions of stochastic parabolic partial differential equations are estimated under the condition of Merton assumptions. The explicit integral representation of early exercise premium and the critical exercise price are also given. Numerical simulation illustrates some notable features of American fractional lookback options.

  9. Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion

    Science.gov (United States)

    Zhang, Wei-Guo; Li, Zhe; Liu, Yong-Jun

    2018-01-01

    In this paper, we study the pricing problem of the continuously monitored fixed and floating strike geometric Asian power options in a mixed fractional Brownian motion environment. First, we derive both closed-form solutions and mixed fractional partial differential equations for fixed and floating strike geometric Asian power options based on delta-hedging strategy and partial differential equation method. Second, we present the lower and upper bounds of the prices of fixed and floating strike geometric Asian power options under the assumption that both risk-free interest rate and volatility are interval numbers. Finally, numerical studies are performed to illustrate the performance of our proposed pricing model.

  10. Brownian motion in a field of force and the diffusion theory of chemical reactions. II

    NARCIS (Netherlands)

    Brinkman, H.C.

    1956-01-01

    H. A. Kramers has studied the rate of chemical reactions in view of the Brownian forces caused by a surrounding medium in temperature equilibrium. In a previous paper 3) the author gave a solution of Kramers' diffusion equation in phase space by systematic development. In this paper the general

  11. Ship Roll Motion Control

    DEFF Research Database (Denmark)

    Perez, Tristan; Blanke, Mogens

    2010-01-01

    . This tutorial paper presents an account of the development of various ship roll motion control systems and the challenges associated with their design. The paper discusses how to assess performance, the applicability of dierent models, and control methods that have been applied in the past....

  12. Fokker-Planck equation for the non-Markovian Brownian motion in the presence of a magnetic field

    Science.gov (United States)

    Das, Joydip; Mondal, Shrabani; Bag, Bidhan Chandra

    2017-10-01

    In the present study, we have proposed the Fokker-Planck equation in a simple way for a Langevin equation of motion having ordinary derivative (OD), the Gaussian random force and a generalized frictional memory kernel. The equation may be associated with or without conservative force field from harmonic potential. We extend this method for a charged Brownian particle in the presence of a magnetic field. Thus, the present method is applicable for a Langevin equation of motion with OD, the Gaussian colored thermal noise and any kind of linear force field that may be conservative or not. It is also simple to apply this method for the colored Gaussian noise that is not related to the damping strength.

  13. Comment on “Time-changed geometric fractional Brownian motion and option pricing with transaction costs” by Hui Gu et al.

    Science.gov (United States)

    Guo, Zhidong; Song, Yukun; Zhang, Yunliang

    2013-05-01

    The purpose of this comment is to point out the inappropriate assumption of “3αH>1” and two problems in the proof of “Theorem 3.1” in section 3 of the paper “Time-changed geometric fractional Brownian motion and option pricing with transaction costs” by Hui Gu et al. [H. Gu, J.R. Liang, Y. X. Zhang, Time-changed geometric fractional Brownian motion and option pricing with transaction costs, Physica A 391 (2012) 3971-3977]. Then we show the two problems will be solved under our new assumption.

  14. Thon rings from amorphous ice and implications of beam-induced Brownian motion in single particle electron cryo-microscopy

    Energy Technology Data Exchange (ETDEWEB)

    McMullan, G., E-mail: gm2@mrc-lmb.cam.ac.uk; Vinothkumar, K.R.; Henderson, R.

    2015-11-15

    We have recorded dose-fractionated electron cryo-microscope images of thin films of pure flash-frozen amorphous ice and pre-irradiated amorphous carbon on a Falcon II direct electron detector using 300 keV electrons. We observe Thon rings [1] in both the power spectrum of the summed frames and the sum of power spectra from the individual frames. The Thon rings from amorphous carbon images are always more visible in the power spectrum of the summed frames whereas those of amorphous ice are more visible in the sum of power spectra from the individual frames. This difference indicates that while pre-irradiated carbon behaves like a solid during the exposure, amorphous ice behaves like a fluid with the individual water molecules undergoing beam-induced motion. Using the measured variation in the power spectra amplitude with number of electrons per image we deduce that water molecules are randomly displaced by a mean squared distance of ∼1.1 Å{sup 2} for every incident 300 keV e{sup −}/Å{sup 2}. The induced motion leads to an optimal exposure with 300 keV electrons of 4.0 e{sup −}/Å{sup 2} per image with which to observe Thon rings centred around the strong 3.7 Å scattering peak from amorphous ice. The beam-induced movement of the water molecules generates pseudo-Brownian motion of embedded macromolecules. The resulting blurring of single particle images contributes an additional term, on top of that from radiation damage, to the minimum achievable B-factor for macromolecular structure determination. - Highlights: • Thon rings can be seen from amorphous ice. • Radiation damage to amorphous ice randomly displaces water molecules. • Each incident 300 keV e{sup −}/Å{sup 2} displaces water molecules on average by ∼1 Å. • Macromolecules embedded in amorphous ice undergo beam induced Brownian motion.

  15. Non-Markovian Effects on the Brownian Motion of a Free Particle

    OpenAIRE

    Bolivar, A. O.

    2010-01-01

    Non-Markovian effects upon the Brownian movement of a free particle in the presence as well as in the absence of inertial force are investigated within the framework of Fokker-Planck equations (Rayleigh and Smoluchowski equations). More specifically, it is predicted that non-Markovian features can enhance the values of the mean square displacement and momentum, thereby assuring the mathematical property of differentiability of the these physically observable quantities.

  16. 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

  17. Motion Control with Vision

    NARCIS (Netherlands)

    Ir. Dick van Schenk Brill; Ir Peter Boots

    2001-01-01

    This paper describes the work that is done by a group of I3 students at Philips CFT in Eindhoven, Netherlands. I3 is an initiative of Fontys University of Professional Education also located in Eindhoven. The work focuses on the use of computer vision in motion control. Experiments are done with

  18. 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

  19. Motion sensing energy controller

    International Nuclear Information System (INIS)

    Saphir, M.E.; Reed, M.A.

    1984-01-01

    A moving object sensing processor responsive to slowly varying motions of a human being or other moving object in a zone of interest employs high frequency pulse modulated non-visible radiation generated by a radiation generating source, such as an LED, and detected by a detector sensitive to radiation of a preselected wavelength which generates electrical signals representative of the reflected radiation received from the zone of interest. The detectorsignals are processed to normalize the base level and remove variations due to background level changes, and slowly varying changes in the signals are detected by a bi-polar threshold detector. The control signals generated by the threshold detector in response to slowly varying motion are used to control the application of power to a utilization device, such as a set of fluoroescent lights in a room, the power being applied in response to detection of such motion and being automatically terminated in the absence of such motion after a predetermined time period established by a settable incrementable counter

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

    International Nuclear Information System (INIS)

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

    2017-01-01

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

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

    International Nuclear Information System (INIS)

    Jumarie, Guy

    2006-01-01

    The (complex-valued) Brownian motion of order n is defined as the limit of a random walk on the complex roots of the unity. Real-valued fractional noises are obtained as fractional derivatives of the Gaussian white noise (or order two). Here one combines these two approaches and one considers the new class of fractional noises obtained as fractional derivative of the complex-valued Brownian motion of order n. The key of the approach is the relation between differential and fractional differential provided by the fractional Taylor's series of analytic function f(z+h)=E α (h α D z α ).f(z), where E α is the Mittag-Leffler function on the one hand, and the generalized Maruyama's notation, on the other hand. Some questions are revisited such as the definition of fractional Brownian motion as integral w.r.t. (dt) α , and the exponential growth equation driven by fractional Brownian motion, to which a new solution is proposed. As a first illustrative example of application, in mathematical finance, one proposes a new approach to the optimal management of a stochastic portfolio of fractional order via the Lagrange variational technique applied to the state moment dynamical equations. In the second example, one deals with non-random Lagrangian mechanics of fractional order. The last example proposes a new approach to fractional stochastic mechanics, and the solution so obtained gives rise to the question as to whether physical systems would not have their own internal random times

  2. Superaging correlation function and ergodicity breaking for Brownian motion in logarithmic potentials.

    Science.gov (United States)

    Dechant, A; Lutz, E; Kessler, D A; Barkai, E

    2012-05-01

    We consider an overdamped Brownian particle moving in a confining asymptotically logarithmic potential, which supports a normalized Boltzmann equilibrium density. We derive analytical expressions for the two-time correlation function and the fluctuations of the time-averaged position of the particle for large but finite times. We characterize the occurrence of aging and nonergodic behavior as a function of the depth of the potential, and we support our predictions with extensive Langevin simulations. While the Boltzmann measure is used to obtain stationary correlation functions, we show how the non-normalizable infinite covariant density is related to the superaging behavior.

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

    International Nuclear Information System (INIS)

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

    2007-01-01

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

  4. Structure-based molecular simulations reveal the enhancement of biased Brownian motions in single-headed kinesin.

    Science.gov (United States)

    Kanada, Ryo; Kuwata, Takeshi; Kenzaki, Hiroo; Takada, Shoji

    2013-01-01

    Kinesin is a family of molecular motors that move unidirectionally along microtubules (MT) using ATP hydrolysis free energy. In the family, the conventional two-headed kinesin was experimentally characterized to move unidirectionally through "walking" in a hand-over-hand fashion by coordinated motions of the two heads. Interestingly a single-headed kinesin, a truncated KIF1A, still can generate a biased Brownian movement along MT, as observed by in vitro single molecule experiments. Thus, KIF1A must use a different mechanism from the conventional kinesin to achieve the unidirectional motions. Based on the energy landscape view of proteins, for the first time, we conducted a set of molecular simulations of the truncated KIF1A movements over an ATP hydrolysis cycle and found a mechanism exhibiting and enhancing stochastic forward-biased movements in a similar way to those in experiments. First, simulating stand-alone KIF1A, we did not find any biased movements, while we found that KIF1A with a large friction cargo-analog attached to the C-terminus can generate clearly biased Brownian movements upon an ATP hydrolysis cycle. The linked cargo-analog enhanced the detachment of the KIF1A from MT. Once detached, diffusion of the KIF1A head was restricted around the large cargo which was located in front of the head at the time of detachment, thus generating a forward bias of the diffusion. The cargo plays the role of a diffusional anchor, or cane, in KIF1A "walking."

  5. Structure-based molecular simulations reveal the enhancement of biased Brownian motions in single-headed kinesin.

    Directory of Open Access Journals (Sweden)

    Ryo Kanada

    Full Text Available Kinesin is a family of molecular motors that move unidirectionally along microtubules (MT using ATP hydrolysis free energy. In the family, the conventional two-headed kinesin was experimentally characterized to move unidirectionally through "walking" in a hand-over-hand fashion by coordinated motions of the two heads. Interestingly a single-headed kinesin, a truncated KIF1A, still can generate a biased Brownian movement along MT, as observed by in vitro single molecule experiments. Thus, KIF1A must use a different mechanism from the conventional kinesin to achieve the unidirectional motions. Based on the energy landscape view of proteins, for the first time, we conducted a set of molecular simulations of the truncated KIF1A movements over an ATP hydrolysis cycle and found a mechanism exhibiting and enhancing stochastic forward-biased movements in a similar way to those in experiments. First, simulating stand-alone KIF1A, we did not find any biased movements, while we found that KIF1A with a large friction cargo-analog attached to the C-terminus can generate clearly biased Brownian movements upon an ATP hydrolysis cycle. The linked cargo-analog enhanced the detachment of the KIF1A from MT. Once detached, diffusion of the KIF1A head was restricted around the large cargo which was located in front of the head at the time of detachment, thus generating a forward bias of the diffusion. The cargo plays the role of a diffusional anchor, or cane, in KIF1A "walking."

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

    Science.gov (United States)

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

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

  7. 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 → ∞

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

    Science.gov (United States)

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

    2016-08-10

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

  9. Translational and Brownian motion in laser-Doppler flowmetry of large tissue volumes

    International Nuclear Information System (INIS)

    Binzoni, T; Leung, T S; Seghier, M L; Delpy, D T

    2004-01-01

    This study reports the derivation of a precise mathematical relationship existing between the different p-moments of the power spectrum of the photoelectric current, obtained from a laser-Doppler flowmeter (LDF), and the red blood cell speed. The main purpose is that both the Brownian (defining the 'biological zero') and the translational movements are taken into account, clarifying in this way what the exact contribution of each parameter is to the LDF derived signals. The derivation of the equations is based on the quasi-elastic scattering theory and holds for multiple scattering (i.e. measurements in large tissue volumes and/or very high red blood cell concentration). The paper also discusses why experimentally there exists a range in which the relationship between the first moment of the power spectrum and the average red blood cells speed may be considered as 'linear' and what are the physiological determinants that can result in nonlinearity. A correct way to subtract the biological zero from the LDF data is also proposed. The findings should help in the design of improved LDF instruments and in the interpretation of experimental data

  10. Thon rings from amorphous ice and implications of beam-induced Brownian motion in single particle electron cryo-microscopy.

    Science.gov (United States)

    McMullan, G; Vinothkumar, K R; Henderson, R

    2015-11-01

    We have recorded dose-fractionated electron cryo-microscope images of thin films of pure flash-frozen amorphous ice and pre-irradiated amorphous carbon on a Falcon II direct electron detector using 300 keV electrons. We observe Thon rings [1] in both the power spectrum of the summed frames and the sum of power spectra from the individual frames. The Thon rings from amorphous carbon images are always more visible in the power spectrum of the summed frames whereas those of amorphous ice are more visible in the sum of power spectra from the individual frames. This difference indicates that while pre-irradiated carbon behaves like a solid during the exposure, amorphous ice behaves like a fluid with the individual water molecules undergoing beam-induced motion. Using the measured variation in the power spectra amplitude with number of electrons per image we deduce that water molecules are randomly displaced by a mean squared distance of ∼1.1 Å(2) for every incident 300 keV e(-)/Å(2). The induced motion leads to an optimal exposure with 300 keV electrons of 4.0 e(-)/Å(2) per image with which to observe Thon rings centred around the strong 3.7 Å scattering peak from amorphous ice. The beam-induced movement of the water molecules generates pseudo-Brownian motion of embedded macromolecules. The resulting blurring of single particle images contributes an additional term, on top of that from radiation damage, to the minimum achievable B-factor for macromolecular structure determination. Copyright © 2015 The Authors. Published by Elsevier B.V. All rights reserved.

  11. 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)

  12. Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations

    International Nuclear Information System (INIS)

    Jumarie, Guy

    2004-01-01

    There are presently two different models of fractional Brownian motions available in the literature: the Riemann-Liouville fractional derivative of white noise on the one hand, and the complex-valued Brownian motion of order n defined by using a random walk in the complex plane, on the other hand. The paper provides a comparison between these two approaches, and in addition, takes this opportunity to contribute some complements. These two models are more or less equivalent on the theoretical standpoint for fractional order between 0 and 1/2, but their practical significances are quite different. Otherwise, for order larger than 1/2, the fractional derivative model has no counterpart in the complex plane. These differences are illustrated by an example drawn from mathematical finance. Taylor expansion of fractional order provides the expression of fractional difference in terms of finite difference, and this allows us to improve the derivation of Fokker-Planck equation and Kramers-Moyal expansion, and to get more insight in their relation with stochastic differential equations of fractional order. In the case of multi-fractal systems, the Fokker-Planck equation can be solved by using path integrals, and the fractional dynamic equations of the state moments of the stochastic system can be easily obtained. By combining fractional derivative and complex white noise of order n, one obtains a family of complex-valued fractional Brownian motions which exhibits long-range dependence. The conclusion outlines suggestions for further research, mainly regarding Lorentz transformation of fractional noises

  13. Estimating Brownian motion dispersal rate, longevity and population density from spatially explicit mark-recapture data on tropical butterflies.

    Science.gov (United States)

    Tufto, Jarle; Lande, Russell; Ringsby, Thor-Harald; Engen, Steinar; Saether, Bernt-Erik; Walla, Thomas R; DeVries, Philip J

    2012-07-01

    1. We develop a Bayesian method for analysing mark-recapture data in continuous habitat using a model in which individuals movement paths are Brownian motions, life spans are exponentially distributed and capture events occur at given instants in time if individuals are within a certain attractive distance of the traps. 2. The joint posterior distribution of the dispersal rate, longevity, trap attraction distances and a number of latent variables representing the unobserved movement paths and time of death of all individuals is computed using Gibbs sampling. 3. An estimate of absolute local population density is obtained simply by dividing the Poisson counts of individuals captured at given points in time by the estimated total attraction area of all traps. Our approach for estimating population density in continuous habitat avoids the need to define an arbitrary effective trapping area that characterized previous mark-recapture methods in continuous habitat. 4. We applied our method to estimate spatial demography parameters in nine species of neotropical butterflies. Path analysis of interspecific variation in demographic parameters and mean wing length revealed a simple network of strong causation. Larger wing length increases dispersal rate, which in turn increases trap attraction distance. However, higher dispersal rate also decreases longevity, thus explaining the surprising observation of a negative correlation between wing length and longevity. © 2012 The Authors. Journal of Animal Ecology © 2012 British Ecological Society.

  14. The Lévy flight foraging hypothesis: forgetting about memory may lead to false verification of Brownian motion.

    Science.gov (United States)

    Gautestad, Arild O; Mysterud, Atle

    2013-01-01

    The Lévy flight foraging hypothesis predicts a transition from scale-free Lévy walk (LW) to scale-specific Brownian motion (BM) as an animal moves from resource-poor towards resource-rich environment. However, the LW-BM continuum implies a premise of memory-less search, which contradicts the cognitive capacity of vertebrates. We describe methods to test if apparent support for LW-BM transitions may rather be a statistical artifact from movement under varying intensity of site fidelity. A higher frequency of returns to previously visited patches (stronger site fidelity) may erroneously be interpreted as a switch from LW towards BM. Simulations of scale-free, memory-enhanced space use illustrate how the ratio between return events and scale-free exploratory movement translates to varying strength of site fidelity. An expanded analysis of GPS data of 18 female red deer, Cervus elaphus, strengthens previous empirical support of memory-enhanced and scale-free space use in a northern forest ecosystem. A statistical mechanical model architecture that describes foraging under environment-dependent variation of site fidelity may allow for higher realism of optimal search models and movement ecology in general, in particular for vertebrates with high cognitive capacity.

  15. Evaluation of Underground Zinc Mine Investment Based on Fuzzy-Interval Grey System Theory and Geometric Brownian Motion

    Directory of Open Access Journals (Sweden)

    Zoran Gligoric

    2014-01-01

    Full Text Available Underground mine projects are often associated with diverse sources of uncertainties. Having the ability to plan for these uncertainties plays a key role in the process of project evaluation and is increasingly recognized as critical to mining project success. To make the best decision, based on the information available, it is necessary to develop an adequate model incorporating the uncertainty of the input parameters. The model is developed on the basis of full discounted cash flow analysis of an underground zinc mine project. The relationships between input variables and economic outcomes are complex and often nonlinear. Fuzzy-interval grey system theory is used to forecast zinc metal prices while geometric Brownian motion is used to forecast operating costs over the time frame of the project. To quantify the uncertainty in the parameters within a project, such as capital investment, ore grade, mill recovery, metal content of concentrate, and discount rate, we have applied the concept of interval numbers. The final decision related to project acceptance is based on the net present value of the cash flows generated by the simulation over the time project horizon.

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

    Directory of Open Access Journals (Sweden)

    F. Mabood

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

  17. Oil prices. Brownian motion or mean reversion? A study using a one year ahead density forecast criterion

    International Nuclear Information System (INIS)

    Meade, Nigel

    2010-01-01

    For oil related investment appraisal, an accurate description of the evolving uncertainty in the oil price is essential. For example, when using real option theory to value an investment, a density function for the future price of oil is central to the option valuation. The literature on oil pricing offers two views. The arbitrage pricing theory literature for oil suggests geometric Brownian motion and mean reversion models. Empirically driven literature suggests ARMA-GARCH models. In addition to reflecting the volatility of the market, the density function of future prices should also incorporate the uncertainty due to price jumps, a common occurrence in the oil market. In this study, the accuracy of density forecasts for up to a year ahead is the major criterion for a comparison of a range of models of oil price behaviour, both those proposed in the literature and following from data analysis. The Kullbach Leibler information criterion is used to measure the accuracy of density forecasts. Using two crude oil price series, Brent and West Texas Intermediate (WTI) representing the US market, we demonstrate that accurate density forecasts are achievable for up to nearly two years ahead using a mixture of two Gaussians innovation processes with GARCH and no mean reversion. (author)

  18. Oil prices. Brownian motion or mean reversion? A study using a one year ahead density forecast criterion

    Energy Technology Data Exchange (ETDEWEB)

    Meade, Nigel [Imperial College, Business School London (United Kingdom)

    2010-11-15

    For oil related investment appraisal, an accurate description of the evolving uncertainty in the oil price is essential. For example, when using real option theory to value an investment, a density function for the future price of oil is central to the option valuation. The literature on oil pricing offers two views. The arbitrage pricing theory literature for oil suggests geometric Brownian motion and mean reversion models. Empirically driven literature suggests ARMA-GARCH models. In addition to reflecting the volatility of the market, the density function of future prices should also incorporate the uncertainty due to price jumps, a common occurrence in the oil market. In this study, the accuracy of density forecasts for up to a year ahead is the major criterion for a comparison of a range of models of oil price behaviour, both those proposed in the literature and following from data analysis. The Kullbach Leibler information criterion is used to measure the accuracy of density forecasts. Using two crude oil price series, Brent and West Texas Intermediate (WTI) representing the US market, we demonstrate that accurate density forecasts are achievable for up to nearly two years ahead using a mixture of two Gaussians innovation processes with GARCH and no mean reversion. (author)

  19. Robot Motion and Control 2011

    CERN Document Server

    2012-01-01

    Robot Motion Control 2011 presents very recent results in robot motion and control. Forty short papers have been chosen from those presented at the sixth International Workshop on Robot Motion and Control held in Poland in June 2011. The authors of these papers have been carefully selected and represent leading institutions in this field. The following recent developments are discussed: • Design of trajectory planning schemes for holonomic and nonholonomic systems with optimization of energy, torque limitations and other factors. • New control algorithms for industrial robots, nonholonomic systems and legged robots. • Different applications of robotic systems in industry and everyday life, like medicine, education, entertainment and others. • Multiagent systems consisting of mobile and flying robots with their applications The book is suitable for graduate students of automation and robotics, informatics and management, mechatronics, electronics and production engineering systems as well as scientists...

  20. Lévy meets poisson: a statistical artifact may lead to erroneous recategorization of Lévy walk as Brownian motion.

    Science.gov (United States)

    Gautestad, Arild O

    2013-03-01

    The flow of GPS data on animal space is challenging old paradigms, such as the issue of the scale-free Lévy walk versus scale-specific Brownian motion. Since these movement classes often require different protocols with respect to ecological analyses, further theoretical development in this field is important. I describe central concepts such as scale-specific versus scale-free movement and the difference between mechanistic and statistical-mechanical levels of analysis. Next, I report how a specific sampling scheme may have produced much confusion: a Lévy walk may be wrongly categorized as Brownian motion if the duration of a move, or bout, is used as a proxy for step length and a move is subjectively defined. Hence, the categorization and recategorization of movement class compliance surrounding the Lévy walk controversy may have been based on a statistical artifact. This issue may be avoided by collecting relocations at a fixed rate at a temporal scale that minimizes over- and undersampling.

  1. The verification of the Taylor-expansion moment method for the nanoparticle coagulation in the entire size regime due to Brownian motion

    International Nuclear Information System (INIS)

    Yu Mingzhou; Lin Jianzhong; Jin Hanhui; Jiang Ying

    2011-01-01

    The closure of moment equations for nanoparticle coagulation due to Brownian motion in the entire size regime is performed using a newly proposed method of moments. The equations in the free molecular size regime and the continuum plus near-continuum regime are derived separately in which the fractal moments are approximated by three-order Taylor-expansion series. The moment equations for coagulation in the entire size regime are achieved by the harmonic mean solution and the Dahneke’s solution. The results produced by the quadrature method of moments (QMOM), the Pratsinis’s log-normal moment method (PMM), the sectional method (SM), and the newly derived Taylor-expansion moment method (TEMOM) are presented and compared in accuracy and efficiency. The TEMOM method with Dahneke’s solution produces the most accurate results with a high efficiency than other existing moment models in the entire size regime, and thus it is recommended to be used in the following studies on nanoparticle dynamics due to Brownian motion.

  2. Fractional Brownian motion run with a multi-scaling clock mimics diffusion of spherical colloids in microstructural fluids.

    Science.gov (United States)

    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.

  3. Wheelchair control by head motion

    Directory of Open Access Journals (Sweden)

    Pajkanović Aleksandar

    2013-01-01

    Full Text Available Electric wheelchairs are designed to aid paraplegics. Unfortunately, these can not be used by persons with higher degree of impairment, such as quadriplegics, i.e. persons that, due to age or illness, can not move any of the body parts, except of the head. Medical devices designed to help them are very complicated, rare and expensive. In this paper a microcontroller system that enables standard electric wheelchair control by head motion is presented. The system comprises electronic and mechanic components. A novel head motion recognition technique based on accelerometer data processing is designed. The wheelchair joystick is controlled by the system’s mechanical actuator. The system can be used with several different types of standard electric wheelchairs. It is tested and verified through an experiment performed within this paper.

  4. A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion

    International Nuclear Information System (INIS)

    Ballestra, Luca Vincenzo; Pacelli, Graziella; Radi, Davide

    2016-01-01

    We deal with the problem of pricing barrier options on an underlying described by the mixed fractional Brownian model. To this aim, we consider the initial-boundary value partial differential problem that yields the option price and we derive an integral representation of it in which the integrand functions must be obtained solving Volterra equations of the first kind. In addition, we develop an ad-hoc numerical procedure to solve the integral equations obtained. Numerical simulations reveal that the proposed method is extremely accurate and fast, and performs significantly better than the finite difference method.

  5. Irreversible Brownian Heat Engine

    Science.gov (United States)

    Taye, Mesfin Asfaw

    2017-10-01

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

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

    Science.gov (United States)

    Antonopoulos, Markos; Stamatakos, Georgios

    2015-01-01

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

  7. Meandering Brownian Donkeys

    Science.gov (United States)

    Eichhorn, R.; Reimann, P.

    2004-04-01

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

  8. Meandering Brownian Donkeys

    International Nuclear Information System (INIS)

    Eichhorn, R.; Reimann, P.

    2004-01-01

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

  9. Rotational Motion Control of a Spacecraft

    DEFF Research Database (Denmark)

    Wisniewski, Rafal; Kulczycki, P.

    2001-01-01

    The paper adopts the energy shaping method to control of rotational motion. A global representation of the rigid body motion is given in the canonical form by a quaternion and its conjugate momenta. A general method for motion control on a cotangent bundle to the 3-sphere is suggested. The design...... algorithm is validated for three-axis spacecraft attitude control...

  10. Rotational motion control of a spacecraft

    DEFF Research Database (Denmark)

    Wisniewski, Rafal; Kulczycki, P.

    2003-01-01

    The paper adopts the energy shaping method to control of rotational motion. A global representation of the rigid body motion is given in the canonical form by a quaternion and its conjugate momenta. A general method for motion control on a cotangent bundle to the 3-sphere is suggested. The design...... algorithm is validated for three-axis spacecraft attitude control. Udgivelsesdato: APR...

  11. Wire Scanner Motion Control Card

    CERN Document Server

    Forde, S E

    2006-01-01

    Scientists require a certain beam quality produced by the accelerator rings at CERN. The discovery potential of LHC is given by the reachable luminosity at its interaction points. The luminosity is maximized by minimizing the beam size. Therefore an accurate beam size measurement is required for optimizing the luminosity. The wire scanner performs very accurate profile measurements, but as it can not be used at full intensity in the LHC ring, it is used for calibrating other profile monitors. As the current wire scanner system, which is used in the present CERN accelerators, has not been made for the required specification of the LHC, a new design of a wire scanner motion control card is part of the LHC wire scanner project. The main functions of this card are to control the wire scanner motion and to acquire the position of the wire. In case of further upgrades at a later stage, it is required to allow an easy update of the firmware, hence the programmable features of FPGAs will be used for this purpose. The...

  12. 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

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

    NARCIS (Netherlands)

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

    2014-01-01

    Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when

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

    NARCIS (Netherlands)

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

    2014-01-01

    Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when

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

    NARCIS (Netherlands)

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

    2014-01-01

    Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when

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

    NARCIS (Netherlands)

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

    2014-01-01

    Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when

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

    NARCIS (Netherlands)

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

    2014-01-01

    Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when

  18. Robot motion control in mobile environment

    Institute of Scientific and Technical Information of China (English)

    Iliya V Miroshnik; HUANG Xian-lin(黄显林); HE Jie(贺杰)

    2003-01-01

    With the problem of robot motion control in dynamic environment represented by mobile obstacles,working pieces and external mechanisms considered, a relevant control actions design procedure has been pro-posed to provide coordination of robot motions with respect to the moving external objects so that an extension ofrobot spatial motion techniques and active robotic strategies based on approaches of nonlinear control theory canbe achieved.

  19. Interacting Brownian Swarms: Some Analytical Results

    Directory of Open Access Journals (Sweden)

    Guillaume Sartoretti

    2016-01-01

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

  20. Entropic Approach to Brownian Movement.

    Science.gov (United States)

    Neumann, Richard M.

    1980-01-01

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

  1. Brownian movement and molecular reality

    CERN Document Server

    Perrin, Jean

    2005-01-01

    How do we know that molecules really exist? An important clue came from Brownian movement, a concept developed in 1827 by botanist Robert Brown, who noticed that tiny objects like pollen grains shook and moved erratically when viewed under a microscope. Nearly 80 years later, in 1905, Albert Einstein explained this ""Brownian motion"" as the result of bombardment by molecules. Einstein offered a quantitative explanation by mathematically estimating the average distance covered by the particles over time as a result of molecular bombardment. Four years later, Jean Baptiste Perrin wrote Brownia

  2. Exoskeleton Motion Control for Children Walking Rehabilitation

    Directory of Open Access Journals (Sweden)

    Cristina Ploscaru

    2016-06-01

    Full Text Available This paper introduces a quick method for motion control of an exoskeleton used on children walking rehabilitation with ages between four to seven years old. The exoskeleton used on this purpose has six servomotors which work independently and actuates each human lower limb joints (hips, knees and ankles. For obtaining the desired motion laws, a high-speed motion analysis equipment was used. The experimental rough data were mathematically modeled in order to obtain the proper motion equations for controlling the exoskeleton servomotors.

  3. Kinematics and Dynamics of Motion Control Based on Acceleration Control

    Science.gov (United States)

    Ohishi, Kiyoshi; Ohba, Yuzuru; Katsura, Seiichiro

    The first IEEE International Workshop on Advanced Motion Control was held in 1990 pointed out the importance of physical interpretation of motion control. The software servoing technology is now common in machine tools, robotics, and mechatronics. It has been intensively developed for the numerical control (NC) machines. Recently, motion control in unknown environment will be more and more important. Conventional motion control is not always suitable due to the lack of adaptive capability to the environment. A more sophisticated ability in motion control is necessary for compliant contact with environment. Acceleration control is the key technology of motion control in unknown environment. The acceleration control can make a motion system to be a zero control stiffness system without losing the robustness. Furthermore, a realization of multi-degree-of-freedom motion is necessary for future human assistance. A human assistant motion will require various control stiffness corresponding to the task. The review paper focuses on the modal coordinate system to integrate the various control stiffness in the virtual axes. A bilateral teleoperation is a good candidate to consider the future human assistant motion and integration of decentralized systems. Thus the paper reviews and discusses the bilateral teleoperation from the control stiffness and the modal control design points of view.

  4. 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

  5. Muscle Synergy-Driven Robust Motion Control.

    Science.gov (United States)

    Min, Kyuengbo; Iwamoto, Masami; Kakei, Shinji; Kimpara, Hideyuki

    2018-04-01

    Humans are able to robustly maintain desired motion and posture under dynamically changing circumstances, including novel conditions. To accomplish this, the brain needs to optimize the synergistic control between muscles against external dynamic factors. However, previous related studies have usually simplified the control of multiple muscles using two opposing muscles, which are minimum actuators to simulate linear feedback control. As a result, they have been unable to analyze how muscle synergy contributes to motion control robustness in a biological system. To address this issue, we considered a new muscle synergy concept used to optimize the synergy between muscle units against external dynamic conditions, including novel conditions. We propose that two main muscle control policies synergistically control muscle units to maintain the desired motion against external dynamic conditions. Our assumption is based on biological evidence regarding the control of multiple muscles via the corticospinal tract. One of the policies is the group control policy (GCP), which is used to control muscle group units classified based on functional similarities in joint control. This policy is used to effectively resist external dynamic circumstances, such as disturbances. The individual control policy (ICP) assists the GCP in precisely controlling motion by controlling individual muscle units. To validate this hypothesis, we simulated the reinforcement of the synergistic actions of the two control policies during the reinforcement learning of feedback motion control. Using this learning paradigm, the two control policies were synergistically combined to result in robust feedback control under novel transient and sustained disturbances that did not involve learning. Further, by comparing our data to experimental data generated by human subjects under the same conditions as those of the simulation, we showed that the proposed synergy concept may be used to analyze muscle synergy

  6. Jerk derivative feedforward control for motion systems

    NARCIS (Netherlands)

    Boerlage, M.L.G.; Tousain, R.L.; Steinbuch, M.

    2004-01-01

    This work discusses reference trajectory relevant model based feedforward design. For motion systems which contain at least one rigid body mode and which are subject to reference trajectories with mostly low frequency energy, the proposed feedforward controller improves tracking performance

  7. 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

  8. Conception of Brownian coil

    OpenAIRE

    Zhang, Jiayuan

    2018-01-01

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

  9. Advanced Controllers for Electromechanical Motion Systems

    NARCIS (Netherlands)

    Nguyen, Duy Cuong

    2008-01-01

    The aim of this research is to develop advanced controllers for electromechanical motion systems. In order to increase efficiency and reliability, these control systems are required to achieve high performance and robustness in the face of model uncertainty, measurement noise, and reproducible

  10. Terahertz Generation & Vortex Motion Control in Superconductors

    Science.gov (United States)

    Nori, Franco

    2005-03-01

    A grand challenge is to controllably generate electromagnetic waves in layered superconducting compounds because of its Terahertz frequency range. We propose [1] four experimentally realizable devices for generating continuous and pulsed THz radiation in a controllable frequency range. We also describe [2-4] several novel devices for controlling the motion of vortices in superconductors, including a reversible rectifier made of a magnetic-superconducting hybrid structure [4]. Finally, we summarize a study [5] of the friction force felt by moving vortices. 1) S. Savel'ev, V. Yampol'skii, A. Rakhmanov, F. Nori, Tunable Terahertz radiation from Josephson vortices, preprint 2) S. Savel'ev and F. Nori, Experimentally realizable devices for controlling the motion of magnetic flux quanta, Nature Mat. 1, 179 (2002) 3) S. Savel'ev, F. Marchesoni, F. Nori, Manipulating small particles, PRL 92, 160602 (2004); B. Zhu, F. Marchesoni, F. Nori, Controlling the motion of magnetic flux quanta, PRL 92, 180602 (2004) 4) J.E. Villegas, et al., Reversible Rectifier that Controls the Motion of Magnetic Flux Quanta, Science 302, 1188 (2003) 5) A. Maeda, et al., Nano-scale friction: kinetic friction of magnetic flux quanta and charge density waves, preprint

  11. Controlling vortex motion and vortex kinetic friction

    International Nuclear Information System (INIS)

    Nori, Franco; Savel'ev, Sergey

    2006-01-01

    We summarize some recent results of vortex motion control and vortex kinetic friction. (1) We describe a device [J.E. Villegas, S. Savel'ev, F. Nori, E.M. Gonzalez, J.V. Anguita, R. Garcia, J.L. Vicent, Science 302 (2003) 1188] that can easily control the motion of flux quanta in a Niobium superconducting film on an array of nanoscale triangular magnets. Even though the input ac current has zero average, the resulting net motion of the vortices can be directed along either one direction, the opposite direction, or producing zero net motion. We also consider layered strongly anisotropic superconductors, with no fixed spatial asymmetry, and show [S. Savel'ev, F. Nori, Nature Materials 1 (2002) 179] how, with asymmetric drives, the ac motion of Josephson and/or pancake vortices can provide a net dc vortex current. (2) In analogy with the standard macroscopic friction, we present [A. Maeda, Y. Inoue, H. Kitano, S. Savel'ev, S. Okayasu, I. Tsukada, F. Nori , Phys. Rev. Lett. 94 (2005) 077001] a comparative study of the friction force felt by vortices in superconductors and charge density waves

  12. Controlling vortex motion and vortex kinetic friction

    Science.gov (United States)

    Nori, Franco; Savel'ev, Sergey

    2006-05-01

    We summarize some recent results of vortex motion control and vortex kinetic friction. (1) We describe a device [J.E. Villegas, S. Savel'ev, F. Nori, E.M. Gonzalez, J.V. Anguita, R. Garcìa, J.L. Vicent, Science 302 (2003) 1188] that can easily control the motion of flux quanta in a Niobium superconducting film on an array of nanoscale triangular magnets. Even though the input ac current has zero average, the resulting net motion of the vortices can be directed along either one direction, the opposite direction, or producing zero net motion. We also consider layered strongly anisotropic superconductors, with no fixed spatial asymmetry, and show [S. Savel'ev, F. Nori, Nature Materials 1 (2002) 179] how, with asymmetric drives, the ac motion of Josephson and/or pancake vortices can provide a net dc vortex current. (2) In analogy with the standard macroscopic friction, we present [A. Maeda, Y. Inoue, H. Kitano, S. Savel'ev, S. Okayasu, I. Tsukada, F. Nori , Phys. Rev. Lett. 94 (2005) 077001] a comparative study of the friction force felt by vortices in superconductors and charge density waves.

  13. Modeling and identification for robot motion control

    NARCIS (Netherlands)

    Kostic, D.; Jager, de A.G.; Steinbuch, M.; Kurfess, T.R.

    2004-01-01

    This chapter deals with the problems of robot modelling and identification for high-performance model-based motion control. A derivation of robot kinematic and dynamic models was explained. Modelling of friction effects was also discussed. Use of a writing task to establish correctness of the models

  14. Motion control of the Twente humanoid head

    NARCIS (Netherlands)

    Visser, L.C.; Carloni, Raffaella; Stramigioli, Stefano

    2009-01-01

    In this work, we present the design and the realization of the motion control algorithm implemented in the Twente hu- manoid head, a seven degrees of freedom (dof) robotic sys- tem. The aim of the project is to have a humanoid head that can serve as a research platform for human-machine interac-

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

    CERN Document Server

    Gillespie, Daniel T

    2013-01-01

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

  16. Slow kinetics of Brownian maxima.

    Science.gov (United States)

    Ben-Naim, E; Krapivsky, P L

    2014-07-18

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

  17. Specification of EDITH motion control system

    International Nuclear Information System (INIS)

    Breitwieser, H.; Frank, A.; Holler, E.; Suess, U.; Leinemann, K.

    1990-09-01

    EDITH is an experimental device for in vessel handling at NET/ITER. The purpose of EDITH is: Testing of ABS (articulated boom system) components; testing and validation of remote handling procedures; testing and validation of ABS end-effectors; testing of ABS control system features and verification of control system concepts. This document, after describing the environment in which the control system is to operate, specifies architecture and functionality to be implemented by the EDITH motion control system software, thereby taking full reference to the control system specification for TARM, which was decided to be the base for the implementation. (orig.) [de

  18. Scaling of the space-time correlation function of particle currents in a suspension of hard-sphere-like particles: exposing when the motion of particles is Brownian.

    Science.gov (United States)

    van Megen, W; Martinez, V A; Bryant, G

    2009-12-18

    The current correlation function is determined from dynamic light scattering measurements of a suspension of particles with hard spherelike interactions. For suspensions in thermodynamic equilibrium we find scaling of the space and time variables of the current correlation function. This finding supports the notion that the movement of suspended particles can be described in terms of uncorrelated Brownian encounters. However, in the metastable fluid, at volume fractions above freezing, this scaling fails.

  19. On the Brownian motion of a massive sphere suspended in a hard-sphere fluid. II. Molecular dynamics estimates of the friction coefficient

    International Nuclear Information System (INIS)

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

    1994-01-01

    The friction coefficient γ exerted by a hard-sphere fluid on an infinitely massive Brownian sphere is calculated for several size ratios Σ/σ where Σ and σ are the diameters of the Brownian and fluid spheres, respectively. The exact microscopic expression derived in part I of this work from kinetic theory is transformed and shown to be proportional to the time integral of the autocorrelation function of the momentum transferred from the fluid to the Brownian sphere during instantaneous collisions. Three different methods are described to extract the friction coefficient from molecular dynamics simulations carried out on finite systems. The three independent methods lead to estimates of γ which agree within statistical errors (typically 5%). The results are compared to the predictions of Enskog theory and of the hydrodynamic Stokes law. The former breaks down as the size ratio and/or the packing fraction of the fluid increase. Somewhat surprisingly, Stokes' law is found to hold with stick boundary conditions, in the range 1 ≤ Σ/σ ≤ 4.5 explored in the present simulations, with a hydrodynamic diameter d=Σ. The analysis of the molecular dynamics data on the basis of Stokes' law with slip boundary conditions is less conclusive, although the right trend is found as Σ/σ increases

  20. Control Strategies for Guided Collective Motion

    Science.gov (United States)

    2015-02-27

    J.K. Parrish , “Oscillator models and collective motion,” IEEE Control Systems Magzine, Vol. 27, 2007, pp. 89-105. [18] S. H. Strogatz , “From Kuramoto...Automatic Control, 54(2), 2009, pp. 353-357. [21] H. Hong and S. H. Strogatz , “Kuramoto Model of Coupled Oscillators with Positive and Negative...2013) provided similar results by utilizing a modified Kuramoto model ( Strogatz (2000)). Paley (2008) proposed a Lyapunov-based design methodology to

  1. The plane motion control of the quadrocopter

    Directory of Open Access Journals (Sweden)

    A. N. Kanatnikov

    2015-01-01

    Full Text Available Among a large number of modern flying vehicles, the quadrocopter relates to unmanned aerial vehicles (UAV which are relatively cheap and easy to design. Quadrocopters are able to fly in bad weather, hang in the air for quite a long time, observe the objects and perform many other tasks. They have been applied in rescue operations, in agriculture, in the military and many other fields.For quadrocopters, the problems of path planning and control are relevant. These problems have many variants in which limited resources of modern UAV, possible obstacles, for instance, for flying in a cross-country terrain or in a city environment and weather conditions (particularly, wind conditions are taken into account. Many research studies are concerned with these problems and reflected in series of publications (note the interesting survey [1] and references therein. Various methods were used for the control synthesis for these vehicles: linear approximations [2], sliding mode control [3], the covering method [4] and so on.In the paper, a quadrocopter is considered as a rigid body. The kinematic and dynamic equations of the motion are analyzed. Two cases of motion are emphasized: a motion in a vertical plane and in a horizontal plane. The control is based on transferring of the affine system to the canonical form [5] and the nonlinear stabilization method [6].

  2. Self versus environment motion in postural control.

    Directory of Open Access Journals (Sweden)

    Kalpana Dokka

    2010-02-01

    Full Text Available To stabilize our position in space we use visual information as well as non-visual physical motion cues. However, visual cues can be ambiguous: visually perceived motion may be caused by self-movement, movement of the environment, or both. The nervous system must combine the ambiguous visual cues with noisy physical motion cues to resolve this ambiguity and control our body posture. Here we have developed a Bayesian model that formalizes how the nervous system could solve this problem. In this model, the nervous system combines the sensory cues to estimate the movement of the body. We analytically demonstrate that, as long as visual stimulation is fast in comparison to the uncertainty in our perception of body movement, the optimal strategy is to weight visually perceived movement velocities proportional to a power law. We find that this model accounts for the nonlinear influence of experimentally induced visual motion on human postural behavior both in our data and in previously published results.

  3. 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

  4. Brownian coagulation at high particle concentrations

    NARCIS (Netherlands)

    Trzeciak, T.M.

    2012-01-01

    The process of Brownian coagulation, whereby particles are brought together by thermal motion and grow by collisions, is one of the most fundamental processes influencing the final properties of particulate matter in a variety of technically important systems. It is of importance in colloids,

  5. Motion control of musculoskeletal systems with redundancy.

    Science.gov (United States)

    Park, Hyunjoo; Durand, Dominique M

    2008-12-01

    Motion control of musculoskeletal systems for functional electrical stimulation (FES) is a challenging problem due to the inherent complexity of the systems. These include being highly nonlinear, strongly coupled, time-varying, time-delayed, and redundant. The redundancy in particular makes it difficult to find an inverse model of the system for control purposes. We have developed a control system for multiple input multiple output (MIMO) redundant musculoskeletal systems with little prior information. The proposed method separates the steady-state properties from the dynamic properties. The dynamic control uses a steady-state inverse model and is implemented with both a PID controller for disturbance rejection and an artificial neural network (ANN) feedforward controller for fast trajectory tracking. A mechanism to control the sum of the muscle excitation levels is also included. To test the performance of the proposed control system, a two degree of freedom ankle-subtalar joint model with eight muscles was used. The simulation results show that separation of steady-state and dynamic control allow small output tracking errors for different reference trajectories such as pseudo-step, sinusoidal and filtered random signals. The proposed control method also demonstrated robustness against system parameter and controller parameter variations. A possible application of this control algorithm is FES control using multiple contact cuff electrodes where mathematical modeling is not feasible and the redundancy makes the control of dynamic movement difficult.

  6. The Brownian loop soup

    OpenAIRE

    Lawler, Gregory F.; Werner, Wendelin

    2003-01-01

    We define a natural conformally invariant measure on unrooted Brownian loops in the plane and study some of its properties. We relate this measure to a measure on loops rooted at a boundary point of a domain and show how this relation gives a way to ``chronologically add Brownian loops'' to simple curves in the plane.

  7. Frequency domain performance analysis of nonlinearly controlled motion systems

    NARCIS (Netherlands)

    Pavlov, A.V.; Wouw, van de N.; Pogromski, A.Y.; Heertjes, M.F.; Nijmeijer, H.

    2007-01-01

    At the heart of the performance analysis of linear motion control systems lie essential frequency domain characteristics such as sensitivity and complementary sensitivity functions. For a class of nonlinear motion control systems called convergent systems, generalized versions of these sensitivity

  8. 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)

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

    OpenAIRE

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

    2014-01-01

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

  10. Self-induced temperature gradients in Brownian dynamics

    Science.gov (United States)

    Devine, Jack; Jack, M. W.

    2017-12-01

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

  11. Optical motion control of maglev graphite.

    Science.gov (United States)

    Kobayashi, Masayuki; Abe, Jiro

    2012-12-26

    Graphite has been known as a typical diamagnetic material and can be levitated in the strong magnetic field. Here we show that the magnetically levitating pyrolytic graphite can be moved in the arbitrary place by simple photoirradiation. It is notable that the optical motion control system described in this paper requires only NdFeB permanent magnets and light source. The optical movement is driven by photothermally induced changes in the magnetic susceptibility of the graphite. Moreover, we demonstrate that light energy can be converted into rotational kinetic energy by means of the photothermal property. We find that the levitating graphite disk rotates at over 200 rpm under the sunlight, making it possible to develop a new class of light energy conversion system.

  12. Studies in the Control of Stochastic Systems

    Science.gov (United States)

    2017-10-31

    control of continuous time stochastic systems with noise that is Brownian motions or fractional Brownian motions, the control of discrete time...in both continuous and discrete time. All of the above types of problems have been studied with the support of this grant. The achievement of these...scientists and engineers. 2. Math Awareness Months (MAM) (Every April for the past twenty-three years) Agenda: workshops each year for fifth

  13. 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

  14. Universal CNC platform motion control technology for industrial CT

    International Nuclear Information System (INIS)

    Cheng Senlin; Wang Yang

    2011-01-01

    According to the more scanning methods and the higher speed of industrial CT, the higher precision of the motion location and the data collection sync-control is required at present, a new motion control technology was proposed, which was established based on the universal CNC system with high precision of multi-axis control. Aiming at the second and the third generation of CT scanning motion, a control method was researched, and achieved the demands of the changeable parameters and network control, Through the simulation of the second and the third generation of CT scanning motion process, the control precision of the rotation axis reached 0.001° and the linear axis reached 0.002 mm, Practical tests showed this system can meet the requirements of the multi-axis motion integration and the sync signal control, it also have advantages in the control precision and the performance. (authors)

  15. Revolution at SOLEIL: review and prospect for motion control

    International Nuclear Information System (INIS)

    Corruble, D.; Betinelli-Deck, P.; Blache, F.; Coquet, J.; Leclercq, N.; Millet, R.; Tournieux, A.

    2012-01-01

    At any synchrotron facility, motors are numerous: they are the significant actuators of accelerators and the main actuators of beamlines. Since 2003, the Electronic Control and data Acquisition group at SOLEIL has defined a modular and reliable motion architecture integrating industrial products (Galil controller, Midi-Engineering and Phytron power boards). Simultaneously, the software control group has developed a set of dedicated Tango devices. At present, more than 1000 motors and 200 motion controller crates are in operation at SOLEIL. Aware that motion control is important in improving performance, given that the positioning of optical systems and samples is a key element of any beamline, SOLEIL wants to upgrade its motion controller in order to maintain the facility at a high performance level and be able to respond to new requirements: better accuracy, complex trajectory and coupling multi-axis devices such as hexa-pods. This project is called REVOLUTION (Reconsider Various controllers for your motion). (authors)

  16. A Comparison between heat transfer performance of rectangular and semicircular tubes considering boundary effects on Brownian motions in the presence of Ag / water nanofluids: Applicable in the design of cooling system of photovoltaic cells.

    Science.gov (United States)

    Jafarimoghaddam, Amin; Aberoumand, Sadegh

    2017-01-01

    The present study aims to experimentally investigate heat transfer performance of rectangular and semicircular tubes in the presence of Ag / water nanofluids. The nanoparticles of Ag (silver) were used in seven different volume concentrations of 0.03%, 0.07%, 0.1%, 0.2%, 0.4%, 1% and 2%. The experiment was conducted in relatively low Reynolds numbers of 301 to 740. A heater with the power of 200 W was used to keep the outer surface of the tubes under a constant heat flux condition. In addition, the rectangular tube has been designed within the same length as the semicircular one and also within the same hydraulic diameter. Moreover, the average nanoparticles size was 20 nm. The outcome results of the present empirical work indicate that, for all the examined Reynolds numbers, the semicircular tube has higher convective heat transfer coefficient for all the utilized volume concentrations of Ag nanoparticles. The possible reasons behind this advantage are discussed through the present work mainly by taking the boundary effect on Brownian motions into account. Coming to this point that the conventional design for cooling system of photovoltaic cells is a heat sink with the rectangular graves, it is discussed that using a semicircular design may have the advantage over the rectangular one in convective heat transfer coefficient enhancement and hence a better cooling performance for these solar cells.

  17. A method to calculate fission-fragment yields Y(Z,N) versus proton and neutron number in the Brownian shape-motion model. Application to calculations of U and Pu charge yields

    Energy Technology Data Exchange (ETDEWEB)

    Moeller, Peter [Los Alamos National Laboratory, Theoretical Division, Los Alamos, NM (United States); Ichikawa, Takatoshi [Kyoto University, Yukawa Institute for Theoretical Physics, Kyoto (Japan)

    2015-12-15

    We propose a method to calculate the two-dimensional (2D) fission-fragment yield Y(Z,N) versus both proton and neutron number, with inclusion of odd-even staggering effects in both variables. The approach is to use the Brownian shape-motion on a macroscopic-microscopic potential-energy surface which, for a particular compound system is calculated versus four shape variables: elongation (quadrupole moment Q{sub 2}), neck d, left nascent fragment spheroidal deformation ε{sub f1}, right nascent fragment deformation ε{sub f2} and two asymmetry variables, namely proton and neutron numbers in each of the two fragments. The extension of previous models 1) introduces a method to calculate this generalized potential-energy function and 2) allows the correlated transfer of nucleon pairs in one step, in addition to sequential transfer. In the previous version the potential energy was calculated as a function of Z and N of the compound system and its shape, including the asymmetry of the shape. We outline here how to generalize the model from the ''compound-system'' model to a model where the emerging fragment proton and neutron numbers also enter, over and above the compound system composition. (orig.)

  18. A Comparison between heat transfer performance of rectangular and semicircular tubes considering boundary effects on Brownian motions in the presence of Ag / water nanofluids: Applicable in the design of cooling system of photovoltaic cells.

    Directory of Open Access Journals (Sweden)

    Amin Jafarimoghaddam

    Full Text Available The present study aims to experimentally investigate heat transfer performance of rectangular and semicircular tubes in the presence of Ag / water nanofluids. The nanoparticles of Ag (silver were used in seven different volume concentrations of 0.03%, 0.07%, 0.1%, 0.2%, 0.4%, 1% and 2%. The experiment was conducted in relatively low Reynolds numbers of 301 to 740. A heater with the power of 200 W was used to keep the outer surface of the tubes under a constant heat flux condition. In addition, the rectangular tube has been designed within the same length as the semicircular one and also within the same hydraulic diameter. Moreover, the average nanoparticles size was 20 nm. The outcome results of the present empirical work indicate that, for all the examined Reynolds numbers, the semicircular tube has higher convective heat transfer coefficient for all the utilized volume concentrations of Ag nanoparticles. The possible reasons behind this advantage are discussed through the present work mainly by taking the boundary effect on Brownian motions into account. Coming to this point that the conventional design for cooling system of photovoltaic cells is a heat sink with the rectangular graves, it is discussed that using a semicircular design may have the advantage over the rectangular one in convective heat transfer coefficient enhancement and hence a better cooling performance for these solar cells.

  19. Motion control, motion sickness, and the postural dynamics of mobile devices.

    Science.gov (United States)

    Stoffregen, Thomas A; Chen, Yi-Chou; Koslucher, Frank C

    2014-04-01

    Drivers are less likely than passengers to experience motion sickness, an effect that is important for any theoretical account of motion sickness etiology. We asked whether different types of control would affect the incidence of motion sickness, and whether any such effects would be related to participants' control of their own bodies. Participants played a video game on a tablet computer. In the Touch condition, the device was stationary and participants controlled the game exclusively through fingertip inputs via the device's touch screen. In the Tilt condition, participants held the device in their hands and moved the device to control some game functions. Results revealed that the incidence of motion sickness was greater in the Touch condition than in the Tilt condition. During game play, movement of the head and torso differed as a function of the type of game control. Before the onset of subjective symptoms of motion sickness, movement of the head and torso differed between participants who later reported motion sickness and those that did not. We discuss implications of these results for theories of motion sickness etiology.

  20. Design and analysis of a rotary motion controller

    Directory of Open Access Journals (Sweden)

    Julio Cesar Caye

    2015-12-01

    Full Text Available This paper presents the design of a rotary motion controller based on the peritrochoid geometry of the rotary (Wankle engine. It uses an orifice limited flow of incompressible fluid between the chambers of the Wankle-type geometry to control the rotation of the rotor. The paper develops the theory of operation and then implements the design as a Matlab model to simulate the motion control under various conditions. It is found that the time to reach stabilised motion is determined by the orifice size and fluid density. When stabilised motion is achieved, the motion dependence on material and geometry factors is determined by the orifice flow equation. The angular velocity is also found to have a square root dependence on the applied torque when in the stabilised regime.

  1. Analyzing animal movements using Brownian bridges.

    Science.gov (United States)

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

    2007-09-01

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

  2. Low-latency wireless data transfer for motion control

    NARCIS (Netherlands)

    Boeij, de J.; Haazen, M.H.; Smulders, P.F.M.; Lomonova, E.A.

    2009-01-01

    This paper discusses a new approach for wireless motion control. Existing wireless techniques suffer from large closed loop delays of several milliseconds, which is unacceptable in precision motion systems. These large delays are mainly caused by the protocol used, since these are optimized for

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

    NARCIS (Netherlands)

    Ahuja, Vishal Raju

    2018-01-01

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

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

    Science.gov (United States)

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

    2015-10-01

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

  5. Motion control of servo cylinder using neural network

    International Nuclear Information System (INIS)

    Hwang, Un Kyoo; Cho, Seung Ho

    2004-01-01

    In this paper, a neural network controller that can be implemented in parallel with a PD controller is suggested for motion control of a hydraulic servo cylinder. By applying a self-excited oscillation method, the system design parameters of open loop transfer function of servo cylinder system are identified. Based on system design parameters, the PD gains are determined for the desired closed loop characteristics. The neural network is incorporated with PD control in order to compensate the inherent nonlinearities of hydraulic servo system. As an application example, a motion control using PD-NN has been performed and proved its superior performance by comparing with that of a PD control

  6. Atto-second control of collective electron motion in plasmas

    International Nuclear Information System (INIS)

    Borot, Antonin; Malvache, Arnaud; Chen, Xiaowei; Jullien, Aurelie; Lopez-Martens, Rodrigo; Geindre, Jean-Paul; Audebert, Patrick; Mourou, Gerard; Quere, Fabien

    2012-01-01

    Today, light fields of controlled and measured waveform can be used to guide electron motion in atoms and molecules with atto-second precision. Here, we demonstrate atto-second control of collective electron motion in plasmas driven by extreme intensity (approximate to 10 18 W cm -2 ) light fields. Controlled few-cycle near-infrared waves are tightly focused at the interface between vacuum and a solid-density plasma, where they launch and guide sub-cycle motion of electrons from the plasma with characteristic energies in the multi-kilo-electron-volt range-two orders of magnitude more than has been achieved so far in atoms and molecules. The basic spectroscopy of the coherent extreme ultraviolet radiation emerging from the light-plasma interaction allows us to probe this collective motion of charge with sub-200 as resolution. This is an important step towards atto-second control of charge dynamics in laser-driven plasma experiments. (authors)

  7. Leap Motion controller application in augmented reality technology

    OpenAIRE

    Artemčiukas, Edgaras; Sakalauskas, Leonidas

    2014-01-01

    In this work the analysis of interaction techniques, devices and its’ possibilities were accomplished. It was determined that the problem, which many researchers tries to solve – more natural interaction between users and computers. Interaction system in augmented reality environment using Leap Motion controller was developed. To achieve this goal augmented reality NyARToolkit and Leap Motion controller libraries were used. Solution ensures extensive information about hand, finger...

  8. 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)

  9. Hierarchical Motion Control for a Team of Humanoid Soccer Robots

    Directory of Open Access Journals (Sweden)

    Seung-Joon Yi

    2016-02-01

    Full Text Available Robot soccer has become an effective benchmarking problem for robotics research as it requires many aspects of robotics including perception, self localization, motion planning and distributed coordination to work in uncertain and adversarial environments. Especially with humanoid robots that lack inherent stability, a capable and robust motion controller is crucial for generating walking and kicking motions without losing balance. In this paper, we describe the details of a motion controller to control a team of humanoid soccer robots, which consists of a hierarchy of controllers with different time frames and abstraction levels. A low level controller governs the real time control of each joint angle, either using target joint angles or target endpoint transforms. A mid-level controller handles bipedal locomotion and balancing of the robot. A high level controller decides the long term behavior of the robot, and finally the team level controller coordinates the behavior of a group of robots by means of asynchronous communication between the robots. The suggested motion system has been successfully used by many humanoid robot teams at the RoboCup international robot soccer competitions, which has awarded us five successful championships in a row.

  10. PID motion control tuning rules in a damping injection framework

    NARCIS (Netherlands)

    Tadele, T.S.; de Vries, Theodorus J.A.; Stramigioli, Stefano

    2013-01-01

    This paper presents a general design approach for a performance based tuning of a damping injection framework impedance controller by using insights from PID motion control tuning rules. The damping injection framework impedance controller is suitable for human friendly robots as it enhances safety

  11. Quantum dynamical framework for Brownian heat engines

    Science.gov (United States)

    Agarwal, G. S.; Chaturvedi, S.

    2013-07-01

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

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

    Science.gov (United States)

    Kruglak, Haym

    1988-01-01

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

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

    Science.gov (United States)

    Marino, Raffaele; Eichhorn, Ralf; Aurell, Erik

    2016-01-01

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

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

    Science.gov (United States)

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

    2003-12-01

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

  15. Sensing human hand motions for controlling dexterous robots

    Science.gov (United States)

    Marcus, Beth A.; Churchill, Philip J.; Little, Arthur D.

    1988-01-01

    The Dexterous Hand Master (DHM) system is designed to control dexterous robot hands such as the UTAH/MIT and Stanford/JPL hands. It is the first commercially available device which makes it possible to accurately and confortably track the complex motion of the human finger joints. The DHM is adaptable to a wide variety of human hand sizes and shapes, throughout their full range of motion.

  16. Spatial design and control of graphene flake motion

    Science.gov (United States)

    Ghorbanfekr-Kalashami, H.; Peeters, F. M.; Novoselov, K. S.; Neek-Amal, M.

    2017-08-01

    The force between a sharp scanning probe tip and a surface can drive a graphene flake over crystalline substrates. The recent design of particular patterns of structural defects on a graphene surface allows us to propose an alternative approach for controlling the motion of a graphene flake over a graphene substrate. The thermally induced motion of a graphene flake is controlled by engineering topological defects in the substrate. Such defect regions lead to an inhomogeneous energy landscape and are energetically unfavorable for the motion of the flake, and will invert and scatter graphene flakes when they are moving toward the defect line. Engineering the distribution of these energy barriers results in a controllable trajectory for the thermal motion of the flake without using any external force. We predict superlubricity of the graphene flake for motion along and between particular defect lines. This Rapid Communication provides insights into the frictional forces of interfaces and opens a route to the engineering of the stochastic motion of a graphene flake over any crystalline substrate.

  17. Bandwidth-on-demand motion control

    NARCIS (Netherlands)

    Van Loon, S.J.L.M.; Hunnekens, B.G.B.; Simon, A.S.; van de Wouw, N.; Heemels, W.P.M.H.

    2018-01-01

    In this brief, we introduce a 'bandwidth-on-demand' variable-gain control (VGC) strategy that allows for a varying bandwidth of the feedback controller. The proposed VGC can achieve improved performance given time-varying, reference-dependent performance requirements compared with linear

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

    International Nuclear Information System (INIS)

    Plyukhin, A.V.

    2013-01-01

    A model of an autonomous isothermal Brownian motor with an internal propulsion mechanism is considered. The motor is a Brownian particle which is semi-transparent for molecules of surrounding ideal gas. Molecular passage through the particle is controlled by a potential similar to that in the transition rate theory, i.e. characterized by two stationary states with a finite energy difference separated by a potential barrier. The internal potential drop maintains the diode-like asymmetry of molecular fluxes through the particle, which results in the particle's stationary drift.

  19. Stabilization of rotational motion with application to spacecraft attitude control

    DEFF Research Database (Denmark)

    Wisniewski, Rafal

    2000-01-01

    for global stabilization of a rotary motion. Along with a model of the system formulated in the Hamilton's canonical from the algorithm uses information about a required potential energy and a dissipation term. The control action is the sum of the gradient of the potential energy and the dissipation force......The objective of this paper is to develop a control scheme for stabilization of a hamiltonian system. The method generalizes the results available in the literature on motion control in the Euclidean space to an arbitrary differrential manifol equipped with a metric. This modification is essencial...... on a Riemannian manifold. The Lyapnov stability theory is adapted and reformulated to fit to the new framework of Riemannian manifolds. Toillustrate the results a spacecraft attitude control problem is considered. Firstly, a global canonical representation for the spacecraft motion is found, then three spacecraft...

  20. Stabilization of rotational motion with application to spacecraft attitude control

    DEFF Research Database (Denmark)

    Wisniewski, Rafal

    2001-01-01

    for global stabilization of a rotary motion. Along with a model of the system formulated in the Hamilton's canonical from the algorithm uses information about a required potential energy and a dissipation term. The control action is the sum of the gradient of the potential energy and the dissipation force......The objective of this paper is to develop a control scheme for stabilization of a hamiltonian system. The method generalizes the results available in the literature on motion control in the Euclidean space to an arbitrary differrential manifol equipped with a metric. This modification is essencial...... on a Riemannian manifold. The Lyapnov stability theory is adapted and reformulated to fit to the new framework of Riemannian manifolds. Toillustrate the results a spacecraft attitude control problem is considered. Firstly, a global canonical representation for the spacecraft motion is found, then three spacecraft...

  1. High-speed precision motion control

    CERN Document Server

    Yamaguchi, Takashi; Pang, Chee Khiang

    2011-01-01

    Written for researchers and postgraduate students in Control Engineering, as well as professionals in the Hard Disk Drive industry, this book discusses high-precision and fast servo controls in Hard Disk Drives (HDDs). The editors present a number of control algorithms that enable fast seeking and high precision positioning, and propose problems from commercial products, making the book valuable to researchers in HDDs. Each chapter is self contained, and progresses from concept to technique, present application examples that can be used within automotive, aerospace, aeronautical, and manufactu

  2. BWR ATWS mitigation by Fine Motion Control Rod

    International Nuclear Information System (INIS)

    Rohatgi, U.S.; Cheng, H.S.; Khan, H.; Mallen, A.; Diamond, D.

    1994-01-01

    Two main methods of ATWS mitigation in a SBWR are: fine Motion control Rods (FMCRD) and Boron injection via the Standby Liquid control System (SLCS). This study has demonstrated that the use of FMCRD along with feedwater runback mitigated the conditions due to reactivity insertion and possible ATWS in a BWR which is similar to SBWR

  3. Infrared wireless data transfer for real-time motion control

    NARCIS (Netherlands)

    Gajdusek, M.; Overboom, T.T.; Damen, A.A.H.; Bosch, van den P.P.J.

    2009-01-01

    In this paper several wireless solution are compared for their suitability for real-time control of a fast motion system. From the comparison, Very Fast Infrared (VFIR) communication link has been found to be an attractive solution for presented wirelessly controlled manipulator. Because standard

  4. Analytical one parameter method for PID motion controller settings

    NARCIS (Netherlands)

    van Dijk, Johannes; Aarts, Ronald G.K.M.

    2012-01-01

    In this paper analytical expressions for PID-controllers settings for electromechanical motion systems are presented. It will be shown that by an adequate frequency domain oriented parametrization, the parameters of a PID-controller are analytically dependent on one variable only, the cross-over

  5. New human-centered linear and nonlinear motion cueing algorithms for control of simulator motion systems

    Science.gov (United States)

    Telban, Robert J.

    While the performance of flight simulator motion system hardware has advanced substantially, the development of the motion cueing algorithm, the software that transforms simulated aircraft dynamics into realizable motion commands, has not kept pace. To address this, new human-centered motion cueing algorithms were developed. A revised "optimal algorithm" uses time-invariant filters developed by optimal control, incorporating human vestibular system models. The "nonlinear algorithm" is a novel approach that is also formulated by optimal control, but can also be updated in real time. It incorporates a new integrated visual-vestibular perception model that includes both visual and vestibular sensation and the interaction between the stimuli. A time-varying control law requires the matrix Riccati equation to be solved in real time by a neurocomputing approach. Preliminary pilot testing resulted in the optimal algorithm incorporating a new otolith model, producing improved motion cues. The nonlinear algorithm vertical mode produced a motion cue with a time-varying washout, sustaining small cues for longer durations and washing out large cues more quickly compared to the optimal algorithm. The inclusion of the integrated perception model improved the responses to longitudinal and lateral cues. False cues observed with the NASA adaptive algorithm were absent. As a result of unsatisfactory sensation, an augmented turbulence cue was added to the vertical mode for both the optimal and nonlinear algorithms. The relative effectiveness of the algorithms, in simulating aircraft maneuvers, was assessed with an eleven-subject piloted performance test conducted on the NASA Langley Visual Motion Simulator (VMS). Two methods, the quasi-objective NASA Task Load Index (TLX), and power spectral density analysis of pilot control, were used to assess pilot workload. TLX analysis reveals, in most cases, less workload and variation among pilots with the nonlinear algorithm. Control input

  6. Lectures from Markov processes to Brownian motion

    CERN Document Server

    Chung, Kai Lai

    1982-01-01

    This book evolved from several stacks of lecture notes written over a decade and given in classes at slightly varying levels. In transforming the over­ lapping material into a book, I aimed at presenting some of the best features of the subject with a minimum of prerequisities and technicalities. (Needless to say, one man's technicality is another's professionalism. ) But a text frozen in print does not allow for the latitude of the classroom; and the tendency to expand becomes harder to curb without the constraints of time and audience. The result is that this volume contains more topics and details than I had intended, but I hope the forest is still visible with the trees. The book begins at the beginning with the Markov property, followed quickly by the introduction of option al times and martingales. These three topics in the discrete parameter setting are fully discussed in my book A Course In Probability Theory (second edition, Academic Press, 1974). The latter will be referred to throughout this book ...

  7. Proteins as micro viscosimeters: Brownian motion revisited.

    NARCIS (Netherlands)

    Lavalette, D.; Hink, M.A.; Torbez, M.; Tetreau, C.; Visser, A.J.W.G.

    2006-01-01

    Translational and rotational diffusion coefficients of proteins in solution strongly deviate from the Stokes-Einstein laws when the ambient viscosity is induced by macromolecular co-solutes rather than by a solvent of negligible size as was assumed by A. Einstein one century ago for deriving the

  8. Efficient control of mechatronic systems in dynamic motion tasks

    Directory of Open Access Journals (Sweden)

    Despotova Desislava

    2018-01-01

    Full Text Available Robots and powered exoskeletons have often complex and non-linear dynamics due to friction, elasticity, and changing load. The proposed study addresses various-type robots that have to perform dynamic point-to-point motion tasks (PTPMT. The performance demands are for faster motion, higher positioning accuracy, and lower energy consumption. With given motion task, it is of primary importance to study the structure and controllability of the corresponding controlled system. The following natural decentralized controllability condition is assumed: the signs of any control input and the corresponding output (the acceleration are the same, at least when the control input is at its maximum absolute value. Then we find explicit necessary and sufficient conditions on the control transfer matrix that can guarantee robust controllability in the face of arbitrary, but bounded disturbances. Further on, we propose a generic optimisation approach for control learning synthesis of various type robotic systems in PTPMT. Our procedure for iterative learning control (LC has the following main steps: (1 choose a set of appropriate test control functions; (2 define the most relevant input-output pairs; and (3 solve shooting equations and perform control parameter optimisation. We will give several examples to explain our controllability and optimisation concepts.

  9. Development of excavator training simulator using leap motion controller

    Science.gov (United States)

    Fahmi, F.; Nainggolan, F.; Andayani, U.; Siregar, B.

    2018-03-01

    Excavator is a heavy machinery that is used for many industries purposes. Controlling the excavator is not easy. Its operator has to be trained well in many skills to make sure it is safe, effective, and efficient while using the excavator. In this research, we proposed a virtual reality excavator simulator supported by a device called Leap Motion Controller that supports finger and hand motions as an input. This prototype will be developed than in the virtual reality environment to give a more real sensing to the user.

  10. Engineering Autonomous Chemomechanical Nanomachines Using Brownian Ratchets

    Science.gov (United States)

    Lavella, Gabriel

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

  11. Dynamics and control of Lorentz-augmented spacecraft relative motion

    CERN Document Server

    Yan, Ye; Yang, Yueneng

    2017-01-01

    This book develops a dynamical model of the orbital motion of Lorentz spacecraft in both unperturbed and J2-perturbed environments. It explicitly discusses three kinds of typical space missions involving relative orbital control: spacecraft hovering, rendezvous, and formation flying. Subsequently, it puts forward designs for both open-loop and closed-loop control schemes propelled or augmented by the geomagnetic Lorentz force. These control schemes are entirely novel and represent a significantly departure from previous approaches.

  12. IT-tool Concept for Design and Intelligent Motion Control

    DEFF Research Database (Denmark)

    Conrad, Finn; Hansen, Poul Erik; Sørensen, Torben

    2000-01-01

    The paper presents results obtained from a Danish mechatronic research program focusing on intelligent motion control as well as results from the Esprit project SWING on IT-tools for rapid prototyping of fluid power components and systems. A mechatronic test facility with digital controllers for ....... Furthermore, a developed IT-tool concept for controller and system design utilising the ISO 10303 STEP Standard is proposed....

  13. Leap Motion Device Used to Control a Real Anthropomorphic Gripper

    Directory of Open Access Journals (Sweden)

    Ionel Staretu

    2016-06-01

    Full Text Available This paper presents for the first time the use of the Leap Motion device to control an anthropomorphic gripper with five fingers. First, a description of the Leap Motion device is presented, highlighting its main functional characteristics, followed by testing of its use for capturing the movements of a human hand's fingers in different configurations. Next, the HandCommander soft module and the Interface Controller application are described. The HandCommander is a software module created to facilitate interaction between a human hand and the GraspIT virtual environment, and the Interface Controller application is required to send motion data to the virtual environment and to test the communication protocol. For the test, a prototype of an anthropomorphic gripper with five fingers was made, including a proper hardware system of command and control, which is briefly presented in this paper. Following the creation of the prototype, the command system performance test was conducted under real conditions, evaluating the recognition efficiency of the objects to be gripped and the efficiency of the command and control strategies for the gripping process. The gripping test is exemplified by the gripping of an object, such as a screw spanner. It was found that the command system, both in terms of capturing human hand gestures with the Leap Motion device and effective object gripping, is operational. Suggestive figures are presented as examples.

  14. 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.

  15. Analysis of Offshore Knuckle Boom Crane - Part Two: Motion Control

    Directory of Open Access Journals (Sweden)

    Morten K. Bak

    2013-10-01

    Full Text Available In this paper design of electro-hydraulic motion control systems for offshore knuckle boom cranes is discussed. The influence of the control valve bandwidth along with the ramp time for the control signal are investigated both analytically with simplified system models and numerically with an experimentally verified crane model. The results of both types of investigations are related to general design rules for selection of control valves and ramp times and the relevance of these design rules is discussed. Generally, they are useful but may be too conservative for offshore knuckle boom cranes. However, as demonstrated in the paper, the only proper way to determine this is to evaluate the motion control system design by means of simulation.

  16. Two-pulse laser control of nuclear and electronic motion

    DEFF Research Database (Denmark)

    Grønager, Michael; Henriksen, Niels Engholm

    1997-01-01

    We discuss an explicitly time-dependent two-pulse laser scheme for controlling where nuclei and electrons are going in unimolecular reactions. We focus on electronic motion and show, with HD+ as an example, that one can find non-stationary states where the electron (with some probability...

  17. Vision based motion control for a humanoid head

    NARCIS (Netherlands)

    Visser, L.C.; Carloni, Raffaella; Stramigioli, Stefano

    2009-01-01

    This paper describes the design of a motion control algorithm for a humanoid robotic head, which consists of a neck with four degrees of freedom and two eyes (a stereo pair system) that tilt on a common axis and rotate sideways freely. The kinematic and dynamic properties of the head are analyzed

  18. 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)

  19. Validation of the Leap Motion Controller using markered motion capture technology.

    Science.gov (United States)

    Smeragliuolo, Anna H; Hill, N Jeremy; Disla, Luis; Putrino, David

    2016-06-14

    The Leap Motion Controller (LMC) is a low-cost, markerless motion capture device that tracks hand, wrist and forearm position. Integration of this technology into healthcare applications has begun to occur rapidly, making validation of the LMC׳s data output an important research goal. Here, we perform a detailed evaluation of the kinematic data output from the LMC, and validate this output against gold-standard, markered motion capture technology. We instructed subjects to perform three clinically-relevant wrist (flexion/extension, radial/ulnar deviation) and forearm (pronation/supination) movements. The movements were simultaneously tracked using both the LMC and a marker-based motion capture system from Motion Analysis Corporation (MAC). Adjusting for known inconsistencies in the LMC sampling frequency, we compared simultaneously acquired LMC and MAC data by performing Pearson׳s correlation (r) and root mean square error (RMSE). Wrist flexion/extension and radial/ulnar deviation showed good overall agreement (r=0.95; RMSE=11.6°, and r=0.92; RMSE=12.4°, respectively) with the MAC system. However, when tracking forearm pronation/supination, there were serious inconsistencies in reported joint angles (r=0.79; RMSE=38.4°). Hand posture significantly influenced the quality of wrist deviation (P<0.005) and forearm supination/pronation (P<0.001), but not wrist flexion/extension (P=0.29). We conclude that the LMC is capable of providing data that are clinically meaningful for wrist flexion/extension, and perhaps wrist deviation. It cannot yet return clinically meaningful data for measuring forearm pronation/supination. Future studies should continue to validate the LMC as updated versions of their software are developed. Copyright © 2016 Elsevier Ltd. All rights reserved.

  20. Research on NC motion controller based on SOPC technology

    Science.gov (United States)

    Jiang, Tingbiao; Meng, Biao

    2006-11-01

    With the rapid development of the digitization and informationization, the application of numerical control technology in the manufacturing industry becomes more and more important. However, the conventional numerical control system usually has some shortcomings such as the poor in system openness, character of real-time, cutability and reconfiguration. In order to solve these problems, this paper investigates the development prospect and advantage of the application in numerical control area with system-on-a-Programmable-Chip (SOPC) technology, and puts forward to a research program approach to the NC controller based on SOPC technology. Utilizing the characteristic of SOPC technology, we integrate high density logic device FPGA, memory SRAM, and embedded processor ARM into a single programmable logic device. We also combine the 32-bit RISC processor with high computing capability of the complicated algorithm with the FPGA device with strong motivable reconfiguration logic control ability. With these steps, we can greatly resolve the defect described in above existing numerical control systems. For the concrete implementation method, we use FPGA chip embedded with ARM hard nuclear processor to construct the control core of the motion controller. We also design the peripheral circuit of the controller according to the requirements of actual control functions, transplant real-time operating system into ARM, design the driver of the peripheral assisted chip, develop the application program to control and configuration of FPGA, design IP core of logic algorithm for various NC motion control to configured it into FPGA. The whole control system uses the concept of modular and structured design to develop hardware and software system. Thus the NC motion controller with the advantage of easily tailoring, highly opening, reconfigurable, and expandable can be implemented.

  1. Motion Control of Urea-Powered Biocompatible Hollow Microcapsules.

    Science.gov (United States)

    Ma, Xing; Wang, Xu; Hahn, Kersten; Sánchez, Samuel

    2016-03-22

    The quest for biocompatible microswimmers powered by compatible fuel and with full motion control over their self-propulsion is a long-standing challenge in the field of active matter and microrobotics. Here, we present an active hybrid microcapsule motor based on Janus hollow mesoporous silica microparticles powered by the biocatalytic decomposition of urea at physiological concentrations. The directional self-propelled motion lasts longer than 10 min with an average velocity of up to 5 body lengths per second. Additionally, we control the velocity of the micromotor by chemically inhibiting and reactivating the enzymatic activity of urease. The incorporation of magnetic material within the Janus structure provides remote magnetic control on the movement direction. Furthermore, the mesoporous/hollow structure can load both small molecules and larger particles up to hundreds of nanometers, making the hybrid micromotor an active and controllable drug delivery microsystem.

  2. FPGA Implementation of Real-Time Ethernet for Motion Control

    Directory of Open Access Journals (Sweden)

    Chen Youdong

    2013-01-01

    Full Text Available This paper provides an applicable implementation of real-time Ethernet named CASNET, which modifies the Ethernet medium access control (MAC to achieve the real-time requirement for motion control. CASNET is the communication protocol used for motion control system. Verilog hardware description language (VHDL has been used in the MAC logic design. The designed MAC serves as one of the intellectual properties (IPs and is applicable to various industrial controllers. The interface of the physical layer is RJ45. The other layers have been implemented by using C programs. The real-time Ethernet has been implemented by using field programmable gate array (FPGA technology and the proposed solution has been tested through the cycle time, synchronization accuracy, and Wireshark testing.

  3. Repetitive motion planning and control of redundant robot manipulators

    CERN Document Server

    Zhang, Yunong

    2013-01-01

    Repetitive Motion Planning and Control of Redundant Robot Manipulators presents four typical motion planning schemes based on optimization techniques, including the fundamental RMP scheme and its extensions. These schemes are unified as quadratic programs (QPs), which are solved by neural networks or numerical algorithms. The RMP schemes are demonstrated effectively by the simulation results based on various robotic models; the experiments applying the fundamental RMP scheme to a physical robot manipulator are also presented. As the schemes and the corresponding solvers presented in the book have solved the non-repetitive motion problems existing in redundant robot manipulators, it is of particular use in applying theoretical research based on the quadratic program for redundant robot manipulators in industrial situations. This book will be a valuable reference work for engineers, researchers, advanced undergraduate and graduate students in robotics fields. Yunong Zhang is a professor at The School of Informa...

  4. Active Control Does Not Eliminate Motion-Induced Illusory Displacement

    Directory of Open Access Journals (Sweden)

    Ian M. Thornton

    2011-05-01

    Full Text Available When the sine-wave grating of a Gabor patch drifts to the left or right, the perceived position of the entire object is shifted in the direction of local motion. In the current work we explored whether active control of the physical position of the patch overcomes such motion induced illusory displacement. In Experiment 1 we created a simple computer game and asked participants to continuously guide a Gabor patch along a randomly curving path using a joystick. When the grating inside the Gabor patch was stationary, participants could perform this task without error. When the grating drifted to either left or right, we observed systematic errors consistent with previous reports of motion-induced illusory displacement. In Experiment 2 we created an iPad application where the built-in accelerometer tilt control was used to steer the patch through as series of “gates”. Again, we observed systematic guidance errors that depended on the direction and speed of local motion. In conclusion, we found no evidence that participants could adapt or compensate for illusory displacement given active control of the target.

  5. IPMSM Motion-Sensorless Direct Torque and Flux Control

    DEFF Research Database (Denmark)

    Pitict, Christian Ilie; Andreescu, Gheorghe-Daniel; Blaabjerg, Frede

    2005-01-01

    The paper presents a rather comprehensive implementation of a wide speed motion-sensorless control of IPMSM drives via direct torque and flux control (DTFC) with space vector modulation (SVM). Signal injection with only one D-module vector filter and phase-locked loop (PLL) observer is used at low...... provides for a smooth current waveform even at 1 rpm. The paper demonstrates through ample experiments a 1750 rpm 1 1 rpm speed range full-loaded with sensorless DTFC-SVM....

  6. Stepping-Motion Motor-Control Subsystem For Testing Bearings

    Science.gov (United States)

    Powers, Charles E.

    1992-01-01

    Control subsystem closed-loop angular-position-control system causing motor and bearing under test to undergo any of variety of continuous or stepping motions. Also used to test bearing-and-motor assemblies, motors, angular-position sensors including rotating shafts, and like. Monitoring subsystem gathers data used to evaluate performance of bearing or other article under test. Monitoring subsystem described in article, "Monitoring Subsystem For Testing Bearings" (GSC-13432).

  7. Integrals of Motion for Discrete-Time Optimal Control Problems

    OpenAIRE

    Torres, Delfim F. M.

    2003-01-01

    We obtain a discrete time analog of E. Noether's theorem in Optimal Control, asserting that integrals of motion associated to the discrete time Pontryagin Maximum Principle can be computed from the quasi-invariance properties of the discrete time Lagrangian and discrete time control system. As corollaries, results for first-order and higher-order discrete problems of the calculus of variations are obtained.

  8. Adaptive neural network motion control for aircraft under uncertainty conditions

    Science.gov (United States)

    Efremov, A. V.; Tiaglik, M. S.; Tiumentsev, Yu V.

    2018-02-01

    We need to provide motion control of modern and advanced aircraft under diverse uncertainty conditions. This problem can be solved by using adaptive control laws. We carry out an analysis of the capabilities of these laws for such adaptive systems as MRAC (Model Reference Adaptive Control) and MPC (Model Predictive Control). In the case of a nonlinear control object, the most efficient solution to the adaptive control problem is the use of neural network technologies. These technologies are suitable for the development of both a control object model and a control law for the object. The approximate nature of the ANN model was taken into account by introducing additional compensating feedback into the control system. The capabilities of adaptive control laws under uncertainty in the source data are considered. We also conduct simulations to assess the contribution of adaptivity to the behavior of the system.

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

    International Nuclear Information System (INIS)

    Okuyama, Kikuo; Kousaka, Yasuo; Yoshida, Tetsuo

    1976-01-01

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

  10. Delayless acceleration measurement method for motion control applications

    Energy Technology Data Exchange (ETDEWEB)

    Vaeliviita, S.; Ovaska, S.J. [Helsinki University of Technology, Otaniemi (Finland). Institute of Intelligent Power Electronics

    1997-12-31

    Delayless and accurate sensing of angular acceleration can improve the performance of motion control in motor drives. Acceleration control is, however, seldom implemented in practical drive systems due to prohibitively high costs or unsatisfactory results of most acceleration measurement methods. In this paper we propose an efficient and accurate acceleration measurement method based on direct differentiation of the corresponding velocity signal. Polynomial predictive filtering is used to smooth the resulting noisy signal without delay. This type of prediction is justified by noticing that a low-degree polynomial can usually be fitted into the primary acceleration curve. No additional hardware is required to implement the procedure if the velocity signal is already available. The performance of the acceleration measurement method is evaluated by applying it to a demanding motion control application. (orig.) 12 refs.

  11. Energy efficient motion control of the electric bus on route

    Science.gov (United States)

    Kotiev, G. O.; Butarovich, D. O.; Kositsyn, B. B.

    2018-02-01

    At present, the urgent problem is the reduction of energy costs of urban motor transport. The article proposes a method of solving this problem by developing an energy-efficient law governing the movement of an electric bus along a city route. To solve this problem, an algorithm is developed based on the dynamic programming method. The proposed method allows you to take into account the constraints imposed on the phase coordinates, control action, as well as on the time of the route. In the course of solving the problem, the model of rectilinear motion of an electric bus on a horizontal reference surface is considered, taking into account the assumptions that allow it to be adapted for the implementation of the method. For the formation of a control action in the equations of motion dynamics, an algorithm for changing the traction / braking torque on the wheels of an electric bus is considered, depending on the magnitude of the control parameter and the speed of motion. An optimal phase trajectory was obtained on a selected section of the road for the prototype of an electric bus. The article presents the comparison of simulation results obtained with the optimal energy efficient control law with the results obtained by a test driver. The comparison proved feasibility of the energy efficient control law for the automobile city electric transport.

  12. Hummingbirds control hovering flight by stabilizing visual motion.

    Science.gov (United States)

    Goller, Benjamin; Altshuler, Douglas L

    2014-12-23

    Relatively little is known about how sensory information is used for controlling flight in birds. A powerful method is to immerse an animal in a dynamic virtual reality environment to examine behavioral responses. Here, we investigated the role of vision during free-flight hovering in hummingbirds to determine how optic flow--image movement across the retina--is used to control body position. We filmed hummingbirds hovering in front of a projection screen with the prediction that projecting moving patterns would disrupt hovering stability but stationary patterns would allow the hummingbird to stabilize position. When hovering in the presence of moving gratings and spirals, hummingbirds lost positional stability and responded to the specific orientation of the moving visual stimulus. There was no loss of stability with stationary versions of the same stimulus patterns. When exposed to a single stimulus many times or to a weakened stimulus that combined a moving spiral with a stationary checkerboard, the response to looming motion declined. However, even minimal visual motion was sufficient to cause a loss of positional stability despite prominent stationary features. Collectively, these experiments demonstrate that hummingbirds control hovering position by stabilizing motions in their visual field. The high sensitivity and persistence of this disruptive response is surprising, given that the hummingbird brain is highly specialized for sensory processing and spatial mapping, providing other potential mechanisms for controlling position.

  13. Velocity and Motion Control of a Self-Balancing Vehicle Based on a Cascade Control Strategy

    Directory of Open Access Journals (Sweden)

    Miguel Velazquez

    2016-06-01

    Full Text Available This paper presents balancing, velocity and motion control of a self-balancing vehicle. A cascade controller is implemented for both balancing control and angular velocity control. This controller is tested in simulations using a proposed mathematical model of the system. Motion control is achieved based on the kinematics of the robot. Control hardware is designed and integrated to implement the proposed controllers. Pitch is kept under 1° from the equilibrium position with no external disturbances. The linear cascade control is able to handle slight changes in the system dynamics, such as in the centre of mass and the slope on an inclined surface.

  14. Adaptive fuzzy trajectory control for biaxial motion stage system

    Directory of Open Access Journals (Sweden)

    Wei-Lung Mao

    2016-04-01

    Full Text Available Motion control is an essential part of industrial machinery and manufacturing systems. In this article, the adaptive fuzzy controller is proposed for precision trajectory tracking control in biaxial X-Y motion stage system. The theoretical analyses of direct fuzzy control which is insensitive to parameter uncertainties and external load disturbances are derived to demonstrate the feasibility to track the reference trajectories. The Lyapunov stability theorem has been used to testify the asymptotic stability of the whole system, and all the signals are bounded in the closed-loop system. The intelligent position controller combines the merits of the adaptive fuzzy control with robust characteristics and learning ability for periodic command tracking of a servo drive mechanism. The simulation and experimental results on square, triangle, star, and circle reference contours are presented to show that the proposed controller indeed accomplishes the better tracking performances with regard to model uncertainties. It is observed that the convergence of parameters and tracking errors can be faster and smaller compared with the conventional adaptive fuzzy control in terms of average tracking error and tracking error standard deviation.

  15. Vision Servo Motion Control and Error Analysis of a Coplanar XXY Stage for Image Alignment Motion

    Directory of Open Access Journals (Sweden)

    Hau-Wei Lee

    2013-01-01

    Full Text Available In recent years, as there is demand for smart mobile phones with touch panels, the alignment/compensation system of alignment stage with vision servo control has also increased. Due to the fact that the traditional stacked-type XYθ stage has cumulative errors of assembly and it is heavy, it has been gradually replaced by the coplanar stage characterized by three actuators on the same plane with three degrees of freedom. The simplest image alignment mode uses two cameras as the equipments for feedback control, and the work piece is placed on the working stage. The work piece is usually engraved/marked. After the cameras capture images and when the position of the mark in the camera is obtained by image processing, the mark can be moved to the designated position in the camera by moving the stage and using alignment algorithm. This study used a coplanar XXY stage with 1 μm positioning resolution. Due to the fact that the resolution of the camera is about 3.75 μm per pixel, thus a subpixel technology is used, and the linear and angular alignment repeatability of the alignment system can achieve 1 μm and 5 arcsec, respectively. The visual servo motion control for alignment motion is completed within 1 second using the coplanar XXY stage.

  16. Motion control of a gantry crane with a container

    Science.gov (United States)

    Shugailo, T. S.; Yushkov, M. P.

    2018-05-01

    The transportation of a container by a gantry crane in a given time from one point of space to another is considered. The system is at rest at the end of the motion. A maximum admissible speed is taken into account. The control force is found using either the Pontryagin maximum principle or the generalized Gauss principle. The advantages of the second method over the first one is demonstrated.

  17. Algorithm for motion control of an exoskeleton during verticalization

    Directory of Open Access Journals (Sweden)

    Jatsun Sergey

    2016-01-01

    Full Text Available This paper considers lower limb exoskeleton that performs sit-to-stand motion. The work is focused on the control system design. An application of a null space projection methods for solving inverse kinematics problem is discussed. An adaptive multi-input multi-output regulator for the system is presented with the motivation for that choice. Results of the simulation for different versions of the regulator are shown.

  18. Kinematic control of redundant robots and the motion optimizability measure.

    Science.gov (United States)

    Li, L; Gruver, W A; Zhang, Q; Yang, Z

    2001-01-01

    This paper treats the kinematic control of manipulators with redundant degrees of freedom. We derive an analytical solution for the inverse kinematics that provides a means for accommodating joint velocity constraints in real time. We define the motion optimizability measure and use it to develop an efficient method for the optimization of joint trajectories subject to multiple criteria. An implementation of the method for a 7-dof experimental redundant robot is present.

  19. Motion control of rigid bodies in SE(3)

    Science.gov (United States)

    Roza, Ashton

    This thesis investigates the control of motion for a general class of vehicles that rotate and translate in three-space, and are propelled by a thrust vector which has fixed direction in body frame. The thesis addresses the problems of path following and position control. For path following, a feedback linearization controller is presented that makes the vehicle follow an arbitrary closed curve while simultaneously allowing the designer to specify the velocity profile of the vehicle on the path and its heading. For position control, a two-stage approach is presented that decouples position control from attitude control, allowing for a modular design and yielding almost global asymptotic stability of any desired hovering equilibrium. The effectiveness of the proposed method is verified both in simulation and experimentally by means of a hardware-in-the-loop setup emulating a co-axial helicopter.

  20. H∞ control for path tracking of autonomous underwater vehicle motion

    Directory of Open Access Journals (Sweden)

    Lin-Lin Wang

    2015-05-01

    Full Text Available In order to simplify the design of path tracking controller and solve the problem relating to nonlinear dynamic model of autonomous underwater vehicle motion planning, feedback linearization method is first adopted to transform the nonlinear dynamic model into an equivalent pseudo-linear dynamic model in horizontal coordinates. Then considering wave disturbance effect, mixed-sensitivity method of H∞ robust control is applied to design state-feedback controller for this equivalent dynamic model. Finally, control law of pseudo-linear dynamic model is transformed into state (surge velocity and yaw angular rate tracking control law of nonlinear dynamic model through inverse coordinate transformation. Simulation indicates that autonomous underwater vehicle path tracking is successfully implemented with this proposed method, and the influence of parameter variation in autonomous underwater vehicle dynamic model on its tracking performance is reduced by H∞ controller. All the results show that the method proposed in this article is effective and feasible.

  1. 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

  2. Do Motion Controllers Make Action Video Games Less Sedentary? A Randomized Experiment

    OpenAIRE

    Lyons, Elizabeth J.; Tate, Deborah F.; Ward, Dianne S.; Ribisl, Kurt M.; Bowling, J. Michael; Kalyanaraman, Sriram

    2012-01-01

    Sports- and fitness-themed video games using motion controllers have been found to produce physical activity. It is possible that motion controllers may also enhance energy expenditure when applied to more sedentary games such as action games. Young adults (N = 100) were randomized to play three games using either motion-based or traditional controllers. No main effect was found for controller or game pair (P > .12). An interaction was found such that in one pair, motion control (mean [SD] 0....

  3. Geometric Control Over the Motion of Magnetic Domain Walls

    International Nuclear Information System (INIS)

    N.A. Sinitsyn; V.V. Dobrovitski; S. urazhdin; Avadh Saxena

    2008-01-01

    We propose a method that enables a precise control of magnetic patterns and relies only on the fundamental properties of the wire as well as on the choice of the path in the controlled parameter space but not on the rate of motion along this path. Possible experimental realizations of this mechanism are discussed. In particular, we show that the domain walls in magnetic nanowires can be translated by rotation of the magnetic easy axis or by applying pulses of magnetic field directed transverse to the magnetic easy axis

  4. Cohesive Motion Control Algorithm for Formation of Multiple Autonomous Agents

    Directory of Open Access Journals (Sweden)

    Debabrata Atta

    2010-01-01

    Full Text Available This paper presents a motion control strategy for a rigid and constraint consistent formation that can be modeled by a directed graph whose each vertex represents individual agent kinematics and each of directed edges represents distance constraints maintained by an agent, called follower, to its neighbouring agent. A rigid and constraint consistent graph is called persistent graph. A persistent graph is minimally persistent if it is persistent, and no edge can be removed without losing its persistence. An acyclic (free of cycles in its sensing pattern minimally persistent graph of Leader-Follower structure has been considered here which can be constructed from an initial Leader-Follower seed (initial graph with two vertices, one is Leader and another one is First Follower and one edge in between them is directed towards Leader by Henneberg sequence (a procedure of growing a graph containing only vertex additions. A set of nonlinear optimization-based decentralized control laws for mobile autonomous point agents in two dimensional plane have been proposed. An infinitesimal deviation in formation shape created continuous motion of Leader is compensated by corresponding continuous motion of other agents fulfilling the shortest path criteria.

  5. Redox control of molecular motion in switchable artificial nanoscale devices.

    Science.gov (United States)

    Credi, Alberto; Semeraro, Monica; Silvi, Serena; Venturi, Margherita

    2011-03-15

    The design, synthesis, and operation of molecular-scale systems that exhibit controllable motions of their component parts is a topic of great interest in nanoscience and a fascinating challenge of nanotechnology. The development of this kind of species constitutes the premise to the construction of molecular machines and motors, which in a not-too-distant future could find applications in fields such as materials science, information technology, energy conversion, diagnostics, and medicine. In the past 25 years the development of supramolecular chemistry has enabled the construction of an interesting variety of artificial molecular machines. These devices operate via electronic and molecular rearrangements and, like the macroscopic counterparts, they need energy to work as well as signals to communicate with the operator. Here we outline the design principles at the basis of redox switching of molecular motion in artificial nanodevices. Redox processes, chemically, electrically, or photochemically induced, can indeed supply the energy to bring about molecular motions. Moreover, in the case of electrically and photochemically induced processes, electrochemical and photochemical techniques can be used to read the state of the system, and thus to control and monitor the operation of the device. Some selected examples are also reported to describe the most representative achievements in this research area.

  6. Autonomous vehicle motion control, approximate maps, and fuzzy logic

    Science.gov (United States)

    Ruspini, Enrique H.

    1993-01-01

    Progress on research on the control of actions of autonomous mobile agents using fuzzy logic is presented. The innovations described encompass theoretical and applied developments. At the theoretical level, results of research leading to the combined utilization of conventional artificial planning techniques with fuzzy logic approaches for the control of local motion and perception actions are presented. Also formulations of dynamic programming approaches to optimal control in the context of the analysis of approximate models of the real world are examined. Also a new approach to goal conflict resolution that does not require specification of numerical values representing relative goal importance is reviewed. Applied developments include the introduction of the notion of approximate map. A fuzzy relational database structure for the representation of vague and imprecise information about the robot's environment is proposed. Also the central notions of control point and control structure are discussed.

  7. Influence of Vibrotactile Feedback on Controlling Tilt Motion After Spaceflight

    Science.gov (United States)

    Wood, S. J.; Rupert, A. H.; Vanya, R. D.; Esteves, J. T.; Clement, G.

    2011-01-01

    We hypothesize that adaptive changes in how inertial cues from the vestibular system are integrated with other sensory information leads to perceptual disturbances and impaired manual control following transitions between gravity environments. The primary goals of this ongoing post-flight investigation are to quantify decrements in manual control of tilt motion following short-duration spaceflight and to evaluate vibrotactile feedback of tilt as a sensorimotor countermeasure. METHODS. Data is currently being collected on 9 astronaut subjects during 3 preflight sessions and during the first 8 days after Shuttle landings. Variable radius centrifugation (216 deg/s, body axis, thereby eliciting canal reflexes without concordant otolith or visual cues. A simple 4 tactor system was implemented to provide feedback when tilt position exceeded predetermined levels in either device. Closed-loop nulling tasks are performed during random tilt steps or sum-of-sines (TTS only) with and without vibrotactile feedback of chair position. RESULTS. On landing day the manual control performance without vibrotactile feedback was reduced by >30% based on the gain or the amount of tilt disturbance successfully nulled. Manual control performance tended to return to baseline levels within 1-2 days following landing. Root-mean-square position error and tilt velocity were significantly reduced with vibrotactile feedback. CONCLUSIONS. These preliminary results are consistent with our hypothesis that adaptive changes in vestibular processing corresponds to reduced manual control performance following G-transitions. A simple vibrotactile prosthesis improves the ability to null out tilt motion within a limited range of motion disturbances.

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

    OpenAIRE

    Palau, Sandra; Pardo, Juan Carlos

    2015-01-01

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

  9. On the Humble Origins of the Brownian Entropic Force

    OpenAIRE

    Neumann, Richard M.

    2015-01-01

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

  10. Coordinated Control of Wave Energy Converters Subject to Motion Constraints

    Directory of Open Access Journals (Sweden)

    Liguo Wang

    2016-06-01

    Full Text Available In this paper, a generic coordinated control method for wave energy converters is proposed, and the constraints on motion amplitudes and the hydrodynamic interaction between converters are considered. The objective of the control problem is to maximize the energy converted from ocean waves, and this is achieved by coordinating the power take-off (PTO damping of each wave energy converter in the frequency domain in each sea state. In a case study, a wave energy farm consisting of four converters based on the concept developed by Uppsala University is studied. In the solution, motion constraints, including constraints on the amplitudes of displacement and velocity, are included. Twelve months of sea states, based on measured wave data at the Lysekil test site on the Swedish west coast, are used in the simulation to evaluate the performance of the wave energy farm using the new method. Results from the new coordinated control method and traditional control method are compared, indicating that the coordinated control of wave energy converters is an effective way to improve the energy production of wave energy farm in harmonic waves.

  11. 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

  12. Advanced motion control for next-generation precision mechatronics: Challenges for control, identification, and learning

    NARCIS (Netherlands)

    Oomen, Tom

    2017-01-01

    Manufacturing equipment and scientific instruments, including wafer scanners, printers, microscopes, and medical imaging scanners, require accurate and fast motions. Increasing requirements necessitate enhanced control performance. The aim of this paper is to identify several challenges for advanced

  13. STcontrol and NEWPORT Motion Controller Model ESP 301 Device

    CERN Document Server

    Kapanadze, Giorgi

    2015-01-01

    Pixel detectors are used to detect particle tracks in LHC experiments. This kind of detectors are built with silicon semiconductor diodes. Ionizing particles create charge in the diode and the reverse bias voltage creates electric field in the diode which causes effective charge collection by the drift of electrons [1]. One of the main parameter of tracker detectors is efficiency. The efficiency as a function of position in the pixel matrix can be evaluated by scanning the matrix with red and infrared lasers. It is important to know what is happening between pixels in terms of efficiency. We perform these measurements to test new type of pixel detectors for the LHC future upgrade in 2023. New type of detectors are needed because the radiation level will be much higher [2]. For the measurements we need to control a stage motion controller (NEWPORT Motion Controller Model ESP 301) with the existing software STcontrol, which is used for readout data from pixel detectors and to control other devices like the lase...

  14. Pengenalan Isyarat Tangan Menggunakan Leap Motion Controller untuk Pertunjukan Boneka Tangan Virtual

    OpenAIRE

    Dzulkarnain, Iskandar; Sumpeno, Surya; Christyowidiasmoro, Christyowidiasmoro

    2016-01-01

    Leap Motion Controller memiliki keterbatasan dalam menangkap gerak isyarat tangan. Keterbatasan tersebut menyebabkan gerakan tangan model boneka virtual tidak seakurat gerakan tangan pelakon. Selain itu, konfigurasi bone model dimensi tiga untuk Leap Motion Controller berbeda dengan konfigurasi bone dimensi tiga pada umumnya. Oleh karena itu, dilakukan pengenalan isyarat tangan menggunakan Leap Motion Controller untuk pertunjukan boneka tangan virtual. Pengenalan isyarat tangan tersebut dilak...

  15. An evaluation of control rod motion simulator of research reactor

    International Nuclear Information System (INIS)

    Sanda

    2010-01-01

    Motion simulator for rod control research reactor has been carried out using a servo motor. Reactor rod motion control at any point should be in the right position, one of the motors that can move in a precise and correct is the servo motor. To ensure that the servo motor to move in accordance with the desired program, then the servo motor function test should be carried out to ensure having good performance. Tests carried out on meshes stress disorder, the load is stable within a certain period and travel time safety control rod up and down, travel time regulating control rods up and down and travel time compensation control rods up and down. In testing the breakdown voltage V out nets at 24 V, 6.5 A with 12 Q load deviation obtained V0= V1 = 0.1% and 0.65% and for the stability of the load in a certain time deviation V = 0.7125% , next to the breakdown voltage V out nets at 12 V, 4.2 A with a 6 Q load deviation obtained V0= V1 = 0.275% and 1.158% for the stability of the load in a certain time deviation V = 1.463% and the net-voltage noise nets on V out 24 V, 4.5 A with 12 Q load deviation obtained V0 = V1 = 0.196% and 0.496% and for the stability of the load in a certain time deviation V = 0.3625%. While the travel time of a safety control rod up and down, up and down the regulator and compensation rise and fall showed a steady linear graph. The results show that the performance of the servo motor is very stable with the working area below the tolerance limit, it is 5% - 10%.(author)

  16. Evaluation of control rod motion simulator research reactors

    International Nuclear Information System (INIS)

    Sanda

    2010-01-01

    Motion simulator has been carried out testing of the reactor control rod using a servomotor. Reactor control rod motion at any point should be in the right position, one of the motors that can move in a precise and correct the servo motor. To ensure that the servo motor to move in accordance with the desired program, then the servomotor function test for motor work to ensure the performance of the appliance. Tests carried out on meshes stress disorder, the load is stable within a certain period and travel time safety control rod up and down, travel time regulating control rods up and down and travel time compensation control rods up and down. In testing the breakdown voltage Vout nets at 24 V, 6.5 A with 12 Ω load deviation obtained V0 = V1 = 0.1% and 0.65% and for the stability of the load in a certain time deviation V = 0.7125%, next to the breakdown voltage Vout nets at 12V, 4.2 A with a 6 Ω load deviation obtained V0 = V1 = 0.275% and 1.158% for the stability of the load in a certain time deviation V = 1.463% and the net-voltage noise nets on Vout 24 V, 4.5 A with 12 Ω load deviation obtained V0 = V1 = 0.196% and 0.496% and for the stability of the load in a certain time deviation V = 0.3625%. While the travel time of a safety control rod up and down, up and down the regulator and compensation rise and fall showed a steady linear graph. The results show that the performance of the servo motor is very stable with the working area below the tolerance limit, it is 5% - 10%. (author)

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

    Science.gov (United States)

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

    2011-03-01

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

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

    Science.gov (United States)

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

    2014-03-01

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

  19. Interactions Controlling the Slow Dynamic Conformational Motions of Ubiquitin

    Directory of Open Access Journals (Sweden)

    Soichiro Kitazawa

    2017-08-01

    Full Text Available Rational mutation of proteins based on their structural and dynamic characteristics is a useful strategy for amplifying specific fluctuations in proteins. Here, we show the effects of mutation on the conformational fluctuations and thermodynamic stability of ubiquitin. In particular, we focus on the salt bridge between K11 and E34 and the hydrogen bond between I36 and Q41, which are predicted to control the fluctuation between the basic folded state, N1, and the alternatively folded state, N2, of the protein, using high-pressure NMR spectroscopy. The E34A mutation, which disrupts the salt bridge, did not alter picosecond–to–nanosecond, microsecond–to–millisecond dynamic motions, and stability of the protein, while the Q41N mutation, which destabilizes the hydrogen bond, specifically amplified the N1–N2 conformational fluctuation and decreased stability. Based on the observed thermodynamic stabilities of the various conformational states, we showed that in the Q41N mutant, the N1 state is more significantly destabilized than the N2 state, resulting in an increase in the relative population of N2. Identifying the interactions controlling specific motions of a protein will facilitate molecular design to achieve functional dynamics beyond native state dynamics.

  20. Relative dynamics and motion control of nanosatellite formation flying

    Science.gov (United States)

    Pimnoo, Ammarin; Hiraki, Koju

    2016-04-01

    Orbit selection is a necessary factor in nanosatellite formation mission design/meanwhile, to keep the formation, it is necessary to consume fuel. Therefore, the best orbit design for nanosatellite formation flying should be one that requires the minimum fuel consumption. The purpose of this paper is to analyse orbit selection with respect to the minimum fuel consumption, to provide a convenient way to estimate the fuel consumption for keeping nanosatellite formation flying and to present a simplified method of formation control. The formation structure is disturbed by J2 gravitational perturbation and other perturbing accelerations such as atmospheric drag. First, Gauss' Variation Equations (GVE) are used to estimate the essential ΔV due to the J2 perturbation and atmospheric drag. The essential ΔV presents information on which orbit is good with respect to the minimum fuel consumption. Then, the linear equations which account for J2 gravitational perturbation of Schweighart-Sedwick are presented and used to estimate the fuel consumption to maintain the formation structure. Finally, the relative dynamics motion is presented as well as a simplified motion control of formation structure by using GVE.

  1. Simulating control rod and fuel assembly motion using moving meshes

    Energy Technology Data Exchange (ETDEWEB)

    Gilbert, D. [Department of Electrical and Computer Engineering, McMaster University, 1280 Main Street West, Hamilton Ontario, L8S 4K1 (Canada)], E-mail: gilbertdw1@gmail.com; Roman, J.E. [Departamento de Sistemas Informaticos y Computacion, Universidad Politecnica de Valencia, Camino de Vera s/n, 46022 Valencia (Spain); Garland, Wm. J. [Department of Engineering Physics, McMaster University, 1280 Main Street West, Hamilton Ontario, L8S 4K1 (Canada); Poehlman, W.F.S. [Department of Computing and Software, McMaster University, 1280 Main Street West, Hamilton Ontario, L8S 4K1 (Canada)

    2008-02-15

    A prerequisite for designing a transient simulation experiment which includes the motion of control and fuel assemblies is the careful verification of a steady state model which computes k{sub eff} versus assembly insertion distance. Previous studies in nuclear engineering have usually approached the problem of the motion of control rods with the use of nonlinear nodal models. Nodal methods employ special approximations for the leading and trailing cells of the moving assemblies to avoid the rod cusping problem which results from the naive volume weighted cell cross-section approximation. A prototype framework called the MOOSE has been developed for modeling moving components in the presence of diffusion phenomena. A linear finite difference model is constructed, solutions for which are computed by SLEPc, a high performance parallel eigenvalue solver. Design techniques for the implementation of a patched non-conformal mesh which links groups of sub-meshes that can move relative to one another are presented. The generation of matrices which represent moving meshes which conserve neutron current at their boundaries, and the performance of the framework when applied to model reactivity insertion experiments is also discussed.

  2. 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.

  3. Learning Silhouette Features for Control of Human Motion

    National Research Council Canada - National Science Library

    Ren, Liu; Shakhnarovich, Gregory; Hodgins, Jessica K; Pfister, Hanspeter; Viola, Paul A

    2004-01-01

    .... The system combines information about the user's motion contained in silhouettes from several viewpoints with domain knowledge contained in a motion capture database to interactively produce a high quality animation...

  4. Relative roughness controls on incipient sediment motion in steep channels

    Science.gov (United States)

    Prancevic, J.; Lamb, M. P.; Fuller, B. M.

    2012-12-01

    For over eight decades, researchers have noted an appreciable increase in the nondimensional shear stress (Shields number) at initiation of fluvial bedload transport with increasing bed slope. The precise cause of the trend, however, is obscured by the covariance of several factors with increased slope: a greater downstream component of the gravity acting on the grains and fluid, changes in bed morphology, increased grainsize relative to the channel width that may lead to grain bridging, and increased grainsize relative to flow depth (relative roughness) that may change flow hydraulics and particle buoyancy. Here, we report on ongoing laboratory experiments spanning a wide range of bed slopes (2% to 67%) designed to isolate these variables and determine the true cause of heightened critical Shields numbers on steep slopes. First, we eliminated bed morphology as a factor by using only planar beds. To investigate the effect of grain bridging, we used two different channel widths, representing width-to-grainsize ratios of 23:1 and 9:1. Finally, to separate the effects of slope from relative roughness, we compared incipient motion conditions for acrylic particles (submerged specific gravity of 0.15) to natural siliciclastic gravel (submerged specific gravity of 1.65). Different particle densities allowed us to explore incipient motion as a function of relative roughness, independent of channel slope, because lighter particles move at shallower flow depths than heavier ones of the same size. Results show that both materials exhibit a positive trend between bed slope and critical Shields number despite the existence of planar beds for all slopes. Furthermore, changing the grainsize-to-width ratio had a negligible effect on this trend. For all slopes, the critical Shields number for bedload transport was higher for the acrylic particles than for gravel, indicating that relative roughness has a strong control on incipient sediment motion independent of channel slope. These

  5. 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...

  6. The Digital Motion Control System for the Submillimeter Array Antennas

    Science.gov (United States)

    Hunter, T. R.; Wilson, R. W.; Kimberk, R.; Leiker, P. S.; Patel, N. A.; Blundell, R.; Christensen, R. D.; Diven, A. R.; Maute, J.; Plante, R. J.; Riddle, P.; Young, K. H.

    2013-09-01

    We describe the design and performance of the digital servo and motion control system for the 6-meter parabolic antennas of the Submillimeter Array (SMA) on Mauna Kea, Hawaii. The system is divided into three nested layers operating at a different, appropriate bandwidth. (1) A rack-mounted, real-time Unix system runs the position loop which reads the high resolution azimuth and elevation encoders and sends velocity and acceleration commands at 100 Hz to a custom-designed servo control board (SCB). (2) The microcontroller-based SCB reads the motor axis tachometers and implements the velocity loop by sending torque commands to the motor amplifiers at 558 Hz. (3) The motor amplifiers implement the torque loop by monitoring and sending current to the three-phase brushless drive motors at 20 kHz. The velocity loop uses a traditional proportional-integral-derivative (PID) control algorithm, while the position loop uses only a proportional term and implements a command shaper based on the Gauss error function. Calibration factors and software filters are applied to the tachometer feedback prior to the application of the servo gains in the torque computations. All of these parameters are remotely adjustable in the software. The three layers of the control system monitor each other and are capable of shutting down the system safely if a failure or anomaly occurs. The Unix system continuously relays the antenna status to the central observatory computer via reflective memory. In each antenna, a Palm Vx hand controller displays the complete system status and allows full local control of the drives in an intuitive touchscreen user interface. The hand controller can also be connected outside the cabin, a major convenience during the frequent reconfigurations of the interferometer. Excellent tracking performance ( 0.3‧‧ rms) is achieved with this system. It has been in reliable operation on 8 antennas for over 10 years and has required minimal maintenance.

  7. Pitch Motion Stabilization by Propeller Speed Control Using Statistical Controller Design

    DEFF Research Database (Denmark)

    Nakatani, Toshihiko; Blanke, Mogens; Galeazzi, Roberto

    2006-01-01

    This paper describes dynamics analysis of a small training boat and a possibility of ship pitch stabilization by control of propeller speed. After upgrading the navigational system of an actual small training boat, in order to identify the model of the ship, the real data collected by sea trials...... were used for statistical analysis and system identification. This analysis shows that the pitching motion is indeed influenced by engine speed and it is suggested that there exists a possibility of reducing the pitching motion by properly controlling the engine throttle. Based on this observation...

  8. Controlled motion of domain walls in submicron amorphous wires

    Energy Technology Data Exchange (ETDEWEB)

    Ţibu, Mihai; Lostun, Mihaela; Rotărescu, Cristian; Atiţoaie, Alexandru; Lupu, Nicoleta; Óvári, Tibor-Adrian, E-mail: taovari@phys-iasi.ro; Chiriac, Horia [Department of Magnetic Materials and Devices, National Institute of Research and Development for Technical Physics, Iaşi, 700050 (Romania); Allwood, Dan A. [Department of Materials Science and Engineering, University of Sheffield, Sheffield, S1 3JD (United Kingdom)

    2016-05-15

    Results on the control of the domain wall displacement in cylindrical Fe{sub 77.5}Si{sub 7.5}B{sub 15} amorphous glass-coated submicron wires prepared by rapid quenching from the melt are reported. The control methods have relied on conical notches with various depths, up to a few tens of nm, made in the glass coating and in the metallic nucleus using a focused ion beam (FIB) system, and on the use of small nucleation coils at one of the sample ends in order to apply magnetic field pulses aimed to enhance the nucleation of reverse domains. The notch-based method is used for the first time in the case of cylindrical ultrathin wires. The results show that the most efficient technique of controlling the domain wall motion in this type of samples is the simultaneous use of notches and nucleation coils. Their effect depends on wire diameter, notch depth, its position on the wire length, and characteristics of the applied pulse.

  9. 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)

  10. Passive motion paradigm: an alternative to optimal control.

    Science.gov (United States)

    Mohan, Vishwanathan; Morasso, Pietro

    2011-01-01

    IN THE LAST YEARS, OPTIMAL CONTROL THEORY (OCT) HAS EMERGED AS THE LEADING APPROACH FOR INVESTIGATING NEURAL CONTROL OF MOVEMENT AND MOTOR COGNITION FOR TWO COMPLEMENTARY RESEARCH LINES: behavioral neuroscience and humanoid robotics. In both cases, there are general problems that need to be addressed, such as the "degrees of freedom (DoFs) problem," the common core of production, observation, reasoning, and learning of "actions." OCT, directly derived from engineering design techniques of control systems quantifies task goals as "cost functions" and uses the sophisticated formal tools of optimal control to obtain desired behavior (and predictions). We propose an alternative "softer" approach passive motion paradigm (PMP) that we believe is closer to the biomechanics and cybernetics of action. The basic idea is that actions (overt as well as covert) are the consequences of an internal simulation process that "animates" the body schema with the attractor dynamics of force fields induced by the goal and task-specific constraints. This internal simulation offers the brain a way to dynamically link motor redundancy with task-oriented constraints "at runtime," hence solving the "DoFs problem" without explicit kinematic inversion and cost function computation. We argue that the function of such computational machinery is not only restricted to shaping motor output during action execution but also to provide the self with information on the feasibility, consequence, understanding and meaning of "potential actions." In this sense, taking into account recent developments in neuroscience (motor imagery, simulation theory of covert actions, mirror neuron system) and in embodied robotics, PMP offers a novel framework for understanding motor cognition that goes beyond the engineering control paradigm provided by OCT. Therefore, the paper is at the same time a review of the PMP rationale, as a computational theory, and a perspective presentation of how to develop it for designing

  11. Passive Motion Paradigm: an alternative to Optimal Control

    Directory of Open Access Journals (Sweden)

    Vishwanathan eMohan

    2011-12-01

    Full Text Available In the last years, optimal control theory (OCT has emerged as the leading approach for investigating neural control of movement and motor cognition for two complementary research lines: behavioural neuroscience and humanoid robotics. In both cases, there are general problems that need to be addressed, such as the ‘degrees of freedom problem’, the common core of production, observation, reasoning, and learning of ‘actions’. OCT, directly derived from engineering design techniques of control systems quantifies task goals as ‘cost functions’ and uses the sophisticated formal tools of optimal control to obtain desired behaviour (and predictions. We propose an alternative ‘softer’ approach (PMP: Passive Motion Paradigm that we believe is closer to the biomechanics and cybernetics of action. The basic idea is that actions (overt and overt are the consequences of an internal simulation process that ‘animates’ the body schema with the attractor dynamics of force fields induced by the goal and task specific constraints. This internal simulation offers the brain a way to dynamically link motor redundancy with task oriented constraints ‘at runtime’, hence solving the ‘degrees of freedom problem’ without explicit kinematic inversion and cost function computation. We argue that the function of such computational machinery is not only to shape motor output during action execution but also to provide the self with information on the feasibility, consequence, understanding and meaning of ‘potential actions’. In this sense, taking into account recent developments in neuroscience (motor imagery, simulation theory, mirror neurons and in embodied robotics, PMP offers a novel framework for understanding motor cognition that goes beyond the engineering control paradigm provided by OCT. Therefore, the paper is at the same time a review of the PMP rationale, as a computational theory, and a perspective presentation of how to develop it

  12. The synchronization of loosely coupled motion control systems

    Energy Technology Data Exchange (ETDEWEB)

    Tuominen, P. [VTT Automation, Tampere (Finland). Machine Automation

    1996-12-31

    The aim of this thesis is to create an easily implemented, effective, dynamically schedulable flow control method, and to show how the methods introduced can be analysed using fixed priority scheduling. One of the most important problems in a distributed system is the delay and variation of it (the jitter) caused by a serial based network, especially when media load is relatively high. This thesis has looked for possibilities to implement a deterministic motion control system which can also operate with high media loads. The problem of end-to-end delay in distributed control systems has been addressed. The most promising ones are based on the two window concept, where critical messages are transmitted in the statically scheduled part of window while other, non-critical messages are transmitted in the remaining part. The concept of the chained link is introduced and it is shown how the latency time of a certain set of messages can be controlled. This thesis has introduced the detailed characteristics of this easy-to-assemble chain which is simpler than time or sync-message based methods used commercially. One benefit is that only those nodes needing synchronization must support synchronization tasks. Other nodes are exempt from supporting unnecessary functions, making system programming easier. The chain can be scheduled dynamically as one long message. The concept of a CAN based producer-consumer method, a statical scheduling method which can be used with a bus-master has been introduced. A hydraulic mobile is used as a practical example for analysing and comparing the introduced distribution and flow control methods

  13. Complex motion of a vehicle through a series of signals controlled by power-law phase

    Science.gov (United States)

    Nagatani, Takashi

    2017-07-01

    We study the dynamic motion of a vehicle moving through the series of traffic signals controlled by the position-dependent phase of power law. All signals are controlled by both cycle time and position-dependent phase. The dynamic model of the vehicular motion is described in terms of the nonlinear map. The vehicular motion varies in a complex manner by varying cycle time for various values of the power of the position-dependent phase. The vehicle displays the periodic motion with a long cycle for the integer power of the phase, while the vehicular motion exhibits the very complex behavior for the non-integer power of the phase.

  14. Space motion sickness: The sensory motor controls and cardiovascular correlation

    Science.gov (United States)

    Souvestre, Philippe A.; Blaber, Andrew P.; Landrock, Clinton K.

    Background and PurposeSpace motion sickness (SMS) and related symptoms remain a major limiting factor in Space operations. A recent comprehensive literature review [J.R. Lackner, Z. DiZio, Space motion sickness, Experimental Brain Research 175 (2006) 377-399, doi 10.1007/s00221-006-0697-y] concluded that SMS does not represent a unique diagnostic entity, and there is no adequate predictor of SMS' susceptibility and severity. No countermeasure has been found reliable to prevent or treat SMS symptoms onset. Recent neurophysiological findings on sensory-motor controls monitoring [P.A. Souvestre, C. Landrock, Biomedical-performance monitoring and assessment of astronauts by means of an ocular vestibular monitoring system, Acta Astronautica, 60 (4-7) (2007) 313-321, doi:10.1016/j.actaastro.2006.08.013] and heart-rate variability (HRV) measurements relationship could explain post-flight orthostatic intolerance (PFOI) in astronauts [A.P. Blaber, R.L. Bondar, M.S. Kassam, Heart rate variability and short duration space flight: relationship to post-flight orthostatic intolerance, BMC Physiology 4 (2004) 6]. These two methodologies are generally overlooked in SMS' analysis. In this paper we present the case for a strong relationship between sensory-motor controls related symptoms, including orthostatic intolerance (OI) and SMS symptoms. MethodsThis paper expands on several previously published papers [J.R. Lackner, Z. DiZio, Space motion sickness, Experimental Brain Research 175 (2006) 377-399, doi 10.1007/s00221-006-0697-y; P.A. Souvestre, C. Landrock, Biomedical-performance monitoring and assessment of astronauts by means of an ocular vestibular monitoring system, Acta Astronautica, 60 (4-7) (2007) 313-321, doi:10.1016/j.actaastro.2006.08.013] along with an updated literature review. An analysis of a 10-year period clinical data from trauma patients experiencing postural deficiency syndrome (PDS) show assessment and monitoring techniques which successfully identify trauma

  15. Thermodynamic and Quantum Thermodynamic Analyses of Brownian Movement

    OpenAIRE

    Gyftopoulos, Elias P.

    2006-01-01

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

  16. Measurements and simulation of controlled beamfront motion in the Laser Controlled Collective Accelerator

    International Nuclear Information System (INIS)

    Yao, R.L.; Destler, W.W.; Striffler, C.D.; Rodgers, J.; Scgalov, Z.

    1989-01-01

    In the Laser Controlled Collective Accelerator, an intense electron beam is injected at a current above the vacuum space charge limit into an initially evacuated drift tube. A plasma channel, produced by time-sequenced, multiple laser beam ionization of a solid target on the drift tube wall, provides the necessary neutralization to allow for effective beam propagation. By controlling the rate of production of the plasma channel as a function of time down the drift tube, control of the electron beamfront can be achieved. Recent experimental measurements of controlled beamfront motion in this configuration are presented, along with results of ion acceleration experiments conducted using two different accelerating gradients. These results are compared with numerical simulations of the system in which both controlled beamfront motion and ion acceleration is observed consistent with both design expectations and experimental results. 5 refs., 6 figs

  17. Inchworm movement of two rings switching onto a thread by biased Brownian diffusion represent a three-body problem.

    Science.gov (United States)

    Benson, Christopher R; Maffeo, Christopher; Fatila, Elisabeth M; Liu, Yun; Sheetz, Edward G; Aksimentiev, Aleksei; Singharoy, Abhishek; Flood, Amar H

    2018-05-07

    The coordinated motion of many individual components underpins the operation of all machines. However, despite generations of experience in engineering, understanding the motion of three or more coupled components remains a challenge, known since the time of Newton as the "three-body problem." Here, we describe, quantify, and simulate a molecular three-body problem of threading two molecular rings onto a linear molecular thread. Specifically, we use voltage-triggered reduction of a tetrazine-based thread to capture two cyanostar macrocycles and form a [3]pseudorotaxane product. As a consequence of the noncovalent coupling between the cyanostar rings, we find the threading occurs by an unexpected and rare inchworm-like motion where one ring follows the other. The mechanism was derived from controls, analysis of cyclic voltammetry (CV) traces, and Brownian dynamics simulations. CVs from two noncovalently interacting rings match that of two covalently linked rings designed to thread via the inchworm pathway, and they deviate considerably from the CV of a macrocycle designed to thread via a stepwise pathway. Time-dependent electrochemistry provides estimates of rate constants for threading. Experimentally derived parameters (energy wells, barriers, diffusion coefficients) helped determine likely pathways of motion with rate-kinetics and Brownian dynamics simulations. Simulations verified intercomponent coupling could be separated into ring-thread interactions for kinetics, and ring-ring interactions for thermodynamics to reduce the three-body problem to a two-body one. Our findings provide a basis for high-throughput design of molecular machinery with multiple components undergoing coupled motion.

  18. Control of humanoid robot motions with impacts : numerical experiments with reference spreading control

    NARCIS (Netherlands)

    Rijnen, M.W.L.M.; De Mooij, E.B.C.; Traversaro, S.; Nori, F.; Van De Wouw, N.; Saccon, A.; Nijmeijer, H.

    2017-01-01

    This work explores the stabilization of desired dynamic motion tasks involving hard impacts at non-negligible speed for humanoid robots. To this end, a so-called reference spreading hybrid control law is designed showing promising results in simulation. The simulations are performed employing a

  19. An intelligent control scheme for precise tip-motion control in atomic force microscopy.

    Science.gov (United States)

    Wang, Yanyan; Hu, Xiaodong; Xu, Linyan

    2016-01-01

    The paper proposes a new intelligent control method to precisely control the tip motion of the atomic force microscopy (AFM). The tip moves up and down at a high rate along the z direction during scanning, requiring the utilization of a rapid feedback controller. The standard proportional-integral (PI) feedback controller is commonly used in commercial AFMs to enable topography measurements. The controller's response performance is determined by the set of the proportional (P) parameter and the integral (I) parameter. However, the two parameters cannot be automatically altered simultaneously according to the scanning speed and the surface topography during continuors scanning, leading to an inaccurate measurement. Thus a new intelligent controller combining the fuzzy controller and the PI controller is put forward in the paper. The new controller automatically selects the most appropriate PI parameters to achieve a fast response rate on basis of the tracking errors. In the experimental setup, the new controller is realized with a digital signal process (DSP) system, implemented in a conventional AFM system. Experiments are carried out by comparing the new method with the standard PI controller. The results demonstrate that the new method is more robust and effective for the precise tip motion control, corresponding to the achievement of a highly qualified image by shortening the response time of the controller. © Wiley Periodicals, Inc.

  20. Contrast gain control in first- and second-order motion perception.

    Science.gov (United States)

    Lu, Z L; Sperling, G

    1996-12-01

    A novel pedestal-plus-test paradigm is used to determine the nonlinear gain-control properties of the first-order (luminance) and the second-order (texture-contrast) motion systems, that is, how these systems' responses to motion stimuli are reduced by pedestals and other masking stimuli. Motion-direction thresholds were measured for test stimuli consisting of drifting luminance and texture-contrast-modulation stimuli superimposed on pedestals of various amplitudes. (A pedestal is a static sine-wave grating of the same type and same spatial frequency as the moving test grating.) It was found that first-order motion-direction thresholds are unaffected by small pedestals, but at pedestal contrasts above 1-2% (5-10 x pedestal threshold), motion thresholds increase proportionally to pedestal amplitude (a Weber law). For first-order stimuli, pedestal masking is specific to the spatial frequency of the test. On the other hand, motion-direction thresholds for texture-contrast stimuli are independent of pedestal amplitude (no gain control whatever) throughout the accessible pedestal amplitude range (from 0 to 40%). However, when baseline carrier contrast increases (with constant pedestal modulation amplitude), motion thresholds increase, showing that gain control in second-order motion is determined not by the modulator (as in first-order motion) but by the carrier. Note that baseline contrast of the carrier is inherently independent of spatial frequency of the modulator. The drastically different gain-control properties of the two motion systems and prior observations of motion masking and motion saturation are all encompassed in a functional theory. The stimulus inputs to both first- and second-order motion process are normalized by feedforward, shunting gain control. The different properties arise because the modulator is used to control the first-order gain and the carrier is used to control the second-order gain.

  1. 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

  2. Directed transport of confined Brownian particles with torque

    Science.gov (United States)

    Radtke, Paul K.; Schimansky-Geier, Lutz

    2012-05-01

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

  3. 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

  4. Internal Mass Motion for Spacecraft Dynamics and Control

    National Research Council Canada - National Science Library

    Hall, Christopher D

    2008-01-01

    We present a detailed description of the application of a noncanonical Hamiltonian formulation to the modeling, analysis, and simulation of the dynamics of gyrostat spacecraft with internal mass motion...

  5. Effects of Different Heave Motion Components on Pilot Pitch Control Behavior

    Science.gov (United States)

    Zaal, Petrus M. T.; Zavala, Melinda A.

    2016-01-01

    The study described in this paper had two objectives. The first objective was to investigate if a different weighting of heave motion components decomposed at the center of gravity, allowing for a higher fidelity of individual components, would result in pilot manual pitch control behavior and performance closer to that observed with full aircraft motion. The second objective was to investigate if decomposing the heave components at the aircraft's instantaneous center of rotation rather than at the center of gravity could result in additional improvements in heave motion fidelity. Twenty-one general aviation pilots performed a pitch attitude control task in an experiment conducted on the Vertical Motion Simulator at NASA Ames under different hexapod motion conditions. The large motion capability of the Vertical Motion Simulator also allowed for a full aircraft motion condition, which served as a baseline. The controlled dynamics were of a transport category aircraft trimmed close to the stall point. When the ratio of center of gravity pitch heave to center of gravity heave increased in the hexapod motion conditions, pilot manual control behavior and performance became increasingly more similar to what is observed with full aircraft motion. Pilot visual and motion gains significantly increased, while the visual lead time constant decreased. The pilot visual and motion time delays remained approximately constant and decreased, respectively. The neuromuscular damping and frequency both decreased, with their values more similar to what is observed with real aircraft motion when there was an equal weighting of the heave of the center of gravity and heave due to rotations about the center of gravity. In terms of open- loop performance, the disturbance and target crossover frequency increased and decreased, respectively, and their corresponding phase margins remained constant and increased, respectively. The decomposition point of the heave components only had limited

  6. Laser control of atomic beam motion and applications

    International Nuclear Information System (INIS)

    Balykin, V.I.; Letokhov, V.S.

    1987-01-01

    The authors present the results of an experimental investigation of the control of atomic beam motion by the light pressure of laser radiation. Collimation, focusing and reflection of the atomic beam are considered. Collimation of the atomic beam is achieved by the interaction of laser radiation with atoms, when the light pressure force depends only on the atom's velocity. A similar regime of atomic beam interaction with radiation was performed with transversal irradiation of a beam by the axis-symmetrical field. The axis-symmetrical field was formed by laser radiation reflected from the conical mirror surface of a reflecting axicon. The axis of the atomic beam coincided with that of the axicon. The collimation regime was reached under negative detuning of the laser radiation frequency from the atomic transition frequency by a value equal to several homogeneous widths. With positive detuning by the same value the regime of beam decollimation was observed. The density of atoms on the beam axis was changed by 10 3 times, when the collimation regime was replaced by that of decollimation. Focusing of the atomic beam was achieved by light pressure dependent on the atomic coordinate. Focusing was performed within the field configuration formed by divergent laser Gaussian beams propagating in the direction +- X, +- Y of a Cartesian coordinate system. Waists of the laser beams were an equal distance from the atomic beam axis. With an atomic beam propagating along the z axis, expressions for local distance and a formula for the laser lens were obtained. Focusing of the atomic beam was experimentally accomplished, and the image of the atomic beam was received. In this work they also investigated reflection of the atomic beam by laser radiation. The possibility of creating the optics of a neutral atomic beam is shown

  7. Control of a virtual ambulation influences body movement and motion sickness

    Directory of Open Access Journals (Sweden)

    Hagstrom Jens

    2011-12-01

    Full Text Available Drivers typically are less susceptible to motion sickness than passengers. The influence of vehicle control has theoretical implications for the etiology of motion sickness, and has practical implications for the design of virtual environments. In the present study, participants either controlled or did not control a nonvehicular virtual avatar (i.e., an ambulatory character in a console video game. We examined the incidence of motion sickness and patterns of movement of the head and torso as participants either played or watched the game. Motion sickness incidence was lower when controlling the virutal avatar than when watching an avatar that was controlled by someone else. Patterns of head and torso movement differed between particpants who did and did not control the avatar. Indepenently, patterns of movement differed between participants who reported motion sickness and those who did not. The results suggest that motion sickness is influenced by control of stimulus motion, whether that motion arises from a vehicle or from any other source. We consider implications for the design of humancomputer interfaces.

  8. A Digital Motion Control System for Large Telescopes

    Science.gov (United States)

    Hunter, T. R.; Wilson, R. W.; Kimberk, R.; Leiker, P. S.

    2001-05-01

    We have designed and programmed a digital motion control system for large telescopes, in particular, the 6-meter antennas of the Submillimeter Array on Mauna Kea. The system consists of a single robust, high-reliability microcontroller board which implements a two-axis velocity servo while monitoring and responding to critical safety parameters. Excellent tracking performance has been achieved with this system (0.3 arcsecond RMS at sidereal rate). The 24x24 centimeter four-layer printed circuit board contains a multitude of hardware devices: 40 digital inputs (for limit switches and fault indicators), 32 digital outputs (to enable/disable motor amplifiers and brakes), a quad 22-bit ADC (to read the motor tachometers), four 16-bit DACs (that provide torque signals to the motor amplifiers), a 32-LED status panel, a serial port to the LynxOS PowerPC antenna computer (RS422/460kbps), a serial port to the Palm Vx handpaddle (RS232/115kbps), and serial links to the low-resolution absolute encoders on the azimuth and elevation axes. Each section of the board employs independent ground planes and power supplies, with optical isolation on all I/O channels. The processor is an Intel 80C196KC 16-bit microcontroller running at 20MHz on an 8-bit bus. This processor executes an interrupt-driven, scheduler-based software system written in C and assembled into an EPROM with user-accessible variables stored in NVSRAM. Under normal operation, velocity update requests arrive at 100Hz from the position-loop servo process running independently on the antenna computer. A variety of telescope safety checks are performed at 279Hz including routine servicing of a 6 millisecond watchdog timer. Additional ADCs onboard the microcontroller monitor the winding temperature and current in the brushless three-phase drive motors. The PID servo gains can be dynamically changed in software. Calibration factors and software filters can be applied to the tachometer readings prior to the application of

  9. An optimal control strategy for two-dimensional motion camouflage with non-holonimic constraints.

    Science.gov (United States)

    Rañó, Iñaki

    2012-07-01

    Motion camouflage is a stealth behaviour observed both in hover-flies and in dragonflies. Existing controllers for mimicking motion camouflage generate this behaviour on an empirical basis or without considering the kinematic motion restrictions present in animal trajectories. This study summarises our formal contributions to solve the generation of motion camouflage as a non-linear optimal control problem. The dynamics of the system capture the kinematic restrictions to motion of the agents, while the performance index ensures camouflage trajectories. An extensive set of simulations support the technique, and a novel analysis of the obtained trajectories contributes to our understanding of possible mechanisms to obtain sensor based motion camouflage, for instance, in mobile robots.

  10. Behavioral methods of alleviating motion sickness: effectiveness of controlled breathing and a music audiotape.

    Science.gov (United States)

    Yen Pik Sang, Fleur D; Billar, Jessica P; Golding, John F; Gresty, Michael A

    2003-01-01

    Behavioral countermeasures for motion sickness would be advantageous because of the side effects of antiemetic drugs, but few alternative treatments are available. The objective of this study was to compare the effectiveness of controlling breathing and listening to a music audiotape designed to reduce motion sickness symptoms, on increasing tolerance to motion-induced nausea. Twenty-four healthy subjects were exposed to nauseogenic Coriolis stimulation on a rotating turntable under three conditions: whilst focusing on controlling breathing; listening to a music audiotape; or without intervention (control). The three conditions were performed by each subject according to a replicated factorial design at 1-week intervals at the same time of day. Ratings of motion sickness were obtained every 30 seconds. Once a level of mild nausea was reached subjects commenced controlling breathing or listened to the music audiotape. Motion was stopped after the onset of moderate nausea. Mean (+/- SD) motion exposure time in minutes tolerated before the onset of moderate nausea was significantly longer (p music (10.4 +/- 5.6 min) compared with control (9.2 +/- 5.9 min). Both controlling breathing and the music audiotape provided significant protection against motion sickness and with similar effectiveness. These nonpharmacologic countermeasures are only half as effective as standard doses of anti-motion sickness drugs, such as oral scopolamine; however, they are easy to implement and free of side effects.

  11. Stirling engine power control and motion conversion mechanism

    Science.gov (United States)

    Marks, David T.

    1983-01-01

    A motion conversion device for converting between the reciprocating motion of the pistons in a Stirling engine and the rotating motion of its output shaft, and for changing the stroke and phase of the pistons, includes a lever pivoted at one end and having a cam follower at the other end. The piston rod engages the lever intermediate its ends and the cam follower engages a cam keyed to the output shaft. The lever pivot can be moved to change the length of the moment arm defined between the cam follower and the piston rod the change the piston stroke and force exerted on the cam, and the levers can be moved in opposite directions to change the phase between pistons.

  12. Optimal control of a programmed motion of a rigid spacecraft using redundant kinematics parameterizations

    International Nuclear Information System (INIS)

    El-Gohary, Awad

    2005-01-01

    This paper considers the problem of optimal controlling of a programmed motion of a rigid spacecraft. Given a cost of the spacecraft as a quadratic function of state and control variables we seek for optimal control laws as functions of the state variables and the angle of programmed rotation that minimize this cost and asymptotically stabilize the required programmed motion. The stabilizing properties of the proposed controllers are proved using the optimal Liapunov techniques. Numerical simulation study is presented

  13. Design and Simulation of a PID Controller for Motion Control Systems

    Science.gov (United States)

    Hassan Abdullahi, Zakariyya; Danzomo, Bashir Ahmed; Suleiman Abdullahi, Zainab

    2018-04-01

    Motion control system plays important role in many industrial applications among which are in robot system, missile launching, positioning systems etc. However, the performance requirement for these applications in terms of high accuracy, high speed, insignificant or no overshoot and robustness have generated continuous challenges in the field of motion control system design and implementation. To compensate this challenge, a PID controller was design using mathematical model of a DC motor based on classical root-locus approach. The reason for adopting root locus design is to remodel the closed-loop response by putting the closed-loop poles of the system at desired points. Adding poles and zeros to the initial open-loop transfer function through the controller provide a way to transform the root locus in order to place the closed-loop poles at the required points. This process can also be used for discrete-time models. The Advantages of root locus over other methods is that, it gives the better way of pinpointing the parameters and can easily predict the fulfilment of the whole system. The controller performance was simulated using MATLAB code and a reasonable degree of accuracy was obtained. Implementation of the proposed model was conducted using-Simulink and the result obtained shows that the PID controller met the transient performance specifications with both settling time and overshoot less than 0.1s and 5% respectively. In terms of steady state error, the PID controller gave good response for both step input and ramp.

  14. 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.

  15. Changes in pilot control behaviour across Stewart platform motion systems

    NARCIS (Netherlands)

    Nieuwenhuizen, F.M.

    2012-01-01

    Flight simulators provide an effective, efficient, and safe environment for practising flight-critical manoeuvres without requiring a real aircraft. Most simulators are equipped with a Stewart-type motion system, which consists of six linear actuators in a hexapod configuration. The argument for use

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

    Science.gov (United States)

    Grančič, Peter; Štěpánek, František

    2012-07-01

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

  17. Robust motion control of oscillatory-base manipulators h∞-control and sliding-mode-control-based approaches

    CERN Document Server

    Toda, Masayoshi

    2016-01-01

    This book provides readers with alternative robust approaches to control design for an important class of systems characteristically associated with ocean-going vessels and structures. These systems, which include crane vessels, on-board cranes, radar gimbals, and a conductivity temperature and depth winch, are modelled as manipulators with oscillating bases. One design approach is based on the H-infinity control framework exploiting an effective combination of PD control, an extended matrix polytope and a robust stability analysis method with a state-dependent coefficient form. The other is based on sliding-mode control using some novel nonlinear sliding surfaces. The model demonstrates how successful motion control can be achieved by suppressing base oscillations and in the presence of uncertainties. This is important not only for ocean engineering systems in which the problems addressed here originate but more generally as a benchmark platform for robust motion control with disturbance rejection. Researche...

  18. 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)

  19. Intermittency and multifractional Brownian character of geomagnetic time series

    Directory of Open Access Journals (Sweden)

    G. Consolini

    2013-07-01

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

  20. Fractional order differentiation and robust control design crone, h-infinity and motion control

    CERN Document Server

    Sabatier, Jocelyn; Melchior, Pierre; Oustaloup, Alain

    2015-01-01

    This monograph collates the past decade’s work on fractional models and fractional systems in the fields of analysis, robust control and path tracking. Themes such as PID control, robust path tracking design and motion control methodologies involving fractional differentiation are amongst those explored. It juxtaposes recent theoretical results at the forefront in the field, and applications that can be used as exercises that will help the reader to assimilate the proposed methodologies. The first part of the book deals with fractional derivative and fractional model definitions, as well as recent results for stability analysis, fractional model physical interpretation, controllability, and H-infinity norm computation. It also presents a critical point of view on model pseudo-state and “real state”, tackling the problem of fractional model initialization. Readers will find coverage of PID, Fractional PID and robust control in the second part of the book, which rounds off with an extension of H-infinity ...

  1. Analysis of the Accuracy and Robustness of the Leap Motion Controller

    OpenAIRE

    Weichert, Frank; Bachmann, Daniel; Rudak, Bartholomäus; Fisseler, Denis

    2013-01-01

    The Leap Motion Controller is a new device for hand gesture controlled user interfaces with declared sub-millimeter accuracy. However, up to this point its capabilities in real environments have not been analyzed. Therefore, this paper presents a first study of a Leap Motion Controller. The main focus of attention is on the evaluation of the accuracy and repeatability. For an appropriate evaluation, a novel experimental setup was developed making use of an industrial robot with a reference pe...

  2. Linear motion device and method for inserting and withdrawing control rods

    International Nuclear Information System (INIS)

    Smith, J. E.

    1984-01-01

    A linear motion device, more specifically a control rod drive mechanism (CRDM) for inserting and withdrawing control rods into a reactor core, is capable of independently and sequentially positioning two sets of control rods with a single motor stator and rotor. The CRDM disclosed can control more than one control rod lead screw without incurring a substantial increase in the size of the mechanism

  3. Description os surface quadrupole oscillations of heateU spherical nuclei in the Brownian movement approximation

    International Nuclear Information System (INIS)

    Svin'in, I.R.

    1982-01-01

    Description of collective phenomena in heated nuclei within the framework of the Brownian approximation may be conditionally divided into two parts: 1) solution of the problem for some realization of a random force, 2) averaging in a set of all the possible realizations. Results of the present work are setted the first part of the problem in the case of surface quadrupole oscillations of spherical heated nuclei. Quadrupole surface oscillations of heated spherical nuclei are considered in the Brownian motion approximation. The integrals of motion are constructed taking into account the energy and angular momentum conservations for the nucleus in the process of relaxation of the collective excitations. Wave functions are obtained for states having definite values of the integrals of motion in the phonon representation. It is noted that the description scheme developed is easily used with respect to other multipolarity oscillations

  4. Dynamics and Control of Underwater Gliders I: Steady Motions

    OpenAIRE

    Mahmoudian, N.; Geisbert, J.; Woolsey, C.

    2007-01-01

    This paper describes analysis of steady motions for underwater gliders, a type of highly efficient underwater vehicle which uses gravity for propulsion. Underwater gliders are winged underwater vehicles which locomote by modulating their buoyancy and their attitude. Several such vehicles have been developed and have proven their worth as efficient long-distance, long-duration ocean sampling platforms. To date, the primary emphasis in underwater glider development has been on locomotive effici...

  5. A Hybrid Scheme Motion Controller by Sliding Mode and Two-Degree-of-Freedom Controls to Minimize the Chattering

    Directory of Open Access Journals (Sweden)

    Chiu-Keng Lai

    2014-01-01

    Full Text Available Sliding mode control (SMC is rapped for the chattering due to high gain control. However, high gain control causes the system robust. For developing a system with robustness of SMC, a servo motor motion controller combining the two-degree-of-freedom (2DOF system and SMC is proposed. The discussed motion type is point-to-point control with the constraint of trapezoid velocity profile. SMC is designed to guide the motor motion to follow a predefined trail, and the inner 2DOF system is used to compensate the deterioration due to the adoption of load observer. The proposed hybrid system is realized on a PC-based motion controller, and the validness is verified by simulation and experimental results.

  6. Biased Brownian dynamics for rate constant calculation.

    OpenAIRE

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

    2000-01-01

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

  7. Brownian quasi-particles in statistical physics

    International Nuclear Information System (INIS)

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

    1979-01-01

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

  8. Oil Motion Control by an Extra Pinning Structure in Electro-Fluidic Display.

    Science.gov (United States)

    Dou, Yingying; Tang, Biao; Groenewold, Jan; Li, Fahong; Yue, Qiao; Zhou, Rui; Li, Hui; Shui, Lingling; Henzen, Alex; Zhou, Guofu

    2018-04-06

    Oil motion control is the key for the optical performance of electro-fluidic displays (EFD). In this paper, we introduced an extra pinning structure (EPS) into the EFD pixel to control the oil motion inside for the first time. The pinning structure canbe fabricated together with the pixel wall by a one-step lithography process. The effect of the relative location of the EPS in pixels on the oil motion was studied by a series of optoelectronic measurements. EPS showed good control of oil rupture position. The properly located EPS effectively guided the oil contraction direction, significantly accelerated switching on process, and suppressed oil overflow, without declining in aperture ratio. An asymmetrically designed EPS off the diagonal is recommended. This study provides a novel and facile way for oil motion control within an EFD pixel in both direction and timescale.

  9. Robust Control and Motion Planning for Nonlinear Underactuated Systems Using H infinity Techniques

    National Research Council Canada - National Science Library

    Toussaint, Gregory

    2000-01-01

    This thesis presents new techniques for planning and robustly controlling the motion of nonlinear underactuated vehicles when disturbances are present and only imperfect state measurements are available for feedback...

  10. Optimization of motion control laws for tether crawler or elevator systems

    Science.gov (United States)

    Swenson, Frank R.; Von Tiesenhausen, Georg

    1988-01-01

    Based on the proposal of a motion control law by Lorenzini (1987), a method is developed for optimizing motion control laws for tether crawler or elevator systems in terms of the performance measures of travel time, the smoothness of acceleration and deceleration, and the maximum values of velocity and acceleration. The Lorenzini motion control law, based on powers of the hyperbolic tangent function, is modified by the addition of a constant-velocity section, and this modified function is then optimized by parameter selections to minimize the peak acceleration value for a selected travel time or to minimize travel time for the selected peak values of velocity and acceleration. It is shown that the addition of a constant-velocity segment permits further optimization of the motion control law performance.

  11. Mathematical models of decision making on space vehicle motion control at fuzzy conditions

    International Nuclear Information System (INIS)

    Arslanov, M.Z.; Ismail, E.E.; Oryspaev, D.O.

    2005-01-01

    the structure of decision making for control of spacecraft motion is considered. Mathematical models of decision making problems are investigated. New methods of criteria convolution are received. New convolution have properties of smoothness. (author)

  12. Robust motion control design for dual-axis motion platform using ...

    Indian Academy of Sciences (India)

    control for the multi-axis systems has attracted much attention. As an ... mechanisms interact under different environmental conditions. ...... Subbu R, Goebel K, Frederick D K 2005 Evolutionary design and optimization of aircraft engine.

  13. Autogenic-feedback training exercise is superior to promethazine for control of motion sickness symptoms

    Science.gov (United States)

    Cowings, P. S.; Toscano, W. B.

    2000-01-01

    Motion sickness symptoms affect approximately 50% of the crew during space travel and are commonly treated with intramuscular injections of promethazine. The purpose of this paper is to compare the effectiveness of three treatments for motion sickness: intramuscular injections (i.m.) of promethazine, a physiological training method (autogenic-feedback training exercise [AFTE]), and a no-treatment control. An earlier study tested the effects of promethazine on cognitive and psychomotor performance and motion sickness tolerance in a rotating chair. For the present paper, motion sickness tolerance, symptom reports, and physiological responses of these subjects were compared to matched subjects selected from an existing database who received either AFTE or no treatment. Three groups of 11 men, between the ages of 33 and 40 years, were matched on the number of rotations tolerated during their initial rotating-chair motion sickness test. The motion sickness test procedures and the 7-day interval between tests were the same for all subjects. The drug group was tested under four treatment conditions: baseline (no injections), a 25 mg dose of promethazine, a 50 mg dose of promethazine, and a placebo of sterile saline. AFTE subjects were given four 30-minute AFTE sessions before their second, third, and fourth motion sickness tests (6 hours total). The no-treatment control subjects were only given the four rotating-chair tests. Motion sickness tolerance was significantly increased after 4 hours of AFTE when compared to either 25 mg (p training.

  14. Using Unconstrained Tongue Motion as an Alternative Control Mechanism for Wheeled Mobility

    OpenAIRE

    Huo, Xueliang; Ghovanloo, Maysam

    2009-01-01

    Tongue drive system (TDS) is a tongue-operated, minimally invasive, unobtrusive, noncontact, and wireless assistive technology that infers users’ intentions by detecting and classifying their voluntary tongue motions, and translating them to user-defined commands. We have developed customized interface circuitry between an external TDS (eTDS) prototype and a commercial powered wheelchair (PWC) as well as three control strategies to evaluate the tongue motion as an alternative control input fo...

  15. Hand Motion-Based Remote Control Interface with Vibrotactile Feedback for Home Robots

    Directory of Open Access Journals (Sweden)

    Juan Wu

    2013-06-01

    Full Text Available This paper presents the design and implementation of a hand-held interface system for the locomotion control of home robots. A handheld controller is proposed to implement hand motion recognition and hand motion-based robot control. The handheld controller can provide a ‘connect-and-play’ service for the users to control the home robot with visual and vibrotactile feedback. Six natural hand gestures are defined for navigating the home robots. A three-axis accelerometer is used to detect the hand motions of the user. The recorded acceleration data are analysed and classified to corresponding control commands according to their characteristic curves. A vibration motor is used to provide vibrotactile feedback to the user when an improper operation is performed. The performances of the proposed hand motion-based interface and the traditional keyboard and mouse interface have been compared in robot navigation experiments. The experimental results of home robot navigation show that the success rate of the handheld controller is 13.33% higher than the PC based controller. The precision of the handheld controller is 15.4% more than that of the PC and the execution time is 24.7% less than the PC based controller. This means that the proposed hand motion-based interface is more efficient and flexible.

  16. The 3D Human Motion Control Through Refined Video Gesture Annotation

    Science.gov (United States)

    Jin, Yohan; Suk, Myunghoon; Prabhakaran, B.

    In the beginning of computer and video game industry, simple game controllers consisting of buttons and joysticks were employed, but recently game consoles are replacing joystick buttons with novel interfaces such as the remote controllers with motion sensing technology on the Nintendo Wii [1] Especially video-based human computer interaction (HCI) technique has been applied to games, and the representative game is 'Eyetoy' on the Sony PlayStation 2. Video-based HCI technique has great benefit to release players from the intractable game controller. Moreover, in order to communicate between humans and computers, video-based HCI is very crucial since it is intuitive, easy to get, and inexpensive. On the one hand, extracting semantic low-level features from video human motion data is still a major challenge. The level of accuracy is really dependent on each subject's characteristic and environmental noises. Of late, people have been using 3D motion-capture data for visualizing real human motions in 3D space (e.g, 'Tiger Woods' in EA Sports, 'Angelina Jolie' in Bear-Wolf movie) and analyzing motions for specific performance (e.g, 'golf swing' and 'walking'). 3D motion-capture system ('VICON') generates a matrix for each motion clip. Here, a column is corresponding to a human's sub-body part and row represents time frames of data capture. Thus, we can extract sub-body part's motion only by selecting specific columns. Different from low-level feature values of video human motion, 3D human motion-capture data matrix are not pixel values, but is closer to human level of semantics.

  17. Predictive piston motion control in a free-piston internal combustion engine

    Energy Technology Data Exchange (ETDEWEB)

    Mikalsen, R.; Jones, E.; Roskilly, A.P. [Sir Joseph Swan Institute for Energy Research, Newcastle University, Newcastle upon Tyne, NE1 7RU England (United Kingdom)

    2010-05-15

    A piston motion controller for a free-piston internal combustion engine is presented. To improve dynamic performance in the control of the piston motion and engine compression ratio, the controller response is determined from a prediction of engine top dead centre error rather than the measured value from the previous cycle. The proposed control approach showed superior performance compared with that of standard PI feedback control known from the literature due to a reduced control action time delay. The manipulation of fuel injection timing to reduce in-cylinder pressure peaks and cycle-to-cycle variations was also studied, indicating that with the piston motion estimation, the injection timing is a powerful control variable for this purpose. (author)

  18. Motion Normalized Proportional Control for Improved Pattern Recognition-Based Myoelectric Control.

    Science.gov (United States)

    Scheme, Erik; Lock, Blair; Hargrove, Levi; Hill, Wendy; Kuruganti, Usha; Englehart, Kevin

    2014-01-01

    This paper describes two novel proportional control algorithms for use with pattern recognition-based myoelectric control. The systems were designed to provide automatic configuration of motion-specific gains and to normalize the control space to the user's usable dynamic range. Class-specific normalization parameters were calculated using data collected during classifier training and require no additional user action or configuration. The new control schemes were compared to the standard method of deriving proportional control using a one degree of freedom Fitts' law test for each of the wrist flexion/extension, wrist pronation/supination and hand close/open degrees of freedom. Performance was evaluated using the Fitts' law throughput value as well as more descriptive metrics including path efficiency, overshoot, stopping distance and completion rate. The proposed normalization methods significantly outperformed the incumbent method in every performance category for able bodied subjects (p < 0.001) and nearly every category for amputee subjects. Furthermore, one proposed method significantly outperformed both other methods in throughput (p < 0.0001), yielding 21% and 40% improvement over the incumbent method for amputee and able bodied subjects, respectively. The proposed control schemes represent a computationally simple method of fundamentally improving myoelectric control users' ability to elicit robust, and controlled, proportional velocity commands.

  19. Motion control for a walking companion robot with a novel human–robot interface

    Directory of Open Access Journals (Sweden)

    Yunqi Lv

    2016-09-01

    Full Text Available A walking companion robot is presented for rehabilitation from dyskinesia of lower limbs in this article. A new human–robot interface (HRI is designed which adopts one-axis force sensor and potentiometer connector to detect the motion of the user. To accompany in displacement and angle between the user and the robot precisely in real time, the common motions are classified into two elemental motion states. With distinction method of motion states, a classification scheme of motion control is adopted. The mathematical model-based control method is first introduced and the corresponding control systems are built. Due to the unavoidable deviation of the mathematical model-based control method, a force control method is proposed and the corresponding control systems are built. The corresponding simulations demonstrate that the efficiency of the two proposed control methods. The experimental data and paths of robot verify the two control methods and indicate that the force control method can better satisfy the user’s requirements.

  20. Stochastic heating of a single Brownian particle by charge fluctuations in a radio-frequency produced plasma sheath

    Science.gov (United States)

    Schmidt, Christian; Piel, Alexander

    2015-10-01

    The Brownian motion of a single particle in the plasma sheath is studied to separate the effect of stochastic heating by charge fluctuations from heating by collective effects. By measuring the particle velocities in the ballistic regime and by carefully determining the particle mass from the Epstein drag it is shown that for a pressure of 10 Pa, which is typical of many experiments, the proper kinetic temperature of the Brownian particle remains close to the gas temperature and rises only slightly with particle size. This weak effect is confirmed by a detailed model for charging and charge fluctuations in the sheath. A substantial temperature rise is found for decreasing pressure, which approximately shows the expected scaling with p-2. The system under study is an example for non-equilibrium Brownian motion under the influence of white noise without corresponding dissipation.

  1. Brownian dynamics of a protein-polymer chain complex in a solid-state nanopore

    Science.gov (United States)

    Wells, Craig C.; Melnikov, Dmitriy V.; Gracheva, Maria E.

    2017-08-01

    We study the movement of a polymer attached to a large protein inside a nanopore in a thin silicon dioxide membrane submerged in an electrolyte solution. We use Brownian dynamics to describe the motion of a negatively charged polymer chain of varying lengths attached to a neutral protein modeled as a spherical bead with a radius larger than that of the nanopore, allowing the chain to thread the nanopore but preventing it from translocating. The motion of the protein-polymer complex within the pore is also compared to that of a freely translocating polymer. Our results show that the free polymer's standard deviations in the direction normal to the pore axis is greater than that of the protein-polymer complex. We find that restrictions imposed by the protein, bias, and neighboring chain segments aid in controlling the position of the chain in the pore. Understanding the behavior of the protein-polymer chain complex may lead to methods that improve molecule identification by increasing the resolution of ionic current measurements.

  2. Development of an Embedded Solar Tracking System with LabVIEW Motion Control

    International Nuclear Information System (INIS)

    Oh, Seung Jin; Hyun, Jun Ho; Oh, Won Jong; Kim, Yeong Min; Lee, Yoon Joon; Chun, Won Gee

    2010-01-01

    Motion control is a sub-field of automation, in which the position and/or velocity of machines are controlled using some type of device such as a hydraulic pump, linear actuator, or an electric motor. The motion control is widely used in the packaging, printing, textile, semiconductor production, and power plants. National Instruments LabVIEW is a graphical programming language that has its roots in automation control and data acquisition. Its graphical representation, similar to a process flow diagram, was created to provide an intuitive programming environment for scientist and engineers. Crystal River Nuclear Plant engineers developed automated testing system of nuclear plant control modules in an aging nuclear power plant using LabVIEW to improve performance and reliability and reduce cost. In this study, an embedded two-axis solar tracking system was developed using LabVIEW motion control module

  3. Inhibitory Control of Feature Selectivity in an Object Motion Sensitive Circuit of the Retina

    Directory of Open Access Journals (Sweden)

    Tahnbee Kim

    2017-05-01

    Full Text Available Object motion sensitive (OMS W3-retinal ganglion cells (W3-RGCs in mice respond to local movements in a visual scene but remain silent during self-generated global image motion. The excitatory inputs that drive responses of W3-RGCs to local motion were recently characterized, but which inhibitory neurons suppress W3-RGCs’ responses to global motion, how these neurons encode motion information, and how their connections are organized along the excitatory circuit axis remains unknown. Here, we find that a genetically identified amacrine cell (AC type, TH2-AC, exhibits fast responses to global motion and slow responses to local motion. Optogenetic stimulation shows that TH2-ACs provide strong GABAA receptor-mediated input to W3-RGCs but only weak input to upstream excitatory neurons. Cell-type-specific silencing reveals that temporally coded inhibition from TH2-ACs cancels W3-RGC spike responses to global but not local motion stimuli and, thus, controls the feature selectivity of OMS signals sent to the brain.

  4. Motion control system of MAX IV Laboratory soft x-ray beamlines

    International Nuclear Information System (INIS)

    Sjöblom, Peter; Lindberg, Mirjam; Forsberg, Johan; Persson, Andreas G.; Urpelainen, Samuli; Såthe, Conny

    2016-01-01

    At the MAX IV Laboratory, five new soft x-ray beamlines are under development. The first is Species and it will be used to develop and set the standard of the control system, which will be common across the facility. All motion axes at MAX IV will be motorized using stepper motors steered by the IcePAP motion controller and a mixture of absolute and incremental encoders following a predefined coordinate system. The control system software is built in Tango and uses the Python-based Sardana framework. The user controls the entire beamline through a synoptic overview and Sardana is used to run the scans.

  5. Three axis electronic flight motion simulator real time control system design and implementation

    Energy Technology Data Exchange (ETDEWEB)

    Gao, Zhiyuan; Miao, Zhonghua, E-mail: zhonghua-miao@163.com; Wang, Xiaohua [School of Mechatronic Engineering and Automation, Shanghai University, Shanghai, 200072 (China); Wang, Xuyong [School of Mechanical Engineering, Shanghai Jiao Tong University, Shanghai 200240 (China)

    2014-12-15

    A three axis electronic flight motion simulator is reported in this paper including the modelling, the controller design as well as the hardware implementation. This flight motion simulator could be used for inertial navigation test and high precision inertial navigation system with good dynamic and static performances. A real time control system is designed, several control system implementation problems were solved including time unification with parallel port interrupt, high speed finding-zero method of rotary inductosyn, zero-crossing management with continuous rotary, etc. Tests were carried out to show the effectiveness of the proposed real time control system.

  6. Three axis electronic flight motion simulator real time control system design and implementation.

    Science.gov (United States)

    Gao, Zhiyuan; Miao, Zhonghua; Wang, Xuyong; Wang, Xiaohua

    2014-12-01

    A three axis electronic flight motion simulator is reported in this paper including the modelling, the controller design as well as the hardware implementation. This flight motion simulator could be used for inertial navigation test and high precision inertial navigation system with good dynamic and static performances. A real time control system is designed, several control system implementation problems were solved including time unification with parallel port interrupt, high speed finding-zero method of rotary inductosyn, zero-crossing management with continuous rotary, etc. Tests were carried out to show the effectiveness of the proposed real time control system.

  7. Nonlinear Model Predictive Control of a Cable-Robot-Based Motion Simulator

    DEFF Research Database (Denmark)

    Katliar, Mikhail; Fischer, Joerg; Frison, Gianluca

    2017-01-01

    In this paper we present the implementation of a model-predictive controller (MPC) for real-time control of a cable-robot-based motion simulator. The controller computes control inputs such that a desired acceleration and angular velocity at a defined point in simulator's cabin are tracked while...... satisfying constraints imposed by working space and allowed cable forces of the robot. In order to fully use the simulator capabilities, we propose an approach that includes the motion platform actuation in the MPC model. The tracking performance and computation time of the algorithm are investigated...

  8. Motion control system of MAX IV Laboratory soft x-ray beamlines

    Energy Technology Data Exchange (ETDEWEB)

    Sjöblom, Peter, E-mail: peter.sjoblom@maxlab.lu.se; Lindberg, Mirjam, E-mail: mirjam.lindberg@maxlab.lu.se; Forsberg, Johan, E-mail: johan.forsberg@maxlab.lu.se; Persson, Andreas G., E-mail: andreas-g.persson@maxlab.lu.se; Urpelainen, Samuli, E-mail: samuli.urpelainen@maxlab.lu.se; Såthe, Conny, E-mail: conny.sathe@maxlab.lu.se [MAX IV Laboratory, Photongatan 2, 225 92 Lund (Sweden)

    2016-07-27

    At the MAX IV Laboratory, five new soft x-ray beamlines are under development. The first is Species and it will be used to develop and set the standard of the control system, which will be common across the facility. All motion axes at MAX IV will be motorized using stepper motors steered by the IcePAP motion controller and a mixture of absolute and incremental encoders following a predefined coordinate system. The control system software is built in Tango and uses the Python-based Sardana framework. The user controls the entire beamline through a synoptic overview and Sardana is used to run the scans.

  9. Do Motion Controllers Make Action Video Games Less Sedentary? A Randomized Experiment

    Science.gov (United States)

    Lyons, Elizabeth J.; Tate, Deborah F.; Ward, Dianne S.; Ribisl, Kurt M.; Bowling, J. Michael; Kalyanaraman, Sriram

    2012-01-01

    Sports- and fitness-themed video games using motion controllers have been found to produce physical activity. It is possible that motion controllers may also enhance energy expenditure when applied to more sedentary games such as action games. Young adults (N = 100) were randomized to play three games using either motion-based or traditional controllers. No main effect was found for controller or game pair (P > .12). An interaction was found such that in one pair, motion control (mean [SD] 0.96 [0.20] kcal · kg−1 · hr−1) produced 0.10 kcal · kg−1 · hr−1 (95% confidence interval 0.03 to 0.17) greater energy expenditure than traditional control (0.86 [0.17] kcal · kg−1 · hr−1, P = .048). All games were sedentary. As currently implemented, motion control is unlikely to produce moderate intensity physical activity in action games. However, some games produce small but significant increases in energy expenditure, which may benefit health by decreasing sedentary behavior. PMID:22028959

  10. Do Motion Controllers Make Action Video Games Less Sedentary? A Randomized Experiment

    Directory of Open Access Journals (Sweden)

    Elizabeth J. Lyons

    2012-01-01

    Full Text Available Sports- and fitness-themed video games using motion controllers have been found to produce physical activity. It is possible that motion controllers may also enhance energy expenditure when applied to more sedentary games such as action games. Young adults (N = 100 were randomized to play three games using either motion-based or traditional controllers. No main effect was found for controller or game pair (P > .12. An interaction was found such that in one pair, motion control (mean [SD] 0.96 [0.20] kcal ⋅ kg-1 ⋅ hr-1 produced 0.10 kcal ⋅ kg-1 ⋅ hr-1 (95% confidence interval 0.03 to 0.17 greater energy expenditure than traditional control (0.86 [0.17] kcal ⋅ kg-1 ⋅ hr-1, P = .048. All games were sedentary. As currently implemented, motion control is unlikely to produce moderate intensity physical activity in action games. However, some games produce small but significant increases in energy expenditure, which may benefit health by decreasing sedentary behavior.

  11. Do motion controllers make action video games less sedentary? A randomized experiment.

    Science.gov (United States)

    Lyons, Elizabeth J; Tate, Deborah F; Ward, Dianne S; Ribisl, Kurt M; Bowling, J Michael; Kalyanaraman, Sriram

    2012-01-01

    Sports- and fitness-themed video games using motion controllers have been found to produce physical activity. It is possible that motion controllers may also enhance energy expenditure when applied to more sedentary games such as action games. Young adults (N = 100) were randomized to play three games using either motion-based or traditional controllers. No main effect was found for controller or game pair (P > .12). An interaction was found such that in one pair, motion control (mean [SD] 0.96 [0.20] kcal · kg(-1) · hr(-1)) produced 0.10 kcal · kg(-1) · hr(-1) (95% confidence interval 0.03 to 0.17) greater energy expenditure than traditional control (0.86 [0.17] kcal · kg(-1) · hr(-1), P = .048). All games were sedentary. As currently implemented, motion control is unlikely to produce moderate intensity physical activity in action games. However, some games produce small but significant increases in energy expenditure, which may benefit health by decreasing sedentary behavior.

  12. Research and development of a control system for multi axis cooperative motion based on PMAC

    Science.gov (United States)

    Guo, Xiao-xiao; Dong, Deng-feng; Zhou, Wei-hu

    2017-10-01

    Based on Programmable Multi-axes Controller (PMAC), a design of a multi axis motion control system for the simulator of spatial targets' dynamic optical properties is proposed. According to analysis the properties of spatial targets' simulator motion control system, using IPC as the main control layer, TurboPMAC2 as the control layer to meet coordinated motion control, data acquisition and analog output. A simulator using 5 servomotors which is connected with speed reducers to drive the output axis was implemented to simulate the motion of both the sun and the space target. Based on PMAC using PID and a notch filter algorithm, negative feedback, the speed and acceleration feed forward algorithm to satisfy the axis' requirements of the good stability and high precision at low speeds. In the actual system, it shows that the velocity precision is higher than 0.04 s ° and the precision of repetitive positioning is better than 0.006° when each axis is at a low-speed. Besides, the system achieves the control function of multi axis coordinated motion. The design provides an important technical support for detecting spatial targets, also promoting the theoretical research.

  13. First passage Brownian functional properties of snowmelt dynamics

    Science.gov (United States)

    Dubey, Ashutosh; Bandyopadhyay, Malay

    2018-04-01

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

  14. Randomness control of vehicular motion through a sequence of traffic signals at irregular intervals

    International Nuclear Information System (INIS)

    Nagatani, Takashi

    2010-01-01

    We study the regularization of irregular motion of a vehicle moving through the sequence of traffic signals with a disordered configuration. Each traffic signal is controlled by both cycle time and phase shift. The cycle time is the same for all signals, while the phase shift varies from signal to signal by synchronizing with intervals between a signal and the next signal. The nonlinear dynamic model of the vehicular motion is presented by the stochastic nonlinear map. The vehicle exhibits the very complex behavior with varying both cycle time and strength of irregular intervals. The irregular motion induced by the disordered configuration is regularized by adjusting the phase shift within the regularization regions.

  15. Modification of Motion Perception and Manual Control Following Short-Durations Spaceflight

    Science.gov (United States)

    Wood, S. J.; Vanya, R. D.; Esteves, J. T.; Rupert, A. H.; Clement, G.

    2011-01-01

    Adaptive changes during space flight in how the brain integrates vestibular cues with other sensory information can lead to impaired movement coordination and spatial disorientation following G-transitions. This ESA-NASA study was designed to examine both the physiological basis and operational implications for disorientation and tilt-translation disturbances following short-duration spaceflights. The goals of this study were to (1) examine the effects of stimulus frequency on adaptive changes in motion perception during passive tilt and translation motion, (2) quantify decrements in manual control of tilt motion, and (3) evaluate vibrotactile feedback as a sensorimotor countermeasure.

  16. Autogenic Feedback Training Exercise: Controlling Physiological Responses to Mitigate Motion Sickness

    Science.gov (United States)

    Walton, Nia; Spencer, Telissa; Cowings, Patricia; Toscano, William B.

    2018-01-01

    During space travel approximately 50 of the crew experience symptoms of motion sickness that can range from mild forms of nausea or dizziness to severe malaise and vomiting1. Developing an effective treatment for these symptoms has become a priority of the National Aeronautics and Space Administration (NASA). Autogenic-Feedback Training Exercise (AFTE) is a nonpharmacological countermeasure for mitigating motion sickness. It involves training subjects to control physiological responses in high stress environments2. The primary goal of this experiment is to evaluate the effectiveness of AFTE for increasing tolerance to motion sickness in high stress environments.

  17. Brownian dynamics simulations of insulin microspheres formation

    Science.gov (United States)

    Li, Wei; Chakrabarti, Amit; Gunton, James

    2010-03-01

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

  18. Enhancement of vortex induced forces and motion through surface roughness control

    Science.gov (United States)

    Bernitsas, Michael M [Saline, MI; Raghavan, Kamaldev [Houston, TX

    2011-11-01

    Roughness is added to the surface of a bluff body in a relative motion with respect to a fluid. The amount, size, and distribution of roughness on the body surface is controlled passively or actively to modify the flow around the body and subsequently the Vortex Induced Forces and Motion (VIFM). The added roughness, when designed and implemented appropriately, affects in a predetermined way the boundary layer, the separation of the boundary layer, the level of turbulence, the wake, the drag and lift forces, and consequently the Vortex Induced Motion (VIM), and the fluid-structure interaction. The goal of surface roughness control is to increase Vortex Induced Forces and Motion. Enhancement is needed in such applications as harnessing of clean and renewable energy from ocean/river currents using the ocean energy converter VIVACE (Vortex Induced Vibration for Aquatic Clean Energy).

  19. Reduction of vortex induced forces and motion through surface roughness control

    Science.gov (United States)

    Bernitsas, Michael M; Raghavan, Kamaldev

    2014-04-01

    Roughness is added to the surface of a bluff body in a relative motion with respect to a fluid. The amount, size, and distribution of roughness on the body surface is controlled passively or actively to modify the flow around the body and subsequently the Vortex Induced Forces and Motion (VIFM). The added roughness, when designed and implemented appropriately, affects in a predetermined way the boundary layer, the separation of the boundary layer, the level of turbulence, the wake, the drag and lift forces, and consequently the Vortex Induced Motion (VIM), and the fluid-structure interaction. The goal of surface roughness control is to decrease/suppress Vortex Induced Forces and Motion. Suppression is required when fluid-structure interaction becomes destructive as in VIM of flexible cylinders or rigid cylinders on elastic support, such as underwater pipelines, marine risers, tubes in heat exchangers, nuclear fuel rods, cooling towers, SPAR offshore platforms.

  20. Coordinated joint motion control system with position error correction

    Science.gov (United States)

    Danko, George L.

    2016-04-05

    Disclosed are an articulated hydraulic machine supporting, control system and control method for same. The articulated hydraulic machine has an end effector for performing useful work. The control system is capable of controlling the end effector for automated movement along a preselected trajectory. The control system has a position error correction system to correct discrepancies between an actual end effector trajectory and a desired end effector trajectory. The correction system can employ one or more absolute position signals provided by one or more acceleration sensors supported by one or more movable machine elements. Good trajectory positioning and repeatability can be obtained. A two joystick controller system is enabled, which can in some cases facilitate the operator's task and enhance their work quality and productivity.

  1. Range-Space Predictive Control for Optimal Robot Motion

    Czech Academy of Sciences Publication Activity Database

    Belda, Květoslav; Böhm, Josef

    2008-01-01

    Roč. 1, č. 1 (2008), s. 1-7 ISSN 1998-0140 R&D Projects: GA ČR GP102/06/P275 Institutional research plan: CEZ:AV0Z10750506 Keywords : Accurate manipulation * Industrial robotics * Predictive control * Range-space control Subject RIV: BC - Control Systems Theory http://library.utia.cas.cz/separaty/historie/belda-0305644.pdf

  2. Linear motion device and method for inserting and withdrawing control rods

    Science.gov (United States)

    Smith, J.E.

    Disclosed is a linear motion device and more specifically a control rod drive mechanism (CRDM) for inserting and withdrawing control rods into a reactor core. The CRDM and method disclosed is capable of independently and sequentially positioning two sets of control rods with a single motor stator and rotor. The CRDM disclosed can control more than one control rod lead screw without incurring a substantial increase in the size of the mechanism.

  3. Analysis of the accuracy and robustness of the leap motion controller.

    Science.gov (United States)

    Weichert, Frank; Bachmann, Daniel; Rudak, Bartholomäus; Fisseler, Denis

    2013-05-14

    The Leap Motion Controller is a new device for hand gesture controlled user interfaces with declared sub-millimeter accuracy. However, up to this point its capabilities in real environments have not been analyzed. Therefore, this paper presents a first study of a Leap Motion Controller. The main focus of attention is on the evaluation of the accuracy and repeatability. For an appropriate evaluation, a novel experimental setup was developed making use of an industrial robot with a reference pen allowing a position accuracy of 0.2 mm. Thereby, a deviation between a desired 3D position and the average measured positions below 0.2 mm has been obtained for static setups and of 1.2 mm for dynamic setups. Using the conclusion of this analysis can improve the development of applications for the Leap Motion controller in the field of Human-Computer Interaction.

  4. Analysis of the Accuracy and Robustness of the Leap Motion Controller

    Directory of Open Access Journals (Sweden)

    Denis Fisseler

    2013-05-01

    Full Text Available The Leap Motion Controller is a new device for hand gesture controlled user interfaces with declared sub-millimeter accuracy. However, up to this point its capabilities in real environments have not been analyzed. Therefore, this paper presents a first study of a Leap Motion Controller. The main focus of attention is on the evaluation of the accuracy and repeatability. For an appropriate evaluation, a novel experimental setup was developed making use of an industrial robot with a reference pen allowing a position accuracy of 0.2 mm. Thereby, a deviation between a desired 3D position and the average measured positions below 0.2mmhas been obtained for static setups and of 1.2mmfor dynamic setups. Using the conclusion of this analysis can improve the development of applications for the Leap Motion controller in the field of Human-Computer Interaction.

  5. Experimental Study on Position Control System Using Encoderless Magnetic Motion

    Energy Technology Data Exchange (ETDEWEB)

    Kim, Hong Youn; Heo, Hoon [Korea Univ., Seoul (Korea, Republic of); Yun, Young Min; Shim, Ho Keun; Kwon, Young Mok [TPC Mechatronics, Daejeon (Korea, Republic of)

    2016-01-15

    A position control system composed of the PMLSM(Permanent Magnet Linear Synchronous Motor), unlike conventional linear permanent magnet synchronous motor is fixed to the permanent magnet moving coil rails (permanent magnet = stator, coil = mover), the coil is fixed, moving the permanent magnet, we propose a position control system (permanent magnet = mover, coil = stator) structure. Position is measured not using conventional encoder or resolver but by adopting vector control method using 2 hall sensors generating rectangular signal. This method estimate the velocity and position of mover by using the quadruple of two hall sensor signal instead of encoder signal. Vector control of PMLSM using 2 hall sensor generating rectangular wave is proved to control the system stable and efficiently through simulation. Also hardware experiment reveals that the position control performance is measured within the range of 30-50μ in the accuracy of 10-20μ, which is improved twice to the conventional method. The proposed method exhibits its economical efficiency and practical usefulness. The vector control technique using two hall sensors can be installed in narrow place, accordingly it can be implemented on the system where the conventional encoder or resolver cannot operate.

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

    OpenAIRE

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

    1999-01-01

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

  7. How NASA KSC Controls Interfaces with the use of Motion Skeletons and Product Structure

    Science.gov (United States)

    Jones, Corey

    2013-01-01

    This presentation will show how NASA KSC controls interfaces for Modular Product Architecture (MPA) using Locator Skeletons, Interface Skeletons, and Product Structure, to be combined together within a Motion Skeleton. The user will learn how to utilize skeleton models to communicate interface data, as successfully done at NASA KSC in their use of Motion Skeletons to control interfaces for multi-launch systems. There will be discussion of the methodology used to control design requirements through WTParts, and how to utilize product structure for non-CAD documents.

  8. Development of an FPGA-Based Motion Control IC for Caving Machine

    Directory of Open Access Journals (Sweden)

    Chiu-Keng Lai

    2014-03-01

    Full Text Available Since the Field Programmable Gate Arrays (FPGAs with high density are available nowadays, systems with complex functions can thus be realized by FPGA in a single chip while they are traditionally implemented by several individual chips. In this research, the control of stepping motor drives as well as motion controller is integrated and implemented on Altera Cyclone III FPGA; the resulting system is evaluated by applying it to a 3-axis caving machine which is driven by stepping motors. Finally, the experimental results of current regulation and motion control integrated in FPGA IC are shown to prove the validness.

  9. Modification of hemiplegic compensatory gait pattern by symmetry-based motion controller of HAL.

    Science.gov (United States)

    Kawamoto, Hiroaki; Kadone, Hideki; Sakurai, Takeru; Sankai, Yoshiyuki

    2015-01-01

    As one of several characteristics of hemiplegic patients after stroke, compensatory gait caused by affected limb is often seen. The purpose of this research is to apply a symmetry-based controller of a wearable type lower limb robot, Hybrid Assistive Limb (HAL) to hemiplegic patients with compensatory gait, and to investigate improvement of gait symmetry. The controller is designed respectively for swing phase and support phase according to characteristics of hemiplegic gait pattern. The controller during swing phase stores the motion of the unaffected limb and then provides motion support on the affected limb during the subsequent swing using the stored pattern to realize symmetric gait based on spontaneous limb swing. Moreover, the controller during support phase provides motion to extend hip and knee joints to support wearer's body. Clinical tests were conducted in order to assess the modification of gait symmetry. Our case study involved participation of one chronic stroke patient who performs abnormally-compensatory gait for both of the affected and unaffected limbs. As a result, the patient's gait symmetry was improved by providing motion support during the swing phase on the affected side and motion constraint during the support phase on the unaffected side. The study showed promising basis for the effectiveness of the controller for the future clinical study.

  10. Static structure of active Brownian hard disks

    Science.gov (United States)

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

    2018-02-01

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

  11. POSTURAL CONTROL IN HEALTHY YOUNG ADULTS WITH AND WITHOUT CHRONIC MOTION SENSITIVITY

    Directory of Open Access Journals (Sweden)

    Alyahya D

    2016-02-01

    Full Text Available Background: Postural control requires complex processing of peripheral sensory inputs from the visual, somatosensory and vestibular systems. Motion sensitivity and decreased postural control are influenced by visual-vestibular conflicts.The purpose of this study was to measure the difference between the postural control of healthy adults with and without history of sub-clinical chronic motion sensitivity using a computerized dynamic posturography in a virtual reality environment. Sub-clinical chronic motion sensitivity was operationally defined as a history of avoiding activities causing dizziness, nausea, imbalance, and/or blurred vision without having a related medical diagnosis. Methods: Twenty healthy adults between 22 and 33 years of age participated in the study. Eleven subjects had sub-clinical chronic motion sensitivity and 9 subjects did not. Postural control was measured in both groups using the Bertec Balance Advantage-Dynamic Computerized Dynamic Posturography with Immersion Virtual Reality (CDP-IVR. The CDP-IVR reports an over-all equilibrium score based on subjects’ center of gravity displacement and postural sway while immersed in a virtual reality environment. Subjects were tested on stable (condition 1 and unstable (condition2 platform conditions. Results: There was no significant difference between the two groups in terms of mean age, height, weight, body mass index in kg/m2, postural control scores for conditions 2, and average (p>0.05. However, significant differences were observed in mean postural control for condition 1 between groups (p=0.03. Conclusions: Results of this study suggest that healthy young adults without chronic sub-clinical motion sensitivity have better postural control than those with chronic sub-clinical motion sensitivity. Further investigation is warranted to explore wider age ranges with larger samples sizes as well as intervention strategies to improve postural control.

  12. Alternative Motion Control for Educational Biped BRAT Robots

    Directory of Open Access Journals (Sweden)

    Levente Barabas

    2015-12-01

    Full Text Available In this paper an alternative control solution will be proposed for an educational biped BRAT robot by replacing its SSC-32 servomotor controller with an Arduino R3 development board. Also we will be approaching the problem of adapting the existing electronic circuit to the new requirements and proposing a new application by adding an ultrasonic distance sensor in order to increase the versatility of the robot and make it capable to interact with its environment.

  13. 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

  14. BROWNIAN HEAT TRANSFER ENHANCEMENT IN THE TURBULENT REGIME

    Directory of Open Access Journals (Sweden)

    Suresh Chandrasekhar

    2016-08-01

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

  15. Design of a linear-motion dual-stage actuation system for precision control

    International Nuclear Information System (INIS)

    Dong, W; Tang, J; ElDeeb, Y

    2009-01-01

    Actuators with high linear-motion speed, high positioning resolution and a long motion stroke are needed in many precision machining systems. In some current systems, voice coil motors (VCMs) are implemented for servo control. While the voice coil motors may provide the long motion stroke needed in many applications, the main obstacle that hinders the improvement of the machining accuracy and efficiency is their limited bandwidth. To fundamentally solve this issue, we propose to develop a dual-stage actuation system that consists of a voice coil motor that covers the coarse motion, and a piezoelectric stack actuator that induces the fine motion, thus enhancing the positioning accuracy. The focus of this present research is the mechatronics design and synthesis of the new actuation system. In particular, a flexure hinge based mechanism is developed to provide a motion guide and preload to the piezoelectric stack actuator that is serially connected to the voice coil motor. This mechanism is built upon parallel plane flexure hinges. A series of numerical and experimental studies are carried out to facilitate the system design and the model identification. The effectiveness of the proposed system is demonstrated through open-loop studies and preliminary closed-loop control practice. While the primary goal of this particular design is aimed at enhancing optical lens machining, the concept and approach outlined are generic and can be extended to a variety of applications

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

    Science.gov (United States)

    Kranstauber, Bart; Safi, Kamran; Bartumeus, Frederic

    2014-01-01

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

  17. Autogenic-Feedback Training for the Control of Space Motion Sickness

    Science.gov (United States)

    Cowings, Patricia S.; Toscano, W. B.

    1994-01-01

    This paper presents case-studies of 9 shuttle crewmembers (prime and alternates) and one U.S. Navy F-18 pilot, as they participated in all preflight training and testing activities in support of a life sciences flight experiment aboard Spacelab-J, and Spacelab-3. The primary objective of the flight experiment was to determine if Autogenic-feedback training (AFT), a physiological self-regulation training technique would be an effective treatment for motion sickness and space motion sickness in these crewmembers. Additional objectives of this study involved the examining human physiological responses to motion sickness on Earth and in space, as well as developing predictive criteria for susceptibility to space motion sickness based on ground-based data. Comparisons of these crewmembers are made to a larger set of subjects from previous experiments (treatment and "test-only" controls subjects). This paper describes all preflight methods, results and proposed changes for future tests.

  18. Differences in kinematic control of ankle joint motions in people with chronic ankle instability.

    Science.gov (United States)

    Kipp, Kristof; Palmieri-Smith, Riann M

    2013-06-01

    People with chronic ankle instability display different ankle joint motions compared to healthy people. The purpose of this study was to investigate the strategies used to control ankle joint motions between a group of people with chronic ankle instability and a group of healthy, matched controls. Kinematic data were collected from 11 people with chronic ankle instability and 11 matched control subjects as they performed a single-leg land-and-cut maneuver. Three-dimensional ankle joint angles were calculated from 100 ms before, to 200 ms after landing. Kinematic control of the three rotational ankle joint degrees of freedom was investigated by simultaneously examining the three-dimensional co-variation of plantarflexion/dorsiflexion, toe-in/toe-out rotation, and inversion/eversion motions with principal component analysis. Group differences in the variance proportions of the first two principal components indicated that the angular co-variation between ankle joint motions was more linear in the control group, but more planar in the chronic ankle instability group. Frontal and transverse plane motions, in particular, contributed to the group differences in the linearity and planarity of angular co-variation. People with chronic ankle instability use a different kinematic control strategy to coordinate ankle joint motions during a single-leg landing task. Compared to the healthy group, the chronic ankle instability group's control strategy appeared to be more complex and involved joint-specific contributions that would tend to predispose this group to recurring episodes of instability. Copyright © 2013 Elsevier Ltd. All rights reserved.

  19. Multi-robot motion control for cooperative observation

    International Nuclear Information System (INIS)

    Parker, L.E.

    1997-01-01

    An important issue that arises in the automation of many security, surveillance, and reconnaissance tasks is that of monitoring (or observing) the movements of targets navigating in a bounded area of interest. A key research issue in these problems is that of sensor placement--determining where sensors should be located to maintain the targets in view. In complex applications involving limited-range sensors, the use of multiple sensors dynamically moving over time is required. In this paper, the authors investigate the use of a cooperative team of autonomous sensor-based robots for the observation of multiple moving targets. They focus primarily on developing the distributed control strategies that allow the robot team to attempt to minimize the total time in which targets escape observation by some robot team member in the area of interest. This paper first formalizes the problem and discusses related work. The authors then present a distributed approximate approach to solving this problem that combines low-level multi-robot control with higher-level reasoning control based on the ALLIANCE formalism. They analyze the effectiveness of the approach by comparing it to 3 other feasible algorithms for cooperative control, showing the superiority of the approach for a large class of problems

  20. Cooperative motion control for multi-target observation

    International Nuclear Information System (INIS)

    Parker, L.E.

    1997-01-01

    An important issue that arises in the automation of many security, surveillance, and reconnaissance tasks is that of monitoring (or observing) the movements of targets navigating in a bounded area of interest. A key research issue in these problems is that of sensor placement--determining where sensors should be located to maintain the targets in view. In complex applications involving limited-range sensors, the use of multiple sensors dynamically moving over time is required. In this paper, the author investigates the use of a cooperative team of autonomous sensor-based robots for the observation of multiple moving targets. The focus is primarily on developing the distributed control strategies that allow the robot team to attempt to minimize the total time in which targets escape observation by some robot team member in the area of interest. This paper first formalizes the problem and discusses related work. The author then presents a distributed approximate approach to solving this problem that combines low-level multi-robot control with higher-level reasoning control based on the ALLIANCE formalism. The effectiveness of the approach is analyzed by comparing it to three other feasible algorithms for cooperative control, showing the superiority of the approach for a large class of problems

  1. Multi-robot motion control for cooperative observation

    Energy Technology Data Exchange (ETDEWEB)

    Parker, L.E. [Oak Ridge National Lab., TN (United States). Center for Engineering Systems Advanced Research

    1997-06-01

    An important issue that arises in the automation of many security, surveillance, and reconnaissance tasks is that of monitoring (or observing) the movements of targets navigating in a bounded area of interest. A key research issue in these problems is that of sensor placement--determining where sensors should be located to maintain the targets in view. In complex applications involving limited-range sensors, the use of multiple sensors dynamically moving over time is required. In this paper, the authors investigate the use of a cooperative team of autonomous sensor-based robots for the observation of multiple moving targets. They focus primarily on developing the distributed control strategies that allow the robot team to attempt to minimize the total time in which targets escape observation by some robot team member in the area of interest. This paper first formalizes the problem and discusses related work. The authors then present a distributed approximate approach to solving this problem that combines low-level multi-robot control with higher-level reasoning control based on the ALLIANCE formalism. They analyze the effectiveness of the approach by comparing it to 3 other feasible algorithms for cooperative control, showing the superiority of the approach for a large class of problems.

  2. Cooperative motion control for multi-target observation

    Energy Technology Data Exchange (ETDEWEB)

    Parker, L.E.

    1997-08-01

    An important issue that arises in the automation of many security, surveillance, and reconnaissance tasks is that of monitoring (or observing) the movements of targets navigating in a bounded area of interest. A key research issue in these problems is that of sensor placement--determining where sensors should be located to maintain the targets in view. In complex applications involving limited-range sensors, the use of multiple sensors dynamically moving over time is required. In this paper, the author investigates the use of a cooperative team of autonomous sensor-based robots for the observation of multiple moving targets. The focus is primarily on developing the distributed control strategies that allow the robot team to attempt to minimize the total time in which targets escape observation by some robot team member in the area of interest. This paper first formalizes the problem and discusses related work. The author then presents a distributed approximate approach to solving this problem that combines low-level multi-robot control with higher-level reasoning control based on the ALLIANCE formalism. The effectiveness of the approach is analyzed by comparing it to three other feasible algorithms for cooperative control, showing the superiority of the approach for a large class of problems.

  3. Remote control and motion coordination of mobile robots

    NARCIS (Netherlands)

    Alvarez Aguirre, A.

    2011-01-01

    As robots destined for personal and professional applications advance towards becoming part of our daily lives, the importance and complexity of the control algorithms which regulate them should not be underestimated. This thesis is related to two fields within robotics which are of major importance

  4. A Cable-Passive Damper System for Sway and Skew Motion Control of a Crane Spreader

    Directory of Open Access Journals (Sweden)

    La Duc Viet

    2015-01-01

    Full Text Available While the crane control problem is often approached by applying a certain active control command to some parts of the crane, this paper proposes a cable-passive damper system to reduce the vibration of a four-cable suspended crane spreader. The residual sway and skew motions of a crane spreader always produce the angle deflections between the crane cables and the crane spreader. The idea in this paper is to convert those deflections into energy dissipated by the viscous dampers, which connect the cables and the spreader. The proposed damper system is effective in reducing spreader sway and skew motions. Moreover, the optimal damping coefficient can be found analytically by minimizing the time integral of system energy. The numerical simulations show that the proposed passive system can assist the input shaping control of the trolley motion in reducing both sway and skew responses.

  5. Development of visual motion perception for prospective control: Brain and behavioural studies in infants

    Directory of Open Access Journals (Sweden)

    Seth B. Agyei

    2016-02-01

    Full Text Available During infancy, smart perceptual mechanisms develop allowing infants to judge time-space motion dynamics more efficiently with age and locomotor experience. This emerging capacity may be vital to enable preparedness for upcoming events and to be able to navigate in a changing environment. Little is known about brain changes that support the development of prospective control and about processes, such as preterm birth, that may compromise it. As a function of perception of visual motion, this paper will describe behavioural and brain studies with young infants investigating the development of visual perception for prospective control. By means of the three visual motion paradigms of occlusion, looming, and optic flow, our research shows the importance of including behavioural data when studying the neural correlates of prospective control.

  6. Evaluation of the leap motion controller as a new contact-free pointing device.

    Science.gov (United States)

    Bachmann, Daniel; Weichert, Frank; Rinkenauer, Gerhard

    2014-12-24

    This paper presents a Fitts' law-based analysis of the user's performance in selection tasks with the Leap Motion Controller compared with a standard mouse device. The Leap Motion Controller (LMC) is a new contact-free input system for gesture-based human-computer interaction with declared sub-millimeter accuracy. Up to this point, there has hardly been any systematic evaluation of this new system available. With an error rate of 7.8% for the LMC and 2.8% for the mouse device, movement times twice as large as for a mouse device and high overall effort ratings, the Leap Motion Controller's performance as an input device for everyday generic computer pointing tasks is rather limited, at least with regard to the selection recognition provided by the LMC.

  7. 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)

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

    Science.gov (United States)

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

    2017-12-01

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

  9. The Application of Euler-Lagrange Method of Optimization for Electromechanical Motion Control

    Directory of Open Access Journals (Sweden)

    Cristian VASILACHE

    2000-12-01

    Full Text Available Industrial and non-industrial processes such as production plans, robots, pumps, compressors, home applications, transportation of people and goods etc., require some kinds of motion control. The main functions of electromechanical drives are to adjust these processes by controlling the torque, speed or position. The objective of this paper is to perform the control of motion while minimizing power losses, that is ∫Ri2dt, in process conversion of electrical energy to mechanical energy. The optimal control laws for our problem is find using the Euler - Lagrange principle. We consider three types of controlled drives: torque, speed and position. Each of them has different control laws. By implementation of these controls with Borland C++ and Matlab environment, substantial energy savings are obtained.

  10. The influence of motion control shoes on the running gait of mature and young females.

    Science.gov (United States)

    Lilley, Kim; Stiles, Vicky; Dixon, Sharon

    2013-03-01

    This study compared the running gait of mature and young females, and investigated the effect of a motion control shoe. First, it was hypothesised that in a neutral shoe, mature females would display significantly greater rearfoot eversion, knee internal rotation and external adductor moments when compared to a younger group. Secondly, the motion control shoe would reduce rearfoot eversion and knee internal rotation in both groups. Thirdly it was hypothesised that the motion control shoe would increase knee external adductor moment, through an increase in knee varus and moment arm. 15 mature (40-60 years) and 15 young (18-25 years) females performed 10 running trials at 3.5ms(-1)±5% over a force platform. Two shoes were tested, the Adidas Supernova Glide (neutral), and the Adidas Supernova Sequence (motion control). Ankle and knee joint dynamics were analysed for the right leg, and the mean of ten trials was calculated. Joint moments were calculated using inverse dynamics. In the neutral condition, mature females presented greater peak rearfoot eversion, knee internal rotation, and external adductor moments than young females (p<0.05). A motion control shoe significantly reduced peak rearfoot eversion and knee internal rotation among both groups (p<0.05). No between shoe differences in knee external adductor moment were observed. A motion control shoe is recommended to reduce risk of injury associated with rearfoot eversion and knee internal rotation in mature females. However since the knee external adductor moment is a variable commonly associated with medial knee loading it is suggested that alternative design features are required to influence this moment. Copyright © 2012 Elsevier B.V. All rights reserved.

  11. Controlling Motion at the Nanoscale: Rise of the Molecular Machines.

    Science.gov (United States)

    Abendroth, John M; Bushuyev, Oleksandr S; Weiss, Paul S; Barrett, Christopher J

    2015-08-25

    As our understanding and control of intra- and intermolecular interactions evolve, ever more complex molecular systems are synthesized and assembled that are capable of performing work or completing sophisticated tasks at the molecular scale. Commonly referred to as molecular machines, these dynamic systems comprise an astonishingly diverse class of motifs and are designed to respond to a plethora of actuation stimuli. In this Review, we outline the conditions that distinguish simple switches and rotors from machines and draw from a variety of fields to highlight some of the most exciting recent examples of opportunities for driven molecular mechanics. Emphasis is placed on the need for controllable and hierarchical assembly of these molecular components to display measurable effects at the micro-, meso-, and macroscales. As in Nature, this strategy will lead to dramatic amplification of the work performed via the collective action of many machines organized in linear chains, on functionalized surfaces, or in three-dimensional assemblies.

  12. Active Perturbation Rejection in Motion Control of Milling Machine Tools

    Directory of Open Access Journals (Sweden)

    Francisco Beltrán Carbajal

    2013-01-01

    Full Text Available En este artículo se aborda el problema de control robusto de los ejes de movimiento de máquinas- herramienta fresadoras sujetos a fuerzas de perturbación que se inducen durante el proceso de maquinado del metal. Se propone un esquema de control por retroalimentación de la salida de posición para el rechazo robusto de fuerzas de perturbación de fricción y de corte desconocidas, y para tareas de seguimiento robusto de trayectorias de movimiento planificadas para una máquina-herramienta fresadora de tres ejes. Se considera la fricción de Coulomb, el amortiguamiento viscoso y las fuerzas de corte como términos de una señal de entrada de perturbación variable en el tiempo desconocida, la cual afecta la dinámica de los ejes de movimiento de la máquina fresadora. En el diseño del control de movimiento, se modela la señal de perturbación mediante una familia de polinomios en el tiempo de Taylor de cuarto grado. Entonces, se diseña un observador de estado para estimar las señales de velocidad y perturbación que se requieren para la implementación del controlador de movimiento propuesto. Se incluye resultados en simulación para mostrar el desempeño robusto del esquema de control de movimiento propuesto y la estimación efectiva y rápida de las señales de perturbación y velocidad.

  13. Application of a Leap Motion Sensor for Improved Drone Control

    Science.gov (United States)

    2017-12-01

    gas , and mineral exploration,  Domestic surveillance,  Policing activities by law enforcement agencies,  Forest fire detection,  Precision...search and rescue missions,  Security of pipelines , power lines, coastline and borders monitoring for illegal immigration and imports,  Delivery...5.71 3.9 inches Motor Type Brush Motors Material Plastic, Metal Power Source Electric Remote Distance 10 - 12 meters Control Channels 3

  14. Motion modelling and control strategies of over-actuated vehicles

    OpenAIRE

    Edrén, Johannes

    2014-01-01

    With the growing concern for environmental change and uncertain oil resources, the development of new vehicle concepts will in many cases include full or partial electric propulsion. The introduction of more advanced powertrains enables vehicles that can be controlled with a variety of electric actuators, such as wheel hub motors and individual steering. With these actuators, the chassis can be enabled to adjust its properties depending on the driving situation. Manoeuvring of the vehicle, us...

  15. Brownian Motion as a Limit to Physical Measuring Processes

    DEFF Research Database (Denmark)

    Niss, Martin

    2016-01-01

    In this paper, we examine the history of the idea that noise presents a fundamental limit to physical measuring processes. This idea had its origins in research aimed at improving the accuracy of instruments for electrical measurements. Out of these endeavors, the Swedish physicist Gustaf A. Ising...

  16. Relativistic Brownian motion and the foundations of quantum mechanics

    International Nuclear Information System (INIS)

    Roy, S.

    1979-01-01

    Within the context of the generalized stochastic interpretation of quantum mechanics it is possible to deduce the quantum principles as well as to resolve the EPR paradox. Moreover, the postulates of the stochastic space-time as proposed by Frederick et al. can be deduced in a consistent way. A new possibility arises of rethinking of the existence of hidden variables in quantum mechanics. (author)

  17. Relativistic Brownian motion and the foundations of quantum mechanics

    International Nuclear Information System (INIS)

    Roy, S.

    1979-01-01

    Within the context of the generalized stochastic interpretation of quantum mechanics it is possible to deduce the quantum principles as well as to resolve the EPR paradox. Moreover, the postulates of the stochastic space-time as proposed by Frederick et al. can be deduced in a consistent way. A new possibility arises of rethinking of the existence of hidden variables in quantum mechanics

  18. Beyond Brownian Motion: A Levy Flight in Magic Boots -50 ...

    Indian Academy of Sciences (India)

    in the scientific community to observe molecular aggregates which travel at times .... tional Institutes of health analysed the time intervals between heart beats. ... mental and numerical methods to study a leaking tap. They found that the time ...

  19. Brownian Motion Problem: Random Walk and Beyond -RE ...

    Indian Academy of Sciences (India)

    by their continuous bombardment by the surrounding molecules of much smaller size (Figure 1). This effect .... of continuous impacts of the randomly moving surround- ing molecules of the fluid (the 'npise'); (ii) these ..... ually increasing range of values due to integration and, thus, keeping it alive. Consequently, the observed ...

  20. Parameter inference from hitting times for perturbed Brownian motion

    DEFF Research Database (Denmark)

    Tamborrino, Massimiliano; Ditlevsen, Susanne; Lansky, Peter

    2015-01-01

    .g. the political conflict finishes, the industrial component breaks down or the person dies. Imagine an intervention, e.g., a political decision, maintenance of a component or a medical treatment, is initiated to the process before the event occurs. How can we evaluate whether the intervention had an effect......A latent internal process describes the state of some system, e.g. the social tension in a political conflict, the strength of an industrial component or the health status of a person. When this process reaches a predefined threshold, the process terminates and an observable event occurs, e......? To answer this question we describe the effect of the intervention through parameter changes of the law governing the internal process. Then, the time interval between the start of the process and the final event is divided into two subintervals: the time from the start to the instant of intervention...